558 lines
28 KiB
TypeScript
558 lines
28 KiB
TypeScript
import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
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import { BigNumber } from '@0xproject/utils';
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import * as chai from 'chai';
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import * as _ from 'lodash';
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import 'mocha';
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import * as Web3 from 'web3';
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import {
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ExchangeContractErrs,
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OrderState,
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OrderStateInvalid,
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OrderStateValid,
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SignedOrder,
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Token,
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ZeroEx,
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ZeroExError,
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} from '../src';
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import { DoneCallback } from '../src/types';
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import { chaiSetup } from './utils/chai_setup';
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import { constants } from './utils/constants';
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import { FillScenarios } from './utils/fill_scenarios';
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import { reportNodeCallbackErrors } from './utils/report_callback_errors';
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import { TokenUtils } from './utils/token_utils';
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const TIMEOUT_MS = 150;
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle();
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describe('OrderStateWatcher', () => {
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let web3: Web3;
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let zeroEx: ZeroEx;
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let tokens: Token[];
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let tokenUtils: TokenUtils;
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let fillScenarios: FillScenarios;
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let userAddresses: string[];
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let zrxTokenAddress: string;
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let exchangeContractAddress: string;
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let makerToken: Token;
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let takerToken: Token;
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let maker: string;
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let taker: string;
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let signedOrder: SignedOrder;
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const config = {
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networkId: constants.TESTRPC_NETWORK_ID,
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};
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const decimals = constants.ZRX_DECIMALS;
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const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
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before(async () => {
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web3 = web3Factory.create();
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zeroEx = new ZeroEx(web3.currentProvider, config);
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exchangeContractAddress = zeroEx.exchange.getContractAddress();
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userAddresses = await zeroEx.getAvailableAddressesAsync();
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[, maker, taker] = userAddresses;
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tokens = await zeroEx.tokenRegistry.getTokensAsync();
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tokenUtils = new TokenUtils(tokens);
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zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
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fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
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await fillScenarios.initTokenBalancesAsync();
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[makerToken, takerToken] = tokenUtils.getDummyTokens();
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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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('#removeOrder', async () => {
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it('should successfully remove existing order', async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.include({
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[orderHash]: signedOrder,
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});
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let dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes;
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expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash);
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zeroEx.orderStateWatcher.removeOrder(orderHash);
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expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.not.include({
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[orderHash]: signedOrder,
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});
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dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes;
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expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined();
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});
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it('should no-op when removing a non-existing order', async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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const nonExistentOrderHash = `0x${orderHash
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.substr(2)
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.split('')
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.reverse()
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.join('')}`;
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zeroEx.orderStateWatcher.removeOrder(nonExistentOrderHash);
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});
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});
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describe('#subscribe', async () => {
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afterEach(async () => {
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zeroEx.orderStateWatcher.unsubscribe();
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});
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it('should fail when trying to subscribe twice', async () => {
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zeroEx.orderStateWatcher.subscribe(_.noop);
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expect(() => zeroEx.orderStateWatcher.subscribe(_.noop)).to.throw(ZeroExError.SubscriptionAlreadyPresent);
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});
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});
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describe('tests with cleanup', async () => {
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afterEach(async () => {
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zeroEx.orderStateWatcher.unsubscribe();
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.removeOrder(orderHash);
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});
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it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.false();
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const invalidOrderState = orderState as OrderStateInvalid;
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expect(invalidOrderState.orderHash).to.be.equal(orderHash);
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expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0));
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})().catch(done);
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});
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it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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throw new Error('OrderState callback fired for irrelevant order');
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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const notTheMaker = userAddresses[0];
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const anyRecipient = taker;
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const transferAmount = new BigNumber(2);
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await zeroEx.token.transferAsync(makerToken.address, notTheMaker, anyRecipient, transferAmount);
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setTimeout(() => {
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done();
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}, TIMEOUT_MS);
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})().catch(done);
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});
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it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.false();
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const invalidOrderState = orderState as OrderStateInvalid;
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expect(invalidOrderState.orderHash).to.be.equal(orderHash);
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expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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const anyRecipient = taker;
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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await zeroEx.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance);
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})().catch(done);
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});
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it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.false();
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const invalidOrderState = orderState as OrderStateInvalid;
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expect(invalidOrderState.orderHash).to.be.equal(orderHash);
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expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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const shouldThrowOnInsufficientBalanceOrAllowance = true;
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await zeroEx.exchange.fillOrderAsync(
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signedOrder,
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fillableAmount,
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shouldThrowOnInsufficientBalanceOrAllowance,
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taker,
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);
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})().catch(done);
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});
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it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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const fillAmountInBaseUnits = new BigNumber(2);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.true();
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const validOrderState = orderState as OrderStateValid;
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expect(validOrderState.orderHash).to.be.equal(orderHash);
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const orderRelevantState = validOrderState.orderRelevantState;
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const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits);
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const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits);
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expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
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remainingFillable,
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);
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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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remainingFillable,
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);
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expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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const shouldThrowOnInsufficientBalanceOrAllowance = true;
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await zeroEx.exchange.fillOrderAsync(
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signedOrder,
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fillAmountInBaseUnits,
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shouldThrowOnInsufficientBalanceOrAllowance,
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taker,
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);
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})().catch(done);
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});
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it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => {
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(async () => {
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const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
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const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18);
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signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerToken.address,
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takerToken.address,
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makerFee,
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takerFee,
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maker,
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taker,
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fillableAmount,
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taker,
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);
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const callback = reportNodeCallbackErrors(done)();
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0));
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})().catch(done);
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});
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describe('remainingFillable(M|T)akerTokenAmount', () => {
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it('should calculate correct remaining fillable', (done: DoneCallback) => {
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(async () => {
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const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals);
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const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals);
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signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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makerFillableAmount,
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takerFillableAmount,
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);
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const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.true();
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const validOrderState = orderState as OrderStateValid;
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expect(validOrderState.orderHash).to.be.equal(orderHash);
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const orderRelevantState = validOrderState.orderRelevantState;
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expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
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ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals),
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);
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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals),
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);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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const shouldThrowOnInsufficientBalanceOrAllowance = true;
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await zeroEx.exchange.fillOrderAsync(
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signedOrder,
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fillAmountInBaseUnits,
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shouldThrowOnInsufficientBalanceOrAllowance,
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taker,
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);
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})().catch(done);
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});
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it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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const validOrderState = orderState as OrderStateValid;
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const orderRelevantState = validOrderState.orderRelevantState;
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expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
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changedMakerApprovalAmount,
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);
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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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changedMakerApprovalAmount,
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);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount);
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})().catch(done);
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});
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it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address,
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takerToken.address,
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maker,
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taker,
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fillableAmount,
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);
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals);
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const transferAmount = makerBalance.sub(remainingAmount);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.true();
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const validOrderState = orderState as OrderStateValid;
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const orderRelevantState = validOrderState.orderRelevantState;
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expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
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remainingAmount,
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);
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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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remainingAmount,
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);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.token.transferAsync(makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
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})().catch(done);
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});
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it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => {
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(async () => {
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const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
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const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
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const feeRecipient = taker;
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signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerToken.address,
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takerToken.address,
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makerFee,
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takerFee,
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maker,
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taker,
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fillableAmount,
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feeRecipient,
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);
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const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
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const transferTokenAmount = makerFee.sub(remainingTokenAmount);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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expect(orderState.isValid).to.be.true();
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const validOrderState = orderState as OrderStateValid;
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const orderRelevantState = validOrderState.orderRelevantState;
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expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
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remainingTokenAmount,
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);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount);
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})().catch(done);
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});
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it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
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(async () => {
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const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
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const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals);
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const feeRecipient = taker;
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signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerToken.address,
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takerToken.address,
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makerFee,
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takerFee,
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maker,
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taker,
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fillableAmount,
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feeRecipient,
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);
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const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals);
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const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals);
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const transferTokenAmount = makerFee.sub(remainingTokenAmount);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
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const validOrderState = orderState as OrderStateValid;
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const orderRelevantState = validOrderState.orderRelevantState;
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expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
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remainingFeeAmount,
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);
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount);
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await zeroEx.token.transferAsync(
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makerToken.address,
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maker,
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ZeroEx.NULL_ADDRESS,
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transferTokenAmount,
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);
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})().catch(done);
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});
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it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => {
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(async () => {
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const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals);
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const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
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const feeRecipient = taker;
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signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerToken.address,
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takerToken.address,
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makerFee,
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takerFee,
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maker,
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taker,
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fillableAmount,
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feeRecipient,
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);
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zeroEx.orderStateWatcher.addOrder(signedOrder);
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const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
|
|
const validOrderState = orderState as OrderStateValid;
|
|
const orderRelevantState = validOrderState.orderRelevantState;
|
|
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
|
|
fillableAmount,
|
|
);
|
|
});
|
|
zeroEx.orderStateWatcher.subscribe(callback);
|
|
await zeroEx.token.setProxyAllowanceAsync(
|
|
makerToken.address,
|
|
maker,
|
|
ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals),
|
|
);
|
|
})().catch(done);
|
|
});
|
|
});
|
|
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
|
|
(async () => {
|
|
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerToken.address,
|
|
takerToken.address,
|
|
maker,
|
|
taker,
|
|
fillableAmount,
|
|
);
|
|
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
|
|
zeroEx.orderStateWatcher.addOrder(signedOrder);
|
|
|
|
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
|
|
expect(orderState.isValid).to.be.false();
|
|
const invalidOrderState = orderState as OrderStateInvalid;
|
|
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
|
|
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
|
|
});
|
|
zeroEx.orderStateWatcher.subscribe(callback);
|
|
|
|
await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
|
|
})().catch(done);
|
|
});
|
|
it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
|
|
(async () => {
|
|
const remainingFillableAmountInBaseUnits = new BigNumber(100);
|
|
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerToken.address,
|
|
takerToken.address,
|
|
maker,
|
|
taker,
|
|
fillableAmount,
|
|
);
|
|
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
|
|
zeroEx.orderStateWatcher.addOrder(signedOrder);
|
|
|
|
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
|
|
expect(orderState.isValid).to.be.false();
|
|
const invalidOrderState = orderState as OrderStateInvalid;
|
|
expect(invalidOrderState.orderHash).to.be.equal(orderHash);
|
|
expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError);
|
|
});
|
|
zeroEx.orderStateWatcher.subscribe(callback);
|
|
await zeroEx.exchange.cancelOrderAsync(
|
|
signedOrder,
|
|
fillableAmount.minus(remainingFillableAmountInBaseUnits),
|
|
);
|
|
})().catch(done);
|
|
});
|
|
it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => {
|
|
(async () => {
|
|
signedOrder = await fillScenarios.createFillableSignedOrderAsync(
|
|
makerToken.address,
|
|
takerToken.address,
|
|
maker,
|
|
taker,
|
|
fillableAmount,
|
|
);
|
|
|
|
const cancelAmountInBaseUnits = new BigNumber(2);
|
|
const orderHash = ZeroEx.getOrderHashHex(signedOrder);
|
|
zeroEx.orderStateWatcher.addOrder(signedOrder);
|
|
|
|
const callback = reportNodeCallbackErrors(done)((orderState: OrderState) => {
|
|
expect(orderState.isValid).to.be.true();
|
|
const validOrderState = orderState as OrderStateValid;
|
|
expect(validOrderState.orderHash).to.be.equal(orderHash);
|
|
const orderRelevantState = validOrderState.orderRelevantState;
|
|
expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits);
|
|
});
|
|
zeroEx.orderStateWatcher.subscribe(callback);
|
|
await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits);
|
|
})().catch(done);
|
|
});
|
|
});
|
|
}); // tslint:disable:max-file-line-count
|