aboutsummaryrefslogtreecommitdiffstats
path: root/packages/contracts/test/exchange/internal.ts
blob: 14c0ff4cb4b6d21f5bf4c74787c02d35e33c1e35 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
import { BlockchainLifecycle } from '@0xproject/dev-utils';
import { Order, RevertReason, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';

import { TestExchangeInternalsContract } from '../../generated_contract_wrappers/test_exchange_internals';
import { artifacts } from '../utils/artifacts';
import {
    getInvalidOpcodeErrorMessageForCallAsync,
    getRevertReasonOrErrorMessageForSendTransactionAsync,
} from '../utils/assertions';
import { chaiSetup } from '../utils/chai_setup';
import { bytes32Values, testCombinatoriallyWithReferenceFuncAsync, uint256Values } from '../utils/combinatorial_utils';
import { constants } from '../utils/constants';
import { FillResults } from '../utils/types';
import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper';

chaiSetup.configure();
const expect = chai.expect;

const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);

const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);

const emptyOrder: Order = {
    senderAddress: constants.NULL_ADDRESS,
    makerAddress: constants.NULL_ADDRESS,
    takerAddress: constants.NULL_ADDRESS,
    makerFee: new BigNumber(0),
    takerFee: new BigNumber(0),
    makerAssetAmount: new BigNumber(0),
    takerAssetAmount: new BigNumber(0),
    makerAssetData: '0x',
    takerAssetData: '0x',
    salt: new BigNumber(0),
    exchangeAddress: constants.NULL_ADDRESS,
    feeRecipientAddress: constants.NULL_ADDRESS,
    expirationTimeSeconds: new BigNumber(0),
};

const emptySignedOrder: SignedOrder = {
    ...emptyOrder,
    signature: '',
};

const overflowErrorForCall = new Error(RevertReason.Uint256Overflow);

describe('Exchange core internal functions', () => {
    let testExchange: TestExchangeInternalsContract;
    let invalidOpcodeErrorForCall: Error | undefined;
    let overflowErrorForSendTransaction: Error | undefined;
    let divisionByZeroErrorForCall: Error | undefined;

    before(async () => {
        await blockchainLifecycle.startAsync();
    });
    after(async () => {
        await blockchainLifecycle.revertAsync();
    });
    before(async () => {
        testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync(
            artifacts.TestExchangeInternals,
            provider,
            txDefaults,
        );
        overflowErrorForSendTransaction = new Error(
            await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow),
        );
        divisionByZeroErrorForCall = new Error(
            await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.DivisionByZero),
        );
        invalidOpcodeErrorForCall = new Error(await getInvalidOpcodeErrorMessageForCallAsync());
    });
    // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset
    // the blockchain state for any tests which modify it!

    async function referenceGetPartialAmountFloorAsync(
        numerator: BigNumber,
        denominator: BigNumber,
        target: BigNumber,
    ): Promise<BigNumber> {
        if (denominator.eq(0)) {
            throw divisionByZeroErrorForCall;
        }
        const product = numerator.mul(target);
        if (product.greaterThan(MAX_UINT256)) {
            throw overflowErrorForCall;
        }
        return product.dividedToIntegerBy(denominator);
    }

    describe('addFillResults', async () => {
        function makeFillResults(value: BigNumber): FillResults {
            return {
                makerAssetFilledAmount: value,
                takerAssetFilledAmount: value,
                makerFeePaid: value,
                takerFeePaid: value,
            };
        }
        async function referenceAddFillResultsAsync(
            totalValue: BigNumber,
            singleValue: BigNumber,
        ): Promise<FillResults> {
            // Note(albrow): Here, each of totalFillResults and
            // singleFillResults will consist of fields with the same values.
            // This should be safe because none of the fields in a given
            // FillResults are ever used together in a mathemetical operation.
            // They are only used with the corresponding field from *the other*
            // FillResults, which are different.
            const totalFillResults = makeFillResults(totalValue);
            const singleFillResults = makeFillResults(singleValue);
            // HACK(albrow): _.mergeWith mutates the first argument! To
            // workaround this we use _.cloneDeep.
            return _.mergeWith(
                _.cloneDeep(totalFillResults),
                singleFillResults,
                (totalVal: BigNumber, singleVal: BigNumber) => {
                    const newTotal = totalVal.add(singleVal);
                    if (newTotal.greaterThan(MAX_UINT256)) {
                        throw overflowErrorForCall;
                    }
                    return newTotal;
                },
            );
        }
        async function testAddFillResultsAsync(totalValue: BigNumber, singleValue: BigNumber): Promise<FillResults> {
            const totalFillResults = makeFillResults(totalValue);
            const singleFillResults = makeFillResults(singleValue);
            return testExchange.publicAddFillResults.callAsync(totalFillResults, singleFillResults);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'addFillResults',
            referenceAddFillResultsAsync,
            testAddFillResultsAsync,
            [uint256Values, uint256Values],
        );
    });

    describe('calculateFillResults', async () => {
        function makeOrder(
            makerAssetAmount: BigNumber,
            takerAssetAmount: BigNumber,
            makerFee: BigNumber,
            takerFee: BigNumber,
        ): Order {
            return {
                ...emptyOrder,
                makerAssetAmount,
                takerAssetAmount,
                makerFee,
                takerFee,
            };
        }
        async function referenceCalculateFillResultsAsync(
            orderTakerAssetAmount: BigNumber,
            takerAssetFilledAmount: BigNumber,
            otherAmount: BigNumber,
        ): Promise<FillResults> {
            // Note(albrow): Here we are re-using the same value (otherAmount)
            // for order.makerAssetAmount, order.makerFee, and order.takerFee.
            // This should be safe because they are never used with each other
            // in any mathematical operation in either the reference TypeScript
            // implementation or the Solidity implementation of
            // calculateFillResults.
            return {
                makerAssetFilledAmount: await referenceGetPartialAmountFloorAsync(
                    takerAssetFilledAmount,
                    orderTakerAssetAmount,
                    otherAmount,
                ),
                takerAssetFilledAmount,
                makerFeePaid: await referenceGetPartialAmountFloorAsync(
                    takerAssetFilledAmount,
                    orderTakerAssetAmount,
                    otherAmount,
                ),
                takerFeePaid: await referenceGetPartialAmountFloorAsync(
                    takerAssetFilledAmount,
                    orderTakerAssetAmount,
                    otherAmount,
                ),
            };
        }
        async function testCalculateFillResultsAsync(
            orderTakerAssetAmount: BigNumber,
            takerAssetFilledAmount: BigNumber,
            otherAmount: BigNumber,
        ): Promise<FillResults> {
            const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount);
            return testExchange.publicCalculateFillResults.callAsync(order, takerAssetFilledAmount);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'calculateFillResults',
            referenceCalculateFillResultsAsync,
            testCalculateFillResultsAsync,
            [uint256Values, uint256Values, uint256Values],
        );
    });

    describe('getPartialAmountFloor', async () => {
        async function testGetPartialAmountFloorAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ): Promise<BigNumber> {
            return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'getPartialAmount',
            referenceGetPartialAmountFloorAsync,
            testGetPartialAmountFloorAsync,
            [uint256Values, uint256Values, uint256Values],
        );
    });

    describe('getPartialAmountCeil', async () => {
        async function referenceGetPartialAmountCeilAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ) {
            if (denominator.eq(0)) {
                throw new Error('revert DIVISION_BY_ZERO');
            }
            const product = numerator.mul(target);
            const offset = product.add(denominator.sub(1));
            if (offset.greaterThan(MAX_UINT256)) {
                throw overflowErrorForCall;
            }
            const result = offset.dividedToIntegerBy(denominator);
            if (product.mod(denominator).eq(0)) {
                expect(result.mul(denominator)).to.be.bignumber.eq(product);
            } else {
                expect(result.mul(denominator)).to.be.bignumber.gt(product);
            }
            return result;
        }
        async function testGetPartialAmountCeilAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ): Promise<BigNumber> {
            return testExchange.publicGetPartialAmountCeil.callAsync(numerator, denominator, target);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'getPartialAmountCeil',
            referenceGetPartialAmountCeilAsync,
            testGetPartialAmountCeilAsync,
            [uint256Values, uint256Values, uint256Values],
        );
    });

    describe('isRoundingError', async () => {
        async function referenceIsRoundingErrorAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ): Promise<boolean> {
            if (denominator.eq(0)) {
                throw divisionByZeroErrorForCall;
            }
            if (numerator.eq(0)) {
                return false;
            }
            if (target.eq(0)) {
                return false;
            }
            const product = numerator.mul(target);
            const remainder = product.mod(denominator);
            const remainderTimes1000 = remainder.mul('1000');
            const isError = remainderTimes1000.gt(product);
            if (product.greaterThan(MAX_UINT256)) {
                throw overflowErrorForCall;
            }
            if (remainderTimes1000.greaterThan(MAX_UINT256)) {
                throw overflowErrorForCall;
            }
            return isError;
        }
        async function testIsRoundingErrorAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ): Promise<boolean> {
            return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'isRoundingError',
            referenceIsRoundingErrorAsync,
            testIsRoundingErrorAsync,
            [uint256Values, uint256Values, uint256Values],
        );
    });

    describe('isRoundingErrorCeil', async () => {
        async function referenceIsRoundingErrorAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ): Promise<boolean> {
            if (denominator.eq(0)) {
                throw divisionByZeroErrorForCall;
            }
            if (numerator.eq(0)) {
                return false;
            }
            if (target.eq(0)) {
                return false;
            }
            const product = numerator.mul(target);
            const remainder = product.mod(denominator);
            const error = denominator.sub(remainder).mod(denominator);
            const errorTimes1000 = error.mul('1000');
            const isError = errorTimes1000.gt(product);
            if (product.greaterThan(MAX_UINT256)) {
                throw overflowErrorForCall;
            }
            if (errorTimes1000.greaterThan(MAX_UINT256)) {
                throw overflowErrorForCall;
            }
            return isError;
        }
        async function testIsRoundingErrorCeilAsync(
            numerator: BigNumber,
            denominator: BigNumber,
            target: BigNumber,
        ): Promise<boolean> {
            return testExchange.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'isRoundingErrorCeil',
            referenceIsRoundingErrorAsync,
            testIsRoundingErrorCeilAsync,
            [uint256Values, uint256Values, uint256Values],
        );
    });

    describe('updateFilledState', async () => {
        // Note(albrow): Since updateFilledState modifies the state by calling
        // sendTransaction, we must reset the state after each test.
        beforeEach(async () => {
            await blockchainLifecycle.startAsync();
        });
        afterEach(async () => {
            await blockchainLifecycle.revertAsync();
        });
        async function referenceUpdateFilledStateAsync(
            takerAssetFilledAmount: BigNumber,
            orderTakerAssetFilledAmount: BigNumber,
            // tslint:disable-next-line:no-unused-variable
            orderHash: string,
        ): Promise<BigNumber> {
            const totalFilledAmount = takerAssetFilledAmount.add(orderTakerAssetFilledAmount);
            if (totalFilledAmount.greaterThan(MAX_UINT256)) {
                throw overflowErrorForSendTransaction;
            }
            return totalFilledAmount;
        }
        async function testUpdateFilledStateAsync(
            takerAssetFilledAmount: BigNumber,
            orderTakerAssetFilledAmount: BigNumber,
            orderHash: string,
        ): Promise<BigNumber> {
            const fillResults = {
                makerAssetFilledAmount: new BigNumber(0),
                takerAssetFilledAmount,
                makerFeePaid: new BigNumber(0),
                takerFeePaid: new BigNumber(0),
            };
            await web3Wrapper.awaitTransactionSuccessAsync(
                await testExchange.publicUpdateFilledState.sendTransactionAsync(
                    emptySignedOrder,
                    constants.NULL_ADDRESS,
                    orderHash,
                    orderTakerAssetFilledAmount,
                    fillResults,
                ),
                constants.AWAIT_TRANSACTION_MINED_MS,
            );
            return testExchange.filled.callAsync(orderHash);
        }
        await testCombinatoriallyWithReferenceFuncAsync(
            'updateFilledState',
            referenceUpdateFilledStateAsync,
            testUpdateFilledStateAsync,
            [uint256Values, uint256Values, bytes32Values],
        );
    });
});