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import { SignedOrder, 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,
LogCancelContractEventArgs,
LogErrorContractEventArgs,
LogFillContractEventArgs,
} from '../../src/contract_wrappers/generated/exchange';
import { constants } from '../../util/constants';
import { ExchangeWrapper } from '../../util/exchange_wrapper';
import { OrderFactory } from '../../util/order_factory';
import { ContractName } from '../../util/types';
import { chaiSetup } from '../utils/chai_setup';
import { deployer } from '../utils/deployer';
chaiSetup.configure();
const expect = chai.expect;
const web3 = web3Factory.create();
const web3Wrapper = new Web3Wrapper(web3.currentProvider);
const blockchainLifecycle = new BlockchainLifecycle();
describe('Exchange', () => {
let maker: string;
let feeRecipient: string;
let signedOrder: SignedOrder;
let exchangeWrapper: ExchangeWrapper;
let orderFactory: OrderFactory;
before(async () => {
const accounts = await web3Wrapper.getAvailableAddressesAsync();
[maker, feeRecipient] = 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),
deployer.deployAsync(ContractName.DummyToken),
deployer.deployAsync(ContractName.DummyToken),
]);
const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
zrx.address,
tokenTransferProxy.address,
]);
const exchange = new ExchangeContract(exchangeInstance);
await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] });
const zeroEx = new ZeroEx(web3.currentProvider, { networkId: constants.TESTRPC_NETWORK_ID });
exchangeWrapper = new ExchangeWrapper(exchange, zeroEx);
const defaultOrderParams = {
exchangeContractAddress: exchange.address,
maker,
feeRecipient,
makerToken: rep.address,
takerToken: dgd.address,
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
};
orderFactory = new OrderFactory(zeroEx, defaultOrderParams);
signedOrder = await orderFactory.newSignedOrderAsync();
});
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(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(orderHashHex);
});
});
describe('isValidSignature', () => {
beforeEach(async () => {
signedOrder = await orderFactory.newSignedOrderAsync();
});
it('should return true with a valid signature', async () => {
const success = await exchangeWrapper.isValidSignatureAsync(signedOrder);
const orderHashHex = ZeroEx.getOrderHashHex(signedOrder);
const isValidSignature = ZeroEx.isValidSignature(orderHashHex, signedOrder.ecSignature, signedOrder.maker);
expect(isValidSignature).to.be.true();
expect(success).to.be.true();
});
it('should return false with an invalid signature', async () => {
signedOrder.ecSignature.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
signedOrder.ecSignature.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
const success = await exchangeWrapper.isValidSignatureAsync(signedOrder);
const orderHashHex = ZeroEx.getOrderHashHex(signedOrder);
const isValidSignature = ZeroEx.isValidSignature(orderHashHex, signedOrder.ecSignature, signedOrder.maker);
expect(isValidSignature).to.be.false();
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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