475 lines
20 KiB
TypeScript
475 lines
20 KiB
TypeScript
import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
|
|
import { BlockParamLiteral } from '@0xproject/types';
|
|
import { BigNumber } from '@0xproject/utils';
|
|
import * as chai from 'chai';
|
|
import * as Sinon from 'sinon';
|
|
import * as Web3 from 'web3';
|
|
|
|
import { ExchangeContractErrs, SignedOrder, Token, ZeroEx, ZeroExError } from '../src';
|
|
import { TradeSide, TransferType } from '../src/types';
|
|
import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator';
|
|
import { OrderValidationUtils } from '../src/utils/order_validation_utils';
|
|
|
|
import { chaiSetup } from './utils/chai_setup';
|
|
import { constants } from './utils/constants';
|
|
import { FillScenarios } from './utils/fill_scenarios';
|
|
import { TokenUtils } from './utils/token_utils';
|
|
|
|
chaiSetup.configure();
|
|
const expect = chai.expect;
|
|
const blockchainLifecycle = new BlockchainLifecycle();
|
|
|
|
describe('OrderValidation', () => {
|
|
let web3: Web3;
|
|
let zeroEx: ZeroEx;
|
|
let userAddresses: string[];
|
|
let tokens: Token[];
|
|
let tokenUtils: TokenUtils;
|
|
let exchangeContractAddress: string;
|
|
let zrxTokenAddress: string;
|
|
let fillScenarios: FillScenarios;
|
|
let makerTokenAddress: string;
|
|
let takerTokenAddress: string;
|
|
let coinbase: string;
|
|
let makerAddress: string;
|
|
let takerAddress: string;
|
|
let feeRecipient: string;
|
|
const fillableAmount = new BigNumber(5);
|
|
const fillTakerAmount = new BigNumber(5);
|
|
const config = {
|
|
networkId: constants.TESTRPC_NETWORK_ID,
|
|
};
|
|
before(async () => {
|
|
web3 = web3Factory.create();
|
|
zeroEx = new ZeroEx(web3.currentProvider, config);
|
|
exchangeContractAddress = zeroEx.exchange.getContractAddress();
|
|
userAddresses = await zeroEx.getAvailableAddressesAsync();
|
|
[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
|
|
tokens = await zeroEx.tokenRegistry.getTokensAsync();
|
|
tokenUtils = new TokenUtils(tokens);
|
|
zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
|
|
fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
|
|
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
|
|
makerTokenAddress = makerToken.address;
|
|
takerTokenAddress = takerToken.address;
|
|
});
|
|
beforeEach(async () => {
|
|
await blockchainLifecycle.startAsync();
|
|
});
|
|
afterEach(async () => {
|
|
await blockchainLifecycle.revertAsync();
|
|
});
|
|
describe('validateOrderFillableOrThrowAsync', () => {
|
|
it('should succeed if the order is fillable', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder);
|
|
});
|
|
it('should succeed if the order is asymmetric and fillable', async () => {
|
|
const makerFillableAmount = fillableAmount;
|
|
const takerFillableAmount = fillableAmount.minus(4);
|
|
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
makerFillableAmount,
|
|
takerFillableAmount,
|
|
);
|
|
await zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder);
|
|
});
|
|
it('should throw when the order is fully filled or cancelled', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
|
|
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith(
|
|
ExchangeContractErrs.OrderRemainingFillAmountZero,
|
|
);
|
|
});
|
|
it('should throw when order is expired', async () => {
|
|
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
expirationInPast,
|
|
);
|
|
return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith(
|
|
ExchangeContractErrs.OrderFillExpired,
|
|
);
|
|
});
|
|
});
|
|
describe('validateFillOrderAndThrowIfInvalidAsync', () => {
|
|
it('should throw when the fill amount is zero', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
const zeroFillAmount = new BigNumber(0);
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, zeroFillAmount, takerAddress),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero);
|
|
});
|
|
it('should throw when the signature is invalid', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
// 27 <--> 28
|
|
signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27;
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress),
|
|
).to.be.rejectedWith(ZeroExError.InvalidSignature);
|
|
});
|
|
it('should throw when the order is fully filled or cancelled', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillableAmount, takerAddress),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
|
|
});
|
|
it('should throw when sender is not a taker', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
const nonTakerAddress = userAddresses[6];
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, nonTakerAddress),
|
|
).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
|
|
});
|
|
it('should throw when order is expired', async () => {
|
|
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
expirationInPast,
|
|
);
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(signedOrder, fillTakerAmount, takerAddress),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
|
|
});
|
|
it('should throw when there a rounding error would have occurred', async () => {
|
|
const makerAmount = new BigNumber(3);
|
|
const takerAmount = new BigNumber(5);
|
|
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
makerAmount,
|
|
takerAmount,
|
|
);
|
|
const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
|
|
signedOrder,
|
|
fillTakerAmountThatCausesRoundingError,
|
|
takerAddress,
|
|
),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError);
|
|
});
|
|
});
|
|
describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => {
|
|
it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
const tooLargeFillAmount = new BigNumber(7);
|
|
const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
|
|
await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
|
|
await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
|
|
await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
|
|
await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
|
|
|
|
return expect(
|
|
zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync(
|
|
signedOrder,
|
|
tooLargeFillAmount,
|
|
takerAddress,
|
|
),
|
|
).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount);
|
|
});
|
|
});
|
|
describe('validateCancelOrderAndThrowIfInvalidAsync', () => {
|
|
let signedOrder: SignedOrder;
|
|
const cancelAmount = new BigNumber(3);
|
|
beforeEach(async () => {
|
|
[coinbase, makerAddress, takerAddress] = userAddresses;
|
|
const [makerToken, takerToken] = tokenUtils.getDummyTokens();
|
|
makerTokenAddress = makerToken.address;
|
|
takerTokenAddress = takerToken.address;
|
|
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
);
|
|
});
|
|
it('should throw when cancel amount is zero', async () => {
|
|
const zeroCancelAmount = new BigNumber(0);
|
|
return expect(
|
|
zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero);
|
|
});
|
|
it('should throw when order is expired', async () => {
|
|
const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
|
|
const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
expirationInPast,
|
|
);
|
|
return expect(
|
|
zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
|
|
});
|
|
it('should throw when order is already cancelled or filled', async () => {
|
|
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
|
|
return expect(
|
|
zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount),
|
|
).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
|
|
});
|
|
});
|
|
describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => {
|
|
let exchangeTransferSimulator: ExchangeTransferSimulator;
|
|
let transferFromAsync: Sinon.SinonSpy;
|
|
const bigNumberMatch = (expected: BigNumber) => {
|
|
return Sinon.match((value: BigNumber) => value.eq(expected));
|
|
};
|
|
beforeEach('create exchangeTransferSimulator', async () => {
|
|
exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
|
|
transferFromAsync = Sinon.spy();
|
|
exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
|
|
});
|
|
it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => {
|
|
const makerFee = new BigNumber(2);
|
|
const takerFee = new BigNumber(2);
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerFee,
|
|
takerFee,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
feeRecipient,
|
|
);
|
|
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
|
|
exchangeTransferSimulator,
|
|
signedOrder,
|
|
fillableAmount,
|
|
takerAddress,
|
|
zrxTokenAddress,
|
|
);
|
|
expect(transferFromAsync.callCount).to.be.equal(4);
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(0)
|
|
.calledWith(
|
|
makerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
bigNumberMatch(fillableAmount),
|
|
TradeSide.Maker,
|
|
TransferType.Trade,
|
|
),
|
|
).to.be.true();
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(1)
|
|
.calledWith(
|
|
takerTokenAddress,
|
|
takerAddress,
|
|
makerAddress,
|
|
bigNumberMatch(fillableAmount),
|
|
TradeSide.Taker,
|
|
TransferType.Trade,
|
|
),
|
|
).to.be.true();
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(2)
|
|
.calledWith(
|
|
zrxTokenAddress,
|
|
makerAddress,
|
|
feeRecipient,
|
|
bigNumberMatch(makerFee),
|
|
TradeSide.Maker,
|
|
TransferType.Fee,
|
|
),
|
|
).to.be.true();
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(3)
|
|
.calledWith(
|
|
zrxTokenAddress,
|
|
takerAddress,
|
|
feeRecipient,
|
|
bigNumberMatch(takerFee),
|
|
TradeSide.Taker,
|
|
TransferType.Fee,
|
|
),
|
|
).to.be.true();
|
|
});
|
|
it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => {
|
|
const makerFee = new BigNumber(2);
|
|
const takerFee = new BigNumber(2);
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerFee,
|
|
takerFee,
|
|
makerAddress,
|
|
ZeroEx.NULL_ADDRESS,
|
|
fillableAmount,
|
|
feeRecipient,
|
|
);
|
|
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
|
|
exchangeTransferSimulator,
|
|
signedOrder,
|
|
fillableAmount,
|
|
takerAddress,
|
|
zrxTokenAddress,
|
|
);
|
|
expect(transferFromAsync.callCount).to.be.equal(4);
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(0)
|
|
.calledWith(
|
|
makerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
bigNumberMatch(fillableAmount),
|
|
TradeSide.Maker,
|
|
TransferType.Trade,
|
|
),
|
|
).to.be.true();
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(1)
|
|
.calledWith(
|
|
takerTokenAddress,
|
|
takerAddress,
|
|
makerAddress,
|
|
bigNumberMatch(fillableAmount),
|
|
TradeSide.Taker,
|
|
TransferType.Trade,
|
|
),
|
|
).to.be.true();
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(2)
|
|
.calledWith(
|
|
zrxTokenAddress,
|
|
makerAddress,
|
|
feeRecipient,
|
|
bigNumberMatch(makerFee),
|
|
TradeSide.Maker,
|
|
TransferType.Fee,
|
|
),
|
|
).to.be.true();
|
|
expect(
|
|
transferFromAsync
|
|
.getCall(3)
|
|
.calledWith(
|
|
zrxTokenAddress,
|
|
takerAddress,
|
|
feeRecipient,
|
|
bigNumberMatch(takerFee),
|
|
TradeSide.Taker,
|
|
TransferType.Fee,
|
|
),
|
|
).to.be.true();
|
|
});
|
|
it('should correctly round the fillMakerTokenAmount', async () => {
|
|
const makerTokenAmount = new BigNumber(3);
|
|
const takerTokenAmount = new BigNumber(1);
|
|
const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerAddress,
|
|
takerAddress,
|
|
makerTokenAmount,
|
|
takerTokenAmount,
|
|
);
|
|
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
|
|
exchangeTransferSimulator,
|
|
signedOrder,
|
|
takerTokenAmount,
|
|
takerAddress,
|
|
zrxTokenAddress,
|
|
);
|
|
expect(transferFromAsync.callCount).to.be.equal(4);
|
|
const makerFillAmount = transferFromAsync.getCall(0).args[3];
|
|
expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount);
|
|
});
|
|
it('should correctly round the makerFeeAmount', async () => {
|
|
const makerFee = new BigNumber(2);
|
|
const takerFee = new BigNumber(4);
|
|
const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
|
|
makerTokenAddress,
|
|
takerTokenAddress,
|
|
makerFee,
|
|
takerFee,
|
|
makerAddress,
|
|
takerAddress,
|
|
fillableAmount,
|
|
ZeroEx.NULL_ADDRESS,
|
|
);
|
|
const fillTakerTokenAmount = fillableAmount.div(2).round(0);
|
|
await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
|
|
exchangeTransferSimulator,
|
|
signedOrder,
|
|
fillTakerTokenAmount,
|
|
takerAddress,
|
|
zrxTokenAddress,
|
|
);
|
|
const makerPartialFee = makerFee.div(2);
|
|
const takerPartialFee = takerFee.div(2);
|
|
expect(transferFromAsync.callCount).to.be.equal(4);
|
|
const partialMakerFee = transferFromAsync.getCall(2).args[3];
|
|
expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee);
|
|
const partialTakerFee = transferFromAsync.getCall(3).args[3];
|
|
expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee);
|
|
});
|
|
});
|
|
});
|