diff options
Diffstat (limited to 'contracts/extensions/test')
| -rw-r--r-- | contracts/extensions/test/extensions/dutch_auction.ts | 458 | ||||
| -rw-r--r-- | contracts/extensions/test/extensions/forwarder.ts | 1292 | ||||
| -rw-r--r-- | contracts/extensions/test/global_hooks.ts | 17 | ||||
| -rw-r--r-- | contracts/extensions/test/utils/forwarder_wrapper.ts | 124 |
4 files changed, 1891 insertions, 0 deletions
diff --git a/contracts/extensions/test/extensions/dutch_auction.ts b/contracts/extensions/test/extensions/dutch_auction.ts new file mode 100644 index 000000000..6c3b2f0f3 --- /dev/null +++ b/contracts/extensions/test/extensions/dutch_auction.ts @@ -0,0 +1,458 @@ +import { + artifacts as protocolArtifacts, + ERC20Wrapper, + ERC721Wrapper, + ExchangeContract, + ExchangeWrapper, +} from '@0x/contracts-protocol'; +import { + chaiSetup, + constants, + ContractName, + ERC20BalancesByOwner, + expectTransactionFailedAsync, + getLatestBlockTimestampAsync, + OrderFactory, + provider, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { + artifacts as tokensArtifacts, + DummyERC20TokenContract, + DummyERC721TokenContract, + WETH9Contract, +} from '@0x/contracts-tokens'; +import { BlockchainLifecycle } from '@0x/dev-utils'; +import { assetDataUtils, generatePseudoRandomSalt } 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 ethAbi = require('ethereumjs-abi'); +import * as ethUtil from 'ethereumjs-util'; +import * as _ from 'lodash'; + +import { DutchAuctionContract } from '../../generated-wrappers/dutch_auction'; +import { artifacts } from '../../src/artifacts'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const DECIMALS_DEFAULT = 18; + +describe(ContractName.DutchAuction, () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + let defaultMakerAssetAddress: string; + + let zrxToken: DummyERC20TokenContract; + let erc20TokenA: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let dutchAuctionContract: DutchAuctionContract; + let wethContract: WETH9Contract; + + let sellerOrderFactory: OrderFactory; + let buyerOrderFactory: OrderFactory; + let erc20Wrapper: ERC20Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let currentBlockTimestamp: number; + let auctionBeginTimeSeconds: BigNumber; + let auctionEndTimeSeconds: BigNumber; + let auctionBeginAmount: BigNumber; + let auctionEndAmount: BigNumber; + let sellOrder: SignedOrder; + let buyOrder: SignedOrder; + let erc721MakerAssetIds: BigNumber[]; + const tenMinutesInSeconds = 10 * 60; + + function extendMakerAssetData(makerAssetData: string, beginTimeSeconds: BigNumber, beginAmount: BigNumber): string { + return ethUtil.bufferToHex( + Buffer.concat([ + ethUtil.toBuffer(makerAssetData), + ethUtil.toBuffer( + (ethAbi as any).rawEncode( + ['uint256', 'uint256'], + [beginTimeSeconds.toString(), beginAmount.toString()], + ), + ), + ]), + ); + } + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress] = accounts); + + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 2; + [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + [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(tokensArtifacts.WETH9, provider, txDefaults); + erc20Wrapper.addDummyTokenContract(wethContract as any); + + const zrxAssetData = assetDataUtils.encodeERC20AssetData(zrxToken.address); + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + protocolArtifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const 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, + }); + + const dutchAuctionInstance = await DutchAuctionContract.deployFrom0xArtifactAsync( + artifacts.DutchAuction, + provider, + txDefaults, + exchangeInstance.address, + ); + dutchAuctionContract = new DutchAuctionContract( + dutchAuctionInstance.abi, + dutchAuctionInstance.address, + provider, + ); + + defaultMakerAssetAddress = erc20TokenA.address; + const defaultTakerAssetAddress = wethContract.address; + + // Set up taker WETH balance and allowance + await web3Wrapper.awaitTransactionSuccessAsync( + await wethContract.deposit.sendTransactionAsync({ + from: takerAddress, + value: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), + }), + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await wethContract.approve.sendTransactionAsync( + erc20Proxy.address, + constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS, + { from: takerAddress }, + ), + ); + web3Wrapper.abiDecoder.addABI(exchangeInstance.abi); + web3Wrapper.abiDecoder.addABI(zrxToken.abi); + erc20Wrapper.addTokenOwnerAddress(dutchAuctionContract.address); + + currentBlockTimestamp = await getLatestBlockTimestampAsync(); + // Default auction begins 10 minutes ago + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp).minus(tenMinutesInSeconds); + // Default auction ends 10 from now + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp).plus(tenMinutesInSeconds); + auctionBeginAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT); + auctionEndAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT); + + // Default sell order and buy order are exact mirrors + const sellerDefaultOrderParams = { + salt: generatePseudoRandomSalt(), + exchangeAddress: exchangeInstance.address, + makerAddress, + feeRecipientAddress, + // taker address or sender address should be set to the ducth auction contract + takerAddress: dutchAuctionContract.address, + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultTakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), + takerAssetAmount: auctionEndAmount, + expirationTimeSeconds: auctionEndTimeSeconds, + makerFee: constants.ZERO_AMOUNT, + takerFee: constants.ZERO_AMOUNT, + }; + // Default buy order is for the auction begin price + const buyerDefaultOrderParams = { + ...sellerDefaultOrderParams, + makerAddress: takerAddress, + makerAssetData: sellerDefaultOrderParams.takerAssetData, + takerAssetData: sellerDefaultOrderParams.makerAssetData, + makerAssetAmount: auctionBeginAmount, + takerAssetAmount: sellerDefaultOrderParams.makerAssetAmount, + }; + const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + const takerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(takerAddress)]; + sellerOrderFactory = new OrderFactory(makerPrivateKey, sellerDefaultOrderParams); + buyerOrderFactory = new OrderFactory(takerPrivateKey, buyerDefaultOrderParams); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + erc20Balances = await erc20Wrapper.getBalancesAsync(); + sellOrder = await sellerOrderFactory.newSignedOrderAsync(); + buyOrder = await buyerOrderFactory.newSignedOrderAsync(); + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('matchOrders', () => { + it('should be worth the begin price at the begining of the auction', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp + 2); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionBeginAmount); + expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); + }); + it('should be be worth the end price at the end of the auction', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + expirationTimeSeconds: auctionEndTimeSeconds, + }); + const auctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + expect(auctionDetails.currentAmount).to.be.bignumber.equal(auctionEndAmount); + expect(auctionDetails.beginAmount).to.be.bignumber.equal(auctionBeginAmount); + }); + it('should match orders at current amount and send excess to buyer', async () => { + const beforeAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: beforeAuctionDetails.currentAmount.times(2), + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + ); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[dutchAuctionContract.address][wethContract.address]).to.be.bignumber.equal( + constants.ZERO_AMOUNT, + ); + // HACK gte used here due to a bug in ganache where the timestamp can change + // between multiple calls to the same block. Which can move the amount in our case + // ref: https://github.com/trufflesuite/ganache-core/issues/111 + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[takerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[takerAddress][wethContract.address].minus(beforeAuctionDetails.currentAmount), + ); + }); + it('maker fees on sellOrder are paid to the fee receipient', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerFee: new BigNumber(1), + }); + const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(sellOrder.makerFee), + ); + }); + it('maker fees on buyOrder are paid to the fee receipient', async () => { + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerFee: new BigNumber(1), + }); + const txHash = await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(txHash); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( + erc20Balances[feeRecipientAddress][zrxToken.address].plus(buyOrder.makerFee), + ); + }); + it('should revert when auction expires', async () => { + auctionBeginTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds * 2); + auctionEndTimeSeconds = new BigNumber(currentBlockTimestamp - tenMinutesInSeconds); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + expirationTimeSeconds: auctionEndTimeSeconds, + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionExpired, + ); + }); + it('cannot be filled for less than the current price', async () => { + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: sellOrder.takerAssetAmount, + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionInvalidAmount, + ); + }); + it('auction begin amount must be higher than final amount ', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + takerAssetAmount: auctionBeginAmount.plus(1), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionInvalidAmount, + ); + }); + it('begin time is less than end time', async () => { + auctionBeginTimeSeconds = new BigNumber(auctionEndTimeSeconds).plus(tenMinutesInSeconds); + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + expirationTimeSeconds: auctionEndTimeSeconds, + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.AuctionInvalidBeginTime, + ); + }); + it('asset data contains auction parameters', async () => { + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultMakerAssetAddress), + }); + return expectTransactionFailedAsync( + dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + RevertReason.InvalidAssetData, + ); + }); + describe('ERC721', () => { + it('should match orders when ERC721', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + sellOrder = await sellerOrderFactory.newSignedOrderAsync({ + makerAssetAmount: new BigNumber(1), + makerAssetData: extendMakerAssetData( + assetDataUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + auctionBeginTimeSeconds, + auctionBeginAmount, + ), + }); + buyOrder = await buyerOrderFactory.newSignedOrderAsync({ + takerAssetAmount: new BigNumber(1), + takerAssetData: sellOrder.makerAssetData, + }); + await web3Wrapper.awaitTransactionSuccessAsync( + await dutchAuctionContract.matchOrders.sendTransactionAsync( + buyOrder, + sellOrder, + buyOrder.signature, + sellOrder.signature, + { + from: takerAddress, + }, + ), + ); + const afterAuctionDetails = await dutchAuctionContract.getAuctionDetails.callAsync(sellOrder); + const newBalances = await erc20Wrapper.getBalancesAsync(); + // HACK gte used here due to a bug in ganache where the timestamp can change + // between multiple calls to the same block. Which can move the amount in our case + // ref: https://github.com/trufflesuite/ganache-core/issues/111 + expect(newBalances[makerAddress][wethContract.address]).to.be.bignumber.gte( + erc20Balances[makerAddress][wethContract.address].plus(afterAuctionDetails.currentAmount), + ); + const newOwner = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwner).to.be.bignumber.equal(takerAddress); + }); + }); + }); +}); diff --git a/contracts/extensions/test/extensions/forwarder.ts b/contracts/extensions/test/extensions/forwarder.ts new file mode 100644 index 000000000..4027f493d --- /dev/null +++ b/contracts/extensions/test/extensions/forwarder.ts @@ -0,0 +1,1292 @@ +import { + artifacts as protocolArtifacts, + ERC20Wrapper, + ERC721Wrapper, + ExchangeContract, + ExchangeWrapper, +} from '@0x/contracts-protocol'; +import { + chaiSetup, + constants, + ContractName, + ERC20BalancesByOwner, + expectContractCreationFailedAsync, + expectTransactionFailedAsync, + OrderFactory, + provider, + sendTransactionResult, + txDefaults, + web3Wrapper, +} from '@0x/contracts-test-utils'; +import { + artifacts as tokenArtifacts, + DummyERC20TokenContract, + DummyERC721TokenContract, + WETH9Contract, +} from '@0x/contracts-tokens'; +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 { ForwarderContract } from '../../generated-wrappers/forwarder'; +import { artifacts } from '../../src/artifacts'; + +import { ForwarderWrapper } from '../utils/forwarder_wrapper'; + +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 otherAddress: 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; + 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; + + let erc721MakerAssetIds: BigNumber[]; + let takerEthBalanceBefore: BigNumber; + let feePercentage: BigNumber; + let gasPrice: BigNumber; + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts); + + 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); + + 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(tokenArtifacts.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( + protocolArtifacts.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), + 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( + protocolArtifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + return expectContractCreationFailedAsync( + (ForwarderContract.deployFrom0xArtifactAsync( + artifacts.Forwarder, + provider, + txDefaults, + exchangeInstance.address, + zrxAssetData, + wethAssetData, + ) as any) as sendTransactionResult, + RevertReason.UnregisteredAssetProxy, + ); + }); + }); + describe('marketSellOrdersWithEth without extra fees', () => { + it('should fill a single order', async () => { + const ordersWithoutFee = [orderWithoutFee]; + const feeOrders: SignedOrder[] = []; + const ethValue = orderWithoutFee.takerAssetAmount.dividedToIntegerBy(2); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, 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 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[] = []; + const ethValue = ordersWithoutFee[0].takerAssetAmount.plus( + ordersWithoutFee[1].takerAssetAmount.dividedToIntegerBy(2), + ); + + tx = await forwarderWrapper.marketSellOrdersWithEthAsync(ordersWithoutFee, 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 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 diff --git a/contracts/extensions/test/global_hooks.ts b/contracts/extensions/test/global_hooks.ts new file mode 100644 index 000000000..f8ace376a --- /dev/null +++ b/contracts/extensions/test/global_hooks.ts @@ -0,0 +1,17 @@ +import { env, EnvVars } from '@0x/dev-utils'; + +import { coverage, profiler, provider } from '@0x/contracts-test-utils'; +before('start web3 provider', () => { + provider.start(); +}); +after('generate coverage report', async () => { + if (env.parseBoolean(EnvVars.SolidityCoverage)) { + const coverageSubprovider = coverage.getCoverageSubproviderSingleton(); + await coverageSubprovider.writeCoverageAsync(); + } + if (env.parseBoolean(EnvVars.SolidityProfiler)) { + const profilerSubprovider = profiler.getProfilerSubproviderSingleton(); + await profilerSubprovider.writeProfilerOutputAsync(); + } + provider.stop(); +}); diff --git a/contracts/extensions/test/utils/forwarder_wrapper.ts b/contracts/extensions/test/utils/forwarder_wrapper.ts new file mode 100644 index 000000000..9e44ff6b9 --- /dev/null +++ b/contracts/extensions/test/utils/forwarder_wrapper.ts @@ -0,0 +1,124 @@ +import { artifacts as protocolArtifacts } from '@0x/contracts-protocol'; +import { constants, formatters, LogDecoder, MarketSellOrders } from '@0x/contracts-test-utils'; +import { artifacts as tokensArtifacts } from '@0x/contracts-tokens'; +import { SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { ForwarderContract } from '../../generated-wrappers/forwarder'; +import { artifacts } from '../../src/artifacts'; + +export class ForwarderWrapper { + private readonly _web3Wrapper: Web3Wrapper; + private readonly _forwarderContract: ForwarderContract; + private readonly _logDecoder: LogDecoder; + public static getPercentageOfValue(value: BigNumber, percentage: number): BigNumber { + const numerator = constants.PERCENTAGE_DENOMINATOR.times(percentage).dividedToIntegerBy(100); + const newValue = value.times(numerator).dividedToIntegerBy(constants.PERCENTAGE_DENOMINATOR); + return newValue; + } + public static getWethForFeeOrders(feeAmount: BigNumber, feeOrders: SignedOrder[]): BigNumber { + let wethAmount = new BigNumber(0); + let remainingFeeAmount = feeAmount; + _.forEach(feeOrders, feeOrder => { + const feeAvailable = feeOrder.makerAssetAmount.minus(feeOrder.takerFee); + if (!remainingFeeAmount.isZero() && feeAvailable.gt(remainingFeeAmount)) { + wethAmount = wethAmount.plus( + feeOrder.takerAssetAmount + .times(remainingFeeAmount) + .dividedBy(feeAvailable) + .ceil(), + ); + remainingFeeAmount = new BigNumber(0); + } else if (!remainingFeeAmount.isZero()) { + wethAmount = wethAmount.plus(feeOrder.takerAssetAmount); + remainingFeeAmount = remainingFeeAmount.minus(feeAvailable); + } + }); + return wethAmount; + } + private static _createOptimizedOrders(signedOrders: SignedOrder[]): MarketSellOrders { + _.forEach(signedOrders, (signedOrder, index) => { + signedOrder.takerAssetData = constants.NULL_BYTES; + if (index > 0) { + signedOrder.makerAssetData = constants.NULL_BYTES; + } + }); + const params = formatters.createMarketSellOrders(signedOrders, constants.ZERO_AMOUNT); + return params; + } + private static _createOptimizedZrxOrders(signedOrders: SignedOrder[]): MarketSellOrders { + _.forEach(signedOrders, signedOrder => { + signedOrder.makerAssetData = constants.NULL_BYTES; + signedOrder.takerAssetData = constants.NULL_BYTES; + }); + const params = formatters.createMarketSellOrders(signedOrders, constants.ZERO_AMOUNT); + return params; + } + constructor(contractInstance: ForwarderContract, provider: Provider) { + this._forwarderContract = contractInstance; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, { + ...artifacts, + ...tokensArtifacts, + ...protocolArtifacts, + }); + } + public async marketSellOrdersWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + txData: TxDataPayable, + opts: { feePercentage?: BigNumber; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = ForwarderWrapper._createOptimizedOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZrxOrders(feeOrders); + const feePercentage = _.isUndefined(opts.feePercentage) ? constants.ZERO_AMOUNT : opts.feePercentage; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash = await this._forwarderContract.marketSellOrdersWithEth.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + feePercentage, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketBuyOrdersWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + makerAssetFillAmount: BigNumber, + txData: TxDataPayable, + opts: { feePercentage?: BigNumber; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = ForwarderWrapper._createOptimizedOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZrxOrders(feeOrders); + const feePercentage = _.isUndefined(opts.feePercentage) ? constants.ZERO_AMOUNT : opts.feePercentage; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash = await this._forwarderContract.marketBuyOrdersWithEth.sendTransactionAsync( + params.orders, + makerAssetFillAmount, + params.signatures, + feeParams.orders, + feeParams.signatures, + feePercentage, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async withdrawAssetAsync( + assetData: string, + amount: BigNumber, + txData: TxDataPayable, + ): Promise<TransactionReceiptWithDecodedLogs> { + const txHash = await this._forwarderContract.withdrawAsset.sendTransactionAsync(assetData, amount, txData); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } +} |