handle reverts and ERC721 in ForwarderTestFactory + refactoring
This commit is contained in:
Michael Zhu
parent
673a341626
commit
af6243afb0
@ -1,5 +1,13 @@
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import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy';
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import { chaiSetup, constants, ERC20BalancesByOwner, expectTransactionFailedAsync, web3Wrapper } from '@0x/contracts-test-utils';
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import { ERC20Wrapper } from '@0x/contracts-asset-proxy';
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import { DummyERC20TokenContract } from '@0x/contracts-erc20';
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import { DummyERC721TokenContract } from '@0x/contracts-erc721';
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import {
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chaiSetup,
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constants,
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ERC20BalancesByOwner,
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expectTransactionFailedAsync,
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web3Wrapper,
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} from '@0x/contracts-test-utils';
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import { RevertReason, SignedOrder } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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@ -20,10 +28,7 @@ interface ForwarderFillState {
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maxOverboughtMakerAsset: BigNumber;
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}
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function computeExpectedResults(
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orders: SignedOrder[],
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fractionalNumberOfOrdersToFill: BigNumber,
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): ForwarderFillState {
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function computeExpectedResults(orders: SignedOrder[], fractionalNumberOfOrdersToFill: BigNumber): ForwarderFillState {
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const currentState = {
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takerAssetFillAmount: constants.ZERO_AMOUNT,
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makerAssetFillAmount: constants.ZERO_AMOUNT,
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@ -34,42 +39,49 @@ function computeExpectedResults(
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};
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let remainingOrdersToFill = fractionalNumberOfOrdersToFill;
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_.forEach(orders, (order: SignedOrder): void => {
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if (remainingOrdersToFill.isEqualTo(constants.ZERO_AMOUNT)) {
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return;
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}
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_.forEach(
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orders,
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(order: SignedOrder): void => {
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if (remainingOrdersToFill.isEqualTo(constants.ZERO_AMOUNT)) {
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return;
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}
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let makerAssetAmount;
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let takerAssetAmount;
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let takerFee;
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if (remainingOrdersToFill.isLessThan(new BigNumber(1))) {
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const [partialFillNumerator, partialFillDenominator] = remainingOrdersToFill.toFraction();
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makerAssetAmount = order.makerAssetAmount.times(partialFillNumerator).dividedToIntegerBy(partialFillDenominator);
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takerAssetAmount = order.takerAssetAmount.times(partialFillNumerator).dividedToIntegerBy(partialFillDenominator);
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takerFee = order.takerFee.times(partialFillNumerator).dividedToIntegerBy(partialFillDenominator);
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} else {
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makerAssetAmount = order.makerAssetAmount;
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takerAssetAmount = order.takerAssetAmount;
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takerFee = order.takerFee;
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}
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let makerAssetAmount;
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let takerAssetAmount;
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let takerFee;
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if (remainingOrdersToFill.isLessThan(new BigNumber(1))) {
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const [partialFillNumerator, partialFillDenominator] = remainingOrdersToFill.toFraction();
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makerAssetAmount = order.makerAssetAmount
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.times(partialFillNumerator)
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.dividedToIntegerBy(partialFillDenominator);
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takerAssetAmount = order.takerAssetAmount
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.times(partialFillNumerator)
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.dividedToIntegerBy(partialFillDenominator);
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takerFee = order.takerFee.times(partialFillNumerator).dividedToIntegerBy(partialFillDenominator);
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} else {
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makerAssetAmount = order.makerAssetAmount;
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takerAssetAmount = order.takerAssetAmount;
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takerFee = order.takerFee;
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}
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currentState.takerAssetFillAmount = currentState.takerAssetFillAmount.plus(takerAssetAmount);
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currentState.makerAssetFillAmount = currentState.makerAssetFillAmount.plus(makerAssetAmount);
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currentState.takerAssetFillAmount = currentState.takerAssetFillAmount.plus(takerAssetAmount);
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currentState.makerAssetFillAmount = currentState.makerAssetFillAmount.plus(makerAssetAmount);
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if (order.takerFeeAssetData === order.makerAssetData) {
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currentState.percentageFees = currentState.percentageFees.plus(takerFee);
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} else if (order.takerFeeAssetData === order.takerAssetData) {
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currentState.wethFees = currentState.wethFees.plus(takerFee);
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// Up to 1 wei worth of WETH will be oversold per order
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currentState.maxOversoldWeth = currentState.maxOversoldWeth.plus(new BigNumber(1));
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// Equivalently, up to 1 wei worth of maker asset will be overbought per order
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currentState.maxOverboughtMakerAsset = currentState.maxOversoldWeth
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.times(makerAssetAmount)
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.dividedToIntegerBy(takerAssetAmount);
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}
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if (order.takerFeeAssetData === order.makerAssetData) {
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currentState.percentageFees = currentState.percentageFees.plus(takerFee);
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} else if (order.takerFeeAssetData === order.takerAssetData) {
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currentState.wethFees = currentState.wethFees.plus(takerFee);
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// Up to 1 wei worth of WETH will be oversold per order
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currentState.maxOversoldWeth = currentState.maxOversoldWeth.plus(new BigNumber(1));
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// Equivalently, up to 1 wei worth of maker asset will be overbought per order
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currentState.maxOverboughtMakerAsset = currentState.maxOversoldWeth
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.times(makerAssetAmount)
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.dividedToIntegerBy(takerAssetAmount);
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}
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remainingOrdersToFill = BigNumber.min(remainingOrdersToFill.minus(new BigNumber(1)), constants.ZERO_AMOUNT);
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});
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remainingOrdersToFill = BigNumber.max(remainingOrdersToFill.minus(new BigNumber(1)), constants.ZERO_AMOUNT);
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},
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);
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return currentState;
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}
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@ -121,21 +133,32 @@ export class ForwarderTestFactory {
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public async marketBuyTestAsync(
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orders: SignedOrder[],
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fractionalNumberOfOrdersToFill: BigNumber,
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makerAssetAddress: string,
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takerEthBalanceBefore: BigNumber,
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erc20Balances: ERC20BalancesByOwner,
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ethValueAdjustment: BigNumber = constants.ZERO_AMOUNT,
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forwarderFeeOptions: {
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baseFeePercentage: BigNumber;
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forwarderFeeRecipientEthBalanceBefore: BigNumber;
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} = { baseFeePercentage: constants.ZERO_AMOUNT, forwarderFeeRecipientEthBalanceBefore: constants.ZERO_AMOUNT },
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makerAssetContract: DummyERC20TokenContract | DummyERC721TokenContract,
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options: {
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ethValueAdjustment?: BigNumber;
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forwarderFeePercentage?: BigNumber;
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makerAssetId?: BigNumber;
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revertReason?: RevertReason;
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} = {},
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): Promise<void> {
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const ethValueAdjustment = options.ethValueAdjustment || constants.ZERO_AMOUNT;
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const forwarderFeePercentage = options.forwarderFeePercentage || constants.ZERO_AMOUNT;
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const erc20Balances = await this._erc20Wrapper.getBalancesAsync();
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const takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(this._takerAddress);
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const forwarderFeeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(
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this._forwarderFeeRecipientAddress,
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);
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const expectedResults = computeExpectedResults(orders, fractionalNumberOfOrdersToFill);
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const ethSpentOnForwarderFee = ForwarderTestFactory.getPercentageOfValue(
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expectedResults.takerAssetFillAmount,
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forwarderFeeOptions.baseFeePercentage,
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forwarderFeePercentage,
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);
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const feePercentage = ForwarderTestFactory.getPercentageOfValue(
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constants.PERCENTAGE_DENOMINATOR,
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forwarderFeePercentage,
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);
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const feePercentage = ForwarderTestFactory.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, forwarderFeeOptions.baseFeePercentage);
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const ethValue = expectedResults.takerAssetFillAmount
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.plus(expectedResults.wethFees)
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@ -143,16 +166,20 @@ export class ForwarderTestFactory {
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.plus(ethSpentOnForwarderFee)
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.plus(ethValueAdjustment);
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if (ethValueAdjustment.isNegative()) {
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return expectTransactionFailedAsync(
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if (options.revertReason !== undefined) {
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await expectTransactionFailedAsync(
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this._forwarderWrapper.marketBuyOrdersWithEthAsync(
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orders,
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expectedResults.makerAssetFillAmount, {
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value: ethValue,
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from: this._takerAddress,
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}),
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RevertReason.CompleteFillFailed,
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expectedResults.makerAssetFillAmount,
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{
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value: ethValue,
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from: this._takerAddress,
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},
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{ feePercentage, feeRecipient: this._forwarderFeeRecipientAddress },
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),
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options.revertReason,
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);
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return;
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}
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const tx = await this._forwarderWrapper.marketBuyOrdersWithEthAsync(
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@ -165,40 +192,60 @@ export class ForwarderTestFactory {
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{ feePercentage, feeRecipient: this._forwarderFeeRecipientAddress },
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);
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await this._checkResultsAsync(
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tx,
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expectedResults,
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forwarderFeeOptions.forwarderFeeRecipientEthBalanceBefore,
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takerEthBalanceBefore,
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erc20Balances,
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ethSpentOnForwarderFee,
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makerAssetAddress,
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);
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await this._checkResultsAsync(tx, expectedResults, takerEthBalanceBefore, erc20Balances, makerAssetContract, {
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forwarderFeePercentage,
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forwarderFeeRecipientEthBalanceBefore,
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makerAssetId: options.makerAssetId,
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});
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}
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public async marketSellTestAsync(
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orders: SignedOrder[],
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fractionalNumberOfOrdersToFill: BigNumber,
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makerAssetAddress: string,
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takerEthBalanceBefore: BigNumber,
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erc20Balances: ERC20BalancesByOwner,
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forwarderFeeOptions: {
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baseFeePercentage: BigNumber;
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forwarderFeeRecipientEthBalanceBefore: BigNumber;
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} = { baseFeePercentage: constants.ZERO_AMOUNT, forwarderFeeRecipientEthBalanceBefore: constants.ZERO_AMOUNT },
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makerAssetContract: DummyERC20TokenContract,
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options: {
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forwarderFeePercentage?: BigNumber;
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revertReason?: RevertReason;
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} = {},
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): Promise<void> {
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const forwarderFeePercentage = options.forwarderFeePercentage || constants.ZERO_AMOUNT;
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const erc20Balances = await this._erc20Wrapper.getBalancesAsync();
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const takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(this._takerAddress);
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const forwarderFeeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(
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this._forwarderFeeRecipientAddress,
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);
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const expectedResults = computeExpectedResults(orders, fractionalNumberOfOrdersToFill);
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const ethSpentOnForwarderFee = ForwarderTestFactory.getPercentageOfValue(
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expectedResults.takerAssetFillAmount,
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forwarderFeeOptions.baseFeePercentage,
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forwarderFeePercentage,
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);
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const feePercentage = ForwarderTestFactory.getPercentageOfValue(
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constants.PERCENTAGE_DENOMINATOR,
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forwarderFeePercentage,
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);
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const feePercentage = ForwarderTestFactory.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, forwarderFeeOptions.baseFeePercentage);
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const ethValue = expectedResults.takerAssetFillAmount
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.plus(expectedResults.wethFees)
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.plus(expectedResults.maxOversoldWeth)
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.plus(ethSpentOnForwarderFee);
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if (options.revertReason !== undefined) {
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await expectTransactionFailedAsync(
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this._forwarderWrapper.marketSellOrdersWithEthAsync(
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orders,
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{
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value: ethValue,
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from: this._takerAddress,
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},
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{ feePercentage, feeRecipient: this._forwarderFeeRecipientAddress },
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),
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options.revertReason,
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);
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return;
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}
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const tx = await this._forwarderWrapper.marketSellOrdersWithEthAsync(
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orders,
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{
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@ -208,33 +255,65 @@ export class ForwarderTestFactory {
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{ feePercentage, feeRecipient: this._forwarderFeeRecipientAddress },
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);
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await this._checkResultsAsync(
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tx,
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expectedResults,
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forwarderFeeOptions.forwarderFeeRecipientEthBalanceBefore,
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takerEthBalanceBefore,
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erc20Balances,
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ethSpentOnForwarderFee,
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makerAssetAddress,
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await this._checkResultsAsync(tx, expectedResults, takerEthBalanceBefore, erc20Balances, makerAssetContract, {
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forwarderFeePercentage,
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forwarderFeeRecipientEthBalanceBefore,
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});
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}
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private _checkErc20Balances(
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oldBalances: ERC20BalancesByOwner,
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newBalances: ERC20BalancesByOwner,
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expectedResults: ForwarderFillState,
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makerAssetContract: DummyERC20TokenContract,
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): void {
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const makerAssetAddress = makerAssetContract.address;
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expectBalanceWithin(
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newBalances[this._makerAddress][makerAssetAddress],
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oldBalances[this._makerAddress][makerAssetAddress]
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.minus(expectedResults.makerAssetFillAmount)
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.minus(expectedResults.maxOverboughtMakerAsset),
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oldBalances[this._makerAddress][makerAssetAddress].minus(expectedResults.makerAssetFillAmount),
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);
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expectBalanceWithin(
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newBalances[this._takerAddress][makerAssetAddress],
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oldBalances[this._takerAddress][makerAssetAddress]
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.plus(expectedResults.makerAssetFillAmount)
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.minus(expectedResults.percentageFees),
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oldBalances[this._takerAddress][makerAssetAddress]
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.plus(expectedResults.makerAssetFillAmount)
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.minus(expectedResults.percentageFees)
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.plus(expectedResults.maxOverboughtMakerAsset),
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);
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expect(newBalances[this._orderFeeRecipientAddress][makerAssetAddress]).to.be.bignumber.equal(
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oldBalances[this._orderFeeRecipientAddress][makerAssetAddress].plus(expectedResults.percentageFees),
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);
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expect(newBalances[this._forwarderAddress][makerAssetAddress]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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}
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private async _checkResultsAsync(
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tx: TransactionReceiptWithDecodedLogs,
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expectedResults: ForwarderFillState,
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forwarderFeeRecipientEthBalanceBefore: BigNumber,
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takerEthBalanceBefore: BigNumber,
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erc20Balances: ERC20BalancesByOwner,
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ethSpentOnForwarderFee: BigNumber,
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makerAssetAddress: string,
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makerAssetContract: DummyERC20TokenContract | DummyERC721TokenContract,
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options: {
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forwarderFeePercentage?: BigNumber;
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forwarderFeeRecipientEthBalanceBefore?: BigNumber;
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makerAssetId?: BigNumber;
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} = {},
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): Promise<void> {
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const ethSpentOnForwarderFee = ForwarderTestFactory.getPercentageOfValue(
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expectedResults.takerAssetFillAmount,
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options.forwarderFeePercentage || constants.ZERO_AMOUNT,
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);
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const totalEthSpent = expectedResults.takerAssetFillAmount
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.plus(expectedResults.wethFees)
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.plus(ethSpentOnForwarderFee)
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.plus(this._gasPrice.times(tx.gasUsed));
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const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(this._takerAddress);
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const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(this._forwarderAddress);
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const fowarderFeeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(this._forwarderFeeRecipientAddress);
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const newBalances = await this._erc20Wrapper.getBalancesAsync();
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expectBalanceWithin(
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@ -242,32 +321,21 @@ export class ForwarderTestFactory {
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takerEthBalanceBefore.minus(totalEthSpent).minus(expectedResults.maxOversoldWeth),
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takerEthBalanceBefore.minus(totalEthSpent),
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);
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if (ethSpentOnForwarderFee.gt(0)) {
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if (options.forwarderFeeRecipientEthBalanceBefore !== undefined) {
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const fowarderFeeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(
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this._forwarderFeeRecipientAddress,
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);
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expect(fowarderFeeRecipientEthBalanceAfter).to.be.bignumber.equal(
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forwarderFeeRecipientEthBalanceBefore.plus(ethSpentOnForwarderFee),
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options.forwarderFeeRecipientEthBalanceBefore.plus(ethSpentOnForwarderFee),
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);
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}
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expectBalanceWithin(
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newBalances[this._makerAddress][makerAssetAddress],
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erc20Balances[this._makerAddress][makerAssetAddress]
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.minus(expectedResults.makerAssetFillAmount)
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.minus(expectedResults.maxOverboughtMakerAsset),
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erc20Balances[this._makerAddress][makerAssetAddress].minus(expectedResults.makerAssetFillAmount),
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);
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expectBalanceWithin(
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newBalances[this._takerAddress][makerAssetAddress],
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erc20Balances[this._takerAddress][makerAssetAddress]
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.plus(expectedResults.makerAssetFillAmount)
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.minus(expectedResults.percentageFees),
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erc20Balances[this._takerAddress][makerAssetAddress]
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.plus(expectedResults.makerAssetFillAmount)
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.minus(expectedResults.percentageFees)
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.plus(expectedResults.maxOverboughtMakerAsset),
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);
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expect(newBalances[this._orderFeeRecipientAddress][makerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[this._orderFeeRecipientAddress][makerAssetAddress].plus(expectedResults.percentageFees),
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);
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if (makerAssetContract instanceof DummyERC20TokenContract) {
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await this._checkErc20Balances(erc20Balances, newBalances, expectedResults, makerAssetContract);
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} else if (options.makerAssetId !== undefined) {
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const newOwner = await makerAssetContract.ownerOf.callAsync(options.makerAssetId);
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expect(newOwner).to.be.bignumber.equal(this._takerAddress);
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}
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expectBalanceWithin(
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newBalances[this._makerAddress][this._wethAddress],
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@ -281,7 +349,6 @@ export class ForwarderTestFactory {
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);
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expect(newBalances[this._forwarderAddress][this._wethAddress]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(newBalances[this._forwarderAddress][makerAssetAddress]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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}
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}
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