Merge branch 'fillOrderAsync' into unavailableFilledCancelled

# Conflicts:
#	src/0x.js.ts
#	test/exchange_wrapper_test.ts
This commit is contained in:
Fabio Berger
2017-06-02 12:40:22 +02:00
5 changed files with 130 additions and 38 deletions

View File

@@ -56,37 +56,37 @@ describe('ExchangeWrapper', () => {
r: signature.r,
s: signature.s,
};
expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
it('r lacks 0x prefix', () => {
it('r lacks 0x prefix', async () => {
const malformedR = signature.r.replace('0x', '');
const malformedSignature = {
v: signature.v,
r: malformedR,
s: signature.s,
};
expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
it('r is too short', () => {
it('r is too short', async () => {
const malformedR = signature.r.substr(10);
const malformedSignature = {
v: signature.v,
r: malformedR,
s: signature.s.replace('0', 'z'),
};
expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
it('s is not hex', () => {
it('s is not hex', async () => {
const malformedS = signature.s.replace('0', 'z');
const malformedSignature = {
v: signature.v,
r: signature.r,
s: malformedS,
};
expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
.to.be.rejected();
});
});
@@ -112,11 +112,13 @@ describe('ExchangeWrapper', () => {
describe('#fillOrderAsync', () => {
let makerTokenAddress: string;
let takerTokenAddress: string;
let coinBase: string;
let makerAddress: string;
let takerAddress: string;
const fillTakerAmountInBaseUnits = new BigNumber(5);
const shouldCheckTransfer = false;
before('fetch tokens', async () => {
takerAddress = userAddresses[1];
[coinBase, makerAddress, takerAddress] = userAddresses;
const [makerToken, takerToken] = tokens;
makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address;
@@ -128,58 +130,126 @@ describe('ExchangeWrapper', () => {
it('should throw when the fill amount is zero', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
zeroEx.setTransactionSenderAccount(takerAddress);
expect(zeroEx.exchange.fillOrderAsync(signedOrder, zeroFillAmount, shouldCheckTransfer))
.to.be.rejectedWith(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, zeroFillAmount, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
});
it('should throw when sender is not a taker', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
expect(zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer))
.to.be.rejectedWith(FillOrderValidationErrs.NOT_A_TAKER);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_A_TAKER);
});
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(42);
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount, expirationInPast,
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
);
zeroEx.setTransactionSenderAccount(takerAddress);
expect(zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer))
.to.be.rejectedWith(FillOrderValidationErrs.EXPIRED);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.EXPIRED);
});
it('should throw when taker balance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
zeroEx.setTransactionSenderAccount(takerAddress);
const moreThanTheBalance = new BigNumber(6);
expect(zeroEx.exchange.fillOrderAsync(signedOrder, moreThanTheBalance, shouldCheckTransfer))
.to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, moreThanTheBalance, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
});
it('should throw when taker allowance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
});
it('should throw when maker balance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const lackingMakerBalance = new BigNumber(3);
await zeroEx.token.transferAsync(makerTokenAddress, makerAddress, coinBase, lackingMakerBalance);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE);
});
it('should throw when maker allowance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
});
});
describe('successful fills', () => {
it('should fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, takerAddress, fillableAmount,
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(0);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(0);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(0);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits);
await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits));
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(0);
.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits));
});
it('should partially fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const partialFillAmount = new BigNumber(3);
zeroEx.setTransactionSenderAccount(takerAddress);
await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(partialFillAmount);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(partialFillAmount);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
});
});
});

View File

@@ -7,29 +7,35 @@ export class FillScenarios {
private zeroEx: ZeroEx;
private userAddresses: string[];
private tokens: Token[];
private coinBase: string;
constructor(zeroEx: ZeroEx, userAddresses: string[], tokens: Token[]) {
this.zeroEx = zeroEx;
this.userAddresses = userAddresses;
this.tokens = tokens;
this.coinBase = userAddresses[0];
}
public async createAFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
takerAddress: string, fillableAmount: BigNumber.BigNumber,
makerAddress: string, takerAddress: string,
fillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber):
Promise<SignedOrder> {
const [makerAddress] = this.userAddresses;
await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, makerAddress, takerAddress, fillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount);
const transactionSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
this.zeroEx.setTransactionSenderAccount(makerAddress);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress,
takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress,
expirationUnixTimestampSec);
this.zeroEx.setTransactionSenderAccount(transactionSenderAccount as string);
return signedOrder;
}
public async createPartiallyFilledSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
takerAddress: string, fillableAmount: BigNumber.BigNumber,
partialFillAmount: BigNumber.BigNumber) {
const prevSenderAccount = await this.zeroEx.getTransactionSenderAccountAsync();
const prevSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
const [makerAddress] = this.userAddresses;
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, makerAddress, takerAddress, fillableAmount);
@@ -43,7 +49,7 @@ export class FillScenarios {
await this.zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
// Re-set sender account so as to avoid introducing side-effects
this.zeroEx.setTransactionSenderAccount(prevSenderAccount);
this.zeroEx.setTransactionSenderAccount(prevSenderAccount as string);
return signedOrder;
}
}