911 lines
48 KiB
TypeScript

import { ERC20ProxyContract, ERC20Wrapper } from '@0x/contracts-asset-proxy';
import { DummyERC20TokenContract } from '@0x/contracts-erc20';
import {
blockchainTests,
constants,
describe,
ERC20BalancesByOwner,
expect,
getLatestBlockTimestampAsync,
OrderFactory,
} from '@0x/contracts-test-utils';
import { assetDataUtils, ExchangeRevertErrors, orderHashUtils } from '@0x/order-utils';
import { FillResults, OrderStatus, SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import * as _ from 'lodash';
import { artifacts, ExchangeContract, ExchangeWrapper } from '../src';
// tslint:disable:no-unnecessary-type-assertion
blockchainTests.resets('Exchange wrappers', env => {
let chainId: number;
let makerAddress: string;
let owner: string;
let takerAddress: string;
let feeRecipientAddress: string;
let erc20TokenA: DummyERC20TokenContract;
let erc20TokenB: DummyERC20TokenContract;
let feeToken: DummyERC20TokenContract;
let exchange: ExchangeContract;
let erc20Proxy: ERC20ProxyContract;
let exchangeWrapper: ExchangeWrapper;
let erc20Wrapper: ERC20Wrapper;
let erc20Balances: ERC20BalancesByOwner;
let orderFactory: OrderFactory;
let defaultMakerAssetAddress: string;
let defaultTakerAssetAddress: string;
let defaultFeeAssetAddress: string;
const PROTOCOL_FEE_MULTIPLIER = new BigNumber(150);
const nullFillResults: FillResults = {
makerAssetFilledAmount: constants.ZERO_AMOUNT,
takerAssetFilledAmount: constants.ZERO_AMOUNT,
makerFeePaid: constants.ZERO_AMOUNT,
takerFeePaid: constants.ZERO_AMOUNT,
protocolFeePaid: constants.ZERO_AMOUNT,
};
before(async () => {
chainId = await env.getChainIdAsync();
const accounts = await env.getAccountAddressesAsync();
const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = _.slice(accounts, 0, 4));
erc20Wrapper = new ERC20Wrapper(env.provider, usedAddresses, owner);
const numDummyErc20ToDeploy = 3;
[erc20TokenA, erc20TokenB, feeToken] = await erc20Wrapper.deployDummyTokensAsync(
numDummyErc20ToDeploy,
constants.DUMMY_TOKEN_DECIMALS,
);
erc20Proxy = await erc20Wrapper.deployProxyAsync();
await erc20Wrapper.setBalancesAndAllowancesAsync();
exchange = await ExchangeContract.deployFrom0xArtifactAsync(
artifacts.Exchange,
env.provider,
{ ...env.txDefaults, from: owner },
{},
new BigNumber(chainId),
);
// Set the protocol fee multiplier of the exchange
await exchange.setProtocolFeeMultiplier.awaitTransactionSuccessAsync(PROTOCOL_FEE_MULTIPLIER, {
from: owner,
});
exchangeWrapper = new ExchangeWrapper(exchange, env.provider);
await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
await erc20Proxy.addAuthorizedAddress.awaitTransactionSuccessAsync(exchange.address, {
from: owner,
});
defaultMakerAssetAddress = erc20TokenA.address;
defaultTakerAssetAddress = erc20TokenB.address;
defaultFeeAssetAddress = feeToken.address;
const defaultOrderParams = {
...constants.STATIC_ORDER_PARAMS,
makerAddress,
feeRecipientAddress,
makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress),
makerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultFeeAssetAddress),
takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultFeeAssetAddress),
domain: {
verifyingContractAddress: exchange.address,
chainId,
},
};
const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
orderFactory = new OrderFactory(privateKey, defaultOrderParams);
});
beforeEach(async () => {
erc20Balances = await erc20Wrapper.getBalancesAsync();
});
describe('fillOrKillOrder', () => {
it('should transfer the correct amounts', async () => {
const signedOrder = await orderFactory.newSignedOrderAsync({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18),
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18),
});
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const fillResults = await exchange.fillOrKillOrder.callAsync(
signedOrder,
takerAssetFillAmount,
signedOrder.signature,
{ from: takerAddress },
);
await exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFilledAmount);
expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(takerAssetFillAmount);
expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee);
expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee);
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount),
);
expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][feeToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount),
);
expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][feeToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)),
);
});
it('should revert if a signedOrder is expired', async () => {
const currentTimestamp = await getLatestBlockTimestampAsync();
const signedOrder = await orderFactory.newSignedOrderAsync({
expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10),
});
const orderHashHex = orderHashUtils.getOrderHashHex(signedOrder);
const expectedError = new ExchangeRevertErrors.OrderStatusError(orderHashHex, OrderStatus.Expired);
const tx = exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress);
return expect(tx).to.revertWith(expectedError);
});
it('should revert if entire takerAssetFillAmount not filled', async () => {
const signedOrder = await orderFactory.newSignedOrderAsync();
const takerAssetFillAmount = signedOrder.takerAssetAmount;
await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, {
takerAssetFillAmount: signedOrder.takerAssetAmount.dividedToIntegerBy(2),
});
const expectedError = new ExchangeRevertErrors.IncompleteFillError(
ExchangeRevertErrors.IncompleteFillErrorCode.IncompleteFillOrder,
takerAssetFillAmount,
takerAssetFillAmount.dividedToIntegerBy(2),
);
const tx = exchangeWrapper.fillOrKillOrderAsync(signedOrder, takerAddress);
return expect(tx).to.revertWith(expectedError);
});
});
describe('batch functions', () => {
let signedOrders: SignedOrder[];
beforeEach(async () => {
signedOrders = [
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync(),
];
});
describe('batchFillOrders', () => {
it('should transfer the correct amounts', async () => {
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
const takerAssetFillAmounts: BigNumber[] = [];
const expectedFillResults: FillResults[] = [];
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
expectedFillResults.push({
takerAssetFilledAmount: takerAssetFillAmount,
makerAssetFilledAmount,
makerFeePaid: makerFee,
takerFeePaid: takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
});
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][
takerAssetAddress
].plus(takerAssetFillAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][
makerAssetAddress
].plus(makerAssetFilledAmount);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(makerFee.plus(takerFee));
});
const fillResults = await exchange.batchFillOrders.callAsync(
signedOrders,
takerAssetFillAmounts,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.batchFillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
});
describe('batchFillOrKillOrders', () => {
it('should transfer the correct amounts', async () => {
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
const takerAssetFillAmounts: BigNumber[] = [];
const expectedFillResults: FillResults[] = [];
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
expectedFillResults.push({
takerAssetFilledAmount: takerAssetFillAmount,
makerAssetFilledAmount,
makerFeePaid: makerFee,
takerFeePaid: takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
});
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][
takerAssetAddress
].plus(takerAssetFillAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][
makerAssetAddress
].plus(makerAssetFilledAmount);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(makerFee.plus(takerFee));
});
const fillResults = await exchange.batchFillOrKillOrders.callAsync(
signedOrders,
takerAssetFillAmounts,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should revert if a single signedOrder does not fill the expected amount', async () => {
const takerAssetFillAmounts: BigNumber[] = [];
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
takerAssetFillAmounts.push(takerAssetFillAmount);
});
await exchangeWrapper.fillOrKillOrderAsync(signedOrders[0], takerAddress);
const orderHashHex = orderHashUtils.getOrderHashHex(signedOrders[0]);
const expectedError = new ExchangeRevertErrors.OrderStatusError(orderHashHex, OrderStatus.FullyFilled);
const tx = exchangeWrapper.batchFillOrKillOrdersAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
return expect(tx).to.revertWith(expectedError);
});
});
describe('batchFillOrdersNoThrow', async () => {
it('should transfer the correct amounts', async () => {
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
const takerAssetFillAmounts: BigNumber[] = [];
const expectedFillResults: FillResults[] = [];
_.forEach(signedOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
expectedFillResults.push({
takerAssetFilledAmount: takerAssetFillAmount,
makerAssetFilledAmount,
makerFeePaid: makerFee,
takerFeePaid: takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
});
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][
takerAssetAddress
].plus(takerAssetFillAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][
makerAssetAddress
].plus(makerAssetFilledAmount);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(makerFee.plus(takerFee));
});
const fillResults = await exchange.batchFillOrdersNoThrow.callAsync(
signedOrders,
takerAssetFillAmounts,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should not revert if an order is invalid and fill the remaining orders', async () => {
const makerAssetAddress = erc20TokenA.address;
const takerAssetAddress = erc20TokenB.address;
const invalidOrder = {
...signedOrders[0],
signature: '0x00',
};
const validOrders = signedOrders.slice(1);
const takerAssetFillAmounts: BigNumber[] = [invalidOrder.takerAssetAmount.div(2)];
const expectedFillResults = [nullFillResults];
_.forEach(validOrders, signedOrder => {
const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2);
const makerAssetFilledAmount = takerAssetFillAmount
.times(signedOrder.makerAssetAmount)
.dividedToIntegerBy(signedOrder.takerAssetAmount);
const makerFee = signedOrder.makerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
const takerFee = signedOrder.takerFee
.times(makerAssetFilledAmount)
.dividedToIntegerBy(signedOrder.makerAssetAmount);
takerAssetFillAmounts.push(takerAssetFillAmount);
expectedFillResults.push({
takerAssetFilledAmount: takerAssetFillAmount,
makerAssetFilledAmount,
makerFeePaid: makerFee,
takerFeePaid: takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
});
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(makerAssetFilledAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][
takerAssetAddress
].plus(takerAssetFillAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][
makerAssetAddress
].plus(makerAssetFilledAmount);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(takerAssetFillAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(makerFee.plus(takerFee));
});
const newOrders = [invalidOrder, ...validOrders];
const fillResults = await exchange.batchFillOrdersNoThrow.callAsync(
newOrders,
takerAssetFillAmounts,
newOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.batchFillOrdersNoThrowAsync(newOrders, takerAddress, {
takerAssetFillAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
});
describe('marketSellOrdersNoThrow', () => {
it('should stop when the entire takerAssetFillAmount is filled', async () => {
const takerAssetFillAmount = signedOrders[0].takerAssetAmount.plus(
signedOrders[1].takerAssetAmount.div(2),
);
const fillResults = await exchange.marketSellOrdersNoThrow.callAsync(
signedOrders,
takerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAssetFilledAmount = signedOrders[0].makerAssetAmount.plus(
signedOrders[1].makerAssetAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2));
const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2));
expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFilledAmount);
expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(takerAssetFillAmount);
expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee);
expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee);
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].plus(takerAssetFillAmount),
);
expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][feeToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFilledAmount),
);
expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][feeToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire takerAssetFillAmount', async () => {
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].plus(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].plus(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(signedOrder.makerFee.plus(signedOrder.takerFee));
});
const fillResults = await exchange.marketSellOrdersNoThrow.callAsync(
signedOrders,
takerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const expectedFillResults = signedOrders
.map(signedOrder => ({
makerAssetFilledAmount: signedOrder.makerAssetAmount,
takerAssetFilledAmount: signedOrder.takerAssetAmount,
makerFeePaid: signedOrder.makerFee,
takerFeePaid: signedOrder.takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
}))
.reduce(
(totalFillResults, currentFillResults) => ({
makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus(
currentFillResults.makerAssetFilledAmount,
),
takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus(
currentFillResults.takerAssetFilledAmount,
),
makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid),
takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid),
protocolFeePaid: totalFillResults.protocolFeePaid.plus(currentFillResults.protocolFeePaid),
}),
nullFillResults,
);
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should fill a signedOrder that does not use the same takerAssetAddress', async () => {
const differentTakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
signedOrders = [
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync({
takerAssetData: differentTakerAssetData,
}),
];
const takerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
const takerAssetAddress =
signedOrder.takerAssetData === differentTakerAssetData
? feeToken.address
: defaultTakerAssetAddress;
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][takerAssetAddress] = erc20Balances[makerAddress][
takerAssetAddress
].plus(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].plus(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][takerAssetAddress] = erc20Balances[takerAddress][
takerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(signedOrder.makerFee.plus(signedOrder.takerFee));
});
const fillResults = await exchange.marketSellOrdersNoThrow.callAsync(
signedOrders,
takerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketSellOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const expectedFillResults = signedOrders
.map(signedOrder => ({
makerAssetFilledAmount: signedOrder.makerAssetAmount,
takerAssetFilledAmount: signedOrder.takerAssetAmount,
makerFeePaid: signedOrder.makerFee,
takerFeePaid: signedOrder.takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
}))
.reduce(
(totalFillResults, currentFillResults) => ({
makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus(
currentFillResults.makerAssetFilledAmount,
),
takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus(
currentFillResults.takerAssetFilledAmount,
),
makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid),
takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid),
protocolFeePaid: totalFillResults.protocolFeePaid.plus(currentFillResults.protocolFeePaid),
}),
nullFillResults,
);
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
});
describe('marketBuyOrdersNoThrow', () => {
it('should stop when the entire makerAssetFillAmount is filled', async () => {
const makerAssetFillAmount = signedOrders[0].makerAssetAmount.plus(
signedOrders[1].makerAssetAmount.div(2),
);
const fillResults = await exchange.marketBuyOrdersNoThrow.callAsync(
signedOrders,
makerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const makerAmountBought = signedOrders[0].takerAssetAmount.plus(
signedOrders[1].takerAssetAmount.dividedToIntegerBy(2),
);
const makerFee = signedOrders[0].makerFee.plus(signedOrders[1].makerFee.dividedToIntegerBy(2));
const takerFee = signedOrders[0].takerFee.plus(signedOrders[1].takerFee.dividedToIntegerBy(2));
expect(fillResults.makerAssetFilledAmount).to.bignumber.equal(makerAssetFillAmount);
expect(fillResults.takerAssetFilledAmount).to.bignumber.equal(makerAmountBought);
expect(fillResults.makerFeePaid).to.bignumber.equal(makerFee);
expect(fillResults.takerFeePaid).to.bignumber.equal(takerFee);
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
);
expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[makerAddress][defaultTakerAssetAddress].plus(makerAmountBought),
);
expect(newBalances[makerAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[makerAddress][feeToken.address].minus(makerFee),
);
expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultTakerAssetAddress].minus(makerAmountBought),
);
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
);
expect(newBalances[takerAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[takerAddress][feeToken.address].minus(takerFee),
);
expect(newBalances[feeRecipientAddress][feeToken.address]).to.be.bignumber.equal(
erc20Balances[feeRecipientAddress][feeToken.address].plus(makerFee.plus(takerFee)),
);
});
it('should fill all signedOrders if cannot fill entire makerAssetFillAmount', async () => {
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
erc20Balances[makerAddress][defaultMakerAssetAddress] = erc20Balances[makerAddress][
defaultMakerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].plus(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][defaultMakerAssetAddress] = erc20Balances[takerAddress][
defaultMakerAssetAddress
].plus(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(signedOrder.makerFee.plus(signedOrder.takerFee));
});
const fillResults = await exchange.marketBuyOrdersNoThrow.callAsync(
signedOrders,
makerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const expectedFillResults = signedOrders
.map(signedOrder => ({
makerAssetFilledAmount: signedOrder.makerAssetAmount,
takerAssetFilledAmount: signedOrder.takerAssetAmount,
makerFeePaid: signedOrder.makerFee,
takerFeePaid: signedOrder.takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
}))
.reduce(
(totalFillResults, currentFillResults) => ({
makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus(
currentFillResults.makerAssetFilledAmount,
),
takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus(
currentFillResults.takerAssetFilledAmount,
),
makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid),
takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid),
protocolFeePaid: totalFillResults.protocolFeePaid.plus(currentFillResults.protocolFeePaid),
}),
nullFillResults,
);
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
it('should fill a signedOrder that does not use the same makerAssetAddress', async () => {
const differentMakerAssetData = assetDataUtils.encodeERC20AssetData(feeToken.address);
signedOrders = [
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync(),
await orderFactory.newSignedOrderAsync({
makerAssetData: differentMakerAssetData,
}),
];
const makerAssetFillAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18);
_.forEach(signedOrders, signedOrder => {
const makerAssetAddress =
signedOrder.makerAssetData === differentMakerAssetData
? feeToken.address
: defaultMakerAssetAddress;
erc20Balances[makerAddress][makerAssetAddress] = erc20Balances[makerAddress][
makerAssetAddress
].minus(signedOrder.makerAssetAmount);
erc20Balances[makerAddress][defaultTakerAssetAddress] = erc20Balances[makerAddress][
defaultTakerAssetAddress
].plus(signedOrder.takerAssetAmount);
erc20Balances[makerAddress][feeToken.address] = erc20Balances[makerAddress][feeToken.address].minus(
signedOrder.makerFee,
);
erc20Balances[takerAddress][makerAssetAddress] = erc20Balances[takerAddress][
makerAssetAddress
].plus(signedOrder.makerAssetAmount);
erc20Balances[takerAddress][defaultTakerAssetAddress] = erc20Balances[takerAddress][
defaultTakerAssetAddress
].minus(signedOrder.takerAssetAmount);
erc20Balances[takerAddress][feeToken.address] = erc20Balances[takerAddress][feeToken.address].minus(
signedOrder.takerFee,
);
erc20Balances[feeRecipientAddress][feeToken.address] = erc20Balances[feeRecipientAddress][
feeToken.address
].plus(signedOrder.makerFee.plus(signedOrder.takerFee));
});
const fillResults = await exchange.marketBuyOrdersNoThrow.callAsync(
signedOrders,
makerAssetFillAmount,
signedOrders.map(signedOrder => signedOrder.signature),
{ from: takerAddress },
);
await exchangeWrapper.marketBuyOrdersNoThrowAsync(signedOrders, takerAddress, {
makerAssetFillAmount,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
const expectedFillResults = signedOrders
.map(signedOrder => ({
makerAssetFilledAmount: signedOrder.makerAssetAmount,
takerAssetFilledAmount: signedOrder.takerAssetAmount,
makerFeePaid: signedOrder.makerFee,
takerFeePaid: signedOrder.takerFee,
protocolFeePaid: constants.ZERO_AMOUNT,
}))
.reduce(
(totalFillResults, currentFillResults) => ({
makerAssetFilledAmount: totalFillResults.makerAssetFilledAmount.plus(
currentFillResults.makerAssetFilledAmount,
),
takerAssetFilledAmount: totalFillResults.takerAssetFilledAmount.plus(
currentFillResults.takerAssetFilledAmount,
),
makerFeePaid: totalFillResults.makerFeePaid.plus(currentFillResults.makerFeePaid),
takerFeePaid: totalFillResults.takerFeePaid.plus(currentFillResults.takerFeePaid),
protocolFeePaid: totalFillResults.protocolFeePaid.plus(currentFillResults.protocolFeePaid),
}),
nullFillResults,
);
expect(fillResults).to.deep.equal(expectedFillResults);
expect(newBalances).to.be.deep.equal(erc20Balances);
});
});
describe('batchCancelOrders', () => {
it('should be able to cancel multiple signedOrders', async () => {
const takerAssetCancelAmounts = _.map(signedOrders, signedOrder => signedOrder.takerAssetAmount);
await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress);
await exchangeWrapper.batchFillOrdersNoThrowAsync(signedOrders, takerAddress, {
takerAssetFillAmounts: takerAssetCancelAmounts,
});
const newBalances = await erc20Wrapper.getBalancesAsync();
expect(erc20Balances).to.be.deep.equal(newBalances);
});
it('should not revert if a single cancel noops', async () => {
await exchangeWrapper.cancelOrderAsync(signedOrders[1], makerAddress);
const expectedOrderHashes = [signedOrders[0], ...signedOrders.slice(2)].map(order =>
orderHashUtils.getOrderHashHex(order),
);
const tx = await exchangeWrapper.batchCancelOrdersAsync(signedOrders, makerAddress);
expect(tx.logs.length).to.equal(signedOrders.length - 1);
tx.logs.forEach((log, index) => {
expect((log as any).args.orderHash).to.equal(expectedOrderHashes[index]);
});
});
});
});
}); // tslint:disable-line:max-file-line-count