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Diffstat (limited to 'contracts/exchange/test/internal.ts')
-rw-r--r-- | contracts/exchange/test/internal.ts | 471 |
1 files changed, 471 insertions, 0 deletions
diff --git a/contracts/exchange/test/internal.ts b/contracts/exchange/test/internal.ts new file mode 100644 index 000000000..7a1e12a7a --- /dev/null +++ b/contracts/exchange/test/internal.ts @@ -0,0 +1,471 @@ +import { + bytes32Values, + chaiSetup, + constants, + FillResults, + getRevertReasonOrErrorMessageForSendTransactionAsync, + provider, + testCombinatoriallyWithReferenceFuncAsync, + txDefaults, + uint256Values, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { Order, RevertReason, SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; + +import { artifacts, TestExchangeInternalsContract } from '../src'; + +chaiSetup.configure(); +const expect = chai.expect; + +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); + +const MAX_UINT256 = new BigNumber(2).pow(256).minus(1); + +const emptyOrder: Order = { + senderAddress: constants.NULL_ADDRESS, + makerAddress: constants.NULL_ADDRESS, + takerAddress: constants.NULL_ADDRESS, + makerFee: new BigNumber(0), + takerFee: new BigNumber(0), + makerAssetAmount: new BigNumber(0), + takerAssetAmount: new BigNumber(0), + makerAssetData: '0x', + takerAssetData: '0x', + salt: new BigNumber(0), + exchangeAddress: constants.NULL_ADDRESS, + feeRecipientAddress: constants.NULL_ADDRESS, + expirationTimeSeconds: new BigNumber(0), +}; + +const emptySignedOrder: SignedOrder = { + ...emptyOrder, + signature: '', +}; + +const overflowErrorForCall = new Error(RevertReason.Uint256Overflow); + +describe('Exchange core internal functions', () => { + let testExchange: TestExchangeInternalsContract; + let overflowErrorForSendTransaction: Error | undefined; + let divisionByZeroErrorForCall: Error | undefined; + let roundingErrorForCall: Error | undefined; + + before(async () => { + await blockchainLifecycle.startAsync(); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + before(async () => { + testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( + artifacts.TestExchangeInternals, + provider, + txDefaults, + ); + overflowErrorForSendTransaction = new Error( + await getRevertReasonOrErrorMessageForSendTransactionAsync(RevertReason.Uint256Overflow), + ); + divisionByZeroErrorForCall = new Error(RevertReason.DivisionByZero); + roundingErrorForCall = new Error(RevertReason.RoundingError); + }); + // Note(albrow): Don't forget to add beforeEach and afterEach calls to reset + // the blockchain state for any tests which modify it! + + async function referenceIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.multipliedBy(target); + const remainder = product.mod(denominator); + const remainderTimes1000 = remainder.multipliedBy('1000'); + const isError = remainderTimes1000.gte(product); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (remainderTimes1000.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + if (numerator.eq(0)) { + return false; + } + if (target.eq(0)) { + return false; + } + const product = numerator.multipliedBy(target); + const remainder = product.mod(denominator); + const error = denominator.minus(remainder).mod(denominator); + const errorTimes1000 = error.multipliedBy('1000'); + const isError = errorTimes1000.gte(product); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + if (errorTimes1000.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return isError; + } + + async function referenceSafeGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const isRoundingError = await referenceIsRoundingErrorFloorAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } + const product = numerator.multipliedBy(target); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } + + describe('addFillResults', async () => { + function makeFillResults(value: BigNumber): FillResults { + return { + makerAssetFilledAmount: value, + takerAssetFilledAmount: value, + makerFeePaid: value, + takerFeePaid: value, + }; + } + async function referenceAddFillResultsAsync( + totalValue: BigNumber, + singleValue: BigNumber, + ): Promise<FillResults> { + // Note(albrow): Here, each of totalFillResults and + // singleFillResults will consist of fields with the same values. + // This should be safe because none of the fields in a given + // FillResults are ever used together in a mathemetical operation. + // They are only used with the corresponding field from *the other* + // FillResults, which are different. + const totalFillResults = makeFillResults(totalValue); + const singleFillResults = makeFillResults(singleValue); + // HACK(albrow): _.mergeWith mutates the first argument! To + // workaround this we use _.cloneDeep. + return _.mergeWith( + _.cloneDeep(totalFillResults), + singleFillResults, + (totalVal: BigNumber, singleVal: BigNumber) => { + const newTotal = totalVal.plus(singleVal); + if (newTotal.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return newTotal; + }, + ); + } + async function testAddFillResultsAsync(totalValue: BigNumber, singleValue: BigNumber): Promise<FillResults> { + const totalFillResults = makeFillResults(totalValue); + const singleFillResults = makeFillResults(singleValue); + return testExchange.publicAddFillResults.callAsync(totalFillResults, singleFillResults); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'addFillResults', + referenceAddFillResultsAsync, + testAddFillResultsAsync, + [uint256Values, uint256Values], + ); + }); + + describe('calculateFillResults', async () => { + function makeOrder( + makerAssetAmount: BigNumber, + takerAssetAmount: BigNumber, + makerFee: BigNumber, + takerFee: BigNumber, + ): Order { + return { + ...emptyOrder, + makerAssetAmount, + takerAssetAmount, + makerFee, + takerFee, + }; + } + async function referenceCalculateFillResultsAsync( + orderTakerAssetAmount: BigNumber, + takerAssetFilledAmount: BigNumber, + otherAmount: BigNumber, + ): Promise<FillResults> { + // Note(albrow): Here we are re-using the same value (otherAmount) + // for order.makerAssetAmount, order.makerFee, and order.takerFee. + // This should be safe because they are never used with each other + // in any mathematical operation in either the reference TypeScript + // implementation or the Solidity implementation of + // calculateFillResults. + const makerAssetFilledAmount = await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ); + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + const orderMakerAssetAmount = order.makerAssetAmount; + return { + makerAssetFilledAmount, + takerAssetFilledAmount, + makerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + makerAssetFilledAmount, + orderMakerAssetAmount, + otherAmount, + ), + takerFeePaid: await referenceSafeGetPartialAmountFloorAsync( + takerAssetFilledAmount, + orderTakerAssetAmount, + otherAmount, + ), + }; + } + async function testCalculateFillResultsAsync( + orderTakerAssetAmount: BigNumber, + takerAssetFilledAmount: BigNumber, + otherAmount: BigNumber, + ): Promise<FillResults> { + const order = makeOrder(otherAmount, orderTakerAssetAmount, otherAmount, otherAmount); + return testExchange.publicCalculateFillResults.callAsync(order, takerAssetFilledAmount); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'calculateFillResults', + referenceCalculateFillResultsAsync, + testCalculateFillResultsAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('getPartialAmountFloor', async () => { + async function referenceGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.multipliedBy(target); + if (product.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + return product.dividedToIntegerBy(denominator); + } + async function testGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'getPartialAmountFloor', + referenceGetPartialAmountFloorAsync, + testGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('getPartialAmountCeil', async () => { + async function referenceGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const product = numerator.multipliedBy(target); + const offset = product.plus(denominator.minus(1)); + if (offset.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.multipliedBy(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.multipliedBy(denominator)).to.be.bignumber.gt(product); + } + return result; + } + async function testGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicGetPartialAmountCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'getPartialAmountCeil', + referenceGetPartialAmountCeilAsync, + testGetPartialAmountCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountFloor', async () => { + async function testSafeGetPartialAmountFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountFloor', + referenceSafeGetPartialAmountFloorAsync, + testSafeGetPartialAmountFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('safeGetPartialAmountCeil', async () => { + async function referenceSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + if (denominator.eq(0)) { + throw divisionByZeroErrorForCall; + } + const isRoundingError = await referenceIsRoundingErrorCeilAsync(numerator, denominator, target); + if (isRoundingError) { + throw roundingErrorForCall; + } + const product = numerator.multipliedBy(target); + const offset = product.plus(denominator.minus(1)); + if (offset.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForCall; + } + const result = offset.dividedToIntegerBy(denominator); + if (product.mod(denominator).eq(0)) { + expect(result.multipliedBy(denominator)).to.be.bignumber.eq(product); + } else { + expect(result.multipliedBy(denominator)).to.be.bignumber.gt(product); + } + return result; + } + async function testSafeGetPartialAmountCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<BigNumber> { + return testExchange.publicSafeGetPartialAmountCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'safeGetPartialAmountCeil', + referenceSafeGetPartialAmountCeilAsync, + testSafeGetPartialAmountCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorFloor', async () => { + async function testIsRoundingErrorFloorAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + return testExchange.publicIsRoundingErrorFloor.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorFloor', + referenceIsRoundingErrorFloorAsync, + testIsRoundingErrorFloorAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('isRoundingErrorCeil', async () => { + async function testIsRoundingErrorCeilAsync( + numerator: BigNumber, + denominator: BigNumber, + target: BigNumber, + ): Promise<boolean> { + return testExchange.publicIsRoundingErrorCeil.callAsync(numerator, denominator, target); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'isRoundingErrorCeil', + referenceIsRoundingErrorCeilAsync, + testIsRoundingErrorCeilAsync, + [uint256Values, uint256Values, uint256Values], + ); + }); + + describe('updateFilledState', async () => { + // Note(albrow): Since updateFilledState modifies the state by calling + // sendTransaction, we must reset the state after each test. + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + async function referenceUpdateFilledStateAsync( + takerAssetFilledAmount: BigNumber, + orderTakerAssetFilledAmount: BigNumber, + // tslint:disable-next-line:no-unused-variable + orderHash: string, + ): Promise<BigNumber> { + const totalFilledAmount = takerAssetFilledAmount.plus(orderTakerAssetFilledAmount); + if (totalFilledAmount.isGreaterThan(MAX_UINT256)) { + throw overflowErrorForSendTransaction; + } + return totalFilledAmount; + } + async function testUpdateFilledStateAsync( + takerAssetFilledAmount: BigNumber, + orderTakerAssetFilledAmount: BigNumber, + orderHash: string, + ): Promise<BigNumber> { + const fillResults = { + makerAssetFilledAmount: new BigNumber(0), + takerAssetFilledAmount, + makerFeePaid: new BigNumber(0), + takerFeePaid: new BigNumber(0), + }; + await web3Wrapper.awaitTransactionSuccessAsync( + await testExchange.publicUpdateFilledState.sendTransactionAsync( + emptySignedOrder, + constants.NULL_ADDRESS, + orderHash, + orderTakerAssetFilledAmount, + fillResults, + ), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + return testExchange.filled.callAsync(orderHash); + } + await testCombinatoriallyWithReferenceFuncAsync( + 'updateFilledState', + referenceUpdateFilledStateAsync, + testUpdateFilledStateAsync, + [uint256Values, uint256Values, bytes32Values], + ); + }); +}); |