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Diffstat (limited to 'contracts/protocol/test/exchange/match_orders.ts')
| -rw-r--r-- | contracts/protocol/test/exchange/match_orders.ts | 1284 |
1 files changed, 0 insertions, 1284 deletions
diff --git a/contracts/protocol/test/exchange/match_orders.ts b/contracts/protocol/test/exchange/match_orders.ts deleted file mode 100644 index 8e943c237..000000000 --- a/contracts/protocol/test/exchange/match_orders.ts +++ /dev/null @@ -1,1284 +0,0 @@ -import { - chaiSetup, - constants, - ERC20BalancesByOwner, - ERC721TokenIdsByOwner, - expectTransactionFailedAsync, - OrderFactory, - provider, - txDefaults, - web3Wrapper, -} from '@0x/contracts-test-utils'; -import { - artifacts as tokensArtifacts, - DummyERC20TokenContract, - DummyERC721TokenContract, - ReentrantERC20TokenContract, -} from '@0x/contracts-tokens'; -import { BlockchainLifecycle } from '@0x/dev-utils'; -import { assetDataUtils } from '@0x/order-utils'; -import { RevertReason } from '@0x/types'; -import { BigNumber } from '@0x/utils'; -import { Web3Wrapper } from '@0x/web3-wrapper'; -import * as chai from 'chai'; -import * as _ from 'lodash'; - -import { ERC20ProxyContract } from '../../generated-wrappers/erc20_proxy'; -import { ERC721ProxyContract } from '../../generated-wrappers/erc721_proxy'; -import { ExchangeContract } from '../../generated-wrappers/exchange'; -import { TestExchangeInternalsContract } from '../../generated-wrappers/test_exchange_internals'; -import { artifacts } from '../../src/artifacts'; -import { ERC20Wrapper } from '../utils/erc20_wrapper'; -import { ERC721Wrapper } from '../utils/erc721_wrapper'; -import { ExchangeWrapper } from '../utils/exchange_wrapper'; -import { MatchOrderTester } from '../utils/match_order_tester'; - -const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); -chaiSetup.configure(); -const expect = chai.expect; - -describe('matchOrders', () => { - let makerAddressLeft: string; - let makerAddressRight: string; - let owner: string; - let takerAddress: string; - let feeRecipientAddressLeft: string; - let feeRecipientAddressRight: string; - - let erc20TokenA: DummyERC20TokenContract; - let erc20TokenB: DummyERC20TokenContract; - let zrxToken: DummyERC20TokenContract; - let erc721Token: DummyERC721TokenContract; - let reentrantErc20Token: ReentrantERC20TokenContract; - let exchange: ExchangeContract; - let erc20Proxy: ERC20ProxyContract; - let erc721Proxy: ERC721ProxyContract; - - let erc20BalancesByOwner: ERC20BalancesByOwner; - let erc721TokenIdsByOwner: ERC721TokenIdsByOwner; - let exchangeWrapper: ExchangeWrapper; - let erc20Wrapper: ERC20Wrapper; - let erc721Wrapper: ERC721Wrapper; - let orderFactoryLeft: OrderFactory; - let orderFactoryRight: OrderFactory; - - let erc721LeftMakerAssetIds: BigNumber[]; - let erc721RightMakerAssetIds: BigNumber[]; - - let defaultERC20MakerAssetAddress: string; - let defaultERC20TakerAssetAddress: string; - let defaultERC721AssetAddress: string; - - let matchOrderTester: MatchOrderTester; - - let testExchange: TestExchangeInternalsContract; - - before(async () => { - await blockchainLifecycle.startAsync(); - }); - after(async () => { - await blockchainLifecycle.revertAsync(); - }); - before(async () => { - // Create accounts - const accounts = await web3Wrapper.getAvailableAddressesAsync(); - // Hack(albrow): Both Prettier and TSLint insert a trailing comma below - // but that is invalid syntax as of TypeScript version >= 2.8. We don't - // have the right fine-grained configuration options in TSLint, - // Prettier, or TypeScript, to reconcile this, so we will just have to - // wait for them to sort it out. We disable TSLint and Prettier for - // this part of the code for now. This occurs several times in this - // file. See https://github.com/prettier/prettier/issues/4624. - // prettier-ignore - const usedAddresses = ([ - owner, - makerAddressLeft, - makerAddressRight, - takerAddress, - feeRecipientAddressLeft, - // tslint:disable-next-line:trailing-comma - feeRecipientAddressRight - ] = _.slice(accounts, 0, 6)); - // Create wrappers - erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); - erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); - // Deploy ERC20 token & ERC20 proxy - const numDummyErc20ToDeploy = 3; - [erc20TokenA, erc20TokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( - numDummyErc20ToDeploy, - constants.DUMMY_TOKEN_DECIMALS, - ); - erc20Proxy = await erc20Wrapper.deployProxyAsync(); - await erc20Wrapper.setBalancesAndAllowancesAsync(); - // Deploy ERC721 token and proxy - [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); - erc721Proxy = await erc721Wrapper.deployProxyAsync(); - await erc721Wrapper.setBalancesAndAllowancesAsync(); - const erc721Balances = await erc721Wrapper.getBalancesAsync(); - erc721LeftMakerAssetIds = erc721Balances[makerAddressLeft][erc721Token.address]; - erc721RightMakerAssetIds = erc721Balances[makerAddressRight][erc721Token.address]; - // Depoy exchange - exchange = await ExchangeContract.deployFrom0xArtifactAsync( - artifacts.Exchange, - provider, - txDefaults, - assetDataUtils.encodeERC20AssetData(zrxToken.address), - ); - exchangeWrapper = new ExchangeWrapper(exchange, provider); - await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); - await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); - // Authorize ERC20 and ERC721 trades by exchange - await web3Wrapper.awaitTransactionSuccessAsync( - await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { - from: owner, - }), - constants.AWAIT_TRANSACTION_MINED_MS, - ); - await web3Wrapper.awaitTransactionSuccessAsync( - await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { - from: owner, - }), - constants.AWAIT_TRANSACTION_MINED_MS, - ); - - reentrantErc20Token = await ReentrantERC20TokenContract.deployFrom0xArtifactAsync( - tokensArtifacts.ReentrantERC20Token, - provider, - txDefaults, - exchange.address, - ); - - // Set default addresses - defaultERC20MakerAssetAddress = erc20TokenA.address; - defaultERC20TakerAssetAddress = erc20TokenB.address; - defaultERC721AssetAddress = erc721Token.address; - // Create default order parameters - const defaultOrderParamsLeft = { - ...constants.STATIC_ORDER_PARAMS, - makerAddress: makerAddressLeft, - exchangeAddress: exchange.address, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - feeRecipientAddress: feeRecipientAddressLeft, - }; - const defaultOrderParamsRight = { - ...constants.STATIC_ORDER_PARAMS, - makerAddress: makerAddressRight, - exchangeAddress: exchange.address, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - feeRecipientAddress: feeRecipientAddressRight, - }; - const privateKeyLeft = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressLeft)]; - orderFactoryLeft = new OrderFactory(privateKeyLeft, defaultOrderParamsLeft); - const privateKeyRight = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddressRight)]; - orderFactoryRight = new OrderFactory(privateKeyRight, defaultOrderParamsRight); - // Set match order tester - matchOrderTester = new MatchOrderTester(exchangeWrapper, erc20Wrapper, erc721Wrapper, zrxToken.address); - testExchange = await TestExchangeInternalsContract.deployFrom0xArtifactAsync( - artifacts.TestExchangeInternals, - provider, - txDefaults, - ); - }); - beforeEach(async () => { - await blockchainLifecycle.startAsync(); - }); - afterEach(async () => { - await blockchainLifecycle.revertAsync(); - }); - describe('matchOrders', () => { - beforeEach(async () => { - erc20BalancesByOwner = await erc20Wrapper.getBalancesAsync(); - erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); - }); - - it('Should transfer correct amounts when right order is fully filled and values pass isRoundingErrorFloor but fail isRoundingErrorCeil', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(17), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(98), 0), - feeRecipientAddress: feeRecipientAddressLeft, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), - feeRecipientAddress: feeRecipientAddressRight, - }); - // Assert is rounding error ceil & not rounding error floor - // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults - // The rounding error is derived computating how much the left maker will sell. - const numerator = signedOrderLeft.makerAssetAmount; - const denominator = signedOrderLeft.takerAssetAmount; - const target = signedOrderRight.makerAssetAmount; - const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( - numerator, - denominator, - target, - ); - expect(isRoundingErrorCeil).to.be.true(); - const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( - numerator, - denominator, - target, - ); - expect(isRoundingErrorFloor).to.be.false(); - // Match signedOrderLeft with signedOrderRight - // Note that the left maker received a slightly better sell price. - // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. - // Because the left maker received a slightly more favorable sell price, the fee - // paid by the left taker is slightly higher than that paid by the left maker. - // Fees can be thought of as a tax paid by the seller, derived from the sale price. - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.4705882352941176'), 16), // 76.47% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('76.5306122448979591'), 16), // 76.53% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should transfer correct amounts when left order is fully filled and values pass isRoundingErrorCeil but fail isRoundingErrorFloor', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), - feeRecipientAddress: feeRecipientAddressLeft, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(14), 0), - feeRecipientAddress: feeRecipientAddressRight, - }); - // Assert is rounding error floor & not rounding error ceil - // These assertions are taken from MixinMatchOrders::calculateMatchedFillResults - // The rounding error is derived computating how much the right maker will buy. - const numerator = signedOrderRight.takerAssetAmount; - const denominator = signedOrderRight.makerAssetAmount; - const target = signedOrderLeft.takerAssetAmount; - const isRoundingErrorFloor = await testExchange.publicIsRoundingErrorFloor.callAsync( - numerator, - denominator, - target, - ); - expect(isRoundingErrorFloor).to.be.true(); - const isRoundingErrorCeil = await testExchange.publicIsRoundingErrorCeil.callAsync( - numerator, - denominator, - target, - ); - expect(isRoundingErrorCeil).to.be.false(); - // Match signedOrderLeft with signedOrderRight - // Note that the right maker received a slightly better purchase price. - // This is intentional; see note in MixinMatchOrders.calculateMatchedFillResults. - // Because the right maker received a slightly more favorable buy price, the fee - // paid by the right taker is slightly higher than that paid by the right maker. - // Fees can be thought of as a tax paid by the seller, derived from the sale price. - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(15), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.7835051546391752'), 16), // 92.78% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('92.8571428571428571'), 16), // 92.85% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should give right maker a better buy price when rounding', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), - feeRecipientAddress: feeRecipientAddressLeft, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), - feeRecipientAddress: feeRecipientAddressRight, - }); - // Note: - // The correct price buy price for the right maker would yield (49/83) * 22 = 12.988 units - // of the left maker asset. This gets rounded up to 13, giving the right maker a better price. - // Note: - // The maker/taker fee percentage paid on the right order differs because - // they received different sale prices. The right maker pays a - // fee slightly lower than the right taker. - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5060240963855421'), 16), // 26.506% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('26.5306122448979591'), 16), // 26.531% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should give left maker a better sell price when rounding', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), - feeRecipientAddress: feeRecipientAddressLeft, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - feeRecipientAddress: feeRecipientAddressRight, - }); - // Note: - // The maker/taker fee percentage paid on the left order differs because - // they received different sale prices. The left maker pays a fee - // slightly lower than the left taker. - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.6666666666666666'), 16), // 91.6% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber('91.7525773195876288'), 16), // 91.75% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should give right maker and right taker a favorable fee price when rounding', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), - feeRecipientAddress: feeRecipientAddressLeft, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(83), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(49), 0), - feeRecipientAddress: feeRecipientAddressRight, - makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), - }); - // Note: - // The maker/taker fee percentage paid on the right order differs because - // they received different sale prices. The right maker pays a - // fee slightly lower than the right taker. - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(16), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(22), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(13), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2650), 0), // 2650.6 rounded down tro 2650 - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(2653), 0), // 2653.1 rounded down to 2653 - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should give left maker and left taker a favorable fee price when rounding', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(12), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(97), 0), - feeRecipientAddress: feeRecipientAddressLeft, - makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), - takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - feeRecipientAddress: feeRecipientAddressRight, - }); - // Note: - // The maker/taker fee percentage paid on the left order differs because - // they received different sale prices. The left maker pays a - // fee slightly lower than the left taker. - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(11), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(9166), 0), // 9166.6 rounded down to 9166 - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(89), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(9175), 0), // 9175.2 rounded down to 9175 - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should transfer correct amounts when right order fill amount deviates from amount derived by `Exchange.fillOrder`', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAddress: makerAddressLeft, - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), - feeRecipientAddress: feeRecipientAddressLeft, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2126), 0), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1063), 0), - feeRecipientAddress: feeRecipientAddressRight, - }); - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1000), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - // Notes: - // i. - // The left order is fully filled by the right order, so the right maker must sell 1005 units of their asset to the left maker. - // By selling 1005 units, the right maker should theoretically receive 502.5 units of the left maker's asset. - // Since the transfer amount must be an integer, this value must be rounded down to 502 or up to 503. - // ii. - // If the right order were filled via `Exchange.fillOrder` the respective fill amounts would be [1004, 502] or [1006, 503]. - // It follows that we cannot trigger a sale of 1005 units of the right maker's asset through `Exchange.fillOrder`. - // iii. - // For an optimal match, the algorithm must choose either [1005, 502] or [1005, 503] as fill amounts for the right order. - // The algorithm favors the right maker when the exchange rate must be rounded, so the final fill for the right order is [1005, 503]. - // iv. - // The right maker fee differs from the right taker fee because their exchange rate differs. - // The right maker always receives the better exchange and fee price. - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1005), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(503), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.2718720602069614'), 16), // 47.27% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(497), 0), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('47.3189087488240827'), 16), // 47.31% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - const reentrancyTest = (functionNames: string[]) => { - _.forEach(functionNames, async (functionName: string, functionId: number) => { - const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`; - it(description, async () => { - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAddress: makerAddressRight, - takerAssetData: assetDataUtils.encodeERC20AssetData(reentrantErc20Token.address), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress: feeRecipientAddressRight, - }); - await web3Wrapper.awaitTransactionSuccessAsync( - await reentrantErc20Token.setCurrentFunction.sendTransactionAsync(functionId), - constants.AWAIT_TRANSACTION_MINED_MS, - ); - await expectTransactionFailedAsync( - exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), - RevertReason.TransferFailed, - ); - }); - }); - }; - describe('matchOrders reentrancy tests', () => reentrancyTest(constants.FUNCTIONS_WITH_MUTEX)); - - it('should transfer the correct amounts when orders completely fill each other', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match signedOrderLeft with signedOrderRight - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - }); - // Match signedOrderLeft with signedOrderRight - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts when left order is completely filled and right order is partially filled', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), - }); - // Match signedOrderLeft with signedOrderRight - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 16), // 50% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match signedOrderLeft with signedOrderRight - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - let newERC20BalancesByOwner: ERC20BalancesByOwner; - let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 16), // 10% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - // prettier-ignore - [ - newERC20BalancesByOwner, - // tslint:disable-next-line:trailing-comma - newERC721TokenIdsByOwner - ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - // Construct second right order - // Note: This order needs makerAssetAmount=90/takerAssetAmount=[anything <= 45] to fully fill the right order. - // However, we use 100/50 to ensure a partial fill as we want to go down the "left fill" - // branch in the contract twice for this test. - const signedOrderRight2 = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - }); - // Match signedOrderLeft with signedOrderRight2 - const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount; - const rightTakerAssetFilledAmount = new BigNumber(0); - const expectedTransferAmounts2 = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(45), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% (10% paid earlier) - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(90), 16), // 90% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight2, - takerAddress, - newERC20BalancesByOwner, - newERC721TokenIdsByOwner, - expectedTransferAmounts2, - leftTakerAssetFilledAmount, - rightTakerAssetFilledAmount, - ); - }); - - it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - }); - // Match orders - let newERC20BalancesByOwner: ERC20BalancesByOwner; - let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 16), // 4% - }; - // prettier-ignore - [ - newERC20BalancesByOwner, - // tslint:disable-next-line:trailing-comma - newERC721TokenIdsByOwner - ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - - // Create second left order - // Note: This order needs makerAssetAmount=96/takerAssetAmount=48 to fully fill the right order. - // However, we use 100/50 to ensure a partial fill as we want to go down the "right fill" - // branch in the contract twice for this test. - const signedOrderLeft2 = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), 18), - }); - // Match signedOrderLeft2 with signedOrderRight - const leftTakerAssetFilledAmount = new BigNumber(0); - const takerAmountReceived = newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress].minus( - erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], - ); - const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived); - const expectedTransferAmounts2 = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(48), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(96), 16), // 96% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft2, - signedOrderRight, - takerAddress, - newERC20BalancesByOwner, - newERC721TokenIdsByOwner, - expectedTransferAmounts2, - leftTakerAssetFilledAmount, - rightTakerAssetFilledAmount, - ); - }); - - it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => { - const feeRecipientAddress = feeRecipientAddressLeft; - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feeRecipientAddress, - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feeRecipientAddress, - }); - // Match orders - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts if taker is also the left order maker', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - takerAddress = signedOrderLeft.makerAddress; - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts if taker is also the right order maker', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - takerAddress = signedOrderRight.makerAddress; - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts if taker is also the left fee recipient', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - takerAddress = feeRecipientAddressLeft; - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts if taker is also the right fee recipient', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - takerAddress = feeRecipientAddressRight; - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer the correct amounts if left maker is the left fee recipient and right maker is the right fee recipient', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('Should throw if left order is not fillable', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Cancel left order - await exchangeWrapper.cancelOrderAsync(signedOrderLeft, signedOrderLeft.makerAddress); - // Match orders - return expectTransactionFailedAsync( - exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), - RevertReason.OrderUnfillable, - ); - }); - - it('Should throw if right order is not fillable', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Cancel right order - await exchangeWrapper.cancelOrderAsync(signedOrderRight, signedOrderRight.makerAddress); - // Match orders - return expectTransactionFailedAsync( - exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), - RevertReason.OrderUnfillable, - ); - }); - - it('should throw if there is not a positive spread', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), 18), - }); - // Match orders - return expectTransactionFailedAsync( - exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), - RevertReason.NegativeSpreadRequired, - ); - }); - - it('should throw if the left maker asset is not equal to the right taker asset ', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - return expectTransactionFailedAsync( - exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), - // We are assuming assetData fields of the right order are the - // reverse of the left order, rather than checking equality. This - // saves a bunch of gas, but as a result if the assetData fields are - // off then the failure ends up happening at signature validation - RevertReason.InvalidOrderSignature, - ); - }); - - it('should throw if the right maker asset is not equal to the left taker asset', async () => { - // Create orders to match - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - }); - // Match orders - return expectTransactionFailedAsync( - exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress), - RevertReason.InvalidOrderSignature, - ); - }); - - it('should transfer correct amounts when left order maker asset is an ERC721 token', async () => { - // Create orders to match - const erc721TokenToTransfer = erc721LeftMakerAssetIds[0]; - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), - makerAssetAmount: new BigNumber(1), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: new BigNumber(1), - }); - // Match orders - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 50% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - - it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => { - // Create orders to match - const erc721TokenToTransfer = erc721RightMakerAssetIds[0]; - const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ - takerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), - makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - takerAssetAmount: new BigNumber(1), - }); - const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ - makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), - makerAssetAmount: new BigNumber(1), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), - }); - // Match orders - const expectedTransferAmounts = { - // Left Maker - amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), - amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Right Maker - amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), 0), - amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), - feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - // Taker - amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), - feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% - }; - await matchOrderTester.matchOrdersAndAssertEffectsAsync( - signedOrderLeft, - signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, - expectedTransferAmounts, - ); - }); - }); -}); // tslint:disable-line:max-file-line-count |