path: root/test/exchange_wrapper_test.ts

import 'mocha';
import * as _ from 'lodash';
import * as chai from 'chai';
import * as Web3 from 'web3';
import * as BigNumber from 'bignumber.js';
import * as dirtyChai from 'dirty-chai';
import ChaiBigNumber = require('chai-bignumber');
import promisify = require('es6-promisify');
import {web3Factory} from './utils/web3_factory';
import {ZeroEx} from '../src/0x.js';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {FillOrderValidationErrs, SignedOrder, Token} from '../src/types';
import {FillScenarios} from './utils/fill_scenarios';
import {TokenUtils} from './utils/token_utils';

chai.use(dirtyChai);
chai.use(ChaiBigNumber());
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle();

describe('ExchangeWrapper', () => {
    let zeroEx: ZeroEx;
    let userAddresses: string[];
    let web3: Web3;
    before(async () => {
        web3 = web3Factory.create();
        zeroEx = new ZeroEx(web3);
        userAddresses = await promisify(web3.eth.getAccounts)();
    });
    beforeEach(async () => {
        await blockchainLifecycle.startAsync();
    });
    afterEach(async () => {
        await blockchainLifecycle.revertAsync();
    });
    describe('#isValidSignatureAsync', () => {
        // The Exchange smart contract `isValidSignature` method only validates orderHashes and assumes
        // the length of the data is exactly 32 bytes. Thus for these tests, we use data of this size.
        const dataHex = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0';
        const signature = {
            v: 27,
            r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33',
            s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254',
        };
        const address = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
        describe('should throw if passed a malformed signature', () => {
            it('malformed v', async () => {
                const malformedSignature = {
                    v: 34,
                    r: signature.r,
                    s: signature.s,
                };
                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
                    .to.be.rejected();
            });
            it('r lacks 0x prefix', async () => {
                const malformedR = signature.r.replace('0x', '');
                const malformedSignature = {
                    v: signature.v,
                    r: malformedR,
                    s: signature.s,
                };
                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
                    .to.be.rejected();
            });
            it('r is too short', async () => {
                const malformedR = signature.r.substr(10);
                const malformedSignature = {
                    v: signature.v,
                    r: malformedR,
                    s: signature.s.replace('0', 'z'),
                };
                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
                    .to.be.rejected();
            });
            it('s is not hex', async () => {
                const malformedS = signature.s.replace('0', 'z');
                const malformedSignature = {
                    v: signature.v,
                    r: signature.r,
                    s: malformedS,
                };
                return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
                    .to.be.rejected();
            });
        });
        it('should return false if the data doesn\'t pertain to the signature & address', async () => {
            const isValid = await zeroEx.exchange.isValidSignatureAsync('0x0', signature, address);
            expect(isValid).to.be.false();
        });
        it('should return false if the address doesn\'t pertain to the signature & dataHex', async () => {
            const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42';
            const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, validUnrelatedAddress);
            expect(isValid).to.be.false();
        });
        it('should return false if the signature doesn\'t pertain to the dataHex & address', async () => {
            const wrongSignature = {...signature, v: 28};
            const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, wrongSignature, address);
            expect(isValid).to.be.false();
        });
        it('should return true if the signature does pertain to the dataHex & address', async () => {
            const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, address);
            expect(isValid).to.be.true();
        });
    });
    describe('#fillOrderAsync', () => {
        let tokens: Token[];
        let makerTokenAddress: string;
        let takerTokenAddress: string;
        let fillScenarios: FillScenarios;
        let coinbase: string;
        let makerAddress: string;
        let takerAddress: string;
        let feeRecipient: string;
        let zrxTokenAddress: string;
        const fillTakerAmount = new BigNumber(5);
        const shouldCheckTransfer = false;
        before('fetch tokens', async () => {
            [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
            tokens = await zeroEx.tokenRegistry.getTokensAsync();
            const tokenUtils = new TokenUtils(tokens);
            const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
            makerTokenAddress = makerToken.address;
            takerTokenAddress = takerToken.address;
            zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
            fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress);
        });
        afterEach('reset default account', () => {
            zeroEx.setTransactionSenderAccount(userAddresses[0]);
        });
        describe('failed fills', () => {
            it('should throw when the fill amount is zero', async () => {
                const fillableAmount = new BigNumber(5);
                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                );
                const zeroFillAmount = new BigNumber(0);
                zeroEx.setTransactionSenderAccount(takerAddress);
                return expect(zeroEx.exchange.fillOrderAsync(
                    signedOrder, zeroFillAmount, shouldCheckTransfer,
                )).to.be.rejectedWith(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
            });
            it('should throw when sender is not a taker', async () => {
                const fillableAmount = new BigNumber(5);
                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                );
                return expect(zeroEx.exchange.fillOrderAsync(
                    signedOrder, fillTakerAmount, shouldCheckTransfer,
                )).to.be.rejectedWith(FillOrderValidationErrs.NOT_A_TAKER);
            });
            it('should throw when order is expired', async () => {
                const expirationInPast = new BigNumber(42);
                const fillableAmount = new BigNumber(5);
                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
                );
                zeroEx.setTransactionSenderAccount(takerAddress);
                return expect(zeroEx.exchange.fillOrderAsync(
                    signedOrder, fillTakerAmount, shouldCheckTransfer,
                )).to.be.rejectedWith(FillOrderValidationErrs.EXPIRED);
            });
            describe('should throw when not enough balance or allowance to fulfill the order', () => {
                const fillableAmount = new BigNumber(5);
                const lackingBalance = new BigNumber(3);
                const lackingAllowance = new BigNumber(3);
                let signedOrder: SignedOrder;
                beforeEach('create fillable signed order', async () => {
                    signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                        makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                    );
                });
                it('should throw when taker balance is less than fill amount', async () => {

                    await zeroEx.token.transferAsync(takerTokenAddress, takerAddress, coinbase, lackingBalance);
                    zeroEx.setTransactionSenderAccount(takerAddress);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
                });
                it('should throw when taker allowance is less than fill amount', async () => {
                    const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
                    await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
                        newAllowanceWhichIsLessThanFillAmount);
                    zeroEx.setTransactionSenderAccount(takerAddress);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
                });
                it('should throw when maker balance is less than maker fill amount', async () => {
                    await zeroEx.token.transferAsync(makerTokenAddress, makerAddress, coinbase, lackingBalance);
                    zeroEx.setTransactionSenderAccount(takerAddress);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE);
                });
                it('should throw when maker allowance is less than maker fill amount', async () => {
                    const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
                    await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
                        newAllowanceWhichIsLessThanFillAmount);
                    zeroEx.setTransactionSenderAccount(takerAddress);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
                });
            });
            it('should throw when there would be a rounding error', async () => {
                const makerFillableAmount = new BigNumber(3);
                const takerFillableAmount = new BigNumber(5);
                const signedOrder = await fillScenarios.createAsymetricFillableSignedOrderAsync(
                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
                    makerFillableAmount, takerFillableAmount,
                );
                const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
                zeroEx.setTransactionSenderAccount(takerAddress);
                return expect(zeroEx.exchange.fillOrderAsync(
                    signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer,
                )).to.be.rejectedWith(FillOrderValidationErrs.ROUNDING_ERROR);
            });
            describe('should raise when not enough balance or allowance to pay fees', () => {
                const fillableAmount = new BigNumber(5);
                const makerFee = new BigNumber(2);
                const takerFee = new BigNumber(2);
                let signedOrder: SignedOrder;
                beforeEach('setup', async () => {
                    signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
                        makerTokenAddress, takerTokenAddress, makerFee, takerFee,
                        makerAddress, takerAddress, fillableAmount, feeRecipient,
                    );
                    zeroEx.setTransactionSenderAccount(takerAddress);
                });
                it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
                    const lackingBalance = new BigNumber(1);
                    await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, coinbase, lackingBalance);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_FEE_BALANCE);
                });
                it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
                    const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
                        newAllowanceWhichIsLessThanFees);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_FEE_ALLOWANCE);
                });
                it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
                    const lackingBalance = new BigNumber(1);
                    await zeroEx.token.transferAsync(zrxTokenAddress, takerAddress, coinbase, lackingBalance);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_FEE_BALANCE);
                });
                it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
                    const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
                    await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
                        newAllowanceWhichIsLessThanFees);
                    return expect(zeroEx.exchange.fillOrderAsync(
                        signedOrder, fillTakerAmount, shouldCheckTransfer,
                    )).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_FEE_ALLOWANCE);
                });
            });
        });
        describe('successful fills', () => {
            it('should fill the valid order', async () => {
                const fillableAmount = new BigNumber(5);
                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                );

                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
                    .to.be.bignumber.equal(fillableAmount);
                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
                    .to.be.bignumber.equal(0);
                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
                    .to.be.bignumber.equal(0);
                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
                    .to.be.bignumber.equal(fillableAmount);
                zeroEx.setTransactionSenderAccount(takerAddress);
                await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
                    .to.be.bignumber.equal(fillTakerAmount);
                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
                    .to.be.bignumber.equal(fillTakerAmount);
                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
                    .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
            });
            it('should partially fill the valid order', async () => {
                const fillableAmount = new BigNumber(5);
                const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
                    makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
                );
                const partialFillAmount = new BigNumber(3);
                zeroEx.setTransactionSenderAccount(takerAddress);
                await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
                    .to.be.bignumber.equal(partialFillAmount);
                expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
                    .to.be.bignumber.equal(partialFillAmount);
                expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
                    .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
            });
            it('should fill the valid orders with fees', async () => {
                const fillableAmount = new BigNumber(5);
                const makerFee = new BigNumber(1);
                const takerFee = new BigNumber(2);
                const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
                    makerTokenAddress, takerTokenAddress, makerFee, takerFee,
                    makerAddress, takerAddress, fillableAmount, feeRecipient,
                );
                zeroEx.setTransactionSenderAccount(takerAddress);
                await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
                expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
                    .to.be.bignumber.equal(makerFee.plus(takerFee));
            });
        });
    });
});