997 lines
54 KiB
TypeScript
997 lines
54 KiB
TypeScript
import { BlockchainLifecycle } from '@0xproject/dev-utils';
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import { assetProxyUtils } from '@0xproject/order-utils';
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import { AssetProxyId, SignedOrder } from '@0xproject/types';
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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 'make-promises-safe';
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import { DummyERC20TokenContract } from '../../src/generated_contract_wrappers/generated/dummy_e_r_c20_token';
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import { DummyERC721TokenContract } from '../../src/generated_contract_wrappers/generated/dummy_e_r_c721_token';
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import { ERC20ProxyContract } from '../../src/generated_contract_wrappers/generated/e_r_c20_proxy';
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import { ERC721ProxyContract } from '../../src/generated_contract_wrappers/generated/e_r_c721_proxy';
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import { ExchangeContract } from '../../src/generated_contract_wrappers/generated/exchange';
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import { artifacts } from '../../src/utils/artifacts';
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import { expectRevertOrAlwaysFailingTransactionAsync } from '../../src/utils/assertions';
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import { chaiSetup } from '../../src/utils/chai_setup';
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import { constants } from '../../src/utils/constants';
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import { ERC20Wrapper } from '../../src/utils/erc20_wrapper';
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import { ERC721Wrapper } from '../../src/utils/erc721_wrapper';
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import { ExchangeWrapper } from '../../src/utils/exchange_wrapper';
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import { OrderFactory } from '../../src/utils/order_factory';
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import { ERC20BalancesByOwner } from '../../src/utils/types';
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import { provider, txDefaults, web3Wrapper } from '../../src/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 wrappers', () => {
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let makerAddress: string;
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let owner: string;
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let takerAddress: string;
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let feeRecipientAddress: string;
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let erc20TokenA: DummyERC20TokenContract;
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let erc20TokenB: DummyERC20TokenContract;
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let zrxToken: DummyERC20TokenContract;
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let erc721Token: DummyERC721TokenContract;
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let exchange: ExchangeContract;
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let erc20Proxy: ERC20ProxyContract;
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let erc721Proxy: ERC721ProxyContract;
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let exchangeWrapper: ExchangeWrapper;
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let erc20Wrapper: ERC20Wrapper;
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let erc721Wrapper: ERC721Wrapper;
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let erc20Balances: ERC20BalancesByOwner;
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let orderFactory: OrderFactory;
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let erc721MakerAssetId: BigNumber;
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let erc721TakerAssetId: BigNumber;
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let defaultMakerAssetAddress: string;
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let defaultTakerAssetAddress: string;
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before(async () => {
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await blockchainLifecycle.startAsync();
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});
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after(async () => {
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await blockchainLifecycle.revertAsync();
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});
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before(async () => {
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const accounts = await web3Wrapper.getAvailableAddressesAsync();
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const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts);
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erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
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erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
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[erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync();
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erc20Proxy = await erc20Wrapper.deployProxyAsync();
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await erc20Wrapper.setBalancesAndAllowancesAsync();
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[erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
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erc721Proxy = await erc721Wrapper.deployProxyAsync();
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await erc721Wrapper.setBalancesAndAllowancesAsync();
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const erc721Balances = await erc721Wrapper.getBalancesAsync();
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erc721MakerAssetId = erc721Balances[makerAddress][erc721Token.address][0];
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erc721TakerAssetId = erc721Balances[takerAddress][erc721Token.address][0];
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exchange = await ExchangeContract.deployFrom0xArtifactAsync(
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artifacts.Exchange,
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provider,
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txDefaults,
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assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
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);
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exchangeWrapper = new ExchangeWrapper(exchange, provider);
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await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, owner);
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await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, owner);
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await web3Wrapper.awaitTransactionSuccessAsync(
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await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, {
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from: owner,
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}),
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constants.AWAIT_TRANSACTION_MINED_MS,
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);
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await web3Wrapper.awaitTransactionSuccessAsync(
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await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, {
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from: owner,
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}),
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constants.AWAIT_TRANSACTION_MINED_MS,
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);
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defaultMakerAssetAddress = erc20TokenA.address;
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defaultTakerAssetAddress = erc20TokenB.address;
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const defaultOrderParams = {
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...constants.STATIC_ORDER_PARAMS,
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exchangeAddress: exchange.address,
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makerAddress,
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feeRecipientAddress,
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makerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultMakerAssetAddress),
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takerAssetData: assetProxyUtils.encodeERC20ProxyData(defaultTakerAssetAddress),
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};
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const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
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orderFactory = new OrderFactory(privateKey, defaultOrderParams);
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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erc20Balances = await erc20Wrapper.getBalancesAsync();
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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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it('should transfer the correct amounts', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18),
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});
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const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
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await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
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takerAssetFillAmount,
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});
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const makerAssetFilledAmount = takerAssetFillAmount
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.times(signedOrder.makerAssetAmount)
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.dividedToIntegerBy(signedOrder.takerAssetAmount);
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const makerFee = signedOrder.makerFee
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.times(makerAssetFilledAmount)
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.dividedToIntegerBy(signedOrder.makerAssetAmount);
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const takerFee = signedOrder.takerFee
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.times(makerAssetFilledAmount)
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.dividedToIntegerBy(signedOrder.makerAssetAmount);
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
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);
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expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
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);
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expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
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);
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expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount),
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);
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expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
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erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
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);
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expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
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erc20Balances[feeRecipientAddress][zrxToken.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 = orderFactory.newSignedOrder({
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expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
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});
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return expectRevertOrAlwaysFailingTransactionAsync(
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exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress),
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);
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});
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it('should throw if entire takerAssetFillAmount not filled', async () => {
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const signedOrder = orderFactory.newSignedOrder();
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await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, {
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takerAssetFillAmount: signedOrder.takerAssetAmount.div(2),
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});
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return expectRevertOrAlwaysFailingTransactionAsync(
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exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress),
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);
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});
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});
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describe('fillOrderNoThrow', () => {
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it('should transfer the correct amounts', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18),
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});
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const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
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takerAssetFillAmount,
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// HACK(albrow): We need to hardcode the gas estimate here because
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// the Geth gas estimator doesn't work with the way we use
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// delegatecall and swallow errors.
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gas: 250000,
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});
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const makerAssetFilledAmount = takerAssetFillAmount
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.times(signedOrder.makerAssetAmount)
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.dividedToIntegerBy(signedOrder.takerAssetAmount);
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const makerFee = signedOrder.makerFee
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.times(makerAssetFilledAmount)
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.dividedToIntegerBy(signedOrder.makerAssetAmount);
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const takerFee = signedOrder.takerFee
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.times(makerAssetFilledAmount)
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.dividedToIntegerBy(signedOrder.makerAssetAmount);
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
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);
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expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
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);
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expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][zrxToken.address].minus(makerFee),
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);
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expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount),
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);
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expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
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erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
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);
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expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
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erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(takerFee)),
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);
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});
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it('should not change erc20Balances if maker erc20Balances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18),
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});
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if taker erc20Balances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18),
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});
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if maker allowances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder();
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await web3Wrapper.awaitTransactionSuccessAsync(
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await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
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from: makerAddress,
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}),
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constants.AWAIT_TRANSACTION_MINED_MS,
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);
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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await web3Wrapper.awaitTransactionSuccessAsync(
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await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, {
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from: makerAddress,
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}),
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constants.AWAIT_TRANSACTION_MINED_MS,
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);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if taker allowances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder();
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await web3Wrapper.awaitTransactionSuccessAsync(
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await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
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from: takerAddress,
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}),
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constants.AWAIT_TRANSACTION_MINED_MS,
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);
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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await web3Wrapper.awaitTransactionSuccessAsync(
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await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, constants.INITIAL_ERC20_ALLOWANCE, {
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from: takerAddress,
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}),
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constants.AWAIT_TRANSACTION_MINED_MS,
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);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker balance', async () => {
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const makerZRXBalance = new BigNumber(erc20Balances[makerAddress][zrxToken.address]);
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const signedOrder = orderFactory.newSignedOrder({
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makerAssetAmount: makerZRXBalance,
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makerFee: new BigNumber(1),
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makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
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});
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if makerAssetAddress is ZRX, makerAssetAmount + makerFee > maker allowance', async () => {
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const makerZRXAllowance = await zrxToken.allowance.callAsync(makerAddress, erc20Proxy.address);
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const signedOrder = orderFactory.newSignedOrder({
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makerAssetAmount: new BigNumber(makerZRXAllowance),
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makerFee: new BigNumber(1),
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makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
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});
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker balance', async () => {
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const takerZRXBalance = new BigNumber(erc20Balances[takerAddress][zrxToken.address]);
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const signedOrder = orderFactory.newSignedOrder({
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takerAssetAmount: takerZRXBalance,
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takerFee: new BigNumber(1),
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takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
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});
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should not change erc20Balances if takerAssetAddress is ZRX, takerAssetAmount + takerFee > taker allowance', async () => {
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const takerZRXAllowance = await zrxToken.allowance.callAsync(takerAddress, erc20Proxy.address);
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const signedOrder = orderFactory.newSignedOrder({
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takerAssetAmount: new BigNumber(takerZRXAllowance),
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takerFee: new BigNumber(1),
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takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
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});
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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expect(newBalances).to.be.deep.equal(erc20Balances);
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});
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it('should successfully exchange ERC721 tokens', async () => {
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// Construct Exchange parameters
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const makerAssetId = erc721MakerAssetId;
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const takerAssetId = erc721TakerAssetId;
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const signedOrder = orderFactory.newSignedOrder({
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makerAssetAmount: new BigNumber(1),
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takerAssetAmount: new BigNumber(1),
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makerAssetData: assetProxyUtils.encodeERC721ProxyData(erc721Token.address, makerAssetId),
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takerAssetData: assetProxyUtils.encodeERC721ProxyData(erc721Token.address, takerAssetId),
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});
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// Verify pre-conditions
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const initialOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
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expect(initialOwnerMakerAsset).to.be.bignumber.equal(makerAddress);
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const initialOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId);
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expect(initialOwnerTakerAsset).to.be.bignumber.equal(takerAddress);
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// Call Exchange
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const takerAssetFillAmount = signedOrder.takerAssetAmount;
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await exchangeWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
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takerAssetFillAmount,
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// HACK(albrow): We need to hardcode the gas estimate here because
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// the Geth gas estimator doesn't work with the way we use
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// delegatecall and swallow errors.
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gas: 270000,
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});
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// Verify post-conditions
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const newOwnerMakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId);
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expect(newOwnerMakerAsset).to.be.bignumber.equal(takerAddress);
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const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(takerAssetId);
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expect(newOwnerTakerAsset).to.be.bignumber.equal(makerAddress);
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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 = [
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orderFactory.newSignedOrder(),
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orderFactory.newSignedOrder(),
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orderFactory.newSignedOrder(),
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];
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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 takerAssetFillAmounts: BigNumber[] = [];
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const makerAssetAddress = erc20TokenA.address;
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const takerAssetAddress = erc20TokenB.address;
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_.forEach(signedOrders, signedOrder => {
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const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
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const makerAssetFilledAmount = takerAssetFillAmount
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.times(signedOrder.makerAssetAmount)
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.dividedToIntegerBy(signedOrder.takerAssetAmount);
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const makerFee = signedOrder.makerFee
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.times(makerAssetFilledAmount)
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.dividedToIntegerBy(signedOrder.makerAssetAmount);
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const takerFee = signedOrder.takerFee
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.times(makerAssetFilledAmount)
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.dividedToIntegerBy(signedOrder.makerAssetAmount);
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takerAssetFillAmounts.push(takerAssetFillAmount);
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erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
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makerAssetAddress
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].minus(makerAssetFilledAmount);
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erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
|
|
takerAssetFillAmount,
|
|
);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
makerFee,
|
|
);
|
|
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
|
|
makerAssetFilledAmount,
|
|
);
|
|
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
|
|
takerAssetAddress
|
|
].minus(takerAssetFillAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(makerFee.add(takerFee));
|
|
});
|
|
|
|
await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmounts,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
expect(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
});
|
|
|
|
describe('batchFillOrKillOrders', () => {
|
|
it('should transfer the correct amounts', async () => {
|
|
const takerAssetFillAmounts: BigNumber[] = [];
|
|
const makerAssetAddress = erc20TokenA.address;
|
|
const takerAssetAddress = erc20TokenB.address;
|
|
_.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);
|
|
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
|
|
makerAssetAddress
|
|
].minus(makerAssetFilledAmount);
|
|
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
|
|
takerAssetFillAmount,
|
|
);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
makerFee,
|
|
);
|
|
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
|
|
makerAssetFilledAmount,
|
|
);
|
|
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
|
|
takerAssetAddress
|
|
].minus(takerAssetFillAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(makerFee.add(takerFee));
|
|
});
|
|
|
|
await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmounts,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
expect(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
|
|
it('should throw 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);
|
|
|
|
return expectRevertOrAlwaysFailingTransactionAsync(
|
|
exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmounts,
|
|
}),
|
|
);
|
|
});
|
|
});
|
|
|
|
describe('batchFillOrdersNoThrow', async () => {
|
|
it('should transfer the correct amounts', async () => {
|
|
const takerAssetFillAmounts: BigNumber[] = [];
|
|
const makerAssetAddress = erc20TokenA.address;
|
|
const takerAssetAddress = erc20TokenB.address;
|
|
_.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);
|
|
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
|
|
makerAssetAddress
|
|
].minus(makerAssetFilledAmount);
|
|
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
|
|
takerAssetFillAmount,
|
|
);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
makerFee,
|
|
);
|
|
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
|
|
makerAssetFilledAmount,
|
|
);
|
|
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
|
|
takerAssetAddress
|
|
].minus(takerAssetFillAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(makerFee.add(takerFee));
|
|
});
|
|
|
|
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(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
|
|
it('should not throw if an order is invalid and fill the remaining orders', async () => {
|
|
const takerAssetFillAmounts: BigNumber[] = [];
|
|
const makerAssetAddress = erc20TokenA.address;
|
|
const takerAssetAddress = erc20TokenB.address;
|
|
|
|
const invalidOrder = {
|
|
...signedOrders[0],
|
|
signature: '0x00',
|
|
};
|
|
const validOrders = signedOrders.slice(1);
|
|
|
|
takerAssetFillAmounts.push(invalidOrder.takerAssetAmount.div(2));
|
|
_.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);
|
|
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
|
|
makerAssetAddress
|
|
].minus(makerAssetFilledAmount);
|
|
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][takerAssetAddress].add(
|
|
takerAssetFillAmount,
|
|
);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
makerFee,
|
|
);
|
|
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][makerAssetAddress].add(
|
|
makerAssetFilledAmount,
|
|
);
|
|
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
|
|
takerAssetAddress
|
|
].minus(takerAssetFillAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(makerFee.add(takerFee));
|
|
});
|
|
|
|
const newOrders = [invalidOrder, ...validOrders];
|
|
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(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),
|
|
);
|
|
await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
|
|
const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add(
|
|
signedOrders[1].makerAssetAmount.dividedToIntegerBy(2),
|
|
);
|
|
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
|
|
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
|
|
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
|
|
);
|
|
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][zrxToken.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].add(makerAssetFilledAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(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
|
|
].add(signedOrder.takerAssetAmount);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultMakerAssetAddress
|
|
].add(signedOrder.makerAssetAmount);
|
|
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultTakerAssetAddress
|
|
].minus(signedOrder.takerAssetAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(signedOrder.makerFee.add(signedOrder.takerFee));
|
|
});
|
|
await exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
expect(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
|
|
it('should throw when an signedOrder does not use the same takerAssetAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({
|
|
takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
|
|
}),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expectRevertOrAlwaysFailingTransactionAsync(
|
|
exchangeWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
);
|
|
});
|
|
});
|
|
|
|
describe('marketSellOrdersNoThrow', () => {
|
|
it('should stop when the entire takerAssetFillAmount is filled', async () => {
|
|
const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus(
|
|
signedOrders[1].takerAssetAmount.div(2),
|
|
);
|
|
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
|
|
const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.add(
|
|
signedOrders[1].makerAssetAmount.dividedToIntegerBy(2),
|
|
);
|
|
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
|
|
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
|
|
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
|
|
);
|
|
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][zrxToken.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].add(makerAssetFilledAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(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
|
|
].add(signedOrder.takerAssetAmount);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultMakerAssetAddress
|
|
].add(signedOrder.makerAssetAmount);
|
|
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultTakerAssetAddress
|
|
].minus(signedOrder.takerAssetAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(signedOrder.makerFee.add(signedOrder.takerFee));
|
|
});
|
|
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount,
|
|
// HACK(albrow): We need to hardcode the gas estimate here because
|
|
// the Geth gas estimator doesn't work with the way we use
|
|
// delegatecall and swallow errors.
|
|
gas: 600000,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
expect(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
|
|
it('should throw when a signedOrder does not use the same takerAssetAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({
|
|
takerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
|
|
}),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expectRevertOrAlwaysFailingTransactionAsync(
|
|
exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
);
|
|
});
|
|
});
|
|
|
|
describe('marketBuyOrders', () => {
|
|
it('should stop when the entire makerAssetFillAmount is filled', async () => {
|
|
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
|
|
signedOrders[1].makerAssetAmount.div(2),
|
|
);
|
|
await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
|
|
makerAssetFillAmount,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
|
|
const makerAmountBought = signedOrders[0].takerAssetAmount.add(
|
|
signedOrders[1].takerAssetAmount.dividedToIntegerBy(2),
|
|
);
|
|
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
|
|
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
|
|
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought),
|
|
);
|
|
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][zrxToken.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].add(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(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
|
|
].add(signedOrder.takerAssetAmount);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultMakerAssetAddress
|
|
].add(signedOrder.makerAssetAmount);
|
|
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultTakerAssetAddress
|
|
].minus(signedOrder.takerAssetAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(signedOrder.makerFee.add(signedOrder.takerFee));
|
|
});
|
|
await exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
|
|
makerAssetFillAmount,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
expect(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
|
|
it('should throw when an signedOrder does not use the same makerAssetAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({
|
|
makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
|
|
}),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expectRevertOrAlwaysFailingTransactionAsync(
|
|
exchangeWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
|
|
makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
);
|
|
});
|
|
});
|
|
|
|
describe('marketBuyOrdersNoThrow', () => {
|
|
it('should stop when the entire makerAssetFillAmount is filled', async () => {
|
|
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
|
|
signedOrders[1].makerAssetAmount.div(2),
|
|
);
|
|
await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
makerAssetFillAmount,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
|
|
const makerAmountBought = signedOrders[0].takerAssetAmount.add(
|
|
signedOrders[1].takerAssetAmount.dividedToIntegerBy(2),
|
|
);
|
|
const makerFee = signedOrders[0].makerFee.add(signedOrders[1].makerFee.dividedToIntegerBy(2));
|
|
const takerFee = signedOrders[0].takerFee.add(signedOrders[1].takerFee.dividedToIntegerBy(2));
|
|
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultTakerAssetAddress].add(makerAmountBought),
|
|
);
|
|
expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][zrxToken.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].add(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[takerAddress][zrxToken.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal(
|
|
erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFee.add(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
|
|
].add(signedOrder.takerAssetAmount);
|
|
erc20Balances[makerAddress][zrxToken.address] = erc20Balances[makerAddress][zrxToken.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultMakerAssetAddress
|
|
].add(signedOrder.makerAssetAmount);
|
|
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
|
|
defaultTakerAssetAddress
|
|
].minus(signedOrder.takerAssetAmount);
|
|
erc20Balances[takerAddress][zrxToken.address] = erc20Balances[takerAddress][zrxToken.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
erc20Balances[feeRecipientAddress][zrxToken.address] = erc20Balances[feeRecipientAddress][
|
|
zrxToken.address
|
|
].add(signedOrder.makerFee.add(signedOrder.takerFee));
|
|
});
|
|
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerAssetFillAmount,
|
|
// HACK(albrow): We need to hardcode the gas estimate here because
|
|
// the Geth gas estimator doesn't work with the way we use
|
|
// delegatecall and swallow errors.
|
|
gas: 600000,
|
|
});
|
|
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
expect(newBalances).to.be.deep.equal(erc20Balances);
|
|
});
|
|
|
|
it('should throw when a signedOrder does not use the same makerAssetAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({
|
|
makerAssetData: assetProxyUtils.encodeERC20ProxyData(zrxToken.address),
|
|
}),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expectRevertOrAlwaysFailingTransactionAsync(
|
|
exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
makerAssetFillAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
);
|
|
});
|
|
});
|
|
|
|
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);
|
|
});
|
|
});
|
|
});
|
|
}); // tslint:disable-line:max-file-line-count
|