969 lines
52 KiB
TypeScript
969 lines
52 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 { AssetProxyDispatcherContract } from '../../src/contract_wrappers/generated/asset_proxy_dispatcher';
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import { DummyTokenContract } from '../../src/contract_wrappers/generated/dummy_token';
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import { ERC20TransferProxyContract } from '../../src/contract_wrappers/generated/e_r_c20_transfer_proxy';
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import { ERC20TransferProxy_v1Contract } from '../../src/contract_wrappers/generated/erc20transferproxy_v1';
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import { ExchangeContract } from '../../src/contract_wrappers/generated/exchange';
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import { TokenRegistryContract } from '../../src/contract_wrappers/generated/token_registry';
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import { TokenTransferProxyContract } from '../../src/contract_wrappers/generated/token_transfer_proxy';
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import {
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encodeERC20ProxyMetadata,
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encodeERC20ProxyMetadata_V1,
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encodeERC721ProxyMetadata,
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} from '../../src/utils/asset_proxy_utils';
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import { Balances } from '../../src/utils/balances';
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import { constants } from '../../src/utils/constants';
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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 { AssetProxyId, BalancesByOwner, ContractName, SignedOrder } from '../../src/utils/types';
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import { chaiSetup } from '../utils/chai_setup';
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import { deployer } from '../utils/deployer';
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import { provider, web3Wrapper } from '../utils/web3_wrapper';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
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describe('Exchange', () => {
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let makerAddress: string;
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let tokenOwner: string;
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let takerAddress: string;
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let feeRecipientAddress: string;
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let assetProxyManagerAddress: string;
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const INITIAL_BALANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
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const INITIAL_ALLOWANCE = ZeroEx.toBaseUnitAmount(new BigNumber(10000), 18);
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let rep: DummyTokenContract;
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let dgd: DummyTokenContract;
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let zrx: DummyTokenContract;
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let exchange: ExchangeContract;
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let tokenRegistry: TokenRegistryContract;
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let tokenTransferProxy: TokenTransferProxyContract;
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let assetProxyDispatcher: AssetProxyDispatcherContract;
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let erc20TransferProxyV1: ERC20TransferProxy_v1Contract;
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let erc20TransferProxy: ERC20TransferProxyContract;
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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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[makerAddress, takerAddress, feeRecipientAddress, assetProxyManagerAddress] = accounts;
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const [repInstance, dgdInstance, zrxInstance] = await Promise.all([
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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]);
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rep = new DummyTokenContract(repInstance.abi, repInstance.address, provider);
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dgd = new DummyTokenContract(dgdInstance.abi, dgdInstance.address, provider);
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zrx = new DummyTokenContract(zrxInstance.abi, zrxInstance.address, provider);
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const tokenRegistryInstance = await deployer.deployAsync(ContractName.TokenRegistry);
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tokenRegistry = new TokenRegistryContract(tokenRegistryInstance.abi, tokenRegistryInstance.address, provider);
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const tokenTransferProxyInstance = await deployer.deployAsync(ContractName.TokenTransferProxy);
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tokenTransferProxy = new TokenTransferProxyContract(
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tokenTransferProxyInstance.abi,
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tokenTransferProxyInstance.address,
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provider,
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);
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const erc20TransferProxyV1Instance = await deployer.deployAsync(ContractName.ERC20TransferProxy_V1, [
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tokenTransferProxy.address,
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]);
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erc20TransferProxyV1 = new ERC20TransferProxy_v1Contract(
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erc20TransferProxyV1Instance.abi,
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erc20TransferProxyV1Instance.address,
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provider,
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);
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const erc20TransferProxyInstance = await deployer.deployAsync(ContractName.ERC20TransferProxy);
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erc20TransferProxy = new ERC20TransferProxyContract(
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erc20TransferProxyInstance.abi,
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erc20TransferProxyInstance.address,
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provider,
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);
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const assetProxyDispatcherInstance = await deployer.deployAsync(ContractName.AssetProxyDispatcher);
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assetProxyDispatcher = new AssetProxyDispatcherContract(
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assetProxyDispatcherInstance.abi,
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assetProxyDispatcherInstance.address,
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provider,
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);
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const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
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zrx.address,
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encodeERC20ProxyMetadata(zrx.address),
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assetProxyDispatcher.address,
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]);
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exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
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await assetProxyDispatcher.addAuthorizedAddress.sendTransactionAsync(assetProxyManagerAddress, {
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from: accounts[0],
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});
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await assetProxyDispatcher.addAuthorizedAddress.sendTransactionAsync(exchange.address, { from: accounts[0] });
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await erc20TransferProxyV1.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, {
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from: accounts[0],
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});
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await erc20TransferProxy.addAuthorizedAddress.sendTransactionAsync(assetProxyDispatcher.address, {
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from: accounts[0],
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});
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await tokenTransferProxy.addAuthorizedAddress.sendTransactionAsync(erc20TransferProxyV1.address, {
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from: accounts[0],
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});
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const nilAddress = '0x0000000000000000000000000000000000000000';
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await assetProxyDispatcher.setAssetProxy.sendTransactionAsync(
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AssetProxyId.ERC20_V1,
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erc20TransferProxyV1.address,
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nilAddress,
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{ from: accounts[0] },
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);
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await assetProxyDispatcher.setAssetProxy.sendTransactionAsync(
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AssetProxyId.ERC20,
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erc20TransferProxy.address,
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nilAddress,
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{ from: accounts[0] },
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);
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const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID });
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exWrapper = new ExchangeWrapper(exchange, zeroEx);
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const defaultOrderParams = {
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exchangeAddress: exchange.address,
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makerAddress,
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feeRecipientAddress,
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makerTokenAddress: rep.address,
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takerTokenAddress: dgd.address,
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makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
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takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
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makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
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takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
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makerAssetProxyData: encodeERC20ProxyMetadata(rep.address),
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takerAssetProxyData: encodeERC20ProxyMetadata(dgd.address),
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};
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const privateKey = constants.TESTRPC_PRIVATE_KEYS[0];
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orderFactory = new OrderFactory(privateKey, defaultOrderParams);
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dmyBalances = new Balances([rep, dgd, zrx], [makerAddress, takerAddress, feeRecipientAddress]);
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await Promise.all([
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rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
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rep.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
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rep.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
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rep.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
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rep.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
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rep.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
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dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
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dgd.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
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dgd.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
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dgd.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
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dgd.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
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dgd.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { from: tokenOwner }),
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zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
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zrx.approve.sendTransactionAsync(tokenTransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
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zrx.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, { from: makerAddress }),
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zrx.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, { from: takerAddress }),
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zrx.setBalance.sendTransactionAsync(makerAddress, INITIAL_BALANCE, { from: tokenOwner }),
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zrx.setBalance.sendTransactionAsync(takerAddress, INITIAL_BALANCE, { 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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balances = await dmyBalances.getAsync();
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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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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 takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
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await exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
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takerTokenFillAmount,
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});
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const newBalances = await dmyBalances.getAsync();
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const makerTokenFilledAmount = takerTokenFillAmount
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.times(signedOrder.makerTokenAmount)
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.dividedToIntegerBy(signedOrder.takerTokenAmount);
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const makerFee = signedOrder.makerFee
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.times(makerTokenFilledAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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const takerFee = signedOrder.takerFee
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.times(makerTokenFilledAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
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balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFilledAmount),
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);
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expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
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balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
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);
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expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
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balances[makerAddress][zrx.address].minus(makerFee),
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);
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expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
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balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
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);
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expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
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balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFilledAmount),
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);
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expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
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balances[takerAddress][zrx.address].minus(takerFee),
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);
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expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
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balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
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);
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});
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it('should throw if an signedOrder is expired', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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expirationTimeSeconds: new BigNumber(Math.floor((Date.now() - 10000) / 1000)),
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});
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return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
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constants.REVERT,
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);
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});
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it('should throw if entire takerTokenFillAmount not filled', async () => {
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const signedOrder = orderFactory.newSignedOrder();
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await exWrapper.fillOrderAsync(signedOrder, takerAddress, {
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takerTokenFillAmount: signedOrder.takerTokenAmount.div(2),
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});
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return expect(exWrapper.fillOrKillOrderAsync(signedOrder, takerAddress)).to.be.rejectedWith(
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constants.REVERT,
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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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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 takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress, {
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takerTokenFillAmount,
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});
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const newBalances = await dmyBalances.getAsync();
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const makerTokenFilledAmount = takerTokenFillAmount
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.times(signedOrder.makerTokenAmount)
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.dividedToIntegerBy(signedOrder.takerTokenAmount);
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const makerFee = signedOrder.makerFee
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.times(makerTokenFilledAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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const takerFee = signedOrder.takerFee
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.times(makerTokenFilledAmount)
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.dividedToIntegerBy(signedOrder.makerTokenAmount);
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expect(newBalances[makerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
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balances[makerAddress][signedOrder.makerTokenAddress].minus(makerTokenFilledAmount),
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);
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expect(newBalances[makerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
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balances[makerAddress][signedOrder.takerTokenAddress].add(takerTokenFillAmount),
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);
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expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
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balances[makerAddress][zrx.address].minus(makerFee),
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);
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expect(newBalances[takerAddress][signedOrder.takerTokenAddress]).to.be.bignumber.equal(
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balances[takerAddress][signedOrder.takerTokenAddress].minus(takerTokenFillAmount),
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);
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expect(newBalances[takerAddress][signedOrder.makerTokenAddress]).to.be.bignumber.equal(
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balances[takerAddress][signedOrder.makerTokenAddress].add(makerTokenFilledAmount),
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);
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expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
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balances[takerAddress][zrx.address].minus(takerFee),
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);
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expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
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balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
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);
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});
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it('should not change balances if maker balances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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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 not change balances if taker balances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder({
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takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18),
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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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 not change balances if maker allowances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder();
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await rep.approve.sendTransactionAsync(erc20TransferProxy.address, new BigNumber(0), {
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from: makerAddress,
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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await rep.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, {
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from: makerAddress,
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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 not change balances if taker allowances are too low to fill order', async () => {
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const signedOrder = orderFactory.newSignedOrder();
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await dgd.approve.sendTransactionAsync(erc20TransferProxy.address, new BigNumber(0), {
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from: takerAddress,
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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await dgd.approve.sendTransactionAsync(erc20TransferProxy.address, INITIAL_ALLOWANCE, {
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from: takerAddress,
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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 not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker balance', async () => {
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const makerZRXBalance = new BigNumber(balances[makerAddress][zrx.address]);
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const signedOrder = orderFactory.newSignedOrder({
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makerTokenAddress: zrx.address,
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makerTokenAmount: makerZRXBalance,
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makerFee: new BigNumber(1),
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makerAssetProxyData: encodeERC20ProxyMetadata(zrx.address),
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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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 not change balances if makerTokenAddress is ZRX, makerTokenAmount + makerFee > maker allowance', async () => {
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const makerZRXAllowance = await zrx.allowance.callAsync(makerAddress, erc20TransferProxy.address);
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const signedOrder = orderFactory.newSignedOrder({
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makerTokenAddress: zrx.address,
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makerTokenAmount: new BigNumber(makerZRXAllowance),
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makerFee: new BigNumber(1),
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makerAssetProxyData: encodeERC20ProxyMetadata(zrx.address),
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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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 not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker balance', async () => {
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const takerZRXBalance = new BigNumber(balances[takerAddress][zrx.address]);
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const signedOrder = orderFactory.newSignedOrder({
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takerTokenAddress: zrx.address,
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takerTokenAmount: takerZRXBalance,
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takerFee: new BigNumber(1),
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takerAssetProxyData: encodeERC20ProxyMetadata(zrx.address),
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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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 not change balances if takerTokenAddress is ZRX, takerTokenAmount + takerFee > taker allowance', async () => {
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const takerZRXAllowance = await zrx.allowance.callAsync(takerAddress, erc20TransferProxy.address);
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const signedOrder = orderFactory.newSignedOrder({
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takerTokenAddress: zrx.address,
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takerTokenAmount: new BigNumber(takerZRXAllowance),
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takerFee: new BigNumber(1),
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takerAssetProxyData: encodeERC20ProxyMetadata(zrx.address),
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});
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await exWrapper.fillOrderNoThrowAsync(signedOrder, takerAddress);
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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('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 takerTokenFillAmounts: BigNumber[] = [];
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const makerTokenAddress = rep.address;
|
|
const takerTokenAddress = dgd.address;
|
|
_.forEach(signedOrders, signedOrder => {
|
|
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
|
|
const makerTokenFilledAmount = takerTokenFillAmount
|
|
.times(signedOrder.makerTokenAmount)
|
|
.dividedToIntegerBy(signedOrder.takerTokenAmount);
|
|
const makerFee = signedOrder.makerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
const takerFee = signedOrder.takerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
takerTokenFillAmounts.push(takerTokenFillAmount);
|
|
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
|
|
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
makerFee.add(takerFee),
|
|
);
|
|
});
|
|
|
|
await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmounts,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
});
|
|
|
|
describe('batchFillOrKillOrders', () => {
|
|
it('should transfer the correct amounts', async () => {
|
|
const takerTokenFillAmounts: BigNumber[] = [];
|
|
const makerTokenAddress = rep.address;
|
|
const takerTokenAddress = dgd.address;
|
|
_.forEach(signedOrders, signedOrder => {
|
|
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
|
|
const makerTokenFilledAmount = takerTokenFillAmount
|
|
.times(signedOrder.makerTokenAmount)
|
|
.dividedToIntegerBy(signedOrder.takerTokenAmount);
|
|
const makerFee = signedOrder.makerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
const takerFee = signedOrder.takerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
takerTokenFillAmounts.push(takerTokenFillAmount);
|
|
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
|
|
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
makerFee.add(takerFee),
|
|
);
|
|
});
|
|
|
|
await exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmounts,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
|
|
it('should throw if a single signedOrder does not fill the expected amount', async () => {
|
|
const takerTokenFillAmounts: BigNumber[] = [];
|
|
_.forEach(signedOrders, signedOrder => {
|
|
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
|
|
takerTokenFillAmounts.push(takerTokenFillAmount);
|
|
});
|
|
|
|
await exWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress);
|
|
|
|
return expect(
|
|
exWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmounts,
|
|
}),
|
|
).to.be.rejectedWith(constants.REVERT);
|
|
});
|
|
});
|
|
|
|
describe('batchFillOrdersNoThrow', async () => {
|
|
it('should transfer the correct amounts', async () => {
|
|
const takerTokenFillAmounts: BigNumber[] = [];
|
|
const makerTokenAddress = rep.address;
|
|
const takerTokenAddress = dgd.address;
|
|
_.forEach(signedOrders, signedOrder => {
|
|
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
|
|
const makerTokenFilledAmount = takerTokenFillAmount
|
|
.times(signedOrder.makerTokenAmount)
|
|
.dividedToIntegerBy(signedOrder.takerTokenAmount);
|
|
const makerFee = signedOrder.makerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
const takerFee = signedOrder.takerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
takerTokenFillAmounts.push(takerTokenFillAmount);
|
|
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
|
|
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
makerFee.add(takerFee),
|
|
);
|
|
});
|
|
|
|
await exWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmounts,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
|
|
it('should not throw if an order is invalid and fill the remaining orders', async () => {
|
|
const takerTokenFillAmounts: BigNumber[] = [];
|
|
const makerTokenAddress = rep.address;
|
|
const takerTokenAddress = dgd.address;
|
|
|
|
const invalidOrder = {
|
|
...signedOrders[0],
|
|
signature: '0x00',
|
|
};
|
|
const validOrders = signedOrders.slice(1);
|
|
|
|
takerTokenFillAmounts.push(invalidOrder.takerTokenAmount.div(2));
|
|
_.forEach(validOrders, signedOrder => {
|
|
const takerTokenFillAmount = signedOrder.takerTokenAmount.div(2);
|
|
const makerTokenFilledAmount = takerTokenFillAmount
|
|
.times(signedOrder.makerTokenAmount)
|
|
.dividedToIntegerBy(signedOrder.takerTokenAmount);
|
|
const makerFee = signedOrder.makerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
const takerFee = signedOrder.takerFee
|
|
.times(makerTokenFilledAmount)
|
|
.dividedToIntegerBy(signedOrder.makerTokenAmount);
|
|
takerTokenFillAmounts.push(takerTokenFillAmount);
|
|
balances[makerAddress][makerTokenAddress] = balances[makerAddress][makerTokenAddress].minus(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[makerAddress][takerTokenAddress] = balances[makerAddress][takerTokenAddress].add(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(makerFee);
|
|
balances[takerAddress][makerTokenAddress] = balances[takerAddress][makerTokenAddress].add(
|
|
makerTokenFilledAmount,
|
|
);
|
|
balances[takerAddress][takerTokenAddress] = balances[takerAddress][takerTokenAddress].minus(
|
|
takerTokenFillAmount,
|
|
);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(takerFee);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
makerFee.add(takerFee),
|
|
);
|
|
});
|
|
|
|
const newOrders = [invalidOrder, ...validOrders];
|
|
await exWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, {
|
|
takerTokenFillAmounts,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
});
|
|
|
|
describe('marketSellOrders', () => {
|
|
it('should stop when the entire takerTokenFillAmount is filled', async () => {
|
|
const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
|
|
signedOrders[1].takerTokenAmount.div(2),
|
|
);
|
|
await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
|
|
const makerTokenFilledAmount = signedOrders[0].makerTokenAmount.add(
|
|
signedOrders[1].makerTokenAmount.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][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFilledAmount),
|
|
);
|
|
expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[makerAddress][zrx.address].minus(makerFee),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFilledAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[takerAddress][zrx.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
|
|
);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
|
|
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
_.forEach(signedOrders, signedOrder => {
|
|
balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].minus(signedOrder.makerTokenAmount);
|
|
balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].add(signedOrder.takerTokenAmount);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].add(signedOrder.makerTokenAmount);
|
|
balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].minus(signedOrder.takerTokenAmount);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
signedOrder.makerFee.add(signedOrder.takerFee),
|
|
);
|
|
});
|
|
await exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
|
|
it('should throw when an signedOrder does not use the same takerTokenAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({ takerTokenAddress: zrx.address }),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expect(
|
|
exWrapper.marketSellOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
).to.be.rejectedWith(constants.REVERT);
|
|
});
|
|
});
|
|
|
|
describe('marketSellOrdersNoThrow', () => {
|
|
it('should stop when the entire takerTokenFillAmount is filled', async () => {
|
|
const takerTokenFillAmount = signedOrders[0].takerTokenAmount.plus(
|
|
signedOrders[1].takerTokenAmount.div(2),
|
|
);
|
|
await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
|
|
const makerTokenFilledAmount = signedOrders[0].makerTokenAmount.add(
|
|
signedOrders[1].makerTokenAmount.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][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFilledAmount),
|
|
);
|
|
expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].takerTokenAddress].add(takerTokenFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[makerAddress][zrx.address].minus(makerFee),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].takerTokenAddress].minus(takerTokenFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFilledAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[takerAddress][zrx.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
|
|
);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
|
|
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
_.forEach(signedOrders, signedOrder => {
|
|
balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].minus(signedOrder.makerTokenAmount);
|
|
balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].add(signedOrder.takerTokenAmount);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].add(signedOrder.makerTokenAmount);
|
|
balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].minus(signedOrder.takerTokenAmount);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
signedOrder.makerFee.add(signedOrder.takerFee),
|
|
);
|
|
});
|
|
await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
|
|
it('should throw when a signedOrder does not use the same takerTokenAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({ takerTokenAddress: zrx.address }),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expect(
|
|
exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
).to.be.rejectedWith(constants.REVERT);
|
|
});
|
|
});
|
|
|
|
describe('marketBuyOrders', () => {
|
|
it('should stop when the entire makerTokenFillAmount is filled', async () => {
|
|
const makerTokenFillAmount = signedOrders[0].makerTokenAmount.plus(
|
|
signedOrders[1].makerTokenAmount.div(2),
|
|
);
|
|
await exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
|
|
makerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
|
|
const makerAmountBought = signedOrders[0].takerTokenAmount.add(
|
|
signedOrders[1].takerTokenAmount.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][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].takerTokenAddress].add(makerAmountBought),
|
|
);
|
|
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[makerAddress][zrx.address].minus(makerFee),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].takerTokenAddress].minus(makerAmountBought),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[takerAddress][zrx.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
|
|
);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire makerTokenFillAmount', async () => {
|
|
const makerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
_.forEach(signedOrders, signedOrder => {
|
|
balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].minus(signedOrder.makerTokenAmount);
|
|
balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].add(signedOrder.takerTokenAmount);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].add(signedOrder.makerTokenAmount);
|
|
balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].minus(signedOrder.takerTokenAmount);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
signedOrder.makerFee.add(signedOrder.takerFee),
|
|
);
|
|
});
|
|
await exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
|
|
makerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
|
|
it('should throw when an signedOrder does not use the same makerTokenAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({ makerTokenAddress: zrx.address }),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expect(
|
|
exWrapper.marketBuyOrdersAsync(signedOrders, takerAddress, {
|
|
makerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
).to.be.rejectedWith(constants.REVERT);
|
|
});
|
|
});
|
|
|
|
describe('marketBuyOrdersNoThrow', () => {
|
|
it('should stop when the entire makerTokenFillAmount is filled', async () => {
|
|
const makerTokenFillAmount = signedOrders[0].makerTokenAmount.plus(
|
|
signedOrders[1].makerTokenAmount.div(2),
|
|
);
|
|
await exWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
makerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
|
|
const makerAmountBought = signedOrders[0].takerTokenAmount.add(
|
|
signedOrders[1].takerTokenAmount.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][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].makerTokenAddress].minus(makerTokenFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[makerAddress][signedOrders[0].takerTokenAddress].add(makerAmountBought),
|
|
);
|
|
expect(newBalances[makerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[makerAddress][zrx.address].minus(makerFee),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].takerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].takerTokenAddress].minus(makerAmountBought),
|
|
);
|
|
expect(newBalances[takerAddress][signedOrders[0].makerTokenAddress]).to.be.bignumber.equal(
|
|
balances[takerAddress][signedOrders[0].makerTokenAddress].add(makerTokenFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[takerAddress][zrx.address].minus(takerFee),
|
|
);
|
|
expect(newBalances[feeRecipientAddress][zrx.address]).to.be.bignumber.equal(
|
|
balances[feeRecipientAddress][zrx.address].add(makerFee.add(takerFee)),
|
|
);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire takerTokenFillAmount', async () => {
|
|
const takerTokenFillAmount = ZeroEx.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
_.forEach(signedOrders, signedOrder => {
|
|
balances[makerAddress][signedOrder.makerTokenAddress] = balances[makerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].minus(signedOrder.makerTokenAmount);
|
|
balances[makerAddress][signedOrder.takerTokenAddress] = balances[makerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].add(signedOrder.takerTokenAmount);
|
|
balances[makerAddress][zrx.address] = balances[makerAddress][zrx.address].minus(
|
|
signedOrder.makerFee,
|
|
);
|
|
balances[takerAddress][signedOrder.makerTokenAddress] = balances[takerAddress][
|
|
signedOrder.makerTokenAddress
|
|
].add(signedOrder.makerTokenAmount);
|
|
balances[takerAddress][signedOrder.takerTokenAddress] = balances[takerAddress][
|
|
signedOrder.takerTokenAddress
|
|
].minus(signedOrder.takerTokenAmount);
|
|
balances[takerAddress][zrx.address] = balances[takerAddress][zrx.address].minus(
|
|
signedOrder.takerFee,
|
|
);
|
|
balances[feeRecipientAddress][zrx.address] = balances[feeRecipientAddress][zrx.address].add(
|
|
signedOrder.makerFee.add(signedOrder.takerFee),
|
|
);
|
|
});
|
|
await exWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmount,
|
|
});
|
|
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(newBalances).to.be.deep.equal(balances);
|
|
});
|
|
|
|
it('should throw when a signedOrder does not use the same makerTokenAddress', async () => {
|
|
signedOrders = [
|
|
orderFactory.newSignedOrder(),
|
|
orderFactory.newSignedOrder({ makerTokenAddress: zrx.address }),
|
|
orderFactory.newSignedOrder(),
|
|
];
|
|
|
|
return expect(
|
|
exWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
|
|
makerTokenFillAmount: ZeroEx.toBaseUnitAmount(new BigNumber(1000), 18),
|
|
}),
|
|
).to.be.rejectedWith(constants.REVERT);
|
|
});
|
|
});
|
|
|
|
describe('batchCancelOrders', () => {
|
|
it('should be able to cancel multiple signedOrders', async () => {
|
|
const takerTokenCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerTokenAmount);
|
|
await exWrapper.batchCancelOrdersAsync(signedOrders, makerAddress);
|
|
|
|
await exWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
|
|
takerTokenFillAmounts: takerTokenCancelAmounts,
|
|
});
|
|
const newBalances = await dmyBalances.getAsync();
|
|
expect(balances).to.be.deep.equal(newBalances);
|
|
});
|
|
});
|
|
});
|
|
}); // tslint:disable-line:max-file-line-count
|