Merge pull request #522 from 0xProject/feature/contracts/forwarder

Forwarding contract
This commit is contained in:
Jacob Evans
2018-07-06 16:29:56 +10:00
committed by GitHub
24 changed files with 3177 additions and 99 deletions

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import { BlockchainLifecycle } from '@0xproject/dev-utils';
import { assetProxyUtils } from '@0xproject/order-utils';
import { AssetProxyId, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c20_token';
import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c721_token';
import { ExchangeContract } from '../../generated_contract_wrappers/exchange';
import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
import { WETH9Contract } from '../../generated_contract_wrappers/weth9';
import { artifacts } from '../utils/artifacts';
import { expectRevertOrAlwaysFailingTransactionAsync, expectRevertOrOtherErrorAsync } from '../utils/assertions';
import { chaiSetup } from '../utils/chai_setup';
import { constants } from '../utils/constants';
import { ERC20Wrapper } from '../utils/erc20_wrapper';
import { ERC721Wrapper } from '../utils/erc721_wrapper';
import { ExchangeWrapper } from '../utils/exchange_wrapper';
import { formatters } from '../utils/formatters';
import { ForwarderWrapper } from '../utils/forwarder_wrapper';
import { OrderFactory } from '../utils/order_factory';
import { ContractName, ERC20BalancesByOwner } from '../utils/types';
import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
const DECIMALS_DEFAULT = 18;
// Set a gasPrice so when checking balance of msg.sender we can accurately calculate gasPrice*gasUsed
const DEFAULT_GAS_PRICE = new BigNumber(1);
describe(ContractName.Forwarder, () => {
let makerAddress: string;
let owner: string;
let takerAddress: string;
let feeRecipientAddress: string;
let otherAddress: string;
let defaultMakerAssetAddress: string;
let weth: DummyERC20TokenContract;
let zrxToken: DummyERC20TokenContract;
let erc721Token: DummyERC721TokenContract;
let forwarderContract: ForwarderContract;
let wethContract: WETH9Contract;
let forwarderWrapper: ForwarderWrapper;
let exchangeWrapper: ExchangeWrapper;
let signedOrder: SignedOrder;
let signedOrders: SignedOrder[];
let orderWithFee: SignedOrder;
let signedOrdersWithFee: SignedOrder[];
let feeOrder: SignedOrder;
let feeOrders: SignedOrder[];
let orderFactory: OrderFactory;
let erc20Wrapper: ERC20Wrapper;
let erc20Balances: ERC20BalancesByOwner;
let tx: TransactionReceiptWithDecodedLogs;
let erc721MakerAssetIds: BigNumber[];
let feeProportion: number = 0;
before(async () => {
await blockchainLifecycle.startAsync();
const accounts = await web3Wrapper.getAvailableAddressesAsync();
const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts);
const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
const numDummyErc20ToDeploy = 3;
let erc20TokenA;
[erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync(
numDummyErc20ToDeploy,
constants.DUMMY_TOKEN_DECIMALS,
);
const erc20Proxy = await erc20Wrapper.deployProxyAsync();
await erc20Wrapper.setBalancesAndAllowancesAsync();
[erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
const erc721Proxy = await erc721Wrapper.deployProxyAsync();
await erc721Wrapper.setBalancesAndAllowancesAsync();
const erc721Balances = await erc721Wrapper.getBalancesAsync();
erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address];
wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.EtherToken, provider, txDefaults);
weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider);
erc20Wrapper.addDummyTokenContract(weth);
const wethAssetData = assetProxyUtils.encodeERC20AssetData(wethContract.address);
const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address);
const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
artifacts.Exchange,
provider,
txDefaults,
zrxAssetData,
);
const exchangeContract = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
exchangeWrapper = new ExchangeWrapper(exchangeContract, provider);
await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner);
await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
from: owner,
});
await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
from: owner,
});
defaultMakerAssetAddress = erc20TokenA.address;
const defaultTakerAssetAddress = wethContract.address;
const defaultOrderParams = {
exchangeAddress: exchangeInstance.address,
makerAddress,
feeRecipientAddress,
makerAssetData: assetProxyUtils.encodeERC20AssetData(defaultMakerAssetAddress),
takerAssetData: assetProxyUtils.encodeERC20AssetData(defaultTakerAssetAddress),
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
};
const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync(
artifacts.Forwarder,
provider,
txDefaults,
exchangeInstance.address,
wethContract.address,
zrxToken.address,
AssetProxyId.ERC20,
zrxAssetData,
wethAssetData,
);
forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider);
forwarderWrapper = new ForwarderWrapper(forwarderContract, provider, zrxToken.address);
erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address);
web3Wrapper.abiDecoder.addABI(forwarderContract.abi);
web3Wrapper.abiDecoder.addABI(exchangeInstance.abi);
});
after(async () => {
await blockchainLifecycle.revertAsync();
});
beforeEach(async () => {
await blockchainLifecycle.startAsync();
feeProportion = 0;
erc20Balances = await erc20Wrapper.getBalancesAsync();
signedOrder = orderFactory.newSignedOrder();
signedOrders = [signedOrder];
feeOrder = orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
feeOrders = [feeOrder];
orderWithFee = orderFactory.newSignedOrder({
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
signedOrdersWithFee = [orderWithFee];
});
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
describe('calculations', () => {
it('throws if orders passed in are not enough to satisfy requested amount', async () => {
feeOrders = [feeOrder];
const makerTokenFillAmount = feeOrder.makerAssetAmount.div(2);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
feeOrders,
[],
feeProportion,
makerTokenFillAmount,
);
// Fill the feeOrder
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(feeOrders, [], makerTokenFillAmount, {
from: takerAddress,
value: fillAmountWei,
});
return expectRevertOrOtherErrorAsync(
forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
feeOrders,
[],
feeProportion,
makerTokenFillAmount,
),
'Unable to satisfy makerAssetFillAmount with provided orders',
);
});
it('throws if orders passed are cancelled', async () => {
tx = await exchangeWrapper.cancelOrderAsync(feeOrder, makerAddress);
// Cancel the feeOrder
return expectRevertOrOtherErrorAsync(
forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
feeOrders,
[],
feeProportion,
feeOrder.makerAssetAmount.div(2),
),
'Unable to satisfy makerAssetFillAmount with provided orders',
);
});
});
describe('marketSellEthForERC20 without extra fees', () => {
it('should fill the order', async () => {
const fillAmount = signedOrder.takerAssetAmount.div(2);
const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress];
const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress];
feeOrders = [];
tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, {
value: fillAmount,
from: takerAddress,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress];
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
const makerTokenFillAmount = fillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(makerTokenFillAmount));
expect(takerBalanceAfter).to.be.bignumber.equal(takerBalanceBefore.plus(makerTokenFillAmount));
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
});
it('should fill the order and perform fee abstraction', async () => {
const fillAmount = signedOrder.takerAssetAmount.div(4);
const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress];
tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
value: fillAmount,
from: takerAddress,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
const acceptPercentage = 98;
const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100));
const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold);
expect(isWithinThreshold).to.be.true();
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
});
it('should fill the order when token is ZRX with fees', async () => {
orderWithFee = orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
signedOrdersWithFee = [orderWithFee];
feeOrders = [];
const fillAmount = signedOrder.takerAssetAmount.div(4);
const takerBalanceBefore = erc20Balances[takerAddress][zrxToken.address];
tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
value: fillAmount,
from: takerAddress,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const takerBalanceAfter = newBalances[takerAddress][zrxToken.address];
const acceptPercentage = 98;
const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100));
const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold);
expect(isWithinThreshold).to.be.true();
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
});
it('should fail if sent an ETH amount too high', async () => {
signedOrder = orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
const fillAmount = signedOrder.takerAssetAmount.times(2);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
value: fillAmount,
from: takerAddress,
}),
);
});
it('should fail if fee abstraction amount is too high', async () => {
orderWithFee = orderFactory.newSignedOrder({
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT),
});
signedOrdersWithFee = [orderWithFee];
feeOrder = orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
feeOrders = [feeOrder];
const fillAmount = signedOrder.takerAssetAmount.div(4);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, {
value: fillAmount,
from: takerAddress,
}),
);
});
it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => {
const makerAssetId = erc721MakerAssetIds[0];
const erc721SignedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const erc20SignedOrder = orderFactory.newSignedOrder();
signedOrders = [erc20SignedOrder, erc721SignedOrder];
const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, {
from: takerAddress,
value: fillAmountWei,
}),
);
});
});
describe('marketSellEthForERC20 with extra fees', () => {
it('should fill the order and send fee to fee recipient', async () => {
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const fillAmount = signedOrder.takerAssetAmount.div(2);
feeProportion = 150; // 1.5%
feeOrders = [];
tx = await forwarderWrapper.marketSellEthForERC20Async(
signedOrders,
feeOrders,
{
from: takerAddress,
value: fillAmount,
gasPrice: DEFAULT_GAS_PRICE,
},
{
feeProportion,
feeRecipient: feeRecipientAddress,
},
);
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress];
const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress];
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const takerBoughtAmount = takerBalanceAfter.minus(erc20Balances[takerAddress][defaultMakerAssetAddress]);
expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(takerBoughtAmount));
expect(afterEthBalance).to.be.bignumber.equal(
initEthBalance.plus(fillAmount.times(feeProportion).dividedBy(10000)),
);
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0));
});
it('should fail if the fee is set too high', async () => {
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const fillAmount = signedOrder.takerAssetAmount.div(2);
feeProportion = 1500; // 15.0%
feeOrders = [];
expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketSellEthForERC20Async(
signedOrders,
feeOrders,
{
from: takerAddress,
value: fillAmount,
gasPrice: DEFAULT_GAS_PRICE,
},
{
feeProportion,
feeRecipient: feeRecipientAddress,
},
),
);
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
expect(afterEthBalance).to.be.bignumber.equal(initEthBalance);
});
});
describe('marketBuyTokensWithEth', () => {
it('should buy the exact amount of assets', async () => {
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const balancesBefore = await erc20Wrapper.getBalancesAsync();
const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount);
const fillAmountWei = makerAssetAmount.dividedToIntegerBy(rate);
feeOrders = [];
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
gasPrice: DEFAULT_GAS_PRICE,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress];
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmountWei).minus(tx.gasUsed);
expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount));
expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts);
});
it('should buy the exact amount of assets and return excess ETH', async () => {
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const balancesBefore = await erc20Wrapper.getBalancesAsync();
const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount);
const fillAmount = makerAssetAmount.dividedToIntegerBy(rate);
const excessFillAmount = fillAmount.times(2);
feeOrders = [];
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: excessFillAmount,
gasPrice: DEFAULT_GAS_PRICE,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress];
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmount).minus(tx.gasUsed);
expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount));
expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts);
});
it('should buy the exact amount of assets with fee abstraction', async () => {
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
const balancesBefore = await erc20Wrapper.getBalancesAsync();
const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount);
const fillAmount = makerAssetAmount.dividedToIntegerBy(rate);
const excessFillAmount = fillAmount.times(2);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
from: takerAddress,
value: excessFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress];
const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress];
expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount));
});
it('should buy the exact amount of assets when buying zrx with fee abstraction', async () => {
signedOrder = orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
});
signedOrdersWithFee = [signedOrder];
feeOrders = [];
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
const takerWeiBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const balancesBefore = await erc20Wrapper.getBalancesAsync();
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrdersWithFee,
feeOrders,
feeProportion,
makerAssetAmount,
);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
gasPrice: DEFAULT_GAS_PRICE,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const takerTokenBalanceBefore = balancesBefore[takerAddress][zrxToken.address];
const takerTokenBalanceAfter = newBalances[takerAddress][zrxToken.address];
const takerWeiBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const expectedCostAfterGas = fillAmountWei.plus(tx.gasUsed);
expect(takerTokenBalanceAfter).to.be.bignumber.greaterThan(takerTokenBalanceBefore.plus(makerAssetAmount));
expect(takerWeiBalanceAfter).to.be.bignumber.equal(takerWeiBalanceBefore.minus(expectedCostAfterGas));
});
it('throws if fees are higher than 5% when buying zrx', async () => {
const highFeeZRXOrder = orderFactory.newSignedOrder({
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
makerAssetAmount: signedOrder.makerAssetAmount,
takerFee: signedOrder.makerAssetAmount.times(0.06),
});
signedOrdersWithFee = [highFeeZRXOrder];
feeOrders = [];
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrdersWithFee,
feeOrders,
feeProportion,
makerAssetAmount,
);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
}),
);
});
it('throws if fees are higher than 5% when buying erc20', async () => {
const highFeeERC20Order = orderFactory.newSignedOrder({
takerFee: signedOrder.makerAssetAmount.times(0.06),
});
signedOrdersWithFee = [highFeeERC20Order];
feeOrders = [feeOrder];
const makerAssetAmount = signedOrder.makerAssetAmount.div(2);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrdersWithFee,
feeOrders,
feeProportion,
makerAssetAmount,
);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
}),
);
});
it('throws if makerAssetAmount is 0', async () => {
const makerAssetAmount = new BigNumber(0);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrdersWithFee,
feeOrders,
feeProportion,
makerAssetAmount,
);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
}),
);
});
it('throws if the amount of ETH sent in is less than the takerAssetFilledAmount', async () => {
const makerAssetAmount = signedOrder.makerAssetAmount;
const fillAmount = signedOrder.takerAssetAmount.div(2);
const zero = new BigNumber(0);
// Deposit enough taker balance to fill the order
const wethDepositTxHash = await wethContract.deposit.sendTransactionAsync({
from: takerAddress,
value: signedOrder.takerAssetAmount,
});
await web3Wrapper.awaitTransactionSuccessAsync(wethDepositTxHash);
// Transfer all of this WETH to the forwarding contract
const wethTransferTxHash = await wethContract.transfer.sendTransactionAsync(
forwarderContract.address,
signedOrder.takerAssetAmount,
{ from: takerAddress },
);
await web3Wrapper.awaitTransactionSuccessAsync(wethTransferTxHash);
// We use the contract directly to get around wrapper validations and calculations
const formattedOrders = formatters.createMarketSellOrders(signedOrders, zero);
const formattedFeeOrders = formatters.createMarketSellOrders(feeOrders, zero);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderContract.marketBuyTokensWithEth.sendTransactionAsync(
formattedOrders.orders,
formattedOrders.signatures,
formattedFeeOrders.orders,
formattedFeeOrders.signatures,
makerAssetAmount,
zero,
constants.NULL_ADDRESS,
{ value: fillAmount, from: takerAddress },
),
);
});
});
describe('marketBuyTokensWithEth - ERC721', async () => {
it('buys ERC721 assets', async () => {
const makerAssetId = erc721MakerAssetIds[0];
signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
feeOrders = [];
signedOrders = [signedOrder];
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
makerAssetAmount,
);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
});
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
});
it('buys ERC721 assets with fee abstraction', async () => {
const makerAssetId = erc721MakerAssetIds[0];
signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
signedOrders = [signedOrder];
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
makerAssetAmount,
);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
});
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
});
it('buys ERC721 assets with fee abstraction and pays fee to fee recipient', async () => {
const makerAssetId = erc721MakerAssetIds[0];
signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
signedOrders = [signedOrder];
feeProportion = 100;
const initTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const initFeeRecipientBalanceWei = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
makerAssetAmount,
);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(
signedOrders,
feeOrders,
makerAssetAmount,
{
from: takerAddress,
value: fillAmountWei,
gasPrice: DEFAULT_GAS_PRICE,
},
{
feeProportion,
feeRecipient: feeRecipientAddress,
},
);
const afterFeeRecipientEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
const afterTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const takerFilledAmount = initTakerBalanceWei.minus(afterTakerBalanceWei).plus(tx.gasUsed);
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
const balanceDiff = afterFeeRecipientEthBalance.minus(initFeeRecipientBalanceWei);
expect(takerFilledAmount.dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(101);
expect(takerFilledAmount.minus(balanceDiff).dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(100);
});
it('buys multiple ERC721 assets with fee abstraction and pays fee to fee recipient', async () => {
const makerAssetId1 = erc721MakerAssetIds[0];
const makerAssetId2 = erc721MakerAssetIds[1];
const signedOrder1 = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId1),
});
const signedOrder2 = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId2),
});
signedOrders = [signedOrder1, signedOrder2];
feeProportion = 10;
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
makerAssetAmount,
);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
});
const newOwnerTakerAsset1 = await erc721Token.ownerOf.callAsync(makerAssetId1);
expect(newOwnerTakerAsset1).to.be.bignumber.equal(takerAddress);
const newOwnerTakerAsset2 = await erc721Token.ownerOf.callAsync(makerAssetId2);
expect(newOwnerTakerAsset2).to.be.bignumber.equal(takerAddress);
});
it('buys ERC721 assets with fee abstraction and handles fee orders filled and excess eth', async () => {
const makerAssetId = erc721MakerAssetIds[0];
feeProportion = 0;
// In this scenario a total of 6 ZRX fees need to be paid.
// There are two fee orders, but the first fee order is partially filled while
// the Forwarding contract tx is in the mempool.
const erc721MakerAssetAmount = new BigNumber(1);
signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: erc721MakerAssetAmount,
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
signedOrders = [signedOrder];
const firstFeeOrder = orderFactory.newSignedOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
});
const secondFeeOrder = orderFactory.newSignedOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
});
feeOrders = [firstFeeOrder, secondFeeOrder];
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
erc721MakerAssetAmount,
);
// Simulate another otherAddress user partially filling firstFeeOrder
const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, {
from: otherAddress,
value: fillAmountWei,
});
// For tests we calculate how much this should've cost given that firstFeeOrder was filled
const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
erc721MakerAssetAmount,
);
// With 4 ZRX remaining in firstFeeOrder, the secondFeeOrder will need to be filled to make up
// the total amount of fees required (6)
// Since the fee orders can be filled while the transaction is pending the user safely sends in
// extra ether to cover any slippage
const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const slippageFillAmountWei = fillAmountWei.times(2);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: slippageFillAmountWei,
gasPrice: DEFAULT_GAS_PRICE,
});
const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
const expectedEthBalanceAfterGasCosts = initEthBalance.minus(expectedFillAmountWei).minus(tx.gasUsed);
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
expect(afterEthBalance).to.be.bignumber.equal(expectedEthBalanceAfterGasCosts);
});
it('buys ERC721 assets with fee abstraction and handles fee orders filled', async () => {
const makerAssetId = erc721MakerAssetIds[0];
feeProportion = 0;
// In this scenario a total of 6 ZRX fees need to be paid.
// There are two fee orders, but the first fee order is partially filled while
// the Forwarding contract tx is in the mempool.
const erc721MakerAssetAmount = new BigNumber(1);
signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: erc721MakerAssetAmount,
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const zrxMakerAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT);
signedOrders = [signedOrder];
const firstFeeOrder = orderFactory.newSignedOrder({
makerAssetAmount: zrxMakerAssetAmount,
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
});
const secondFeeOrder = orderFactory.newSignedOrder({
makerAssetAmount: zrxMakerAssetAmount,
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT),
makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address),
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
});
feeOrders = [firstFeeOrder, secondFeeOrder];
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
erc721MakerAssetAmount,
);
// Simulate another otherAddress user partially filling firstFeeOrder
const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, {
from: otherAddress,
value: fillAmountWei,
});
const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync(
signedOrders,
feeOrders,
feeProportion,
erc721MakerAssetAmount,
);
tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: expectedFillAmountWei,
});
const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
});
it('throws when mixed ERC721 and ERC20 assets', async () => {
const makerAssetId = erc721MakerAssetIds[0];
const erc721SignedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const erc20SignedOrder = orderFactory.newSignedOrder();
signedOrders = [erc721SignedOrder, erc20SignedOrder];
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
}),
);
});
it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => {
const makerAssetId = erc721MakerAssetIds[0];
const erc721SignedOrder = orderFactory.newSignedOrder({
makerAssetAmount: new BigNumber(1),
makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
});
const erc20SignedOrder = orderFactory.newSignedOrder();
signedOrders = [erc20SignedOrder, erc721SignedOrder];
const makerAssetAmount = new BigNumber(signedOrders.length);
const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
return expectRevertOrAlwaysFailingTransactionAsync(
forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, {
from: takerAddress,
value: fillAmountWei,
}),
);
});
});
});
// tslint:disable:max-file-line-count
// tslint:enable:no-unnecessary-type-assertion

View File

@@ -8,6 +8,7 @@ import * as ERC20Proxy from '../../artifacts/ERC20Proxy.json';
import * as ERC721Proxy from '../../artifacts/ERC721Proxy.json';
import * as Exchange from '../../artifacts/Exchange.json';
import * as ExchangeWrapper from '../../artifacts/ExchangeWrapper.json';
import * as Forwarder from '../../artifacts/Forwarder.json';
import * as IAssetProxy from '../../artifacts/IAssetProxy.json';
import * as MixinAuthorizable from '../../artifacts/MixinAuthorizable.json';
import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json';
@@ -34,6 +35,7 @@ export const artifacts = {
Exchange: (Exchange as any) as ContractArtifact,
ExchangeWrapper: (ExchangeWrapper as any) as ContractArtifact,
EtherToken: (EtherToken as any) as ContractArtifact,
Forwarder: (Forwarder as any) as ContractArtifact,
IAssetProxy: (IAssetProxy as any) as ContractArtifact,
MixinAuthorizable: (MixinAuthorizable as any) as ContractArtifact,
MultiSigWallet: (MultiSigWallet as any) as ContractArtifact,

View File

@@ -138,6 +138,14 @@ export class ERC20Wrapper {
});
return balancesByOwner;
}
public addDummyTokenContract(dummy: DummyERC20TokenContract): void {
if (!_.isUndefined(this._dummyTokenContracts)) {
this._dummyTokenContracts.push(dummy);
}
}
public addTokenOwnerAddress(address: string): void {
this._tokenOwnerAddresses.push(address);
}
public getTokenOwnerAddresses(): string[] {
return this._tokenOwnerAddresses;
}

View File

@@ -0,0 +1,220 @@
import { assetProxyUtils } from '@0xproject/order-utils';
import { AssetProxyId, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types';
import * as _ from 'lodash';
import { ForwarderContract } from '../../generated_contract_wrappers/forwarder';
import { constants } from './constants';
import { formatters } from './formatters';
import { LogDecoder } from './log_decoder';
import { MarketSellOrders } from './types';
const DEFAULT_FEE_PROPORTION = 0;
const PERCENTAGE_DENOMINATOR = 10000;
const ZERO_AMOUNT = new BigNumber(0);
const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders';
export class ForwarderWrapper {
private _web3Wrapper: Web3Wrapper;
private _forwarderContract: ForwarderContract;
private _logDecoder: LogDecoder;
private _zrxAddress: string;
private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData);
// Contract will fill this in for us as all of the assetData is assumed to be the same
for (let i = 0; i < signedOrders.length; i++) {
if (i !== 0 && assetDataId === AssetProxyId.ERC20) {
// Forwarding contract will fill this in from the first order
marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
}
marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
}
return marketSellOrders;
}
private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders {
const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT);
// Contract will fill this in for us as all of the assetData is assumed to be the same
for (let i = 0; i < signedOrders.length; i++) {
marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES;
marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES;
}
return marketSellOrders;
}
private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber {
if (feeProportion > 0) {
// Add to the total ETH transaction to ensure all NFTs can be filled after fees
// 150 = 1.5% = 0.015
const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR));
return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR);
}
return fillAmountWei;
}
constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) {
this._forwarderContract = contractInstance;
this._web3Wrapper = new Web3Wrapper(provider);
this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address);
// this._web3Wrapper.abiDecoder.addABI(contractInstance.abi);
this._zrxAddress = zrxAddress;
}
public async marketBuyTokensWithEthAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
makerTokenBuyAmount: BigNumber,
txData: TxDataPayable,
opts: { feeProportion?: number; feeRecipient?: string } = {},
): Promise<TransactionReceiptWithDecodedLogs> {
const params = ForwarderWrapper._createOptimizedSellOrders(orders);
const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync(
params.orders,
params.signatures,
feeParams.orders,
feeParams.signatures,
makerTokenBuyAmount,
feeProportion,
feeRecipient,
txData,
);
const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
return tx;
}
public async marketSellEthForERC20Async(
orders: SignedOrder[],
feeOrders: SignedOrder[],
txData: TxDataPayable,
opts: { feeProportion?: number; feeRecipient?: string } = {},
): Promise<TransactionReceiptWithDecodedLogs> {
const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
if (assetDataId !== AssetProxyId.ERC20) {
throw new Error('Asset type not supported by marketSellEthForERC20');
}
const params = ForwarderWrapper._createOptimizedSellOrders(orders);
const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders);
const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion;
const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient;
const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync(
params.orders,
params.signatures,
feeParams.orders,
feeParams.signatures,
feeProportion,
feeRecipient,
txData,
);
const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash);
return tx;
}
public async calculateMarketBuyFillAmountWeiAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
feeProportion: number,
makerAssetFillAmount: BigNumber,
): Promise<BigNumber> {
const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData);
switch (assetProxyId) {
case AssetProxyId.ERC20: {
const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync(
orders,
feeOrders,
feeProportion,
makerAssetFillAmount,
);
return fillAmountWei;
}
case AssetProxyId.ERC721: {
const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync(
orders,
feeOrders,
feeProportion,
);
return fillAmountWei;
}
default:
throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`);
}
}
private async _calculateMarketBuyERC20FillAmountAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
feeProportion: number,
makerAssetFillAmount: BigNumber,
): Promise<BigNumber> {
const makerAssetData = assetProxyUtils.decodeAssetData(orders[0].makerAssetData);
const makerAssetToken = makerAssetData.tokenAddress;
const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount);
let fillAmountWei;
if (makerAssetToken === this._zrxAddress) {
// If buying ZRX we buy the tokens and fees from the ZRX order in one step
const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync(
params.orders,
makerAssetFillAmount,
);
if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
}
fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount;
} else {
const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync(
params.orders,
makerAssetFillAmount,
);
if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) {
throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT);
}
fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount;
const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid;
if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) {
const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
feeOrders,
[],
DEFAULT_FEE_PROPORTION,
expectedFeeAmount,
);
fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei);
}
}
fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
return fillAmountWei;
}
private async _calculateMarketBuyERC721FillAmountAsync(
orders: SignedOrder[],
feeOrders: SignedOrder[],
feeProportion: number,
): Promise<BigNumber> {
// Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction
let fillAmountWei = _.reduce(
orders,
(totalAmount: BigNumber, order: SignedOrder) => {
return totalAmount.plus(order.takerAssetAmount);
},
ZERO_AMOUNT,
);
const totalFees = _.reduce(
orders,
(totalAmount: BigNumber, order: SignedOrder) => {
return totalAmount.plus(order.takerFee);
},
ZERO_AMOUNT,
);
if (totalFees.greaterThan(ZERO_AMOUNT)) {
// Calculate the ZRX fee abstraction cost
const emptyFeeOrders: SignedOrder[] = [];
const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync(
feeOrders,
emptyFeeOrders,
DEFAULT_FEE_PROPORTION,
totalFees,
);
fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei);
}
fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei);
return fillAmountWei;
}
}

View File

@@ -102,6 +102,7 @@ export enum ContractName {
TestWallet = 'TestWallet',
Authorizable = 'Authorizable',
Whitelist = 'Whitelist',
Forwarder = 'Forwarder',
}
export interface SignedTransaction {
@@ -227,3 +228,10 @@ export interface FillScenario {
makerStateScenario: TraderStateScenario;
takerStateScenario: TraderStateScenario;
}
export interface FillResults {
makerAssetFilledAmount: BigNumber;
takerAssetFilledAmount: BigNumber;
makerFeePaid: BigNumber;
takerFeePaid: BigNumber;
}