import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy'; import { artifacts as erc20Artifacts, DummyERC20TokenContract, WETH9Contract } from '@0x/contracts-erc20'; import { DummyERC721TokenContract } from '@0x/contracts-erc721'; import { artifacts as exchangeArtifacts, ExchangeContract, ExchangeWrapper } from '@0x/contracts-exchange'; import { blockchainTests, constants, ContractName, expect, getLatestBlockTimestampAsync, OrderFactory, sendTransactionResult, } from '@0x/contracts-test-utils'; import { assetDataUtils, ForwarderRevertErrors } from '@0x/order-utils'; import { BigNumber } from '@0x/utils'; import { Web3Wrapper } from '@0x/web3-wrapper'; import { TransactionReceiptWithDecodedLogs } from 'ethereum-types'; import { artifacts, ForwarderContract, ForwarderTestFactory, ForwarderWrapper } from '../src'; const DECIMALS_DEFAULT = 18; blockchainTests(ContractName.Forwarder, env => { let chainId: number; let makerAddress: string; let owner: string; let takerAddress: string; let orderFeeRecipientAddress: string; let forwarderFeeRecipientAddress: string; let defaultMakerAssetAddress: string; let wethAssetData: string; let weth: DummyERC20TokenContract; let erc20Token: DummyERC20TokenContract; let secondErc20Token: DummyERC20TokenContract; let erc721Token: DummyERC721TokenContract; let forwarderContract: ForwarderContract; let wethContract: WETH9Contract; let forwarderWrapper: ForwarderWrapper; let exchangeWrapper: ExchangeWrapper; let orderFactory: OrderFactory; let forwarderTestFactory: ForwarderTestFactory; let erc20Wrapper: ERC20Wrapper; let tx: TransactionReceiptWithDecodedLogs; let erc721MakerAssetIds: BigNumber[]; const gasPrice = new BigNumber(constants.DEFAULT_GAS_PRICE); before(async () => { await env.blockchainLifecycle.startAsync(); chainId = await env.getChainIdAsync(); const accounts = await env.getAccountAddressesAsync(); const usedAddresses = ([ owner, makerAddress, takerAddress, orderFeeRecipientAddress, forwarderFeeRecipientAddress, ] = accounts); const erc721Wrapper = new ERC721Wrapper(env.provider, usedAddresses, owner); erc20Wrapper = new ERC20Wrapper(env.provider, usedAddresses, owner); const numDummyErc20ToDeploy = 2; [erc20Token, secondErc20Token] = await erc20Wrapper.deployDummyTokensAsync( numDummyErc20ToDeploy, constants.DUMMY_TOKEN_DECIMALS, ); const erc20Proxy = await erc20Wrapper.deployProxyAsync(); await erc20Wrapper.setBalancesAndAllowancesAsync(); [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); const erc721Proxy = await erc721Wrapper.deployProxyAsync(); await erc721Wrapper.setBalancesAndAllowancesAsync(); const erc721Balances = await erc721Wrapper.getBalancesAsync(); erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; wethContract = await WETH9Contract.deployFrom0xArtifactAsync( erc20Artifacts.WETH9, env.provider, env.txDefaults, {}, ); weth = new DummyERC20TokenContract(wethContract.address, env.provider); erc20Wrapper.addDummyTokenContract(weth); wethAssetData = assetDataUtils.encodeERC20AssetData(wethContract.address); const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( exchangeArtifacts.Exchange, env.provider, env.txDefaults, {}, new BigNumber(chainId), ); exchangeWrapper = new ExchangeWrapper(exchangeInstance, env.provider); await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { from: owner, }); await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { from: owner, }); defaultMakerAssetAddress = erc20Token.address; const defaultTakerAssetAddress = wethContract.address; const defaultOrderParams = { makerAddress, feeRecipientAddress: orderFeeRecipientAddress, makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), makerAssetAmount: Web3Wrapper.toBaseUnitAmount(200, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(10, DECIMALS_DEFAULT), makerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), makerFee: Web3Wrapper.toBaseUnitAmount(0, DECIMALS_DEFAULT), takerFee: Web3Wrapper.toBaseUnitAmount(0, DECIMALS_DEFAULT), domain: { verifyingContract: exchangeInstance.address, chainId, }, }; const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; orderFactory = new OrderFactory(privateKey, defaultOrderParams); forwarderContract = await ForwarderContract.deployFrom0xArtifactAsync( artifacts.Forwarder, env.provider, env.txDefaults, {}, exchangeInstance.address, wethAssetData, ); forwarderWrapper = new ForwarderWrapper(forwarderContract, env.provider); await forwarderWrapper.approveMakerAssetProxyAsync(defaultOrderParams.makerAssetData, { from: takerAddress }); erc20Wrapper.addTokenOwnerAddress(forwarderContract.address); forwarderTestFactory = new ForwarderTestFactory( exchangeWrapper, forwarderWrapper, erc20Wrapper, forwarderContract.address, makerAddress, takerAddress, orderFeeRecipientAddress, forwarderFeeRecipientAddress, weth.address, gasPrice, ); }); blockchainTests.resets('constructor', () => { it('should revert if assetProxy is unregistered', async () => { const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( exchangeArtifacts.Exchange, env.provider, env.txDefaults, {}, new BigNumber(chainId), ); const deployForwarder = (ForwarderContract.deployFrom0xArtifactAsync( artifacts.Forwarder, env.provider, env.txDefaults, {}, exchangeInstance.address, wethAssetData, ) as any) as sendTransactionResult; await expect(deployForwarder).to.revertWith(new ForwarderRevertErrors.UnregisteredAssetProxyError()); }); }); blockchainTests.resets('marketSellOrdersWithEth without extra fees', () => { it('should fill a single order without a taker fee', async () => { const orderWithoutFee = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([orderWithoutFee], 0.78, erc20Token); }); it('should fill multiple orders without taker fees', async () => { const firstOrder = await orderFactory.newSignedOrderAsync(); const secondOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(285, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(21, DECIMALS_DEFAULT), }); const orders = [firstOrder, secondOrder]; await forwarderTestFactory.marketSellTestAsync(orders, 1.51, erc20Token); }); it('should fill a single order with a percentage fee', async () => { const orderWithPercentageFee = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), }); await forwarderTestFactory.marketSellTestAsync([orderWithPercentageFee], 0.58, erc20Token); }); it('should fill multiple orders with percentage fees', async () => { const firstOrder = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), }); const secondOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(190, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(31, DECIMALS_DEFAULT), takerFee: Web3Wrapper.toBaseUnitAmount(2, DECIMALS_DEFAULT), takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), }); const orders = [firstOrder, secondOrder]; await forwarderTestFactory.marketSellTestAsync(orders, 1.34, erc20Token); }); it('should fail to fill an order with a percentage fee if the asset proxy is not yet approved', async () => { const unapprovedAsset = assetDataUtils.encodeERC20AssetData(secondErc20Token.address); const order = await orderFactory.newSignedOrderAsync({ makerAssetData: unapprovedAsset, takerFee: Web3Wrapper.toBaseUnitAmount(2, DECIMALS_DEFAULT), takerFeeAssetData: unapprovedAsset, }); const ethValue = order.takerAssetAmount; const erc20Balances = await erc20Wrapper.getBalancesAsync(); const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); // Execute test case tx = await forwarderWrapper.marketSellOrdersWithEthAsync([order], { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const totalEthSpent = gasPrice.times(tx.gasUsed); // Validate test case expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress], ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress], ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address], ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('should fill a single order with a WETH fee', async () => { const orderWithWethFee = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: wethAssetData, }); await forwarderTestFactory.marketSellTestAsync([orderWithWethFee], 0.13, erc20Token); }); it('should fill multiple orders with WETH fees', async () => { const firstOrder = await orderFactory.newSignedOrderAsync({ takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: wethAssetData, }); const secondOrderWithWethFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(97, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(33, DECIMALS_DEFAULT), takerFee: Web3Wrapper.toBaseUnitAmount(2, DECIMALS_DEFAULT), takerFeeAssetData: wethAssetData, }); const orders = [firstOrder, secondOrderWithWethFee]; await forwarderTestFactory.marketSellTestAsync(orders, 1.25, erc20Token); }); it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => { const order = await orderFactory.newSignedOrderAsync(); const ethValue = order.takerAssetAmount.plus(2); const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); tx = await forwarderWrapper.marketSellOrdersWithEthAsync([order], { value: ethValue, from: takerAddress, }); const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); const totalEthSpent = order.takerAssetAmount.plus(gasPrice.times(tx.gasUsed)); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); }); it('should fail to fill orders with mismatched makerAssetData', async () => { const firstOrderMakerAssetData = assetDataUtils.encodeERC20AssetData(erc20Token.address); const firstOrder = await orderFactory.newSignedOrderAsync({ makerAssetData: firstOrderMakerAssetData, }); const secondOrderMakerAssetData = assetDataUtils.encodeERC20AssetData(secondErc20Token.address); const secondOrder = await orderFactory.newSignedOrderAsync({ makerAssetData: secondOrderMakerAssetData, }); const orders = [firstOrder, secondOrder]; const revertError = new ForwarderRevertErrors.MakerAssetMismatchError( firstOrderMakerAssetData, secondOrderMakerAssetData, ); await forwarderTestFactory.marketSellTestAsync(orders, 2, erc20Token, { revertError, }); }); it('should fail to fill an order with a fee denominated in an asset other than makerAsset or WETH', async () => { const makerAssetData = assetDataUtils.encodeERC20AssetData(erc20Token.address); const takerFeeAssetData = assetDataUtils.encodeERC20AssetData(secondErc20Token.address); const order = await orderFactory.newSignedOrderAsync({ makerAssetData, takerFeeAssetData, takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), }); const revertError = new ForwarderRevertErrors.UnsupportedFeeError(takerFeeAssetData); await forwarderTestFactory.marketSellTestAsync([order], 0.5, erc20Token, { revertError, }); }); it('should fill a partially-filled order without a taker fee', async () => { const order = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([order], 0.3, erc20Token); await forwarderTestFactory.marketSellTestAsync([order], 0.8, erc20Token); }); it('should skip over an order with an invalid maker asset amount', async () => { const unfillableOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: constants.ZERO_AMOUNT, }); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over an order with an invalid taker asset amount', async () => { const unfillableOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: constants.ZERO_AMOUNT, }); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over an expired order', async () => { const currentTimestamp = await getLatestBlockTimestampAsync(); const expiredOrder = await orderFactory.newSignedOrderAsync({ expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10), }); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([expiredOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over a fully filled order', async () => { const fullyFilledOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([fullyFilledOrder], 1, erc20Token); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([fullyFilledOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over a cancelled order', async () => { const cancelledOrder = await orderFactory.newSignedOrderAsync(); await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketSellTestAsync([cancelledOrder, fillableOrder], 1.5, erc20Token); }); }); blockchainTests.resets('marketSellOrdersWithEth with extra fees', () => { it('should fill the order and send fee to feeRecipient', async () => { const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(157, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(36, DECIMALS_DEFAULT), }); await forwarderTestFactory.marketSellTestAsync([order], 0.67, erc20Token, { forwarderFeePercentage: new BigNumber(2), }); }); it('should fail if the fee is set too high', async () => { const order = await orderFactory.newSignedOrderAsync(); const forwarderFeePercentage = new BigNumber(6); const revertError = new ForwarderRevertErrors.FeePercentageTooLargeError( ForwarderTestFactory.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, forwarderFeePercentage), ); await forwarderTestFactory.marketSellTestAsync([order], 0.5, erc20Token, { forwarderFeePercentage, revertError, }); }); }); blockchainTests.resets('marketBuyOrdersWithEth without extra fees', () => { it('should buy the exact amount of makerAsset in a single order', async () => { const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(131, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(20, DECIMALS_DEFAULT), }); await forwarderTestFactory.marketBuyTestAsync([order], 0.62, erc20Token); }); it('should buy the exact amount of makerAsset in multiple orders', async () => { const firstOrder = await orderFactory.newSignedOrderAsync(); const secondOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(77, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(11, DECIMALS_DEFAULT), }); const orders = [firstOrder, secondOrder]; await forwarderTestFactory.marketBuyTestAsync(orders, 1.96, erc20Token); }); it('should buy the exact amount of makerAsset and return excess ETH', async () => { const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(80, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(17, DECIMALS_DEFAULT), }); await forwarderTestFactory.marketBuyTestAsync([order], 0.57, erc20Token, { ethValueAdjustment: 2, }); }); it('should buy the exact amount of makerAsset from a single order with a WETH fee', async () => { const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(79, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(16, DECIMALS_DEFAULT), takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: wethAssetData, }); await forwarderTestFactory.marketBuyTestAsync([order], 0.38, erc20Token); }); it('should buy the exact amount of makerAsset from a single order with a percentage fee', async () => { const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(80, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(17, DECIMALS_DEFAULT), takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), }); await forwarderTestFactory.marketBuyTestAsync([order], 0.52, erc20Token); }); it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => { const order = await orderFactory.newSignedOrderAsync(); const revertError = new ForwarderRevertErrors.CompleteBuyFailedError( order.makerAssetAmount.times(0.5), constants.ZERO_AMOUNT, ); await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, { ethValueAdjustment: -2, revertError, }); }); it('should buy an ERC721 asset from a single order', async () => { const makerAssetId = erc721MakerAssetIds[0]; const erc721Order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), takerFeeAssetData: wethAssetData, }); await forwarderTestFactory.marketBuyTestAsync([erc721Order], 1, erc721Token, { makerAssetId, }); }); it('should buy an ERC721 asset and pay a WETH fee', async () => { const makerAssetId = erc721MakerAssetIds[0]; const erc721orderWithWethFee = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber(1), makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), takerFeeAssetData: wethAssetData, }); await forwarderTestFactory.marketBuyTestAsync([erc721orderWithWethFee], 1, erc721Token, { makerAssetId, }); }); it('should fail to fill an order with a fee denominated in an asset other than makerAsset or WETH', async () => { const makerAssetData = assetDataUtils.encodeERC20AssetData(erc20Token.address); const takerFeeAssetData = assetDataUtils.encodeERC20AssetData(secondErc20Token.address); const order = await orderFactory.newSignedOrderAsync({ makerAssetData, takerFeeAssetData, takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT), }); const revertError = new ForwarderRevertErrors.UnsupportedFeeError(takerFeeAssetData); await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, { revertError, }); }); it('should fill a partially-filled order without a taker fee', async () => { const order = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([order], 0.3, erc20Token); await forwarderTestFactory.marketBuyTestAsync([order], 0.8, erc20Token); }); it('should skip over an order with an invalid maker asset amount', async () => { const unfillableOrder = await orderFactory.newSignedOrderAsync({ makerAssetAmount: constants.ZERO_AMOUNT, }); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over an order with an invalid taker asset amount', async () => { const unfillableOrder = await orderFactory.newSignedOrderAsync({ takerAssetAmount: constants.ZERO_AMOUNT, }); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over an expired order', async () => { const currentTimestamp = await getLatestBlockTimestampAsync(); const expiredOrder = await orderFactory.newSignedOrderAsync({ expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10), }); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([expiredOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over a fully filled order', async () => { const fullyFilledOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([fullyFilledOrder], 1, erc20Token); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([fullyFilledOrder, fillableOrder], 1.5, erc20Token); }); it('should skip over a cancelled order', async () => { const cancelledOrder = await orderFactory.newSignedOrderAsync(); await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress); const fillableOrder = await orderFactory.newSignedOrderAsync(); await forwarderTestFactory.marketBuyTestAsync([cancelledOrder, fillableOrder], 1.5, erc20Token); }); it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => { // The 0x Protocol contracts round the exchange rate in favor of the Maker. // In this case, the taker must round up how much they're going to spend, which // in turn increases the amount of MakerAsset being purchased. // Example: // The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T. // For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset. // To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset. // However, the Taker can only spend whole units. // Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset. // Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset. // // The forwarding contract will opt for the second option, which overbuys, to ensure the taker // receives at least the amount of MakerAsset they requested. // // Construct test case using values from example above const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('30'), takerAssetAmount: new BigNumber('20'), makerAssetData: assetDataUtils.encodeERC20AssetData(erc20Token.address), takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const desiredMakerAssetFillAmount = new BigNumber('5'); const makerAssetFillAmount = new BigNumber('6'); const ethValue = new BigNumber('4'); const erc20Balances = await erc20Wrapper.getBalancesAsync(); const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync([order], desiredMakerAssetFillAmount, { value: ethValue, from: takerAddress, }); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => { // Order taken from a transaction on mainnet that failed due to a rounding error. const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: new BigNumber('268166666666666666666'), takerAssetAmount: new BigNumber('219090625878836371'), makerAssetData: assetDataUtils.encodeERC20AssetData(erc20Token.address), takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address), makerFee: new BigNumber(0), takerFee: new BigNumber(0), }); const erc20Balances = await erc20Wrapper.getBalancesAsync(); const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); // The taker will receive more than the desired amount of makerAsset due to rounding const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000'); const ethValue = new BigNumber('4084971271824171'); const makerAssetFillAmount = ethValue .times(order.makerAssetAmount) .dividedToIntegerBy(order.takerAssetAmount); // Execute test case tx = await forwarderWrapper.marketBuyOrdersWithEthAsync([order], desiredMakerAssetFillAmount, { value: ethValue, from: takerAddress, }); // Fetch end balances and construct expected outputs const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress); const forwarderEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(forwarderContract.address); const newBalances = await erc20Wrapper.getBalancesAsync(); const primaryTakerAssetFillAmount = ethValue; const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed)); // Validate test case expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount); expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent)); expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount), ); expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount), ); expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal( erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount), ); expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal( constants.ZERO_AMOUNT, ); expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); }); blockchainTests.resets('marketBuyOrdersWithEth with extra fees', () => { it('should buy the asset and send fee to feeRecipient', async () => { const order = await orderFactory.newSignedOrderAsync({ makerAssetAmount: Web3Wrapper.toBaseUnitAmount(125, DECIMALS_DEFAULT), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(11, DECIMALS_DEFAULT), }); await forwarderTestFactory.marketBuyTestAsync([order], 0.33, erc20Token, { forwarderFeePercentage: new BigNumber(2), }); }); it('should fail if the fee is set too high', async () => { const order = await orderFactory.newSignedOrderAsync(); const revertError = new ForwarderRevertErrors.FeePercentageTooLargeError( ForwarderTestFactory.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, new BigNumber(6)), ); await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, { forwarderFeePercentage: new BigNumber(6), revertError, }); }); it('should fail if there is not enough ETH remaining to pay the fee', async () => { const order = await orderFactory.newSignedOrderAsync(); const forwarderFeePercentage = new BigNumber(2); const ethFee = ForwarderTestFactory.getPercentageOfValue( order.takerAssetAmount.times(0.5), forwarderFeePercentage, ); const revertError = new ForwarderRevertErrors.InsufficientEthForFeeError(ethFee, ethFee.minus(1)); // -2 to compensate for the extra 1 wei added in ForwarderTestFactory to account for rounding await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, { ethValueAdjustment: -2, forwarderFeePercentage, revertError, }); }); }); }); // tslint:disable:max-file-line-count // tslint:enable:no-unnecessary-type-assertion