362 lines
18 KiB
TypeScript
362 lines
18 KiB
TypeScript
import { 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 { 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 { Order } from '../../util/order';
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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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chaiSetup.configure();
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const expect = chai.expect;
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const web3 = web3Factory.create();
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const web3Wrapper = new Web3Wrapper(web3.currentProvider);
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const blockchainLifecycle = new BlockchainLifecycle();
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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: Web3.ContractInstance;
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let dgd: Web3.ContractInstance;
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let zrx: Web3.ContractInstance;
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let exchange: Web3.ContractInstance;
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let tokenRegistry: Web3.ContractInstance;
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let tokenTransferProxy: Web3.ContractInstance;
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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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[rep, dgd, zrx] = await Promise.all([
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deployer.deployAsync(ContractName.DummyToken),
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deployer.deployAsync(ContractName.DummyToken),
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deployer.deployAsync(ContractName.DummyToken),
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]);
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tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry);
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tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
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exchange = await deployer.deployAsync(ContractName.Exchange, [zrx.address, tokenTransferProxy.address]);
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await tokenTransferProxy.addAuthorizedAddress(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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makerToken: rep.address,
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takerToken: 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(web3Wrapper, 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(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
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rep.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
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rep.setBalance(maker, INIT_BAL, { from: tokenOwner }),
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rep.setBalance(taker, INIT_BAL, { from: tokenOwner }),
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dgd.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
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dgd.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
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dgd.setBalance(maker, INIT_BAL, { from: tokenOwner }),
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dgd.setBalance(taker, INIT_BAL, { from: tokenOwner }),
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zrx.approve(tokenTransferProxy.address, INIT_ALLOW, { from: maker }),
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zrx.approve(tokenTransferProxy.address, INIT_ALLOW, { from: taker }),
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zrx.setBalance(maker, INIT_BAL, { from: tokenOwner }),
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zrx.setBalance(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 order = 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 = order.params.takerTokenAmount.div(2);
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await exWrapper.fillOrKillOrderAsync(order, 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(order.params.makerTokenAmount)
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.dividedToIntegerBy(order.params.takerTokenAmount);
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const makerFee = order.params.makerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(order.params.makerTokenAmount);
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const takerFee = order.params.takerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(order.params.makerTokenAmount);
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expect(newBalances[maker][order.params.makerToken]).to.be.bignumber.equal(
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balances[maker][order.params.makerToken].minus(fillMakerTokenAmount),
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);
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expect(newBalances[maker][order.params.takerToken]).to.be.bignumber.equal(
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balances[maker][order.params.takerToken].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][order.params.takerToken]).to.be.bignumber.equal(
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balances[taker][order.params.takerToken].minus(fillTakerTokenAmount),
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);
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expect(newBalances[taker][order.params.makerToken]).to.be.bignumber.equal(
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balances[taker][order.params.makerToken].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 order is expired', async () => {
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const order = await orderFactory.newSignedOrderAsync({
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expirationTimestampInSec: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
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});
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return expect(exWrapper.fillOrKillOrderAsync(order, 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 order = await orderFactory.newSignedOrderAsync();
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const from = taker;
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await exWrapper.fillOrderAsync(order, from, {
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fillTakerTokenAmount: order.params.takerTokenAmount.div(2),
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});
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return expect(exWrapper.fillOrKillOrderAsync(order, 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 orders: Order[];
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beforeEach(async () => {
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orders = 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 makerToken = rep.address;
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const takerToken = dgd.address;
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orders.forEach(order => {
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const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
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const fillMakerTokenAmount = fillTakerTokenAmount
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.times(order.params.makerTokenAmount)
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.dividedToIntegerBy(order.params.takerTokenAmount);
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const makerFee = order.params.makerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(order.params.makerTokenAmount);
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const takerFee = order.params.takerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(order.params.makerTokenAmount);
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fillTakerTokenAmounts.push(fillTakerTokenAmount);
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balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
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balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
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balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
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balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
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balances[taker][takerToken] = balances[taker][takerToken].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(orders, 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 makerToken = rep.address;
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const takerToken = dgd.address;
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orders.forEach(order => {
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const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
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const fillMakerTokenAmount = fillTakerTokenAmount
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.times(order.params.makerTokenAmount)
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.dividedToIntegerBy(order.params.takerTokenAmount);
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const makerFee = order.params.makerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(order.params.makerTokenAmount);
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const takerFee = order.params.takerFee
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.times(fillMakerTokenAmount)
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.dividedToIntegerBy(order.params.makerTokenAmount);
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fillTakerTokenAmounts.push(fillTakerTokenAmount);
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balances[maker][makerToken] = balances[maker][makerToken].minus(fillMakerTokenAmount);
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balances[maker][takerToken] = balances[maker][takerToken].add(fillTakerTokenAmount);
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balances[maker][zrx.address] = balances[maker][zrx.address].minus(makerFee);
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balances[taker][makerToken] = balances[taker][makerToken].add(fillMakerTokenAmount);
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balances[taker][takerToken] = balances[taker][takerToken].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(orders, 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 order does not fill the expected amount', async () => {
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const fillTakerTokenAmounts: BigNumber[] = [];
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orders.forEach(order => {
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const fillTakerTokenAmount = order.params.takerTokenAmount.div(2);
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fillTakerTokenAmounts.push(fillTakerTokenAmount);
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});
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await exWrapper.fillOrKillOrderAsync(orders[0], taker);
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return expect(
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exWrapper.batchFillOrKillOrdersAsync(orders, 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 = orders[0].params.takerTokenAmount.plus(
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orders[1].params.takerTokenAmount.div(2),
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);
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await exWrapper.fillOrdersUpToAsync(orders, 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 = orders[0].params.makerTokenAmount.add(
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orders[1].params.makerTokenAmount.dividedToIntegerBy(2),
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);
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const makerFee = orders[0].params.makerFee.add(orders[1].params.makerFee.dividedToIntegerBy(2));
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const takerFee = orders[0].params.takerFee.add(orders[1].params.takerFee.dividedToIntegerBy(2));
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expect(newBalances[maker][orders[0].params.makerToken]).to.be.bignumber.equal(
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balances[maker][orders[0].params.makerToken].minus(fillMakerTokenAmount),
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);
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expect(newBalances[maker][orders[0].params.takerToken]).to.be.bignumber.equal(
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balances[maker][orders[0].params.takerToken].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][orders[0].params.takerToken]).to.be.bignumber.equal(
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balances[taker][orders[0].params.takerToken].minus(fillTakerTokenAmount),
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);
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expect(newBalances[taker][orders[0].params.makerToken]).to.be.bignumber.equal(
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balances[taker][orders[0].params.makerToken].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 orders if cannot fill entire fillTakerTokenAmount', async () => {
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const fillTakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
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orders.forEach(order => {
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balances[maker][order.params.makerToken] = balances[maker][order.params.makerToken].minus(
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order.params.makerTokenAmount,
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);
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balances[maker][order.params.takerToken] = balances[maker][order.params.takerToken].add(
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order.params.takerTokenAmount,
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);
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balances[maker][zrx.address] = balances[maker][zrx.address].minus(order.params.makerFee);
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balances[taker][order.params.makerToken] = balances[taker][order.params.makerToken].add(
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order.params.makerTokenAmount,
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);
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balances[taker][order.params.takerToken] = balances[taker][order.params.takerToken].minus(
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order.params.takerTokenAmount,
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);
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balances[taker][zrx.address] = balances[taker][zrx.address].minus(order.params.takerFee);
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balances[feeRecipient][zrx.address] = balances[feeRecipient][zrx.address].add(
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order.params.makerFee.add(order.params.takerFee),
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);
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});
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await exWrapper.fillOrdersUpToAsync(orders, 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 order does not use the same takerToken', async () => {
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orders = await Promise.all([
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orderFactory.newSignedOrderAsync(),
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orderFactory.newSignedOrderAsync({ takerToken: zrx.address }),
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orderFactory.newSignedOrderAsync(),
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]);
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return expect(
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exWrapper.fillOrdersUpToAsync(orders, 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 orders', async () => {
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const cancelTakerTokenAmounts = _.map(orders, order => order.params.takerTokenAmount);
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await exWrapper.batchCancelOrdersAsync(orders, maker, {
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cancelTakerTokenAmounts,
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});
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await exWrapper.batchFillOrdersAsync(orders, 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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