Atomic Order Matching - Tests
This commit is contained in:
Greg Hysen
353
packages/contracts/test/utils/match_order_tester.ts
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353
packages/contracts/test/utils/match_order_tester.ts
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import { LogWithDecodedArgs, ZeroEx } from '0x.js';
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import { BlockchainLifecycle } from '@0xproject/dev-utils';
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import { BigNumber } from '@0xproject/utils';
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import * as chai from 'chai';
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import ethUtil = require('ethereumjs-util');
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import * as _ from 'lodash';
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import { DummyERC20TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c20_token';
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import { DummyERC721TokenContract } from '../../src/contract_wrappers/generated/dummy_e_r_c721_token';
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import { ERC20ProxyContract } from '../../src/contract_wrappers/generated/e_r_c20_proxy';
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import { ERC721ProxyContract } from '../../src/contract_wrappers/generated/e_r_c721_proxy';
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import {
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CancelContractEventArgs,
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ExchangeContract,
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FillContractEventArgs,
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} from '../../src/contract_wrappers/generated/exchange';
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import { assetProxyUtils } from '../../src/utils/asset_proxy_utils';
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import { constants } from '../../src/utils/constants';
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import { crypto } from '../../src/utils/crypto';
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import { ERC20Wrapper } from '../../src/utils/erc20_wrapper';
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import { ERC721Wrapper } from '../../src/utils/erc721_wrapper';
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import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
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import { OrderFactory } from '../../src/utils/order_factory';
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import { orderUtils } from '../../src/utils/order_utils';
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import {
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AssetProxyId,
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ContractName,
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ERC20BalancesByOwner,
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ERC721TokenIdsByOwner,
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ExchangeStatus,
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SignedOrder,
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TransferAmountsByMatchOrders as TransferAmounts,
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} from '../../src/utils/types';
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import { chaiSetup } from '../utils/chai_setup';
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import { deployer } from '../utils/deployer';
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import { provider, web3Wrapper } from '../utils/web3_wrapper';
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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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export class MatchOrderTester {
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private _exchangeWrapper: ExchangeWrapper;
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private _erc20Wrapper: ERC20Wrapper;
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private _erc721Wrapper: ERC721Wrapper;
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/// @dev Calculates the expected balances of order makers, fee recipients, and the taker,
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/// as a result of matching two orders.
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/// @param signedOrderLeft First matched order.
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/// @param signedOrderRight Second matched order.
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/// @param feeTokenAddress Address of ERC20 fee token.
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/// @param takerAddress Address of taker (the address who matched the two orders)
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/// @param erc20BalancesByOwner Current ERC20 balances.
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/// @param erc721TokenIdsByOwner Current ERC721 token owners.
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/// @param expectedTransferAmounts A struct containing the expected transfer amounts.
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/// @return Expected ERC20 balances & ERC721 token owners after orders have been matched.
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private static _calculateExpectedBalances(
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signedOrderLeft: SignedOrder,
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signedOrderRight: SignedOrder,
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feeTokenAddress: string,
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takerAddress: string,
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erc20BalancesByOwner: ERC20BalancesByOwner,
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erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
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expectedTransferAmounts: TransferAmounts,
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): [ERC20BalancesByOwner, ERC721TokenIdsByOwner] {
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const makerAddressLeft = signedOrderLeft.makerAddress;
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const makerAddressRight = signedOrderRight.makerAddress;
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const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress;
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const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress;
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// Operations are performed on copies of the balances
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const expectedNewERC20BalancesByOwner = _.cloneDeep(erc20BalancesByOwner);
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const expectedNewERC721TokenIdsByOwner = _.cloneDeep(erc721TokenIdsByOwner);
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// Left Maker Asset (Right Taker Asset)
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const makerAssetProxyIdLeft = assetProxyUtils.decodeProxyDataId(signedOrderLeft.makerAssetData);
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if (makerAssetProxyIdLeft === AssetProxyId.ERC20) {
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// Decode asset data
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const makerAssetAddressLeft = assetProxyUtils.decodeERC20ProxyData(signedOrderLeft.makerAssetData);
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const takerAssetAddressRight = makerAssetAddressLeft;
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// Left Maker
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expectedNewERC20BalancesByOwner[makerAddressLeft][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
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makerAddressLeft
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][makerAssetAddressLeft].minus(expectedTransferAmounts.amountSoldByLeftMaker);
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// Right Maker
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expectedNewERC20BalancesByOwner[makerAddressRight][
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takerAssetAddressRight
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] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].add(
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expectedTransferAmounts.amountReceivedByRightMaker,
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);
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// Taker
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expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
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takerAddress
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][makerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByTaker);
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} else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) {
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// Decode asset data
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let makerAssetAddressLeft;
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let makerAssetIdLeft;
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[makerAssetAddressLeft, makerAssetIdLeft] = assetProxyUtils.decodeERC721ProxyData(
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signedOrderLeft.makerAssetData,
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);
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const takerAssetAddressRight = makerAssetAddressLeft;
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const takerAssetIdRight = makerAssetIdLeft;
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// Left Maker
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_.remove(expectedNewERC721TokenIdsByOwner[makerAddressLeft][makerAssetAddressLeft], makerAssetIdLeft);
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// Right Maker
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expectedNewERC721TokenIdsByOwner[makerAddressRight][takerAssetAddressRight].push(takerAssetIdRight);
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// Taker: Since there is only 1 asset transferred, the taker does not receive any of the left maker asset.
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}
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// Left Taker Asset (Right Maker Asset)
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// Note: This exchange is only between the order makers: the Taker does not receive any of the left taker asset.
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const takerAssetProxyIdLeft = assetProxyUtils.decodeProxyDataId(signedOrderLeft.takerAssetData);
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if (takerAssetProxyIdLeft === AssetProxyId.ERC20) {
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// Decode asset data
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const takerAssetAddressLeft = assetProxyUtils.decodeERC20ProxyData(signedOrderLeft.takerAssetData);
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const makerAssetAddressRight = takerAssetAddressLeft;
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// Left Maker
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expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
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makerAddressLeft
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][takerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByLeftMaker);
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// Right Maker
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expectedNewERC20BalancesByOwner[makerAddressRight][
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makerAssetAddressRight
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] = expectedNewERC20BalancesByOwner[makerAddressRight][makerAssetAddressRight].minus(
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expectedTransferAmounts.amountSoldByRightMaker,
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);
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} else if (takerAssetProxyIdLeft === AssetProxyId.ERC721) {
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// Decode asset data
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let makerAssetAddressRight;
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let makerAssetIdRight;
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[makerAssetAddressRight, makerAssetIdRight] = assetProxyUtils.decodeERC721ProxyData(
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signedOrderRight.makerAssetData,
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);
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const takerAssetAddressLeft = makerAssetAddressRight;
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const takerAssetIdLeft = makerAssetIdRight;
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// Right Maker
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_.remove(expectedNewERC721TokenIdsByOwner[makerAddressRight][makerAssetAddressRight], makerAssetIdRight);
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// Left Maker
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expectedNewERC721TokenIdsByOwner[makerAddressLeft][takerAssetAddressLeft].push(takerAssetIdLeft);
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}
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// Left Maker Fees
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expectedNewERC20BalancesByOwner[makerAddressLeft][feeTokenAddress] = expectedNewERC20BalancesByOwner[
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makerAddressLeft
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][feeTokenAddress].minus(expectedTransferAmounts.feePaidByLeftMaker);
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// Right Maker Fees
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expectedNewERC20BalancesByOwner[makerAddressRight][feeTokenAddress] = expectedNewERC20BalancesByOwner[
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makerAddressRight
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][feeTokenAddress].minus(expectedTransferAmounts.feePaidByRightMaker);
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// Taker Fees
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expectedNewERC20BalancesByOwner[takerAddress][feeTokenAddress] = expectedNewERC20BalancesByOwner[takerAddress][
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feeTokenAddress
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].minus(expectedTransferAmounts.totalFeePaidByTaker);
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// Left Fee Recipient Fees
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expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][feeTokenAddress] = expectedNewERC20BalancesByOwner[
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feeRecipientAddressLeft
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][feeTokenAddress].add(expectedTransferAmounts.feeReceivedLeft);
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// Right Fee Recipient Fees
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expectedNewERC20BalancesByOwner[feeRecipientAddressRight][feeTokenAddress] = expectedNewERC20BalancesByOwner[
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feeRecipientAddressRight
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][feeTokenAddress].add(expectedTransferAmounts.feeReceivedRight);
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return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner];
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}
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/// @dev Compares a pair of ERC20 balances and a pair of ERC721 token owners.
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/// @param expectedNewERC20BalancesByOwner Expected ERC20 balances.
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/// @param realERC20BalancesByOwner Actual ERC20 balances.
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/// @param expectedNewERC721TokenIdsByOwner Expected ERC721 token owners.
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/// @param realERC721TokenIdsByOwner Actual ERC20 token owners.
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/// @return True only if ERC20 balances match and ERC721 token owners match.
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private static _compareExpectedAndRealBalances(
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expectedNewERC20BalancesByOwner: ERC20BalancesByOwner,
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realERC20BalancesByOwner: ERC20BalancesByOwner,
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expectedNewERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
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realERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
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) {
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// ERC20 Balances
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const erc20BalancesMatch = _.isEqual(expectedNewERC20BalancesByOwner, realERC20BalancesByOwner);
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if (!erc20BalancesMatch) {
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return false;
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}
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// ERC721 Token Ids
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const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(
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expectedNewERC721TokenIdsByOwner,
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tokenIdsByOwner => {
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_.mapValues(tokenIdsByOwner, tokenIds => {
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_.sortBy(tokenIds);
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});
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},
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);
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const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => {
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_.mapValues(tokenIdsByOwner, tokenIds => {
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_.sortBy(tokenIds);
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});
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});
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const erc721TokenIdsMatch = _.isEqual(sortedExpectedNewERC721TokenIdsByOwner, sortedNewERC721TokenIdsByOwner);
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return erc721TokenIdsMatch;
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}
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/// @dev Constructs new MatchOrderTester.
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/// @param exchangeWrapper Used to call to the Exchange.
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/// @param erc20Wrapper Used to fetch ERC20 balances.
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/// @param erc721Wrapper Used to fetch ERC721 token owners.
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constructor(exchangeWrapper: ExchangeWrapper, erc20Wrapper: ERC20Wrapper, erc721Wrapper: ERC721Wrapper) {
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this._exchangeWrapper = exchangeWrapper;
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this._erc20Wrapper = erc20Wrapper;
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this._erc721Wrapper = erc721Wrapper;
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}
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/// @dev Matches two complementary orders and validates results.
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/// Validation either succeeds or throws.
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/// @param signedOrderLeft First matched order.
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/// @param signedOrderRight Second matched order.
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/// @param feeTokenAddress Address of ERC20 fee token.
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/// @param takerAddress Address of taker (the address who matched the two orders)
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/// @param erc20BalancesByOwner Current ERC20 balances.
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/// @param erc721TokenIdsByOwner Current ERC721 token owners.
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/// @param initialTakerAssetFilledAmountLeft Current amount the left order has been filled.
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/// @param initialTakerAssetFilledAmountRight Current amount the right order has been filled.
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/// @return New ERC20 balances & ERC721 token owners.
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public async matchOrdersAndVerifyBalancesAsync(
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signedOrderLeft: SignedOrder,
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signedOrderRight: SignedOrder,
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feeTokenAddress: string,
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takerAddress: string,
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erc20BalancesByOwner: ERC20BalancesByOwner,
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erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
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initialTakerAssetFilledAmountLeft?: BigNumber,
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initialTakerAssetFilledAmountRight?: BigNumber,
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): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> {
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// Test setup & verify preconditions
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const makerAddressLeft = signedOrderLeft.makerAddress;
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const makerAddressRight = signedOrderRight.makerAddress;
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const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress;
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const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress;
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// Verify Left order preconditions
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const takerAssetFilledAmountBeforeLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
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orderUtils.getOrderHashHex(signedOrderLeft),
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);
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const expectedLeftOrderFillAmoutBeforeMatch = initialTakerAssetFilledAmountLeft
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? initialTakerAssetFilledAmountLeft
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: new BigNumber(0);
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expect(takerAssetFilledAmountBeforeLeft).to.be.bignumber.equal(expectedLeftOrderFillAmoutBeforeMatch);
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// Verify Right order preconditions
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const takerAssetFilledAmountBeforeRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
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orderUtils.getOrderHashHex(signedOrderRight),
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);
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const expectedRightOrderFillAmoutBeforeMatch = initialTakerAssetFilledAmountRight
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? initialTakerAssetFilledAmountRight
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: new BigNumber(0);
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expect(takerAssetFilledAmountBeforeRight).to.be.bignumber.equal(expectedRightOrderFillAmoutBeforeMatch);
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// Match left & right orders
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await this._exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress);
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const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync();
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const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync();
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// Calculate expected balance changes
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const expectedTransferAmounts = await this._calculateExpectedTransferAmountsAsync(
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signedOrderLeft,
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signedOrderRight,
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expectedLeftOrderFillAmoutBeforeMatch,
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expectedRightOrderFillAmoutBeforeMatch,
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);
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let expectedERC20BalancesByOwner: ERC20BalancesByOwner;
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let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
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[expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = MatchOrderTester._calculateExpectedBalances(
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signedOrderLeft,
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signedOrderRight,
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feeTokenAddress,
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takerAddress,
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erc20BalancesByOwner,
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erc721TokenIdsByOwner,
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expectedTransferAmounts,
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);
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// Assert our expected balances are equal to the actual balances
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const expectedBalancesMatchRealBalances = MatchOrderTester._compareExpectedAndRealBalances(
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expectedERC20BalancesByOwner,
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newERC20BalancesByOwner,
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expectedERC721TokenIdsByOwner,
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newERC721TokenIdsByOwner,
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);
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expect(expectedBalancesMatchRealBalances).to.be.true();
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return [newERC20BalancesByOwner, newERC721TokenIdsByOwner];
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}
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/// @dev Calculates expected transfer amounts between order makers, fee recipients, and
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/// the taker when two orders are matched.
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/// @param signedOrderLeft First matched order.
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/// @param signedOrderRight Second matched order.
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/// @param expectedLeftOrderFillAmoutBeforeMatch How much we expect the left order has been filled, prior to matching orders.
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/// @param expectedRightOrderFillAmoutBeforeMatch How much we expect the right order has been filled, prior to matching orders.
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/// @return TransferAmounts A struct containing the expected transfer amounts.
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private async _calculateExpectedTransferAmountsAsync(
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signedOrderLeft: SignedOrder,
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signedOrderRight: SignedOrder,
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expectedLeftOrderFillAmoutBeforeMatch: BigNumber,
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expectedRightOrderFillAmoutBeforeMatch: BigNumber,
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): Promise<TransferAmounts> {
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let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
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orderUtils.getOrderHashHex(signedOrderLeft),
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);
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amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(expectedLeftOrderFillAmoutBeforeMatch);
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const amountSoldByLeftMaker = amountBoughtByLeftMaker
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.times(signedOrderLeft.makerAssetAmount)
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.dividedToIntegerBy(signedOrderLeft.takerAssetAmount);
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const amountReceivedByRightMaker = amountBoughtByLeftMaker
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.times(signedOrderRight.takerAssetAmount)
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.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
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const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountReceivedByRightMaker);
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let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
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orderUtils.getOrderHashHex(signedOrderRight),
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);
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amountBoughtByRightMaker = amountBoughtByRightMaker.minus(expectedRightOrderFillAmoutBeforeMatch);
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const amountSoldByRightMaker = amountBoughtByRightMaker
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.times(signedOrderRight.makerAssetAmount)
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.dividedToIntegerBy(signedOrderRight.takerAssetAmount);
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const amountReceivedByLeftMaker = amountSoldByRightMaker;
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const feePaidByLeftMaker = signedOrderLeft.makerFee
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.times(amountSoldByLeftMaker)
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.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
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const feePaidByRightMaker = signedOrderRight.makerFee
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.times(amountSoldByRightMaker)
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.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
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const feePaidByTakerLeft = signedOrderLeft.takerFee
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.times(amountSoldByLeftMaker)
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.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
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const feePaidByTakerRight = signedOrderRight.takerFee
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.times(amountSoldByRightMaker)
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.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
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const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight);
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const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft);
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const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight);
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// Return values
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const expectedTransferAmounts = {
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// Left Maker
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amountBoughtByLeftMaker,
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amountSoldByLeftMaker,
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amountReceivedByLeftMaker,
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feePaidByLeftMaker,
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// Right Maker
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amountBoughtByRightMaker,
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amountSoldByRightMaker,
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amountReceivedByRightMaker,
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feePaidByRightMaker,
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// Taker
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amountReceivedByTaker,
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feePaidByTakerLeft,
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feePaidByTakerRight,
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totalFeePaidByTaker,
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// Fee Recipients
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feeReceivedLeft,
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feeReceivedRight,
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};
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return expectedTransferAmounts;
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}
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}
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