334 lines
18 KiB
TypeScript
334 lines
18 KiB
TypeScript
import {BlockchainLifecycle} from '@0xproject/dev-utils';
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import BigNumber from 'bignumber.js';
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import * as chai from 'chai';
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import * as Sinon from 'sinon';
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import * as Web3 from 'web3';
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import {ExchangeContractErrs, SignedOrder, Token, ZeroEx, ZeroExError} from '../src';
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import {BlockParamLiteral, TradeSide, TransferType} from '../src/types';
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import {ExchangeTransferSimulator} from '../src/utils/exchange_transfer_simulator';
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import {OrderValidationUtils} from '../src/utils/order_validation_utils';
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import {chaiSetup} from './utils/chai_setup';
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import {constants} from './utils/constants';
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import {FillScenarios} from './utils/fill_scenarios';
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import {TokenUtils} from './utils/token_utils';
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import {web3Factory} from './utils/web3_factory';
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chaiSetup.configure();
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const expect = chai.expect;
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const blockchainLifecycle = new BlockchainLifecycle(constants.RPC_URL);
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describe('OrderValidation', () => {
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let web3: Web3;
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let zeroEx: ZeroEx;
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let userAddresses: string[];
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let tokens: Token[];
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let tokenUtils: TokenUtils;
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let exchangeContractAddress: string;
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let zrxTokenAddress: string;
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let fillScenarios: FillScenarios;
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let makerTokenAddress: string;
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let takerTokenAddress: string;
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let coinbase: string;
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let makerAddress: string;
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let takerAddress: string;
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let feeRecipient: string;
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let orderValidationUtils: OrderValidationUtils;
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const fillableAmount = new BigNumber(5);
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const fillTakerAmount = new BigNumber(5);
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const config = {
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networkId: constants.TESTRPC_NETWORK_ID,
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};
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before(async () => {
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web3 = web3Factory.create();
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zeroEx = new ZeroEx(web3.currentProvider, config);
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exchangeContractAddress = zeroEx.exchange.getContractAddress();
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userAddresses = await zeroEx.getAvailableAddressesAsync();
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[coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses;
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tokens = await zeroEx.tokenRegistry.getTokensAsync();
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tokenUtils = new TokenUtils(tokens);
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zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address;
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fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress);
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const [makerToken, takerToken] = tokenUtils.getDummyTokens();
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makerTokenAddress = makerToken.address;
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takerTokenAddress = takerToken.address;
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orderValidationUtils = new OrderValidationUtils(zeroEx.token, zeroEx.exchange);
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});
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beforeEach(async () => {
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await blockchainLifecycle.startAsync();
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});
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afterEach(async () => {
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await blockchainLifecycle.revertAsync();
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});
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describe('validateOrderFillableOrThrowAsync', () => {
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it('should succeed if the order is fillable', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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await zeroEx.exchange.validateOrderFillableOrThrowAsync(
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signedOrder,
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);
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});
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it('should succeed if the order is asymmetric and fillable', async () => {
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const makerFillableAmount = fillableAmount;
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const takerFillableAmount = fillableAmount.minus(4);
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const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
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makerFillableAmount, takerFillableAmount,
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);
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await zeroEx.exchange.validateOrderFillableOrThrowAsync(
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signedOrder,
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);
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});
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it('should throw when the order is fully filled or cancelled', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
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return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(
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signedOrder,
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)).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
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});
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it('should throw when order is expired', async () => {
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const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
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fillableAmount, expirationInPast,
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);
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return expect(zeroEx.exchange.validateOrderFillableOrThrowAsync(
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signedOrder,
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)).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
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});
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});
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describe('validateFillOrderAndThrowIfInvalidAsync', () => {
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it('should throw when the fill amount is zero', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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const zeroFillAmount = new BigNumber(0);
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return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
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signedOrder, zeroFillAmount, takerAddress,
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)).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero);
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});
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it('should throw when the signature is invalid', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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// 27 <--> 28
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signedOrder.ecSignature.v = (28 - signedOrder.ecSignature.v) + 27;
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return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
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signedOrder, fillableAmount, takerAddress,
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)).to.be.rejectedWith(ZeroExError.InvalidSignature);
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});
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it('should throw when the order is fully filled or cancelled', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
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return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
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signedOrder, fillableAmount, takerAddress,
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)).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero);
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});
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it('should throw when sender is not a taker', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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const nonTakerAddress = userAddresses[6];
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return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
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signedOrder, fillTakerAmount, nonTakerAddress,
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)).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker);
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});
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it('should throw when order is expired', async () => {
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const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
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fillableAmount, expirationInPast,
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);
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return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
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signedOrder, fillTakerAmount, takerAddress,
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)).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired);
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});
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it('should throw when there a rounding error would have occurred', async () => {
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const makerAmount = new BigNumber(3);
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const takerAmount = new BigNumber(5);
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const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
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makerAmount, takerAmount,
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);
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const fillTakerAmountThatCausesRoundingError = new BigNumber(3);
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return expect(zeroEx.exchange.validateFillOrderThrowIfInvalidAsync(
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signedOrder, fillTakerAmountThatCausesRoundingError, takerAddress,
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)).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError);
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});
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});
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describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => {
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it('should throw if remaining fillAmount is less then the desired fillAmount', async () => {
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const signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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const tooLargeFillAmount = new BigNumber(7);
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const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount);
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await zeroEx.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference);
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await zeroEx.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount);
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await zeroEx.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference);
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await zeroEx.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount);
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return expect(zeroEx.exchange.validateFillOrKillOrderThrowIfInvalidAsync(
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signedOrder, tooLargeFillAmount, takerAddress,
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)).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount);
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});
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});
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describe('validateCancelOrderAndThrowIfInvalidAsync', () => {
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let signedOrder: SignedOrder;
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let orderHashHex: string;
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const cancelAmount = new BigNumber(3);
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beforeEach(async () => {
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[coinbase, makerAddress, takerAddress] = userAddresses;
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const [makerToken, takerToken] = tokenUtils.getDummyTokens();
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makerTokenAddress = makerToken.address;
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takerTokenAddress = takerToken.address;
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signedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, fillableAmount,
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);
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orderHashHex = ZeroEx.getOrderHashHex(signedOrder);
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});
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it('should throw when cancel amount is zero', async () => {
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const zeroCancelAmount = new BigNumber(0);
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return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount))
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.to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero);
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});
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it('should throw when order is expired', async () => {
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const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017
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const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress,
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fillableAmount, expirationInPast,
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);
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orderHashHex = ZeroEx.getOrderHashHex(expiredSignedOrder);
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return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount))
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.to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired);
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});
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it('should throw when order is already cancelled or filled', async () => {
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await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount);
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return expect(zeroEx.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount))
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.to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled);
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});
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});
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describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => {
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let exchangeTransferSimulator: ExchangeTransferSimulator;
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let transferFromAsync: Sinon.SinonSpy;
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const bigNumberMatch = (expected: BigNumber) => {
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return Sinon.match((value: BigNumber) => value.eq(expected));
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};
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beforeEach('create exchangeTransferSimulator', async () => {
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exchangeTransferSimulator = new ExchangeTransferSimulator(zeroEx.token, BlockParamLiteral.Latest);
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transferFromAsync = Sinon.spy();
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exchangeTransferSimulator.transferFromAsync = transferFromAsync as any;
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});
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it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => {
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const makerFee = new BigNumber(2);
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const takerFee = new BigNumber(2);
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const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerTokenAddress, takerTokenAddress, makerFee, takerFee,
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makerAddress, takerAddress, fillableAmount, feeRecipient,
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);
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await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
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exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress,
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);
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expect(transferFromAsync.callCount).to.be.equal(4);
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expect(
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transferFromAsync.getCall(0).calledWith(
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makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount),
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TradeSide.Maker, TransferType.Trade,
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),
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).to.be.true();
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expect(
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transferFromAsync.getCall(1).calledWith(
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takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount),
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TradeSide.Taker, TransferType.Trade,
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),
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).to.be.true();
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expect(
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transferFromAsync.getCall(2).calledWith(
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zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee),
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TradeSide.Maker, TransferType.Fee,
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),
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).to.be.true();
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expect(
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transferFromAsync.getCall(3).calledWith(
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zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee),
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TradeSide.Taker, TransferType.Fee,
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),
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).to.be.true();
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});
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it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => {
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const makerFee = new BigNumber(2);
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const takerFee = new BigNumber(2);
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const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerTokenAddress, takerTokenAddress, makerFee, takerFee,
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makerAddress, ZeroEx.NULL_ADDRESS, fillableAmount, feeRecipient,
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);
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await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
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exchangeTransferSimulator, signedOrder, fillableAmount, takerAddress, zrxTokenAddress,
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);
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expect(transferFromAsync.callCount).to.be.equal(4);
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expect(
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transferFromAsync.getCall(0).calledWith(
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makerTokenAddress, makerAddress, takerAddress, bigNumberMatch(fillableAmount),
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TradeSide.Maker, TransferType.Trade,
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),
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).to.be.true();
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expect(
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transferFromAsync.getCall(1).calledWith(
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takerTokenAddress, takerAddress, makerAddress, bigNumberMatch(fillableAmount),
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TradeSide.Taker, TransferType.Trade,
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),
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).to.be.true();
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expect(
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transferFromAsync.getCall(2).calledWith(
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zrxTokenAddress, makerAddress, feeRecipient, bigNumberMatch(makerFee),
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TradeSide.Maker, TransferType.Fee,
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),
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).to.be.true();
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expect(
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transferFromAsync.getCall(3).calledWith(
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zrxTokenAddress, takerAddress, feeRecipient, bigNumberMatch(takerFee),
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TradeSide.Taker, TransferType.Fee,
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),
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).to.be.true();
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});
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it('should correctly round the fillMakerTokenAmount', async () => {
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const makerTokenAmount = new BigNumber(3);
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const takerTokenAmount = new BigNumber(1);
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const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync(
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makerTokenAddress, takerTokenAddress, makerAddress, takerAddress, makerTokenAmount, takerTokenAmount,
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);
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await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
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exchangeTransferSimulator, signedOrder, takerTokenAmount, takerAddress, zrxTokenAddress,
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);
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expect(transferFromAsync.callCount).to.be.equal(4);
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const makerFillAmount = transferFromAsync.getCall(0).args[3];
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expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount);
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});
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it('should correctly round the makerFeeAmount', async () => {
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const makerFee = new BigNumber(2);
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const takerFee = new BigNumber(4);
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const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
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makerTokenAddress, takerTokenAddress, makerFee, takerFee, makerAddress, takerAddress,
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fillableAmount, ZeroEx.NULL_ADDRESS,
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);
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const fillTakerTokenAmount = fillableAmount.div(2).round(0);
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await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync(
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exchangeTransferSimulator, signedOrder, fillTakerTokenAmount, takerAddress, zrxTokenAddress,
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);
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const makerPartialFee = makerFee.div(2);
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const takerPartialFee = takerFee.div(2);
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expect(transferFromAsync.callCount).to.be.equal(4);
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const partialMakerFee = transferFromAsync.getCall(2).args[3];
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expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee);
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const partialTakerFee = transferFromAsync.getCall(3).args[3];
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expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee);
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});
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});
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});
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