@0x:contracts-integrations Addressed review feedback
This commit is contained in:
Alex Towle
parent
5fc6a03784
commit
b58cbca61a
@ -414,14 +414,19 @@ blockchainTests('Forwarder integration tests', env => {
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it('should buy an ERC721 asset and pay a WETH fee', async () => {
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const erc721orderWithWethFee = await maker.signOrderAsync({
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makerAssetAmount: new BigNumber(1),
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makerAssetData: deployment.assetDataEncoder.ERC721Token.getABIEncodedTransactionData(erc721Token.address, nftId),
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makerAssetData: deployment.assetDataEncoder.ERC721Token.getABIEncodedTransactionData(
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erc721Token.address,
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nftId,
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),
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takerFee: toBaseUnitAmount(1),
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takerFeeAssetData: wethAssetData,
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});
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await testFactory.marketBuyTestAsync([erc721orderWithWethFee], 1);
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});
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it('should fail to fill an order with a fee denominated in an asset other than makerAsset or WETH', async () => {
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const takerFeeAssetData = deployment.assetDataEncoder.ERC20Token.getABIEncodedTransactionData(anotherErc20Token.address);
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const takerFeeAssetData = deployment.assetDataEncoder.ERC20Token.getABIEncodedTransactionData(
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anotherErc20Token.address,
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);
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const order = await maker.signOrderAsync({
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takerFeeAssetData,
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takerFee: toBaseUnitAmount(1),
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File diff suppressed because it is too large
Load Diff
@ -1,5 +1,4 @@
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import { IAssetDataContract } from '@0x/contracts-asset-proxy';
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import { DevUtilsContract } from '@0x/contracts-dev-utils';
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import { BlockchainBalanceStore, ExchangeContract, LocalBalanceStore } from '@0x/contracts-exchange';
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import { constants, expect, OrderStatus } from '@0x/contracts-test-utils';
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import { orderHashUtils } from '@0x/order-utils';
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@ -74,18 +73,17 @@ export class MatchOrderTester {
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* Constructs new MatchOrderTester.
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*/
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constructor(
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protected readonly _assetDataEncoder: IAssetDataContract,
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protected readonly _deployment: DeploymentManager,
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protected readonly _devUtils: DevUtilsContract,
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protected readonly _blockchainBalanceStore: BlockchainBalanceStore,
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) {}
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/**
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* Performs batch order matching on a set of complementary orders and asserts results.
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* @param orders The list of orders and filled states
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* @param takerAddress Address of taker (the address who matched the two orders)
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* @param value The amount of value that should be sent in the contract call.
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* @param matchPairs An array of left and right indices that will be used to perform
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* the expected simulation.
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* @param takerAddress Address of taker (the address who matched the two orders)
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* @param expectedTransferAmounts Expected amounts transferred as a result of each round of
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* order matching. Omitted fields are either set to 0 or their
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* complementary field.
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@ -107,12 +105,12 @@ export class MatchOrderTester {
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expect(orders.rightOrders.length).to.be.eq(orders.rightOrdersTakerAssetFilledAmounts.length);
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// Ensure that the exchange is in the expected state.
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await assertBatchOrderStatesAsync(orders, this._deployment.exchange);
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await this._assertBatchOrderStatesAsync(orders);
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// Update the blockchain balance store and create a new local balance store
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// with the same initial balances.
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await this._blockchainBalanceStore.updateBalancesAsync();
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const localBalanceStore = LocalBalanceStore.create(this._devUtils, this._blockchainBalanceStore);
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const localBalanceStore = LocalBalanceStore.create(this._deployment.devUtils, this._blockchainBalanceStore);
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// Execute `batchMatchOrders()`
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let actualBatchMatchResults;
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@ -124,7 +122,7 @@ export class MatchOrderTester {
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orders.rightOrders,
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orders.leftOrders.map(order => order.signature),
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orders.rightOrders.map(order => order.signature),
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{ from: takerAddress, gasPrice: constants.DEFAULT_GAS_PRICE, value },
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value },
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);
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} else {
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[actualBatchMatchResults, transactionReceipt] = await this._deployment.txHelper.getResultAndReceiptAsync(
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@ -133,46 +131,38 @@ export class MatchOrderTester {
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orders.rightOrders,
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orders.leftOrders.map(order => order.signature),
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orders.rightOrders.map(order => order.signature),
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{ from: takerAddress, gasPrice: constants.DEFAULT_GAS_PRICE, value },
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value },
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);
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}
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// Burn the gas used to execute the transaction in the local balance store.
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localBalanceStore.burnGas(takerAddress, constants.DEFAULT_GAS_PRICE * transactionReceipt.gasUsed);
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localBalanceStore.burnGas(takerAddress, DeploymentManager.gasPrice.times(transactionReceipt.gasUsed));
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// Simulate the batch order match.
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const expectedBatchMatchResults = await simulateBatchMatchOrdersAsync(
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const expectedBatchMatchResults = await this._simulateBatchMatchOrdersAsync(
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orders,
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takerAddress,
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this._deployment,
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this._blockchainBalanceStore,
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localBalanceStore,
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matchPairs,
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expectedTransferAmounts,
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this._assetDataEncoder,
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localBalanceStore,
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);
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const expectedResults = convertToBatchMatchResults(expectedBatchMatchResults);
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expect(actualBatchMatchResults).to.be.eql(expectedResults);
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// Validate the simulation against reality.
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await assertBatchMatchResultsAsync(
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expectedBatchMatchResults,
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transactionReceipt,
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this._blockchainBalanceStore,
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localBalanceStore,
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this._deployment.exchange,
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);
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await this._assertBatchMatchResultsAsync(expectedBatchMatchResults, transactionReceipt, localBalanceStore);
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return expectedBatchMatchResults;
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}
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/**
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* Matches two complementary orders and asserts results.
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* @param orders The matched orders and filled states.
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* @param takerAddress Address of taker (the address who matched the two orders)
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* @param expectedTransferAmounts Expected amounts transferred as a result of order matching.
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* Omitted fields are either set to 0 or their complementary
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* field.
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* @param takerAddress Address of taker (the address who matched the two orders)
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* @param value The amount of value that should be sent in the contract call.
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* @param withMaximalFill A boolean that indicates whether the "maximal fill" order matching
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* strategy should be used.
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* @return Results of `matchOrders()`.
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@ -184,12 +174,12 @@ export class MatchOrderTester {
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value: BigNumber,
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withMaximalFill: boolean,
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): Promise<MatchResults> {
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await assertInitialOrderStatesAsync(orders, this._deployment.exchange);
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await this._assertInitialOrderStatesAsync(orders);
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// Update the blockchain balance store and create a new local balance store
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// with the same initial balances.
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await this._blockchainBalanceStore.updateBalancesAsync();
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const localBalanceStore = LocalBalanceStore.create(this._devUtils, this._blockchainBalanceStore);
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const localBalanceStore = LocalBalanceStore.create(this._deployment.devUtils, this._blockchainBalanceStore);
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// Execute `matchOrders()`
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let actualMatchResults;
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@ -201,7 +191,7 @@ export class MatchOrderTester {
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orders.rightOrder,
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orders.leftOrder.signature,
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orders.rightOrder.signature,
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{ from: takerAddress, gasPrice: constants.DEFAULT_GAS_PRICE, value },
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value },
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);
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} else {
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[actualMatchResults, transactionReceipt] = await this._deployment.txHelper.getResultAndReceiptAsync(
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@ -210,227 +200,41 @@ export class MatchOrderTester {
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orders.rightOrder,
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orders.leftOrder.signature,
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orders.rightOrder.signature,
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{ from: takerAddress, gasPrice: constants.DEFAULT_GAS_PRICE, value },
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value },
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);
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}
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localBalanceStore.burnGas(takerAddress, constants.DEFAULT_GAS_PRICE * transactionReceipt.gasUsed);
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localBalanceStore.burnGas(takerAddress, DeploymentManager.gasPrice.times(transactionReceipt.gasUsed));
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// Simulate the fill.
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const expectedMatchResults = await simulateMatchOrdersAsync(
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const expectedMatchResults = await this._simulateMatchOrdersAsync(
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orders,
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takerAddress,
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this._deployment,
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toFullMatchTransferAmounts(expectedTransferAmounts),
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this._assetDataEncoder,
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this._blockchainBalanceStore,
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localBalanceStore,
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);
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const expectedResults = convertToMatchResults(expectedMatchResults);
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expect(actualMatchResults).to.be.eql(expectedResults);
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// Validate the simulation against reality.
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await assertMatchResultsAsync(
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expectedMatchResults,
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transactionReceipt,
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localBalanceStore,
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this._blockchainBalanceStore,
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this._deployment.exchange,
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);
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await this._assertMatchResultsAsync(expectedMatchResults, transactionReceipt, localBalanceStore);
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return expectedMatchResults;
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}
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}
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/**
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* Converts a `Partial<MatchTransferAmounts>` to a `MatchTransferAmounts` by
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* filling in missing fields with zero.
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*/
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function toFullMatchTransferAmounts(partial: Partial<MatchTransferAmounts>): MatchTransferAmounts {
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// prettier-ignore
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return {
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leftMakerAssetSoldByLeftMakerAmount:
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partial.leftMakerAssetSoldByLeftMakerAmount ||
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partial.leftMakerAssetBoughtByRightMakerAmount ||
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constants.ZERO_AMOUNT,
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rightMakerAssetSoldByRightMakerAmount:
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partial.rightMakerAssetSoldByRightMakerAmount ||
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partial.rightMakerAssetBoughtByLeftMakerAmount ||
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constants.ZERO_AMOUNT,
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rightMakerAssetBoughtByLeftMakerAmount:
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partial.rightMakerAssetBoughtByLeftMakerAmount ||
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partial.rightMakerAssetSoldByRightMakerAmount ||
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constants.ZERO_AMOUNT,
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leftMakerAssetBoughtByRightMakerAmount: partial.leftMakerAssetBoughtByRightMakerAmount ||
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partial.leftMakerAssetSoldByLeftMakerAmount ||
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constants.ZERO_AMOUNT,
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leftMakerFeeAssetPaidByLeftMakerAmount:
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partial.leftMakerFeeAssetPaidByLeftMakerAmount || constants.ZERO_AMOUNT,
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rightMakerFeeAssetPaidByRightMakerAmount:
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partial.rightMakerFeeAssetPaidByRightMakerAmount || constants.ZERO_AMOUNT,
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leftMakerAssetReceivedByTakerAmount:
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partial.leftMakerAssetReceivedByTakerAmount || constants.ZERO_AMOUNT,
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rightMakerAssetReceivedByTakerAmount:
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partial.rightMakerAssetReceivedByTakerAmount || constants.ZERO_AMOUNT,
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leftTakerFeeAssetPaidByTakerAmount:
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partial.leftTakerFeeAssetPaidByTakerAmount || constants.ZERO_AMOUNT,
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rightTakerFeeAssetPaidByTakerAmount:
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partial.rightTakerFeeAssetPaidByTakerAmount || constants.ZERO_AMOUNT,
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leftProtocolFeePaidByTakerInEthAmount:
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partial.leftProtocolFeePaidByTakerInEthAmount || constants.ZERO_AMOUNT,
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leftProtocolFeePaidByTakerInWethAmount:
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partial.leftProtocolFeePaidByTakerInWethAmount || constants.ZERO_AMOUNT,
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rightProtocolFeePaidByTakerInEthAmount:
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partial.rightProtocolFeePaidByTakerInEthAmount || constants.ZERO_AMOUNT,
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rightProtocolFeePaidByTakerInWethAmount:
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partial.rightProtocolFeePaidByTakerInWethAmount || constants.ZERO_AMOUNT,
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};
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}
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/**
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* Simulates matching a batch of orders by transferring amounts defined in
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* `transferAmounts` and returns the results.
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* @param orders The orders being batch matched and their filled states.
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* @param takerAddress Address of taker (the address who matched the two orders)
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* @param tokenBalances Current token balances.
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* @param transferAmounts Amounts to transfer during the simulation.
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* @return The new account balances and fill events that occurred during the match.
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*/
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async function simulateBatchMatchOrdersAsync(
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orders: BatchMatchedOrders,
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takerAddress: string,
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deployment: DeploymentManager,
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blockchainBalanceStore: BlockchainBalanceStore,
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localBalanceStore: LocalBalanceStore,
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matchPairs: Array<[number, number]>,
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transferAmounts: Array<Partial<MatchTransferAmounts>>,
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assetDataEncoder: IAssetDataContract,
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): Promise<BatchMatchResults> {
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// Initialize variables
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let leftIdx = 0;
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let rightIdx = 0;
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let lastLeftIdx = -1;
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let lastRightIdx = -1;
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let matchedOrders: MatchedOrders;
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const batchMatchResults: BatchMatchResults = {
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matches: [],
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filledAmounts: [],
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leftFilledResults: [],
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rightFilledResults: [],
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};
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// Loop over all of the matched pairs from the round
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for (let i = 0; i < matchPairs.length; i++) {
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leftIdx = matchPairs[i][0];
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rightIdx = matchPairs[i][1];
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// Construct a matched order out of the current left and right orders
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matchedOrders = {
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leftOrder: orders.leftOrders[leftIdx],
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rightOrder: orders.rightOrders[rightIdx],
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leftOrderTakerAssetFilledAmount: orders.leftOrdersTakerAssetFilledAmounts[leftIdx],
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rightOrderTakerAssetFilledAmount: orders.rightOrdersTakerAssetFilledAmounts[rightIdx],
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};
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// If there has been a match recorded and one or both of the side indices have not changed,
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// replace the side's taker asset filled amount
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if (batchMatchResults.matches.length > 0) {
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if (lastLeftIdx === leftIdx) {
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matchedOrders.leftOrderTakerAssetFilledAmount = getLastMatch(
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batchMatchResults,
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).orders.leftOrderTakerAssetFilledAmount;
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} else {
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batchMatchResults.filledAmounts.push([
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orders.leftOrders[lastLeftIdx],
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getLastMatch(batchMatchResults).orders.leftOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
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'left',
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]);
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}
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if (lastRightIdx === rightIdx) {
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matchedOrders.rightOrderTakerAssetFilledAmount = getLastMatch(
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batchMatchResults,
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).orders.rightOrderTakerAssetFilledAmount;
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} else {
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batchMatchResults.filledAmounts.push([
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orders.rightOrders[lastRightIdx],
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getLastMatch(batchMatchResults).orders.rightOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
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'right',
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]);
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}
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}
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// Add the latest match to the batch match results
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batchMatchResults.matches.push(
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await simulateMatchOrdersAsync(
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matchedOrders,
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takerAddress,
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deployment,
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toFullMatchTransferAmounts(transferAmounts[i]),
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assetDataEncoder,
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blockchainBalanceStore,
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localBalanceStore,
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),
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);
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// Update the left and right fill results
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if (lastLeftIdx === leftIdx) {
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addFillResults(batchMatchResults.leftFilledResults[leftIdx], getLastMatch(batchMatchResults).fills[0]);
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} else {
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batchMatchResults.leftFilledResults.push({ ...getLastMatch(batchMatchResults).fills[0] });
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}
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if (lastRightIdx === rightIdx) {
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addFillResults(batchMatchResults.rightFilledResults[rightIdx], getLastMatch(batchMatchResults).fills[1]);
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} else {
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batchMatchResults.rightFilledResults.push({ ...getLastMatch(batchMatchResults).fills[1] });
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}
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lastLeftIdx = leftIdx;
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lastRightIdx = rightIdx;
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}
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for (let i = leftIdx + 1; i < orders.leftOrders.length; i++) {
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batchMatchResults.leftFilledResults.push(emptyFillEventArgs());
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}
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for (let i = rightIdx + 1; i < orders.rightOrders.length; i++) {
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batchMatchResults.rightFilledResults.push(emptyFillEventArgs());
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}
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// The two orders indexed by lastLeftIdx and lastRightIdx were potentially
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// filled; however, the TakerAssetFilledAmounts that pertain to these orders
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// will not have been added to batchMatchResults, so we need to write them
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// here.
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batchMatchResults.filledAmounts.push([
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orders.leftOrders[lastLeftIdx],
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getLastMatch(batchMatchResults).orders.leftOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
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'left',
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]);
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batchMatchResults.filledAmounts.push([
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orders.rightOrders[lastRightIdx],
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getLastMatch(batchMatchResults).orders.rightOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
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'right',
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]);
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// Return the batch match results
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return batchMatchResults;
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}
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/**
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/**
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* Simulates matching two orders by transferring amounts defined in
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* `transferAmounts` and returns the results.
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* @param orders The orders being matched and their filled states.
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* @param takerAddress Address of taker (the address who matched the two orders)
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* @param tokenBalances Current token balances.
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* @param transferAmounts Amounts to transfer during the simulation.
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* @param localBalanceStore The balance store to use for the simulation.
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* @return The new account balances and fill events that occurred during the match.
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*/
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async function simulateMatchOrdersAsync(
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protected async _simulateMatchOrdersAsync(
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orders: MatchedOrders,
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takerAddress: string,
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deployment: DeploymentManager,
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transferAmounts: MatchTransferAmounts,
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assetDataEncoder: IAssetDataContract,
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blockchainBalanceStore: BlockchainBalanceStore,
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localBalanceStore: LocalBalanceStore,
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): Promise<MatchResults> {
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): Promise<MatchResults> {
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// prettier-ignore
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const matchResults = {
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orders: {
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@ -517,47 +321,172 @@ async function simulateMatchOrdersAsync(
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);
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// Protocol Fee
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const wethAssetData = assetDataEncoder.ERC20Token.getABIEncodedTransactionData(deployment.tokens.weth.address);
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const wethAssetData = this._deployment.assetDataEncoder.ERC20Token.getABIEncodedTransactionData(
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this._deployment.tokens.weth.address,
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);
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localBalanceStore.sendEth(
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takerAddress,
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deployment.staking.stakingProxy.address,
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this._deployment.staking.stakingProxy.address,
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transferAmounts.leftProtocolFeePaidByTakerInEthAmount,
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);
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localBalanceStore.sendEth(
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takerAddress,
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deployment.staking.stakingProxy.address,
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this._deployment.staking.stakingProxy.address,
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transferAmounts.rightProtocolFeePaidByTakerInEthAmount,
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);
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await localBalanceStore.transferAssetAsync(
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takerAddress,
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deployment.staking.stakingProxy.address,
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this._deployment.staking.stakingProxy.address,
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transferAmounts.leftProtocolFeePaidByTakerInWethAmount,
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wethAssetData,
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);
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await localBalanceStore.transferAssetAsync(
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takerAddress,
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deployment.staking.stakingProxy.address,
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this._deployment.staking.stakingProxy.address,
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transferAmounts.rightProtocolFeePaidByTakerInWethAmount,
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wethAssetData,
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);
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return matchResults;
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}
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||||
}
|
||||
|
||||
/**
|
||||
/**
|
||||
* Simulates matching a batch of orders by transferring amounts defined in
|
||||
* `transferAmounts` and returns the results.
|
||||
* @param orders The orders being batch matched and their filled states.
|
||||
* @param takerAddress Address of taker (the address who matched the two orders)
|
||||
* @param matchPairs The pairs of orders that are expected to be matched.
|
||||
* @param transferAmounts Amounts to transfer during the simulation.
|
||||
* @param localBalanceStore The balance store to use for the simulation.
|
||||
* @return The new account balances and fill events that occurred during the match.
|
||||
*/
|
||||
protected async _simulateBatchMatchOrdersAsync(
|
||||
orders: BatchMatchedOrders,
|
||||
takerAddress: string,
|
||||
matchPairs: Array<[number, number]>,
|
||||
transferAmounts: Array<Partial<MatchTransferAmounts>>,
|
||||
localBalanceStore: LocalBalanceStore,
|
||||
): Promise<BatchMatchResults> {
|
||||
// Initialize variables
|
||||
let leftIdx = 0;
|
||||
let rightIdx = 0;
|
||||
let lastLeftIdx = -1;
|
||||
let lastRightIdx = -1;
|
||||
let matchedOrders: MatchedOrders;
|
||||
const batchMatchResults: BatchMatchResults = {
|
||||
matches: [],
|
||||
filledAmounts: [],
|
||||
leftFilledResults: [],
|
||||
rightFilledResults: [],
|
||||
};
|
||||
|
||||
// Loop over all of the matched pairs from the round
|
||||
for (let i = 0; i < matchPairs.length; i++) {
|
||||
leftIdx = matchPairs[i][0];
|
||||
rightIdx = matchPairs[i][1];
|
||||
|
||||
// Construct a matched order out of the current left and right orders
|
||||
matchedOrders = {
|
||||
leftOrder: orders.leftOrders[leftIdx],
|
||||
rightOrder: orders.rightOrders[rightIdx],
|
||||
leftOrderTakerAssetFilledAmount: orders.leftOrdersTakerAssetFilledAmounts[leftIdx],
|
||||
rightOrderTakerAssetFilledAmount: orders.rightOrdersTakerAssetFilledAmounts[rightIdx],
|
||||
};
|
||||
|
||||
// If there has been a match recorded and one or both of the side indices have not changed,
|
||||
// replace the side's taker asset filled amount
|
||||
if (batchMatchResults.matches.length > 0) {
|
||||
if (lastLeftIdx === leftIdx) {
|
||||
matchedOrders.leftOrderTakerAssetFilledAmount = getLastMatch(
|
||||
batchMatchResults,
|
||||
).orders.leftOrderTakerAssetFilledAmount;
|
||||
} else {
|
||||
batchMatchResults.filledAmounts.push([
|
||||
orders.leftOrders[lastLeftIdx],
|
||||
getLastMatch(batchMatchResults).orders.leftOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
|
||||
'left',
|
||||
]);
|
||||
}
|
||||
if (lastRightIdx === rightIdx) {
|
||||
matchedOrders.rightOrderTakerAssetFilledAmount = getLastMatch(
|
||||
batchMatchResults,
|
||||
).orders.rightOrderTakerAssetFilledAmount;
|
||||
} else {
|
||||
batchMatchResults.filledAmounts.push([
|
||||
orders.rightOrders[lastRightIdx],
|
||||
getLastMatch(batchMatchResults).orders.rightOrderTakerAssetFilledAmount ||
|
||||
constants.ZERO_AMOUNT,
|
||||
'right',
|
||||
]);
|
||||
}
|
||||
}
|
||||
|
||||
// Add the latest match to the batch match results
|
||||
batchMatchResults.matches.push(
|
||||
await this._simulateMatchOrdersAsync(
|
||||
matchedOrders,
|
||||
takerAddress,
|
||||
toFullMatchTransferAmounts(transferAmounts[i]),
|
||||
localBalanceStore,
|
||||
),
|
||||
);
|
||||
|
||||
// Update the left and right fill results
|
||||
if (lastLeftIdx === leftIdx) {
|
||||
addFillResults(batchMatchResults.leftFilledResults[leftIdx], getLastMatch(batchMatchResults).fills[0]);
|
||||
} else {
|
||||
batchMatchResults.leftFilledResults.push({ ...getLastMatch(batchMatchResults).fills[0] });
|
||||
}
|
||||
if (lastRightIdx === rightIdx) {
|
||||
addFillResults(
|
||||
batchMatchResults.rightFilledResults[rightIdx],
|
||||
getLastMatch(batchMatchResults).fills[1],
|
||||
);
|
||||
} else {
|
||||
batchMatchResults.rightFilledResults.push({ ...getLastMatch(batchMatchResults).fills[1] });
|
||||
}
|
||||
|
||||
lastLeftIdx = leftIdx;
|
||||
lastRightIdx = rightIdx;
|
||||
}
|
||||
|
||||
for (let i = leftIdx + 1; i < orders.leftOrders.length; i++) {
|
||||
batchMatchResults.leftFilledResults.push(emptyFillEventArgs());
|
||||
}
|
||||
|
||||
for (let i = rightIdx + 1; i < orders.rightOrders.length; i++) {
|
||||
batchMatchResults.rightFilledResults.push(emptyFillEventArgs());
|
||||
}
|
||||
|
||||
// The two orders indexed by lastLeftIdx and lastRightIdx were potentially
|
||||
// filled; however, the TakerAssetFilledAmounts that pertain to these orders
|
||||
// will not have been added to batchMatchResults, so we need to write them
|
||||
// here.
|
||||
batchMatchResults.filledAmounts.push([
|
||||
orders.leftOrders[lastLeftIdx],
|
||||
getLastMatch(batchMatchResults).orders.leftOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
|
||||
'left',
|
||||
]);
|
||||
batchMatchResults.filledAmounts.push([
|
||||
orders.rightOrders[lastRightIdx],
|
||||
getLastMatch(batchMatchResults).orders.rightOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT,
|
||||
'right',
|
||||
]);
|
||||
|
||||
// Return the batch match results
|
||||
return batchMatchResults;
|
||||
}
|
||||
/**
|
||||
* Checks that the results of `simulateBatchMatchOrders()` agrees with reality.
|
||||
* @param batchMatchResults The results of a `simulateBatchMatchOrders()`.
|
||||
* @param transactionReceipt The transaction receipt of a call to `matchOrders()`.
|
||||
* @param actualTokenBalances The actual, on-chain token balances of known addresses.
|
||||
* @param exchangeWrapper The ExchangeWrapper instance.
|
||||
* @param localBalanceStore The balance store to use during the simulation.
|
||||
*/
|
||||
async function assertBatchMatchResultsAsync(
|
||||
protected async _assertBatchMatchResultsAsync(
|
||||
batchMatchResults: BatchMatchResults,
|
||||
transactionReceipt: TransactionReceiptWithDecodedLogs,
|
||||
blockchainBalanceStore: BlockchainBalanceStore,
|
||||
localBalanceStore: LocalBalanceStore,
|
||||
exchange: ExchangeContract,
|
||||
): Promise<void> {
|
||||
): Promise<void> {
|
||||
// Ensure that the batchMatchResults contain at least one match
|
||||
expect(batchMatchResults.matches.length).to.be.gt(0);
|
||||
|
||||
@ -568,49 +497,189 @@ async function assertBatchMatchResultsAsync(
|
||||
);
|
||||
|
||||
// Update the blockchain balance store balances.
|
||||
await blockchainBalanceStore.updateBalancesAsync();
|
||||
await this._blockchainBalanceStore.updateBalancesAsync();
|
||||
|
||||
// Ensure that the actual and expected token balances are equivalent.
|
||||
localBalanceStore.assertEquals(blockchainBalanceStore);
|
||||
localBalanceStore.assertEquals(this._blockchainBalanceStore);
|
||||
|
||||
// Check the Exchange state.
|
||||
await assertPostBatchExchangeStateAsync(batchMatchResults, exchange);
|
||||
}
|
||||
await this._assertPostBatchExchangeStateAsync(batchMatchResults);
|
||||
}
|
||||
|
||||
/**
|
||||
/**
|
||||
* Checks that the results of `simulateMatchOrders()` agrees with reality.
|
||||
* @param matchResults The results of a `simulateMatchOrders()`.
|
||||
* @param transactionReceipt The transaction receipt of a call to `matchOrders()`.
|
||||
* @param actualTokenBalances The actual, on-chain token balances of known addresses.
|
||||
* @param exchangeWrapper The ExchangeWrapper instance.
|
||||
* @param localBalanceStore The balance store to use during the simulation.
|
||||
*/
|
||||
async function assertMatchResultsAsync(
|
||||
protected async _assertMatchResultsAsync(
|
||||
matchResults: MatchResults,
|
||||
transactionReceipt: TransactionReceiptWithDecodedLogs,
|
||||
localBalanceStore: LocalBalanceStore,
|
||||
blockchainBalanceStore: BlockchainBalanceStore,
|
||||
exchange: ExchangeContract,
|
||||
): Promise<void> {
|
||||
): Promise<void> {
|
||||
// Check the fill events.
|
||||
assertFillEvents(matchResults.fills, transactionReceipt);
|
||||
|
||||
// Update the blockchain balance store balances.
|
||||
await blockchainBalanceStore.updateBalancesAsync();
|
||||
await this._blockchainBalanceStore.updateBalancesAsync();
|
||||
|
||||
// Check the token balances.
|
||||
localBalanceStore.assertEquals(blockchainBalanceStore);
|
||||
localBalanceStore.assertEquals(this._blockchainBalanceStore);
|
||||
|
||||
// Check the Exchange state.
|
||||
await assertPostExchangeStateAsync(matchResults, exchange);
|
||||
await this._assertPostExchangeStateAsync(matchResults);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the initial exchange state for batch matched orders.
|
||||
* @param orders Batch matched orders with intial filled amounts.
|
||||
*/
|
||||
private async _assertBatchOrderStatesAsync(orders: BatchMatchedOrders): Promise<void> {
|
||||
for (let i = 0; i < orders.leftOrders.length; i++) {
|
||||
await this._assertOrderFilledAmountAsync(
|
||||
orders.leftOrders[i],
|
||||
orders.leftOrdersTakerAssetFilledAmounts[i],
|
||||
'left',
|
||||
);
|
||||
}
|
||||
for (let i = 0; i < orders.rightOrders.length; i++) {
|
||||
await this._assertOrderFilledAmountAsync(
|
||||
orders.rightOrders[i],
|
||||
orders.rightOrdersTakerAssetFilledAmounts[i],
|
||||
'right',
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the initial exchange state for matched orders.
|
||||
* @param orders Matched orders with intial filled amounts.
|
||||
*/
|
||||
private async _assertInitialOrderStatesAsync(orders: MatchedOrders): Promise<void> {
|
||||
const pairs = [
|
||||
[orders.leftOrder, orders.leftOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT],
|
||||
[orders.rightOrder, orders.rightOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT],
|
||||
] as Array<[SignedOrder, BigNumber]>;
|
||||
await Promise.all(
|
||||
pairs.map(async ([order, expectedFilledAmount]) => {
|
||||
const side = order === orders.leftOrder ? 'left' : 'right';
|
||||
await this._assertOrderFilledAmountAsync(order, expectedFilledAmount, side);
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the exchange state after a call to `batchMatchOrders()`.
|
||||
* @param batchMatchResults Results from a call to `simulateBatchMatchOrders()`.
|
||||
*/
|
||||
private async _assertPostBatchExchangeStateAsync(batchMatchResults: BatchMatchResults): Promise<void> {
|
||||
await this._assertTriplesExchangeStateAsync(batchMatchResults.filledAmounts);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the exchange state after a call to `matchOrders()`.
|
||||
* @param matchResults Results from a call to `simulateMatchOrders()`.
|
||||
*/
|
||||
private async _assertPostExchangeStateAsync(matchResults: MatchResults): Promise<void> {
|
||||
const triples = [
|
||||
[matchResults.orders.leftOrder, matchResults.orders.leftOrderTakerAssetFilledAmount, 'left'],
|
||||
[matchResults.orders.rightOrder, matchResults.orders.rightOrderTakerAssetFilledAmount, 'right'],
|
||||
] as Array<[SignedOrder, BigNumber, string]>;
|
||||
await this._assertTriplesExchangeStateAsync(triples);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the exchange state represented by provided sequence of triples.
|
||||
* @param triples The sequence of triples to verifiy. Each triple consists
|
||||
* of an `order`, a `takerAssetFilledAmount`, and a `side`,
|
||||
* which will be used to determine if the exchange's state
|
||||
* is valid.
|
||||
*/
|
||||
private async _assertTriplesExchangeStateAsync(triples: Array<[SignedOrder, BigNumber, string]>): Promise<void> {
|
||||
await Promise.all(
|
||||
triples.map(async ([order, expectedFilledAmount, side]) => {
|
||||
expect(['left', 'right']).to.include(side);
|
||||
await this._assertOrderFilledAmountAsync(order, expectedFilledAmount, side);
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts that the provided order's fill amount and order status
|
||||
* are the expected values.
|
||||
* @param order The order to verify for a correct state.
|
||||
* @param expectedFilledAmount The amount that the order should
|
||||
* have been filled.
|
||||
* @param side The side that the provided order should be matched on.
|
||||
*/
|
||||
private async _assertOrderFilledAmountAsync(
|
||||
order: SignedOrder,
|
||||
expectedFilledAmount: BigNumber,
|
||||
side: string,
|
||||
): Promise<void> {
|
||||
const orderInfo = await this._deployment.exchange.getOrderInfo.callAsync(order);
|
||||
// Check filled amount of order.
|
||||
const actualFilledAmount = orderInfo.orderTakerAssetFilledAmount;
|
||||
expect(actualFilledAmount, `${side} order final filled amount`).to.be.bignumber.equal(expectedFilledAmount);
|
||||
// Check status of order.
|
||||
const expectedStatus = expectedFilledAmount.isGreaterThanOrEqualTo(order.takerAssetAmount)
|
||||
? OrderStatus.FullyFilled
|
||||
: OrderStatus.Fillable;
|
||||
const actualStatus = orderInfo.orderStatus;
|
||||
expect(actualStatus, `${side} order final status`).to.equal(expectedStatus);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Converts a `Partial<MatchTransferAmounts>` to a `MatchTransferAmounts` by
|
||||
* filling in missing fields with zero.
|
||||
*/
|
||||
function toFullMatchTransferAmounts(partial: Partial<MatchTransferAmounts>): MatchTransferAmounts {
|
||||
// prettier-ignore
|
||||
return {
|
||||
leftMakerAssetSoldByLeftMakerAmount:
|
||||
partial.leftMakerAssetSoldByLeftMakerAmount ||
|
||||
partial.leftMakerAssetBoughtByRightMakerAmount ||
|
||||
constants.ZERO_AMOUNT,
|
||||
rightMakerAssetSoldByRightMakerAmount:
|
||||
partial.rightMakerAssetSoldByRightMakerAmount ||
|
||||
partial.rightMakerAssetBoughtByLeftMakerAmount ||
|
||||
constants.ZERO_AMOUNT,
|
||||
rightMakerAssetBoughtByLeftMakerAmount:
|
||||
partial.rightMakerAssetBoughtByLeftMakerAmount ||
|
||||
partial.rightMakerAssetSoldByRightMakerAmount ||
|
||||
constants.ZERO_AMOUNT,
|
||||
leftMakerAssetBoughtByRightMakerAmount: partial.leftMakerAssetBoughtByRightMakerAmount ||
|
||||
partial.leftMakerAssetSoldByLeftMakerAmount ||
|
||||
constants.ZERO_AMOUNT,
|
||||
leftMakerFeeAssetPaidByLeftMakerAmount:
|
||||
partial.leftMakerFeeAssetPaidByLeftMakerAmount || constants.ZERO_AMOUNT,
|
||||
rightMakerFeeAssetPaidByRightMakerAmount:
|
||||
partial.rightMakerFeeAssetPaidByRightMakerAmount || constants.ZERO_AMOUNT,
|
||||
leftMakerAssetReceivedByTakerAmount:
|
||||
partial.leftMakerAssetReceivedByTakerAmount || constants.ZERO_AMOUNT,
|
||||
rightMakerAssetReceivedByTakerAmount:
|
||||
partial.rightMakerAssetReceivedByTakerAmount || constants.ZERO_AMOUNT,
|
||||
leftTakerFeeAssetPaidByTakerAmount:
|
||||
partial.leftTakerFeeAssetPaidByTakerAmount || constants.ZERO_AMOUNT,
|
||||
rightTakerFeeAssetPaidByTakerAmount:
|
||||
partial.rightTakerFeeAssetPaidByTakerAmount || constants.ZERO_AMOUNT,
|
||||
leftProtocolFeePaidByTakerInEthAmount:
|
||||
partial.leftProtocolFeePaidByTakerInEthAmount || constants.ZERO_AMOUNT,
|
||||
leftProtocolFeePaidByTakerInWethAmount:
|
||||
partial.leftProtocolFeePaidByTakerInWethAmount || constants.ZERO_AMOUNT,
|
||||
rightProtocolFeePaidByTakerInEthAmount:
|
||||
partial.rightProtocolFeePaidByTakerInEthAmount || constants.ZERO_AMOUNT,
|
||||
rightProtocolFeePaidByTakerInWethAmount:
|
||||
partial.rightProtocolFeePaidByTakerInWethAmount || constants.ZERO_AMOUNT,
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Checks values from the logs produced by Exchange.matchOrders against
|
||||
* the expected transfer amounts.
|
||||
* @param orders The matched orders.
|
||||
* @param takerAddress Address of taker (account that called Exchange.matchOrders)
|
||||
* @param transactionReceipt Transaction receipt and logs produced by Exchange.matchOrders.
|
||||
* @param expectedTransferAmounts Expected amounts transferred as a result of order matching.
|
||||
*/
|
||||
function assertFillEvents(expectedFills: FillEventArgs[], transactionReceipt: TransactionReceiptWithDecodedLogs): void {
|
||||
// Extract the actual `Fill` events.
|
||||
@ -703,120 +772,6 @@ function extractFillEventsfromReceipt(receipt: TransactionReceiptWithDecodedLogs
|
||||
}));
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the initial exchange state for batch matched orders.
|
||||
* @param orders Batch matched orders with intial filled amounts.
|
||||
* @param exchangeWrapper ExchangeWrapper instance.
|
||||
*/
|
||||
async function assertBatchOrderStatesAsync(orders: BatchMatchedOrders, exchange: ExchangeContract): Promise<void> {
|
||||
for (let i = 0; i < orders.leftOrders.length; i++) {
|
||||
await assertOrderFilledAmountAsync(
|
||||
orders.leftOrders[i],
|
||||
orders.leftOrdersTakerAssetFilledAmounts[i],
|
||||
'left',
|
||||
exchange,
|
||||
);
|
||||
}
|
||||
for (let i = 0; i < orders.rightOrders.length; i++) {
|
||||
await assertOrderFilledAmountAsync(
|
||||
orders.rightOrders[i],
|
||||
orders.rightOrdersTakerAssetFilledAmounts[i],
|
||||
'right',
|
||||
exchange,
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the initial exchange state for matched orders.
|
||||
* @param orders Matched orders with intial filled amounts.
|
||||
* @param exchangeWrapper ExchangeWrapper instance.
|
||||
*/
|
||||
async function assertInitialOrderStatesAsync(orders: MatchedOrders, exchange: ExchangeContract): Promise<void> {
|
||||
const pairs = [
|
||||
[orders.leftOrder, orders.leftOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT],
|
||||
[orders.rightOrder, orders.rightOrderTakerAssetFilledAmount || constants.ZERO_AMOUNT],
|
||||
] as Array<[SignedOrder, BigNumber]>;
|
||||
await Promise.all(
|
||||
pairs.map(async ([order, expectedFilledAmount]) => {
|
||||
const side = order === orders.leftOrder ? 'left' : 'right';
|
||||
await assertOrderFilledAmountAsync(order, expectedFilledAmount, side, exchange);
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the exchange state after a call to `batchMatchOrders()`.
|
||||
* @param batchMatchResults Results from a call to `simulateBatchMatchOrders()`.
|
||||
* @param exchangeWrapper The ExchangeWrapper instance.
|
||||
*/
|
||||
async function assertPostBatchExchangeStateAsync(
|
||||
batchMatchResults: BatchMatchResults,
|
||||
exchange: ExchangeContract,
|
||||
): Promise<void> {
|
||||
await assertTriplesExchangeStateAsync(batchMatchResults.filledAmounts, exchange);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the exchange state after a call to `matchOrders()`.
|
||||
* @param matchResults Results from a call to `simulateMatchOrders()`.
|
||||
* @param exchangeWrapper The ExchangeWrapper instance.
|
||||
*/
|
||||
async function assertPostExchangeStateAsync(matchResults: MatchResults, exchange: ExchangeContract): Promise<void> {
|
||||
const triples = [
|
||||
[matchResults.orders.leftOrder, matchResults.orders.leftOrderTakerAssetFilledAmount, 'left'],
|
||||
[matchResults.orders.rightOrder, matchResults.orders.rightOrderTakerAssetFilledAmount, 'right'],
|
||||
] as Array<[SignedOrder, BigNumber, string]>;
|
||||
await assertTriplesExchangeStateAsync(triples, exchange);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts the exchange state represented by provided sequence of triples.
|
||||
* @param triples The sequence of triples to verifiy. Each triple consists
|
||||
* of an `order`, a `takerAssetFilledAmount`, and a `side`,
|
||||
* which will be used to determine if the exchange's state
|
||||
* is valid.
|
||||
* @param exchangeWrapper The ExchangeWrapper instance.
|
||||
*/
|
||||
async function assertTriplesExchangeStateAsync(
|
||||
triples: Array<[SignedOrder, BigNumber, string]>,
|
||||
exchange: ExchangeContract,
|
||||
): Promise<void> {
|
||||
await Promise.all(
|
||||
triples.map(async ([order, expectedFilledAmount, side]) => {
|
||||
expect(['left', 'right']).to.include(side);
|
||||
await assertOrderFilledAmountAsync(order, expectedFilledAmount, side, exchange);
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Asserts that the provided order's fill amount and order status
|
||||
* are the expected values.
|
||||
* @param order The order to verify for a correct state.
|
||||
* @param expectedFilledAmount The amount that the order should
|
||||
* have been filled.
|
||||
* @param side The side that the provided order should be matched on.
|
||||
* @param exchange The exchange contract that is in the current deployment.
|
||||
*/
|
||||
async function assertOrderFilledAmountAsync(
|
||||
order: SignedOrder,
|
||||
expectedFilledAmount: BigNumber,
|
||||
side: string,
|
||||
exchange: ExchangeContract,
|
||||
): Promise<void> {
|
||||
const orderInfo = await exchange.getOrderInfo.callAsync(order);
|
||||
// Check filled amount of order.
|
||||
const actualFilledAmount = orderInfo.orderTakerAssetFilledAmount;
|
||||
expect(actualFilledAmount, `${side} order final filled amount`).to.be.bignumber.equal(expectedFilledAmount);
|
||||
// Check status of order.
|
||||
const expectedStatus = expectedFilledAmount.isGreaterThanOrEqualTo(order.takerAssetAmount)
|
||||
? OrderStatus.FullyFilled
|
||||
: OrderStatus.Fillable;
|
||||
const actualStatus = orderInfo.orderStatus;
|
||||
expect(actualStatus, `${side} order final status`).to.equal(expectedStatus);
|
||||
}
|
||||
|
||||
/**
|
||||
* Gets the last match in a BatchMatchResults object.
|
||||
* @param batchMatchResults The BatchMatchResults object.
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user