195 lines
9.0 KiB
TypeScript
195 lines
9.0 KiB
TypeScript
import { SignedOrder, ZeroEx } from '0x.js';
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import { BlockchainLifecycle, devConstants, web3Factory } from '@0xproject/dev-utils';
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import { BigNumber } from '@0xproject/utils';
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import { Web3Wrapper } from '@0xproject/web3-wrapper';
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import * as chai from 'chai';
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import ethUtil = require('ethereumjs-util');
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import {
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ExchangeContract,
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LogCancelContractEventArgs,
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LogErrorContractEventArgs,
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LogFillContractEventArgs,
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} from '../../src/contract_wrappers/generated/exchange';
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import { constants } from '../../util/constants';
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import { ExchangeWrapper } from '../../util/exchange_wrapper';
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import { OrderFactory } from '../../util/order_factory';
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import { ContractName } from '../../util/types';
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import { chaiSetup } from '../utils/chai_setup';
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import { deployer } from '../utils/deployer';
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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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describe('Exchange', () => {
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let maker: string;
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let feeRecipient: string;
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let signedOrder: SignedOrder;
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let exchangeWrapper: ExchangeWrapper;
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let orderFactory: OrderFactory;
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before(async () => {
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const accounts = await web3Wrapper.getAvailableAddressesAsync();
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[maker, feeRecipient] = accounts;
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const tokenRegistry = await deployer.deployAsync(ContractName.TokenRegistry);
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const tokenTransferProxy = await deployer.deployAsync(ContractName.TokenTransferProxy);
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const [rep, dgd, zrx] = await Promise.all([
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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deployer.deployAsync(ContractName.DummyToken, constants.DUMMY_TOKEN_ARGS),
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]);
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const exchangeInstance = await deployer.deployAsync(ContractName.Exchange, [
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zrx.address,
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tokenTransferProxy.address,
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]);
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const exchange = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider);
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await tokenTransferProxy.addAuthorizedAddress(exchange.address, { from: accounts[0] });
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const zeroEx = new ZeroEx(provider, { networkId: constants.TESTRPC_NETWORK_ID });
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exchangeWrapper = new ExchangeWrapper(exchange, zeroEx);
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const defaultOrderParams = {
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exchangeContractAddress: exchange.address,
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maker,
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feeRecipient,
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makerTokenAddress: rep.address,
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takerTokenAddress: dgd.address,
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makerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(100), 18),
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takerTokenAmount: ZeroEx.toBaseUnitAmount(new BigNumber(200), 18),
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makerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
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takerFee: ZeroEx.toBaseUnitAmount(new BigNumber(1), 18),
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};
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orderFactory = new OrderFactory(zeroEx, defaultOrderParams);
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signedOrder = await orderFactory.newSignedOrderAsync();
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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('getOrderHash', () => {
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it('should output the correct orderHash', async () => {
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const orderHashHex = await exchangeWrapper.getOrderHashAsync(signedOrder);
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expect(ZeroEx.getOrderHashHex(signedOrder)).to.be.equal(orderHashHex);
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});
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});
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describe('isValidSignature', () => {
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beforeEach(async () => {
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signedOrder = await orderFactory.newSignedOrderAsync();
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});
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it('should return true with a valid signature', async () => {
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const success = await exchangeWrapper.isValidSignatureAsync(signedOrder);
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const orderHashHex = ZeroEx.getOrderHashHex(signedOrder);
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const isValidSignature = ZeroEx.isValidSignature(orderHashHex, signedOrder.ecSignature, signedOrder.maker);
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expect(isValidSignature).to.be.true();
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expect(success).to.be.true();
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});
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it('should return false with an invalid signature', async () => {
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signedOrder.ecSignature.r = ethUtil.bufferToHex(ethUtil.sha3('invalidR'));
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signedOrder.ecSignature.s = ethUtil.bufferToHex(ethUtil.sha3('invalidS'));
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const success = await exchangeWrapper.isValidSignatureAsync(signedOrder);
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const orderHashHex = ZeroEx.getOrderHashHex(signedOrder);
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const isValidSignature = ZeroEx.isValidSignature(orderHashHex, signedOrder.ecSignature, signedOrder.maker);
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expect(isValidSignature).to.be.false();
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expect(success).to.be.false();
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});
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});
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describe('isRoundingError', () => {
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it('should return false if there is a rounding error of 0.1%', async () => {
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const numerator = new BigNumber(20);
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const denominator = new BigNumber(999);
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const target = new BigNumber(50);
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// rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
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const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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it('should return false if there is a rounding of 0.09%', async () => {
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const numerator = new BigNumber(20);
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const denominator = new BigNumber(9991);
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const target = new BigNumber(500);
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// rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
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const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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it('should return true if there is a rounding error of 0.11%', async () => {
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const numerator = new BigNumber(20);
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const denominator = new BigNumber(9989);
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const target = new BigNumber(500);
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// rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
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const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
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expect(isRoundingError).to.be.true();
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});
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it('should return true if there is a rounding error > 0.1%', async () => {
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const numerator = new BigNumber(3);
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const denominator = new BigNumber(7);
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const target = new BigNumber(10);
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// rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
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const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
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expect(isRoundingError).to.be.true();
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});
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it('should return false when there is no rounding error', async () => {
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const numerator = new BigNumber(1);
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const denominator = new BigNumber(2);
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const target = new BigNumber(10);
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const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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it('should return false when there is rounding error <= 0.1%', async () => {
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// randomly generated numbers
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const numerator = new BigNumber(76564);
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const denominator = new BigNumber(676373677);
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const target = new BigNumber(105762562);
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// rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
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// (76564*105762562/676373677) = 0.0007%
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const isRoundingError = await exchangeWrapper.isRoundingErrorAsync(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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});
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describe('getPartialAmount', () => {
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it('should return the numerator/denominator*target', async () => {
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const numerator = new BigNumber(1);
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const denominator = new BigNumber(2);
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const target = new BigNumber(10);
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const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
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const expectedPartialAmount = 5;
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expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
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});
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it('should round down', async () => {
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const numerator = new BigNumber(2);
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const denominator = new BigNumber(3);
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const target = new BigNumber(10);
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const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
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const expectedPartialAmount = 6;
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expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
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});
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it('should round .5 down', async () => {
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const numerator = new BigNumber(1);
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const denominator = new BigNumber(20);
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const target = new BigNumber(10);
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const partialAmount = await exchangeWrapper.getPartialAmountAsync(numerator, denominator, target);
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const expectedPartialAmount = 0;
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expect(partialAmount).to.be.bignumber.equal(expectedPartialAmount);
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});
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});
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});
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