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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 * as _ from 'lodash';
import * as Web3 from 'web3';
import { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token';
import {
ExchangeContract,
LogCancelContractEventArgs,
LogErrorContractEventArgs,
LogFillContractEventArgs,
} from '../../src/contract_wrappers/generated/exchange';
import { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry';
import { TokenTransferProxyContract } from '../../src/contract_wrappers/generated/token_transfer_proxy';
import { Balances } from '../../src/utils/balances';
import { constants } from '../../src/utils/constants';
import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
import { OrderFactory } from '../../src/utils/order_factory';
import { BalancesByOwner, 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 tokenOwner: string;
let takerAddress: string;
let feeRecipientAddress: string;
const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
let rep: DummyTokenContract;
let dgd: DummyTokenContract;
let zrx: DummyTokenContract;
let exchange: ExchangeContract;
let tokenRegistry: TokenRegistryContract;
let tokenTransferProxy: TokenTransferProxyContract;
let balances: BalancesByOwner;
let exWrapper: ExchangeWrapper;
let dmyBalances: Balances;
let orderFactory: OrderFactory;
before(async () => {
const accounts = await web3Wrapper.getAvailableAddressesAsync();
tokenOwner = accounts[0];
[makerAddress, takerAddress, feeRecipientAddress] = accounts;
const [repInstance, dgdInstance, zrxInstance] = 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),
]);
rep = new DummyTokenContract(repInstance.abi, repInstance.address, provider);
dgd = new DummyTokenContract(dgdInstance.abi, dgdInstance.address, provider);
zrx = new DummyTokenContract(zrxInstance.abi, zrxInstance.address, provider);
const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry);
tokenRegistry = new TokenRegistryContract(tokenRegistryInstance.abi, tokenRegistryInstance.address, provider);
const tokenTransferProxyInstance = await deployer.deployAsync(ContractName.TokenTransferProxy);
tokenTransferProxy = new TokenTransferProxyContract(
tokenTransferProxyInstance.abi,
tokenTransferProxyInstance.address,
provider,
);
const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
zrx.address,
tokenTransferProxy.address,
]);
exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: accounts[0] });
const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID });
exWrapper = 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 secretKey = constants.TESTRPC_ACCOUNTS[0].secretKey;
orderFactory = new OrderFactory(secretKey, defaultOrderParams);
dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]);
await Promise.all([
rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
rep.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
rep.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
dgd.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
dgd.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: makerAddress }),
zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: takerAddress }),
zrx.setBalance.sendTransactionAsync(makerAddress, INIT_BAL, { from: tokenOwner }),
zrx.setBalance.sendTransactionAsync(takerAddress, INIT_BAL, { from: tokenOwner }),
]);
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
balances = await dmyBalances.getAsync();
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('fillOrKillOrder', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
await exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFillAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFeeAmount = signedOrder.makerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFeeAmount = signedOrder.takerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount),
);
expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFeeAmount),
);
expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFeeAmount),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
);
});
it('should throw if an signedOrder is expired', async () => {
const signedOrder = orderFactory.newSignedOrder({
expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
});
return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
constants.REVERT,
);
});
it('should throw if entire takerTokenFillAmount not filled', async () => {
const signedOrder = orderFactory.newSignedOrder();
await exWrapper.fillOrderAsync(signedOrder, takerAddress, {
takerTokenFillAmount: signedOrder.takerTokenAmount.div(2),
});
return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
constants.REVERT,
);
});
});
describe('fillOrderNoThrow', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = orderFactory.newSignedOrder({
makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFillAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFeeAmount = signedOrder.makerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFeeAmount = signedOrder.takerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFillAmount),
);
expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFeeAmount),
);
expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFillAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFeeAmount),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFeeAmount.add(takerFeeAmount)),
);
});
});
describe('batch functions', () => {
let signedOrders: SignedOrder[];
beforeEach(async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder(),
];
});
describe('batchFillOrders', () => {
it('should transfer the correct amounts', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
signedOrders.forEach(signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFillAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFeeAmount = signedOrder.makerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFeeAmount = signedOrder.takerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
takerTokenFillAmounts.push(takerTokenFillAmount);
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
makerTokenFillAmount,
);
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
takerTokenFillAmount,
);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFeeAmount);
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
makerTokenFillAmount,
);
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
takerTokenFillAmount,
);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFeeAmount);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
makerFeeAmount.add(takerFeeAmount),
);
});
await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
});
describe('batchFillOrKillOrders', () => {
it('should transfer the correct amounts', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
const makerTokenAddress = rep.address;
const takerTokenAddress = dgd.address;
signedOrders.forEach(signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
const makerTokenFillAmount = takerTokenFillAmount
.times(signedOrder.makerTokenAmount)
.dividedToIntegerBy(signedOrder.takerTokenAmount);
const makerFee = signedOrder.makerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
const takerFee = signedOrder.takerFeeAmount
.times(makerTokenFillAmount)
.dividedToIntegerBy(signedOrder.makerTokenAmount);
takerTokenFillAmounts.push(takerTokenFillAmount);
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
makerTokenFillAmount,
);
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
takerTokenFillAmount,
);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
makerTokenFillAmount,
);
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
takerTokenFillAmount,
);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
makerFee.add(takerFee),
);
});
await exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw if a single signedOrder does not fill the expected amount', async () => {
const takerTokenFillAmounts: BigNumber[] = [];
signedOrders.forEach(signedOrder => {
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
takerTokenFillAmounts.push(takerTokenFillAmount);
});
await exWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress);
return expect(
exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts,
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('marketFillOrders', () => {
it('should stop when the entire takerTokenFillAmount is filled', async () => {
const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
signedOrders[1].takerTokenAmount.div(2),
);
await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
const makerTokenFillAmount = signedOrders[0].makerTokenAmount.add(
signedOrders[1].makerTokenAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFeeAmount.add(
signedOrders[1].makerFeeAmount.dividedToIntegerBy(2),
);
const takerFee = signedOrders[0].takerFeeAmount.add(
signedOrders[1].takerFeeAmount.dividedToIntegerBy(2),
);
expect(newBalances[makerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
);
expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
);
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
balances[makerAddress][zrx.address].minus(makerFee),
);
expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
);
expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount),
);
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
balances[takerAddress][zrx.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
signedOrders.forEach(signedOrder => {
balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
signedOrder.makerTokenAddress
].minus(signedOrder.makerTokenAmount);
balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
signedOrder.takerTokenAddress
].add(signedOrder.takerTokenAmount);
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
signedOrder.makerFeeAmount,
);
balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
signedOrder.makerTokenAddress
].add(signedOrder.makerTokenAmount);
balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
signedOrder.takerTokenAddress
].minus(signedOrder.takerTokenAmount);
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
signedOrder.takerFeeAmount,
);
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
signedOrder.makerFeeAmount.add(signedOrder.takerFeeAmount),
);
});
await exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmount,
});
const newBalances = await dmyBalances.getAsync();
expect(newBalances).to.be.deep.equal(balances);
});
it('should throw when an signedOrder does not use the same takerTokenAddress', async () => {
signedOrders = [
orderFactory.newSignedOrder(),
orderFactory.newSignedOrder({ takerTokenAddress: zrx.address }),
orderFactory.newSignedOrder(),
];
return expect(
exWrapper.marketFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
}),
).to.be.rejectedWith(constants.REVERT);
});
});
describe('batchCancelOrders', () => {
it('should be able to cancel multiple signedOrders', async () => {
const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount);
await exWrapper.batchCancelOrdersAsync(signedOrders, makerAddress, {
takerTokenCancelAmounts,
});
await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerTokenFillAmounts: takerTokenCancelAmounts,
});
const newBalances = await dmyBalances.getAsync();
expect(balances).to.be.deep.equal(newBalances);
});
});
});
});
|
