2019-08-19 11:13:21 -07:00

1376 lines
75 KiB
TypeScript

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();
await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, {
takerAssetFillAmount: signedOrder.takerAssetAmount.div(2),
});
const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder);
const expectedError = new ExchangeRevertErrors.IncompleteFillError(orderHashHex);
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('marketSellOrders', () => {
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.marketSellOrders.callAsync(
signedOrders,
takerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketSellOrdersAsync(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.marketSellOrders.callAsync(
signedOrders,
takerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketSellOrdersAsync(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.marketSellOrders.callAsync(
signedOrders,
takerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketSellOrdersAsync(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('marketBuyOrders', () => {
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.marketBuyOrders.callAsync(
signedOrders,
makerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketBuyOrdersAsync(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.marketBuyOrders.callAsync(
signedOrders,
makerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketBuyOrdersAsync(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.marketBuyOrders.callAsync(
signedOrders,
makerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketBuyOrdersAsync(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