994908549d
* `@0x/asset-swapper`: Add ERC20Bridge aggregator library. * `@0x/asset-swapper`: Finish off `aggregate.ts`. * `@0x/types`: Add `OrderWithoutDomain` type. * `@0x/asset-swapper`: Add testing infra for sampler/aggregator. * `@0x/types`: Add `SignedOrderWithoutDomain` type. * `@0x/asset-swapper`: Update aggregator to take and return orders with signatures. * `@0x/asset-swapper`: Fix broken aggregator tests. * `@0x/asset-swapper`: Pass the sampler contract into aggregator entry points. * `@0x/contract-artifacts`: Add `IERC20BridgeSampler` artifact. * `@0x/contract-wrappers`: Add `IERC20BridgeSampler` wrapper. * `@0x/asset-swapper`: Address review comments. * fixed testing * refactored aggregate.ts and embeded into asset-swapper * added adjusted rates for taker and maker fees * remove PrunedSignedOrders * updated contract-addresses and addressed some other todos * streamlined logic * patched in lawrences changes * renamed aggregator utils and removed market_utils.ts * added ack heartbeats * fixed bug * patches * added dummy order things * Dummy with valid sig * Tweak gas price calculation to wei * added test coverage and fixed bugs * fixed migrations * Fix CHANGELOGs and types export * Deploy latest ERC20BridgeSampler on Mainnet * `@0x/types` Revert CHANGELOG. * `@0x/asset-swapper`: Address review comments. `@0x/contract-addresses`: Make kyber lowercase. * made protocol fee multiplier async * `@0x/asset-swapper: Fix build errors and do some code cleanup. * use assetDataUtils where possible
557 lines
26 KiB
TypeScript
557 lines
26 KiB
TypeScript
import { ContractAddresses } from '@0x/contract-addresses';
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import { ERC20TokenContract, ForwarderContract } from '@0x/contract-wrappers';
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import { constants as devConstants, OrderFactory } from '@0x/contracts-test-utils';
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import { BlockchainLifecycle, tokenUtils } from '@0x/dev-utils';
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import { migrateOnceAsync } from '@0x/migrations';
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import { assetDataUtils } from '@0x/order-utils';
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import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { SwapQuote } from '../src';
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import { constants } from '../src/constants';
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import { ForwarderSwapQuoteConsumer } from '../src/quote_consumers/forwarder_swap_quote_consumer';
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import {
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ForwarderMarketBuySmartContractParams,
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ForwarderMarketSellSmartContractParams,
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MarketBuySwapQuote,
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MarketOperation,
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SignedOrderWithFillableAmounts,
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} from '../src/types';
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import { ProtocolFeeUtils } from '../src/utils/protocol_fee_utils';
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import { chaiSetup } from './utils/chai_setup';
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import { getFullyFillableSwapQuoteWithNoFeesAsync } from './utils/swap_quote';
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import { provider, web3Wrapper } from './utils/web3_wrapper';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
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const GAS_PRICE = new BigNumber(devConstants.DEFAULT_GAS_PRICE);
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const ONE_ETH_IN_WEI = new BigNumber(1000000000000000000);
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const TESTRPC_CHAIN_ID = devConstants.TESTRPC_CHAIN_ID;
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const UNLIMITED_ALLOWANCE_IN_BASE_UNITS = new BigNumber(2).pow(256).minus(1); // tslint:disable-line:custom-no-magic-numbers
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const FEE_PERCENTAGE = 0.05;
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const PARTIAL_PRUNED_SIGNED_ORDERS_FEELESS: Array<Partial<SignedOrderWithFillableAmounts>> = [
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{
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takerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(2).multipliedBy(ONE_ETH_IN_WEI),
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},
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{
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takerAssetAmount: new BigNumber(1).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(3).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(1).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(3).multipliedBy(ONE_ETH_IN_WEI),
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},
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{
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takerAssetAmount: new BigNumber(1).multipliedBy(ONE_ETH_IN_WEI),
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makerAssetAmount: new BigNumber(5).multipliedBy(ONE_ETH_IN_WEI),
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fillableTakerAssetAmount: new BigNumber(1).multipliedBy(ONE_ETH_IN_WEI),
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fillableMakerAssetAmount: new BigNumber(5).multipliedBy(ONE_ETH_IN_WEI),
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},
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];
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const expectMakerAndTakerBalancesAsyncFactory = (
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erc20TokenContract: ERC20TokenContract,
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makerAddress: string,
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takerAddress: string,
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) => async (expectedMakerBalance: BigNumber, expectedTakerBalance: BigNumber) => {
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const makerBalance = await erc20TokenContract.balanceOf(makerAddress).callAsync();
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const takerBalance = await erc20TokenContract.balanceOf(takerAddress).callAsync();
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expect(makerBalance).to.bignumber.equal(expectedMakerBalance);
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expect(takerBalance).to.bignumber.equal(expectedTakerBalance);
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};
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describe('ForwarderSwapQuoteConsumer', () => {
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let protocolFeeUtils: ProtocolFeeUtils;
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let userAddresses: string[];
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let coinbaseAddress: string;
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let makerAddress: string;
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let takerAddress: string;
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let feeRecipient: string;
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let makerTokenAddress: string;
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let takerTokenAddress: string;
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let makerAssetData: string;
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let takerAssetData: string;
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let orderFactory: OrderFactory;
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let invalidOrderFactory: OrderFactory;
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let wethAssetData: string;
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let contractAddresses: ContractAddresses;
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let erc20TokenContract: ERC20TokenContract;
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let forwarderContract: ForwarderContract;
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let orders: SignedOrderWithFillableAmounts[];
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let invalidOrders: SignedOrderWithFillableAmounts[];
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let marketSellSwapQuote: SwapQuote;
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let marketBuySwapQuote: SwapQuote;
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let invalidMarketBuySwapQuote: SwapQuote;
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let swapQuoteConsumer: ForwarderSwapQuoteConsumer;
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let expectMakerAndTakerBalancesAsync: (
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expectedMakerBalance: BigNumber,
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expectedTakerBalance: BigNumber,
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) => Promise<void>;
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const chainId = TESTRPC_CHAIN_ID;
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before(async () => {
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contractAddresses = await migrateOnceAsync(provider);
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await blockchainLifecycle.startAsync();
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userAddresses = await web3Wrapper.getAvailableAddressesAsync();
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[coinbaseAddress, takerAddress, makerAddress, feeRecipient] = userAddresses;
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[makerTokenAddress, takerTokenAddress] = tokenUtils.getDummyERC20TokenAddresses();
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erc20TokenContract = new ERC20TokenContract(makerTokenAddress, provider);
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forwarderContract = new ForwarderContract(contractAddresses.forwarder, provider);
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[makerAssetData, takerAssetData, wethAssetData] = [
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assetDataUtils.encodeERC20AssetData(makerTokenAddress),
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assetDataUtils.encodeERC20AssetData(takerTokenAddress),
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assetDataUtils.encodeERC20AssetData(contractAddresses.etherToken),
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];
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// Configure order defaults
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const defaultOrderParams = {
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...devConstants.STATIC_ORDER_PARAMS,
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makerAddress,
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takerAddress: constants.NULL_ADDRESS,
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makerAssetData,
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takerAssetData: wethAssetData,
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makerFeeAssetData: constants.NULL_ERC20_ASSET_DATA,
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takerFeeAssetData: constants.NULL_ERC20_ASSET_DATA,
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makerFee: constants.ZERO_AMOUNT,
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takerFee: constants.ZERO_AMOUNT,
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feeRecipientAddress: feeRecipient,
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exchangeAddress: contractAddresses.exchange,
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chainId,
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};
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const invalidDefaultOrderParams = {
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...defaultOrderParams,
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...{
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takerAssetData,
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},
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};
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const privateKey = devConstants.TESTRPC_PRIVATE_KEYS[userAddresses.indexOf(makerAddress)];
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orderFactory = new OrderFactory(privateKey, defaultOrderParams);
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protocolFeeUtils = new ProtocolFeeUtils(constants.PROTOCOL_FEE_UTILS_POLLING_INTERVAL_IN_MS);
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expectMakerAndTakerBalancesAsync = expectMakerAndTakerBalancesAsyncFactory(
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erc20TokenContract,
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makerAddress,
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takerAddress,
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);
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invalidOrderFactory = new OrderFactory(privateKey, invalidDefaultOrderParams);
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});
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after(async () => {
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await blockchainLifecycle.revertAsync();
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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const UNLIMITED_ALLOWANCE = UNLIMITED_ALLOWANCE_IN_BASE_UNITS;
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const totalFillableAmount = new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI);
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await erc20TokenContract.transfer(makerAddress, totalFillableAmount).sendTransactionAsync({
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from: coinbaseAddress,
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});
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await erc20TokenContract
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.approve(contractAddresses.erc20Proxy, UNLIMITED_ALLOWANCE)
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.sendTransactionAsync({ from: makerAddress });
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await forwarderContract.approveMakerAssetProxy(makerAssetData).sendTransactionAsync({ from: makerAddress });
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orders = [];
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for (const partialOrder of PARTIAL_PRUNED_SIGNED_ORDERS_FEELESS) {
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const order = await orderFactory.newSignedOrderAsync(partialOrder);
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const prunedOrder = {
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...order,
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...partialOrder,
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};
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orders.push(prunedOrder as SignedOrderWithFillableAmounts);
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}
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invalidOrders = [];
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for (const partialOrder of PARTIAL_PRUNED_SIGNED_ORDERS_FEELESS) {
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const order = await invalidOrderFactory.newSignedOrderAsync(partialOrder);
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const prunedOrder = {
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...order,
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...partialOrder,
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};
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invalidOrders.push(prunedOrder as SignedOrderWithFillableAmounts);
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}
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marketSellSwapQuote = await getFullyFillableSwapQuoteWithNoFeesAsync(
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makerAssetData,
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wethAssetData,
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orders,
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MarketOperation.Sell,
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GAS_PRICE,
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protocolFeeUtils,
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);
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marketBuySwapQuote = await getFullyFillableSwapQuoteWithNoFeesAsync(
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makerAssetData,
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wethAssetData,
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orders,
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MarketOperation.Buy,
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GAS_PRICE,
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protocolFeeUtils,
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);
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invalidMarketBuySwapQuote = await getFullyFillableSwapQuoteWithNoFeesAsync(
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makerAssetData,
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takerAssetData,
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invalidOrders,
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MarketOperation.Buy,
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GAS_PRICE,
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protocolFeeUtils,
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);
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swapQuoteConsumer = new ForwarderSwapQuoteConsumer(provider, contractAddresses, {
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chainId,
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});
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});
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afterEach(async () => {
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await blockchainLifecycle.revertAsync();
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});
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describe('#executeSwapQuoteOrThrowAsync', () => {
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describe('validation', () => {
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it('should throw if swapQuote provided is not a valid forwarder SwapQuote (taker asset is wEth)', async () => {
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expect(
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swapQuoteConsumer.executeSwapQuoteOrThrowAsync(invalidMarketBuySwapQuote, { takerAddress }),
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).to.be.rejectedWith(
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`Expected quote.orders[0] to have takerAssetData set as ${wethAssetData}, but is ${takerAssetData}`,
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);
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});
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});
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// TODO(david) test execution of swap quotes with fee orders
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describe('valid swap quote', () => {
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/*
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* Testing that SwapQuoteConsumer logic correctly performs a execution (doesn't throw or revert)
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* Does not test the validity of the state change performed by the forwarder smart contract
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*/
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it('should perform a marketBuy execution when provided a MarketBuy type swapQuote', async () => {
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await expectMakerAndTakerBalancesAsync(
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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constants.ZERO_AMOUNT,
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);
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await swapQuoteConsumer.executeSwapQuoteOrThrowAsync(marketBuySwapQuote, {
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takerAddress,
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gasLimit: 4000000,
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ethAmount: new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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});
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await expectMakerAndTakerBalancesAsync(
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constants.ZERO_AMOUNT,
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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);
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});
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it('should perform a marketSell execution when provided a MarketSell type swapQuote', async () => {
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await expectMakerAndTakerBalancesAsync(
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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constants.ZERO_AMOUNT,
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);
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await swapQuoteConsumer.executeSwapQuoteOrThrowAsync(marketSellSwapQuote, {
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takerAddress,
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gasLimit: 4000000,
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});
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await expectMakerAndTakerBalancesAsync(
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constants.ZERO_AMOUNT,
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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);
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});
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it('should perform a marketBuy execution with affiliate fees', async () => {
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await expectMakerAndTakerBalancesAsync(
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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constants.ZERO_AMOUNT,
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);
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const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
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await swapQuoteConsumer.executeSwapQuoteOrThrowAsync(marketBuySwapQuote, {
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takerAddress,
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gasLimit: 4000000,
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extensionContractOpts: {
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feePercentage: 0.05,
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feeRecipient,
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},
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});
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await expectMakerAndTakerBalancesAsync(
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constants.ZERO_AMOUNT,
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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);
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const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
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const totalEthSpent = marketBuySwapQuote.bestCaseQuoteInfo.totalTakerAssetAmount.plus(
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marketBuySwapQuote.bestCaseQuoteInfo.protocolFeeInWeiAmount,
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);
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expect(feeRecipientEthBalanceAfter.minus(feeRecipientEthBalanceBefore)).to.bignumber.equal(
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new BigNumber(FEE_PERCENTAGE).times(totalEthSpent),
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);
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});
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it('should perform a marketSell execution with affiliate fees', async () => {
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await expectMakerAndTakerBalancesAsync(
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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constants.ZERO_AMOUNT,
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);
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const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
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await swapQuoteConsumer.executeSwapQuoteOrThrowAsync(marketSellSwapQuote, {
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takerAddress,
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gasLimit: 4000000,
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extensionContractOpts: {
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feePercentage: 0.05,
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feeRecipient,
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},
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});
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await expectMakerAndTakerBalancesAsync(
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constants.ZERO_AMOUNT,
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new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
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);
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const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
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const totalEthSpent = marketBuySwapQuote.bestCaseQuoteInfo.totalTakerAssetAmount.plus(
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marketBuySwapQuote.bestCaseQuoteInfo.protocolFeeInWeiAmount,
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);
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expect(feeRecipientEthBalanceAfter.minus(feeRecipientEthBalanceBefore)).to.bignumber.equal(
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new BigNumber(FEE_PERCENTAGE).times(totalEthSpent),
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);
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});
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});
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});
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describe('#getSmartContractParamsOrThrow', () => {
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describe('validation', () => {
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it('should throw if swap quote provided is not a valid forwarder SwapQuote (taker asset is WETH)', async () => {
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expect(
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swapQuoteConsumer.getSmartContractParamsOrThrowAsync(invalidMarketBuySwapQuote, {}),
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).to.be.rejectedWith(
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`Expected quote.orders[0] to have takerAssetData set as ${wethAssetData}, but is ${takerAssetData}`,
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);
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});
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});
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describe('valid swap quote', async () => {
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it('provide correct and optimized smart contract params with default options for a marketSell SwapQuote (no affiliate fees)', async () => {
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const { toAddress, params } = await swapQuoteConsumer.getSmartContractParamsOrThrowAsync(
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marketSellSwapQuote,
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{},
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);
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expect(toAddress).to.deep.equal(forwarderContract.address);
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const {
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feePercentage,
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feeRecipient: feeRecipientFromParams,
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signatures,
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type,
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} = params as ForwarderMarketSellSmartContractParams;
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expect(type).to.deep.equal(MarketOperation.Sell);
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expect(feeRecipientFromParams).to.deep.equal(constants.NULL_ADDRESS);
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const orderSignatures = marketSellSwapQuote.orders.map(order => order.signature);
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expect(signatures).to.deep.equal(orderSignatures);
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expect(feePercentage).to.bignumber.equal(0);
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});
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it('provide correct and optimized smart contract params with default options for a marketBuy SwapQuote (no affiliate fees)', async () => {
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const { toAddress, params } = await swapQuoteConsumer.getSmartContractParamsOrThrowAsync(
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marketBuySwapQuote,
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{},
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);
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expect(toAddress).to.deep.equal(forwarderContract.address);
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const {
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makerAssetFillAmount,
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feePercentage,
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feeRecipient: feeRecipientFromParams,
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signatures,
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type,
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} = params as ForwarderMarketBuySmartContractParams;
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expect(type).to.deep.equal(MarketOperation.Buy);
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expect(feeRecipientFromParams).to.deep.equal(constants.NULL_ADDRESS);
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expect(makerAssetFillAmount).to.bignumber.equal(
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(marketBuySwapQuote as MarketBuySwapQuote).makerAssetFillAmount,
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);
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const orderSignatures = marketBuySwapQuote.orders.map(order => order.signature);
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expect(signatures).to.deep.equal(orderSignatures);
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expect(feePercentage).to.bignumber.equal(0);
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});
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it('provide correct and optimized smart contract params with affiliate fees for a marketSell SwapQuote', async () => {
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const { toAddress, params } = await swapQuoteConsumer.getSmartContractParamsOrThrowAsync(
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marketSellSwapQuote,
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{
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extensionContractOpts: {
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feePercentage: 0.05,
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feeRecipient,
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},
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},
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);
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expect(toAddress).to.deep.equal(forwarderContract.address);
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const {
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feePercentage,
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feeRecipient: feeRecipientFromParams,
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signatures,
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type,
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} = params as ForwarderMarketSellSmartContractParams;
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expect(type).to.deep.equal(MarketOperation.Sell);
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expect(feeRecipientFromParams).to.deep.equal(feeRecipient);
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const orderSignatures = marketSellSwapQuote.orders.map(order => order.signature);
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expect(signatures).to.deep.equal(orderSignatures);
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expect(feePercentage).to.bignumber.equal(new BigNumber(0.05).multipliedBy(ONE_ETH_IN_WEI));
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});
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it('provide correct and optimized smart contract params with affiliate fees for a marketBuy SwapQuote', async () => {
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const { toAddress, params } = await swapQuoteConsumer.getSmartContractParamsOrThrowAsync(
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marketBuySwapQuote,
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{
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extensionContractOpts: {
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feePercentage: 0.05,
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feeRecipient,
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},
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},
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);
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expect(toAddress).to.deep.equal(forwarderContract.address);
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const {
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makerAssetFillAmount,
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feePercentage,
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feeRecipient: feeRecipientFromParams,
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signatures,
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type,
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} = params as ForwarderMarketBuySmartContractParams;
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expect(type).to.deep.equal(MarketOperation.Buy);
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expect(feeRecipientFromParams).to.deep.equal(feeRecipient);
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expect(makerAssetFillAmount).to.bignumber.equal(
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(marketBuySwapQuote as MarketBuySwapQuote).makerAssetFillAmount,
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);
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const orderSignatures = marketBuySwapQuote.orders.map(order => order.signature);
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expect(signatures).to.deep.equal(orderSignatures);
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expect(feePercentage).to.bignumber.equal(new BigNumber(0.05).multipliedBy(ONE_ETH_IN_WEI));
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});
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});
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});
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describe('#getCalldataOrThrow', () => {
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describe('validation', () => {
|
|
it('should throw if swap quote provided is not a valid forwarder SwapQuote (taker asset is WETH)', async () => {
|
|
expect(swapQuoteConsumer.getCalldataOrThrowAsync(invalidMarketBuySwapQuote, {})).to.be.rejectedWith(
|
|
`Expected quote.orders[0] to have takerAssetData set as ${wethAssetData}, but is ${takerAssetData}`,
|
|
);
|
|
});
|
|
});
|
|
|
|
describe('valid swap quote', async () => {
|
|
it('provide correct and optimized calldata options with default options for a marketSell SwapQuote (no affiliate fees)', async () => {
|
|
await expectMakerAndTakerBalancesAsync(
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
const { calldataHexString, toAddress, ethAmount } = await swapQuoteConsumer.getCalldataOrThrowAsync(
|
|
marketSellSwapQuote,
|
|
{},
|
|
);
|
|
expect(toAddress).to.deep.equal(forwarderContract.address);
|
|
await web3Wrapper.sendTransactionAsync({
|
|
from: takerAddress,
|
|
to: toAddress,
|
|
data: calldataHexString,
|
|
value: ethAmount,
|
|
gasPrice: GAS_PRICE,
|
|
gas: 4000000,
|
|
});
|
|
await expectMakerAndTakerBalancesAsync(
|
|
constants.ZERO_AMOUNT,
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
);
|
|
});
|
|
it('provide correct and optimized calldata options with default options for a marketBuy SwapQuote (no affiliate fees)', async () => {
|
|
await expectMakerAndTakerBalancesAsync(
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
const { calldataHexString, toAddress, ethAmount } = await swapQuoteConsumer.getCalldataOrThrowAsync(
|
|
marketBuySwapQuote,
|
|
{},
|
|
);
|
|
expect(toAddress).to.deep.equal(contractAddresses.forwarder);
|
|
await web3Wrapper.sendTransactionAsync({
|
|
from: takerAddress,
|
|
to: toAddress,
|
|
data: calldataHexString,
|
|
value: ethAmount,
|
|
gasPrice: GAS_PRICE,
|
|
gas: 4000000,
|
|
});
|
|
await expectMakerAndTakerBalancesAsync(
|
|
constants.ZERO_AMOUNT,
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
);
|
|
});
|
|
it('provide correct and optimized calldata options with affiliate fees for a marketSell SwapQuote', async () => {
|
|
await expectMakerAndTakerBalancesAsync(
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
|
|
const { calldataHexString, toAddress, ethAmount } = await swapQuoteConsumer.getCalldataOrThrowAsync(
|
|
marketSellSwapQuote,
|
|
{
|
|
extensionContractOpts: {
|
|
feePercentage: 0.05,
|
|
feeRecipient,
|
|
},
|
|
},
|
|
);
|
|
expect(toAddress).to.deep.equal(contractAddresses.forwarder);
|
|
await web3Wrapper.sendTransactionAsync({
|
|
from: takerAddress,
|
|
to: toAddress,
|
|
data: calldataHexString,
|
|
value: ethAmount,
|
|
gasPrice: GAS_PRICE,
|
|
gas: 4000000,
|
|
});
|
|
await expectMakerAndTakerBalancesAsync(
|
|
constants.ZERO_AMOUNT,
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
);
|
|
const totalEthSpent = marketBuySwapQuote.bestCaseQuoteInfo.totalTakerAssetAmount.plus(
|
|
marketBuySwapQuote.bestCaseQuoteInfo.protocolFeeInWeiAmount,
|
|
);
|
|
const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
|
|
expect(feeRecipientEthBalanceAfter.minus(feeRecipientEthBalanceBefore)).to.bignumber.equal(
|
|
new BigNumber(FEE_PERCENTAGE).times(totalEthSpent),
|
|
);
|
|
});
|
|
it('provide correct and optimized calldata options with affiliate fees for a marketBuy SwapQuote', async () => {
|
|
await expectMakerAndTakerBalancesAsync(
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
|
|
const { calldataHexString, toAddress, ethAmount } = await swapQuoteConsumer.getCalldataOrThrowAsync(
|
|
marketBuySwapQuote,
|
|
{
|
|
extensionContractOpts: {
|
|
feePercentage: 0.05,
|
|
feeRecipient,
|
|
},
|
|
},
|
|
);
|
|
expect(toAddress).to.deep.equal(contractAddresses.forwarder);
|
|
await web3Wrapper.sendTransactionAsync({
|
|
from: takerAddress,
|
|
to: toAddress,
|
|
data: calldataHexString,
|
|
value: ethAmount,
|
|
gasPrice: GAS_PRICE,
|
|
gas: 4000000,
|
|
});
|
|
await expectMakerAndTakerBalancesAsync(
|
|
constants.ZERO_AMOUNT,
|
|
new BigNumber(10).multipliedBy(ONE_ETH_IN_WEI),
|
|
);
|
|
const totalEthSpent = marketBuySwapQuote.bestCaseQuoteInfo.totalTakerAssetAmount.plus(
|
|
marketBuySwapQuote.bestCaseQuoteInfo.protocolFeeInWeiAmount,
|
|
);
|
|
const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipient);
|
|
expect(feeRecipientEthBalanceAfter.minus(feeRecipientEthBalanceBefore)).to.bignumber.equal(
|
|
new BigNumber(FEE_PERCENTAGE).times(totalEthSpent),
|
|
);
|
|
});
|
|
});
|
|
});
|
|
// tslint:disable-next-line: max-file-line-count
|
|
});
|