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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
commit ae15425f0b
8 changed files with 379 additions and 151 deletions
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2
src/0x.js.ts
View File

@ -135,7 +135,7 @@ export class ZeroEx {
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> {
const exchangeContractAddr = await this.getExchangeAddressAsync();

129
src/contract_wrappers/exchange_wrapper.ts
View File

@ -7,7 +7,6 @@ import {
ExchangeContract,
ExchangeContractErrCodes,
ExchangeContractErrs,
FillOrderValidationErrs,
OrderValues,
OrderAddresses,
SignedOrder,
@ -19,6 +18,7 @@ import {
CreateContractEvent,
ContractEventObj,
EventCallback,
ContractResponse,
} from '../types';
import {assert} from '../utils/assert';
import {utils} from '../utils/utils';
@ -27,18 +27,17 @@ import * as ExchangeArtifacts from '../artifacts/Exchange.json';
import {ecSignatureSchema} from '../schemas/ec_signature_schema';
import {signedOrderSchema} from '../schemas/order_schemas';
import {SchemaValidator} from '../utils/schema_validator';
import {ContractResponse} from '../types';
import {constants} from '../utils/constants';
import {TokenWrapper} from './token_wrapper';
export class ExchangeWrapper extends ContractWrapper {
private exchangeContractErrCodesToMsg = {
[ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED,
[ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED,
[ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
[ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
[ExchangeContractErrCodes.ERROR_FILL_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_BALANCE_ALLOWANCE]: ExchangeContractErrs.ORDER_BALANCE_ALLOWANCE_ERROR,
[ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR,
[ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR,
};
private exchangeContractIfExists?: ExchangeContract;
private exchangeLogEventObjs: ContractEventObj[];
@ -112,22 +111,24 @@ export class ExchangeWrapper extends ContractWrapper {
return cancelledAmountInBaseUnits;
}
/**
* Fills a signed order with a fillAmount denominated in baseUnits of the taker token. The caller can
* decide whether they want the call to throw if the balance/allowance checks fail by setting
* shouldCheckTransfer to false. If set to true, the call will fail without throwing, preserving gas costs.
* Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
* Since the order in which transactions are included in the next block is indeterminate, race-conditions
* 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> {
assert.doesConformToSchema('signedOrder',
SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
signedOrderSchema);
assert.isBigNumber('fillTakerAmountInBaseUnits', fillTakerAmountInBaseUnits);
assert.isBigNumber('fillTakerAmount', fillTakerAmount);
assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
await this.validateFillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, senderAddress);
const exchangeInstance = await this.getExchangeContractAsync();
await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress);
const orderAddresses: OrderAddresses = [
signedOrder.maker,
@ -147,7 +148,7 @@ export class ExchangeWrapper extends ContractWrapper {
const gas = await exchangeInstance.fill.estimateGas(
orderAddresses,
orderValues,
fillTakerAmountInBaseUnits,
fillTakerAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
@ -159,7 +160,7 @@ export class ExchangeWrapper extends ContractWrapper {
const response: ContractResponse = await exchangeInstance.fill(
orderAddresses,
orderValues,
fillTakerAmountInBaseUnits,
fillTakerAmount,
shouldCheckTransfer,
signedOrder.ecSignature.v,
signedOrder.ecSignature.r,
@ -203,17 +204,45 @@ export class ExchangeWrapper extends ContractWrapper {
}
this.exchangeLogEventObjs = [];
}
private async validateFillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber,
senderAddress: string) {
if (fillTakerAmountInBaseUnits.eq(0)) {
throw new Error(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
fillTakerAmount: BigNumber.BigNumber,
senderAddress: string): Promise<void> {
if (fillTakerAmount.eq(0)) {
throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
}
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)) {
throw new Error(FillOrderValidationErrs.EXPIRED);
const currentUnixTimestampSec = Date.now() / 1000;
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,
signedOrder.maker);
const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress);
@ -221,21 +250,43 @@ export class ExchangeWrapper extends ContractWrapper {
signedOrder.maker);
const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress,
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)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
// exchangeRate is the price of one maker token denominated in taker tokens
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)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
if (fillTakerAmount.greaterThan(takerAllowance)) {
throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
}
if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE);
throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
}
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 {
@ -246,6 +297,18 @@ export class ExchangeWrapper extends ContractWrapper {
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> {
if (!_.isUndefined(this.exchangeContractIfExists)) {
return this.exchangeContractIfExists;
@ -254,4 +317,8 @@ export class ExchangeWrapper extends ContractWrapper {
this.exchangeContractIfExists = contractInstance as ExchangeContract;
return this.exchangeContractIfExists;
}
private async getZRXTokenAddressAsync(): Promise<string> {
const exchangeInstance = await this.getExchangeContractAsync();
return exchangeInstance.ZRX.call();
}
}

35
src/types.ts
View File

@ -15,6 +15,7 @@ export const ZeroExError = strEnum([
'USER_HAS_NO_ASSOCIATED_ADDRESSES',
'INVALID_SIGNATURE',
'CONTRACT_NOT_DEPLOYED_ON_NETWORK',
'ZRX_NOT_IN_TOKEN_REGISTRY',
]);
export type ZeroExError = keyof typeof ZeroExError;
@ -37,6 +38,10 @@ export interface ExchangeContract {
getUnavailableValueT: {
call: (orderHash: string) => BigNumber.BigNumber;
};
isRoundingError: {
call: (takerTokenAmount: BigNumber.BigNumber, fillTakerAmount: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber, txOpts: TxOpts) => Promise<boolean>;
};
fill: {
(orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse;
@ -65,6 +70,9 @@ export interface ExchangeContract {
LogFill: CreateContractEvent;
LogCancel: CreateContractEvent;
LogError: CreateContractEvent;
ZRX: {
call: () => Promise<string>;
};
}
export interface TokenContract {
@ -103,24 +111,23 @@ export enum ExchangeContractErrCodes {
}
export const ExchangeContractErrs = strEnum([
'ORDER_EXPIRED',
'ORDER_FILL_EXPIRED',
'ORDER_REMAINING_FILL_AMOUNT_ZERO',
'ORDER_ROUNDING_ERROR',
'ORDER_BALANCE_ALLOWANCE_ERROR',
'ORDER_FILL_ROUNDING_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 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 {
logs: ContractEvent[];
}

2
src/utils/schema_validator.ts
View File

@ -6,7 +6,7 @@ import {tokenSchema} from '../schemas/token_schema';
export class SchemaValidator {
private validator: Validator;
// 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
// then parse it. The resultant object can then be checked using jsonschema.
public static convertToJSONSchemaCompatibleObject(obj: object): object {

188
test/exchange_wrapper_test.ts
View File

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

87
test/utils/fill_scenarios.ts
View File

@ -2,35 +2,54 @@ import * as BigNumber from 'bignumber.js';
import {ZeroEx} from '../../src/0x.js';
import {Token, SignedOrder} from '../../src/types';
import {orderFactory} from '../utils/order_factory';
import {constants} from './constants';
export class FillScenarios {
private zeroEx: ZeroEx;
private userAddresses: string[];
private tokens: Token[];
private coinBase: string;
constructor(zeroEx: ZeroEx, userAddresses: string[], tokens: Token[]) {
private coinbase: string;
private zrxTokenAddress: string;
constructor(zeroEx: ZeroEx, userAddresses: string[], tokens: Token[], zrxTokenAddress: string) {
this.zeroEx = zeroEx;
this.userAddresses = userAddresses;
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,
fillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber):
Promise<SignedOrder> {
await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, 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;
return this.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, fillableAmount, expirationUnixTimestampSec,
);
}
public async createFillableSignedOrderWithFeesAsync(
makerTokenAddress: string, takerTokenAddress: string,
makerFee: BigNumber.BigNumber, takerFee: BigNumber.BigNumber,
makerAddress: string, takerAddress: string,
fillableAmount: BigNumber.BigNumber,
feeRecepient: string, expirationUnixTimestampSec?: BigNumber.BigNumber,
): 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,
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.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress,
takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress);
const signedOrder = await this.createAsymmetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, fillableAmount,
);
this.zeroEx.setTransactionSenderAccount(takerAddress);
const shouldCheckTransfer = false;
@ -52,4 +73,34 @@ export class FillScenarios {
this.zeroEx.setTransactionSenderAccount(prevSenderAccount as string);
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,
maker: string,
taker: string,
makerTokenAmount: BigNumber.BigNumber|number,
makerFee: BigNumber.BigNumber,
takerFee: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber,
makerTokenAddress: string,
takerTokenAmount: BigNumber.BigNumber|number,
takerTokenAmount: BigNumber.BigNumber,
takerTokenAddress: string,
feeRecipient: string,
expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
const defaultExpirationUnixTimestampSec = new BigNumber(2524604400); // Close to infinite
expirationUnixTimestampSec = _.isUndefined(expirationUnixTimestampSec) ?
@ -22,14 +25,14 @@ export const orderFactory = {
const order = {
maker,
taker,
makerFee: new BigNumber(0),
takerFee: new BigNumber(0),
makerTokenAmount: _.isNumber(makerTokenAmount) ? new BigNumber(makerTokenAmount) : makerTokenAmount,
takerTokenAmount: _.isNumber(takerTokenAmount) ? new BigNumber(takerTokenAmount) : takerTokenAmount,
makerFee,
takerFee,
makerTokenAmount,
takerTokenAmount,
makerTokenAddress,
takerTokenAddress,
salt: ZeroEx.generatePseudoRandomSalt(),
feeRecipient: constants.NULL_ADDRESS,
feeRecipient,
expirationUnixTimestampSec,
};
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;
}
}