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import { ZeroEx } from '0x.js';
import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import ethUtil = require('ethereumjs-util');
import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange';
import { constants } from '../../src/utils/constants';
import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
import { OrderFactory } from '../../src/utils/order_factory';
import { orderUtils } from '../../src/utils/order_utils';
import { ContractName, SignedOrder } from '../../src/utils/types';
import { chaiSetup } from '../utils/chai_setup';
import { deployer } from '../utils/deployer';
import { provider, web3Wrapper } from '../utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
describe('Exchange', () => {
let makerAddress: string;
let feeRecipientAddress: string;
let signedOrder: SignedOrder;
let exchangeWrapper: ExchangeWrapper;
let orderFactory: OrderFactory;
before(async () => {
const accounts = await web3Wrapper.getAvailableAddressesAsync();
[makerAddress, feeRecipientAddress] = accounts;
const tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry);
const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
const [rep, dgd, zrx] = await Promise.all([
deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
]);
const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
zrx.address,
tokenTransferProxy.address,
]);
const exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] });
const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID });
exchangeWrapper = new ExchangeWrapper(exchange, zeroEx);
const defaultOrderParams = {
exchangeAddress: exchange.address,
makerAddress,
feeRecipientAddress,
makerTokenAddress: rep.address,
takerTokenAddress: dgd.address,
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
makerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
takerFeeAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
};
const privateKey = constants.TESTRPC_PRIVATE_KEYS[0];
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
signedOrder = orderFactory.newSignedOrder();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('getOrderHash', () => {
it('should output the correct orderHash', async () => {
const orderHashHex = await exchangeWrapper.getOrderHashAsync(signedOrder);
expect(orderUtils.getOrderHashHex(signedOrder)).to.be.equal(orderHashHex);
});
});
describe('isValidSignature', () => {
beforeEach(async () => {
signedOrder = orderFactory.newSignedOrder();
});
it('should return true with a valid signature', async () => {
const success = await exchangeWrapper.isValidSignatureAsync(signedOrder);
expect(success).to.be.true();
});
it('should return false with an invalid signature', async () => {
const invalidR = ethUtil.sha3('invalidR');
const invalidS = ethUtil.sha3('invalidS');
const invalidSigBuff = Buffer.concat([
ethUtil.toBuffer(signedOrder.signature.slice(0, 6)),
invalidR,
invalidS,
]);
const invalidSigHex = `0x${invalidSigBuff.toString('hex')}`;
signedOrder.signature = invalidSigHex;
const success = await exchangeWrapper.isValidSignatureAsync(signedOrder);
expect(success).to.be.false();
});
});
describe('isRoundingError', () => {
it('should return false if there is a rounding error of 0.1%', async () => {
const numerator = new BigNumber(20);
const denominator = new BigNumber(999);
const target = new BigNumber(50);
// rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
it('should return false if there is a rounding of 0.09%', async () => {
const numerator = new BigNumber(20);
const denominator = new BigNumber(9991);
const target = new BigNumber(500);
// rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
it('should return true if there is a rounding error of 0.11%', async () => {
const numerator = new BigNumber(20);
const denominator = new BigNumber(9989);
const target = new BigNumber(500);
// rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
expect(isRoundingError).to.be.true();
});
it('should return true if there is a rounding error > 0.1%', async () => {
const numerator = new BigNumber(3);
const denominator = new BigNumber(7);
const target = new BigNumber(10);
// rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
expect(isRoundingError).to.be.true();
});
it('should return false when there is no rounding error', async () => {
const numerator = new BigNumber(1);
const denominator = new BigNumber(2);
const target = new BigNumber(10);
const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
it('should return false when there is rounding error <= 0.1%', async () => {
// randomly generated numbers
const numerator = new BigNumber(76564);
const denominator = new BigNumber(676373677);
const target = new BigNumber(105762562);
// rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
// (76564*105762562/676373677) = 0.0007%
const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
expect(isRoundingError).to.be.false();
});
});
describe('getPartialAmount', () => {
it('should return the numerator/denominator*target', async () => {
const numerator = new BigNumber(1);
const denominator = new BigNumber(2);
const target = new BigNumber(10);
const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
const expectedPartialAmount = 5;
expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
});
it('should round down', async () => {
const numerator = new BigNumber(2);
const denominator = new BigNumber(3);
const target = new BigNumber(10);
const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
const expectedPartialAmount = 6;
expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
});
it('should round .5 down', async () => {
const numerator = new BigNumber(1);
const denominator = new BigNumber(20);
const target = new BigNumber(10);
const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
const expectedPartialAmount = 0;
expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
});
});
});
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