386 lines
20 KiB
TypeScript
386 lines
20 KiB
TypeScript
import { SignedOrder, ZeroEx } from '0x.js';
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import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
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import { BigNumber } from '@0xproject/utils';
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import { Web3Wrapper } from '@0xproject/web3-wrapper';
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import * as chai from 'chai';
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import * as _ from 'lodash';
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import * as Web3 from 'web3';
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import { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token';
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import {
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ExchangeContract,
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LogCancelContractEventArgs,
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LogErrorContractEventArgs,
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LogFillContractEventArgs,
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} from '../../src/contract_wrappers/generated/exchange';
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import { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry';
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import { TokenTransferProxyContract } from '../../src/contract_wrappers/generated/token_transfer_proxy';
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import { Balances } from '../../util/balances';
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import { constants } from '../../util/constants';
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import { ExchangeWrapper } from '../../util/exchange_wrapper';
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import { OrderFactory } from '../../util/order_factory';
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import { BalancesByOwner, ContractName } from '../../util/types';
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import { chaiSetup } from '../utils/chai_setup';
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import { deployer } from '../utils/deployer';
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import { web3, web3Wrapper } from '../utils/web3_wrapper';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
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describe('Exchange', () => {
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let maker: string;
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let tokenOwner: string;
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let taker: string;
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let feeRecipient: string;
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const INIT_BAL = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
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const INIT_ALLOW = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
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let rep: DummyTokenContract;
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let dgd: DummyTokenContract;
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let zrx: DummyTokenContract;
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let exchange: ExchangeContract;
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let tokenRegistry: TokenRegistryContract;
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let tokenTransferProxy: TokenTransferProxyContract;
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let balances: BalancesByOwner;
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let exWrapper: ExchangeWrapper;
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let dmyBalances: Balances;
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let orderFactory: OrderFactory;
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before(async () => {
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const accounts = await web3Wrapper.getAvailableAddressesAsync();
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tokenOwner = accounts[0];
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[maker, taker, feeRecipient] = accounts;
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const [repInstance, dgdInstance, zrxInstance] = await Promise.all([
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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]);
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rep = new DummyTokenContract(web3Wrapper, repInstance.abi, repInstance.address);
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dgd = new DummyTokenContract(web3Wrapper, dgdInstance.abi, dgdInstance.address);
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zrx = new DummyTokenContract(web3Wrapper, zrxInstance.abi, zrxInstance.address);
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const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry);
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tokenRegistry = new TokenRegistryContract(
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web3Wrapper,
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tokenRegistryInstance.abi,
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tokenRegistryInstance.address,
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);
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const tokenTransferProxyInstance = await deployer.deployAsync(ContractName.TokenTransferProxy);
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tokenTransferProxy = new TokenTransferProxyContract(
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web3Wrapper,
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tokenTransferProxyInstance.abi,
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tokenTransferProxyInstance.address,
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);
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const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
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zrx.address,
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tokenTransferProxy.address,
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]);
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exchange = new ExchangeContract(web3Wrapper, exchangeInstance.abi, exchangeInstance.address);
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await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: accounts[0] });
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const zeroEx = new ZeroEx(web3.currentProvider, { networkId: constants.TESTRPC_NETWORK_ID });
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exWrapper = new ExchangeWrapper(exchange, zeroEx);
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const defaultOrderParams = {
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exchangeContractAddress: exchange.address,
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maker,
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feeRecipient,
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makerTokenAddress: rep.address,
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takerTokenAddress: dgd.address,
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makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
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takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
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makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
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takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
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};
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orderFactory = new OrderFactory(zeroEx, defaultOrderParams);
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dmyBalances = new Balances([rep, dgd, zrx], [maker, taker, feeRecipient]);
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await Promise.all([
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rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
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rep.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
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rep.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }),
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rep.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }),
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dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
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dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
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dgd.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }),
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dgd.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }),
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zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
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zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
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zrx.setBalance.sendTransactionAsync(maker, INIT_BAL, { from: tokenOwner }),
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zrx.setBalance.sendTransactionAsync(taker, INIT_BAL, { from: tokenOwner }),
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]);
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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});
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afterEach(async () => {
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await blockchainLifecycle.revertAsync();
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});
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describe('fillOrKillOrder', () => {
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beforeEach(async () => {
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balances = await dmyBalances.getAsync();
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});
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it('should transfer the correct amounts', async () => {
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const signedOrder = await orderFactory.newSignedOrderAsync({
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makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
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takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
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});
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const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2);
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await exWrapper.fillOrKillOrderAsync(signedOrder, taker, {
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fillTakerTokenAmount,
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});
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const newBalances = await dmyBalances.getAsync();
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const fillMakerTokenAmount = fillTakerTokenAmount
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.times(signedOrder.makerTokenAmount)
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.dividedToIntegerBy(signedOrder.takerTokenAmount);
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const makerFee = signedOrder.makerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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const takerFee = signedOrder.takerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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expect(newBalances[maker][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
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balances[maker][signedOrder.makerTokenAddress].minus(fillMakerTokenAmount),
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);
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expect(newBalances[maker][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
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balances[maker][signedOrder.takerTokenAddress].add(fillTakerTokenAmount),
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);
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expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(balances[maker][zrx.address].minus(makerFee));
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expect(newBalances[taker][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
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balances[taker][signedOrder.takerTokenAddress].minus(fillTakerTokenAmount),
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);
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expect(newBalances[taker][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
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balances[taker][signedOrder.makerTokenAddress].add(fillMakerTokenAmount),
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);
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expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(balances[taker][zrx.address].minus(takerFee));
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expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
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balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)),
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);
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});
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it('should throw if an signedOrder is expired', async () => {
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const signedOrder = await orderFactory.newSignedOrderAsync({
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expirationUnixTimestampSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
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});
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return expect(exWrapper.fillOrKillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT);
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});
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it('should throw if entire fillTakerTokenAmount not filled', async () => {
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const signedOrder = await orderFactory.newSignedOrderAsync();
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const from = taker;
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await exWrapper.fillOrderAsync(signedOrder, from, {
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fillTakerTokenAmount: signedOrder.takerTokenAmount.div(2),
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});
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return expect(exWrapper.fillOrKillOrderAsync(signedOrder, taker)).to.be.rejectedWith(constants.REVERT);
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});
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});
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describe('batch functions', () => {
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let signedOrders: SignedOrder[];
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beforeEach(async () => {
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signedOrders = await Promise.all([
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orderFactory.newSignedOrderAsync(),
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orderFactory.newSignedOrderAsync(),
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orderFactory.newSignedOrderAsync(),
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]);
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balances = await dmyBalances.getAsync();
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});
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describe('batchFillOrders', () => {
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it('should transfer the correct amounts', async () => {
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const fillTakerTokenAmounts: BigNumber[] = [];
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const makerTokenAddress = rep.address;
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const takerTokenAddress = dgd.address;
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signedOrders.forEach(signedOrder => {
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const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2);
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const fillMakerTokenAmount = fillTakerTokenAmount
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.times(signedOrder.makerTokenAmount)
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.dividedToIntegerBy(signedOrder.takerTokenAmount);
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const makerFee = signedOrder.makerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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const takerFee = signedOrder.takerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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fillTakerTokenAmounts.push(fillTakerTokenAmount);
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balances[maker][makerTokenAddress] = balances[maker][makerTokenAddress].minus(fillMakerTokenAmount);
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balances[maker][takerTokenAddress] = balances[maker][takerTokenAddress].add(fillTakerTokenAmount);
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balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
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balances[taker][makerTokenAddress] = balances[taker][makerTokenAddress].add(fillMakerTokenAmount);
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balances[taker][takerTokenAddress] = balances[taker][takerTokenAddress].minus(fillTakerTokenAmount);
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balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
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balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
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makerFee.add(takerFee),
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);
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});
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await exWrapper.batchFillOrdersAsync(signedOrders, taker, {
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fillTakerTokenAmounts,
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});
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const newBalances = await dmyBalances.getAsync();
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expect(newBalances).to.be.deep.equal(balances);
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});
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});
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describe('batchFillOrKillOrders', () => {
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it('should transfer the correct amounts', async () => {
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const fillTakerTokenAmounts: BigNumber[] = [];
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const makerTokenAddress = rep.address;
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const takerTokenAddress = dgd.address;
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signedOrders.forEach(signedOrder => {
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const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2);
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const fillMakerTokenAmount = fillTakerTokenAmount
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.times(signedOrder.makerTokenAmount)
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.dividedToIntegerBy(signedOrder.takerTokenAmount);
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const makerFee = signedOrder.makerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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const takerFee = signedOrder.takerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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fillTakerTokenAmounts.push(fillTakerTokenAmount);
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balances[maker][makerTokenAddress] = balances[maker][makerTokenAddress].minus(fillMakerTokenAmount);
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balances[maker][takerTokenAddress] = balances[maker][takerTokenAddress].add(fillTakerTokenAmount);
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balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
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balances[taker][makerTokenAddress] = balances[taker][makerTokenAddress].add(fillMakerTokenAmount);
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balances[taker][takerTokenAddress] = balances[taker][takerTokenAddress].minus(fillTakerTokenAmount);
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balances[taker][zrx.address] = balances[taker][zrx.address].minus(takerFee);
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balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
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makerFee.add(takerFee),
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);
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});
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await exWrapper.batchFillOrKillOrdersAsync(signedOrders, taker, {
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fillTakerTokenAmounts,
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});
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const newBalances = await dmyBalances.getAsync();
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expect(newBalances).to.be.deep.equal(balances);
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});
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it('should throw if a single signedOrder does not fill the expected amount', async () => {
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const fillTakerTokenAmounts: BigNumber[] = [];
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signedOrders.forEach(signedOrder => {
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const fillTakerTokenAmount = signedOrder.takerTokenAmount.div(2);
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fillTakerTokenAmounts.push(fillTakerTokenAmount);
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});
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await exWrapper.fillOrKillOrderAsync(signedOrders[0], taker);
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return expect(
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exWrapper.batchFillOrKillOrdersAsync(signedOrders, taker, {
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fillTakerTokenAmounts,
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}),
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).to.be.rejectedWith(constants.REVERT);
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});
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});
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describe('fillOrdersUpTo', () => {
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it('should stop when the entire fillTakerTokenAmount is filled', async () => {
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const fillTakerTokenAmount = signedOrders[0].takerTokenAmount.plus(
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signedOrders[1].takerTokenAmount.div(2),
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);
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await exWrapper.fillOrdersUpToAsync(signedOrders, taker, {
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fillTakerTokenAmount,
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});
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const newBalances = await dmyBalances.getAsync();
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const fillMakerTokenAmount = signedOrders[0].makerTokenAmount.add(
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signedOrders[1].makerTokenAmount.dividedToIntegerBy(2),
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);
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const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
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const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
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expect(newBalances[maker][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
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balances[maker][signedOrders[0].makerTokenAddress].minus(fillMakerTokenAmount),
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);
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expect(newBalances[maker][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
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balances[maker][signedOrders[0].takerTokenAddress].add(fillTakerTokenAmount),
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);
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expect(newBalances[maker][zrx.address]).to.be.bignumber.equal(
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balances[maker][zrx.address].minus(makerFee),
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);
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expect(newBalances[taker][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
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balances[taker][signedOrders[0].takerTokenAddress].minus(fillTakerTokenAmount),
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);
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expect(newBalances[taker][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
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balances[taker][signedOrders[0].makerTokenAddress].add(fillMakerTokenAmount),
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);
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expect(newBalances[taker][zrx.address]).to.be.bignumber.equal(
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balances[taker][zrx.address].minus(takerFee),
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);
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expect(newBalances[feeRecipient][zrx.address]).to.be.bignumber.equal(
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balances[feeRecipient][zrx.address].add(makerFee.add(takerFee)),
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);
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});
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it('should fill all signedOrders if cannot fill entire fillTakerTokenAmount', async () => {
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const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
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signedOrders.forEach(signedOrder => {
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balances[maker][signedOrder.makerTokenAddress] = balances[maker][
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signedOrder.makerTokenAddress
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].minus(signedOrder.makerTokenAmount);
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balances[maker][signedOrder.takerTokenAddress] = balances[maker][signedOrder.takerTokenAddress].add(
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signedOrder.takerTokenAmount,
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);
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balances[maker][zrx.address] = balances[maker][zrx.address].minus(signedOrder.makerFee);
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balances[taker][signedOrder.makerTokenAddress] = balances[taker][signedOrder.makerTokenAddress].add(
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signedOrder.makerTokenAmount,
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);
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balances[taker][signedOrder.takerTokenAddress] = balances[taker][
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signedOrder.takerTokenAddress
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].minus(signedOrder.takerTokenAmount);
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balances[taker][zrx.address] = balances[taker][zrx.address].minus(signedOrder.takerFee);
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balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
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signedOrder.makerFee.add(signedOrder.takerFee),
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);
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});
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await exWrapper.fillOrdersUpToAsync(signedOrders, taker, {
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fillTakerTokenAmount,
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});
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const newBalances = await dmyBalances.getAsync();
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expect(newBalances).to.be.deep.equal(balances);
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});
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it('should throw when an signedOrder does not use the same takerTokenAddress', async () => {
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signedOrders = await Promise.all([
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orderFactory.newSignedOrderAsync(),
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orderFactory.newSignedOrderAsync({ takerTokenAddress: zrx.address }),
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orderFactory.newSignedOrderAsync(),
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]);
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return expect(
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exWrapper.fillOrdersUpToAsync(signedOrders, taker, {
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fillTakerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
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}),
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).to.be.rejectedWith(constants.REVERT);
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});
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});
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describe('batchCancelOrders', () => {
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it('should be able to cancel multiple signedOrders', async () => {
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const cancelTakerTokenAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount);
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await exWrapper.batchCancelOrdersAsync(signedOrders, maker, {
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cancelTakerTokenAmounts,
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});
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await exWrapper.batchFillOrdersAsync(signedOrders, taker, {
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fillTakerTokenAmounts: cancelTakerTokenAmounts,
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});
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const newBalances = await dmyBalances.getAsync();
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expect(balances).to.be.deep.equal(newBalances);
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});
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});
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});
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});
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