1005 lines
43 KiB
TypeScript
1005 lines
43 KiB
TypeScript
import { ERC20ProxyContract, ERC20Wrapper } from '@0x/contracts-asset-proxy';
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import { DummyERC20TokenContract, IERC20TokenEvents, IERC20TokenTransferEventArgs } from '@0x/contracts-erc20';
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import {
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artifacts,
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BalanceStore,
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BlockchainBalanceStore,
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ExchangeContract,
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ExchangeWrapper,
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IExchangeEvents,
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IExchangeFillEventArgs,
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LocalBalanceStore,
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} from '@0x/contracts-exchange';
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import {
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blockchainTests,
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constants,
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describe,
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ERC20BalancesByOwner,
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expect,
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getLatestBlockTimestampAsync,
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Numberish,
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OrderFactory,
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verifyEvents,
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} from '@0x/contracts-test-utils';
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import { assetDataUtils, ExchangeRevertErrors, orderHashUtils } from '@0x/order-utils';
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import { FillResults, OrderStatus, SignedOrder } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import { Web3Wrapper } from '@0x/web3-wrapper';
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import { TransactionReceiptWithDecodedLogs, TxData } from 'ethereum-types';
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import * as _ from 'lodash';
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import { Actor } from '../actors/base';
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import { Maker } from '../actors/maker';
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import { DeploymentManager } from '../utils/deployment_manager';
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type FillArgs = [SignedOrder, BigNumber, string, Partial<TxData>];
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type BatchFillArgs = [SignedOrder[], BigNumber[], string[], Partial<TxData>];
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type MarketFillArgs = [SignedOrder[], BigNumber, string[], Partial<TxData>];
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// tslint:disable:no-unnecessary-type-assertion
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blockchainTests.resets('Exchange wrappers', env => {
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let chainId: number;
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let makerAddress: string;
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let takerAddress: string;
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let feeRecipientAddress: string;
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let maker: Maker;
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let taker: Actor;
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const nullFillResults: FillResults = {
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makerAssetFilledAmount: constants.ZERO_AMOUNT,
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takerAssetFilledAmount: constants.ZERO_AMOUNT,
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makerFeePaid: constants.ZERO_AMOUNT,
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takerFeePaid: constants.ZERO_AMOUNT,
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protocolFeePaid: constants.ZERO_AMOUNT,
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};
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let deployment: DeploymentManager;
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let blockchainBalances: BlockchainBalanceStore;
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let initialLocalBalances: LocalBalanceStore;
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let localBalances: LocalBalanceStore;
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let wethAssetData: string;
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before(async () => {
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chainId = await env.getChainIdAsync();
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const accounts = await env.getAccountAddressesAsync();
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const usedAddresses = ([makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 1, 4));
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deployment = await DeploymentManager.deployAsync(env, {
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numErc20TokensToDeploy: 3,
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numErc721TokensToDeploy: 0,
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numErc1155TokensToDeploy: 0,
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});
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maker = new Maker({
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name: 'market maker',
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deployment,
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orderConfig: {
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...constants.STATIC_ORDER_PARAMS,
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makerAddress,
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makerAssetData: assetDataUtils.encodeERC20AssetData(deployment.tokens.erc20[0].address),
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takerAssetData: assetDataUtils.encodeERC20AssetData(deployment.tokens.erc20[1].address),
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makerFeeAssetData: assetDataUtils.encodeERC20AssetData(deployment.tokens.erc20[2].address),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(deployment.tokens.erc20[2].address),
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feeRecipientAddress,
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exchangeAddress: deployment.exchange.address,
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chainId,
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},
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});
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makerAddress = maker.address;
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taker = new Actor({
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name: 'taker',
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deployment,
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});
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takerAddress = taker.address;
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await Promise.all([
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...deployment.tokens.erc20.map(token => maker.configureERC20TokenAsync(token)),
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taker.configureERC20TokenAsync(deployment.tokens.weth, deployment.staking.stakingProxy.address),
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...deployment.tokens.erc20.map(token => taker.configureERC20TokenAsync(token)),
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]);
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blockchainBalances = new BlockchainBalanceStore(
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{
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makerAddress,
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takerAddress,
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feeRecipientAddress,
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stakingProxy: deployment.staking.stakingProxy.address,
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},
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{
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erc20: {
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makerAsset: deployment.tokens.erc20[0],
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takerAsset: deployment.tokens.erc20[1],
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feeAsset: deployment.tokens.erc20[2],
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weth: deployment.tokens.weth,
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},
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},
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{},
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);
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await blockchainBalances.updateBalancesAsync();
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initialLocalBalances = LocalBalanceStore.create(blockchainBalances);
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wethAssetData = assetDataUtils.encodeERC20AssetData(deployment.tokens.weth.address);
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});
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beforeEach(async () => {
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localBalances = LocalBalanceStore.create(initialLocalBalances);
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});
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function addFillResults(a: FillResults, b: FillResults): void {
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a.makerAssetFilledAmount = a.makerAssetFilledAmount.plus(b.makerAssetFilledAmount);
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a.takerAssetFilledAmount = a.takerAssetFilledAmount.plus(b.takerAssetFilledAmount);
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a.makerFeePaid = a.makerFeePaid.plus(b.makerFeePaid);
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a.takerFeePaid = a.takerFeePaid.plus(b.takerFeePaid);
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a.protocolFeePaid = a.protocolFeePaid.plus(b.protocolFeePaid);
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}
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function simulateFill(signedOrder: SignedOrder, expectedFillResults: FillResults, shouldUseWeth: boolean): void {
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// taker -> maker
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localBalances.transferAsset(
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takerAddress,
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makerAddress,
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expectedFillResults.takerAssetFilledAmount,
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signedOrder.takerAssetData,
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);
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// maker -> taker
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localBalances.transferAsset(
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makerAddress,
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takerAddress,
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expectedFillResults.makerAssetFilledAmount,
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signedOrder.makerAssetData,
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);
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// maker -> feeRecipient
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localBalances.transferAsset(
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makerAddress,
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feeRecipientAddress,
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expectedFillResults.makerFeePaid,
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signedOrder.makerFeeAssetData,
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);
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// taker -> feeRecipient
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localBalances.transferAsset(
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takerAddress,
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feeRecipientAddress,
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expectedFillResults.takerFeePaid,
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signedOrder.takerFeeAssetData,
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);
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// taker -> protocol fees
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if (shouldUseWeth) {
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localBalances.transferAsset(
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takerAddress,
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deployment.staking.stakingProxy.address,
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expectedFillResults.protocolFeePaid,
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wethAssetData,
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);
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} else {
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localBalances.sendEth(
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takerAddress,
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deployment.staking.stakingProxy.address,
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expectedFillResults.protocolFeePaid,
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);
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}
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}
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function maximumBatchFillResults(signedOrders: SignedOrder[]): FillResults {
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return signedOrders
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.map(signedOrder => ({
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makerAssetFilledAmount: signedOrder.makerAssetAmount,
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takerAssetFilledAmount: signedOrder.takerAssetAmount,
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makerFeePaid: signedOrder.makerFee,
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takerFeePaid: signedOrder.takerFee,
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protocolFeePaid: DeploymentManager.protocolFee,
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}))
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.reduce(
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(totalFillResults, currentFillResults) => ({
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makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus(
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currentFillResults.makerAssetFilledAmount,
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),
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takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus(
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currentFillResults.takerAssetFilledAmount,
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),
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makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid),
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takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid),
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protocolFeePaid: totalFillResults.protocolFeePaid.plus(currentFillResults.protocolFeePaid),
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}),
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nullFillResults,
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);
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}
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interface FillTestInfo {
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signedOrder: SignedOrder;
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expectedFillResults: FillResults;
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shouldPayWethFees: boolean;
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}
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function verifyFillEvents(receipt: TransactionReceiptWithDecodedLogs, fillTestInfo: FillTestInfo[]) {
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const expectedFillEvents: IExchangeFillEventArgs[] = [];
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let expectedTransferEvents: IERC20TokenTransferEventArgs[] = [];
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_.forEach(fillTestInfo, ({ signedOrder, expectedFillResults, shouldPayWethFees }) => {
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const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
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expectedFillEvents.push({
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makerAddress,
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feeRecipientAddress,
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makerAssetData: signedOrder.makerAssetData,
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takerAssetData: signedOrder.takerAssetData,
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makerFeeAssetData: signedOrder.makerFeeAssetData,
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takerFeeAssetData: signedOrder.takerFeeAssetData,
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orderHash,
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takerAddress,
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senderAddress: takerAddress,
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makerAssetFilledAmount: expectedFillResults.makerAssetFilledAmount,
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takerAssetFilledAmount: expectedFillResults.takerAssetFilledAmount,
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makerFeePaid: expectedFillResults.makerFeePaid,
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takerFeePaid: expectedFillResults.takerFeePaid,
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protocolFeePaid: expectedFillResults.protocolFeePaid,
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});
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const transferEvents = [
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{
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_from: takerAddress,
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_to: makerAddress,
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_value: expectedFillResults.takerAssetFilledAmount,
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},
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{
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_from: makerAddress,
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_to: takerAddress,
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_value: expectedFillResults.makerAssetFilledAmount,
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},
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{
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_from: takerAddress,
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_to: feeRecipientAddress,
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_value: expectedFillResults.takerFeePaid,
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},
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{
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_from: makerAddress,
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_to: feeRecipientAddress,
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_value: expectedFillResults.makerFeePaid,
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},
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];
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if (shouldPayWethFees) {
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transferEvents.push({
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_from: takerAddress,
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_to: deployment.staking.stakingProxy.address,
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_value: expectedFillResults.protocolFeePaid,
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});
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}
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expectedTransferEvents = expectedTransferEvents.concat(transferEvents);
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});
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verifyEvents<IExchangeFillEventArgs>(receipt, expectedFillEvents, IExchangeEvents.Fill);
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verifyEvents<IERC20TokenTransferEventArgs>(receipt, expectedTransferEvents, IERC20TokenEvents.Transfer);
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}
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// Generates a fill results object with using either
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// `makerAssetFillAmount` or `takerAssetFillAmount` to scale.
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// the asset amounts
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function calculateScaledFillResults(
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signedOrder: SignedOrder,
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fillAmount: BigNumber,
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shouldUseMaker?: boolean,
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): FillResults {
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if (shouldUseMaker) {
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if (fillAmount == signedOrder.makerAssetAmount) {
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return {
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makerAssetFilledAmount: signedOrder.makerAssetAmount,
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takerAssetFilledAmount: signedOrder.takerAssetAmount,
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makerFeePaid: signedOrder.makerFee,
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takerFeePaid: signedOrder.takerFee,
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protocolFeePaid: DeploymentManager.protocolFee,
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};
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} else {
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return {
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makerAssetFilledAmount: fillAmount,
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takerAssetFilledAmount: fillAmount
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.times(signedOrder.takerAssetAmount)
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.div(signedOrder.makerAssetAmount),
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makerFeePaid: fillAmount.times(signedOrder.makerFee).div(signedOrder.makerAssetAmount),
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takerFeePaid: fillAmount.times(signedOrder.takerFee).div(signedOrder.makerAssetAmount),
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protocolFeePaid: DeploymentManager.protocolFee,
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};
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}
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} else {
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if (fillAmount == signedOrder.takerAssetAmount) {
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return {
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makerAssetFilledAmount: signedOrder.makerAssetAmount,
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takerAssetFilledAmount: signedOrder.takerAssetAmount,
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makerFeePaid: signedOrder.makerFee,
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takerFeePaid: signedOrder.takerFee,
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protocolFeePaid: DeploymentManager.protocolFee,
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};
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} else {
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return {
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makerAssetFilledAmount: fillAmount
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.times(signedOrder.makerAssetAmount)
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.div(signedOrder.takerAssetAmount),
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takerAssetFilledAmount: fillAmount,
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makerFeePaid: fillAmount.times(signedOrder.makerFee).div(signedOrder.takerAssetAmount),
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takerFeePaid: fillAmount.times(signedOrder.takerFee).div(signedOrder.takerAssetAmount),
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protocolFeePaid: DeploymentManager.protocolFee,
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};
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}
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}
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}
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async function assertResultsAsync(
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receipt: TransactionReceiptWithDecodedLogs,
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fillTestInfo: FillTestInfo[],
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): Promise<void> {
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// Burn the gas used by the taker to ensure that the expected results are accurate.
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localBalances.burnGas(takerAddress, DeploymentManager.gasPrice.times(receipt.gasUsed));
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// Update the blockchain balances balance store.
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await blockchainBalances.updateBalancesAsync();
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// Ensure that the blockchain and the local balance stores are ewqual.
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blockchainBalances.assertEquals(localBalances);
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// Verify that the correct fill and transfer events were emitted.
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verifyFillEvents(receipt, fillTestInfo);
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}
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describe('fillOrKillOrder', () => {
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async function testFillOrKillOrder(value: Numberish): Promise<void> {
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const signedOrder = await maker.signOrderAsync({
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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 takerAssetFilledAmount = signedOrder.takerAssetAmount.div(2);
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const args: FillArgs = [
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signedOrder,
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takerAssetFilledAmount,
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signedOrder.signature,
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value },
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];
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const fillResults = await deployment.exchange.fillOrKillOrder.callAsync(...args);
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const receipt = await deployment.exchange.fillOrKillOrder.awaitTransactionSuccessAsync(...args);
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const expectedFillResults = calculateScaledFillResults(signedOrder, takerAssetFilledAmount);
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expect(fillResults).to.be.deep.eq(expectedFillResults);
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let shouldPayWethFees;
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if (DeploymentManager.protocolFee.lte(value)) {
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shouldPayWethFees = false;
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} else {
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shouldPayWethFees = true;
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}
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// Simulate filling the order
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simulateFill(signedOrder, expectedFillResults, shouldPayWethFees);
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// Ensure that the correct logs were emitted and that the balances are accurate.
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await assertResultsAsync(receipt, [{ signedOrder, expectedFillResults, shouldPayWethFees }]);
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}
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it('should transfer the correct amounts and pay the protocol fee in eth', async () => {
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await testFillOrKillOrder(DeploymentManager.protocolFee);
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});
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it('should transfer the correct amounts, pay the protocol fee in eth, and refund for excess eth sent', async () => {
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await testFillOrKillOrder(DeploymentManager.protocolFee.times(2));
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});
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it('should transfer the correct amounts and pay the protocol fee in weth', async () => {
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await testFillOrKillOrder(0);
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});
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it('should transfer the correct amounts, pay the protocol fee in weth, and refund for excess eth sent', async () => {
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await testFillOrKillOrder(DeploymentManager.protocolFee.div(2));
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});
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it('should revert if a signedOrder is expired', async () => {
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const currentTimestamp = await getLatestBlockTimestampAsync();
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const signedOrder = await maker.signOrderAsync({
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expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10),
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});
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const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder);
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const expectedError = new ExchangeRevertErrors.OrderStatusError(orderHashHex, OrderStatus.Expired);
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const tx = deployment.exchange.fillOrKillOrder.awaitTransactionSuccessAsync(
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signedOrder,
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signedOrder.takerAssetAmount,
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signedOrder.signature,
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value: DeploymentManager.protocolFee },
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);
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return expect(tx).to.revertWith(expectedError);
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});
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it('should revert if entire takerAssetFillAmount not filled', async () => {
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const signedOrder = await maker.signOrderAsync();
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const takerAssetFillAmount = signedOrder.takerAssetAmount;
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await deployment.exchange.fillOrder.awaitTransactionSuccessAsync(
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signedOrder,
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signedOrder.takerAssetAmount.dividedToIntegerBy(2),
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signedOrder.signature,
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value: DeploymentManager.protocolFee },
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);
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const expectedError = new ExchangeRevertErrors.IncompleteFillError(
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ExchangeRevertErrors.IncompleteFillErrorCode.IncompleteFillOrder,
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takerAssetFillAmount,
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takerAssetFillAmount.dividedToIntegerBy(2),
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);
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const tx = deployment.exchange.fillOrKillOrder.awaitTransactionSuccessAsync(
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signedOrder,
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signedOrder.takerAssetAmount,
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signedOrder.signature,
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{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value: DeploymentManager.protocolFee },
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);
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return expect(tx).to.revertWith(expectedError);
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});
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});
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describe('batch functions', () => {
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let signedOrders: SignedOrder[];
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beforeEach(async () => {
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signedOrders = [await maker.signOrderAsync(), await maker.signOrderAsync(), await maker.signOrderAsync()];
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});
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describe('batchFillOrders', () => {
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async function testBatchFillOrdersAsync(value: BigNumber): Promise<void> {
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const takerAssetFillAmounts: BigNumber[] = [];
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const fillTestInfo: FillTestInfo[] = [];
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const totalFillResults: FillResults[] = [];
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let valueLeft = value;
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_.forEach(signedOrders, signedOrder => {
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const takerAssetFilledAmount = signedOrder.takerAssetAmount.div(2);
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takerAssetFillAmounts.push(takerAssetFilledAmount);
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const expectedFillResults = calculateScaledFillResults(signedOrder, takerAssetFilledAmount);
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totalFillResults.push(expectedFillResults);
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let shouldPayWethFees;
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if (DeploymentManager.protocolFee.lte(valueLeft)) {
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shouldPayWethFees = false;
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valueLeft = valueLeft.minus(DeploymentManager.protocolFee);
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} else {
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shouldPayWethFees = true;
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}
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fillTestInfo.push({ signedOrder, expectedFillResults, shouldPayWethFees });
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simulateFill(signedOrder, expectedFillResults, shouldPayWethFees);
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});
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const args: BatchFillArgs = [
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signedOrders,
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takerAssetFillAmounts,
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signedOrders.map(signedOrder => signedOrder.signature),
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{
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from: takerAddress,
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gasPrice: DeploymentManager.gasPrice,
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value,
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},
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];
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const fillResults = await deployment.exchange.batchFillOrders.callAsync(...args);
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const receipt = await deployment.exchange.batchFillOrders.awaitTransactionSuccessAsync(...args);
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expect(totalFillResults).to.be.deep.eq(fillResults);
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await assertResultsAsync(receipt, fillTestInfo);
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}
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|
|
it('should transfer the correct amounts if all fees are paid in eth', async () => {
|
|
await testBatchFillOrdersAsync(DeploymentManager.protocolFee.times(signedOrders.length));
|
|
});
|
|
|
|
it('should transfer the correct amounts if some fees are paid in eth and some in weth', async () => {
|
|
await testBatchFillOrdersAsync(DeploymentManager.protocolFee.times(signedOrders.length - 1));
|
|
});
|
|
|
|
it('should transfer the correct amounts if all fees are paid in weth', async () => {
|
|
await testBatchFillOrdersAsync(constants.ZERO_AMOUNT);
|
|
});
|
|
});
|
|
|
|
describe('batchFillOrKillOrders', () => {
|
|
async function testBatchFillOrKillOrdersAsync(value: BigNumber): Promise<void> {
|
|
const takerAssetFillAmounts: BigNumber[] = [];
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
const totalFillResults: FillResults[] = [];
|
|
|
|
let valueLeft = value;
|
|
|
|
_.forEach(signedOrders, signedOrder => {
|
|
const takerAssetFilledAmount = signedOrder.takerAssetAmount.div(2);
|
|
|
|
takerAssetFillAmounts.push(takerAssetFilledAmount);
|
|
|
|
const expectedFillResults = calculateScaledFillResults(signedOrder, takerAssetFilledAmount);
|
|
totalFillResults.push(expectedFillResults);
|
|
|
|
let shouldPayWethFees;
|
|
|
|
if (valueLeft.gte(DeploymentManager.protocolFee)) {
|
|
shouldPayWethFees = false;
|
|
valueLeft = valueLeft.minus(DeploymentManager.protocolFee);
|
|
} else {
|
|
shouldPayWethFees = true;
|
|
}
|
|
|
|
fillTestInfo.push({ signedOrder, expectedFillResults, shouldPayWethFees });
|
|
simulateFill(signedOrder, expectedFillResults, shouldPayWethFees);
|
|
});
|
|
|
|
const args: BatchFillArgs = [
|
|
signedOrders,
|
|
takerAssetFillAmounts,
|
|
signedOrders.map(order => order.signature),
|
|
{
|
|
from: takerAddress,
|
|
gasPrice: DeploymentManager.gasPrice,
|
|
value,
|
|
},
|
|
];
|
|
|
|
const fillResults = await deployment.exchange.batchFillOrKillOrders.callAsync(...args);
|
|
const receipt = await deployment.exchange.batchFillOrKillOrders.awaitTransactionSuccessAsync(...args);
|
|
|
|
expect(totalFillResults).to.be.deep.eq(fillResults);
|
|
|
|
await assertResultsAsync(receipt, fillTestInfo);
|
|
}
|
|
|
|
it('should transfer the correct amounts if all fees are paid in eth', async () => {
|
|
await testBatchFillOrKillOrdersAsync(DeploymentManager.protocolFee.times(signedOrders.length));
|
|
});
|
|
|
|
it('should transfer the correct amounts if some fees are paid in eth and some in weth', async () => {
|
|
await testBatchFillOrKillOrdersAsync(DeploymentManager.protocolFee.times(signedOrders.length - 1));
|
|
});
|
|
|
|
it('should transfer the correct amounts if all fees are paid in weth', async () => {
|
|
await testBatchFillOrKillOrdersAsync(constants.ZERO_AMOUNT);
|
|
});
|
|
|
|
it('should revert if a single signedOrder does not fill the expected amount', async () => {
|
|
const takerAssetFillAmounts: BigNumber[] = [];
|
|
_.forEach(signedOrders, signedOrder => {
|
|
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
|
|
takerAssetFillAmounts.push(takerAssetFillAmount);
|
|
});
|
|
|
|
await deployment.exchange.fillOrKillOrder.awaitTransactionSuccessAsync(
|
|
signedOrders[0],
|
|
signedOrders[0].takerAssetAmount,
|
|
signedOrders[0].signature,
|
|
{ from: takerAddress, gasPrice: DeploymentManager.gasPrice, value: DeploymentManager.protocolFee },
|
|
);
|
|
|
|
const orderHashHex = orderHashUtils.getOrderHashHex(signedOrders[0]);
|
|
const expectedError = new ExchangeRevertErrors.OrderStatusError(orderHashHex, OrderStatus.FullyFilled);
|
|
const tx = deployment.exchange.batchFillOrKillOrders.awaitTransactionSuccessAsync(
|
|
signedOrders,
|
|
takerAssetFillAmounts,
|
|
signedOrders.map(order => order.signature),
|
|
{
|
|
from: takerAddress,
|
|
gasPrice: DeploymentManager.gasPrice,
|
|
value: DeploymentManager.protocolFee.times(signedOrders.length),
|
|
},
|
|
);
|
|
return expect(tx).to.revertWith(expectedError);
|
|
});
|
|
});
|
|
|
|
describe('batchFillOrdersNoThrow', async () => {
|
|
interface SignedOrderWithValidity {
|
|
signedOrder: SignedOrder;
|
|
isValid: boolean;
|
|
}
|
|
|
|
async function testBatchFillOrdersNoThrowAsync(
|
|
signedOrdersWithValidity: SignedOrderWithValidity[],
|
|
value: BigNumber,
|
|
defaultTakerAssetFillAmounts?: BigNumber[],
|
|
): Promise<void> {
|
|
const takerAssetFillAmounts: BigNumber[] = defaultTakerAssetFillAmounts || [];
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
const totalFillResults: FillResults[] = [];
|
|
|
|
let valueLeft = value;
|
|
|
|
_.forEach(signedOrdersWithValidity, ({ signedOrder, isValid }) => {
|
|
if (isValid) {
|
|
const takerAssetFilledAmount = signedOrder.takerAssetAmount.div(2);
|
|
takerAssetFillAmounts.push(takerAssetFilledAmount);
|
|
const expectedFillResults = calculateScaledFillResults(signedOrder, takerAssetFilledAmount);
|
|
|
|
totalFillResults.push(expectedFillResults);
|
|
|
|
let shouldPayWethFees;
|
|
|
|
if (valueLeft.gte(DeploymentManager.protocolFee)) {
|
|
shouldPayWethFees = false;
|
|
valueLeft = valueLeft.minus(DeploymentManager.protocolFee);
|
|
} else {
|
|
shouldPayWethFees = true;
|
|
}
|
|
|
|
fillTestInfo.push({ signedOrder, expectedFillResults, shouldPayWethFees });
|
|
simulateFill(signedOrder, expectedFillResults, shouldPayWethFees);
|
|
} else {
|
|
totalFillResults.push(nullFillResults);
|
|
}
|
|
});
|
|
|
|
const args: BatchFillArgs = [
|
|
signedOrders,
|
|
takerAssetFillAmounts,
|
|
signedOrders.map(order => order.signature),
|
|
{
|
|
from: takerAddress,
|
|
gasPrice: DeploymentManager.gasPrice,
|
|
value,
|
|
},
|
|
];
|
|
|
|
const fillResults = await deployment.exchange.batchFillOrdersNoThrow.callAsync(...args);
|
|
const receipt = await deployment.exchange.batchFillOrdersNoThrow.awaitTransactionSuccessAsync(...args);
|
|
|
|
expect(totalFillResults).to.be.deep.eq(fillResults);
|
|
|
|
await assertResultsAsync(receipt, fillTestInfo);
|
|
}
|
|
|
|
it('should transfer the correct amounts if all fees are paid in eth', async () => {
|
|
await testBatchFillOrdersNoThrowAsync(
|
|
signedOrders.map(signedOrder => {
|
|
return { signedOrder, isValid: true };
|
|
}),
|
|
DeploymentManager.protocolFee.times(signedOrders.length),
|
|
);
|
|
});
|
|
|
|
it('should transfer the correct amounts if some fees are paid in eth and some in weth', async () => {
|
|
await testBatchFillOrdersNoThrowAsync(
|
|
signedOrders.map(signedOrder => {
|
|
return { signedOrder, isValid: true };
|
|
}),
|
|
DeploymentManager.protocolFee.times(signedOrders.length - 1),
|
|
);
|
|
});
|
|
|
|
it('should transfer the correct amounts if all fees are paid in weth', async () => {
|
|
await testBatchFillOrdersNoThrowAsync(
|
|
signedOrders.map(signedOrder => {
|
|
return { signedOrder, isValid: true };
|
|
}),
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
});
|
|
|
|
it('should not revert if an order is invalid and fill the remaining orders', async () => {
|
|
const invalidOrder: SignedOrder = {
|
|
...signedOrders[0],
|
|
signature: '0x00',
|
|
};
|
|
|
|
const validOrders = signedOrders.slice(1);
|
|
const newOrders = [invalidOrder, ...validOrders];
|
|
|
|
const takerAssetFillAmounts: BigNumber[] = [invalidOrder.takerAssetAmount.div(2)];
|
|
|
|
await testBatchFillOrdersNoThrowAsync(
|
|
newOrders.map(signedOrder => {
|
|
return { signedOrder, isValid: true };
|
|
}),
|
|
DeploymentManager.protocolFee.times(newOrders.length),
|
|
takerAssetFillAmounts,
|
|
);
|
|
});
|
|
});
|
|
|
|
describe('marketSellOrdersNoThrow', () => {
|
|
async function testMarketSellOrdersNoThrow(
|
|
signedOrders: SignedOrder[],
|
|
takerAssetFillAmount: BigNumber,
|
|
value: BigNumber,
|
|
): Promise<void> {
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
|
|
let valueLeft = value;
|
|
let takerAssetFillAmountLeft = takerAssetFillAmount;
|
|
|
|
const totalFillResults = { ...nullFillResults };
|
|
|
|
_.forEach(signedOrders, signedOrder => {
|
|
let shouldPayWethFees;
|
|
|
|
if (valueLeft.gte(DeploymentManager.protocolFee)) {
|
|
shouldPayWethFees = false;
|
|
valueLeft = valueLeft.minus(DeploymentManager.protocolFee);
|
|
} else {
|
|
shouldPayWethFees = true;
|
|
}
|
|
|
|
if (!takerAssetFillAmountLeft.eq(0)) {
|
|
const takerFillAmount = takerAssetFillAmountLeft.gte(signedOrder.takerAssetAmount)
|
|
? signedOrder.takerAssetAmount
|
|
: takerAssetFillAmountLeft;
|
|
|
|
takerAssetFillAmountLeft = takerAssetFillAmountLeft.minus(takerFillAmount);
|
|
|
|
const expectedFillResults = calculateScaledFillResults(signedOrder, takerFillAmount);
|
|
|
|
simulateFill(signedOrder, expectedFillResults, shouldPayWethFees);
|
|
fillTestInfo.push({ signedOrder, expectedFillResults, shouldPayWethFees });
|
|
|
|
addFillResults(totalFillResults, expectedFillResults);
|
|
}
|
|
});
|
|
|
|
const args: MarketFillArgs = [
|
|
signedOrders,
|
|
takerAssetFillAmount,
|
|
signedOrders.map(order => order.signature),
|
|
{
|
|
from: takerAddress,
|
|
gasPrice: DeploymentManager.gasPrice,
|
|
value,
|
|
},
|
|
];
|
|
|
|
const fillResults = await deployment.exchange.marketSellOrdersNoThrow.callAsync(...args);
|
|
const receipt = await deployment.exchange.marketSellOrdersNoThrow.awaitTransactionSuccessAsync(...args);
|
|
|
|
expect(fillResults).to.deep.equal(totalFillResults);
|
|
|
|
await assertResultsAsync(receipt, fillTestInfo);
|
|
}
|
|
|
|
it('should stop when the entire takerAssetFillAmount is filled', async () => {
|
|
const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus(
|
|
signedOrders[1].takerAssetAmount.div(2),
|
|
);
|
|
|
|
await testMarketSellOrdersNoThrow(
|
|
signedOrders,
|
|
takerAssetFillAmount,
|
|
DeploymentManager.protocolFee.times(2),
|
|
);
|
|
});
|
|
|
|
it('should stop when the entire takerAssetFillAmount is filled', async () => {
|
|
const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus(
|
|
signedOrders[1].takerAssetAmount.div(2),
|
|
);
|
|
|
|
await testMarketSellOrdersNoThrow(signedOrders, takerAssetFillAmount, constants.ZERO_AMOUNT);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => {
|
|
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketSellOrdersNoThrow(
|
|
signedOrders,
|
|
takerAssetFillAmount,
|
|
DeploymentManager.protocolFee.times(signedOrders.length),
|
|
);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => {
|
|
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketSellOrdersNoThrow(signedOrders, takerAssetFillAmount, constants.ZERO_AMOUNT);
|
|
});
|
|
|
|
it('should fill a signedOrder that does not use the same takerAssetAddress', async () => {
|
|
const defaultTakerAssetAddress = deployment.tokens.erc20[1];
|
|
const feeToken = deployment.tokens.erc20[2];
|
|
const differentTakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
|
|
signedOrders = [
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync({
|
|
takerAssetData: differentTakerAssetData,
|
|
}),
|
|
];
|
|
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketSellOrdersNoThrow(
|
|
signedOrders,
|
|
takerAssetFillAmount,
|
|
DeploymentManager.protocolFee.times(signedOrders.length),
|
|
);
|
|
});
|
|
|
|
it('should fill a signedOrder that does not use the same takerAssetAddress', async () => {
|
|
const defaultTakerAssetAddress = deployment.tokens.erc20[1];
|
|
const feeToken = deployment.tokens.erc20[2];
|
|
const differentTakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
|
|
signedOrders = [
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync({
|
|
takerAssetData: differentTakerAssetData,
|
|
}),
|
|
];
|
|
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketSellOrdersNoThrow(signedOrders, takerAssetFillAmount, constants.ZERO_AMOUNT);
|
|
});
|
|
});
|
|
|
|
describe('marketBuyOrdersNoThrow', () => {
|
|
async function testMarketBuyOrdersNoThrow(
|
|
signedOrders: SignedOrder[],
|
|
makerAssetFillAmount: BigNumber,
|
|
value: BigNumber,
|
|
): Promise<void> {
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
|
|
let valueLeft = value;
|
|
const totalFillResults = { ...nullFillResults };
|
|
let makerAssetRemaining = makerAssetFillAmount;
|
|
_.forEach(signedOrders, signedOrder => {
|
|
let shouldPayWethFees;
|
|
|
|
if (valueLeft.gte(DeploymentManager.protocolFee)) {
|
|
shouldPayWethFees = false;
|
|
valueLeft = valueLeft.minus(DeploymentManager.protocolFee);
|
|
} else {
|
|
shouldPayWethFees = true;
|
|
}
|
|
|
|
if (!makerAssetRemaining.eq(0)) {
|
|
const makerAssetBought = makerAssetRemaining.gte(signedOrder.makerAssetAmount)
|
|
? signedOrder.makerAssetAmount
|
|
: makerAssetRemaining;
|
|
|
|
makerAssetRemaining = makerAssetRemaining.minus(makerAssetBought);
|
|
|
|
const expectedFillResults = calculateScaledFillResults(signedOrder, makerAssetBought, true);
|
|
|
|
simulateFill(signedOrder, expectedFillResults, shouldPayWethFees);
|
|
fillTestInfo.push({ signedOrder, expectedFillResults, shouldPayWethFees });
|
|
|
|
addFillResults(totalFillResults, expectedFillResults);
|
|
}
|
|
});
|
|
|
|
const args: MarketFillArgs = [
|
|
signedOrders,
|
|
makerAssetFillAmount,
|
|
signedOrders.map(order => order.signature),
|
|
{
|
|
from: takerAddress,
|
|
gasPrice: DeploymentManager.gasPrice,
|
|
value,
|
|
},
|
|
];
|
|
const fillResults = await deployment.exchange.marketBuyOrdersNoThrow.callAsync(...args);
|
|
const receipt = await deployment.exchange.marketBuyOrdersNoThrow.awaitTransactionSuccessAsync(...args);
|
|
|
|
expect(fillResults).to.deep.equal(totalFillResults);
|
|
|
|
await assertResultsAsync(receipt, fillTestInfo);
|
|
}
|
|
|
|
it('should stop when the entire makerAssetFillAmount is filled', async () => {
|
|
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
|
|
signedOrders[1].makerAssetAmount.div(2),
|
|
);
|
|
|
|
await testMarketBuyOrdersNoThrow(
|
|
signedOrders,
|
|
makerAssetFillAmount,
|
|
DeploymentManager.protocolFee.times(signedOrders.length),
|
|
);
|
|
});
|
|
|
|
it('should stop when the entire makerAssetFillAmount is filled', async () => {
|
|
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
|
|
signedOrders[1].makerAssetAmount.div(2),
|
|
);
|
|
|
|
await testMarketBuyOrdersNoThrow(signedOrders, makerAssetFillAmount, constants.ZERO_AMOUNT);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => {
|
|
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketBuyOrdersNoThrow(
|
|
signedOrders,
|
|
makerAssetFillAmount,
|
|
DeploymentManager.protocolFee.times(signedOrders.length),
|
|
);
|
|
});
|
|
|
|
it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => {
|
|
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketBuyOrdersNoThrow(signedOrders, makerAssetFillAmount, constants.ZERO_AMOUNT);
|
|
});
|
|
|
|
it('should fill a signedOrder that does not use the same makerAssetAddress', async () => {
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
const feeToken = deployment.tokens.erc20[2];
|
|
const differentMakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
|
|
signedOrders = [
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync({
|
|
makerAssetData: differentMakerAssetData,
|
|
}),
|
|
];
|
|
|
|
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketBuyOrdersNoThrow(
|
|
signedOrders,
|
|
makerAssetFillAmount,
|
|
DeploymentManager.protocolFee.times(signedOrders.length),
|
|
);
|
|
});
|
|
|
|
it('should fill a signedOrder that does not use the same makerAssetAddress', async () => {
|
|
const fillTestInfo: FillTestInfo[] = [];
|
|
const feeToken = deployment.tokens.erc20[2];
|
|
const differentMakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
|
|
signedOrders = [
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync(),
|
|
await maker.signOrderAsync({
|
|
makerAssetData: differentMakerAssetData,
|
|
}),
|
|
];
|
|
|
|
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
|
|
|
|
await testMarketBuyOrdersNoThrow(signedOrders, makerAssetFillAmount, constants.ZERO_AMOUNT);
|
|
});
|
|
});
|
|
|
|
describe('batchCancelOrders', () => {
|
|
it('should be able to cancel multiple signedOrders', async () => {
|
|
const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount);
|
|
const receipt = await deployment.exchange.batchCancelOrders.awaitTransactionSuccessAsync(signedOrders, {
|
|
from: makerAddress,
|
|
});
|
|
const expectedOrderHashes = signedOrders.map(order => orderHashUtils.getOrderHashHex(order));
|
|
expect(receipt.logs.length).to.equal(signedOrders.length);
|
|
receipt.logs.forEach((log, index) => {
|
|
expect((log as any).args.orderHash).to.equal(expectedOrderHashes[index]);
|
|
});
|
|
});
|
|
|
|
it('should not revert if a single cancel noops', async () => {
|
|
await deployment.exchange.cancelOrder.awaitTransactionSuccessAsync(signedOrders[1], {
|
|
from: makerAddress,
|
|
});
|
|
const expectedOrderHashes = [signedOrders[0], ...signedOrders.slice(2)].map(order =>
|
|
orderHashUtils.getOrderHashHex(order),
|
|
);
|
|
const receipt = await deployment.exchange.batchCancelOrders.awaitTransactionSuccessAsync(signedOrders, {
|
|
from: makerAddress,
|
|
});
|
|
|
|
expect(receipt.logs.length).to.equal(signedOrders.length - 1);
|
|
receipt.logs.forEach((log, index) => {
|
|
expect((log as any).args.orderHash).to.equal(expectedOrderHashes[index]);
|
|
});
|
|
});
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});
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});
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}); // tslint:disable-line:max-file-line-count
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