diff options
Diffstat (limited to 'packages/contract-wrappers/test/order_validation_test.ts')
| -rw-r--r-- | packages/contract-wrappers/test/order_validation_test.ts | 539 |
1 files changed, 0 insertions, 539 deletions
diff --git a/packages/contract-wrappers/test/order_validation_test.ts b/packages/contract-wrappers/test/order_validation_test.ts deleted file mode 100644 index 2afea2d5f..000000000 --- a/packages/contract-wrappers/test/order_validation_test.ts +++ /dev/null @@ -1,539 +0,0 @@ -import { BlockchainLifecycle } from '@0xproject/dev-utils'; -import { FillScenarios } from '@0xproject/fill-scenarios'; -import { OrderError } from '@0xproject/order-utils'; -import { BlockParamLiteral } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; -import * as chai from 'chai'; -import * as Sinon from 'sinon'; - -import { ContractWrappers, ExchangeContractErrs, SignedOrder, Token } from '../src'; -import { BalanceAndProxyAllowanceLazyStore } from '../src/stores/balance_proxy_allowance_lazy_store'; -import { TradeSide, TransferType } from '../src/types'; -import { ExchangeTransferSimulator } from '../src/utils/exchange_transfer_simulator'; -import { OrderValidationUtils } from '../src/utils/order_validation_utils'; - -import { chaiSetup } from './utils/chai_setup'; -import { constants } from './utils/constants'; -import { TokenUtils } from './utils/token_utils'; -import { provider, web3Wrapper } from './utils/web3_wrapper'; - -chaiSetup.configure(); -const expect = chai.expect; -const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); - -describe('OrderValidation', () => { - let contractWrappers: ContractWrappers; - let userAddresses: string[]; - let tokens: Token[]; - let tokenUtils: TokenUtils; - let exchangeContractAddress: string; - let zrxTokenAddress: string; - let fillScenarios: FillScenarios; - let makerTokenAddress: string; - let takerTokenAddress: string; - let coinbase: string; - let makerAddress: string; - let takerAddress: string; - let feeRecipient: string; - const fillableAmount = new BigNumber(5); - const fillTakerAmount = new BigNumber(5); - const config = { - networkId: constants.TESTRPC_NETWORK_ID, - }; - before(async () => { - contractWrappers = new ContractWrappers(provider, config); - exchangeContractAddress = contractWrappers.exchange.getContractAddress(); - userAddresses = await web3Wrapper.getAvailableAddressesAsync(); - [coinbase, makerAddress, takerAddress, feeRecipient] = userAddresses; - tokens = await contractWrappers.tokenRegistry.getTokensAsync(); - tokenUtils = new TokenUtils(tokens); - zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; - fillScenarios = new FillScenarios(provider, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); - const [makerToken, takerToken] = tokenUtils.getDummyTokens(); - makerTokenAddress = makerToken.address; - takerTokenAddress = takerToken.address; - }); - beforeEach(async () => { - await blockchainLifecycle.startAsync(); - }); - afterEach(async () => { - await blockchainLifecycle.revertAsync(); - }); - describe('validateOrderFillableOrThrowAsync', () => { - it('should succeed if the order is fillable', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder); - }); - it('should succeed if the maker is buying ZRX and has no ZRX balance', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - zrxTokenAddress, - makerFee, - takerFee, - makerAddress, - takerAddress, - fillableAmount, - feeRecipient, - ); - const zrxMakerBalance = await contractWrappers.token.getBalanceAsync(zrxTokenAddress, makerAddress); - await contractWrappers.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance); - await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder); - }); - it('should succeed if the maker is buying ZRX and has no ZRX balance and there is no specified taker', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - zrxTokenAddress, - makerFee, - takerFee, - makerAddress, - constants.NULL_ADDRESS, - fillableAmount, - feeRecipient, - ); - const zrxMakerBalance = await contractWrappers.token.getBalanceAsync(zrxTokenAddress, makerAddress); - await contractWrappers.token.transferAsync(zrxTokenAddress, makerAddress, takerAddress, zrxMakerBalance); - await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder); - }); - it('should succeed if the order is asymmetric and fillable', async () => { - const makerFillableAmount = fillableAmount; - // tslint:disable-next-line:custom-no-magic-numbers - const takerFillableAmount = fillableAmount.minus(4); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - makerFillableAmount, - takerFillableAmount, - ); - await contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder); - }); - it('should throw when the order is fully filled or cancelled', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect(contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( - ExchangeContractErrs.OrderRemainingFillAmountZero, - ); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - expirationInPast, - ); - return expect(contractWrappers.exchange.validateOrderFillableOrThrowAsync(signedOrder)).to.be.rejectedWith( - ExchangeContractErrs.OrderFillExpired, - ); - }); - }); - describe('validateFillOrderAndThrowIfInvalidAsync', () => { - it('should throw when the fill amount is zero', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - const zeroFillAmount = new BigNumber(0); - return expect( - contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - zeroFillAmount, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.OrderFillAmountZero); - }); - it('should throw when the signature is invalid', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - // 27 <--> 28 - // tslint:disable-next-line:custom-no-magic-numbers - signedOrder.ecSignature.v = 28 - signedOrder.ecSignature.v + 27; - return expect( - contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - fillableAmount, - takerAddress, - ), - ).to.be.rejectedWith(OrderError.InvalidSignature); - }); - it('should throw when the order is fully filled or cancelled', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect( - contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - fillableAmount, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.OrderRemainingFillAmountZero); - }); - it('should throw when sender is not a taker', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - // tslint:disable-next-line:custom-no-magic-numbers - const nonTakerAddress = userAddresses[6]; - return expect( - contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - fillTakerAmount, - nonTakerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.TransactionSenderIsNotFillOrderTaker); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - expirationInPast, - ); - return expect( - contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - fillTakerAmount, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.OrderFillExpired); - }); - it('should throw when there a rounding error would have occurred', async () => { - const makerAmount = new BigNumber(3); - const takerAmount = new BigNumber(5); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - makerAmount, - takerAmount, - ); - const fillTakerAmountThatCausesRoundingError = new BigNumber(3); - return expect( - contractWrappers.exchange.validateFillOrderThrowIfInvalidAsync( - signedOrder, - fillTakerAmountThatCausesRoundingError, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.OrderFillRoundingError); - }); - }); - describe('#validateFillOrKillOrderAndThrowIfInvalidAsync', () => { - it('should throw if remaining fillAmount is less then the desired fillAmount', async () => { - const signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - const tooLargeFillAmount = new BigNumber(7); - const fillAmountDifference = tooLargeFillAmount.minus(fillableAmount); - await contractWrappers.token.transferAsync(takerTokenAddress, coinbase, takerAddress, fillAmountDifference); - await contractWrappers.token.setProxyAllowanceAsync(takerTokenAddress, takerAddress, tooLargeFillAmount); - await contractWrappers.token.transferAsync(makerTokenAddress, coinbase, makerAddress, fillAmountDifference); - await contractWrappers.token.setProxyAllowanceAsync(makerTokenAddress, makerAddress, tooLargeFillAmount); - - return expect( - contractWrappers.exchange.validateFillOrKillOrderThrowIfInvalidAsync( - signedOrder, - tooLargeFillAmount, - takerAddress, - ), - ).to.be.rejectedWith(ExchangeContractErrs.InsufficientRemainingFillAmount); - }); - }); - describe('validateCancelOrderAndThrowIfInvalidAsync', () => { - let signedOrder: SignedOrder; - const cancelAmount = new BigNumber(3); - beforeEach(async () => { - [coinbase, makerAddress, takerAddress] = userAddresses; - const [makerToken, takerToken] = tokenUtils.getDummyTokens(); - makerTokenAddress = makerToken.address; - takerTokenAddress = takerToken.address; - signedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - ); - }); - it('should throw when cancel amount is zero', async () => { - const zeroCancelAmount = new BigNumber(0); - return expect( - contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, zeroCancelAmount), - ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelAmountZero); - }); - it('should throw when order is expired', async () => { - const expirationInPast = new BigNumber(1496826058); // 7th Jun 2017 - const expiredSignedOrder = await fillScenarios.createFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - fillableAmount, - expirationInPast, - ); - return expect( - contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(expiredSignedOrder, cancelAmount), - ).to.be.rejectedWith(ExchangeContractErrs.OrderCancelExpired); - }); - it('should throw when order is already cancelled or filled', async () => { - await contractWrappers.exchange.cancelOrderAsync(signedOrder, fillableAmount); - return expect( - contractWrappers.exchange.validateCancelOrderThrowIfInvalidAsync(signedOrder, fillableAmount), - ).to.be.rejectedWith(ExchangeContractErrs.OrderAlreadyCancelledOrFilled); - }); - }); - describe('#validateFillOrderBalancesAllowancesThrowIfInvalidAsync', () => { - let exchangeTransferSimulator: ExchangeTransferSimulator; - let transferFromAsync: Sinon.SinonSpy; - const bigNumberMatch = (expected: BigNumber) => { - return Sinon.match((value: BigNumber) => value.eq(expected)); - }; - beforeEach('create exchangeTransferSimulator', async () => { - const balanceAndProxyAllowanceLazyStore = new BalanceAndProxyAllowanceLazyStore( - contractWrappers.token, - BlockParamLiteral.Latest, - ); - exchangeTransferSimulator = new ExchangeTransferSimulator(balanceAndProxyAllowanceLazyStore); - transferFromAsync = Sinon.spy(); - exchangeTransferSimulator.transferFromAsync = transferFromAsync as any; - }); - it('should call exchangeTransferSimulator.transferFrom in a correct order', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - takerTokenAddress, - makerFee, - takerFee, - makerAddress, - takerAddress, - fillableAmount, - feeRecipient, - ); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - fillableAmount, - takerAddress, - zrxTokenAddress, - ); - // tslint:disable-next-line:custom-no-magic-numbers - expect(transferFromAsync.callCount).to.be.equal(4); - expect( - transferFromAsync - .getCall(0) - .calledWith( - makerTokenAddress, - makerAddress, - takerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Maker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(1) - .calledWith( - takerTokenAddress, - takerAddress, - makerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Taker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(2) - .calledWith( - zrxTokenAddress, - makerAddress, - feeRecipient, - bigNumberMatch(makerFee), - TradeSide.Maker, - TransferType.Fee, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(3) - .calledWith( - zrxTokenAddress, - takerAddress, - feeRecipient, - bigNumberMatch(takerFee), - TradeSide.Taker, - TransferType.Fee, - ), - ).to.be.true(); - }); - it('should call exchangeTransferSimulator.transferFrom with correct values for an open order', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(2); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - takerTokenAddress, - makerFee, - takerFee, - makerAddress, - constants.NULL_ADDRESS, - fillableAmount, - feeRecipient, - ); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - fillableAmount, - takerAddress, - zrxTokenAddress, - ); - // tslint:disable-next-line:custom-no-magic-numbers - expect(transferFromAsync.callCount).to.be.equal(4); - expect( - transferFromAsync - .getCall(0) - .calledWith( - makerTokenAddress, - makerAddress, - takerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Maker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(1) - .calledWith( - takerTokenAddress, - takerAddress, - makerAddress, - bigNumberMatch(fillableAmount), - TradeSide.Taker, - TransferType.Trade, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(2) - .calledWith( - zrxTokenAddress, - makerAddress, - feeRecipient, - bigNumberMatch(makerFee), - TradeSide.Maker, - TransferType.Fee, - ), - ).to.be.true(); - expect( - transferFromAsync - .getCall(3) - .calledWith( - zrxTokenAddress, - takerAddress, - feeRecipient, - bigNumberMatch(takerFee), - TradeSide.Taker, - TransferType.Fee, - ), - ).to.be.true(); - }); - it('should correctly round the fillMakerTokenAmount', async () => { - const makerTokenAmount = new BigNumber(3); - const takerTokenAmount = new BigNumber(1); - const signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( - makerTokenAddress, - takerTokenAddress, - makerAddress, - takerAddress, - makerTokenAmount, - takerTokenAmount, - ); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - takerTokenAmount, - takerAddress, - zrxTokenAddress, - ); - // tslint:disable-next-line:custom-no-magic-numbers - expect(transferFromAsync.callCount).to.be.equal(4); - const makerFillAmount = transferFromAsync.getCall(0).args[3]; - expect(makerFillAmount).to.be.bignumber.equal(makerTokenAmount); - }); - it('should correctly round the makerFeeAmount', async () => { - const makerFee = new BigNumber(2); - const takerFee = new BigNumber(4); - const signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( - makerTokenAddress, - takerTokenAddress, - makerFee, - takerFee, - makerAddress, - takerAddress, - fillableAmount, - constants.NULL_ADDRESS, - ); - const fillTakerTokenAmount = fillableAmount.div(2).round(0); - await OrderValidationUtils.validateFillOrderBalancesAllowancesThrowIfInvalidAsync( - exchangeTransferSimulator, - signedOrder, - fillTakerTokenAmount, - takerAddress, - zrxTokenAddress, - ); - const makerPartialFee = makerFee.div(2); - const takerPartialFee = takerFee.div(2); - // tslint:disable-next-line:custom-no-magic-numbers - expect(transferFromAsync.callCount).to.be.equal(4); - const partialMakerFee = transferFromAsync.getCall(2).args[3]; - expect(partialMakerFee).to.be.bignumber.equal(makerPartialFee); - const partialTakerFee = transferFromAsync.getCall(3).args[3]; - expect(partialTakerFee).to.be.bignumber.equal(takerPartialFee); - }); - }); -}); // tslint:disable-line:max-file-line-count |