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Add check for ROUNDING_ERROR and test for it

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This commit is contained in:
Leonid Logvinov
2017-06-02 12:57:21 +02:00
parent 2a0c6abbe7
commit e1ee6b8494
4 changed files with 61 additions and 18 deletions
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16
src/contract_wrappers/exchange_wrapper.ts
View File

@@ -154,6 +154,10 @@ export class ExchangeWrapper extends ContractWrapper {
if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
}
if (await this.isRoundingErrorAsync(signedOrder.takerTokenAmount, fillTakerAmountInBaseUnits,
signedOrder.makerTokenAmount)) {
throw new Error(FillOrderValidationErrs.ROUNDING_ERROR);
}
}
private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
const errEvent = _.find(logs, {event: 'LogError'});
@@ -163,6 +167,18 @@ export class ExchangeWrapper extends ContractWrapper {
throw new Error(errMessage);
}
}
private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber,
fillTakerAmountInBaseUnits: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
const exchangeInstance = await this.getExchangeContractAsync();
const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
const isRoundingError = await exchangeInstance.isRoundingError.call(
takerTokenAmount, fillTakerAmountInBaseUnits, makerTokenAmount, {
from: senderAddress,
},
);
return isRoundingError;
}
private async getExchangeContractAsync(): Promise<ExchangeContract> {
if (!_.isUndefined(this.exchangeContractIfExists)) {
return this.exchangeContractIfExists;

5
src/types.ts
View File

@@ -34,6 +34,10 @@ export type OrderValues = [BigNumber.BigNumber, BigNumber.BigNumber, BigNumber.B
export interface ExchangeContract {
isValidSignature: any;
isRoundingError: {
call: (takerTokenAmount: BigNumber.BigNumber, fillTakerAmountInBaseUnits: BigNumber.BigNumber,
makerTokenAmount: BigNumber.BigNumber, txOpts: TxOpts) => Promise<boolean>;
};
fill: {
(orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse;
@@ -93,6 +97,7 @@ export const FillOrderValidationErrs = strEnum([
'NOT_ENOUGH_TAKER_ALLOWANCE',
'NOT_ENOUGH_MAKER_BALANCE',
'NOT_ENOUGH_MAKER_ALLOWANCE',
'ROUNDING_ERROR',
]);
export type FillOrderValidationErrs = keyof typeof FillOrderValidationErrs;

31
test/exchange_wrapper_test.ts
View File

@@ -127,7 +127,7 @@ describe('ExchangeWrapper', () => {
describe('failed fills', () => {
it('should throw when the fill amount is zero', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const zeroFillAmount = new BigNumber(0);
@@ -138,7 +138,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when sender is not a taker', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
return expect(zeroEx.exchange.fillOrderAsync(
@@ -148,7 +148,7 @@ describe('ExchangeWrapper', () => {
it('should throw when order is expired', async () => {
const expirationInPast = new BigNumber(42);
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
);
zeroEx.setTransactionSenderAccount(takerAddress);
@@ -158,7 +158,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when taker balance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
zeroEx.setTransactionSenderAccount(takerAddress);
@@ -169,7 +169,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when taker allowance is less than fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
@@ -182,7 +182,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when maker balance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const lackingMakerBalance = new BigNumber(3);
@@ -194,7 +194,7 @@ describe('ExchangeWrapper', () => {
});
it('should throw when maker allowance is less than maker fill amount', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const newAllowanceWhichIsLessThanFillAmount = fillTakerAmountInBaseUnits.minus(1);
@@ -205,11 +205,24 @@ describe('ExchangeWrapper', () => {
signedOrder, fillTakerAmountInBaseUnits, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
});
it('should throw when there would be a rounding error', async () => {
const makerFillableAmount = new BigNumber(3);
const takerFillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAsymetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
makerFillableAmount, takerFillableAmount,
);
const fillTakerAmountInBaseUnitsThatCausesRoundingError = new BigNumber(3);
zeroEx.setTransactionSenderAccount(takerAddress);
return expect(zeroEx.exchange.fillOrderAsync(
signedOrder, fillTakerAmountInBaseUnitsThatCausesRoundingError, shouldCheckTransfer,
)).to.be.rejectedWith(FillOrderValidationErrs.ROUNDING_ERROR);
});
});
describe('successful fills', () => {
it('should fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
@@ -234,7 +247,7 @@ describe('ExchangeWrapper', () => {
});
it('should partially fill the valid order', async () => {
const fillableAmount = new BigNumber(5);
const signedOrder = await fillScenarios.createAFillableSignedOrderAsync(
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
);
const partialFillAmount = new BigNumber(3);

27
test/utils/fill_scenarios.ts
View File

@@ -14,20 +14,29 @@ export class FillScenarios {
this.tokens = tokens;
this.coinBase = userAddresses[0];
}
public async createAFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
makerAddress: string, takerAddress: string,
fillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber):
public async createFillableSignedOrderAsync(makerTokenAddress: string, takerTokenAddress: string,
makerAddress: string, takerAddress: string,
fillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber):
Promise<SignedOrder> {
await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, fillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, fillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, fillableAmount);
return this.createAsymetricFillableSignedOrderAsync(
makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
fillableAmount, fillableAmount, expirationUnixTimestampSec,
);
}
public async createAsymetricFillableSignedOrderAsync(
makerTokenAddress: string, takerTokenAddress: string, makerAddress: string, takerAddress: string,
makerFillableAmount: BigNumber.BigNumber, takerFillableAmount: BigNumber.BigNumber,
expirationUnixTimestampSec?: BigNumber.BigNumber): Promise<SignedOrder> {
await this.zeroEx.token.transferAsync(makerTokenAddress, this.coinBase, makerAddress, makerFillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, makerFillableAmount);
await this.zeroEx.token.transferAsync(takerTokenAddress, this.coinBase, takerAddress, takerFillableAmount);
await this.zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, takerFillableAmount);
const transactionSenderAccount = await this.zeroEx.getTransactionSenderAccountIfExistsAsync();
this.zeroEx.setTransactionSenderAccount(makerAddress);
const signedOrder = await orderFactory.createSignedOrderAsync(this.zeroEx, makerAddress,
takerAddress, fillableAmount, makerTokenAddress, fillableAmount, takerTokenAddress,
takerAddress, makerFillableAmount, makerTokenAddress, takerFillableAmount, takerTokenAddress,
expirationUnixTimestampSec);
this.zeroEx.setTransactionSenderAccount(transactionSenderAccount as string);
return signedOrder;