683 lines
36 KiB
TypeScript
683 lines
36 KiB
TypeScript
import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy';
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import { artifacts as erc20Artifacts, DummyERC20TokenContract, WETH9Contract } from '@0x/contracts-erc20';
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import { DummyERC721TokenContract } from '@0x/contracts-erc721';
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import { artifacts as exchangeArtifacts, ExchangeContract, ExchangeWrapper } from '@0x/contracts-exchange';
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import {
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blockchainTests,
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constants,
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ContractName,
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expect,
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getLatestBlockTimestampAsync,
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OrderFactory,
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sendTransactionResult,
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} from '@0x/contracts-test-utils';
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import { assetDataUtils, ForwarderRevertErrors } from '@0x/order-utils';
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import { BigNumber } from '@0x/utils';
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import { Web3Wrapper } from '@0x/web3-wrapper';
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import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
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import { artifacts, ForwarderContract, ForwarderTestFactory, ForwarderWrapper } from '../src';
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const DECIMALS_DEFAULT = 18;
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blockchainTests(ContractName.Forwarder, env => {
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let chainId: number;
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let makerAddress: string;
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let owner: string;
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let takerAddress: string;
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let orderFeeRecipientAddress: string;
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let forwarderFeeRecipientAddress: string;
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let defaultMakerAssetAddress: string;
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let wethAssetData: string;
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let weth: DummyERC20TokenContract;
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let erc20Token: DummyERC20TokenContract;
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let secondErc20Token: DummyERC20TokenContract;
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let erc721Token: DummyERC721TokenContract;
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let forwarderContract: ForwarderContract;
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let wethContract: WETH9Contract;
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let forwarderWrapper: ForwarderWrapper;
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let exchangeWrapper: ExchangeWrapper;
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let orderFactory: OrderFactory;
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let forwarderTestFactory: ForwarderTestFactory;
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let erc20Wrapper: ERC20Wrapper;
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let tx: TransactionReceiptWithDecodedLogs;
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let erc721MakerAssetIds: BigNumber[];
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const gasPrice = new BigNumber(constants.DEFAULT_GAS_PRICE);
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before(async () => {
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await env.blockchainLifecycle.startAsync();
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chainId = await env.getChainIdAsync();
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const accounts = await env.getAccountAddressesAsync();
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const usedAddresses = ([
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owner,
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makerAddress,
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takerAddress,
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orderFeeRecipientAddress,
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forwarderFeeRecipientAddress,
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] = accounts);
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const erc721Wrapper = new ERC721Wrapper(env.provider, usedAddresses, owner);
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erc20Wrapper = new ERC20Wrapper(env.provider, usedAddresses, owner);
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const numDummyErc20ToDeploy = 2;
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[erc20Token, secondErc20Token] = await erc20Wrapper.deployDummyTokensAsync(
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numDummyErc20ToDeploy,
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constants.DUMMY_TOKEN_DECIMALS,
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);
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const erc20Proxy = await erc20Wrapper.deployProxyAsync();
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await erc20Wrapper.setBalancesAndAllowancesAsync();
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[erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
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const erc721Proxy = await erc721Wrapper.deployProxyAsync();
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await erc721Wrapper.setBalancesAndAllowancesAsync();
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const erc721Balances = await erc721Wrapper.getBalancesAsync();
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erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address];
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wethContract = await WETH9Contract.deployFrom0xArtifactAsync(
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erc20Artifacts.WETH9,
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env.provider,
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env.txDefaults,
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{},
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);
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weth = new DummyERC20TokenContract(wethContract.address, env.provider);
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erc20Wrapper.addDummyTokenContract(weth);
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wethAssetData = assetDataUtils.encodeERC20AssetData(wethContract.address);
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const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
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exchangeArtifacts.Exchange,
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env.provider,
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env.txDefaults,
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{},
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new BigNumber(chainId),
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);
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exchangeWrapper = new ExchangeWrapper(exchangeInstance, env.provider);
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await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
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await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner);
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await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
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from: owner,
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});
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await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
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from: owner,
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});
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defaultMakerAssetAddress = erc20Token.address;
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const defaultTakerAssetAddress = wethContract.address;
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const defaultOrderParams = {
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makerAddress,
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feeRecipientAddress: orderFeeRecipientAddress,
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makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress),
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(200, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(10, DECIMALS_DEFAULT),
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makerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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makerFee: Web3Wrapper.toBaseUnitAmount(0, DECIMALS_DEFAULT),
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takerFee: Web3Wrapper.toBaseUnitAmount(0, DECIMALS_DEFAULT),
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domain: {
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verifyingContractAddress: exchangeInstance.address,
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chainId,
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},
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};
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const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
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orderFactory = new OrderFactory(privateKey, defaultOrderParams);
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forwarderContract = await ForwarderContract.deployFrom0xArtifactAsync(
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artifacts.Forwarder,
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env.provider,
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env.txDefaults,
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{},
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exchangeInstance.address,
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wethAssetData,
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);
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forwarderWrapper = new ForwarderWrapper(forwarderContract, env.provider);
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await forwarderWrapper.approveMakerAssetProxyAsync(defaultOrderParams.makerAssetData, { from: takerAddress });
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erc20Wrapper.addTokenOwnerAddress(forwarderContract.address);
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forwarderTestFactory = new ForwarderTestFactory(
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exchangeWrapper,
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forwarderWrapper,
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erc20Wrapper,
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forwarderContract.address,
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makerAddress,
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takerAddress,
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orderFeeRecipientAddress,
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forwarderFeeRecipientAddress,
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weth.address,
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gasPrice,
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);
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});
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blockchainTests.resets('constructor', () => {
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it('should revert if assetProxy is unregistered', async () => {
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const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
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exchangeArtifacts.Exchange,
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env.provider,
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env.txDefaults,
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{},
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new BigNumber(chainId),
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);
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const deployForwarder = (ForwarderContract.deployFrom0xArtifactAsync(
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artifacts.Forwarder,
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env.provider,
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env.txDefaults,
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{},
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exchangeInstance.address,
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wethAssetData,
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) as any) as sendTransactionResult;
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await expect(deployForwarder).to.revertWith(new ForwarderRevertErrors.UnregisteredAssetProxyError());
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});
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});
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blockchainTests.resets('marketSellOrdersWithEth without extra fees', () => {
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it('should fill a single order without a taker fee', async () => {
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const orderWithoutFee = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([orderWithoutFee], 0.78, erc20Token);
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});
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it('should fill multiple orders without taker fees', async () => {
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const firstOrder = await orderFactory.newSignedOrderAsync();
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const secondOrder = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(285, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(21, DECIMALS_DEFAULT),
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});
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const orders = [firstOrder, secondOrder];
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await forwarderTestFactory.marketSellTestAsync(orders, 1.51, erc20Token);
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});
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it('should fill a single order with a percentage fee', async () => {
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const orderWithPercentageFee = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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});
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await forwarderTestFactory.marketSellTestAsync([orderWithPercentageFee], 0.58, erc20Token);
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});
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it('should fill multiple orders with percentage fees', async () => {
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const firstOrder = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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});
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const secondOrder = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(190, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(31, DECIMALS_DEFAULT),
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takerFee: Web3Wrapper.toBaseUnitAmount(2, DECIMALS_DEFAULT),
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takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
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});
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const orders = [firstOrder, secondOrder];
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await forwarderTestFactory.marketSellTestAsync(orders, 1.34, erc20Token);
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});
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it('should fail to fill an order with a percentage fee if the asset proxy is not yet approved', async () => {
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const unapprovedAsset = assetDataUtils.encodeERC20AssetData(secondErc20Token.address);
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetData: unapprovedAsset,
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takerFee: Web3Wrapper.toBaseUnitAmount(2, DECIMALS_DEFAULT),
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takerFeeAssetData: unapprovedAsset,
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});
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const ethValue = order.takerAssetAmount;
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const erc20Balances = await erc20Wrapper.getBalancesAsync();
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const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
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// Execute test case
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync([order], {
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value: ethValue,
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from: takerAddress,
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});
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const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
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const forwarderEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
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const newBalances = await erc20Wrapper.getBalancesAsync();
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const totalEthSpent = gasPrice.times(tx.gasUsed);
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// Validate test case
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[makerAddress][defaultMakerAssetAddress],
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);
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expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
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erc20Balances[takerAddress][defaultMakerAssetAddress],
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);
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expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
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erc20Balances[makerAddress][weth.address],
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);
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expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
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constants.ZERO_AMOUNT,
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);
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expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
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});
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it('should fill a single order with a WETH fee', async () => {
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const orderWithWethFee = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
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takerFeeAssetData: wethAssetData,
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});
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await forwarderTestFactory.marketSellTestAsync([orderWithWethFee], 0.13, erc20Token);
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});
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it('should fill multiple orders with WETH fees', async () => {
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const firstOrder = await orderFactory.newSignedOrderAsync({
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takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
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takerFeeAssetData: wethAssetData,
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});
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const secondOrderWithWethFee = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(97, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(33, DECIMALS_DEFAULT),
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takerFee: Web3Wrapper.toBaseUnitAmount(2, DECIMALS_DEFAULT),
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takerFeeAssetData: wethAssetData,
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});
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const orders = [firstOrder, secondOrderWithWethFee];
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await forwarderTestFactory.marketSellTestAsync(orders, 1.25, erc20Token);
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});
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it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => {
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const order = await orderFactory.newSignedOrderAsync();
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const ethValue = order.takerAssetAmount.plus(2);
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const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
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tx = await forwarderWrapper.marketSellOrdersWithEthAsync([order], {
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value: ethValue,
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from: takerAddress,
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});
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const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
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const totalEthSpent = order.takerAssetAmount.plus(gasPrice.times(tx.gasUsed));
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expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
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});
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it('should fail to fill orders with mismatched makerAssetData', async () => {
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const firstOrderMakerAssetData = assetDataUtils.encodeERC20AssetData(erc20Token.address);
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const firstOrder = await orderFactory.newSignedOrderAsync({
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makerAssetData: firstOrderMakerAssetData,
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});
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const secondOrderMakerAssetData = assetDataUtils.encodeERC20AssetData(secondErc20Token.address);
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const secondOrder = await orderFactory.newSignedOrderAsync({
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makerAssetData: secondOrderMakerAssetData,
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});
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const orders = [firstOrder, secondOrder];
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const revertError = new ForwarderRevertErrors.MakerAssetMismatchError(
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firstOrderMakerAssetData,
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secondOrderMakerAssetData,
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);
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await forwarderTestFactory.marketSellTestAsync(orders, 2, erc20Token, {
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revertError,
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});
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});
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it('should fail to fill an order with a fee denominated in an asset other than makerAsset or WETH', async () => {
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const makerAssetData = assetDataUtils.encodeERC20AssetData(erc20Token.address);
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const takerFeeAssetData = assetDataUtils.encodeERC20AssetData(secondErc20Token.address);
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetData,
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takerFeeAssetData,
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takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
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});
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const revertError = new ForwarderRevertErrors.UnsupportedFeeError(takerFeeAssetData);
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await forwarderTestFactory.marketSellTestAsync([order], 0.5, erc20Token, {
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revertError,
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});
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});
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it('should fill a partially-filled order without a taker fee', async () => {
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const order = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([order], 0.3, erc20Token);
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await forwarderTestFactory.marketSellTestAsync([order], 0.8, erc20Token);
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});
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it('should skip over an order with an invalid maker asset amount', async () => {
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const unfillableOrder = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: constants.ZERO_AMOUNT,
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});
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const fillableOrder = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token);
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});
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it('should skip over an order with an invalid taker asset amount', async () => {
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const unfillableOrder = await orderFactory.newSignedOrderAsync({
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takerAssetAmount: constants.ZERO_AMOUNT,
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});
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const fillableOrder = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token);
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});
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it('should skip over an expired order', async () => {
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const currentTimestamp = await getLatestBlockTimestampAsync();
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const expiredOrder = await orderFactory.newSignedOrderAsync({
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expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10),
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});
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const fillableOrder = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([expiredOrder, fillableOrder], 1.5, erc20Token);
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});
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it('should skip over a fully filled order', async () => {
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const fullyFilledOrder = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([fullyFilledOrder], 1, erc20Token);
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const fillableOrder = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([fullyFilledOrder, fillableOrder], 1.5, erc20Token);
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});
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it('should skip over a cancelled order', async () => {
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const cancelledOrder = await orderFactory.newSignedOrderAsync();
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await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress);
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const fillableOrder = await orderFactory.newSignedOrderAsync();
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await forwarderTestFactory.marketSellTestAsync([cancelledOrder, fillableOrder], 1.5, erc20Token);
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});
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});
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blockchainTests.resets('marketSellOrdersWithEth with extra fees', () => {
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it('should fill the order and send fee to feeRecipient', async () => {
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(157, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(36, DECIMALS_DEFAULT),
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});
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await forwarderTestFactory.marketSellTestAsync([order], 0.67, erc20Token, {
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forwarderFeePercentage: new BigNumber(2),
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});
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});
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it('should fail if the fee is set too high', async () => {
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const order = await orderFactory.newSignedOrderAsync();
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const forwarderFeePercentage = new BigNumber(6);
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const revertError = new ForwarderRevertErrors.FeePercentageTooLargeError(
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ForwarderTestFactory.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, forwarderFeePercentage),
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);
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await forwarderTestFactory.marketSellTestAsync([order], 0.5, erc20Token, {
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forwarderFeePercentage,
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revertError,
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});
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});
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});
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blockchainTests.resets('marketBuyOrdersWithEth without extra fees', () => {
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it('should buy the exact amount of makerAsset in a single order', async () => {
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(131, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(20, DECIMALS_DEFAULT),
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});
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await forwarderTestFactory.marketBuyTestAsync([order], 0.62, erc20Token);
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});
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it('should buy the exact amount of makerAsset in multiple orders', async () => {
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const firstOrder = await orderFactory.newSignedOrderAsync();
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const secondOrder = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(77, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(11, DECIMALS_DEFAULT),
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});
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const orders = [firstOrder, secondOrder];
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await forwarderTestFactory.marketBuyTestAsync(orders, 1.96, erc20Token);
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});
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it('should buy the exact amount of makerAsset and return excess ETH', async () => {
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(80, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(17, DECIMALS_DEFAULT),
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});
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await forwarderTestFactory.marketBuyTestAsync([order], 0.57, erc20Token, {
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ethValueAdjustment: 2,
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});
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});
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it('should buy the exact amount of makerAsset from a single order with a WETH fee', async () => {
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const order = await orderFactory.newSignedOrderAsync({
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(79, DECIMALS_DEFAULT),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(16, DECIMALS_DEFAULT),
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takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
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takerFeeAssetData: wethAssetData,
|
|
});
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.38, erc20Token);
|
|
});
|
|
it('should buy the exact amount of makerAsset from a single order with a percentage fee', async () => {
|
|
const order = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(80, DECIMALS_DEFAULT),
|
|
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(17, DECIMALS_DEFAULT),
|
|
takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
|
|
takerFeeAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
|
|
});
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.52, erc20Token);
|
|
});
|
|
it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => {
|
|
const order = await orderFactory.newSignedOrderAsync();
|
|
const revertError = new ForwarderRevertErrors.CompleteBuyFailedError(
|
|
order.makerAssetAmount.times(0.5),
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, {
|
|
ethValueAdjustment: -2,
|
|
revertError,
|
|
});
|
|
});
|
|
it('should buy an ERC721 asset from a single order', async () => {
|
|
const makerAssetId = erc721MakerAssetIds[0];
|
|
const erc721Order = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: new BigNumber(1),
|
|
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
|
takerFeeAssetData: wethAssetData,
|
|
});
|
|
await forwarderTestFactory.marketBuyTestAsync([erc721Order], 1, erc721Token, {
|
|
makerAssetId,
|
|
});
|
|
});
|
|
it('should buy an ERC721 asset and pay a WETH fee', async () => {
|
|
const makerAssetId = erc721MakerAssetIds[0];
|
|
const erc721orderWithWethFee = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: new BigNumber(1),
|
|
makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
|
|
takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
|
|
takerFeeAssetData: wethAssetData,
|
|
});
|
|
await forwarderTestFactory.marketBuyTestAsync([erc721orderWithWethFee], 1, erc721Token, {
|
|
makerAssetId,
|
|
});
|
|
});
|
|
it('should fail to fill an order with a fee denominated in an asset other than makerAsset or WETH', async () => {
|
|
const makerAssetData = assetDataUtils.encodeERC20AssetData(erc20Token.address);
|
|
const takerFeeAssetData = assetDataUtils.encodeERC20AssetData(secondErc20Token.address);
|
|
|
|
const order = await orderFactory.newSignedOrderAsync({
|
|
makerAssetData,
|
|
takerFeeAssetData,
|
|
takerFee: Web3Wrapper.toBaseUnitAmount(1, DECIMALS_DEFAULT),
|
|
});
|
|
|
|
const revertError = new ForwarderRevertErrors.UnsupportedFeeError(takerFeeAssetData);
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, {
|
|
revertError,
|
|
});
|
|
});
|
|
it('should fill a partially-filled order without a taker fee', async () => {
|
|
const order = await orderFactory.newSignedOrderAsync();
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.3, erc20Token);
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.8, erc20Token);
|
|
});
|
|
it('should skip over an order with an invalid maker asset amount', async () => {
|
|
const unfillableOrder = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: constants.ZERO_AMOUNT,
|
|
});
|
|
const fillableOrder = await orderFactory.newSignedOrderAsync();
|
|
|
|
await forwarderTestFactory.marketBuyTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token);
|
|
});
|
|
it('should skip over an order with an invalid taker asset amount', async () => {
|
|
const unfillableOrder = await orderFactory.newSignedOrderAsync({
|
|
takerAssetAmount: constants.ZERO_AMOUNT,
|
|
});
|
|
const fillableOrder = await orderFactory.newSignedOrderAsync();
|
|
|
|
await forwarderTestFactory.marketBuyTestAsync([unfillableOrder, fillableOrder], 1.5, erc20Token);
|
|
});
|
|
it('should skip over an expired order', async () => {
|
|
const currentTimestamp = await getLatestBlockTimestampAsync();
|
|
const expiredOrder = await orderFactory.newSignedOrderAsync({
|
|
expirationTimeSeconds: new BigNumber(currentTimestamp).minus(10),
|
|
});
|
|
const fillableOrder = await orderFactory.newSignedOrderAsync();
|
|
|
|
await forwarderTestFactory.marketBuyTestAsync([expiredOrder, fillableOrder], 1.5, erc20Token);
|
|
});
|
|
it('should skip over a fully filled order', async () => {
|
|
const fullyFilledOrder = await orderFactory.newSignedOrderAsync();
|
|
await forwarderTestFactory.marketBuyTestAsync([fullyFilledOrder], 1, erc20Token);
|
|
|
|
const fillableOrder = await orderFactory.newSignedOrderAsync();
|
|
await forwarderTestFactory.marketBuyTestAsync([fullyFilledOrder, fillableOrder], 1.5, erc20Token);
|
|
});
|
|
it('should skip over a cancelled order', async () => {
|
|
const cancelledOrder = await orderFactory.newSignedOrderAsync();
|
|
await exchangeWrapper.cancelOrderAsync(cancelledOrder, makerAddress);
|
|
|
|
const fillableOrder = await orderFactory.newSignedOrderAsync();
|
|
await forwarderTestFactory.marketBuyTestAsync([cancelledOrder, fillableOrder], 1.5, erc20Token);
|
|
});
|
|
it('Should buy slightly greater MakerAsset when exchange rate is rounded', async () => {
|
|
// The 0x Protocol contracts round the exchange rate in favor of the Maker.
|
|
// In this case, the taker must round up how much they're going to spend, which
|
|
// in turn increases the amount of MakerAsset being purchased.
|
|
// Example:
|
|
// The taker wants to buy 5 units of the MakerAsset at a rate of 3M/2T.
|
|
// For every 2 units of TakerAsset, the taker will receive 3 units of MakerAsset.
|
|
// To purchase 5 units, the taker must spend 10/3 = 3.33 units of TakerAssset.
|
|
// However, the Taker can only spend whole units.
|
|
// Spending floor(10/3) = 3 units will yield a profit of Floor(3*3/2) = Floor(4.5) = 4 units of MakerAsset.
|
|
// Spending ceil(10/3) = 4 units will yield a profit of Floor(4*3/2) = 6 units of MakerAsset.
|
|
//
|
|
// The forwarding contract will opt for the second option, which overbuys, to ensure the taker
|
|
// receives at least the amount of MakerAsset they requested.
|
|
//
|
|
// Construct test case using values from example above
|
|
const order = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: new BigNumber('30'),
|
|
takerAssetAmount: new BigNumber('20'),
|
|
makerAssetData: assetDataUtils.encodeERC20AssetData(erc20Token.address),
|
|
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
|
|
makerFee: new BigNumber(0),
|
|
takerFee: new BigNumber(0),
|
|
});
|
|
const desiredMakerAssetFillAmount = new BigNumber('5');
|
|
const makerAssetFillAmount = new BigNumber('6');
|
|
const ethValue = new BigNumber('4');
|
|
|
|
const erc20Balances = await erc20Wrapper.getBalancesAsync();
|
|
const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
|
|
|
// Execute test case
|
|
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync([order], desiredMakerAssetFillAmount, {
|
|
value: ethValue,
|
|
from: takerAddress,
|
|
});
|
|
// Fetch end balances and construct expected outputs
|
|
const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
|
const forwarderEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
const primaryTakerAssetFillAmount = ethValue;
|
|
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
|
|
// Validate test case
|
|
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
|
|
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
|
|
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
|
|
);
|
|
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
|
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
|
});
|
|
it('Should buy slightly greater MakerAsset when exchange rate is rounded (Regression Test)', async () => {
|
|
// Order taken from a transaction on mainnet that failed due to a rounding error.
|
|
const order = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: new BigNumber('268166666666666666666'),
|
|
takerAssetAmount: new BigNumber('219090625878836371'),
|
|
makerAssetData: assetDataUtils.encodeERC20AssetData(erc20Token.address),
|
|
takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
|
|
makerFee: new BigNumber(0),
|
|
takerFee: new BigNumber(0),
|
|
});
|
|
|
|
const erc20Balances = await erc20Wrapper.getBalancesAsync();
|
|
const takerEthBalanceBefore = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
|
|
|
// The taker will receive more than the desired amount of makerAsset due to rounding
|
|
const desiredMakerAssetFillAmount = new BigNumber('5000000000000000000');
|
|
const ethValue = new BigNumber('4084971271824171');
|
|
const makerAssetFillAmount = ethValue
|
|
.times(order.makerAssetAmount)
|
|
.dividedToIntegerBy(order.takerAssetAmount);
|
|
// Execute test case
|
|
tx = await forwarderWrapper.marketBuyOrdersWithEthAsync([order], desiredMakerAssetFillAmount, {
|
|
value: ethValue,
|
|
from: takerAddress,
|
|
});
|
|
// Fetch end balances and construct expected outputs
|
|
const takerEthBalanceAfter = await env.web3Wrapper.getBalanceInWeiAsync(takerAddress);
|
|
const forwarderEthBalance = await env.web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
|
|
const newBalances = await erc20Wrapper.getBalancesAsync();
|
|
const primaryTakerAssetFillAmount = ethValue;
|
|
const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
|
|
// Validate test case
|
|
expect(makerAssetFillAmount).to.be.bignumber.greaterThan(desiredMakerAssetFillAmount);
|
|
expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
|
|
expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
erc20Balances[takerAddress][defaultMakerAssetAddress].plus(makerAssetFillAmount),
|
|
);
|
|
expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
|
|
erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount),
|
|
);
|
|
expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
|
expect(newBalances[forwarderContract.address][defaultMakerAssetAddress]).to.be.bignumber.equal(
|
|
constants.ZERO_AMOUNT,
|
|
);
|
|
expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
|
|
});
|
|
});
|
|
blockchainTests.resets('marketBuyOrdersWithEth with extra fees', () => {
|
|
it('should buy the asset and send fee to feeRecipient', async () => {
|
|
const order = await orderFactory.newSignedOrderAsync({
|
|
makerAssetAmount: Web3Wrapper.toBaseUnitAmount(125, DECIMALS_DEFAULT),
|
|
takerAssetAmount: Web3Wrapper.toBaseUnitAmount(11, DECIMALS_DEFAULT),
|
|
});
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.33, erc20Token, {
|
|
forwarderFeePercentage: new BigNumber(2),
|
|
});
|
|
});
|
|
it('should fail if the fee is set too high', async () => {
|
|
const order = await orderFactory.newSignedOrderAsync();
|
|
const revertError = new ForwarderRevertErrors.FeePercentageTooLargeError(
|
|
ForwarderTestFactory.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, new BigNumber(6)),
|
|
);
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, {
|
|
forwarderFeePercentage: new BigNumber(6),
|
|
revertError,
|
|
});
|
|
});
|
|
it('should fail if there is not enough ETH remaining to pay the fee', async () => {
|
|
const order = await orderFactory.newSignedOrderAsync();
|
|
const forwarderFeePercentage = new BigNumber(2);
|
|
const ethFee = ForwarderTestFactory.getPercentageOfValue(
|
|
order.takerAssetAmount.times(0.5),
|
|
forwarderFeePercentage,
|
|
);
|
|
|
|
const revertError = new ForwarderRevertErrors.InsufficientEthForFeeError(ethFee, ethFee.minus(1));
|
|
|
|
// -2 to compensate for the extra 1 wei added in ForwarderTestFactory to account for rounding
|
|
await forwarderTestFactory.marketBuyTestAsync([order], 0.5, erc20Token, {
|
|
ethValueAdjustment: -2,
|
|
forwarderFeePercentage,
|
|
revertError,
|
|
});
|
|
});
|
|
});
|
|
});
|
|
// tslint:disable:max-file-line-count
|
|
// tslint:enable:no-unnecessary-type-assertion
|