feat: v4 final (#136)
* v4 FillQuoteTransformer (#104) * Update FQT to support v4 orders * `@0x/contracts-zero-ex`: Tweak FQT `@0x/contracts-zero-ex`: Drop `ERC20BridgeTransfer` event and add `PartialQuoteFill` event. * `@0x/contracts-utils`: Add `LibSafeMathV06.downcastToUint128()` * `@0x/protocol-utils`: Update transformer utils for V4 FQT * `@0x/contracts-zero-ex`: Fixing FQT tests... * `@0x/contracts-zero-ex`: rename FQT bridge event * `@0x/contracts-zero-ex`: Un-`only` tests * `@0x/migrations`: Update `BridgeAdapter` deployment * `@0x/contracts-integrations`: Delete `mtx_tests` * `@0x/protocol-utils`: Address review comments * `@0x/contracts-zero-ex`: Address review comments * `@0x/migrations`: Update migrations Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> * v4: Asset-swapper (main branch) (#113) * refactor quote_requestor * WIP v4/asset-swapper: Clean up SwapQuoter and remove @0x/orderbook * Start replacing SignedOrder everywhere * wip: new order type * wip * remove order-utils from most places * hack: Play around with VerboseX types (#119) * hack: Play around with VerboseX types * More hacks * Fix up the bridgeData encodings * Rework Orderbook return type * feat: Don't charge a protocol fee for RFQ orders WIP (#121) * fix simple build errors * simplify types a little * remove SwapQuoteCalculator: unnecessary abstraction * Fix all ./src build errors; make types consistent * export more types for use in 0x API; modify Orderbook interface * stop overriding APIOrder * feat: RFQ v4 + consolidated bridge encoders (#125) * feat: check if taker address is contract * Rework bridge data * Worst case adjustments * RFQT v4 * Future/v4 validate orders (#126) * RFQT v4 * v4 validate native orders * use default invalid signature * refactor rfqt validations in swap quoter * fix types * fix RFQT unlisted api key * remove priceAwareRFQFlag * adjust maker/taker amounts * update JSON schemas * filter zero fillable orders Co-authored-by: xianny <xianny@gmail.com> * fix type export Co-authored-by: xianny <xianny@gmail.com> * remove order-utils as much as possible * work on tests compile * Comment out quote reporter test * updated tests * restore order-utils accidental changes * some lints * Remove old fill_test * ts lint disable for now * update quote report * Re-enable quote report tests * make fill data required field * fix lint * type guards * force fillData as required * fix lint * fix naming * exports * adjust MultiBridge by slippage * cleanups (checkpoint 1) * cleanup types (checkpoint #2) * remove unused deps * `@0x/contract-addresses`: Deploy new FQT (#129) Co-authored-by: Lawrence Forman <me@merklejerk.com> * commit bump to republish * DRY up the rfqt mocker * fix: Balancer load top pools (#131) * fix: Balancer load top 250 pools * refetch top pools on an interval Co-authored-by: Jacob Evans <jacob@dekz.net> Co-authored-by: Kim Persson <kimpers@users.noreply.github.com> Co-authored-by: Lawrence Forman <lawrence@0xproject.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> * Update post rebase * prettier * Remove test helpers exported in asset-swapper * Clean up from review comments * prettier * lint * recreate rfqt mocker * change merge and INVALID_SIGNATURE Co-authored-by: Lawrence Forman <lawrence@0xproject.com> Co-authored-by: Michael Zhu <mchl.zhu.96@gmail.com> Co-authored-by: Lawrence Forman <me@merklejerk.com> Co-authored-by: Xianny <8582774+xianny@users.noreply.github.com> Co-authored-by: Kim Persson <kimpers@users.noreply.github.com>
This commit is contained in:
Jacob Evans
GitHub
@@ -1,239 +0,0 @@
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import { MarketBuySwapQuote, MarketSellSwapQuote, Orderbook, SwapQuoter } from '@0x/asset-swapper';
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import { blockchainTests, expect, Numberish } from '@0x/contracts-test-utils';
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import { assetDataUtils } from '@0x/order-utils';
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import { FillResults, SignedOrder } from '@0x/types';
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import { BigNumber, logUtils } from '@0x/utils';
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import * as _ from 'lodash';
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import { TestMainnetAggregatorFillsContract } from '../wrappers';
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import { tokens } from './tokens';
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blockchainTests.live('Aggregator Mainnet Tests', env => {
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// Mainnet address of the `TestMainnetAggregatorFills` contract.
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const TEST_CONTRACT_ADDRESS = '0x37Ca306F42748b7fe105F89FCBb2CD03D27c8146';
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const TAKER_ADDRESS = '0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B'; // Vitalik
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const ORDERBOOK_POLLING_MS = 1000;
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const GAS_PRICE = new BigNumber(1);
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const TAKER_ASSET_ETH_VALUE = 500e18;
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const MIN_BALANCE = 500.1e18;
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const SYMBOLS = ['ETH', 'DAI', 'USDC', 'FOAM'];
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const TEST_PAIRS = _.flatten(SYMBOLS.map(m => SYMBOLS.filter(t => t !== m).map(t => [m, t])));
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const FILL_VALUES = [1, 10, 1e2, 1e3, 1e4, 2.5e4, 5e4];
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let testContract: TestMainnetAggregatorFillsContract;
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let swapQuoter: SwapQuoter;
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let takerEthBalance: BigNumber;
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const orderbooks: { [name: string]: Orderbook } = {};
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async function getTakerOrdersAsync(takerAssetSymbol: string): Promise<SignedOrder[]> {
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if (takerAssetSymbol === 'ETH') {
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return [];
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}
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return getOrdersAsync(takerAssetSymbol, 'ETH');
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}
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// Fetches ETH -> taker asset orders for the forwarder contract.
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async function getOrdersAsync(makerAssetSymbol: string, takerAssetSymbol: string): Promise<SignedOrder[]> {
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const takerTokenAddress = tokens[takerAssetSymbol].address;
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const makerTokenAddress = tokens[makerAssetSymbol].address;
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const makerAssetData = assetDataUtils.encodeERC20AssetData(makerTokenAddress);
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const takerAssetData = assetDataUtils.encodeERC20AssetData(takerTokenAddress);
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const orders = _.flatten(
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await Promise.all(
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Object.keys(orderbooks).map(async name =>
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getOrdersFromOrderBookAsync(name, makerAssetData, takerAssetData),
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),
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),
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);
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const uniqueOrders: SignedOrder[] = [];
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for (const order of orders) {
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if (!order.makerFee.eq(0) || !order.takerFee.eq(0)) {
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continue;
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}
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if (uniqueOrders.findIndex(o => isSameOrder(order, o)) === -1) {
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uniqueOrders.push(order);
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}
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}
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return uniqueOrders;
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}
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async function getOrdersFromOrderBookAsync(
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name: string,
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makerAssetData: string,
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takerAssetData: string,
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): Promise<SignedOrder[]> {
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try {
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return (await orderbooks[name].getOrdersAsync(makerAssetData, takerAssetData)).map(r => r.order);
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} catch (err) {
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logUtils.warn(`Failed to retrieve orders from orderbook "${name}".`);
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}
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return [];
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}
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function isSameOrder(a: SignedOrder, b: SignedOrder): boolean {
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for (const [k, v] of Object.entries(a)) {
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if (k in (b as any)) {
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if (BigNumber.isBigNumber(v) && !v.eq((b as any)[k])) {
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return false;
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}
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if (v !== (b as any)[k]) {
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return false;
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}
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}
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}
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return true;
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}
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function toTokenUnits(symbol: string, weis: Numberish): BigNumber {
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return new BigNumber(weis).div(new BigNumber(10).pow(tokens[symbol].decimals));
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}
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function fromTokenUnits(symbol: string, units: Numberish): BigNumber {
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return new BigNumber(units)
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.times(new BigNumber(10).pow(tokens[symbol].decimals))
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.integerValue(BigNumber.ROUND_DOWN);
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}
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interface MarketOperationResult {
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makerAssetBalanceBefore: BigNumber;
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takerAssetBalanceBefore: BigNumber;
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makerAssetBalanceAfter: BigNumber;
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takerAssetBalanceAfter: BigNumber;
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fillResults: FillResults;
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}
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// Liquidity is low right now so it's possible we didn't have
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// enough taker assets to cover the orders, so occasionally we'll get incomplete
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// fills. This function will catch those cases.
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// TODO(dorothy-zbornak): Remove this special case when liquidity is up.
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function checkHadEnoughTakerAsset(
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quote: MarketBuySwapQuote | MarketSellSwapQuote,
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result: MarketOperationResult,
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): boolean {
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if (result.takerAssetBalanceBefore.gte(quote.worstCaseQuoteInfo.takerAssetAmount)) {
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return true;
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}
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const takerAssetPct = result.takerAssetBalanceBefore
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.div(quote.worstCaseQuoteInfo.takerAssetAmount)
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.times(100)
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.toNumber()
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.toFixed(1);
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logUtils.warn(`Could not acquire enough taker asset to complete the fill: ${takerAssetPct}%`);
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expect(result.fillResults.makerAssetFilledAmount).to.bignumber.lt(quote.worstCaseQuoteInfo.makerAssetAmount);
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return false;
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}
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before(async () => {
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testContract = new TestMainnetAggregatorFillsContract(TEST_CONTRACT_ADDRESS, env.provider, {
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...env.txDefaults,
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gasPrice: GAS_PRICE,
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gas: 10e6,
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});
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swapQuoter = SwapQuoter.getSwapQuoterForStandardRelayerAPIUrl(env.provider, 'https://api.0x.org/sra');
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// Pool orderbooks because we're desperate for liquidity.
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orderbooks.swapQuoter = swapQuoter.orderbook;
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orderbooks.bamboo = Orderbook.getOrderbookForPollingProvider({
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httpEndpoint: 'https://sra.bamboorelay.com/0x/v3',
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pollingIntervalMs: ORDERBOOK_POLLING_MS,
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});
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// TODO(dorothy-zbornak): Uncomment when radar's SRA is up.
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// orderbooks.radar = Orderbook.getOrderbookForPollingProvider({
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// httpEndpoint: 'https://api-v3.radarrelay.com/v3',
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// pollingIntervalMs: ORDERBOOK_POLLING_MS,
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// });
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takerEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(TAKER_ADDRESS);
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});
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it('taker has minimum ETH', async () => {
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expect(takerEthBalance).to.bignumber.gte(MIN_BALANCE);
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});
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describe('market sells', () => {
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for (const [makerSymbol, takerSymbol] of TEST_PAIRS) {
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for (const fillValue of FILL_VALUES) {
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const fillAmount = fromTokenUnits(takerSymbol, new BigNumber(fillValue).div(tokens[takerSymbol].price));
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it(`sell ${toTokenUnits(takerSymbol, fillAmount)} ${takerSymbol} for ${makerSymbol}`, async () => {
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const [quote, takerOrders] = await Promise.all([
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swapQuoter.getMarketSellSwapQuoteAsync(
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tokens[makerSymbol].address,
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tokens[takerSymbol].address,
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fillAmount,
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{ gasPrice: GAS_PRICE },
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),
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getTakerOrdersAsync(takerSymbol),
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]);
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// Buy taker assets from `takerOrders` and and perform a
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// market sell on the bridge orders.
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const fill = await testContract
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.marketSell(
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tokens[makerSymbol].address,
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tokens[takerSymbol].address,
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quote.orders,
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takerOrders,
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quote.orders.map(o => o.signature),
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takerOrders.map(o => o.signature),
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quote.takerAssetFillAmount,
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)
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.callAsync({
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value: quote.worstCaseQuoteInfo.protocolFeeInWeiAmount.plus(TAKER_ASSET_ETH_VALUE),
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from: TAKER_ADDRESS,
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gasPrice: quote.gasPrice,
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});
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if (checkHadEnoughTakerAsset(quote, fill)) {
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expect(fill.fillResults.makerAssetFilledAmount, 'makerAssetFilledAmount').to.bignumber.gte(
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quote.worstCaseQuoteInfo.makerAssetAmount,
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);
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expect(fill.fillResults.takerAssetFilledAmount, 'takerAssetFilledAmount').to.bignumber.lte(
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quote.takerAssetFillAmount,
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);
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}
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});
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}
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}
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});
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describe('market buys', () => {
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for (const [makerSymbol, takerSymbol] of TEST_PAIRS) {
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for (const fillValue of FILL_VALUES) {
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const fillAmount = fromTokenUnits(makerSymbol, new BigNumber(fillValue).div(tokens[makerSymbol].price));
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it(`buy ${toTokenUnits(makerSymbol, fillAmount)} ${makerSymbol} with ${takerSymbol}`, async () => {
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const [quote, takerOrders] = await Promise.all([
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swapQuoter.getMarketBuySwapQuoteAsync(
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tokens[makerSymbol].address,
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tokens[takerSymbol].address,
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fillAmount,
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{ gasPrice: GAS_PRICE },
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),
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getTakerOrdersAsync(takerSymbol),
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]);
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// Buy taker assets from `takerOrders` and and perform a
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// market buy on the bridge orders.
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const fill = await testContract
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.marketBuy(
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tokens[makerSymbol].address,
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tokens[takerSymbol].address,
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quote.orders,
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takerOrders,
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quote.orders.map(o => o.signature),
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takerOrders.map(o => o.signature),
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quote.makerAssetFillAmount,
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)
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.callAsync({
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value: quote.worstCaseQuoteInfo.protocolFeeInWeiAmount.plus(TAKER_ASSET_ETH_VALUE),
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from: TAKER_ADDRESS,
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gasPrice: quote.gasPrice,
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});
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if (checkHadEnoughTakerAsset(quote, fill)) {
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expect(fill.fillResults.takerAssetFilledAmount, 'takerAssetFilledAmount').to.bignumber.lte(
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quote.worstCaseQuoteInfo.takerAssetAmount,
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);
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expect(fill.fillResults.makerAssetFilledAmount, 'makerAssetFilledAmount').to.bignumber.gte(
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quote.makerAssetFillAmount,
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);
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}
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});
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}
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}
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});
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});
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@@ -1,77 +0,0 @@
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export const tokens: { [symbol: string]: { address: string; decimals: number; price: number } } = {
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ETH: {
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address: '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2',
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decimals: 18,
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price: 133,
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},
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SAI: {
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address: '0x89d24A6b4CcB1B6fAA2625fE562bDD9a23260359',
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decimals: 18,
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price: 1,
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},
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DAI: {
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address: '0x6B175474E89094C44Da98b954EedeAC495271d0F',
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decimals: 18,
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price: 1,
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},
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USDC: {
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address: '0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48',
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decimals: 6,
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price: 1,
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},
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WBTC: {
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address: '0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599',
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decimals: 8,
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price: 6900,
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},
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MKR: {
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address: '0x9f8F72aA9304c8B593d555F12eF6589cC3A579A2',
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decimals: 18,
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price: 454,
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},
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BAT: {
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address: '0x0D8775F648430679A709E98d2b0Cb6250d2887EF',
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decimals: 18,
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price: 0.17,
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},
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OMG: {
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address: '0xd26114cd6EE289AccF82350c8d8487fedB8A0C07',
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decimals: 18,
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price: 0.65,
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},
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ZRX: {
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address: '0xE41d2489571d322189246DaFA5ebDe1F4699F498',
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decimals: 18,
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price: 0.19,
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},
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ZIL: {
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address: '0x05f4a42e251f2d52b8ed15E9FEdAacFcEF1FAD27',
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decimals: 12,
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price: 0.004,
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},
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FOAM: {
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address: '0x4946Fcea7C692606e8908002e55A582af44AC121',
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decimals: 18,
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price: 0.004,
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},
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USDT: {
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address: '0xdAC17F958D2ee523a2206206994597C13D831ec7',
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decimals: 6,
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price: 0.019,
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},
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REP: {
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address: '0x1985365e9f78359a9B6AD760e32412f4a445E862',
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decimals: 18,
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price: 8.9,
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},
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MANA: {
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address: '0x0F5D2fB29fb7d3CFeE444a200298f468908cC942',
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decimals: 18,
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price: 0.025,
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},
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LINK: {
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address: '0x514910771AF9Ca656af840dff83E8264EcF986CA',
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decimals: 18,
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price: 1.8,
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},
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};
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@@ -1,360 +0,0 @@
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import { ContractAddresses } from '@0x/contract-addresses';
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import { artifacts as erc20Artifacts, DummyERC20TokenContract } from '@0x/contracts-erc20';
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import { IExchangeContract } from '@0x/contracts-exchange';
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import { blockchainTests, constants, expect, getRandomPortion, verifyEventsFromLogs } from '@0x/contracts-test-utils';
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import {
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artifacts as exchangeProxyArtifacts,
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IZeroExContract,
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LogMetadataTransformerContract,
|
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} from '@0x/contracts-zero-ex';
|
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import { migrateOnceAsync } from '@0x/migrations';
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import { assetDataUtils, signatureUtils, SignedExchangeProxyMetaTransaction } from '@0x/order-utils';
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import {
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encodeFillQuoteTransformerData,
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encodePayTakerTransformerData,
|
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ETH_TOKEN_ADDRESS,
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FillQuoteTransformerSide,
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findTransformerNonce,
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Signature,
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||||
} from '@0x/protocol-utils';
|
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import { AssetProxyId, Order, SignedOrder } from '@0x/types';
|
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import { BigNumber, hexUtils } from '@0x/utils';
|
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import * as ethjs from 'ethereumjs-util';
|
||||
|
||||
const { MAX_UINT256, NULL_ADDRESS, NULL_BYTES, ZERO_AMOUNT } = constants;
|
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|
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function sigstruct(signature: string): Signature {
|
||||
return {
|
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v: parseInt(hexUtils.slice(signature, 0, 1), 16),
|
||||
signatureType: parseInt(hexUtils.slice(signature, 65, 66), 16),
|
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r: hexUtils.slice(signature, 1, 33),
|
||||
s: hexUtils.slice(signature, 33, 65),
|
||||
};
|
||||
}
|
||||
|
||||
blockchainTests.resets('exchange proxy - meta-transactions', env => {
|
||||
const quoteSignerKey = hexUtils.random();
|
||||
const quoteSigner = hexUtils.toHex(ethjs.privateToAddress(ethjs.toBuffer(quoteSignerKey)));
|
||||
let owner: string;
|
||||
let relayer: string;
|
||||
let maker: string;
|
||||
let taker: string;
|
||||
let flashWalletAddress: string;
|
||||
let zeroEx: IZeroExContract;
|
||||
let exchange: IExchangeContract;
|
||||
let inputToken: DummyERC20TokenContract;
|
||||
let outputToken: DummyERC20TokenContract;
|
||||
let feeToken: DummyERC20TokenContract;
|
||||
let addresses: ContractAddresses;
|
||||
let protocolFee: BigNumber;
|
||||
let metadataTransformer: LogMetadataTransformerContract;
|
||||
const GAS_PRICE = new BigNumber('1e9');
|
||||
const MAKER_BALANCE = new BigNumber('100e18');
|
||||
const TAKER_BALANCE = new BigNumber('100e18');
|
||||
const TAKER_FEE_BALANCE = new BigNumber('100e18');
|
||||
|
||||
before(async () => {
|
||||
[, relayer, maker, taker] = await env.getAccountAddressesAsync();
|
||||
addresses = await migrateOnceAsync(env.provider);
|
||||
zeroEx = new IZeroExContract(addresses.exchangeProxy, env.provider, env.txDefaults, {
|
||||
LogMetadataTransformer: LogMetadataTransformerContract.ABI(),
|
||||
DummyERC20Token: DummyERC20TokenContract.ABI(),
|
||||
});
|
||||
exchange = new IExchangeContract(addresses.exchange, env.provider, env.txDefaults);
|
||||
[inputToken, outputToken, feeToken] = await Promise.all(
|
||||
[...new Array(3)].map(i =>
|
||||
DummyERC20TokenContract.deployFrom0xArtifactAsync(
|
||||
erc20Artifacts.DummyERC20Token,
|
||||
env.provider,
|
||||
env.txDefaults,
|
||||
{},
|
||||
`DummyToken-${i}`,
|
||||
`TOK${i}`,
|
||||
new BigNumber(18),
|
||||
BigNumber.max(MAKER_BALANCE, TAKER_BALANCE),
|
||||
),
|
||||
),
|
||||
);
|
||||
// LogMetadataTransformer is not deployed in migrations.
|
||||
metadataTransformer = await LogMetadataTransformerContract.deployFrom0xArtifactAsync(
|
||||
exchangeProxyArtifacts.LogMetadataTransformer,
|
||||
env.provider,
|
||||
{
|
||||
...env.txDefaults,
|
||||
from: addresses.exchangeProxyTransformerDeployer,
|
||||
},
|
||||
{},
|
||||
);
|
||||
owner = await zeroEx.owner().callAsync();
|
||||
protocolFee = await exchange.protocolFeeMultiplier().callAsync();
|
||||
flashWalletAddress = await zeroEx.getTransformWallet().callAsync();
|
||||
const erc20Proxy = await exchange.getAssetProxy(AssetProxyId.ERC20).callAsync();
|
||||
const allowanceTarget = await zeroEx.getAllowanceTarget().callAsync();
|
||||
await outputToken.mint(MAKER_BALANCE).awaitTransactionSuccessAsync({ from: maker });
|
||||
await inputToken.mint(TAKER_BALANCE).awaitTransactionSuccessAsync({ from: taker });
|
||||
await feeToken.mint(TAKER_FEE_BALANCE).awaitTransactionSuccessAsync({ from: taker });
|
||||
await outputToken.approve(erc20Proxy, MAX_UINT256).awaitTransactionSuccessAsync({ from: maker });
|
||||
await inputToken.approve(allowanceTarget, MAX_UINT256).awaitTransactionSuccessAsync({ from: taker });
|
||||
await feeToken.approve(allowanceTarget, MAX_UINT256).awaitTransactionSuccessAsync({ from: taker });
|
||||
await zeroEx.setQuoteSigner(quoteSigner).awaitTransactionSuccessAsync({ from: owner });
|
||||
});
|
||||
|
||||
interface Transformation {
|
||||
deploymentNonce: number;
|
||||
data: string;
|
||||
}
|
||||
|
||||
interface SwapInfo {
|
||||
inputTokenAddress: string;
|
||||
outputTokenAddress: string;
|
||||
inputTokenAmount: BigNumber;
|
||||
minOutputTokenAmount: BigNumber;
|
||||
transformations: Transformation[];
|
||||
orders: SignedOrder[];
|
||||
}
|
||||
|
||||
async function generateSwapAsync(orderFields: Partial<Order> = {}, isRfqt: boolean = false): Promise<SwapInfo> {
|
||||
const order = await signatureUtils.ecSignTypedDataOrderAsync(
|
||||
env.provider,
|
||||
{
|
||||
chainId: 1337,
|
||||
exchangeAddress: exchange.address,
|
||||
expirationTimeSeconds: new BigNumber(Date.now()),
|
||||
salt: new BigNumber(hexUtils.random()),
|
||||
feeRecipientAddress: NULL_ADDRESS,
|
||||
senderAddress: NULL_ADDRESS,
|
||||
takerAddress: isRfqt ? flashWalletAddress : NULL_ADDRESS,
|
||||
makerAddress: maker,
|
||||
makerAssetData: assetDataUtils.encodeERC20AssetData(outputToken.address),
|
||||
takerAssetData: assetDataUtils.encodeERC20AssetData(inputToken.address),
|
||||
makerFeeAssetData: NULL_BYTES,
|
||||
takerFeeAssetData: NULL_BYTES,
|
||||
takerAssetAmount: getRandomPortion(TAKER_BALANCE),
|
||||
makerAssetAmount: getRandomPortion(MAKER_BALANCE),
|
||||
makerFee: ZERO_AMOUNT,
|
||||
takerFee: ZERO_AMOUNT,
|
||||
...orderFields,
|
||||
},
|
||||
maker,
|
||||
);
|
||||
const transformations = [
|
||||
{
|
||||
deploymentNonce: findTransformerNonce(
|
||||
addresses.transformers.fillQuoteTransformer,
|
||||
addresses.exchangeProxyTransformerDeployer,
|
||||
),
|
||||
data: encodeFillQuoteTransformerData({
|
||||
orders: [order],
|
||||
signatures: [order.signature],
|
||||
buyToken: outputToken.address,
|
||||
sellToken: inputToken.address,
|
||||
fillAmount: order.takerAssetAmount,
|
||||
maxOrderFillAmounts: [],
|
||||
refundReceiver: hexUtils.leftPad(2, 20), // Send refund to sender.
|
||||
rfqtTakerAddress: isRfqt ? taker : NULL_ADDRESS,
|
||||
side: FillQuoteTransformerSide.Sell,
|
||||
}),
|
||||
},
|
||||
{
|
||||
deploymentNonce: findTransformerNonce(
|
||||
addresses.transformers.payTakerTransformer,
|
||||
addresses.exchangeProxyTransformerDeployer,
|
||||
),
|
||||
data: encodePayTakerTransformerData({
|
||||
tokens: [inputToken.address, outputToken.address, ETH_TOKEN_ADDRESS],
|
||||
amounts: [MAX_UINT256, MAX_UINT256, MAX_UINT256],
|
||||
}),
|
||||
},
|
||||
{
|
||||
deploymentNonce: findTransformerNonce(
|
||||
metadataTransformer.address,
|
||||
addresses.exchangeProxyTransformerDeployer,
|
||||
),
|
||||
data: NULL_BYTES,
|
||||
},
|
||||
];
|
||||
return {
|
||||
transformations,
|
||||
orders: [order],
|
||||
inputTokenAddress: inputToken.address,
|
||||
outputTokenAddress: outputToken.address,
|
||||
inputTokenAmount: order.takerAssetAmount,
|
||||
minOutputTokenAmount: order.makerAssetAmount,
|
||||
};
|
||||
}
|
||||
|
||||
function getSwapData(swap: SwapInfo): string {
|
||||
return zeroEx
|
||||
.transformERC20(
|
||||
swap.inputTokenAddress,
|
||||
swap.outputTokenAddress,
|
||||
swap.inputTokenAmount,
|
||||
swap.minOutputTokenAmount,
|
||||
swap.transformations,
|
||||
)
|
||||
.getABIEncodedTransactionData();
|
||||
}
|
||||
|
||||
async function createMetaTransactionAsync(
|
||||
data: string,
|
||||
value: BigNumber,
|
||||
fee?: BigNumber | number,
|
||||
): Promise<SignedExchangeProxyMetaTransaction> {
|
||||
return signatureUtils.ecSignTypedDataExchangeProxyMetaTransactionAsync(
|
||||
env.provider,
|
||||
{
|
||||
value,
|
||||
signer: taker,
|
||||
sender: relayer,
|
||||
minGasPrice: GAS_PRICE,
|
||||
maxGasPrice: GAS_PRICE,
|
||||
expirationTimeSeconds: new BigNumber(Math.floor(Date.now() / 1000) + 60),
|
||||
salt: new BigNumber(hexUtils.random()),
|
||||
callData: data,
|
||||
feeToken: feeToken.address,
|
||||
feeAmount: fee !== undefined ? new BigNumber(fee) : getRandomPortion(TAKER_FEE_BALANCE),
|
||||
domain: {
|
||||
chainId: 1,
|
||||
name: 'ZeroEx',
|
||||
version: '1.0.0',
|
||||
verifyingContract: zeroEx.address,
|
||||
},
|
||||
},
|
||||
taker,
|
||||
);
|
||||
}
|
||||
|
||||
it('can call `transformERC20()` with calldata and no relayer fee', async () => {
|
||||
const swap = await generateSwapAsync();
|
||||
const _protocolFee = protocolFee.times(GAS_PRICE).times(swap.orders.length + 1); // Pay a little more fee than needed.
|
||||
const mtx = await createMetaTransactionAsync(getSwapData(swap), _protocolFee, 0);
|
||||
const relayerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(relayer);
|
||||
const receipt = await zeroEx
|
||||
.executeMetaTransaction(mtx, sigstruct(mtx.signature))
|
||||
.awaitTransactionSuccessAsync({ from: relayer, value: mtx.value, gasPrice: GAS_PRICE });
|
||||
const relayerEthRefund = relayerEthBalanceBefore
|
||||
.minus(await env.web3Wrapper.getBalanceInWeiAsync(relayer))
|
||||
.minus(GAS_PRICE.times(receipt.gasUsed));
|
||||
// Ensure the relayer got back the unused protocol fees.
|
||||
expect(relayerEthRefund).to.bignumber.eq(protocolFee.times(GAS_PRICE));
|
||||
// Ensure the relayer got paid no mtx fees.
|
||||
expect(await feeToken.balanceOf(relayer).callAsync()).to.bignumber.eq(0);
|
||||
// Ensure the taker got output tokens.
|
||||
expect(await outputToken.balanceOf(taker).callAsync()).to.bignumber.eq(swap.minOutputTokenAmount);
|
||||
// Ensure the maker got input tokens.
|
||||
expect(await inputToken.balanceOf(maker).callAsync()).to.bignumber.eq(swap.inputTokenAmount);
|
||||
// Check events.
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
taker,
|
||||
sender: zeroEx.address,
|
||||
data: NULL_BYTES,
|
||||
},
|
||||
],
|
||||
'TransformerMetadata',
|
||||
);
|
||||
});
|
||||
|
||||
it('can call `transformERC20()` with calldata and a relayer fee', async () => {
|
||||
const swap = await generateSwapAsync();
|
||||
const _protocolFee = protocolFee.times(GAS_PRICE).times(swap.orders.length + 1); // Pay a little more fee than needed.
|
||||
const mtx = await createMetaTransactionAsync(getSwapData(swap), _protocolFee);
|
||||
const relayerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(relayer);
|
||||
const receipt = await zeroEx
|
||||
.executeMetaTransaction(mtx, sigstruct(mtx.signature))
|
||||
.awaitTransactionSuccessAsync({ from: relayer, value: mtx.value, gasPrice: GAS_PRICE });
|
||||
const relayerEthRefund = relayerEthBalanceBefore
|
||||
.minus(await env.web3Wrapper.getBalanceInWeiAsync(relayer))
|
||||
.minus(GAS_PRICE.times(receipt.gasUsed));
|
||||
// Ensure the relayer got back the unused protocol fees.
|
||||
expect(relayerEthRefund).to.bignumber.eq(protocolFee.times(GAS_PRICE));
|
||||
// Ensure the relayer got paid mtx fees.
|
||||
expect(await feeToken.balanceOf(relayer).callAsync()).to.bignumber.eq(mtx.feeAmount);
|
||||
// Ensure the taker got output tokens.
|
||||
expect(await outputToken.balanceOf(taker).callAsync()).to.bignumber.eq(swap.minOutputTokenAmount);
|
||||
// Ensure the maker got input tokens.
|
||||
expect(await inputToken.balanceOf(maker).callAsync()).to.bignumber.eq(swap.inputTokenAmount);
|
||||
// Check events.
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
taker,
|
||||
sender: zeroEx.address,
|
||||
data: NULL_BYTES,
|
||||
},
|
||||
],
|
||||
'TransformerMetadata',
|
||||
);
|
||||
});
|
||||
|
||||
it('`transformERC20()` can fill RFQT order', async () => {
|
||||
const swap = await generateSwapAsync({}, true);
|
||||
const _protocolFee = protocolFee.times(GAS_PRICE).times(swap.orders.length + 1); // Pay a little more fee than needed.
|
||||
const mtx = await createMetaTransactionAsync(getSwapData(swap), _protocolFee, 0);
|
||||
const relayerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(relayer);
|
||||
const receipt = await zeroEx
|
||||
.executeMetaTransaction(mtx, sigstruct(mtx.signature))
|
||||
.awaitTransactionSuccessAsync({ from: relayer, value: mtx.value, gasPrice: GAS_PRICE });
|
||||
const relayerEthRefund = relayerEthBalanceBefore
|
||||
.minus(await env.web3Wrapper.getBalanceInWeiAsync(relayer))
|
||||
.minus(GAS_PRICE.times(receipt.gasUsed));
|
||||
// Ensure the relayer got back the unused protocol fees.
|
||||
expect(relayerEthRefund).to.bignumber.eq(protocolFee.times(GAS_PRICE));
|
||||
// Ensure the relayer got paid no mtx fees.
|
||||
expect(await feeToken.balanceOf(relayer).callAsync()).to.bignumber.eq(0);
|
||||
// Ensure the taker got output tokens.
|
||||
expect(await outputToken.balanceOf(taker).callAsync()).to.bignumber.eq(swap.minOutputTokenAmount);
|
||||
// Ensure the maker got input tokens.
|
||||
expect(await inputToken.balanceOf(maker).callAsync()).to.bignumber.eq(swap.inputTokenAmount);
|
||||
// Check events.
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
taker,
|
||||
sender: zeroEx.address,
|
||||
data: NULL_BYTES,
|
||||
},
|
||||
],
|
||||
'TransformerMetadata',
|
||||
);
|
||||
});
|
||||
|
||||
it('`transformERC20()` can fill RFQT order if quote signer configured', async () => {
|
||||
const swap = await generateSwapAsync({}, true);
|
||||
const callData = getSwapData(swap);
|
||||
const _protocolFee = protocolFee.times(GAS_PRICE).times(swap.orders.length + 1); // Pay a little more fee than needed.
|
||||
const mtx = await createMetaTransactionAsync(callData, _protocolFee, 0);
|
||||
const relayerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(relayer);
|
||||
await zeroEx.setQuoteSigner(NULL_ADDRESS).awaitTransactionSuccessAsync({ from: owner });
|
||||
const receipt = await zeroEx
|
||||
.executeMetaTransaction(mtx, sigstruct(mtx.signature))
|
||||
.awaitTransactionSuccessAsync({ from: relayer, value: mtx.value, gasPrice: GAS_PRICE });
|
||||
const relayerEthRefund = relayerEthBalanceBefore
|
||||
.minus(await env.web3Wrapper.getBalanceInWeiAsync(relayer))
|
||||
.minus(GAS_PRICE.times(receipt.gasUsed));
|
||||
// Ensure the relayer got back the unused protocol fees.
|
||||
expect(relayerEthRefund).to.bignumber.eq(protocolFee.times(GAS_PRICE));
|
||||
// Ensure the relayer got paid no mtx fees.
|
||||
expect(await feeToken.balanceOf(relayer).callAsync()).to.bignumber.eq(0);
|
||||
// Ensure the taker got output tokens.
|
||||
expect(await outputToken.balanceOf(taker).callAsync()).to.bignumber.eq(swap.minOutputTokenAmount);
|
||||
// Ensure the maker got input tokens.
|
||||
expect(await inputToken.balanceOf(maker).callAsync()).to.bignumber.eq(swap.inputTokenAmount);
|
||||
// Check events.
|
||||
verifyEventsFromLogs(
|
||||
receipt.logs,
|
||||
[
|
||||
{
|
||||
taker,
|
||||
sender: zeroEx.address,
|
||||
data: NULL_BYTES,
|
||||
},
|
||||
],
|
||||
'TransformerMetadata',
|
||||
);
|
||||
});
|
||||
});
|
||||
Reference in New Issue
Block a user