use ForwarderTestFactory for most forwarder tests + some comments in forwarder_test_factory
This commit is contained in:
Michael Zhu
parent
af6243afb0
commit
26bfcccedc
@ -6,9 +6,7 @@ import {
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chaiSetup,
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constants,
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ContractName,
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ERC20BalancesByOwner,
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expectContractCreationFailedAsync,
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expectTransactionFailedAsync,
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OrderFactory,
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provider,
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sendTransactionResult,
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@ -23,13 +21,12 @@ import { Web3Wrapper } from '@0x/web3-wrapper';
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import * as chai from 'chai';
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import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
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import { artifacts, ForwarderContract, ForwarderWrapper } from '../src';
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import { artifacts, ForwarderContract, ForwarderTestFactory, ForwarderWrapper } from '../src';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
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const DECIMALS_DEFAULT = 18;
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// const MAX_WETH_FILL_PERCENTAGE = 95;
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describe(ContractName.Forwarder, () => {
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let chainId: number;
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@ -42,7 +39,8 @@ describe(ContractName.Forwarder, () => {
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let wethAssetData: string;
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let weth: DummyERC20TokenContract;
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let erc20TokenA: DummyERC20TokenContract;
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let erc20Token: DummyERC20TokenContract;
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let secondErc20Token: DummyERC20TokenContract;
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let erc721Token: DummyERC721TokenContract;
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let forwarderContract: ForwarderContract;
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let wethContract: WETH9Contract;
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@ -53,13 +51,11 @@ describe(ContractName.Forwarder, () => {
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let orderWithPercentageFee: SignedOrder;
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let orderWithWethFee: SignedOrder;
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let orderFactory: OrderFactory;
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let forwarderTestFactory: ForwarderTestFactory;
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let erc20Wrapper: ERC20Wrapper;
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let erc20Balances: ERC20BalancesByOwner;
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let tx: TransactionReceiptWithDecodedLogs;
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let erc721MakerAssetIds: BigNumber[];
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let takerEthBalanceBefore: BigNumber;
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// let feePercentage: BigNumber;
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let gasPrice: BigNumber;
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before(async () => {
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@ -83,8 +79,8 @@ describe(ContractName.Forwarder, () => {
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const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
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erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
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const numDummyErc20ToDeploy = 1;
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[erc20TokenA] = await erc20Wrapper.deployDummyTokensAsync(
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const numDummyErc20ToDeploy = 2;
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[erc20Token, secondErc20Token] = await erc20Wrapper.deployDummyTokensAsync(
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numDummyErc20ToDeploy,
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constants.DUMMY_TOKEN_DECIMALS,
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);
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@ -120,7 +116,7 @@ describe(ContractName.Forwarder, () => {
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from: owner,
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});
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defaultMakerAssetAddress = erc20TokenA.address;
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defaultMakerAssetAddress = erc20Token.address;
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const defaultTakerAssetAddress = wethContract.address;
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const defaultOrderParams = {
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makerAddress,
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@ -150,15 +146,27 @@ describe(ContractName.Forwarder, () => {
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);
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forwarderContract = new ForwarderContract(forwarderInstance.address, provider);
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forwarderWrapper = new ForwarderWrapper(forwarderContract, provider);
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await forwarderWrapper.approveMakerAssetProxyAsync(defaultOrderParams.makerAssetData, { from: takerAddress });
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erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address);
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forwarderTestFactory = new ForwarderTestFactory(
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forwarderWrapper,
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erc20Wrapper,
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forwarderInstance.address,
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makerAddress,
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takerAddress,
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orderFeeRecipientAddress,
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forwarderFeeRecipientAddress,
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weth.address,
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gasPrice,
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);
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});
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after(async () => {
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await blockchainLifecycle.revertAsync();
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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erc20Balances = await erc20Wrapper.getBalancesAsync();
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takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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orderWithoutFee = await orderFactory.newSignedOrderAsync();
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orderWithPercentageFee = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
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@ -166,7 +174,7 @@ describe(ContractName.Forwarder, () => {
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});
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orderWithWethFee = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(wethContract.address),
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takerFeeAssetData: wethAssetData,
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});
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});
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afterEach(async () => {
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@ -195,169 +203,57 @@ describe(ContractName.Forwarder, () => {
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});
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describe('marketSellOrdersWithEth without extra fees', () => {
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it('should fill a single order without a taker fee', async () => {
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const ordersWithoutFee = [orderWithoutFee];
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const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, {
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value: ethValue,
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from: takerAddress,
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});
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const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const primaryTakerAssetFillAmount = ethValue;
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const makerAssetFillAmount = primaryTakerAssetFillAmount
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.times(orderWithoutFee.makerAssetAmount)
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.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
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const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
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);
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expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
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);
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expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
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constants.ZERO_AMOUNT,
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);
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expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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await forwarderTestFactory.marketSellTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token);
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});
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it('should fill multiple orders without taker fees', async () => {
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const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync();
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const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee];
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const ethValue = ordersWithoutFee[0].takerAssetAmount.plus(
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ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2),
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);
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, {
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value: ethValue,
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from: takerAddress,
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});
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const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const primaryTakerAssetFillAmount = ethValue;
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const firstTakerAssetFillAmount = ordersWithoutFee[0].takerAssetAmount;
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const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount);
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const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus(
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ordersWithoutFee[1].makerAssetAmount
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.times(secondTakerAssetFillAmount)
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.dividedToIntegerBy(ordersWithoutFee[1].takerAssetAmount),
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);
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const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
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);
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expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
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);
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expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
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constants.ZERO_AMOUNT,
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);
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expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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const orders = [orderWithoutFee, secondOrderWithoutFee];
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await forwarderTestFactory.marketSellTestAsync(orders, new BigNumber(1.5), erc20Token);
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});
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it('should fill a single order with a percentage-based fee', async () => {
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const ordersWithFee = [orderWithPercentageFee];
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const ethValue = orderWithPercentageFee.takerAssetAmount.dividedToIntegerBy(2);
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, {
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value: ethValue,
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from: takerAddress,
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});
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const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const primaryTakerAssetFillAmount = ethValue;
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const makerAssetFillAmount = primaryTakerAssetFillAmount
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.times(orderWithPercentageFee.makerAssetAmount)
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.dividedToIntegerBy(orderWithPercentageFee.takerAssetAmount);
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const takerFeeAmount = primaryTakerAssetFillAmount
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.times(orderWithPercentageFee.takerFee)
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.dividedToIntegerBy(orderWithPercentageFee.takerAssetAmount);
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const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount).minus(takerFeeAmount),
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);
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expect(newBalances[orderFeeRecipientAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[orderFeeRecipientAddress][defaultMakerAssetAddress].plus(takerFeeAmount),
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);
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expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
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);
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expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
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constants.ZERO_AMOUNT,
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);
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expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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it('should fill a single order with a percentage fee', async () => {
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await forwarderTestFactory.marketSellTestAsync([orderWithPercentageFee], new BigNumber(0.5), erc20Token);
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});
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it('should fill multiple orders with percentage-based fees', async () => {
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it('should fill multiple orders with percentage fees', async () => {
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const secondOrderWithPercentageFee = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), DECIMALS_DEFAULT),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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});
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const ordersWithFee = [orderWithPercentageFee, secondOrderWithPercentageFee];
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const ethValue = ordersWithFee[0].takerAssetAmount.plus(
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ordersWithFee[1].takerAssetAmount.dividedToIntegerBy(2),
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);
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const orders = [orderWithPercentageFee, secondOrderWithPercentageFee];
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await forwarderTestFactory.marketSellTestAsync(orders, new BigNumber(1.5), erc20Token);
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});
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it('should fail to fill an order with a percentage fee if the asset proxy is not yet approved', async () => {
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const unapprovedAsset = assetDataUtils.encodeERC20AssetData(secondErc20Token.address);
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetData: unapprovedAsset,
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takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), DECIMALS_DEFAULT),
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takerFeeAssetData: unapprovedAsset,
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});
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, {
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const ethValue = order.takerAssetAmount;
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const erc20Balances = await erc20Wrapper.getBalancesAsync();
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const takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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// Execute test case
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync([order], {
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value: ethValue,
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from: takerAddress,
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});
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const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const totalEthSpent = gasPrice.times(tx.gasUsed);
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const primaryTakerAssetFillAmount = ethValue;
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const firstTakerAssetFillAmount = ordersWithFee[0].takerAssetAmount;
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const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount);
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const makerAssetFillAmount = ordersWithFee[0].makerAssetAmount.plus(
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ordersWithFee[1].makerAssetAmount
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.times(secondTakerAssetFillAmount)
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.dividedToIntegerBy(ordersWithFee[1].takerAssetAmount),
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);
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const firstTakerFeeAmount = firstTakerAssetFillAmount
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.times(orderWithPercentageFee.takerFee)
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.dividedToIntegerBy(orderWithPercentageFee.takerAssetAmount);
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const secondTakerFeeAmount = secondTakerAssetFillAmount
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.times(secondOrderWithPercentageFee.takerFee)
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.dividedToIntegerBy(secondOrderWithPercentageFee.takerAssetAmount);
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const takerFeeAmount = firstTakerFeeAmount.plus(secondTakerFeeAmount);
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const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
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// Validate test case
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
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erc20Balances[makerAddress][defaultMakerAssetAddress],
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount).minus(takerFeeAmount),
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);
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expect(newBalances[orderFeeRecipientAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[orderFeeRecipientAddress][defaultMakerAssetAddress].plus(takerFeeAmount),
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erc20Balances[takerAddress][defaultMakerAssetAddress],
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);
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expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
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erc20Balances[makerAddress][weth.address],
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);
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expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
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@ -365,9 +261,21 @@ describe(ContractName.Forwarder, () => {
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);
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expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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});
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it('should fill a single order with a WETH fee', async () => {
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await forwarderTestFactory.marketSellTestAsync([orderWithWethFee], new BigNumber(0.5), erc20Token);
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});
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it('should fill multiple orders with WETH fees', async () => {
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const secondOrderWithPercentageFee = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), DECIMALS_DEFAULT),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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});
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const orders = [orderWithWethFee, secondOrderWithPercentageFee];
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await forwarderTestFactory.marketSellTestAsync(orders, new BigNumber(1.5), erc20Token);
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});
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it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => {
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const ordersWithoutFee = [orderWithoutFee];
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const ethValue = orderWithoutFee.takerAssetAmount.times(2);
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const takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, {
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value: ethValue,
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@ -378,25 +286,226 @@ describe(ContractName.Forwarder, () => {
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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});
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// it('should not fill orders with different makerAssetData than the first order', async () => {
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// const makerAssetId = erc721MakerAssetIds[0];
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// const erc721SignedOrder = await orderFactory.newSignedOrderAsync({
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// makerAssetAmount: new BigNumber(1),
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// makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
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// });
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// const erc20SignedOrder = await orderFactory.newSignedOrderAsync();
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// const ordersWithoutFee = [erc20SignedOrder, erc721SignedOrder];
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// const ethValue = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
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//
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// tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, {
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// value: ethValue,
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// from: takerAddress,
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// });
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// const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
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// const totalEthSpent = erc20SignedOrder.takerAssetAmount.plus(gasPrice.times(tx.gasUsed));
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//
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// expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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// });
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it('should not fill orders with different makerAssetData than the first order', async () => {
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const makerAssetId = erc721MakerAssetIds[0];
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const erc721SignedOrder = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: new BigNumber(1),
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makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
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});
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const erc20SignedOrder = await orderFactory.newSignedOrderAsync();
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const orders = [erc20SignedOrder, erc721SignedOrder];
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||||
|
||||
await forwarderTestFactory.marketSellTestAsync(orders, new BigNumber(2), erc20Token, {
|
||||
revertReason: RevertReason.MakerAssetMismatch,
|
||||
});
|
||||
});
|
||||
});
|
||||
describe('marketSellOrdersWithEth with extra fees', () => {
|
||||
it('should fill the order and send fee to feeRecipient', async () => {
|
||||
await forwarderTestFactory.marketSellTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
forwarderFeePercentage: new BigNumber(2),
|
||||
});
|
||||
});
|
||||
it('should fail if the fee is set too high', async () => {
|
||||
await forwarderTestFactory.marketSellTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
forwarderFeePercentage: new BigNumber(6),
|
||||
revertReason: RevertReason.FeePercentageTooLarge,
|
||||
});
|
||||
});
|
||||
});
|
||||
describe('marketBuyOrdersWithEth without extra fees', () => {
|
||||
it('should buy the exact amount of makerAsset in a single order', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token);
|
||||
});
|
||||
it('should buy the exact amount of makerAsset in multiple orders', async () => {
|
||||
const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync();
|
||||
const orders = [orderWithoutFee, secondOrderWithoutFee];
|
||||
await forwarderTestFactory.marketBuyTestAsync(orders, new BigNumber(1.5), erc20Token);
|
||||
});
|
||||
it('should buy the exact amount of makerAsset and return excess ETH', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
ethValueAdjustment: orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2),
|
||||
});
|
||||
});
|
||||
it('should buy the exact amount of makerAsset from a single order with a WETH fee', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithWethFee], new BigNumber(0.5), erc20Token);
|
||||
});
|
||||
it('should buy the exact amount of makerAsset from a single order with a percentage fee', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithPercentageFee], new BigNumber(0.5), erc20Token);
|
||||
});
|
||||
it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
ethValueAdjustment: new BigNumber(-1),
|
||||
revertReason: RevertReason.CompleteFillFailed,
|
||||
});
|
||||
});
|
||||
it('should buy an ERC721 asset from a single order', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
const erc721Order = await orderFactory.newSignedOrderAsync({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
await forwarderTestFactory.marketBuyTestAsync([erc721Order], new BigNumber(1), erc721Token, {
|
||||
makerAssetId,
|
||||
});
|
||||
});
|
||||
it('should revert if buying an ERC721 asset when later orders contain different makerAssetData', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
const erc721Order = await orderFactory.newSignedOrderAsync({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
});
|
||||
const differentMakerAssetDataOrder = await orderFactory.newSignedOrderAsync();
|
||||
const orders = [erc721Order, differentMakerAssetDataOrder];
|
||||
|
||||
await forwarderTestFactory.marketBuyTestAsync(orders, new BigNumber(2), erc721Token, {
|
||||
makerAssetId,
|
||||
revertReason: RevertReason.MakerAssetMismatch,
|
||||
});
|
||||
});
|
||||
it('should buy an ERC721 asset and pay WETH fees from a single fee order', async () => {
|
||||
const makerAssetId = erc721MakerAssetIds[0];
|
||||
const erc721orderWithWethFee = await orderFactory.newSignedOrderAsync({
|
||||
makerAssetAmount: new BigNumber(1),
|
||||
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
||||
takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
|
||||
takerFeeAssetData: wethAssetData,
|
||||
});
|
||||
await forwarderTestFactory.marketBuyTestAsync([erc721orderWithWethFee], new BigNumber(1), erc721Token, {
|
||||
makerAssetId,
|
||||
});
|
||||
});
|
||||
it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => {
|
||||
// The 0x Protocol contracts round the exchange rate in favor of the Maker.
|
||||
// In this case, the taker must round up how much they're going to spend, which
|
||||
// in turn increases the amount of MakerAsset being purchased.
|
||||
// Example:
|
||||
// The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T.
|
||||
// For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset.
|
||||
// To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset.
|
||||
// However, the Taker can only spend whole units.
|
||||
// Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset.
|
||||
// Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset.
|
||||
//
|
||||
// The forwarding contract will opt for the second option, which overbuys, to ensure the taker
|
||||
// receives at least the amount of MakerAsset they requested.
|
||||
//
|
||||
// Construct test case using values from example above
|
||||
orderWithoutFee = await orderFactory.newSignedOrderAsync({
|
||||
makerAssetAmount: new BigNumber('30'),
|
||||
takerAssetAmount: new BigNumber('20'),
|
||||
makerAssetData: assetDataUtils.encodeERC20AssetData(erc20Token.address),
|
||||
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
|
||||
makerFee: new BigNumber(0),
|
||||
takerFee: new BigNumber(0),
|
||||
});
|
||||
const ordersWithoutFee = [orderWithoutFee];
|
||||
const desiredMakerAssetFillAmount = new BigNumber('5');
|
||||
const makerAssetFillAmount = new BigNumber('6');
|
||||
const ethValue = new BigNumber('4');
|
||||
|
||||
const erc20Balances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
|
||||
// Execute test case
|
||||
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, desiredMakerAssetFillAmount, {
|
||||
value: ethValue,
|
||||
from: takerAddress,
|
||||
});
|
||||
// Fetch end balances and construct expected outputs
|
||||
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const primaryTakerAssetFillAmount = ethValue;
|
||||
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
|
||||
// Validate test case
|
||||
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
|
||||
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
|
||||
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
||||
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
|
||||
);
|
||||
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
||||
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
|
||||
);
|
||||
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
|
||||
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
|
||||
);
|
||||
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
||||
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
||||
constants.ZERO_AMOUNT,
|
||||
);
|
||||
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
||||
});
|
||||
it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => {
|
||||
// Order taken from a transaction on mainnet that failed due to a rounding error.
|
||||
orderWithoutFee = await orderFactory.newSignedOrderAsync({
|
||||
makerAssetAmount: new BigNumber('268166666666666666666'),
|
||||
takerAssetAmount: new BigNumber('219090625878836371'),
|
||||
makerAssetData: assetDataUtils.encodeERC20AssetData(erc20Token.address),
|
||||
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
|
||||
makerFee: new BigNumber(0),
|
||||
takerFee: new BigNumber(0),
|
||||
});
|
||||
const ordersWithoutFee = [orderWithoutFee];
|
||||
|
||||
const erc20Balances = await erc20Wrapper.getBalancesAsync();
|
||||
const takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
|
||||
// The taker will receive more than the desired amount of makerAsset due to rounding
|
||||
const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000');
|
||||
const ethValue = new BigNumber('4084971271824171');
|
||||
const makerAssetFillAmount = ethValue
|
||||
.times(orderWithoutFee.makerAssetAmount)
|
||||
.dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
|
||||
// Execute test case
|
||||
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, desiredMakerAssetFillAmount, {
|
||||
value: ethValue,
|
||||
from: takerAddress,
|
||||
});
|
||||
// Fetch end balances and construct expected outputs
|
||||
const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
||||
const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
|
||||
const newBalances = await erc20Wrapper.getBalancesAsync();
|
||||
const primaryTakerAssetFillAmount = ethValue;
|
||||
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
|
||||
// Validate test case
|
||||
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
|
||||
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
|
||||
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
||||
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
|
||||
);
|
||||
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
||||
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
|
||||
);
|
||||
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
|
||||
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
|
||||
);
|
||||
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
||||
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
||||
constants.ZERO_AMOUNT,
|
||||
);
|
||||
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
||||
});
|
||||
});
|
||||
describe('marketBuyOrdersWithEth with extra fees', () => {
|
||||
it('should buy the asset and send fee to feeRecipient', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
forwarderFeePercentage: new BigNumber(2),
|
||||
});
|
||||
});
|
||||
it('should fail if the fee is set too high', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
forwarderFeePercentage: new BigNumber(6),
|
||||
revertReason: RevertReason.FeePercentageTooLarge,
|
||||
});
|
||||
});
|
||||
it('should fail if there is not enough ETH remaining to pay the fee', async () => {
|
||||
await forwarderTestFactory.marketBuyTestAsync([orderWithoutFee], new BigNumber(0.5), erc20Token, {
|
||||
ethValueAdjustment: new BigNumber(-1),
|
||||
forwarderFeePercentage: new BigNumber(2),
|
||||
revertReason: RevertReason.InsufficientEthRemaining,
|
||||
});
|
||||
});
|
||||
});
|
||||
});
|
||||
// tslint:disable:max-file-line-count
|
||||
|
||||
@ -19,6 +19,7 @@ import { ForwarderWrapper } from './forwarder_wrapper';
|
||||
chaiSetup.configure();
|
||||
const expect = chai.expect;
|
||||
|
||||
// Necessary bookkeeping to validate Forwarder results
|
||||
interface ForwarderFillState {
|
||||
takerAssetFillAmount: BigNumber;
|
||||
makerAssetFillAmount: BigNumber;
|
||||
@ -28,6 +29,9 @@ interface ForwarderFillState {
|
||||
maxOverboughtMakerAsset: BigNumber;
|
||||
}
|
||||
|
||||
// Simulates filling some orders via the Forwarder contract. For example, if
|
||||
// orders = [A, B, C, D] and fractionalNumberOfOrdersToFill = 2.3, then
|
||||
// we simulate A and B being completely filled, and 0.3 * C being filled.
|
||||
function computeExpectedResults(orders: SignedOrder[], fractionalNumberOfOrdersToFill: BigNumber): ForwarderFillState {
|
||||
const currentState = {
|
||||
takerAssetFillAmount: constants.ZERO_AMOUNT,
|
||||
@ -71,7 +75,7 @@ function computeExpectedResults(orders: SignedOrder[], fractionalNumberOfOrdersT
|
||||
currentState.percentageFees = currentState.percentageFees.plus(takerFee);
|
||||
} else if (order.takerFeeAssetData === order.takerAssetData) {
|
||||
currentState.wethFees = currentState.wethFees.plus(takerFee);
|
||||
// Up to 1 wei worth of WETH will be oversold per order
|
||||
// Up to 1 wei worth of WETH will be oversold per order due to rounding
|
||||
currentState.maxOversoldWeth = currentState.maxOversoldWeth.plus(new BigNumber(1));
|
||||
// Equivalently, up to 1 wei worth of maker asset will be overbought per order
|
||||
currentState.maxOverboughtMakerAsset = currentState.maxOversoldWeth
|
||||
@ -86,6 +90,7 @@ function computeExpectedResults(orders: SignedOrder[], fractionalNumberOfOrdersT
|
||||
return currentState;
|
||||
}
|
||||
|
||||
// Since bignumber is not compatible with chai's within
|
||||
function expectBalanceWithin(balance: BigNumber, low: BigNumber, high: BigNumber): void {
|
||||
expect(balance).to.be.bignumber.gte(low);
|
||||
expect(balance).to.be.bignumber.lte(high);
|
||||
@ -99,8 +104,8 @@ export class ForwarderTestFactory {
|
||||
private readonly _takerAddress: string;
|
||||
private readonly _orderFeeRecipientAddress: string;
|
||||
private readonly _forwarderFeeRecipientAddress: string;
|
||||
private readonly _gasPrice: BigNumber;
|
||||
private readonly _wethAddress: string;
|
||||
private readonly _gasPrice: BigNumber;
|
||||
|
||||
public static getPercentageOfValue(value: BigNumber, percentage: BigNumber): BigNumber {
|
||||
const numerator = constants.PERCENTAGE_DENOMINATOR.times(percentage).dividedToIntegerBy(100);
|
||||
@ -116,8 +121,8 @@ export class ForwarderTestFactory {
|
||||
takerAddress: string,
|
||||
orderFeeRecipientAddress: string,
|
||||
forwarderFeeRecipientAddress: string,
|
||||
gasPrice: BigNumber,
|
||||
wethAddress: string,
|
||||
gasPrice: BigNumber,
|
||||
) {
|
||||
this._forwarderWrapper = forwarderWrapper;
|
||||
this._erc20Wrapper = erc20Wrapper;
|
||||
@ -126,8 +131,8 @@ export class ForwarderTestFactory {
|
||||
this._takerAddress = takerAddress;
|
||||
this._orderFeeRecipientAddress = orderFeeRecipientAddress;
|
||||
this._forwarderFeeRecipientAddress = forwarderFeeRecipientAddress;
|
||||
this._gasPrice = gasPrice;
|
||||
this._wethAddress = wethAddress;
|
||||
this._gasPrice = gasPrice;
|
||||
}
|
||||
|
||||
public async marketBuyTestAsync(
|
||||
@ -135,7 +140,7 @@ export class ForwarderTestFactory {
|
||||
fractionalNumberOfOrdersToFill: BigNumber,
|
||||
makerAssetContract: DummyERC20TokenContract | DummyERC721TokenContract,
|
||||
options: {
|
||||
ethValueAdjustment?: BigNumber;
|
||||
ethValueAdjustment?: BigNumber; // Used to provided insufficient/excess ETH
|
||||
forwarderFeePercentage?: BigNumber;
|
||||
makerAssetId?: BigNumber;
|
||||
revertReason?: RevertReason;
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user