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Merge branch 'master' into addEventSubscriptions

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# Conflicts:
#	src/contract_wrappers/exchange_wrapper.ts
#	src/types.ts
#	test/exchange_wrapper_test.ts
This commit is contained in:
Fabio Berger
2017-06-02 19:14:20 +02:00
parent 6f98d83284 c83587a16d
commit ae15425f0b
8 changed files with 379 additions and 151 deletions
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2
src/0x.js.ts
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@@ -135,7 +135,7 @@ export class ZeroEx {
return senderAccountIfExists; return senderAccountIfExists;
} }
/** /**
* Computes the orderHash given the order parameters and returns it as a hex encoded string. * Computes the orderHash for a given order and returns it as a hex encoded string.
*/ */
public async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> { public async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
const exchangeContractAddr = await this.getExchangeAddressAsync(); const exchangeContractAddr = await this.getExchangeAddressAsync();

131
src/contract_wrappers/exchange_wrapper.ts
View File

@@ -7,7 +7,6 @@ import {
ExchangeContract, ExchangeContract,
ExchangeContractErrCodes, ExchangeContractErrCodes,
ExchangeContractErrs, ExchangeContractErrs,
FillOrderValidationErrs,
OrderValues, OrderValues,
OrderAddresses, OrderAddresses,
SignedOrder, SignedOrder,
@@ -19,6 +18,7 @@ import {
CreateContractEvent, CreateContractEvent,
ContractEventObj, ContractEventObj,
EventCallback, EventCallback,
ContractResponse,
} from '../types'; } from '../types';
import {assert} from '../utils/assert'; import {assert} from '../utils/assert';
import {utils} from '../utils/utils'; import {utils} from '../utils/utils';
@@ -27,18 +27,17 @@ import * as ExchangeArtifacts from '../artifacts/Exchange.json';
import {ecSignatureSchema} from '../schemas/ec_signature_schema'; import {ecSignatureSchema} from '../schemas/ec_signature_schema';
import {signedOrderSchema} from '../schemas/order_schemas'; import {signedOrderSchema} from '../schemas/order_schemas';
import {SchemaValidator} from '../utils/schema_validator'; import {SchemaValidator} from '../utils/schema_validator';
import {ContractResponse} from '../types';
import {constants} from '../utils/constants'; import {constants} from '../utils/constants';
import {TokenWrapper} from './token_wrapper'; import {TokenWrapper} from './token_wrapper';
export class ExchangeWrapper extends ContractWrapper { export class ExchangeWrapper extends ContractWrapper {
private exchangeContractErrCodesToMsg = { private exchangeContractErrCodesToMsg = {
[ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED, [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
[ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED, [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
[ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO, [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
[ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO, [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
[ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_ROUNDING_ERROR, [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR,
[ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.ORDER_BALANCE_ALLOWANCE_ERROR, [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR,
}; };
private exchangeContractIfExists?: ExchangeContract; private exchangeContractIfExists?: ExchangeContract;
private exchangeLogEventObjs: ContractEventObj[]; private exchangeLogEventObjs: ContractEventObj[];
@@ -112,22 +111,24 @@ export class ExchangeWrapper extends ContractWrapper {
return cancelledAmountInBaseUnits; return cancelledAmountInBaseUnits;
} }
/** /**
* Fills a signed order with a fillAmount denominated in baseUnits of the taker token. The caller can * Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
* decide whether they want the call to throw if the balance/allowance checks fail by setting * Since the order in which transactions are included in the next block is indeterminate, race-conditions
* shouldCheckTransfer to false. If set to true, the call will fail without throwing, preserving gas costs. * could arise where a users balance or allowance changes before the fillOrder executes. Because of this,
* we allow you to specify `shouldCheckTransfer`. If true, the smart contract will not throw if while
* executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to
* false forgoes this check and causes the smart contract to throw instead.
*/ */
public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber, public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean): Promise<void> { shouldCheckTransfer: boolean): Promise<void> {
assert.doesConformToSchema('signedOrder', assert.doesConformToSchema('signedOrder',
SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object), SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
signedOrderSchema); signedOrderSchema);
assert.isBigNumber('fillTakerAmountInBaseUnits', fillTakerAmountInBaseUnits); assert.isBigNumber('fillTakerAmount', fillTakerAmount);
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer); assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync(); const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
await this.validateFillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, senderAddress);
const exchangeInstance = await this.getExchangeContractAsync(); const exchangeInstance = await this.getExchangeContractAsync();
await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress);
const orderAddresses: OrderAddresses = [ const orderAddresses: OrderAddresses = [
signedOrder.maker, signedOrder.maker,
@@ -147,7 +148,7 @@ export class ExchangeWrapper extends ContractWrapper {
const gas = await exchangeInstance.fill.estimateGas( const gas = await exchangeInstance.fill.estimateGas(
orderAddresses, orderAddresses,
orderValues, orderValues,
fillTakerAmountInBaseUnits, fillTakerAmount,
shouldCheckTransfer, shouldCheckTransfer,
signedOrder.ecSignature.v, signedOrder.ecSignature.v,
signedOrder.ecSignature.r, signedOrder.ecSignature.r,
@@ -159,7 +160,7 @@ export class ExchangeWrapper extends ContractWrapper {
const response: ContractResponse = await exchangeInstance.fill( const response: ContractResponse = await exchangeInstance.fill(
orderAddresses, orderAddresses,
orderValues, orderValues,
fillTakerAmountInBaseUnits, fillTakerAmount,
shouldCheckTransfer, shouldCheckTransfer,
signedOrder.ecSignature.v, signedOrder.ecSignature.v,
signedOrder.ecSignature.r, signedOrder.ecSignature.r,
@@ -203,39 +204,89 @@ export class ExchangeWrapper extends ContractWrapper {
} }
this.exchangeLogEventObjs = []; this.exchangeLogEventObjs = [];
} }
private async validateFillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber, private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
senderAddress: string) { fillTakerAmount: BigNumber.BigNumber,
if (fillTakerAmountInBaseUnits.eq(0)) { senderAddress: string): Promise<void> {
throw new Error(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO); if (fillTakerAmount.eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
} }
if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) { if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) {
throw new Error(FillOrderValidationErrs.NOT_A_TAKER); throw new Error(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
} }
if (signedOrder.expirationUnixTimestampSec.lessThan(Date.now() / 1000)) { const currentUnixTimestampSec = Date.now() / 1000;
throw new Error(FillOrderValidationErrs.EXPIRED); if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
throw new Error(ExchangeContractErrs.ORDER_FILL_EXPIRED);
} }
const zrxTokenAddress = await this.getZRXTokenAddressAsync();
await this.validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder, fillTakerAmount,
senderAddress, zrxTokenAddress);
const wouldRoundingErrorOccur = await this.isRoundingErrorAsync(
signedOrder.takerTokenAmount, fillTakerAmount, signedOrder.makerTokenAmount,
);
if (wouldRoundingErrorOccur) {
throw new Error(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
}
}
/**
* This method does not currently validate the edge-case where the makerToken or takerToken is also the token used
* to pay fees (ZRX). It is possible for them to have enough for fees and the transfer but not both.
* Handling the edge-cases that arise when this happens would require making sure that the user has sufficient
* funds to pay both the fees and the transfer amount. We decided to punt on this for now as the contracts
* will throw for these edge-cases.
* TODO: Throw errors before calling the smart contract for these edge-cases
* TODO: in order to minimize the callers gas costs.
*/
private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder,
fillTakerAmount: BigNumber.BigNumber,
senderAddress: string,
zrxTokenAddress: string): Promise<void> {
const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress, const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress,
signedOrder.maker); signedOrder.maker);
const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress); const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress);
const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress, const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress,
signedOrder.maker); signedOrder.maker);
const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress, const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress,
senderAddress); senderAddress);
// How many taker tokens would you get for 1 maker token;
const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
const fillMakerAmountInBaseUnits = fillTakerAmountInBaseUnits.div(exchangeRate);
if (fillTakerAmountInBaseUnits.greaterThan(takerBalance)) { // exchangeRate is the price of one maker token denominated in taker tokens
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE); const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate);
if (fillTakerAmount.greaterThan(takerBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
} }
if (fillTakerAmountInBaseUnits.greaterThan(takerAllowance)) { if (fillTakerAmount.greaterThan(takerAllowance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE); throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
} }
if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) { if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE); throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
} }
if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) { if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE); throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
}
const makerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress,
signedOrder.maker);
const takerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress);
const makerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
signedOrder.maker);
const takerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
senderAddress);
if (signedOrder.takerFee.greaterThan(takerFeeBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
}
if (signedOrder.takerFee.greaterThan(takerFeeAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
}
if (signedOrder.makerFee.greaterThan(makerFeeBalance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
}
if (signedOrder.makerFee.greaterThan(makerFeeAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
} }
} }
private throwErrorLogsAsErrors(logs: ContractEvent[]): void { private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
@@ -246,6 +297,18 @@ export class ExchangeWrapper extends ContractWrapper {
throw new Error(errMessage); throw new Error(errMessage);
} }
} }
private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber,
fillTakerAmount: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
const exchangeInstance = await this.getExchangeContractAsync();
const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
const isRoundingError = await exchangeInstance.isRoundingError.call(
takerTokenAmount, fillTakerAmount, makerTokenAmount, {
from: senderAddress,
},
);
return isRoundingError;
}
private async getExchangeContractAsync(): Promise<ExchangeContract> { private async getExchangeContractAsync(): Promise<ExchangeContract> {
if (!_.isUndefined(this.exchangeContractIfExists)) { if (!_.isUndefined(this.exchangeContractIfExists)) {
return this.exchangeContractIfExists; return this.exchangeContractIfExists;
@@ -254,4 +317,8 @@ export class ExchangeWrapper extends ContractWrapper {
this.exchangeContractIfExists = contractInstance as ExchangeContract; this.exchangeContractIfExists = contractInstance as ExchangeContract;
return this.exchangeContractIfExists; return this.exchangeContractIfExists;
} }
private async getZRXTokenAddressAsync(): Promise<string> {
const exchangeInstance = await this.getExchangeContractAsync();
return exchangeInstance.ZRX.call();
}
} }

45
src/types.ts
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@@ -10,11 +10,12 @@ function strEnum(values: string[]): {[key: string]: string} {
} }
export const ZeroExError = strEnum([ export const ZeroExError = strEnum([
'CONTRACT_DOES_NOT_EXIST', 'CONTRACT_DOES_NOT_EXIST',
'UNHANDLED_ERROR', 'UNHANDLED_ERROR',
'USER_HAS_NO_ASSOCIATED_ADDRESSES', 'USER_HAS_NO_ASSOCIATED_ADDRESSES',
'INVALID_SIGNATURE', 'INVALID_SIGNATURE',
'CONTRACT_NOT_DEPLOYED_ON_NETWORK', 'CONTRACT_NOT_DEPLOYED_ON_NETWORK',
'ZRX_NOT_IN_TOKEN_REGISTRY',
]); ]);
export type ZeroExError = keyof typeof ZeroExError; export type ZeroExError = keyof typeof ZeroExError;
@@ -37,6 +38,10 @@ export interface ExchangeContract {
getUnavailableValueT: { getUnavailableValueT: {
call: (orderHash: string) => BigNumber.BigNumber; call: (orderHash: string) => BigNumber.BigNumber;
}; };
isRoundingError: {
call: (takerTokenAmount: BigNumber.BigNumber, fillTakerAmount: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber, txOpts: TxOpts) => Promise<boolean>;
};
fill: { fill: {
(orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber, (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse; shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse;
@@ -65,6 +70,9 @@ export interface ExchangeContract {
LogFill: CreateContractEvent; LogFill: CreateContractEvent;
LogCancel: CreateContractEvent; LogCancel: CreateContractEvent;
LogError: CreateContractEvent; LogError: CreateContractEvent;
ZRX: {
call: () => Promise<string>;
};
} }
export interface TokenContract { export interface TokenContract {
@@ -103,24 +111,23 @@ export enum ExchangeContractErrCodes {
} }
export const ExchangeContractErrs = strEnum([ export const ExchangeContractErrs = strEnum([
'ORDER_EXPIRED', 'ORDER_FILL_EXPIRED',
'ORDER_REMAINING_FILL_AMOUNT_ZERO', 'ORDER_REMAINING_FILL_AMOUNT_ZERO',
'ORDER_ROUNDING_ERROR', 'ORDER_FILL_ROUNDING_ERROR',
'ORDER_BALANCE_ALLOWANCE_ERROR', 'FILL_BALANCE_ALLOWANCE_ERROR',
'INSUFFICIENT_TAKER_BALANCE',
'INSUFFICIENT_TAKER_ALLOWANCE',
'INSUFFICIENT_MAKER_BALANCE',
'INSUFFICIENT_MAKER_ALLOWANCE',
'INSUFFICIENT_TAKER_FEE_BALANCE',
'INSUFFICIENT_TAKER_FEE_ALLOWANCE',
'INSUFFICIENT_MAKER_FEE_BALANCE',
'INSUFFICIENT_MAKER_FEE_ALLOWANCE',
'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER',
]); ]);
export type ExchangeContractErrs = keyof typeof ExchangeContractErrs; export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
export const FillOrderValidationErrs = strEnum([
'FILL_AMOUNT_IS_ZERO',
'NOT_A_TAKER',
'EXPIRED',
'NOT_ENOUGH_TAKER_BALANCE',
'NOT_ENOUGH_TAKER_ALLOWANCE',
'NOT_ENOUGH_MAKER_BALANCE',
'NOT_ENOUGH_MAKER_ALLOWANCE',
]);
export type FillOrderValidationErrs = keyof typeof FillOrderValidationErrs;
export interface ContractResponse { export interface ContractResponse {
logs: ContractEvent[]; logs: ContractEvent[];
} }

2
src/utils/schema_validator.ts
View File

@@ -6,7 +6,7 @@ import {tokenSchema} from '../schemas/token_schema';
export class SchemaValidator { export class SchemaValidator {
private validator: Validator; private validator: Validator;
// In order to validate a complex JS object using jsonschema, we must replace any complex // In order to validate a complex JS object using jsonschema, we must replace any complex
// sub-types (e.g BigNumber) with a simpler string represenation. Since BigNumber and other // sub-types (e.g BigNumber) with a simpler string representation. Since BigNumber and other
// complex types implement the `toString` method, we can stringify the object and // complex types implement the `toString` method, we can stringify the object and
// then parse it. The resultant object can then be checked using jsonschema. // then parse it. The resultant object can then be checked using jsonschema.
public static convertToJSONSchemaCompatibleObject(obj: object): object { public static convertToJSONSchemaCompatibleObject(obj: object): object {

216
test/exchange_wrapper_test.ts
View File

@@ -9,17 +9,17 @@ import promisify = require('es6-promisify');
import {web3Factory} from './utils/web3_factory'; import {web3Factory} from './utils/web3_factory';
import {ZeroEx} from '../src/0x.js'; import {ZeroEx} from '../src/0x.js';
import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
import {orderFactory} from './utils/order_factory';
import { import {
FillOrderValidationErrs,
Token, Token,
SignedOrder, SignedOrder,
SubscriptionOpts, SubscriptionOpts,
ExchangeEvents, ExchangeEvents,
ContractEvent, ContractEvent,
DoneCallback, DoneCallback,
ExchangeContractErrs,
} from '../src/types'; } from '../src/types';
import {FillScenarios} from './utils/fill_scenarios'; import {FillScenarios} from './utils/fill_scenarios';
import {TokenUtils} from './utils/token_utils';
chai.use(dirtyChai); chai.use(dirtyChai);
chai.use(ChaiBigNumber()); chai.use(ChaiBigNumber());
@@ -29,17 +29,21 @@ const blockchainLifecycle = new BlockchainLifecycle();
const NON_EXISTENT_ORDER_HASH = '0x79370342234e7acd6bbeac335bd3bb1d368383294b64b8160a00f4060e4d3777'; const NON_EXISTENT_ORDER_HASH = '0x79370342234e7acd6bbeac335bd3bb1d368383294b64b8160a00f4060e4d3777';
describe('ExchangeWrapper', () => { describe('ExchangeWrapper', () => {
let web3: Web3;
let zeroEx: ZeroEx; let zeroEx: ZeroEx;
let userAddresses: string[]; let userAddresses: string[];
let web3: Web3; let tokenUtils: TokenUtils;
let tokens: Token[]; let tokens: Token[];
let fillScenarios: FillScenarios; let fillScenarios: FillScenarios;
let zrxTokenAddress: string;
before(async () => { before(async () => {
web3 = web3Factory.create(); web3 = web3Factory.create();
zeroEx = new ZeroEx(web3); zeroEx = new ZeroEx(web3);
userAddresses = await promisify(web3.eth.getAccounts)(); userAddresses = await promisify(web3.eth.getAccounts)();
tokens = await zeroEx.tokenRegistry.getTokensAsync(); tokens = await zeroEx.tokenRegistry.getTokensAsync();
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens); tokenUtils = new TokenUtils(tokens);
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress);
}); });
beforeEach(async () => { beforeEach(async () => {
await blockchainLifecycle.startAsync(); await blockchainLifecycle.startAsync();
@@ -120,14 +124,16 @@ describe('ExchangeWrapper', () => {
describe('#fillOrderAsync', () => { describe('#fillOrderAsync', () => {
let makerTokenAddress: string; let makerTokenAddress: string;
let takerTokenAddress: string; let takerTokenAddress: string;
let coinBase: string; let coinbase: string;
let makerAddress: string; let makerAddress: string;
let takerAddress: string; let takerAddress: string;
const fillTakerAmountInBaseUnits = new BigNumber(5); let feeRecipient: string;
const fillTakerAmount = new BigNumber(5);
const shouldCheckTransfer = false; const shouldCheckTransfer = false;
before('fetch tokens', async () => { before(async () => {
[coinBase, makerAddress, takerAddress] = userAddresses; [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
const [makerToken, takerToken] = tokens; tokens = await zeroEx.tokenRegistry.getTokensAsync();
const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
makerTokenAddress = makerToken.address; makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address; takerTokenAddress = takerToken.address;
}); });
@@ -137,92 +143,149 @@ describe('ExchangeWrapper', () => {
describe('failed fills', () => { describe('failed fills', () => {
it('should throw when the fill amount is zero', async () => { it('should throw when the fill amount is zero', async () => {
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
); );
const zeroFillAmount = new BigNumber(0); const zeroFillAmount = new BigNumber(0);
zeroEx.setTransactionSenderAccount(takerAddress); zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync( return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, zeroFillAmount, shouldCheckTransfer, signedOrder, zeroFillAmount, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO); )).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
}); });
it('should throw when sender is not a taker', async () => { it('should throw when sender is not a taker', async () => {
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
); );
return expect(zeroEx.exchange.fillOrderAsync( return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer, signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_A_TAKER); )).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
}); });
it('should throw when order is expired', async () => { it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(42); const expirationInPast = new BigNumber(42);
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast, makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
); );
zeroEx.setTransactionSenderAccount(takerAddress); zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync( return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer, signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.EXPIRED); )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED);
}); });
it('should throw when taker balance is less than fill amount', async () => { describe('should throw when not enough balance or allowance to fulfill the order', () => {
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const balanceToSubtractFromMaker = new BigNumber(3);
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, const lackingAllowance = new BigNumber(3);
); let signedOrder: SignedOrder;
zeroEx.setTransactionSenderAccount(takerAddress); beforeEach('create fillable signed order', async () => {
const moreThanTheBalance = new BigNumber(6); signedOrder = await fillScenarios.createFillableSignedOrderAsync(
return expect(zeroEx.exchange.fillOrderAsync( makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
signedOrder, moreThanTheBalance, shouldCheckTransfer, );
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE); });
it('should throw when taker balance is less than fill amount', async () => {
await zeroEx.token.transferAsync(
takerTokenAddress, takerAddress, coinbase, balanceToSubtractFromMaker,
);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
});
it('should throw when taker allowance is less than fill amount', async () => {
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
});
it('should throw when maker balance is less than maker fill amount', async () => {
await zeroEx.token.transferAsync(
makerTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
});
it('should throw when maker allowance is less than maker fill amount', async () => {
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
});
}); });
it('should throw when taker allowance is less than fill amount', async () => { it('should throw when there a rounding error would have occurred', async () => {
const fillableAmount = new BigNumber(5); const makerAmount = new BigNumber(3);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const takerAmount = new BigNumber(5);
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerAmount, takerAmount,
); );
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1); const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFillAmount);
zeroEx.setTransactionSenderAccount(takerAddress); zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync( return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer, signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE); )).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
}); });
it('should throw when maker balance is less than maker fill amount', async () => { describe('should throw when not enough balance or allowance to pay fees', () => {
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const makerFee = new BigNumber(2);
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, const takerFee = new BigNumber(2);
); let signedOrder: SignedOrder;
const lackingMakerBalance = new BigNumber(3); beforeEach('setup', async () => {
await zeroEx.token.transferAsync(makerTokenAddress, makerAddress, coinBase, lackingMakerBalance); signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
zeroEx.setTransactionSenderAccount(takerAddress); makerTokenAddress, takerTokenAddress, makerFee, takerFee,
return expect(zeroEx.exchange.fillOrderAsync( makerAddress, takerAddress, fillableAmount, feeRecipient,
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer, );
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE); zeroEx.setTransactionSenderAccount(takerAddress);
}); });
it('should throw when maker allowance is less than maker fill amount', async () => { it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
const fillableAmount = new BigNumber(5); const balanceToSubtractFromMaker = new BigNumber(1);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( await zeroEx.token.transferAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, zrxTokenAddress, makerAddress, coinbase, balanceToSubtractFromMaker,
); );
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1); return expect(zeroEx.exchange.fillOrderAsync(
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, signedOrder, fillTakerAmount, shouldCheckTransfer,
newAllowanceWhichIsLessThanFillAmount); )).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
zeroEx.setTransactionSenderAccount(takerAddress); });
return expect(zeroEx.exchange.fillOrderAsync( it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer, const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE); await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
newAllowanceWhichIsLessThanFees);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
});
it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
const balanceToSubtractFromTaker = new BigNumber(1);
await zeroEx.token.transferAsync(
zrxTokenAddress, takerAddress, coinbase, balanceToSubtractFromTaker,
);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
});
it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
newAllowanceWhichIsLessThanFees);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmount, shouldCheckTransfer,
)).to.be.rejectedWith(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
});
}); });
}); });
describe('successful fills', () => { describe('successful fills', () => {
it('should fill the valid order', async () => { it('should fill a valid order', async () => {
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
); );
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount); .to.be.bignumber.equal(fillableAmount);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
@@ -232,19 +295,19 @@ describe('ExchangeWrapper', () => {
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount); .to.be.bignumber.equal(fillableAmount);
zeroEx.setTransactionSenderAccount(takerAddress); zeroEx.setTransactionSenderAccount(takerAddress);
await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer); await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress)) expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits)); .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress)) expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits); .to.be.bignumber.equal(fillTakerAmount);
expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress)) expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillTakerAmountInBaseUnits); .to.be.bignumber.equal(fillTakerAmount);
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmountInBaseUnits)); .to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
}); });
it('should partially fill the valid order', async () => { it('should partially fill the valid order', async () => {
const fillableAmount = new BigNumber(5); const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync( const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
); );
const partialFillAmount = new BigNumber(3); const partialFillAmount = new BigNumber(3);
@@ -259,6 +322,19 @@ describe('ExchangeWrapper', () => {
expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress)) expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount)); .to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
}); });
it('should fill the valid orders with fees', async () => {
const fillableAmount = new BigNumber(5);
const makerFee = new BigNumber(1);
const takerFee = new BigNumber(2);
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee,
makerAddress, takerAddress, fillableAmount, feeRecipient,
);
zeroEx.setTransactionSenderAccount(takerAddress);
await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
.to.be.bignumber.equal(makerFee.plus(takerFee));
});
}); });
}); });
describe('tests that require partially filled order', () => { describe('tests that require partially filled order', () => {
@@ -332,20 +408,20 @@ describe('ExchangeWrapper', () => {
const shouldCheckTransfer = false; const shouldCheckTransfer = false;
let makerTokenAddress: string; let makerTokenAddress: string;
let takerTokenAddress: string; let takerTokenAddress: string;
let coinBase: string; let coinbase: string;
let takerAddress: string; let takerAddress: string;
let makerAddress: string; let makerAddress: string;
let fillableAmount: BigNumber.BigNumber; let fillableAmount: BigNumber.BigNumber;
let signedOrder: SignedOrder; let signedOrder: SignedOrder;
before(() => { before(() => {
[coinBase, makerAddress, takerAddress] = userAddresses; [coinbase, makerAddress, takerAddress] = userAddresses;
const [makerToken, takerToken] = tokens; const [makerToken, takerToken] = tokens;
makerTokenAddress = makerToken.address; makerTokenAddress = makerToken.address;
takerTokenAddress = takerToken.address; takerTokenAddress = takerToken.address;
}); });
beforeEach(async () => { beforeEach(async () => {
fillableAmount = new BigNumber(5); fillableAmount = new BigNumber(5);
signedOrder = await fillScenarios.createAFillableSignedOrderAsync( signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
); );
}); });

93
test/utils/fill_scenarios.ts
View File

@@ -2,35 +2,54 @@ import * as BigNumber from 'bignumber.js';
import {ZeroEx} from '../../src/0x.js'; import {ZeroEx} from '../../src/0x.js';
import {Token, SignedOrder} from '../../src/types'; import {Token, SignedOrder} from '../../src/types';
import {orderFactory} from '../utils/order_factory'; import {orderFactory} from '../utils/order_factory';
import {constants} from './constants';
export class FillScenarios { export class FillScenarios {
private zeroEx: ZeroEx; private zeroEx: ZeroEx;
private userAddresses: string[]; private userAddresses: string[];
private tokens: Token[]; private tokens: Token[];
private coinBase: string; private coinbase: string;
constructor(zeroEx: ZeroEx, userAddresses: string[], tokens: Token[]) { private zrxTokenAddress: string;
constructor(zeroEx: ZeroEx, userAddresses: string[], tokens: Token[], zrxTokenAddress: string) {
this.zeroEx = zeroEx; this.zeroEx = zeroEx;
this.userAddresses = userAddresses; this.userAddresses = userAddresses;
this.tokens = tokens; this.tokens = tokens;
this.coinBase = userAddresses[0]; this.coinbase = userAddresses[0];
this.zrxTokenAddress = zrxTokenAddress;
} }
public async createAFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string, public async createFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
makerAddress: string, takerAddress: string, makerAddress: string, takerAddress: string,
fillableAmount: BigNumber.BigNumber, fillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber): expirationUnixTimestampSec?: BigNumber.BigNumber):
Promise<SignedOrder> { Promise<SignedOrder> {
await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, fillableAmount); return this.createAsymmetricFillableSignedOrderAsync(
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount); makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, fillableAmount); fillableAmount, fillableAmount, expirationUnixTimestampSec,
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount); );
}
const transactionSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync(); public async createFillableSignedOrderWithFeesAsync(
this.zeroEx.setTransactionSenderAccount(makerAddress); makerTokenAddress: string, takerTokenAddress: string,
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress, makerFee: BigNumber.BigNumber, takerFee: BigNumber.BigNumber,
takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress, makerAddress: string, takerAddress: string,
expirationUnixTimestampSec); fillableAmount: BigNumber.BigNumber,
this.zeroEx.setTransactionSenderAccount(transactionSenderAccount as string); feeRecepient: string, expirationUnixTimestampSec?: BigNumber.BigNumber,
return signedOrder; ): Promise<SignedOrder> {
return this.createAsymmetricFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress,
fillableAmount, fillableAmount, feeRecepient, expirationUnixTimestampSec,
);
}
public async createAsymmetricFillableSignedOrderAsync(
makerTokenAddress: string, takerTokenAddress: string, makerAddress: string, takerAddress: string,
makerFillableAmount: BigNumber.BigNumber, takerFillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
const makerFee = new BigNumber(0);
const takerFee = new BigNumber(0);
const feeRecepient = constants.NULL_ADDRESS;
return this.createAsymmetricFillableSignedOrderWithFeesAsync(
makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress,
makerFillableAmount, takerFillableAmount, feeRecepient, expirationUnixTimestampSec,
);
} }
public async createPartiallyFilledSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string, public async createPartiallyFilledSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
takerAddress: string, fillableAmount: BigNumber.BigNumber, takerAddress: string, fillableAmount: BigNumber.BigNumber,
@@ -41,8 +60,10 @@ export class FillScenarios {
await this.zeroEx.token.transferAsync(takerTokenAddress, makerAddress, takerAddress, fillableAmount); await this.zeroEx.token.transferAsync(takerTokenAddress, makerAddress, takerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount); await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress, const signedOrder = await this.createAsymmetricFillableSignedOrderAsync(
takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress); makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, fillableAmount,
);
this.zeroEx.setTransactionSenderAccount(takerAddress); this.zeroEx.setTransactionSenderAccount(takerAddress);
const shouldCheckTransfer = false; const shouldCheckTransfer = false;
@@ -52,4 +73,34 @@ export class FillScenarios {
this.zeroEx.setTransactionSenderAccount(prevSenderAccount as string); this.zeroEx.setTransactionSenderAccount(prevSenderAccount as string);
return signedOrder; return signedOrder;
} }
private async createAsymmetricFillableSignedOrderWithFeesAsync(
makerTokenAddress: string, takerTokenAddress: string,
makerFee: BigNumber.BigNumber, takerFee: BigNumber.BigNumber,
makerAddress: string, takerAddress: string,
makerFillableAmount: BigNumber.BigNumber, takerFillableAmount: BigNumber.BigNumber,
feeRecepient: string, expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinbase, makerAddress, makerFillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, makerFillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinbase, takerAddress, takerFillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, takerFillableAmount);
if (!makerFee.isZero()) {
await this.zeroEx.token.transferAsync(this.zrxTokenAddress, this.coinbase, makerAddress, makerFee);
await this.zeroEx.token.setProxyAllowanceAsync(this.zrxTokenAddress, makerAddress, makerFee);
}
if (!takerFee.isZero()) {
await this.zeroEx.token.transferAsync(this.zrxTokenAddress, this.coinbase, takerAddress, takerFee);
await this.zeroEx.token.setProxyAllowanceAsync(this.zrxTokenAddress, takerAddress, takerFee);
}
const prevTransactionSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
this.zeroEx.setTransactionSenderAccount(makerAddress);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx,
makerAddress, takerAddress, makerFee, takerFee,
makerFillableAmount, makerTokenAddress, takerFillableAmount, takerTokenAddress,
feeRecepient, expirationUnixTimestampSec);
// We re-set the transactionSender to avoid introducing side-effects
this.zeroEx.setTransactionSenderAccount(prevTransactionSenderAccount as string);
return signedOrder;
}
} }

17
test/utils/order_factory.ts
View File

@@ -10,10 +10,13 @@ export const orderFactory = {
zeroEx: ZeroEx, zeroEx: ZeroEx,
maker: string, maker: string,
taker: string, taker: string,
makerTokenAmount: BigNumber.BigNumber|number, makerFee: BigNumber.BigNumber,
takerFee: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber,
makerTokenAddress: string, makerTokenAddress: string,
takerTokenAmount: BigNumber.BigNumber|number, takerTokenAmount: BigNumber.BigNumber,
takerTokenAddress: string, takerTokenAddress: string,
feeRecipient: string,
expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> { expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
const defaultExpirationUnixTimestampSec = new BigNumber(2524604400); // Close to infinite const defaultExpirationUnixTimestampSec = new BigNumber(2524604400); // Close to infinite
expirationUnixTimestampSec = _.isUndefined(expirationUnixTimestampSec) ? expirationUnixTimestampSec = _.isUndefined(expirationUnixTimestampSec) ?
@@ -22,14 +25,14 @@ export const orderFactory = {
const order = { const order = {
maker, maker,
taker, taker,
makerFee: new BigNumber(0), makerFee,
takerFee: new BigNumber(0), takerFee,
makerTokenAmount: _.isNumber(makerTokenAmount) ? new BigNumber(makerTokenAmount) : makerTokenAmount, makerTokenAmount,
takerTokenAmount: _.isNumber(takerTokenAmount) ? new BigNumber(takerTokenAmount) : takerTokenAmount, takerTokenAmount,
makerTokenAddress, makerTokenAddress,
takerTokenAddress, takerTokenAddress,
salt: ZeroEx.generatePseudoRandomSalt(), salt: ZeroEx.generatePseudoRandomSalt(),
feeRecipient: constants.NULL_ADDRESS, feeRecipient,
expirationUnixTimestampSec, expirationUnixTimestampSec,
}; };
const orderHash = await zeroEx.getOrderHashHexAsync(order); const orderHash = await zeroEx.getOrderHashHexAsync(order);

24
test/utils/token_utils.ts Normal file
View File

@@ -0,0 +1,24 @@
import * as _ from 'lodash';
import {Token, ZeroExError} from '../../src/types';
const PROTOCOL_TOKEN_SYMBOL = 'ZRX';
export class TokenUtils {
private tokens: Token[];
constructor(tokens: Token[]) {
this.tokens = tokens;
}
public getProtocolTokenOrThrow(): Token {
const zrxToken = _.find(this.tokens, {symbol: PROTOCOL_TOKEN_SYMBOL});
if (_.isUndefined(zrxToken)) {
throw new Error(ZeroExError.ZRX_NOT_IN_TOKEN_REGISTRY);
}
return zrxToken;
}
public getNonProtocolTokens(): Token[] {
const nonProtocolTokens = _.filter(this.tokens, token => {
return token.symbol !== PROTOCOL_TOKEN_SYMBOL;
});
return nonProtocolTokens;
}
}