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Add ability to specify takerAssetFillAmount and taker scenarios as part of a FillScenario

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This commit is contained in:
Fabio Berger
2018-06-14 10:40:17 +02:00
parent 6239686afa
commit 98405a39db
4 changed files with 153 additions and 35 deletions
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79
packages/contracts/src/utils/core_combinatorial_utils.ts
View File

@@ -7,7 +7,7 @@ import {
OrderValidationUtils,
} from '@0xproject/order-utils';
import { AssetProxyId, Order, SignatureType, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import { BigNumber, errorUtils } from '@0xproject/utils';
import { Web3Wrapper } from '@0xproject/web3-wrapper';
import * as chai from 'chai';
import { BlockParamLiteral, LogWithDecodedArgs, Provider, TxData } from 'ethereum-types';
@@ -35,6 +35,9 @@ import {
FeeRecipientAddressScenario,
OrderAmountScenario,
OrderScenario,
TakerAssetFillAmountScenario,
TakerScenario,
FillScenario,
} from '../utils/types';
chaiSetup.configure();
@@ -142,11 +145,12 @@ export class CoreCombinatorialUtils {
public exchangeWrapper: ExchangeWrapper;
public assetWrapper: AssetWrapper;
public static generateOrderCombinations(): OrderScenario[] {
const takerScenarios = [TakerScenario.Unspecified];
const feeRecipientScenarios = [FeeRecipientAddressScenario.EthUserAddress];
const makerAssetAmountScenario = [OrderAmountScenario.NonZero];
const takerAssetAmountScenario = [OrderAmountScenario.NonZero];
const makerFeeScenario = [OrderAmountScenario.NonZero];
const takerFeeScenario = [OrderAmountScenario.NonZero];
const makerAssetAmountScenario = [OrderAmountScenario.Large];
const takerAssetAmountScenario = [OrderAmountScenario.Large];
const makerFeeScenario = [OrderAmountScenario.Large];
const takerFeeScenario = [OrderAmountScenario.Large];
const expirationTimeSecondsScenario = [ExpirationTimeSecondsScenario.InFuture];
const makerAssetDataScenario = [
AssetDataScenario.ERC20FiveDecimals,
@@ -161,6 +165,7 @@ export class CoreCombinatorialUtils {
AssetDataScenario.ZRXFeeToken,
];
const orderScenarioArrays = CoreCombinatorialUtils._allPossibleCases([
takerScenarios,
feeRecipientScenarios,
makerAssetAmountScenario,
takerAssetAmountScenario,
@@ -173,14 +178,15 @@ export class CoreCombinatorialUtils {
const orderScenarios = _.map(orderScenarioArrays, orderScenarioArray => {
const orderScenario: OrderScenario = {
feeRecipientScenario: orderScenarioArray[0] as FeeRecipientAddressScenario,
makerAssetAmountScenario: orderScenarioArray[1] as OrderAmountScenario,
takerAssetAmountScenario: orderScenarioArray[2] as OrderAmountScenario,
makerFeeScenario: orderScenarioArray[3] as OrderAmountScenario,
takerFeeScenario: orderScenarioArray[4] as OrderAmountScenario,
expirationTimeSecondsScenario: orderScenarioArray[5] as ExpirationTimeSecondsScenario,
makerAssetDataScenario: orderScenarioArray[6] as AssetDataScenario,
takerAssetDataScenario: orderScenarioArray[7] as AssetDataScenario,
takerScenario: orderScenarioArray[0] as TakerScenario,
feeRecipientScenario: orderScenarioArray[1] as FeeRecipientAddressScenario,
makerAssetAmountScenario: orderScenarioArray[2] as OrderAmountScenario,
takerAssetAmountScenario: orderScenarioArray[3] as OrderAmountScenario,
makerFeeScenario: orderScenarioArray[4] as OrderAmountScenario,
takerFeeScenario: orderScenarioArray[5] as OrderAmountScenario,
expirationTimeSecondsScenario: orderScenarioArray[6] as ExpirationTimeSecondsScenario,
makerAssetDataScenario: orderScenarioArray[7] as AssetDataScenario,
takerAssetDataScenario: orderScenarioArray[8] as AssetDataScenario,
};
return orderScenario;
});
@@ -225,7 +231,10 @@ export class CoreCombinatorialUtils {
this.exchangeWrapper = exchangeWrapper;
this.assetWrapper = assetWrapper;
}
public async testFillOrderScenarioAsync(order: Order, provider: Provider): Promise<void> {
public async testFillOrderScenarioAsync(provider: Provider, fillScenario: FillScenario): Promise<void> {
// 1. Generate order
const order = this.orderFactory.generateOrder(fillScenario.orderScenario);
// 2. Sign order
const orderHashBuff = orderHashUtils.getOrderHashBuff(order);
const signature = signingUtils.signMessage(orderHashBuff, this.makerPrivateKey, SignatureType.EthSign);
@@ -235,8 +244,9 @@ export class CoreCombinatorialUtils {
};
// 3. Permutate the maker and taker balance/allowance scenarios
// TODO(fabio)
// 4. Figure out fill amount OR error
// 4. Figure out fill amount
const balanceAndProxyAllowanceFetcher = new SimpleAssetBalanceAndProxyAllowanceFetcher(this.assetWrapper);
const orderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(
this.exchangeWrapper,
@@ -249,14 +259,37 @@ export class CoreCombinatorialUtils {
this.takerAddress,
);
// If order is fillable, decide how much to fill
// TODO: Make this configurable
const takerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.takerAssetData);
const makerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.makerAssetData);
const isEitherAssetERC721 = takerAssetProxyId === ERC721_PROXY_ID || makerAssetProxyId === ERC721_PROXY_ID;
const takerAssetFillAmount = isEitherAssetERC721
? fillableTakerAssetAmount
: fillableTakerAssetAmount.div(2).floor();
let takerAssetFillAmount;
const takerAssetFillAmountScenario = fillScenario.takerAssetFillAmountScenario;
switch (takerAssetFillAmountScenario) {
case TakerAssetFillAmountScenario.Zero:
takerAssetFillAmount = new BigNumber(0);
break;
case TakerAssetFillAmountScenario.ExactlyRemainingFillableTakerAssetAmount:
takerAssetFillAmount = fillableTakerAssetAmount;
break;
case TakerAssetFillAmountScenario.GreaterThanRemainingFillableTakerAssetAmount:
takerAssetFillAmount = fillableTakerAssetAmount.add(1);
break;
case TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount:
const takerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.takerAssetData);
const makerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.makerAssetData);
const isEitherAssetERC721 =
takerAssetProxyId === ERC721_PROXY_ID || makerAssetProxyId === ERC721_PROXY_ID;
if (isEitherAssetERC721) {
throw new Error(
'Cannot test `TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount` together with ERC721 assets since orders involving ERC721 must always be filled exactly.',
);
}
takerAssetFillAmount = fillableTakerAssetAmount.div(2).floor();
break;
default:
throw errorUtils.spawnSwitchErr('TakerAssetFillAmountScenario', takerAssetFillAmountScenario);
}
// 5. If I fill it by X, what are the resulting balances/allowances/filled amounts exp?
const orderValidationUtils = new OrderValidationUtils(orderFilledCancelledFetcher);

69
packages/contracts/src/utils/new_order_factory.ts
View File

@@ -12,11 +12,15 @@ import {
FeeRecipientAddressScenario,
OrderAmountScenario,
OrderScenario,
TakerScenario,
} from './types';
const TEN_UNITS_EIGHTEEN_DECIMALS = new BigNumber(10000000000000000000);
const FIVE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(5000000000000000000);
const POINT_ONE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(100000000000000000);
const POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(50000000000000000);
const TEN_UNITS_FIVE_DECIMALS = new BigNumber(1000000);
const FIVE_UNITS_FIVE_DECIMALS = new BigNumber(500000);
const ONE_NFT_UNIT = new BigNumber(1);
export class NewOrderFactory {
@@ -46,7 +50,7 @@ export class NewOrderFactory {
}
public generateOrder(orderScenario: OrderScenario): Order {
const makerAddress = this._userAddresses[1];
const takerAddress = this._userAddresses[2];
let takerAddress = this._userAddresses[2];
const erc721MakerAssetIds = this._erc721Balances[makerAddress][this._erc721Token.address];
const erc721TakerAssetIds = this._erc721Balances[takerAddress][this._erc721Token.address];
let feeRecipientAddress;
@@ -114,7 +118,7 @@ export class NewOrderFactory {
}
switch (orderScenario.makerAssetAmountScenario) {
case OrderAmountScenario.NonZero:
case OrderAmountScenario.Large:
switch (orderScenario.makerAssetDataScenario) {
case AssetDataScenario.ZRXFeeToken:
case AssetDataScenario.ERC20NonZRXEighteenDecimals:
@@ -130,6 +134,22 @@ export class NewOrderFactory {
throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
}
break;
case OrderAmountScenario.Small:
switch (orderScenario.makerAssetDataScenario) {
case AssetDataScenario.ZRXFeeToken:
case AssetDataScenario.ERC20NonZRXEighteenDecimals:
makerAssetAmount = FIVE_UNITS_EIGHTEEN_DECIMALS;
break;
case AssetDataScenario.ERC20FiveDecimals:
makerAssetAmount = FIVE_UNITS_FIVE_DECIMALS;
break;
case AssetDataScenario.ERC721:
makerAssetAmount = ONE_NFT_UNIT;
break;
default:
throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario);
}
break;
case OrderAmountScenario.Zero:
makerAssetAmount = new BigNumber(0);
break;
@@ -138,7 +158,7 @@ export class NewOrderFactory {
}
switch (orderScenario.takerAssetAmountScenario) {
case OrderAmountScenario.NonZero:
case OrderAmountScenario.Large:
switch (orderScenario.takerAssetDataScenario) {
case AssetDataScenario.ERC20NonZRXEighteenDecimals:
case AssetDataScenario.ZRXFeeToken:
@@ -154,6 +174,22 @@ export class NewOrderFactory {
throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
}
break;
case OrderAmountScenario.Small:
switch (orderScenario.takerAssetDataScenario) {
case AssetDataScenario.ERC20NonZRXEighteenDecimals:
case AssetDataScenario.ZRXFeeToken:
takerAssetAmount = FIVE_UNITS_EIGHTEEN_DECIMALS;
break;
case AssetDataScenario.ERC20FiveDecimals:
takerAssetAmount = FIVE_UNITS_FIVE_DECIMALS;
break;
case AssetDataScenario.ERC721:
takerAssetAmount = ONE_NFT_UNIT;
break;
default:
throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario);
}
break;
case OrderAmountScenario.Zero:
takerAssetAmount = new BigNumber(0);
break;
@@ -162,9 +198,12 @@ export class NewOrderFactory {
}
switch (orderScenario.makerFeeScenario) {
case OrderAmountScenario.NonZero:
case OrderAmountScenario.Large:
makerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS;
break;
case OrderAmountScenario.Small:
makerFee = POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS;
break;
case OrderAmountScenario.Zero:
makerFee = new BigNumber(0);
break;
@@ -173,9 +212,12 @@ export class NewOrderFactory {
}
switch (orderScenario.takerFeeScenario) {
case OrderAmountScenario.NonZero:
case OrderAmountScenario.Large:
takerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS;
break;
case OrderAmountScenario.Small:
takerFee = POINT_ZERO_FIVE_UNITS_EIGHTEEN_DECIMALS;
break;
case OrderAmountScenario.Zero:
takerFee = new BigNumber(0);
break;
@@ -197,6 +239,23 @@ export class NewOrderFactory {
);
}
switch (orderScenario.takerScenario) {
case TakerScenario.CorrectlySpecified:
break; // noop since takerAddress is already specified
case TakerScenario.IncorrectlySpecified:
const notTaker = this._userAddresses[3];
takerAddress = notTaker;
break;
case TakerScenario.Unspecified:
takerAddress = constants.NULL_ADDRESS;
break;
default:
throw errorUtils.spawnSwitchErr('TakerScenario', orderScenario.takerScenario);
}
const order: Order = {
senderAddress: constants.NULL_ADDRESS,
makerAddress,

22
packages/contracts/src/utils/types.ts
View File

@@ -160,7 +160,14 @@ export enum FeeRecipientAddressScenario {
export enum OrderAmountScenario {
Zero = 'ZERO',
NonZero = 'NON_ZERO',
Large = 'LARGE',
Small = 'SMALL',
}
export enum TakerScenario {
CorrectlySpecified = 'CORRECTLY_SPECFIED',
IncorrectlySpecified = 'INCORRECTLY_SPECFIED',
Unspecified = 'UNSPECIFIED',
}
export enum ExpirationTimeSecondsScenario {
@@ -175,7 +182,15 @@ export enum AssetDataScenario {
ERC20NonZRXEighteenDecimals = 'ERC20_NON_ZRX_EIGHTEEN_DECIMALS',
}
export enum TakerAssetFillAmountScenario {
Zero = 'ZERO',
GreaterThanRemainingFillableTakerAssetAmount = 'GREATER_THAN_REMAINING_FILLABLE_TAKER_ASSET_AMOUNT',
LessThanRemainingFillableTakerAssetAmount = 'GREATER_THAN_REMAINING_FILLABLE_TAKER_ASSET_AMOUNT',
ExactlyRemainingFillableTakerAssetAmount = 'GREATER_THAN_REMAINING_FILLABLE_TAKER_ASSET_AMOUNT',
}
export interface OrderScenario {
takerScenario: TakerScenario;
feeRecipientScenario: FeeRecipientAddressScenario;
makerAssetAmountScenario: OrderAmountScenario;
takerAssetAmountScenario: OrderAmountScenario;
@@ -185,3 +200,8 @@ export interface OrderScenario {
makerAssetDataScenario: AssetDataScenario;
takerAssetDataScenario: AssetDataScenario;
}
export interface FillScenario {
orderScenario: OrderScenario;
takerAssetFillAmountScenario: TakerAssetFillAmountScenario;
}

18
packages/contracts/test/exchange/combinatorial_tests.ts
View File

@@ -5,7 +5,7 @@ import { chaiSetup } from '../../src/utils/chai_setup';
import { CoreCombinatorialUtils, coreCombinatorialUtilsFactoryAsync } from '../../src/utils/core_combinatorial_utils';
import { provider, txDefaults, web3Wrapper } from '../../src/utils/web3_wrapper';
import { OrderScenario } from '../../src/utils/types';
import { FillScenario, OrderScenario, TakerAssetFillAmountScenario } from '../../src/utils/types';
chaiSetup.configure();
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
@@ -26,8 +26,9 @@ describe('Combinatorial tests', () => {
afterEach(async () => {
await blockchainLifecycle.revertAsync();
});
const test = (orderScenarios: OrderScenario[]) => {
_.forEach(orderScenarios, orderScenario => {
const test = (fillScenarios: FillScenario[]) => {
_.forEach(fillScenarios, fillScenario => {
const orderScenario = fillScenario.orderScenario;
const description = `Combinatorial OrderFill: ${orderScenario.feeRecipientScenario} ${
orderScenario.makerAssetAmountScenario
} ${orderScenario.takerAssetAmountScenario} ${orderScenario.makerFeeScenario} ${
@@ -36,13 +37,18 @@ describe('Combinatorial tests', () => {
orderScenario.takerAssetDataScenario
}`;
it(description, async () => {
const order = coreCombinatorialUtils.orderFactory.generateOrder(orderScenario);
await coreCombinatorialUtils.testFillOrderScenarioAsync(order, provider);
await coreCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
});
});
};
const allOrderScenarios = CoreCombinatorialUtils.generateOrderCombinations();
const allFillScenarios = _.map(allOrderScenarios, orderScenario => {
return {
orderScenario,
takerAssetFillAmountScenario: TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount,
};
});
describe.only('Fills orders', () => test(allOrderScenarios));
describe('Fills orders', () => test(allFillScenarios));
});