@0x/contracts-exchange: Create reference functions test util.

`@0x/contracts-exchange`: Use reference functions to assert fill results
in `isolated_fill_order` tests.

contracts/exchange/test/internal.ts

@@ -23,7 +23,7 @@ const expect = chai.expect;
 
 const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
 
-const MAX_UINT256 = new BigNumber(2).pow(256).minus(1);
+const { MAX_UINT256 } = constants;
 
 const emptyOrder: Order = {
     senderAddress: constants.NULL_ADDRESS,

contracts/exchange/test/isolated_fill_order.ts

@@ -1,59 +1,117 @@
-import { blockchainTests, constants, expect, hexRandom } from '@0x/contracts-test-utils';
+import {
+    blockchainTests,
+    constants,
+    expect,
+    FillResults,
+    hexRandom,
+} from '@0x/contracts-test-utils';
 import { BigNumber } from '@0x/utils';
 import * as _ from 'lodash';
 
-import { IsolatedExchangeWrapper, Order } from './utils/isolated_exchange_wrapper';
+import { AssetBalances, IsolatedExchangeWrapper, Orderish } from './utils/isolated_exchange_wrapper';
+import { calculateFillResults } from './utils/reference_functions';
 
 blockchainTests.resets.only('Isolated fillOrder() tests', env => {
+    const { ZERO_AMOUNT } = constants;
     const TOMORROW = Math.floor(_.now() / 1000) + 60 * 60 * 24;
     const ERC20_ASSET_DATA_LENGTH = 24;
-    const DEFAULT_ORDER: Order = {
+    const randomAddress = () => hexRandom(constants.ADDRESS_LENGTH);
+    const DEFAULT_ORDER: Orderish = {
         senderAddress: constants.NULL_ADDRESS,
         makerAddress: randomAddress(),
         takerAddress: constants.NULL_ADDRESS,
-        makerFee: constants.ZERO_AMOUNT,
+        makerFee: ZERO_AMOUNT,
-        takerFee: constants.ZERO_AMOUNT,
+        takerFee: ZERO_AMOUNT,
-        makerAssetAmount: constants.ZERO_AMOUNT,
+        makerAssetAmount: ZERO_AMOUNT,
-        takerAssetAmount: constants.ZERO_AMOUNT,
+        takerAssetAmount: ZERO_AMOUNT,
-        salt: constants.ZERO_AMOUNT,
+        salt: ZERO_AMOUNT,
         feeRecipientAddress: constants.NULL_ADDRESS,
-        expirationTimeSeconds: toBN(TOMORROW),
+        expirationTimeSeconds: new BigNumber(TOMORROW),
         makerAssetData: hexRandom(ERC20_ASSET_DATA_LENGTH),
         takerAssetData: hexRandom(ERC20_ASSET_DATA_LENGTH),
         makerFeeAssetData: hexRandom(ERC20_ASSET_DATA_LENGTH),
         takerFeeAssetData: hexRandom(ERC20_ASSET_DATA_LENGTH),
     };
     let takerAddress: string;
-    let testExchange: IsolatedExchangeWrapper;
+    let exchange: IsolatedExchangeWrapper;
     let nextSaltValue = 1;
 
     before(async () => {
-        [takerAddress] = await env.getAccountAddressesAsync();
+        [ takerAddress ] = await env.getAccountAddressesAsync();
-        testExchange = await IsolatedExchangeWrapper.deployAsync(
+        exchange = await IsolatedExchangeWrapper.deployAsync(
             env.web3Wrapper,
             _.assign(env.txDefaults, { from: takerAddress }),
         );
     });
 
-    function createOrder(details: Partial<Order> = {}): Order {
+    function createOrder(details: Partial<Orderish> = {}): Orderish {
-        return _.assign({}, DEFAULT_ORDER, { salt: toBN(nextSaltValue++) }, details);
+        return _.assign({}, DEFAULT_ORDER, { salt: new BigNumber(nextSaltValue++) }, details);
     }
 
-    for (const i of _.times(100)) {
+    async function fillOrderAndAssertResultsAsync(
-        it('works', async () => {
+        order: Orderish,
-            const order = createOrder({
+        takerAssetFillAmount: BigNumber,
-                makerAssetAmount: toBN(1),
+    ): Promise<FillResults> {
-                takerAssetAmount: toBN(2),
+        const efr = await calculateExpectedFillResultsAsync(order, takerAssetFillAmount);
-            });
+        const efb = calculateExpectedFillBalances(order, efr);
-            const results = await testExchange.fillOrderAsync(order, 2);
+        const fillResults = await exchange.fillOrderAsync(order, takerAssetFillAmount);
+        // Check returned fillResults.
+        expect(fillResults.makerAssetFilledAmount)
+            .to.bignumber.eq(efr.makerAssetFilledAmount);
+        expect(fillResults.takerAssetFilledAmount)
+            .to.bignumber.eq(efr.takerAssetFilledAmount);
+        expect(fillResults.makerFeePaid)
+            .to.bignumber.eq(efr.makerFeePaid);
+        expect(fillResults.takerFeePaid)
+            .to.bignumber.eq(efr.takerFeePaid);
+        // Check balances.
+        for (const assetData of Object.keys(efb)) {
+            for (const address of Object.keys(efb[assetData])) {
+                expect(exchange.getBalanceChange(assetData, address))
+                    .to.bignumber.eq(efb[assetData][address], `assetData: ${assetData}, address: ${address}`);
+            }
+        }
+        return fillResults;
+    }
+
+    async function calculateExpectedFillResultsAsync(
+        order: Orderish,
+        takerAssetFillAmount: BigNumber,
+    ): Promise<FillResults> {
+        const takerAssetFilledAmount = await exchange.getTakerAssetFilledAmountAsync(order);
+        const remainingTakerAssetAmount = order.takerAssetAmount.minus(takerAssetFilledAmount);
+        return calculateFillResults(
+            order,
+            BigNumber.min(takerAssetFillAmount, remainingTakerAssetAmount),
+        );
+    }
+
+    function calculateExpectedFillBalances(
+        order: Orderish,
+        fillResults: FillResults,
+    ): AssetBalances {
+        const balances: AssetBalances = {};
+        const addBalance = (assetData: string, address: string, amount: BigNumber) => {
+            balances[assetData] = balances[assetData] || {};
+            const balance = balances[assetData][address] || ZERO_AMOUNT;
+            balances[assetData][address] = balance.plus(amount);
+        };
+        addBalance(order.makerAssetData, order.makerAddress, fillResults.makerAssetFilledAmount.negated());
+        addBalance(order.makerAssetData, takerAddress, fillResults.makerAssetFilledAmount);
+        addBalance(order.takerAssetData, order.makerAddress, fillResults.takerAssetFilledAmount);
+        addBalance(order.takerAssetData, takerAddress, fillResults.takerAssetFilledAmount.negated());
+        addBalance(order.makerFeeAssetData, order.makerAddress, fillResults.makerFeePaid.negated());
+        addBalance(order.makerFeeAssetData, order.feeRecipientAddress, fillResults.makerFeePaid);
+        addBalance(order.takerFeeAssetData, takerAddress, fillResults.takerFeePaid.negated());
+        addBalance(order.takerFeeAssetData, order.feeRecipientAddress, fillResults.takerFeePaid);
+        return balances;
+    }
+
+    it('can fully fill an order', async () => {
+        const order = createOrder({
+            makerAssetAmount: new BigNumber(1),
+            takerAssetAmount: new BigNumber(2),
         });
-    }
+        return fillOrderAndAssertResultsAsync(order, order.takerAssetAmount);
+    });
 });
-
-function toBN(num: BigNumber | string | number): BigNumber {
-    return new BigNumber(num);
-}
-
-function randomAddress(): string {
-    return hexRandom(constants.ADDRESS_LENGTH);
-}

contracts/exchange/test/utils/isolated_exchange_wrapper.ts

@@ -22,7 +22,8 @@ export interface IsolatedExchangeEvents {
     transferFromCalls: DispatchTransferFromCallArgs[];
 }
 
-export type Order = OrderWithoutDomain;
+export type Orderish = OrderWithoutDomain;
+export type Numberish = string | number | BigNumber;
 
 export const DEFAULT_GOOD_SIGNATURE = createGoodSignature();
 export const DEFAULT_BAD_SIGNATURE = createBadSignature();
@@ -65,9 +66,13 @@ export class IsolatedExchangeWrapper {
         this.logDecoder = new LogDecoder(web3Wrapper, artifacts);
     }
 
+    public async getTakerAssetFilledAmountAsync(order: Orderish): Promise<BigNumber> {
+        return this.instance.filled.callAsync(this.getOrderHash(order));
+    }
+
     public async fillOrderAsync(
-        order: Order,
+        order: Orderish,
-        takerAssetFillAmount: BigNumber | number,
+        takerAssetFillAmount: Numberish,
         signature: string = DEFAULT_GOOD_SIGNATURE,
         txOpts?: TxData,
     ): Promise<FillResults> {
@@ -80,7 +85,7 @@ export class IsolatedExchangeWrapper {
         );
     }
 
-    public getOrderHash(order: Order): string {
+    public getOrderHash(order: Orderish): string {
         const domain = {
             verifyingContractAddress: this.instance.address,
             chainId: IsolatedExchangeWrapper.CHAIN_ID,
@@ -125,14 +130,14 @@ interface TransactionContractFunction<TResult> {
 }
 
 /**
- * @dev Create a signature for the `TestIsolatedExchange` contract that will pass.
+ * Create a signature for the `TestIsolatedExchange` contract that will pass.
  */
 export function createGoodSignature(type: SignatureType = SignatureType.EIP712): string {
     return `0x01${Buffer.from([type]).toString('hex')}`;
 }
 
 /**
- * @dev Create a signature for the `TestIsolatedExchange` contract that will fail.
+ * Create a signature for the `TestIsolatedExchange` contract that will fail.
  */
 export function createBadSignature(type: SignatureType = SignatureType.EIP712): string {
     return `0x00${Buffer.from([type]).toString('hex')}`;

contracts/exchange/test/utils/reference_functions.ts

@@ -0,0 +1,107 @@
+import { constants, FillResults } from '@0x/contracts-test-utils';
+import { LibMathRevertErrors } from '@0x/order-utils';
+import { OrderWithoutDomain } from '@0x/types';
+import { AnyRevertError, BigNumber, SafeMathRevertErrors } from '@0x/utils';
+
+const { MAX_UINT256 } = constants;
+
+export function isRoundingErrorFloor(
+    numerator: BigNumber,
+    denominator: BigNumber,
+    target: BigNumber,
+): boolean {
+    if (denominator.eq(0)) {
+        throw new LibMathRevertErrors.DivisionByZeroError();
+    }
+    if (numerator.eq(0)) {
+        return false;
+    }
+    if (target.eq(0)) {
+        return false;
+    }
+    const product = numerator.multipliedBy(target);
+    const remainder = product.mod(denominator);
+    const remainderTimes1000 = remainder.multipliedBy('1000');
+    const isError = remainderTimes1000.gte(product);
+    if (remainderTimes1000.isGreaterThan(MAX_UINT256)) {
+        // Solidity implementation won't actually throw.
+        throw new AnyRevertError();
+    }
+    return isError;
+}
+
+export function IsRoundingErrorCeil(
+    numerator: BigNumber,
+    denominator: BigNumber,
+    target: BigNumber,
+): boolean {
+    if (denominator.eq(0)) {
+        throw new LibMathRevertErrors.DivisionByZeroError();
+    }
+    if (numerator.eq(0)) {
+        return false;
+    }
+    if (target.eq(0)) {
+        return false;
+    }
+    const product = numerator.multipliedBy(target);
+    const remainder = product.mod(denominator);
+    const error = denominator.minus(remainder).mod(denominator);
+    const errorTimes1000 = error.multipliedBy('1000');
+    const isError = errorTimes1000.gte(product);
+    if (errorTimes1000.isGreaterThan(MAX_UINT256)) {
+        // Solidity implementation won't actually throw.
+        throw new AnyRevertError();
+    }
+    return isError;
+}
+
+export function safeGetPartialAmountFloor(
+    numerator: BigNumber,
+    denominator: BigNumber,
+    target: BigNumber,
+): BigNumber {
+    if (denominator.eq(0)) {
+        throw new LibMathRevertErrors.DivisionByZeroError();
+    }
+    const isRoundingError = isRoundingErrorFloor(numerator, denominator, target);
+    if (isRoundingError) {
+        throw new LibMathRevertErrors.RoundingError(numerator, denominator, target);
+    }
+    const product = numerator.multipliedBy(target);
+    if (product.isGreaterThan(MAX_UINT256)) {
+        throw new SafeMathRevertErrors.SafeMathError(
+            SafeMathRevertErrors.SafeMathErrorCodes.Uint256MultiplicationOverflow,
+            numerator,
+            denominator,
+        );
+    }
+    return product.dividedToIntegerBy(denominator);
+}
+
+export function calculateFillResults(
+    order: OrderWithoutDomain,
+    takerAssetFilledAmount: BigNumber,
+): FillResults {
+    const makerAssetFilledAmount = safeGetPartialAmountFloor(
+        takerAssetFilledAmount,
+        order.takerAssetAmount,
+        order.makerAssetAmount,
+    );
+    const makerFeePaid = safeGetPartialAmountFloor(
+        makerAssetFilledAmount,
+        order.makerAssetAmount,
+        order.makerFee,
+    );
+    const takerFeePaid = safeGetPartialAmountFloor(
+        takerAssetFilledAmount,
+        order.takerAssetAmount,
+        order.takerFee,
+    );
+    return {
+        makerAssetFilledAmount,
+        takerAssetFilledAmount,
+        makerFeePaid,
+        takerFeePaid,
+    };
+}