1280 lines
		
	
	
		
			73 KiB
		
	
	
	
		
			TypeScript
		
	
	
	
	
	
			
		
		
	
	
			1280 lines
		
	
	
		
			73 KiB
		
	
	
	
		
			TypeScript
		
	
	
	
	
	
| import { ERC20Wrapper, ERC721Wrapper } from '@0x/contracts-asset-proxy';
 | |
| import { artifacts as erc20Artifacts, DummyERC20TokenContract, WETH9Contract } from '@0x/contracts-erc20';
 | |
| import { DummyERC721TokenContract } from '@0x/contracts-erc721';
 | |
| import { artifacts as exchangeArtifacts, ExchangeContract, ExchangeWrapper } from '@0x/contracts-exchange';
 | |
| import {
 | |
|     chaiSetup,
 | |
|     constants,
 | |
|     ContractName,
 | |
|     ERC20BalancesByOwner,
 | |
|     expectContractCreationFailedAsync,
 | |
|     expectTransactionFailedAsync,
 | |
|     OrderFactory,
 | |
|     provider,
 | |
|     sendTransactionResult,
 | |
|     txDefaults,
 | |
|     web3Wrapper,
 | |
| } from '@0x/contracts-test-utils';
 | |
| import { BlockchainLifecycle } from '@0x/dev-utils';
 | |
| import { assetDataUtils } from '@0x/order-utils';
 | |
| import { RevertReason, SignedOrder } from '@0x/types';
 | |
| import { BigNumber } from '@0x/utils';
 | |
| import { Web3Wrapper } from '@0x/web3-wrapper';
 | |
| import * as chai from 'chai';
 | |
| import { TransactionReceiptWithDecodedLogs } from 'ethereum-types';
 | |
| 
 | |
| import { artifacts, ForwarderContract, ForwarderWrapper } from '../src';
 | |
| 
 | |
| chaiSetup.configure();
 | |
| const expect = chai.expect;
 | |
| const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
 | |
| const DECIMALS_DEFAULT = 18;
 | |
| const MAX_WETH_FILL_PERCENTAGE = 95;
 | |
| 
 | |
| describe(ContractName.Forwarder, () => {
 | |
|     let makerAddress: string;
 | |
|     let owner: string;
 | |
|     let takerAddress: string;
 | |
|     let feeRecipientAddress: string;
 | |
|     let defaultMakerAssetAddress: string;
 | |
|     let zrxAssetData: string;
 | |
|     let wethAssetData: string;
 | |
| 
 | |
|     let weth: DummyERC20TokenContract;
 | |
|     let zrxToken: DummyERC20TokenContract;
 | |
|     let erc20TokenA: DummyERC20TokenContract;
 | |
|     let erc721Token: DummyERC721TokenContract;
 | |
|     let forwarderContract: ForwarderContract;
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|     let wethContract: WETH9Contract;
 | |
|     let forwarderWrapper: ForwarderWrapper;
 | |
|     let exchangeWrapper: ExchangeWrapper;
 | |
| 
 | |
|     let orderWithoutFee: SignedOrder;
 | |
|     let orderWithFee: SignedOrder;
 | |
|     let feeOrder: SignedOrder;
 | |
|     let orderFactory: OrderFactory;
 | |
|     let erc20Wrapper: ERC20Wrapper;
 | |
|     let erc20Balances: ERC20BalancesByOwner;
 | |
|     let tx: TransactionReceiptWithDecodedLogs;
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| 
 | |
|     let erc721MakerAssetIds: BigNumber[];
 | |
|     let takerEthBalanceBefore: BigNumber;
 | |
|     let feePercentage: BigNumber;
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|     let gasPrice: BigNumber;
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| 
 | |
|     before(async () => {
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|         await blockchainLifecycle.startAsync();
 | |
|         const accounts = await web3Wrapper.getAvailableAddressesAsync();
 | |
|         const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts);
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| 
 | |
|         const txHash = await web3Wrapper.sendTransactionAsync({ from: accounts[0], to: accounts[0], value: 0 });
 | |
|         const transaction = await web3Wrapper.getTransactionByHashAsync(txHash);
 | |
|         gasPrice = new BigNumber(transaction.gasPrice);
 | |
| 
 | |
|         const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner);
 | |
|         erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner);
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| 
 | |
|         const numDummyErc20ToDeploy = 3;
 | |
|         [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync(
 | |
|             numDummyErc20ToDeploy,
 | |
|             constants.DUMMY_TOKEN_DECIMALS,
 | |
|         );
 | |
|         const erc20Proxy = await erc20Wrapper.deployProxyAsync();
 | |
|         await erc20Wrapper.setBalancesAndAllowancesAsync();
 | |
| 
 | |
|         [erc721Token] = await erc721Wrapper.deployDummyTokensAsync();
 | |
|         const erc721Proxy = await erc721Wrapper.deployProxyAsync();
 | |
|         await erc721Wrapper.setBalancesAndAllowancesAsync();
 | |
|         const erc721Balances = await erc721Wrapper.getBalancesAsync();
 | |
|         erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address];
 | |
| 
 | |
|         wethContract = await WETH9Contract.deployFrom0xArtifactAsync(erc20Artifacts.WETH9, provider, txDefaults);
 | |
|         weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider);
 | |
|         erc20Wrapper.addDummyTokenContract(weth);
 | |
| 
 | |
|         wethAssetData = assetDataUtils.encodeERC20AssetData(wethContract.address);
 | |
|         zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address);
 | |
|         const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
 | |
|             exchangeArtifacts.Exchange,
 | |
|             provider,
 | |
|             txDefaults,
 | |
|             zrxAssetData,
 | |
|         );
 | |
|         exchangeWrapper = new ExchangeWrapper(exchangeInstance, provider);
 | |
|         await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner);
 | |
|         await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner);
 | |
| 
 | |
|         await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
 | |
|             from: owner,
 | |
|         });
 | |
|         await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, {
 | |
|             from: owner,
 | |
|         });
 | |
| 
 | |
|         defaultMakerAssetAddress = erc20TokenA.address;
 | |
|         const defaultTakerAssetAddress = wethContract.address;
 | |
|         const defaultOrderParams = {
 | |
|             exchangeAddress: exchangeInstance.address,
 | |
|             makerAddress,
 | |
|             feeRecipientAddress,
 | |
|             makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress),
 | |
|             takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress),
 | |
|             makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT),
 | |
|             takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT),
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|             makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|             takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT),
 | |
|         };
 | |
|         const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)];
 | |
|         orderFactory = new OrderFactory(privateKey, defaultOrderParams);
 | |
| 
 | |
|         const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync(
 | |
|             artifacts.Forwarder,
 | |
|             provider,
 | |
|             txDefaults,
 | |
|             exchangeInstance.address,
 | |
|             zrxAssetData,
 | |
|             wethAssetData,
 | |
|         );
 | |
|         forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider);
 | |
|         forwarderWrapper = new ForwarderWrapper(forwarderContract, provider);
 | |
|         const zrxDepositAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 18);
 | |
|         await web3Wrapper.awaitTransactionSuccessAsync(
 | |
|             await zrxToken.transfer.sendTransactionAsync(forwarderContract.address, zrxDepositAmount),
 | |
|         );
 | |
|         erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address);
 | |
|     });
 | |
|     after(async () => {
 | |
|         await blockchainLifecycle.revertAsync();
 | |
|     });
 | |
|     beforeEach(async () => {
 | |
|         await blockchainLifecycle.startAsync();
 | |
|         erc20Balances = await erc20Wrapper.getBalancesAsync();
 | |
|         takerEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|         orderWithoutFee = await orderFactory.newSignedOrderAsync();
 | |
|         feeOrder = await orderFactory.newSignedOrderAsync({
 | |
|             makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
 | |
|             takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|         });
 | |
|         orderWithFee = await orderFactory.newSignedOrderAsync({
 | |
|             takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|         });
 | |
|     });
 | |
|     afterEach(async () => {
 | |
|         await blockchainLifecycle.revertAsync();
 | |
|     });
 | |
| 
 | |
|     describe('constructor', () => {
 | |
|         it('should revert if assetProxy is unregistered', async () => {
 | |
|             const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync(
 | |
|                 exchangeArtifacts.Exchange,
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|                 provider,
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|                 txDefaults,
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|                 zrxAssetData,
 | |
|             );
 | |
|             return expectContractCreationFailedAsync(
 | |
|                 (ForwarderContract.deployFrom0xArtifactAsync(
 | |
|                     artifacts.Forwarder,
 | |
|                     provider,
 | |
|                     txDefaults,
 | |
|                     exchangeInstance.address,
 | |
|                     zrxAssetData,
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|                     wethAssetData,
 | |
|                 ) as any) as sendTransactionResult,
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|                 RevertReason.UnregisteredAssetProxy,
 | |
|             );
 | |
|         });
 | |
|     });
 | |
|     describe('marketSellOrdersWithEth without extra fees', () => {
 | |
|         it('should fill a single order', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
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|             const feeOrders: SignedOrder[] = [];
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|             const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
| 
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|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
 | |
|                 value: ethValue,
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|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
 | |
|                 ethValue,
 | |
|                 MAX_WETH_FILL_PERCENTAGE,
 | |
|             );
 | |
|             const makerAssetFillAmount = primaryTakerAssetFillAmount
 | |
|                 .times(orderWithoutFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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 fill multiple orders', async () => {
 | |
|             const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync();
 | |
|             const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
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|             const ethValue = ordersWithoutFee[0].takerAssetAmount.plus(
 | |
|                 ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2),
 | |
|             );
 | |
| 
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
 | |
|                 value: ethValue,
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|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
 | |
|                 ethValue,
 | |
|                 MAX_WETH_FILL_PERCENTAGE,
 | |
|             );
 | |
|             const firstTakerAssetFillAmount = ordersWithoutFee[0].takerAssetAmount;
 | |
|             const secondTakerAssetFillAmount = primaryTakerAssetFillAmount.minus(firstTakerAssetFillAmount);
 | |
| 
 | |
|             const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus(
 | |
|                 ordersWithoutFee[1].makerAssetAmount
 | |
|                     .times(secondTakerAssetFillAmount)
 | |
|                     .dividedToIntegerBy(ordersWithoutFee[1].takerAssetAmount),
 | |
|             );
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
|             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 fill the order and pay ZRX fees from a single feeOrder', async () => {
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const feeOrders = [feeOrder];
 | |
|             const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
 | |
|                 ethValue,
 | |
|                 MAX_WETH_FILL_PERCENTAGE,
 | |
|             );
 | |
|             const makerAssetFillAmount = primaryTakerAssetFillAmount
 | |
|                 .times(orderWithoutFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
 | |
|             const feeAmount = ForwarderWrapper.getPercentageOfValue(
 | |
|                 orderWithFee.takerFee.dividedToIntegerBy(2),
 | |
|                 MAX_WETH_FILL_PERCENTAGE,
 | |
|             );
 | |
|             const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount
 | |
|                 .plus(wethSpentOnFeeOrders)
 | |
|                 .plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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).plus(wethSpentOnFeeOrders),
 | |
|             );
 | |
|             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 fill the orders and pay ZRX from multiple feeOrders', async () => {
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const ethValue = orderWithFee.takerAssetAmount;
 | |
|             const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address);
 | |
|             const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2);
 | |
|             const takerAssetAmount = feeOrder.takerAssetAmount
 | |
|                 .times(makerAssetAmount)
 | |
|                 .dividedToIntegerBy(feeOrder.makerAssetAmount);
 | |
| 
 | |
|             const firstFeeOrder = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData,
 | |
|                 makerAssetAmount,
 | |
|                 takerAssetAmount,
 | |
|             });
 | |
|             const secondFeeOrder = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData,
 | |
|                 makerAssetAmount,
 | |
|                 takerAssetAmount,
 | |
|             });
 | |
|             const feeOrders = [firstFeeOrder, secondFeeOrder];
 | |
| 
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
 | |
|                 ethValue,
 | |
|                 MAX_WETH_FILL_PERCENTAGE,
 | |
|             );
 | |
|             const makerAssetFillAmount = primaryTakerAssetFillAmount
 | |
|                 .times(orderWithoutFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
 | |
|             const feeAmount = ForwarderWrapper.getPercentageOfValue(orderWithFee.takerFee, MAX_WETH_FILL_PERCENTAGE);
 | |
|             const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount
 | |
|                 .plus(wethSpentOnFeeOrders)
 | |
|                 .plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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).plus(wethSpentOnFeeOrders),
 | |
|             );
 | |
|             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 fill the order when token is ZRX with fees', async () => {
 | |
|             orderWithFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
 | |
|                 takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|             });
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const ethValue = orderWithFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed));
 | |
|             const takerFeePaid = orderWithFee.takerFee.dividedToIntegerBy(2);
 | |
|             const makerFeePaid = orderWithFee.makerFee.dividedToIntegerBy(2);
 | |
| 
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|             expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount).minus(makerFeePaid),
 | |
|             );
 | |
|             expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[takerAddress][zrxToken.address].plus(makerAssetFillAmount).minus(takerFeePaid),
 | |
|             );
 | |
|             expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][weth.address].plus(ethValue),
 | |
|             );
 | |
|             expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(constants.ZERO_AMOUNT);
 | |
|             expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[forwarderContract.address][zrxToken.address],
 | |
|             );
 | |
|             expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
 | |
|         });
 | |
|         it('should refund remaining ETH if amount is greater than takerAssetAmount', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.times(2);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const totalEthSpent = orderWithoutFee.takerAssetAmount.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|         });
 | |
|         it('should revert if ZRX cannot be fully repurchased', async () => {
 | |
|             orderWithFee = await orderFactory.newSignedOrderAsync({
 | |
|                 takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT),
 | |
|             });
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             feeOrder = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
 | |
|                 makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|             });
 | |
|             const feeOrders = [feeOrder];
 | |
|             const ethValue = orderWithFee.takerAssetAmount;
 | |
|             return expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithFee, feeOrders, {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 }),
 | |
|                 RevertReason.CompleteFillFailed,
 | |
|             );
 | |
|         });
 | |
|         it('should not fill orders with different makerAssetData than the first order', async () => {
 | |
|             const makerAssetId = erc721MakerAssetIds[0];
 | |
|             const erc721SignedOrder = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber(1),
 | |
|                 makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
 | |
|             });
 | |
|             const erc20SignedOrder = await orderFactory.newSignedOrderAsync();
 | |
|             const ordersWithoutFee = [erc20SignedOrder, erc721SignedOrder];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const ethValue = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, feeOrders, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const totalEthSpent = erc20SignedOrder.takerAssetAmount.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|         });
 | |
|     });
 | |
|     describe('marketSellOrdersWithEth with extra fees', () => {
 | |
|         it('should fill the order and send fee to feeRecipient', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.div(2);
 | |
| 
 | |
|             const baseFeePercentage = 2;
 | |
|             feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
 | |
|             const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
 | |
|             tx = await forwarderWrapper.marketSellOrdersWithEthAsync(
 | |
|                 ordersWithoutFee,
 | |
|                 feeOrders,
 | |
|                 {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 },
 | |
|                 { feePercentage, feeRecipient: feeRecipientAddress },
 | |
|             );
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ForwarderWrapper.getPercentageOfValue(
 | |
|                 ethValue,
 | |
|                 MAX_WETH_FILL_PERCENTAGE,
 | |
|             );
 | |
|             const makerAssetFillAmount = primaryTakerAssetFillAmount
 | |
|                 .times(orderWithoutFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
 | |
|             const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee));
 | |
|             expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
 | |
|         });
 | |
|         it('should fail if the fee is set too high', async () => {
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.div(2);
 | |
|             const baseFeePercentage = 6;
 | |
|             feePercentage = ForwarderWrapper.getPercentageOfValue(ethValue, baseFeePercentage);
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             await expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketSellOrdersWithEthAsync(
 | |
|                     ordersWithoutFee,
 | |
|                     feeOrders,
 | |
|                     { from: takerAddress, value: ethValue, gasPrice },
 | |
|                     { feePercentage, feeRecipient: feeRecipientAddress },
 | |
|                 ),
 | |
|                 RevertReason.FeePercentageTooLarge,
 | |
|             );
 | |
|         });
 | |
|         it('should fail if there is not enough ETH remaining to pay the fee', async () => {
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.div(2);
 | |
|             const baseFeePercentage = 5;
 | |
|             feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const feeOrders = [feeOrder];
 | |
|             await expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketSellOrdersWithEthAsync(
 | |
|                     ordersWithFee,
 | |
|                     feeOrders,
 | |
|                     { from: takerAddress, value: ethValue, gasPrice },
 | |
|                     { feePercentage, feeRecipient: feeRecipientAddress },
 | |
|                 ),
 | |
|                 RevertReason.InsufficientEthRemaining,
 | |
|             );
 | |
|         });
 | |
|     });
 | |
|     describe('marketBuyOrdersWithEth without extra fees', () => {
 | |
|         it('should buy the exact amount of makerAsset in a single order', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ethValue;
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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 the exact amount of makerAsset in multiple orders', async () => {
 | |
|             const secondOrderWithoutFee = await orderFactory.newSignedOrderAsync();
 | |
|             const ordersWithoutFee = [orderWithoutFee, secondOrderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = ordersWithoutFee[0].makerAssetAmount.plus(
 | |
|                 ordersWithoutFee[1].makerAssetAmount.dividedToIntegerBy(2),
 | |
|             );
 | |
|             const ethValue = ordersWithoutFee[0].takerAssetAmount.plus(
 | |
|                 ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2),
 | |
|             );
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ethValue;
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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 the exact amount of makerAsset and return excess ETH', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount;
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ethValue.dividedToIntegerBy(2);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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 the exact amount of makerAsset and pay ZRX from feeOrders', async () => {
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const feeOrders = [feeOrder];
 | |
|             const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithFee.takerAssetAmount;
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
|             const feeAmount = orderWithFee.takerFee.dividedToIntegerBy(2);
 | |
|             const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount
 | |
|                 .plus(wethSpentOnFeeOrders)
 | |
|                 .plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             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).plus(wethSpentOnFeeOrders),
 | |
|             );
 | |
|             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 than makerAssetAmount when buying ZRX', async () => {
 | |
|             orderWithFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData: assetDataUtils.encodeERC20AssetData(zrxToken.address),
 | |
|                 takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|             });
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithFee.takerAssetAmount;
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ForwarderWrapper.getWethForFeeOrders(
 | |
|                 makerAssetFillAmount,
 | |
|                 ordersWithFee,
 | |
|             );
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
|             const makerAssetFilledAmount = orderWithFee.makerAssetAmount
 | |
|                 .times(primaryTakerAssetFillAmount)
 | |
|                 .dividedToIntegerBy(orderWithFee.takerAssetAmount);
 | |
|             const takerFeePaid = orderWithFee.takerFee
 | |
|                 .times(primaryTakerAssetFillAmount)
 | |
|                 .dividedToIntegerBy(orderWithFee.takerAssetAmount);
 | |
|             const makerFeePaid = orderWithFee.makerFee
 | |
|                 .times(primaryTakerAssetFillAmount)
 | |
|                 .dividedToIntegerBy(orderWithFee.takerAssetAmount);
 | |
|             const totalZrxPurchased = makerAssetFilledAmount.minus(takerFeePaid);
 | |
|             // Up to 1 wei worth of ZRX will be overbought per order
 | |
|             const maxOverboughtZrx = new BigNumber(1)
 | |
|                 .times(orderWithFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithFee.takerAssetAmount);
 | |
| 
 | |
|             expect(totalZrxPurchased).to.be.bignumber.gte(makerAssetFillAmount);
 | |
|             expect(totalZrxPurchased).to.be.bignumber.lte(makerAssetFillAmount.plus(maxOverboughtZrx));
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|             expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFilledAmount).minus(makerFeePaid),
 | |
|             );
 | |
|             expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[takerAddress][zrxToken.address].plus(totalZrxPurchased),
 | |
|             );
 | |
|             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][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[forwarderContract.address][zrxToken.address],
 | |
|             );
 | |
|             expect(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
 | |
|         });
 | |
|         it('should revert if the amount of ETH sent is too low to fill the makerAssetAmount', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(4);
 | |
|             return expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 }),
 | |
|                 RevertReason.CompleteFillFailed,
 | |
|             );
 | |
|         });
 | |
|         it('should buy an ERC721 asset from a single order', async () => {
 | |
|             const makerAssetId = erc721MakerAssetIds[0];
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber(1),
 | |
|                 makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
 | |
|             });
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = new BigNumber(1);
 | |
|             const ethValue = orderWithFee.takerAssetAmount;
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                 from: takerAddress,
 | |
|                 value: ethValue,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = ethValue;
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
|             expect(newOwner).to.be.bignumber.equal(takerAddress);
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|             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 revert if buying an ERC721 asset when later orders contain different makerAssetData', async () => {
 | |
|             const makerAssetId = erc721MakerAssetIds[0];
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber(1),
 | |
|                 makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
 | |
|             });
 | |
|             const differentMakerAssetDataOrder = await orderFactory.newSignedOrderAsync();
 | |
|             const ordersWithoutFee = [orderWithoutFee, differentMakerAssetDataOrder];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = new BigNumber(1).plus(differentMakerAssetDataOrder.makerAssetAmount);
 | |
|             const ethValue = orderWithFee.takerAssetAmount;
 | |
|             return expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 }),
 | |
|                 RevertReason.CompleteFillFailed,
 | |
|             );
 | |
|         });
 | |
|         it('should buy an ERC721 asset and pay ZRX fees from a single fee order', async () => {
 | |
|             const makerAssetId = erc721MakerAssetIds[0];
 | |
|             orderWithFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber(1),
 | |
|                 makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
 | |
|                 takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|             });
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const feeOrders = [feeOrder];
 | |
|             const makerAssetFillAmount = orderWithFee.makerAssetAmount;
 | |
|             const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount;
 | |
|             const feeAmount = orderWithFee.takerFee;
 | |
|             const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
 | |
|             const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             expect(newOwner).to.be.bignumber.equal(takerAddress);
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|             expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
 | |
|             );
 | |
|             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 an ERC721 asset and pay ZRX fees from multiple fee orders', async () => {
 | |
|             const makerAssetId = erc721MakerAssetIds[0];
 | |
|             orderWithFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber(1),
 | |
|                 makerAssetData: assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId),
 | |
|                 takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT),
 | |
|             });
 | |
|             const ordersWithFee = [orderWithFee];
 | |
|             const makerAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address);
 | |
|             const makerAssetAmount = orderWithFee.takerFee.dividedToIntegerBy(2);
 | |
|             const takerAssetAmount = feeOrder.takerAssetAmount
 | |
|                 .times(makerAssetAmount)
 | |
|                 .dividedToIntegerBy(feeOrder.makerAssetAmount);
 | |
| 
 | |
|             const firstFeeOrder = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData,
 | |
|                 makerAssetAmount,
 | |
|                 takerAssetAmount,
 | |
|             });
 | |
|             const secondFeeOrder = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetData,
 | |
|                 makerAssetAmount,
 | |
|                 takerAssetAmount,
 | |
|             });
 | |
|             const feeOrders = [firstFeeOrder, secondFeeOrder];
 | |
| 
 | |
|             const makerAssetFillAmount = orderWithFee.makerAssetAmount;
 | |
|             const primaryTakerAssetFillAmount = orderWithFee.takerAssetAmount;
 | |
|             const feeAmount = orderWithFee.takerFee;
 | |
|             const wethSpentOnFeeOrders = ForwarderWrapper.getWethForFeeOrders(feeAmount, feeOrders);
 | |
|             const ethValue = primaryTakerAssetFillAmount.plus(wethSpentOnFeeOrders);
 | |
| 
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const totalEthSpent = ethValue.plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             expect(newOwner).to.be.bignumber.equal(takerAddress);
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|             expect(newBalances[makerAddress][weth.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][weth.address].plus(primaryTakerAssetFillAmount).plus(wethSpentOnFeeOrders),
 | |
|             );
 | |
|             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', 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
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber('30'),
 | |
|                 takerAssetAmount: new BigNumber('20'),
 | |
|                 makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address),
 | |
|                 takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
 | |
|                 makerFee: new BigNumber(0),
 | |
|                 takerFee: new BigNumber(0),
 | |
|             });
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const desiredMakerAssetFillAmount = new BigNumber('5');
 | |
|             const makerAssetFillAmount = new BigNumber('6');
 | |
|             const ethValue = new BigNumber('4');
 | |
|             // Execute test case
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                 ordersWithoutFee,
 | |
|                 feeOrders,
 | |
|                 desiredMakerAssetFillAmount,
 | |
|                 {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 },
 | |
|             );
 | |
|             // Fetch end balances and construct expected outputs
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await 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, and MakerAsset is ZRX', async () => {
 | |
|             // See the test case above for a detailed description of this case.
 | |
|             // The difference here is that the MakerAsset is ZRX. We expect the same result as above,
 | |
|             // but this tests a different code path.
 | |
|             //
 | |
|             // Construct test case using values from example above
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber('30'),
 | |
|                 takerAssetAmount: new BigNumber('20'),
 | |
|                 makerAssetData: zrxAssetData,
 | |
|                 takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
 | |
|                 makerFee: new BigNumber(0),
 | |
|                 takerFee: new BigNumber(0),
 | |
|             });
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const desiredMakerAssetFillAmount = new BigNumber('5');
 | |
|             const makerAssetFillAmount = new BigNumber('6');
 | |
|             const ethValue = new BigNumber('4');
 | |
|             // Execute test case
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                 ordersWithoutFee,
 | |
|                 feeOrders,
 | |
|                 desiredMakerAssetFillAmount,
 | |
|                 {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 },
 | |
|             );
 | |
|             // Fetch end balances and construct expected outputs
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await 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][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
 | |
|             );
 | |
|             expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[takerAddress][zrxToken.address].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(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.
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber('268166666666666666666'),
 | |
|                 takerAssetAmount: new BigNumber('219090625878836371'),
 | |
|                 makerAssetData: assetDataUtils.encodeERC20AssetData(erc20TokenA.address),
 | |
|                 takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
 | |
|                 makerFee: new BigNumber(0),
 | |
|                 takerFee: new BigNumber(0),
 | |
|             });
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             // 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(orderWithoutFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
 | |
|             // Execute test case
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                 ordersWithoutFee,
 | |
|                 feeOrders,
 | |
|                 desiredMakerAssetFillAmount,
 | |
|                 {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 },
 | |
|             );
 | |
|             // Fetch end balances and construct expected outputs
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await 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, and MakerAsset is ZRX (Regression Test)', async () => {
 | |
|             // Order taken from a transaction on mainnet that failed due to a rounding error.
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber('268166666666666666666'),
 | |
|                 takerAssetAmount: new BigNumber('219090625878836371'),
 | |
|                 makerAssetData: zrxAssetData,
 | |
|                 takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
 | |
|                 makerFee: new BigNumber(0),
 | |
|                 takerFee: new BigNumber(0),
 | |
|             });
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             // 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(orderWithoutFee.makerAssetAmount)
 | |
|                 .dividedToIntegerBy(orderWithoutFee.takerAssetAmount);
 | |
|             // Execute test case
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                 ordersWithoutFee,
 | |
|                 feeOrders,
 | |
|                 desiredMakerAssetFillAmount,
 | |
|                 {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 },
 | |
|             );
 | |
|             // Fetch end balances and construct expected outputs
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await 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][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
 | |
|             );
 | |
|             expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[takerAddress][zrxToken.address].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(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
 | |
|         });
 | |
|         it('Should buy correct MakerAsset when exchange rate is NOT rounded, and MakerAsset is ZRX (Regression Test)', async () => {
 | |
|             // An extra unit of TakerAsset was sent to the exchange contract to account for rounding errors, in Forwarder v1.
 | |
|             // Specifically, the takerFillAmount was calculated using Floor(desiredMakerAmount * exchangeRate) + 1
 | |
|             // We have since changed this to be Ceil(desiredMakerAmount * exchangeRate)
 | |
|             // These calculations produce different results when `desiredMakerAmount * exchangeRate` is an integer.
 | |
|             //
 | |
|             // This test verifies that `ceil` is sufficient:
 | |
|             //  Let TakerAssetAmount = MakerAssetAmount * 2
 | |
|             //  -> exchangeRate = TakerAssetAmount / MakerAssetAmount = (2*MakerAssetAmount)/MakerAssetAmount = 2
 | |
|             //  .: desiredMakerAmount * exchangeRate is an integer.
 | |
|             //
 | |
|             // Construct test case using values from example above
 | |
|             orderWithoutFee = await orderFactory.newSignedOrderAsync({
 | |
|                 makerAssetAmount: new BigNumber('30'),
 | |
|                 takerAssetAmount: new BigNumber('60'),
 | |
|                 makerAssetData: zrxAssetData,
 | |
|                 takerAssetData: assetDataUtils.encodeERC20AssetData(weth.address),
 | |
|                 makerFee: new BigNumber(0),
 | |
|                 takerFee: new BigNumber(0),
 | |
|             });
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = new BigNumber('5');
 | |
|             const ethValue = new BigNumber('10');
 | |
|             // Execute test case
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(ordersWithoutFee, feeOrders, makerAssetFillAmount, {
 | |
|                 value: ethValue,
 | |
|                 from: takerAddress,
 | |
|             });
 | |
|             // Fetch end balances and construct expected outputs
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
|             const primaryTakerAssetFillAmount = ethValue;
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(gasPrice.times(tx.gasUsed));
 | |
|             // Validate test case
 | |
|             expect(takerEthBalanceAfter).to.be.bignumber.equal(takerEthBalanceBefore.minus(totalEthSpent));
 | |
|             expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[makerAddress][zrxToken.address].minus(makerAssetFillAmount),
 | |
|             );
 | |
|             expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[takerAddress][zrxToken.address].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(forwarderEthBalance).to.be.bignumber.equal(constants.ZERO_AMOUNT);
 | |
|         });
 | |
|     });
 | |
|     describe('marketBuyOrdersWithEth with extra fees', () => {
 | |
|         it('should buy an asset and send fee to feeRecipient', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount;
 | |
| 
 | |
|             const baseFeePercentage = 2;
 | |
|             feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
 | |
|             const feeRecipientEthBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
 | |
|             tx = await forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                 ordersWithoutFee,
 | |
|                 feeOrders,
 | |
|                 makerAssetFillAmount,
 | |
|                 {
 | |
|                     value: ethValue,
 | |
|                     from: takerAddress,
 | |
|                 },
 | |
|                 { feePercentage, feeRecipient: feeRecipientAddress },
 | |
|             );
 | |
|             const takerEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress);
 | |
|             const forwarderEthBalance = await web3Wrapper.getBalanceInWeiAsync(forwarderContract.address);
 | |
|             const feeRecipientEthBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress);
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
| 
 | |
|             const primaryTakerAssetFillAmount = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethSpentOnFee = ForwarderWrapper.getPercentageOfValue(primaryTakerAssetFillAmount, baseFeePercentage);
 | |
|             const totalEthSpent = primaryTakerAssetFillAmount.plus(ethSpentOnFee).plus(gasPrice.times(tx.gasUsed));
 | |
| 
 | |
|             expect(feeRecipientEthBalanceAfter).to.be.bignumber.equal(feeRecipientEthBalanceBefore.plus(ethSpentOnFee));
 | |
|             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 fail if the fee is set too high', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount;
 | |
| 
 | |
|             const baseFeePercentage = 6;
 | |
|             feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
 | |
|             await expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                     ordersWithoutFee,
 | |
|                     feeOrders,
 | |
|                     makerAssetFillAmount,
 | |
|                     {
 | |
|                         value: ethValue,
 | |
|                         from: takerAddress,
 | |
|                     },
 | |
|                     { feePercentage, feeRecipient: feeRecipientAddress },
 | |
|                 ),
 | |
|                 RevertReason.FeePercentageTooLarge,
 | |
|             );
 | |
|         });
 | |
|         it('should fail if there is not enough ETH remaining to pay the fee', async () => {
 | |
|             const ordersWithoutFee = [orderWithoutFee];
 | |
|             const feeOrders: SignedOrder[] = [];
 | |
|             const makerAssetFillAmount = orderWithoutFee.makerAssetAmount.dividedToIntegerBy(2);
 | |
|             const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2);
 | |
| 
 | |
|             const baseFeePercentage = 2;
 | |
|             feePercentage = ForwarderWrapper.getPercentageOfValue(constants.PERCENTAGE_DENOMINATOR, baseFeePercentage);
 | |
|             await expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.marketBuyOrdersWithEthAsync(
 | |
|                     ordersWithoutFee,
 | |
|                     feeOrders,
 | |
|                     makerAssetFillAmount,
 | |
|                     {
 | |
|                         value: ethValue,
 | |
|                         from: takerAddress,
 | |
|                     },
 | |
|                     { feePercentage, feeRecipient: feeRecipientAddress },
 | |
|                 ),
 | |
|                 RevertReason.InsufficientEthRemaining,
 | |
|             );
 | |
|         });
 | |
|     });
 | |
|     describe('withdrawAsset', () => {
 | |
|         it('should allow owner to withdraw ERC20 tokens', async () => {
 | |
|             const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address];
 | |
|             await forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: owner });
 | |
|             const newBalances = await erc20Wrapper.getBalancesAsync();
 | |
|             expect(newBalances[owner][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[owner][zrxToken.address].plus(zrxWithdrawAmount),
 | |
|             );
 | |
|             expect(newBalances[forwarderContract.address][zrxToken.address]).to.be.bignumber.equal(
 | |
|                 erc20Balances[forwarderContract.address][zrxToken.address].minus(zrxWithdrawAmount),
 | |
|             );
 | |
|         });
 | |
|         it('should revert if not called by owner', async () => {
 | |
|             const zrxWithdrawAmount = erc20Balances[forwarderContract.address][zrxToken.address];
 | |
|             await expectTransactionFailedAsync(
 | |
|                 forwarderWrapper.withdrawAssetAsync(zrxAssetData, zrxWithdrawAmount, { from: makerAddress }),
 | |
|                 RevertReason.OnlyContractOwner,
 | |
|             );
 | |
|         });
 | |
|     });
 | |
| });
 | |
| // tslint:disable:max-file-line-count
 | |
| // tslint:enable:no-unnecessary-type-assertion
 |