Files
protocol/packages/contracts/src/utils/match_order_tester.ts
Fabio Berger b7b45b69a6 Merge branch 'v2-prototype' into refactor/order-utils/for-v2
* v2-prototype: (33 commits)
  Only show ProviderDisplay in portal
  Improve sol-cov docs
  Remove old parse code
  Refactor order parser and add shared order support to new portal
  Add generate and fill order routes
  Address feedback
  Override ethereumjs-tx version
  Fix missing key
  Update placeholder param ordering
  Change userEtherBalanceInWei to optional so we can know if its loading
  Add loading state to ProviderDisplay
  Tweaks
  Add Placeholder component
  Add StandardIconRow
  Split render into loading and loaaded
  Fix linter errors
  Fix linter errors
  Add ethereum-types to extraFileIncludes
  Introduce ethereum-types package
  Remove merge conflicts from yarn.lock
  ...

# Conflicts:
#	packages/contracts/src/utils/exchange_wrapper.ts
#	packages/contracts/src/utils/match_order_tester.ts
#	packages/contracts/src/utils/types.ts
#	packages/contracts/test/exchange/core.ts
#	packages/contracts/test/exchange/match_orders.ts
#	packages/contracts/test/libraries/lib_bytes.ts
#	packages/sol-cov/package.json
2018-06-01 13:05:17 -07:00

354 lines
18 KiB
TypeScript

import { BlockchainLifecycle } from '@0xproject/dev-utils';
import { assetProxyUtils, crypto, orderHashUtils } from '@0xproject/order-utils';
import { AssetProxyId, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import { LogWithDecodedArgs } from 'ethereum-types';
import ethUtil = require('ethereumjs-util');
import * as _ from 'lodash';
import { DummyERC20TokenContract } from '../contract_wrappers/generated/dummy_e_r_c20_token';
import { DummyERC721TokenContract } from '../contract_wrappers/generated/dummy_e_r_c721_token';
import { ERC20ProxyContract } from '../contract_wrappers/generated/e_r_c20_proxy';
import { ERC721ProxyContract } from '../contract_wrappers/generated/e_r_c721_proxy';
import {
CancelContractEventArgs,
ExchangeContract,
FillContractEventArgs,
} from '../contract_wrappers/generated/exchange';
import { chaiSetup } from '../utils/chai_setup';
import { constants } from '../utils/constants';
import { ERC20Wrapper } from '../utils/erc20_wrapper';
import { ERC721Wrapper } from '../utils/erc721_wrapper';
import { ExchangeWrapper } from '../utils/exchange_wrapper';
import { OrderFactory } from '../utils/order_factory';
import {
ContractName,
ERC20BalancesByOwner,
ERC721TokenIdsByOwner,
ExchangeStatus,
TransferAmountsByMatchOrders as TransferAmounts,
} from '../utils/types';
import { provider, web3Wrapper } from '../utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
export class MatchOrderTester {
private _exchangeWrapper: ExchangeWrapper;
private _erc20Wrapper: ERC20Wrapper;
private _erc721Wrapper: ERC721Wrapper;
private _feeTokenAddress: string;
/// @dev Compares a pair of ERC20 balances and a pair of ERC721 token owners.
/// @param expectedNewERC20BalancesByOwner Expected ERC20 balances.
/// @param realERC20BalancesByOwner Actual ERC20 balances.
/// @param expectedNewERC721TokenIdsByOwner Expected ERC721 token owners.
/// @param realERC721TokenIdsByOwner Actual ERC20 token owners.
/// @return True only if ERC20 balances match and ERC721 token owners match.
private static _compareExpectedAndRealBalances(
expectedNewERC20BalancesByOwner: ERC20BalancesByOwner,
realERC20BalancesByOwner: ERC20BalancesByOwner,
expectedNewERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
realERC721TokenIdsByOwner: ERC721TokenIdsByOwner,
): boolean {
// ERC20 Balances
const doesErc20BalancesMatch = _.isEqual(expectedNewERC20BalancesByOwner, realERC20BalancesByOwner);
if (!doesErc20BalancesMatch) {
return false;
}
// ERC721 Token Ids
const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(
expectedNewERC721TokenIdsByOwner,
tokenIdsByOwner => {
_.mapValues(tokenIdsByOwner, tokenIds => {
_.sortBy(tokenIds);
});
},
);
const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => {
_.mapValues(tokenIdsByOwner, tokenIds => {
_.sortBy(tokenIds);
});
});
const doesErc721TokenIdsMatch = _.isEqual(
sortedExpectedNewERC721TokenIdsByOwner,
sortedNewERC721TokenIdsByOwner,
);
return doesErc721TokenIdsMatch;
}
/// @dev Constructs new MatchOrderTester.
/// @param exchangeWrapper Used to call to the Exchange.
/// @param erc20Wrapper Used to fetch ERC20 balances.
/// @param erc721Wrapper Used to fetch ERC721 token owners.
/// @param feeTokenAddress Address of ERC20 fee token.
constructor(
exchangeWrapper: ExchangeWrapper,
erc20Wrapper: ERC20Wrapper,
erc721Wrapper: ERC721Wrapper,
feeTokenAddress: string,
) {
this._exchangeWrapper = exchangeWrapper;
this._erc20Wrapper = erc20Wrapper;
this._erc721Wrapper = erc721Wrapper;
this._feeTokenAddress = feeTokenAddress;
}
/// @dev Matches two complementary orders and validates results.
/// Validation either succeeds or throws.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param takerAddress Address of taker (the address who matched the two orders)
/// @param erc20BalancesByOwner Current ERC20 balances.
/// @param erc721TokenIdsByOwner Current ERC721 token owners.
/// @param initialTakerAssetFilledAmountLeft Current amount the left order has been filled.
/// @param initialTakerAssetFilledAmountRight Current amount the right order has been filled.
/// @return New ERC20 balances & ERC721 token owners.
public async matchOrdersAndVerifyBalancesAsync(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
takerAddress: string,
erc20BalancesByOwner: ERC20BalancesByOwner,
erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
initialTakerAssetFilledAmountLeft?: BigNumber,
initialTakerAssetFilledAmountRight?: BigNumber,
): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> {
// Test setup & verify preconditions
const makerAddressLeft = signedOrderLeft.makerAddress;
const makerAddressRight = signedOrderRight.makerAddress;
const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress;
const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress;
// Verify Left order preconditions
const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderHashUtils.getOrderHashHex(signedOrderLeft),
);
const expectedOrderFilledAmountLeft = initialTakerAssetFilledAmountLeft
? initialTakerAssetFilledAmountLeft
: new BigNumber(0);
expect(expectedOrderFilledAmountLeft).to.be.bignumber.equal(orderTakerAssetFilledAmountLeft);
// Verify Right order preconditions
const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderHashUtils.getOrderHashHex(signedOrderRight),
);
const expectedOrderFilledAmountRight = initialTakerAssetFilledAmountRight
? initialTakerAssetFilledAmountRight
: new BigNumber(0);
expect(expectedOrderFilledAmountRight).to.be.bignumber.equal(orderTakerAssetFilledAmountRight);
// Match left & right orders
await this._exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress);
const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync();
const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync();
// Calculate expected balance changes
const expectedTransferAmounts = await this._calculateExpectedTransferAmountsAsync(
signedOrderLeft,
signedOrderRight,
orderTakerAssetFilledAmountLeft,
orderTakerAssetFilledAmountRight,
);
let expectedERC20BalancesByOwner: ERC20BalancesByOwner;
let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner;
[expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances(
signedOrderLeft,
signedOrderRight,
takerAddress,
erc20BalancesByOwner,
erc721TokenIdsByOwner,
expectedTransferAmounts,
);
// Assert our expected balances are equal to the actual balances
const didExpectedBalancesMatchRealBalances = MatchOrderTester._compareExpectedAndRealBalances(
expectedERC20BalancesByOwner,
newERC20BalancesByOwner,
expectedERC721TokenIdsByOwner,
newERC721TokenIdsByOwner,
);
expect(didExpectedBalancesMatchRealBalances).to.be.true();
return [newERC20BalancesByOwner, newERC721TokenIdsByOwner];
}
/// @dev Calculates expected transfer amounts between order makers, fee recipients, and
/// the taker when two orders are matched.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param orderTakerAssetFilledAmountLeft How much left order has been filled, prior to matching orders.
/// @param orderTakerAssetFilledAmountRight How much the right order has been filled, prior to matching orders.
/// @return TransferAmounts A struct containing the expected transfer amounts.
private async _calculateExpectedTransferAmountsAsync(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
orderTakerAssetFilledAmountLeft: BigNumber,
orderTakerAssetFilledAmountRight: BigNumber,
): Promise<TransferAmounts> {
let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderHashUtils.getOrderHashHex(signedOrderLeft),
);
amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(orderTakerAssetFilledAmountLeft);
const amountSoldByLeftMaker = amountBoughtByLeftMaker
.times(signedOrderLeft.makerAssetAmount)
.dividedToIntegerBy(signedOrderLeft.takerAssetAmount);
const amountReceivedByRightMaker = amountBoughtByLeftMaker
.times(signedOrderRight.takerAssetAmount)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountReceivedByRightMaker);
let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync(
orderHashUtils.getOrderHashHex(signedOrderRight),
);
amountBoughtByRightMaker = amountBoughtByRightMaker.minus(orderTakerAssetFilledAmountRight);
const amountSoldByRightMaker = amountBoughtByRightMaker
.times(signedOrderRight.makerAssetAmount)
.dividedToIntegerBy(signedOrderRight.takerAssetAmount);
const amountReceivedByLeftMaker = amountSoldByRightMaker;
const feePaidByLeftMaker = signedOrderLeft.makerFee
.times(amountSoldByLeftMaker)
.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
const feePaidByRightMaker = signedOrderRight.makerFee
.times(amountSoldByRightMaker)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const feePaidByTakerLeft = signedOrderLeft.takerFee
.times(amountSoldByLeftMaker)
.dividedToIntegerBy(signedOrderLeft.makerAssetAmount);
const feePaidByTakerRight = signedOrderRight.takerFee
.times(amountSoldByRightMaker)
.dividedToIntegerBy(signedOrderRight.makerAssetAmount);
const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight);
const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft);
const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight);
// Return values
const expectedTransferAmounts = {
// Left Maker
amountBoughtByLeftMaker,
amountSoldByLeftMaker,
amountReceivedByLeftMaker,
feePaidByLeftMaker,
// Right Maker
amountBoughtByRightMaker,
amountSoldByRightMaker,
amountReceivedByRightMaker,
feePaidByRightMaker,
// Taker
amountReceivedByTaker,
feePaidByTakerLeft,
feePaidByTakerRight,
totalFeePaidByTaker,
// Fee Recipients
feeReceivedLeft,
feeReceivedRight,
};
return expectedTransferAmounts;
}
/// @dev Calculates the expected balances of order makers, fee recipients, and the taker,
/// as a result of matching two orders.
/// @param signedOrderLeft First matched order.
/// @param signedOrderRight Second matched order.
/// @param takerAddress Address of taker (the address who matched the two orders)
/// @param erc20BalancesByOwner Current ERC20 balances.
/// @param erc721TokenIdsByOwner Current ERC721 token owners.
/// @param expectedTransferAmounts A struct containing the expected transfer amounts.
/// @return Expected ERC20 balances & ERC721 token owners after orders have been matched.
private _calculateExpectedBalances(
signedOrderLeft: SignedOrder,
signedOrderRight: SignedOrder,
takerAddress: string,
erc20BalancesByOwner: ERC20BalancesByOwner,
erc721TokenIdsByOwner: ERC721TokenIdsByOwner,
expectedTransferAmounts: TransferAmounts,
): [ERC20BalancesByOwner, ERC721TokenIdsByOwner] {
const makerAddressLeft = signedOrderLeft.makerAddress;
const makerAddressRight = signedOrderRight.makerAddress;
const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress;
const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress;
// Operations are performed on copies of the balances
const expectedNewERC20BalancesByOwner = _.cloneDeep(erc20BalancesByOwner);
const expectedNewERC721TokenIdsByOwner = _.cloneDeep(erc721TokenIdsByOwner);
// Left Maker Asset (Right Taker Asset)
const makerAssetProxyIdLeft = assetProxyUtils.decodeProxyDataId(signedOrderLeft.makerAssetData);
if (makerAssetProxyIdLeft === AssetProxyId.ERC20) {
// Decode asset data
const erc20ProxyData = assetProxyUtils.decodeERC20ProxyData(signedOrderLeft.makerAssetData);
const makerAssetAddressLeft = erc20ProxyData.tokenAddress;
const takerAssetAddressRight = makerAssetAddressLeft;
// Left Maker
expectedNewERC20BalancesByOwner[makerAddressLeft][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
makerAddressLeft
][makerAssetAddressLeft].minus(expectedTransferAmounts.amountSoldByLeftMaker);
// Right Maker
expectedNewERC20BalancesByOwner[makerAddressRight][
takerAssetAddressRight
] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].add(
expectedTransferAmounts.amountReceivedByRightMaker,
);
// Taker
expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
takerAddress
][makerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByTaker);
} else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) {
// Decode asset data
const erc721ProxyData = assetProxyUtils.decodeERC721ProxyData(signedOrderLeft.makerAssetData);
const makerAssetAddressLeft = erc721ProxyData.tokenAddress;
const makerAssetIdLeft = erc721ProxyData.tokenId;
const takerAssetAddressRight = makerAssetAddressLeft;
const takerAssetIdRight = makerAssetIdLeft;
// Left Maker
_.remove(expectedNewERC721TokenIdsByOwner[makerAddressLeft][makerAssetAddressLeft], makerAssetIdLeft);
// Right Maker
expectedNewERC721TokenIdsByOwner[makerAddressRight][takerAssetAddressRight].push(takerAssetIdRight);
// Taker: Since there is only 1 asset transferred, the taker does not receive any of the left maker asset.
}
// Left Taker Asset (Right Maker Asset)
// Note: This exchange is only between the order makers: the Taker does not receive any of the left taker asset.
const takerAssetProxyIdLeft = assetProxyUtils.decodeProxyDataId(signedOrderLeft.takerAssetData);
if (takerAssetProxyIdLeft === AssetProxyId.ERC20) {
// Decode asset data
const erc20ProxyData = assetProxyUtils.decodeERC20ProxyData(signedOrderLeft.takerAssetData);
const takerAssetAddressLeft = erc20ProxyData.tokenAddress;
const makerAssetAddressRight = takerAssetAddressLeft;
// Left Maker
expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[
makerAddressLeft
][takerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByLeftMaker);
// Right Maker
expectedNewERC20BalancesByOwner[makerAddressRight][
makerAssetAddressRight
] = expectedNewERC20BalancesByOwner[makerAddressRight][makerAssetAddressRight].minus(
expectedTransferAmounts.amountSoldByRightMaker,
);
} else if (takerAssetProxyIdLeft === AssetProxyId.ERC721) {
// Decode asset data
const erc721ProxyData = assetProxyUtils.decodeERC721ProxyData(signedOrderRight.makerAssetData);
const makerAssetAddressRight = erc721ProxyData.tokenAddress;
const makerAssetIdRight = erc721ProxyData.tokenId;
const takerAssetAddressLeft = makerAssetAddressRight;
const takerAssetIdLeft = makerAssetIdRight;
// Right Maker
_.remove(expectedNewERC721TokenIdsByOwner[makerAddressRight][makerAssetAddressRight], makerAssetIdRight);
// Left Maker
expectedNewERC721TokenIdsByOwner[makerAddressLeft][takerAssetAddressLeft].push(takerAssetIdLeft);
}
// Left Maker Fees
expectedNewERC20BalancesByOwner[makerAddressLeft][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[
makerAddressLeft
][this._feeTokenAddress].minus(expectedTransferAmounts.feePaidByLeftMaker);
// Right Maker Fees
expectedNewERC20BalancesByOwner[makerAddressRight][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[
makerAddressRight
][this._feeTokenAddress].minus(expectedTransferAmounts.feePaidByRightMaker);
// Taker Fees
expectedNewERC20BalancesByOwner[takerAddress][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[
takerAddress
][this._feeTokenAddress].minus(expectedTransferAmounts.totalFeePaidByTaker);
// Left Fee Recipient Fees
expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][
this._feeTokenAddress
] = expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][this._feeTokenAddress].add(
expectedTransferAmounts.feeReceivedLeft,
);
// Right Fee Recipient Fees
expectedNewERC20BalancesByOwner[feeRecipientAddressRight][
this._feeTokenAddress
] = expectedNewERC20BalancesByOwner[feeRecipientAddressRight][this._feeTokenAddress].add(
expectedTransferAmounts.feeReceivedRight,
);
return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner];
}
}