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Add ability to tweak the relevant balances/allowances for the maker and taker for a fillScenario. Convert more of the core tests to the declarative form.

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This commit is contained in:
Fabio Berger
2018-06-15 00:03:00 +02:00
parent eea86757d5
commit fb55def54f
4 changed files with 385 additions and 83 deletions
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353
packages/contracts/src/utils/core_combinatorial_utils.ts
View File

@@ -38,13 +38,13 @@ import {
OrderScenario,
TakerAssetFillAmountScenario,
TakerScenario,
TokenAmountScenario,
TraderStateScenario,
} from '../utils/types';
chaiSetup.configure();
const expect = chai.expect;
const ERC721_PROXY_ID = 2;
/**
* Instantiates a new instance of CoreCombinatorialUtils. Since this method has some
* required async setup, a factory method is required.
@@ -192,6 +192,18 @@ export class CoreCombinatorialUtils {
takerAssetDataScenario: fillScenarioArray[8] as AssetDataScenario,
},
takerAssetFillAmountScenario: fillScenarioArray[9] as TakerAssetFillAmountScenario,
makerStateScenario: {
traderAssetBalance: TokenAmountScenario.Higher,
traderAssetAllowance: TokenAmountScenario.Higher,
zrxFeeBalance: TokenAmountScenario.Higher,
zrxFeeAllowance: TokenAmountScenario.Higher,
},
takerStateScenario: {
traderAssetBalance: TokenAmountScenario.Higher,
traderAssetAllowance: TokenAmountScenario.Higher,
zrxFeeBalance: TokenAmountScenario.Higher,
zrxFeeAllowance: TokenAmountScenario.Higher,
},
};
return fillScenario;
});
@@ -248,53 +260,28 @@ export class CoreCombinatorialUtils {
signature: `0x${signature.toString('hex')}`,
};
// 3. Permutate the maker and taker balance/allowance scenarios
// TODO(fabio)
// 4. Figure out fill amount
const balanceAndProxyAllowanceFetcher = new SimpleAssetBalanceAndProxyAllowanceFetcher(this.assetWrapper);
const orderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(
this.exchangeWrapper,
this.zrxAssetData,
);
const orderStateUtils = new OrderStateUtils(balanceAndProxyAllowanceFetcher, orderFilledCancelledFetcher);
const fillableTakerAssetAmount = await orderStateUtils.getMaxFillableTakerAssetAmountAsync(
// 3. Figure out fill amount
const takerAssetFillAmount = await this._getTakerAssetFillAmountAsync(
signedOrder,
this.takerAddress,
fillScenario.takerAssetFillAmountScenario,
balanceAndProxyAllowanceFetcher,
orderFilledCancelledFetcher,
);
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);
}
// 4. Permutate the maker and taker balance/allowance scenarios
await this._modifyTraderStateAsync(
fillScenario.makerStateScenario,
fillScenario.takerStateScenario,
signedOrder,
takerAssetFillAmount,
balanceAndProxyAllowanceFetcher,
);
// 5. If I fill it by X, what are the resulting balances/allowances/filled amounts exp?
const orderValidationUtils = new OrderValidationUtils(orderFilledCancelledFetcher);
@@ -323,6 +310,287 @@ export class CoreCombinatorialUtils {
provider,
);
}
private async _modifyTraderStateAsync(
makerStateScenario: TraderStateScenario,
takerStateScenario: TraderStateScenario,
signedOrder: SignedOrder,
takerAssetFillAmount: BigNumber,
balanceAndProxyAllowanceFetcher: SimpleAssetBalanceAndProxyAllowanceFetcher,
): Promise<void> {
const makerAssetFillAmount = orderUtils.getPartialAmount(
takerAssetFillAmount,
signedOrder.takerAssetAmount,
signedOrder.makerAssetAmount,
);
switch (makerStateScenario.traderAssetBalance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
if (makerAssetFillAmount.eq(0)) {
throw new Error(`Cannot set makerAssetBalanceOfMaker TooLow if makerAssetFillAmount is 0`);
}
const tooLowBalance = makerAssetFillAmount.minus(1);
await this.assetWrapper.setBalanceAsync(
signedOrder.makerAddress,
signedOrder.makerAssetData,
tooLowBalance,
);
break;
case TokenAmountScenario.Exact:
const exactBalance = makerAssetFillAmount;
await this.assetWrapper.setBalanceAsync(
signedOrder.makerAddress,
signedOrder.makerAssetData,
exactBalance,
);
break;
default:
throw errorUtils.spawnSwitchErr(
'makerStateScenario.traderAssetBalance',
makerStateScenario.traderAssetBalance,
);
}
const makerFee = orderUtils.getPartialAmount(
takerAssetFillAmount,
signedOrder.takerAssetAmount,
signedOrder.makerFee,
);
switch (makerStateScenario.zrxFeeBalance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
if (makerFee.eq(0)) {
throw new Error(`Cannot set zrxAsserBalanceOfMaker TooLow if makerFee is 0`);
}
const tooLowBalance = makerFee.minus(1);
await this.assetWrapper.setBalanceAsync(signedOrder.makerAddress, this.zrxAssetData, tooLowBalance);
break;
case TokenAmountScenario.Exact:
const exactBalance = makerFee;
await this.assetWrapper.setBalanceAsync(signedOrder.makerAddress, this.zrxAssetData, exactBalance);
break;
default:
throw errorUtils.spawnSwitchErr('makerStateScenario.zrxFeeBalance', makerStateScenario.zrxFeeBalance);
}
switch (makerStateScenario.traderAssetAllowance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
const tooLowAllowance = makerAssetFillAmount.minus(1);
await this.assetWrapper.setProxyAllowanceAsync(
signedOrder.makerAddress,
signedOrder.makerAssetData,
tooLowAllowance,
);
break;
case TokenAmountScenario.Exact:
const exactAllowance = makerAssetFillAmount;
await this.assetWrapper.setProxyAllowanceAsync(
signedOrder.makerAddress,
signedOrder.makerAssetData,
exactAllowance,
);
break;
default:
throw errorUtils.spawnSwitchErr(
'makerStateScenario.traderAssetAllowance',
makerStateScenario.traderAssetAllowance,
);
}
switch (makerStateScenario.zrxFeeAllowance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
const tooLowAllowance = makerFee.minus(1);
await this.assetWrapper.setProxyAllowanceAsync(
signedOrder.makerAddress,
this.zrxAssetData,
tooLowAllowance,
);
break;
case TokenAmountScenario.Exact:
const exactAllowance = makerFee;
await this.assetWrapper.setProxyAllowanceAsync(
signedOrder.makerAddress,
this.zrxAssetData,
exactAllowance,
);
break;
default:
throw errorUtils.spawnSwitchErr(
'makerStateScenario.zrxFeeAllowance',
makerStateScenario.zrxFeeAllowance,
);
}
switch (takerStateScenario.traderAssetBalance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
if (takerAssetFillAmount.eq(0)) {
throw new Error(`Cannot set takerAssetBalanceOfTaker TooLow if takerAssetFillAmount is 0`);
}
const tooLowBalance = takerAssetFillAmount.minus(1);
await this.assetWrapper.setBalanceAsync(this.takerAddress, signedOrder.takerAssetData, tooLowBalance);
break;
case TokenAmountScenario.Exact:
const exactBalance = takerAssetFillAmount;
await this.assetWrapper.setBalanceAsync(this.takerAddress, signedOrder.takerAssetData, exactBalance);
break;
default:
throw errorUtils.spawnSwitchErr(
'takerStateScenario.traderAssetBalance',
takerStateScenario.traderAssetBalance,
);
}
const takerFee = orderUtils.getPartialAmount(
takerAssetFillAmount,
signedOrder.takerAssetAmount,
signedOrder.takerFee,
);
switch (takerStateScenario.zrxFeeBalance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
if (takerFee.eq(0)) {
throw new Error(`Cannot set zrxAssetBalanceOfTaker TooLow if takerFee is 0`);
}
const tooLowBalance = takerFee.minus(1);
await this.assetWrapper.setBalanceAsync(this.takerAddress, this.zrxAssetData, tooLowBalance);
break;
case TokenAmountScenario.Exact:
const exactBalance = takerFee;
await this.assetWrapper.setBalanceAsync(this.takerAddress, this.zrxAssetData, exactBalance);
break;
default:
throw errorUtils.spawnSwitchErr('takerStateScenario.zrxFeeBalance', takerStateScenario.zrxFeeBalance);
}
switch (takerStateScenario.traderAssetAllowance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
const tooLowAllowance = takerAssetFillAmount.minus(1);
await this.assetWrapper.setProxyAllowanceAsync(
this.takerAddress,
signedOrder.takerAssetData,
tooLowAllowance,
);
break;
case TokenAmountScenario.Exact:
const exactAllowance = takerAssetFillAmount;
await this.assetWrapper.setProxyAllowanceAsync(
this.takerAddress,
signedOrder.takerAssetData,
exactAllowance,
);
break;
default:
throw errorUtils.spawnSwitchErr(
'takerStateScenario.traderAssetAllowance',
takerStateScenario.traderAssetAllowance,
);
}
switch (takerStateScenario.zrxFeeAllowance) {
case TokenAmountScenario.Higher:
break; // Noop since this is already the default
case TokenAmountScenario.TooLow:
const tooLowAllowance = takerFee.minus(1);
await this.assetWrapper.setProxyAllowanceAsync(
signedOrder.takerAddress,
this.zrxAssetData,
tooLowAllowance,
);
break;
case TokenAmountScenario.Exact:
const exactAllowance = takerFee;
await this.assetWrapper.setProxyAllowanceAsync(
signedOrder.takerAddress,
this.zrxAssetData,
exactAllowance,
);
break;
default:
throw errorUtils.spawnSwitchErr(
'takerStateScenario.zrxFeeAllowance',
takerStateScenario.zrxFeeAllowance,
);
}
}
private async _getTakerAssetFillAmountAsync(
signedOrder: SignedOrder,
takerAssetFillAmountScenario: TakerAssetFillAmountScenario,
balanceAndProxyAllowanceFetcher: SimpleAssetBalanceAndProxyAllowanceFetcher,
orderFilledCancelledFetcher: SimpleOrderFilledCancelledFetcher,
): Promise<BigNumber> {
const orderStateUtils = new OrderStateUtils(balanceAndProxyAllowanceFetcher, orderFilledCancelledFetcher);
const fillableTakerAssetAmount = await orderStateUtils.getMaxFillableTakerAssetAmountAsync(
signedOrder,
this.takerAddress,
);
let takerAssetFillAmount;
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 === constants.ERC721_PROXY_ID || makerAssetProxyId === constants.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);
}
return takerAssetFillAmount;
}
private async _fillOrderAndAssertOutcomeAsync(
signedOrder: SignedOrder,
takerAssetFillAmount: BigNumber,
@@ -369,6 +637,11 @@ export class CoreCombinatorialUtils {
signedOrder.makerAssetAmount,
);
const beforeMakerAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync(
makerAddress,
makerAssetData,
);
// - Let's fill the order!
const txReceipt = await this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, {
takerAssetFillAmount,

15
packages/contracts/src/utils/types.ts
View File

@@ -201,7 +201,22 @@ export interface OrderScenario {
takerAssetDataScenario: AssetDataScenario;
}
export enum TokenAmountScenario {
Exact = 'EXACT',
TooLow = 'TOO_LOW',
Higher = 'HIGHER',
}
export interface TraderStateScenario {
traderAssetBalance: TokenAmountScenario;
traderAssetAllowance: TokenAmountScenario;
zrxFeeBalance: TokenAmountScenario;
zrxFeeAllowance: TokenAmountScenario;
}
export interface FillScenario {
orderScenario: OrderScenario;
takerAssetFillAmountScenario: TakerAssetFillAmountScenario;
makerStateScenario: TraderStateScenario;
takerStateScenario: TraderStateScenario;
}

43
packages/contracts/test/exchange/core.ts
View File

@@ -148,49 +148,6 @@ describe('Exchange core', () => {
);
});
it('should throw if maker erc20Balances are too low to fill order', async () => {
signedOrder = orderFactory.newSignedOrder({
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18),
});
return expectRevertOrAlwaysFailingTransactionAsync(
exchangeWrapper.fillOrderAsync(signedOrder, takerAddress),
);
});
it('should throw if taker erc20Balances are too low to fill order', async () => {
signedOrder = orderFactory.newSignedOrder({
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100000), 18),
});
return expectRevertOrAlwaysFailingTransactionAsync(
exchangeWrapper.fillOrderAsync(signedOrder, takerAddress),
);
});
it('should throw if maker allowances are too low to fill order', async () => {
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20TokenA.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
from: makerAddress,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
return expectRevertOrAlwaysFailingTransactionAsync(
exchangeWrapper.fillOrderAsync(signedOrder, takerAddress),
);
});
it('should throw if taker allowances are too low to fill order', async () => {
await web3Wrapper.awaitTransactionSuccessAsync(
await erc20TokenB.approve.sendTransactionAsync(erc20Proxy.address, new BigNumber(0), {
from: takerAddress,
}),
constants.AWAIT_TRANSACTION_MINED_MS,
);
return expectRevertOrAlwaysFailingTransactionAsync(
exchangeWrapper.fillOrderAsync(signedOrder, takerAddress),
);
});
it('should throw if no value is filled', async () => {
signedOrder = orderFactory.newSignedOrder();
await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress);

57
packages/contracts/test/exchange/fill_order.ts
View File

@@ -13,6 +13,7 @@ import {
OrderScenario,
TakerAssetFillAmountScenario,
TakerScenario,
TokenAmountScenario,
} from '../../src/utils/types';
chaiSetup.configure();
@@ -31,6 +32,18 @@ const defaultFillScenario = {
takerAssetDataScenario: AssetDataScenario.ERC20NonZRXEighteenDecimals,
},
takerAssetFillAmountScenario: TakerAssetFillAmountScenario.LessThanRemainingFillableTakerAssetAmount,
makerStateScenario: {
traderAssetBalance: TokenAmountScenario.Higher,
traderAssetAllowance: TokenAmountScenario.Higher,
zrxFeeBalance: TokenAmountScenario.Higher,
zrxFeeAllowance: TokenAmountScenario.Higher,
},
takerStateScenario: {
traderAssetBalance: TokenAmountScenario.Higher,
traderAssetAllowance: TokenAmountScenario.Higher,
zrxFeeBalance: TokenAmountScenario.Higher,
zrxFeeAllowance: TokenAmountScenario.Higher,
},
};
describe('FillOrder Tests', () => {
@@ -144,6 +157,50 @@ describe('FillOrder Tests', () => {
};
await coreCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
});
it('should throw if maker erc20Balances are too low to fill order', async () => {
const fillScenario = {
...defaultFillScenario,
makerStateScenario: {
...defaultFillScenario.makerStateScenario,
traderAssetBalance: TokenAmountScenario.TooLow,
},
};
await coreCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
});
it('should throw if taker erc20Balances are too low to fill order', async () => {
const fillScenario = {
...defaultFillScenario,
takerStateScenario: {
...defaultFillScenario.makerStateScenario,
traderAssetBalance: TokenAmountScenario.TooLow,
},
};
await coreCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
});
it('should throw if maker allowances are too low to fill order', async () => {
const fillScenario = {
...defaultFillScenario,
makerStateScenario: {
...defaultFillScenario.makerStateScenario,
traderAssetAllowance: TokenAmountScenario.TooLow,
},
};
await coreCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
});
it('should throw if taker allowances are too low to fill order', async () => {
const fillScenario = {
...defaultFillScenario,
takerStateScenario: {
...defaultFillScenario.makerStateScenario,
traderAssetAllowance: TokenAmountScenario.TooLow,
},
};
await coreCombinatorialUtils.testFillOrderScenarioAsync(provider, fillScenario);
});
});
describe('Testing Exchange of ERC721 Tokens', () => {