411 lines
22 KiB
TypeScript
411 lines
22 KiB
TypeScript
import 'mocha';
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import * as chai from 'chai';
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import * as _ from 'lodash';
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import * as Web3 from 'web3';
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import BigNumber from 'bignumber.js';
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import { chaiSetup } from './utils/chai_setup';
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import { web3Factory } from './utils/web3_factory';
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import { Web3Wrapper } from '../src/web3_wrapper';
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import { OrderStateWatcher } from '../src/order_watcher/order_state_watcher';
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import {
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Token,
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ZeroEx,
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LogEvent,
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DecodedLogEvent,
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ZeroExConfig,
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OrderState,
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SignedOrder,
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ZeroExError,
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OrderStateValid,
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OrderStateInvalid,
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ExchangeContractErrs,
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} from '../src';
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import { TokenUtils } from './utils/token_utils';
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import { FillScenarios } from './utils/fill_scenarios';
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import { DoneCallback } from '../src/types';
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import {BlockchainLifecycle} from './utils/blockchain_lifecycle';
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import {reportCallbackErrors} from './utils/report_callback_errors';
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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 web3Wrapper: Web3Wrapper;
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let signedOrder: SignedOrder;
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const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
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before(async () => {
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web3 = web3Factory.create();
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zeroEx = new ZeroEx(web3.currentProvider);
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exchangeContractAddress = await zeroEx.exchange.getContractAddressAsync();
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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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[makerToken, takerToken] = tokenUtils.getNonProtocolTokens();
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web3Wrapper = (zeroEx as any)._web3Wrapper;
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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, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(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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await zeroEx.orderStateWatcher.removeOrderAsync(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, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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const nonExistentOrderHash = `0x${orderHash.substr(2).split('').reverse().join('')}`;
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await zeroEx.orderStateWatcher.removeOrderAsync(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))
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.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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await zeroEx.orderStateWatcher.removeOrderAsync(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, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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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done();
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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, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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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const notTheMakerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, notTheMaker);
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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, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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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done();
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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, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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let eventCount = 0;
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const callback = reportCallbackErrors(done)((orderState: OrderState) => {
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eventCount++;
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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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if (eventCount === 2) {
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done();
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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, fillableAmount, shouldThrowOnInsufficientBalanceOrAllowance, 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, takerToken.address, maker, taker, fillableAmount,
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);
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
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const fillAmountInBaseUnits = new BigNumber(2);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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let eventCount = 0;
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const callback = reportCallbackErrors(done)((orderState: OrderState) => {
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eventCount++;
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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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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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remainingFillable);
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expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance);
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if (eventCount === 2) {
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done();
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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, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, 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, takerToken.address, makerFee, takerFee, maker, taker, fillableAmount,
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taker);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(done)((orderState: OrderState) => {
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done();
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});
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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), 18);
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const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18);
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signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
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makerToken.address, takerToken.address, maker, taker, makerFillableAmount,
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takerFillableAmount,
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);
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
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const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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let eventCount = 0;
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const callback = reportCallbackErrors(done)((orderState: OrderState) => {
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eventCount++;
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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), 18));
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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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ZeroEx.toBaseUnitAmount(new BigNumber(8), 18));
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if (eventCount === 2) {
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done();
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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, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, 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, takerToken.address, maker, taker, fillableAmount,
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);
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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changedMakerApprovalAmount);
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done();
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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, takerToken.address, maker, taker, 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), 18);
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const transferAmount = makerBalance.sub(remainingAmount);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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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remainingAmount);
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expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
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remainingAmount);
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done();
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.token.transferAsync(
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makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
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})().catch(done);
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});
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});
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it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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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done();
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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.cancelOrderAsync(signedOrder, fillableAmount);
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})().catch(done);
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});
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it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => {
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(async () => {
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const remainingFillableAmountInBaseUnits = new BigNumber(100);
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address, takerToken.address, maker, taker, fillableAmount,
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);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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.OrderFillRoundingError);
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done();
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.exchange.cancelOrderAsync(
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signedOrder, fillableAmount.minus(remainingFillableAmountInBaseUnits),
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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 cancelled', (done: DoneCallback) => {
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(async () => {
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerToken.address, takerToken.address, maker, taker, fillableAmount,
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);
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const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
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const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker);
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const cancelAmountInBaseUnits = new BigNumber(2);
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const orderHash = ZeroEx.getOrderHashHex(signedOrder);
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await zeroEx.orderStateWatcher.addOrderAsync(signedOrder);
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const callback = reportCallbackErrors(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.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits);
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done();
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});
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zeroEx.orderStateWatcher.subscribe(callback);
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await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits);
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})().catch(done);
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});
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});
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});
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