import { ERC20ProxyContract, ERC20Wrapper, ERC721ProxyContract, ERC721Wrapper } from '@0x/contracts-asset-proxy'; import { DummyERC20TokenContract } from '@0x/contracts-erc20'; import { DummyERC721TokenContract } from '@0x/contracts-erc721'; import { blockchainTests, constants, describe, ERC20BalancesByOwner, expect, getLatestBlockTimestampAsync, increaseTimeAndMineBlockAsync, OrderFactory, } from '@0x/contracts-test-utils'; import { assetDataUtils, ExchangeRevertErrors, orderHashUtils } from '@0x/order-utils'; import { FillResults, OrderStatus, SignedOrder } from '@0x/types'; import { BigNumber } from '@0x/utils'; import { Web3Wrapper } from '@0x/web3-wrapper'; import * as _ from 'lodash'; import { artifacts, ExchangeContract, ExchangeWrapper } from '../src'; // tslint:disable:no-unnecessary-type-assertion blockchainTests.resets('Exchange wrappers', env => { let chainId: number; let makerAddress: string; let owner: string; let takerAddress: string; let feeRecipientAddress: string; let erc20TokenA: DummyERC20TokenContract; let erc20TokenB: DummyERC20TokenContract; let feeToken: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; let exchange: ExchangeContract; let erc20Proxy: ERC20ProxyContract; let erc721Proxy: ERC721ProxyContract; let exchangeWrapper: ExchangeWrapper; let erc20Wrapper: ERC20Wrapper; let erc721Wrapper: ERC721Wrapper; let erc20Balances: ERC20BalancesByOwner; let orderFactory: OrderFactory; let erc721MakerAssetId: BigNumber; let erc721TakerAssetId: BigNumber; let defaultMakerAssetAddress: string; let defaultTakerAssetAddress: string; let defaultFeeAssetAddress: string; const nullFillResults: FillResults = { makerAssetFilledAmount: new BigNumber(0), takerAssetFilledAmount: new BigNumber(0), makerFeePaid: new BigNumber(0), takerFeePaid: new BigNumber(0), }; before(async () => { chainId = await env.getChainIdAsync(); const accounts = await env.getAccountAddressesAsync(); const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4)); erc20Wrapper = new ERC20Wrapper(env.provider, usedAddresses, owner); erc721Wrapper = new ERC721Wrapper(env.provider, usedAddresses, owner); const numDummyErc20ToDeploy = 3; [erc20TokenA, erc20TokenB, feeToken] = await erc20Wrapper.deployDummyTokensAsync( numDummyErc20ToDeploy, constants.DUMMY_TOKEN_DECIMALS, ); erc20Proxy = await erc20Wrapper.deployProxyAsync(); await erc20Wrapper.setBalancesAndAllowancesAsync(); [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); erc721Proxy = await erc721Wrapper.deployProxyAsync(); await erc721Wrapper.setBalancesAndAllowancesAsync(); const erc721Balances = await erc721Wrapper.getBalancesAsync(); erc721MakerAssetId = erc721Balances[makerAddress][erc721Token.address][0]; erc721TakerAssetId = erc721Balances[takerAddress][erc721Token.address][0]; exchange = await ExchangeContract.deployFrom0xArtifactAsync( artifacts.Exchange, env.provider, env.txDefaults, {}, new BigNumber(chainId), ); exchangeWrapper = new ExchangeWrapper(exchange, env.provider); await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); await erc20Proxy.addAuthorizedAddress.awaitTransactionSuccessAsync(exchange.address, { from: owner, }); await erc721Proxy.addAuthorizedAddress.awaitTransactionSuccessAsync(exchange.address, { from: owner, }); defaultMakerAssetAddress = erc20TokenA.address; defaultTakerAssetAddress = erc20TokenB.address; defaultFeeAssetAddress = feeToken.address; const defaultOrderParams = { ...constants.STATIC_ORDER_PARAMS, makerAddress, feeRecipientAddress, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), makerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultFeeAssetAddress), takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultFeeAssetAddress), domain: { verifyingContractAddress: exchange.address, chainId, }, }; const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; orderFactory = new OrderFactory(privateKey, defaultOrderParams); }); beforeEach(async () => { erc20Balances = await erc20Wrapper.getBalancesAsync(); }); describe('fillOrKillOrder', () => { it('should transfer the correct amounts', async () => { const signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), }); const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const fillResults = await exchange.fillOrKillOrder.callAsync( signedOrder, takerAssetFillAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFilledAmount); expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(takerAssetFillAmount); expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee); expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), ); expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][feeToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), ); expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][feeToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)), ); }); it('should revert if a signedOrder is expired', async () => { const currentTimestamp = await getLatestBlockTimestampAsync(); const signedOrder = await orderFactory.newSignedOrderAsync({ expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10), }); const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder); const expectedError = new ExchangeRevertErrors.OrderStatusError(orderHashHex, OrderStatus.Expired); const tx = exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress); return expect(tx).to.revertWith(expectedError); }); it('should revert if entire takerAssetFillAmount not filled', async () => { const signedOrder = await orderFactory.newSignedOrderAsync(); const takerAssetFillAmount = signedOrder.takerAssetAmount; await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount: signedOrder.takerAssetAmount.dividedToIntegerBy(2), }); const expectedError = new ExchangeRevertErrors.IncompleteFillError( ExchangeRevertErrors.IncompleteFillErrorCode.IncompleteFillOrder, takerAssetFillAmount, takerAssetFillAmount.dividedToIntegerBy(2), ); const tx = exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress); return expect(tx).to.revertWith(expectedError); }); }); describe('fillOrderNoThrow', () => { it('should transfer the correct amounts', async () => { const signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), }); const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, takerAssetFillAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 250000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFilledAmount); expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(takerAssetFillAmount); expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee); expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), ); expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][feeToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), ); expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][feeToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)), ); }); it('should not change erc20Balances if maker erc20Balances are too low to fill order', async () => { const signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if taker erc20Balances are too low to fill order', async () => { const signedOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18), }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if maker allowances are too low to fill order', async () => { const signedOrder = await orderFactory.newSignedOrderAsync(); await erc20TokenA.approve.awaitTransactionSuccessAsync(erc20Proxy.address, new BigNumber(0), { from: makerAddress, }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await erc20TokenA.approve.awaitTransactionSuccessAsync( erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { from: makerAddress }, ); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if taker allowances are too low to fill order', async () => { const signedOrder = await orderFactory.newSignedOrderAsync(); await erc20TokenB.approve.awaitTransactionSuccessAsync(erc20Proxy.address, new BigNumber(0), { from: takerAddress, }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, { from: takerAddress, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => { const makerZRXBalance = new BigNumber(erc20Balances[makerAddress][feeToken.address]); const signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: makerZRXBalance, makerFee: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address), }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => { const makerZRXAllowance = await feeToken.allowance.callAsync(makerAddress, erc20Proxy.address); const signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(makerZRXAllowance), makerFee: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address), }); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => { const takerZRXBalance = new BigNumber(erc20Balances[takerAddress][feeToken.address]); const signedOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: takerZRXBalance, takerFee: new BigNumber(1), takerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address), }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => { const takerZRXAllowance = await feeToken.allowance.callAsync(takerAddress, erc20Proxy.address); const signedOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: new BigNumber(takerZRXAllowance), takerFee: new BigNumber(1), takerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address), }); const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, signedOrder.takerAssetAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(nullFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should successfully exchange ERC721 tokens', async () => { // Construct Exchange parameters const makerAssetId = erc721MakerAssetId; const takerAssetId = erc721TakerAssetId; const signedOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), takerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), takerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, takerAssetId), }); // Verify pre-conditions const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress); const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress); // Call Exchange const takerAssetFillAmount = signedOrder.takerAssetAmount; const fillResults = await exchange.fillOrderNoThrow.callAsync( signedOrder, takerAssetFillAmount, signedOrder.signature, { from: takerAddress }, ); await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 280000, }); // Verify post-conditions expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(signedOrder.makerAssetAmount); expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(signedOrder.takerAssetAmount); expect(fillResults.makerFeePaid).to.bignumber.equal(signedOrder.makerFee); expect(fillResults.takerFeePaid).to.bignumber.equal(signedOrder.takerFee); const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress); const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId); expect(newOwnerTakerAsset).to.be.bignumber.equal(makerAddress); }); }); describe('batch functions', () => { let signedOrders: SignedOrder[]; beforeEach(async () => { signedOrders = [ await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync(), ]; }); describe('batchFillOrders', () => { it('should transfer the correct amounts', async () => { const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; const takerAssetFillAmounts: BigNumber[] = []; const expectedFillResults: FillResults[] = []; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); expectedFillResults.push({ takerAssetFilledAmount: takerAssetFillAmount, makerAssetFilledAmount, makerFeePaid: makerFee, takerFeePaid: takerFee, }); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ takerAssetAddress ].plus(takerAssetFillAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ makerAssetAddress ].plus(makerAssetFilledAmount); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(makerFee.plus(takerFee)); }); const fillResults = await exchange.batchFillOrders.callAsync( signedOrders, takerAssetFillAmounts, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); }); describe('batchFillOrKillOrders', () => { it('should transfer the correct amounts', async () => { const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; const takerAssetFillAmounts: BigNumber[] = []; const expectedFillResults: FillResults[] = []; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); expectedFillResults.push({ takerAssetFilledAmount: takerAssetFillAmount, makerAssetFilledAmount, makerFeePaid: makerFee, takerFeePaid: takerFee, }); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ takerAssetAddress ].plus(takerAssetFillAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ makerAssetAddress ].plus(makerAssetFilledAmount); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(makerFee.plus(takerFee)); }); const fillResults = await exchange.batchFillOrKillOrders.callAsync( signedOrders, takerAssetFillAmounts, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should revert if a single signedOrder does not fill the expected amount', async () => { const takerAssetFillAmounts: BigNumber[] = []; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); takerAssetFillAmounts.push(takerAssetFillAmount); }); await exchangeWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress); const orderHashHex = orderHashUtils.getOrderHashHex(signedOrders[0]); const expectedError = new ExchangeRevertErrors.OrderStatusError(orderHashHex, OrderStatus.FullyFilled); const tx = exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts, }); return expect(tx).to.revertWith(expectedError); }); }); describe('batchFillOrdersNoThrow', async () => { it('should transfer the correct amounts', async () => { const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; const takerAssetFillAmounts: BigNumber[] = []; const expectedFillResults: FillResults[] = []; _.forEach(signedOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); expectedFillResults.push({ takerAssetFilledAmount: takerAssetFillAmount, makerAssetFilledAmount, makerFeePaid: makerFee, takerFeePaid: takerFee, }); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ takerAssetAddress ].plus(takerAssetFillAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ makerAssetAddress ].plus(makerAssetFilledAmount); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(makerFee.plus(takerFee)); }); const fillResults = await exchange.batchFillOrdersNoThrow.callAsync( signedOrders, takerAssetFillAmounts, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmounts, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not revert if an order is invalid and fill the remaining orders', async () => { const makerAssetAddress = erc20TokenA.address; const takerAssetAddress = erc20TokenB.address; const invalidOrder = { ...signedOrders[0], signature: '0x00', }; const validOrders = signedOrders.slice(1); const takerAssetFillAmounts: BigNumber[] = [invalidOrder.takerAssetAmount.div(2)]; const expectedFillResults = [nullFillResults]; _.forEach(validOrders, signedOrder => { const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); const makerAssetFilledAmount = takerAssetFillAmount .times(signedOrder.makerAssetAmount) .dividedToIntegerBy(signedOrder.takerAssetAmount); const makerFee = signedOrder.makerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); const takerFee = signedOrder.takerFee .times(makerAssetFilledAmount) .dividedToIntegerBy(signedOrder.makerAssetAmount); takerAssetFillAmounts.push(takerAssetFillAmount); expectedFillResults.push({ takerAssetFilledAmount: takerAssetFillAmount, makerAssetFilledAmount, makerFeePaid: makerFee, takerFeePaid: takerFee, }); erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][ makerAssetAddress ].minus(makerAssetFilledAmount); erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][ takerAssetAddress ].plus(takerAssetFillAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( makerFee, ); erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][ makerAssetAddress ].plus(makerAssetFilledAmount); erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][ takerAssetAddress ].minus(takerAssetFillAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(makerFee.plus(takerFee)); }); const newOrders = [invalidOrder, ...validOrders]; const fillResults = await exchange.batchFillOrdersNoThrow.callAsync( newOrders, takerAssetFillAmounts, newOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, { takerAssetFillAmounts, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 450000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); }); describe('marketSellOrdersNoThrow', () => { it('should stop when the entire takerAssetFillAmount is filled', async () => { const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus( signedOrders[1].takerAssetAmount.div(2), ); const fillResults = await exchange.marketSellOrdersNoThrow.callAsync( signedOrders, takerAssetFillAmount, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 6000000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.plus( signedOrders[1].makerAssetAmount.dividedToIntegerBy(2), ); const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2)); const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2)); expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFilledAmount); expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(takerAssetFillAmount); expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee); expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount), ); expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][feeToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount), ); expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][feeToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)), ); }); it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => { const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].plus(signedOrder.takerAssetAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].plus(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); }); const fillResults = await exchange.marketSellOrdersNoThrow.callAsync( signedOrders, takerAssetFillAmount, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const expectedFillResults = signedOrders .map(signedOrder => ({ makerAssetFilledAmount: signedOrder.makerAssetAmount, takerAssetFilledAmount: signedOrder.takerAssetAmount, makerFeePaid: signedOrder.makerFee, takerFeePaid: signedOrder.takerFee, })) .reduce( (totalFillResults, currentFillResults) => ({ makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus( currentFillResults.makerAssetFilledAmount, ), takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus( currentFillResults.takerAssetFilledAmount, ), makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid), takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid), }), nullFillResults, ); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not fill a signedOrder that does not use the same takerAssetAddress', async () => { signedOrders = [ await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync({ takerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address), }), ]; const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); const filledSignedOrders = signedOrders.slice(0, -1); _.forEach(filledSignedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].plus(signedOrder.takerAssetAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].plus(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); }); const fillResults = await exchange.marketSellOrdersNoThrow.callAsync( signedOrders, takerAssetFillAmount, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const expectedFillResults = filledSignedOrders .map(signedOrder => ({ makerAssetFilledAmount: signedOrder.makerAssetAmount, takerAssetFilledAmount: signedOrder.takerAssetAmount, makerFeePaid: signedOrder.makerFee, takerFeePaid: signedOrder.takerFee, })) .reduce( (totalFillResults, currentFillResults) => ({ makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus( currentFillResults.makerAssetFilledAmount, ), takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus( currentFillResults.takerAssetFilledAmount, ), makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid), takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid), }), nullFillResults, ); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); }); describe('marketBuyOrdersNoThrow', () => { it('should stop when the entire makerAssetFillAmount is filled', async () => { const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus( signedOrders[1].makerAssetAmount.div(2), ); const fillResults = await exchange.marketBuyOrdersNoThrow.callAsync( signedOrders, makerAssetFillAmount, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const makerAmountBought = signedOrders[0].takerAssetAmount.plus( signedOrders[1].takerAssetAmount.dividedToIntegerBy(2), ); const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2)); const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2)); expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFillAmount); expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(makerAmountBought); expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee); expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultTakerAssetAddress].plus(makerAmountBought), ); expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[makerAddress][feeToken.address].minus(makerFee), ); expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[takerAddress][feeToken.address].minus(takerFee), ); expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal( erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)), ); }); it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => { const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); _.forEach(signedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].plus(signedOrder.takerAssetAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].plus(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); }); const fillResults = await exchange.marketBuyOrdersNoThrow.callAsync( signedOrders, makerAssetFillAmount, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const expectedFillResults = signedOrders .map(signedOrder => ({ makerAssetFilledAmount: signedOrder.makerAssetAmount, takerAssetFilledAmount: signedOrder.takerAssetAmount, makerFeePaid: signedOrder.makerFee, takerFeePaid: signedOrder.takerFee, })) .reduce( (totalFillResults, currentFillResults) => ({ makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus( currentFillResults.makerAssetFilledAmount, ), takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus( currentFillResults.takerAssetFilledAmount, ), makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid), takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid), }), nullFillResults, ); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); it('should not fill a signedOrder that does not use the same makerAssetAddress', async () => { signedOrders = [ await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC20AssetData(feeToken.address), }), ]; const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18); const filledSignedOrders = signedOrders.slice(0, -1); _.forEach(filledSignedOrders, signedOrder => { erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][ defaultMakerAssetAddress ].minus(signedOrder.makerAssetAmount); erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][ defaultTakerAssetAddress ].plus(signedOrder.takerAssetAmount); erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus( signedOrder.makerFee, ); erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][ defaultMakerAssetAddress ].plus(signedOrder.makerAssetAmount); erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][ defaultTakerAssetAddress ].minus(signedOrder.takerAssetAmount); erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus( signedOrder.takerFee, ); erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][ feeToken.address ].plus(signedOrder.makerFee.plus(signedOrder.takerFee)); }); const fillResults = await exchange.marketBuyOrdersNoThrow.callAsync( signedOrders, makerAssetFillAmount, signedOrders.map(signedOrder => signedOrder.signature), { from: takerAddress }, ); await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, { makerAssetFillAmount, // HACK(albrow): We need to hardcode the gas estimate here because // the Geth gas estimator doesn't work with the way we use // delegatecall and swallow errors. gas: 600000, }); const newBalances = await erc20Wrapper.getBalancesAsync(); const expectedFillResults = filledSignedOrders .map(signedOrder => ({ makerAssetFilledAmount: signedOrder.makerAssetAmount, takerAssetFilledAmount: signedOrder.takerAssetAmount, makerFeePaid: signedOrder.makerFee, takerFeePaid: signedOrder.takerFee, })) .reduce( (totalFillResults, currentFillResults) => ({ makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus( currentFillResults.makerAssetFilledAmount, ), takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus( currentFillResults.takerAssetFilledAmount, ), makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid), takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid), }), nullFillResults, ); expect(fillResults).to.deep.equal(expectedFillResults); expect(newBalances).to.be.deep.equal(erc20Balances); }); }); describe('batchCancelOrders', () => { it('should be able to cancel multiple signedOrders', async () => { const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount); await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, { takerAssetFillAmounts: takerAssetCancelAmounts, }); const newBalances = await erc20Wrapper.getBalancesAsync(); expect(erc20Balances).to.be.deep.equal(newBalances); }); it('should not revert if a single cancel noops', async () => { await exchangeWrapper.cancelOrderAsync(signedOrders[1], makerAddress); const expectedOrderHashes = [signedOrders[0], ...signedOrders.slice(2)].map(order => orderHashUtils.getOrderHashHex(order), ); const tx = await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); expect(tx.logs.length).to.equal(signedOrders.length - 1); tx.logs.forEach((log, index) => { expect((log as any).args.orderHash).to.equal(expectedOrderHashes[index]); }); }); }); describe('getOrdersInfo', () => { beforeEach(async () => { signedOrders = [ await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync(), await orderFactory.newSignedOrderAsync(), ]; }); it('should get the correct information for multiple unfilled orders', async () => { const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = new BigNumber(0); const expectedOrderStatus = OrderStatus.Fillable; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for multiple partially filled orders', async () => { const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); const expectedOrderStatus = OrderStatus.Fillable; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for multiple fully filled orders', async () => { await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress); const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount; const expectedOrderStatus = OrderStatus.FullyFilled; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for multiple cancelled and unfilled orders', async () => { await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = new BigNumber(0); const expectedOrderStatus = OrderStatus.Cancelled; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for multiple cancelled and partially filled orders', async () => { const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress); const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); const expectedOrderStatus = OrderStatus.Cancelled; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for multiple expired and unfilled orders', async () => { const currentTimestamp = await getLatestBlockTimestampAsync(); const timeUntilExpiration = signedOrders[0].expirationTimeSeconds.minus(currentTimestamp).toNumber(); await increaseTimeAndMineBlockAsync(timeUntilExpiration); const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = new BigNumber(0); const expectedOrderStatus = OrderStatus.Expired; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for multiple expired and partially filled orders', async () => { const takerAssetFillAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount.div(2)); await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, { takerAssetFillAmounts }); const currentTimestamp = await getLatestBlockTimestampAsync(); const timeUntilExpiration = signedOrders[0].expirationTimeSeconds.minus(currentTimestamp).toNumber(); await increaseTimeAndMineBlockAsync(timeUntilExpiration); const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(3); _.forEach(signedOrders, (signedOrder, index) => { const expectedOrderHash = orderHashUtils.getOrderHashHex(signedOrder); const expectedTakerAssetFilledAmount = signedOrder.takerAssetAmount.div(2); const expectedOrderStatus = OrderStatus.Expired; const orderInfo = ordersInfo[index]; expect(orderInfo.orderHash).to.be.equal(expectedOrderHash); expect(orderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal(expectedTakerAssetFilledAmount); expect(orderInfo.orderStatus).to.equal(expectedOrderStatus); }); }); it('should get the correct information for a mix of unfilled, partially filled, fully filled, cancelled, and expired orders', async () => { const unfilledOrder = await orderFactory.newSignedOrderAsync(); const partiallyFilledOrder = await orderFactory.newSignedOrderAsync(); await exchangeWrapper.fillOrderAsync(partiallyFilledOrder, takerAddress, { takerAssetFillAmount: partiallyFilledOrder.takerAssetAmount.div(2), }); const fullyFilledOrder = await orderFactory.newSignedOrderAsync(); await exchangeWrapper.fillOrderAsync(fullyFilledOrder, takerAddress); const cancelledOrder = await orderFactory.newSignedOrderAsync(); await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress); const currentTimestamp = await getLatestBlockTimestampAsync(); const expiredOrder = await orderFactory.newSignedOrderAsync({ expirationTimeSeconds: new BigNumber(currentTimestamp), }); signedOrders = [unfilledOrder, partiallyFilledOrder, fullyFilledOrder, cancelledOrder, expiredOrder]; const ordersInfo = await exchangeWrapper.getOrdersInfoAsync(signedOrders); expect(ordersInfo.length).to.be.equal(5); const expectedUnfilledOrderHash = orderHashUtils.getOrderHashHex(unfilledOrder); const expectedUnfilledTakerAssetFilledAmount = new BigNumber(0); const expectedUnfilledOrderStatus = OrderStatus.Fillable; const unfilledOrderInfo = ordersInfo[0]; expect(unfilledOrderInfo.orderHash).to.be.equal(expectedUnfilledOrderHash); expect(unfilledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( expectedUnfilledTakerAssetFilledAmount, ); expect(unfilledOrderInfo.orderStatus).to.be.equal(expectedUnfilledOrderStatus); const expectedPartialOrderHash = orderHashUtils.getOrderHashHex(partiallyFilledOrder); const expectedPartialTakerAssetFilledAmount = partiallyFilledOrder.takerAssetAmount.div(2); const expectedPartialOrderStatus = OrderStatus.Fillable; const partialOrderInfo = ordersInfo[1]; expect(partialOrderInfo.orderHash).to.be.equal(expectedPartialOrderHash); expect(partialOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( expectedPartialTakerAssetFilledAmount, ); expect(partialOrderInfo.orderStatus).to.be.equal(expectedPartialOrderStatus); const expectedFilledOrderHash = orderHashUtils.getOrderHashHex(fullyFilledOrder); const expectedFilledTakerAssetFilledAmount = fullyFilledOrder.takerAssetAmount; const expectedFilledOrderStatus = OrderStatus.FullyFilled; const filledOrderInfo = ordersInfo[2]; expect(filledOrderInfo.orderHash).to.be.equal(expectedFilledOrderHash); expect(filledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( expectedFilledTakerAssetFilledAmount, ); expect(filledOrderInfo.orderStatus).to.be.equal(expectedFilledOrderStatus); const expectedCancelledOrderHash = orderHashUtils.getOrderHashHex(cancelledOrder); const expectedCancelledTakerAssetFilledAmount = new BigNumber(0); const expectedCancelledOrderStatus = OrderStatus.Cancelled; const cancelledOrderInfo = ordersInfo[3]; expect(cancelledOrderInfo.orderHash).to.be.equal(expectedCancelledOrderHash); expect(cancelledOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( expectedCancelledTakerAssetFilledAmount, ); expect(cancelledOrderInfo.orderStatus).to.be.equal(expectedCancelledOrderStatus); const expectedExpiredOrderHash = orderHashUtils.getOrderHashHex(expiredOrder); const expectedExpiredTakerAssetFilledAmount = new BigNumber(0); const expectedExpiredOrderStatus = OrderStatus.Expired; const expiredOrderInfo = ordersInfo[4]; expect(expiredOrderInfo.orderHash).to.be.equal(expectedExpiredOrderHash); expect(expiredOrderInfo.orderTakerAssetFilledAmount).to.be.bignumber.equal( expectedExpiredTakerAssetFilledAmount, ); expect(expiredOrderInfo.orderStatus).to.be.equal(expectedExpiredOrderStatus); }); }); }); }); // tslint:disable-line:max-file-line-count