323 lines
18 KiB
TypeScript
323 lines
18 KiB
TypeScript
import 'mocha';
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import * as _ from 'lodash';
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import * as chai from 'chai';
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import * as Web3 from 'web3';
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import * as BigNumber from 'bignumber.js';
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import * as dirtyChai from 'dirty-chai';
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import ChaiBigNumber = require('chai-bignumber');
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import promisify = require('es6-promisify');
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import {web3Factory} from './utils/web3_factory';
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import {ZeroEx} from '../src/0x.js';
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import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
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import {ExchangeContractErrs, SignedOrder, Token} from '../src/types';
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import {FillScenarios} from './utils/fill_scenarios';
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import {TokenUtils} from './utils/token_utils';
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chai.use(dirtyChai);
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chai.use(ChaiBigNumber());
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle();
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describe('ExchangeWrapper', () => {
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let zeroEx: ZeroEx;
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let userAddresses: string[];
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let web3: Web3;
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before(async () => {
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web3 = web3Factory.create();
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zeroEx = new ZeroEx(web3);
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userAddresses = await promisify(web3.eth.getAccounts)();
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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});
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afterEach(async () => {
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await blockchainLifecycle.revertAsync();
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});
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describe('#isValidSignatureAsync', () => {
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// The Exchange smart contract `isValidSignature` method only validates orderHashes and assumes
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// the length of the data is exactly 32 bytes. Thus for these tests, we use data of this size.
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const dataHex = '0x6927e990021d23b1eb7b8789f6a6feaf98fe104bb0cf8259421b79f9a34222b0';
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const signature = {
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v: 27,
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r: '0x61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc33',
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s: '0x40349190569279751135161d22529dc25add4f6069af05be04cacbda2ace2254',
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};
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const address = '0x5409ed021d9299bf6814279a6a1411a7e866a631';
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describe('should throw if passed a malformed signature', () => {
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it('malformed v', async () => {
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const malformedSignature = {
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v: 34,
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r: signature.r,
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s: signature.s,
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};
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return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
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.to.be.rejected();
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});
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it('r lacks 0x prefix', async () => {
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const malformedR = signature.r.replace('0x', '');
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const malformedSignature = {
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v: signature.v,
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r: malformedR,
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s: signature.s,
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};
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return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
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.to.be.rejected();
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});
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it('r is too short', async () => {
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const malformedR = signature.r.substr(10);
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const malformedSignature = {
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v: signature.v,
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r: malformedR,
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s: signature.s.replace('0', 'z'),
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};
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return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
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.to.be.rejected();
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});
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it('s is not hex', async () => {
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const malformedS = signature.s.replace('0', 'z');
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const malformedSignature = {
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v: signature.v,
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r: signature.r,
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s: malformedS,
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};
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return expect(zeroEx.exchange.isValidSignatureAsync(dataHex, malformedSignature, address))
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.to.be.rejected();
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});
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});
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it('should return false if the data doesn\'t pertain to the signature & address', async () => {
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const isValid = await zeroEx.exchange.isValidSignatureAsync('0x0', signature, address);
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expect(isValid).to.be.false();
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});
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it('should return false if the address doesn\'t pertain to the signature & dataHex', async () => {
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const validUnrelatedAddress = '0x8b0292B11a196601eD2ce54B665CaFEca0347D42';
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const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, validUnrelatedAddress);
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expect(isValid).to.be.false();
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});
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it('should return false if the signature doesn\'t pertain to the dataHex & address', async () => {
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const wrongSignature = {...signature, v: 28};
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const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, wrongSignature, address);
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expect(isValid).to.be.false();
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});
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it('should return true if the signature does pertain to the dataHex & address', async () => {
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const isValid = await zeroEx.exchange.isValidSignatureAsync(dataHex, signature, address);
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expect(isValid).to.be.true();
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});
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});
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describe('#fillOrderAsync', () => {
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let tokens: Token[];
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let makerTokenAddress: string;
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let takerTokenAddress: string;
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let fillScenarios: FillScenarios;
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let coinbase: string;
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let makerAddress: string;
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let takerAddress: string;
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let feeRecipient: string;
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let zrxTokenAddress: string;
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const fillTakerAmount = new BigNumber(5);
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const shouldCheckTransfer = false;
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before('fetch tokens', async () => {
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[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
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tokens = await zeroEx.tokenRegistry.getTokensAsync();
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const tokenUtils = new TokenUtils(tokens);
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const [makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
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makerTokenAddress = makerToken.address;
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takerTokenAddress = takerToken.address;
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zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
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fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress);
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});
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afterEach('reset default account', () => {
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zeroEx.setTransactionSenderAccount(userAddresses[0]);
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});
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describe('failed fills', () => {
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it('should throw when the fill amount is zero', async () => {
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const fillableAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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const zeroFillAmount = new BigNumber(0);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, zeroFillAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
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});
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it('should throw when sender is not a taker', async () => {
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const fillableAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
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});
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it('should throw when order is expired', async () => {
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const expirationInPast = new BigNumber(42);
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const fillableAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount, expirationInPast,
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);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_EXPIRED);
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});
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describe('should throw when not enough balance or allowance to fulfill the order', () => {
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const fillableAmount = new BigNumber(5);
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const lackingBalance = new BigNumber(3);
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const lackingAllowance = new BigNumber(3);
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let signedOrder: SignedOrder;
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beforeEach('create fillable signed order', async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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});
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it('should throw when taker balance is less than fill amount', async () => {
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await zeroEx.token.transferAsync(takerTokenAddress, takerAddress, coinbase, lackingBalance);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_TAKER_BALANCE);
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});
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it('should throw when taker allowance is less than fill amount', async () => {
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const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
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await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress,
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newAllowanceWhichIsLessThanFillAmount);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
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});
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it('should throw when maker balance is less than maker fill amount', async () => {
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await zeroEx.token.transferAsync(makerTokenAddress, makerAddress, coinbase, lackingBalance);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_MAKER_BALANCE);
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});
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it('should throw when maker allowance is less than maker fill amount', async () => {
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const newAllowanceWhichIsLessThanFillAmount = fillTakerAmount.minus(lackingAllowance);
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await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress,
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newAllowanceWhichIsLessThanFillAmount);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
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});
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});
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it('should throw when there would be a rounding error', async () => {
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const makerFillableAmount = new BigNumber(3);
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const takerFillableAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createAsymetricFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
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makerFillableAmount, takerFillableAmount,
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);
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const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
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zeroEx.setTransactionSenderAccount(takerAddress);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmountThatCausesRoundingError, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
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});
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describe('should raise when not enough balance or allowance to pay fees', () => {
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const fillableAmount = new BigNumber(5);
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const makerFee = new BigNumber(2);
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const takerFee = new BigNumber(2);
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let signedOrder: SignedOrder;
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beforeEach('setup', async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerTokenAddress, takerTokenAddress, makerFee, takerFee,
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makerAddress, takerAddress, fillableAmount, feeRecipient,
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);
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zeroEx.setTransactionSenderAccount(takerAddress);
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});
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it('should throw when maker doesn\'t have enough balance to pay fees', async () => {
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const lackingBalance = new BigNumber(1);
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await zeroEx.token.transferAsync(zrxTokenAddress, makerAddress, coinbase, lackingBalance);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_MAKER_FEE_BALANCE);
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});
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it('should throw when maker doesn\'t have enough allowance to pay fees', async () => {
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const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
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await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, makerAddress,
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newAllowanceWhichIsLessThanFees);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_MAKER_FEE_ALLOWANCE);
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});
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it('should throw when taker doesn\'t have enough balance to pay fees', async () => {
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const lackingBalance = new BigNumber(1);
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await zeroEx.token.transferAsync(zrxTokenAddress, takerAddress, coinbase, lackingBalance);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_TAKER_FEE_BALANCE);
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});
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it('should throw when taker doesn\'t have enough allowance to pay fees', async () => {
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const newAllowanceWhichIsLessThanFees = makerFee.minus(1);
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await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, takerAddress,
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newAllowanceWhichIsLessThanFees);
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return expect(zeroEx.exchange.fillOrderAsync(
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signedOrder, fillTakerAmount, shouldCheckTransfer,
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)).to.be.rejectedWith(ExchangeContractErrs.NOT_ENOUGH_TAKER_FEE_ALLOWANCE);
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});
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});
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});
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describe('successful fills', () => {
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it('should fill the valid order', async () => {
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const fillableAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
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.to.be.bignumber.equal(fillableAmount);
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expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
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.to.be.bignumber.equal(0);
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expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
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.to.be.bignumber.equal(0);
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expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
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.to.be.bignumber.equal(fillableAmount);
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zeroEx.setTransactionSenderAccount(takerAddress);
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await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
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expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
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.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
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expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
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.to.be.bignumber.equal(fillTakerAmount);
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expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
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.to.be.bignumber.equal(fillTakerAmount);
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expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
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.to.be.bignumber.equal(fillableAmount.minus(fillTakerAmount));
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});
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it('should partially fill the valid order', async () => {
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const fillableAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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const partialFillAmount = new BigNumber(3);
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zeroEx.setTransactionSenderAccount(takerAddress);
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await zeroEx.exchange.fillOrderAsync(signedOrder, partialFillAmount, shouldCheckTransfer);
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expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, makerAddress))
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.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
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expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, makerAddress))
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.to.be.bignumber.equal(partialFillAmount);
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expect(await zeroEx.token.getBalanceAsync(makerTokenAddress, takerAddress))
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.to.be.bignumber.equal(partialFillAmount);
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expect(await zeroEx.token.getBalanceAsync(takerTokenAddress, takerAddress))
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.to.be.bignumber.equal(fillableAmount.minus(partialFillAmount));
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});
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it('should fill the valid orders with fees', async () => {
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const fillableAmount = new BigNumber(5);
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const makerFee = new BigNumber(1);
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const takerFee = new BigNumber(2);
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const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerTokenAddress, takerTokenAddress, makerFee, takerFee,
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makerAddress, takerAddress, fillableAmount, feeRecipient,
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);
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zeroEx.setTransactionSenderAccount(takerAddress);
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await zeroEx.exchange.fillOrderAsync(signedOrder, fillTakerAmount, shouldCheckTransfer);
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expect(await zeroEx.token.getBalanceAsync(zrxTokenAddress, feeRecipient))
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.to.be.bignumber.equal(makerFee.plus(takerFee));
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});
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});
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});
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});
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