diff options
Diffstat (limited to 'packages')
| -rw-r--r-- | packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol | 107 | ||||
| -rw-r--r-- | packages/contracts/test/exchange/match_orders.ts | 503 | ||||
| -rw-r--r-- | packages/contracts/test/utils/match_order_tester.ts | 500 | ||||
| -rw-r--r-- | packages/contracts/test/utils/types.ts | 15 |
4 files changed, 848 insertions, 277 deletions
diff --git a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol index 25220a673..4b8360c23 100644 --- a/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol +++ b/packages/contracts/src/2.0.0/protocol/Exchange/MixinMatchOrders.sol @@ -109,7 +109,7 @@ contract MixinMatchOrders is rightOrderInfo.orderTakerAssetFilledAmount, matchedFillResults.right ); - + // Settle matched orders. Succeeds or throws. settleMatchedOrders( leftOrder, @@ -165,62 +165,85 @@ contract MixinMatchOrders is pure returns (LibFillResults.MatchedFillResults memory matchedFillResults) { - // We settle orders at the exchange rate of the right order. - // The amount saved by the left maker goes to the taker. - // Either the left or right order will be fully filled; possibly both. - // The left order is fully filled iff the right order can sell more than left can buy. - // That is: the amount required to fill the left order is less than or equal to - // the amount we can spend from the right order: - // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightMakerToTakerRatio> - // <leftTakerAssetAmountRemaining> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> / <rightOrder.takerAssetAmount> - // <leftTakerAssetAmountRemaining> * <rightOrder.takerAssetAmount> <= <rightTakerAssetAmountRemaining> * <rightOrder.makerAssetAmount> + // Derive maker asset amounts for left & right orders, given store taker assert amounts uint256 leftTakerAssetAmountRemaining = safeSub(leftOrder.takerAssetAmount, leftOrderTakerAssetFilledAmount); + uint256 leftMakerAssetAmountRemaining = getPartialAmountFloor( + leftOrder.makerAssetAmount, + leftOrder.takerAssetAmount, + leftTakerAssetAmountRemaining + ); uint256 rightTakerAssetAmountRemaining = safeSub(rightOrder.takerAssetAmount, rightOrderTakerAssetFilledAmount); - uint256 leftTakerAssetFilledAmount; - uint256 rightTakerAssetFilledAmount; - if ( - safeMul(leftTakerAssetAmountRemaining, rightOrder.takerAssetAmount) <= - safeMul(rightTakerAssetAmountRemaining, rightOrder.makerAssetAmount) - ) { - // Left order will be fully filled: maximally fill left - leftTakerAssetFilledAmount = leftTakerAssetAmountRemaining; + uint256 rightMakerAssetAmountRemaining = getPartialAmountFloor( + rightOrder.makerAssetAmount, + rightOrder.takerAssetAmount, + rightTakerAssetAmountRemaining + ); - // The right order receives an amount proportional to how much was spent. - rightTakerAssetFilledAmount = getPartialAmountFloor( - rightOrder.takerAssetAmount, - rightOrder.makerAssetAmount, - leftTakerAssetFilledAmount + // Calculate fill results for maker and taker assets: at least one order will be fully filled. + // The maximum amount the left maker can buy is `leftTakerAssetAmountRemaining` + // The maximum amount the right maker can sell is `rightMakerAssetAmountRemaining` + // We have two distinct cases for calculating the fill results: + // Case 1. + // If the left maker can buy more than the right maker can sell, then only the right order is fully filled. + // If the left maker can buy exactly what the right maker can sell, then both orders are fully filled. + // Case 2. + // If the left maker cannot buy more than the right maker can sell, then only the left order is fully filled. + if (leftTakerAssetAmountRemaining >= rightMakerAssetAmountRemaining) { + // Case 1: Right order is fully filled + matchedFillResults.right.makerAssetFilledAmount = rightMakerAssetAmountRemaining; + matchedFillResults.right.takerAssetFilledAmount = rightTakerAssetAmountRemaining; + matchedFillResults.left.takerAssetFilledAmount = matchedFillResults.right.makerAssetFilledAmount; + // Round down to ensure the maker's exchange rate does not exceed the price specified by the order. + // We favor the maker when the exchange rate must be rounded. + matchedFillResults.left.makerAssetFilledAmount = getPartialAmountFloor( + leftOrder.makerAssetAmount, + leftOrder.takerAssetAmount, + matchedFillResults.left.takerAssetFilledAmount ); } else { - // Right order will be fully filled: maximally fill right - rightTakerAssetFilledAmount = rightTakerAssetAmountRemaining; - - // The left order receives an amount proportional to how much was spent. - leftTakerAssetFilledAmount = getPartialAmountFloor( - rightOrder.makerAssetAmount, + // Case 2: Left order is fully filled + matchedFillResults.left.makerAssetFilledAmount = leftMakerAssetAmountRemaining; + matchedFillResults.left.takerAssetFilledAmount = leftTakerAssetAmountRemaining; + matchedFillResults.right.makerAssetFilledAmount = matchedFillResults.left.takerAssetFilledAmount; + // Round up to ensure the maker's exchange rate does not exceed the price specified by the order. + // We favor the maker when the exchange rate must be rounded. + matchedFillResults.right.takerAssetFilledAmount = getPartialAmountCeil( rightOrder.takerAssetAmount, - rightTakerAssetFilledAmount + rightOrder.makerAssetAmount, + matchedFillResults.right.makerAssetFilledAmount ); } - // Calculate fill results for left order - matchedFillResults.left = calculateFillResults( - leftOrder, - leftTakerAssetFilledAmount - ); - - // Calculate fill results for right order - matchedFillResults.right = calculateFillResults( - rightOrder, - rightTakerAssetFilledAmount - ); - // Calculate amount given to taker matchedFillResults.leftMakerAssetSpreadAmount = safeSub( matchedFillResults.left.makerAssetFilledAmount, matchedFillResults.right.takerAssetFilledAmount ); + // Compute fees for left order + matchedFillResults.left.makerFeePaid = getPartialAmountFloor( + matchedFillResults.left.makerAssetFilledAmount, + leftOrder.makerAssetAmount, + leftOrder.makerFee + ); + matchedFillResults.left.takerFeePaid = getPartialAmountFloor( + matchedFillResults.left.takerAssetFilledAmount, + leftOrder.takerAssetAmount, + leftOrder.takerFee + ); + + // Compute fees for right order + matchedFillResults.right.makerFeePaid = getPartialAmountFloor( + matchedFillResults.right.makerAssetFilledAmount, + rightOrder.makerAssetAmount, + rightOrder.makerFee + ); + matchedFillResults.right.takerFeePaid = getPartialAmountFloor( + matchedFillResults.right.takerAssetFilledAmount, + rightOrder.takerAssetAmount, + rightOrder.takerFee + ); + // Return fill results return matchedFillResults; } diff --git a/packages/contracts/test/exchange/match_orders.ts b/packages/contracts/test/exchange/match_orders.ts index 8cd873a85..8732e20ba 100644 --- a/packages/contracts/test/exchange/match_orders.ts +++ b/packages/contracts/test/exchange/match_orders.ts @@ -3,7 +3,6 @@ import { assetDataUtils } from '@0xproject/order-utils'; import { RevertReason } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; -import * as chai from 'chai'; import * as _ from 'lodash'; import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_erc20_token'; @@ -14,18 +13,15 @@ import { ExchangeContract } from '../../generated_contract_wrappers/exchange'; import { ReentrantERC20TokenContract } from '../../generated_contract_wrappers/reentrant_erc20_token'; import { artifacts } from '../utils/artifacts'; import { expectTransactionFailedAsync } from '../utils/assertions'; -import { chaiSetup } from '../utils/chai_setup'; import { constants } from '../utils/constants'; 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'; import { OrderFactory } from '../utils/order_factory'; -import { ERC20BalancesByOwner, ERC721TokenIdsByOwner, OrderInfo, OrderStatus } from '../utils/types'; +import { ERC20BalancesByOwner, ERC721TokenIdsByOwner } from '../utils/types'; import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; -chaiSetup.configure(); -const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('matchOrders', () => { @@ -177,6 +173,144 @@ describe('matchOrders', () => { erc721TokenIdsByOwner = await erc721Wrapper.getBalancesAsync(); }); + it('Should give right maker a better price when correct price is not integral', async () => { + // Create orders to match + const signedOrderLeft = await orderFactoryLeft.newSignedOrderAsync({ + makerAddress: makerAddressLeft, + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2000), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10000), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3000), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // Note: + // The maker/taker fee percentage paid on the right order differs because + // they received different sale prices. Similarly, the right maker pays a + // slightly higher lower than the right taker. + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2000), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + amountSoldByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1001), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(301), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10.01), 16), // 10.01% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(1699), 0), + feePaidByTakerLeft: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + feePaidByTakerRight: Web3Wrapper.toBaseUnitAmount(new BigNumber('10.0333333333333333'), 16), // 10.03% + }; + // Match signedOrderLeft with signedOrderRight + await matchOrderTester.matchOrdersAndAssertEffectsAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + erc20BalancesByOwner, + erc721TokenIdsByOwner, + expectedTransferAmounts, + ); + }); + + it('Should give left maker a better price when correct price is not integral', 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. + 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 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(10), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feeRecipientAddress: feeRecipientAddressLeft, + }); + const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ + makerAddress: makerAddressRight, + makerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20TakerAssetAddress), + takerAssetData: assetDataUtils.encodeERC20AssetData(defaultERC20MakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 0), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), + feeRecipientAddress: feeRecipientAddressRight, + }); + // TODO: These values will change after implementation of rounding up has been merged + const expectedTransferAmounts = { + // Left Maker + amountSoldByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 0), + amountBoughtByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), 0), + feePaidByLeftMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 16), // 100% + // Right Maker + // Note: + // For order [4,2] valid fill amounts through `Exchange.fillOrder` would be [2, 1] or [4, 2] + // In this case we have fill amounts of [3, 1] which is attainable through + // `Exchange.matchOrders` but not `Exchange.fillOrder` + // Note: + // 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(3), 0), + amountBoughtByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 0), + feePaidByRightMaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(75), 16), // 75% + // Taker + amountReceivedByTaker: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 0), + 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, + ); + }); + const reentrancyTest = (functionNames: string[]) => { _.forEach(functionNames, async (functionName: string, functionId: number) => { const description = `should not allow matchOrders to reenter the Exchange contract via ${functionName}`; @@ -217,19 +351,28 @@ describe('matchOrders', () => { takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match signedOrderLeft with signedOrderRight - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); it('should transfer the correct amounts when orders completely fill each other and taker doesnt take a profit', async () => { @@ -242,32 +385,29 @@ describe('matchOrders', () => { makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(5), 18), }); - // Store original taker balance - const takerInitialBalances = _.cloneDeep(erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress]); // Match signedOrderLeft with signedOrderRight - let newERC20BalancesByOwner: ERC20BalancesByOwner; - let newERC721TokenIdsByOwner: ERC721TokenIdsByOwner; - // prettier-ignore - [ - newERC20BalancesByOwner, - // tslint:disable-next-line:trailing-comma - newERC721TokenIdsByOwner - ] = await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, - ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify taker did not take a profit - expect(takerInitialBalances).to.be.deep.equal( - newERC20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], + expectedTransferAmounts, ); }); @@ -281,20 +421,30 @@ describe('matchOrders', () => { makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(20), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), 18), }); - // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + // 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, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was partially filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); }); it('should transfer the correct amounts when right order is completely filled and left order is partially filled', async () => { @@ -307,20 +457,30 @@ describe('matchOrders', () => { makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); - // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + // 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, ); - // Verify left order was partially filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); it('should transfer the correct amounts when consecutive calls are used to completely fill the left order', async () => { @@ -336,24 +496,33 @@ describe('matchOrders', () => { // 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.matchOrdersAndVerifyBalancesAsync( + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was partially filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); // 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" @@ -365,21 +534,30 @@ describe('matchOrders', () => { // Match signedOrderLeft with signedOrderRight2 const leftTakerAssetFilledAmount = signedOrderRight.makerAssetAmount; const rightTakerAssetFilledAmount = new BigNumber(0); - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, - erc721TokenIdsByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, leftTakerAssetFilledAmount, rightTakerAssetFilledAmount, ); - // Verify left order was fully filled - const leftOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify second right order was partially filled - const rightOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight2); - expect(rightOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); }); it('should transfer the correct amounts when consecutive calls are used to completely fill the right order', async () => { @@ -396,24 +574,34 @@ describe('matchOrders', () => { // 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.matchOrdersAndVerifyBalancesAsync( + ] = await matchOrderTester.matchOrdersAndAssertEffectsAsync( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, + expectedTransferAmounts, ); - // Verify left order was partially filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); + // 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" @@ -428,21 +616,30 @@ describe('matchOrders', () => { erc20BalancesByOwner[takerAddress][defaultERC20MakerAssetAddress], ); const rightTakerAssetFilledAmount = signedOrderLeft.makerAssetAmount.minus(takerAmountReceived); - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, - erc721TokenIdsByOwner, + newERC721TokenIdsByOwner, + expectedTransferAmounts2, leftTakerAssetFilledAmount, rightTakerAssetFilledAmount, ); - // Verify second left order was partially filled - const leftOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft2); - expect(leftOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FILLABLE); - // Verify right order was fully filled - const rightOrderInfo2: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo2.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); it('should transfer the correct amounts if fee recipient is the same across both matched orders', async () => { @@ -458,12 +655,27 @@ describe('matchOrders', () => { feeRecipientAddress, }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); }); @@ -479,12 +691,27 @@ describe('matchOrders', () => { }); // Match orders takerAddress = signedOrderLeft.makerAddress; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); }); @@ -500,12 +727,27 @@ describe('matchOrders', () => { }); // Match orders takerAddress = signedOrderRight.makerAddress; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); }); @@ -521,12 +763,27 @@ describe('matchOrders', () => { }); // Match orders takerAddress = feeRecipientAddressLeft; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); }); @@ -542,12 +799,27 @@ describe('matchOrders', () => { }); // Match orders takerAddress = feeRecipientAddressRight; - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); }); @@ -562,12 +834,27 @@ describe('matchOrders', () => { takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(2), 18), }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); }); @@ -680,19 +967,28 @@ describe('matchOrders', () => { takerAssetAmount: new BigNumber(1), }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); it('should transfer correct amounts when right order maker asset is an ERC721 token', async () => { @@ -706,22 +1002,31 @@ describe('matchOrders', () => { const signedOrderRight = await orderFactoryRight.newSignedOrderAsync({ makerAssetData: assetDataUtils.encodeERC721AssetData(defaultERC721AssetAddress, erc721TokenToTransfer), makerAssetAmount: new BigNumber(1), - takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), 18), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), 18), }); // Match orders - await matchOrderTester.matchOrdersAndVerifyBalancesAsync( + 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, ); - // Verify left order was fully filled - const leftOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderLeft); - expect(leftOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); - // Verify right order was fully filled - const rightOrderInfo: OrderInfo = await exchangeWrapper.getOrderInfoAsync(signedOrderRight); - expect(rightOrderInfo.orderStatus as OrderStatus).to.be.equal(OrderStatus.FULLY_FILLED); }); }); }); // tslint:disable-line:max-file-line-count diff --git a/packages/contracts/test/utils/match_order_tester.ts b/packages/contracts/test/utils/match_order_tester.ts index fa2eabc12..e0c55b834 100644 --- a/packages/contracts/test/utils/match_order_tester.ts +++ b/packages/contracts/test/utils/match_order_tester.ts @@ -4,11 +4,20 @@ import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; import * as _ from 'lodash'; +import { TransactionReceiptWithDecodedLogs } from '../../../../node_modules/ethereum-types'; + import { chaiSetup } from './chai_setup'; import { ERC20Wrapper } from './erc20_wrapper'; import { ERC721Wrapper } from './erc721_wrapper'; import { ExchangeWrapper } from './exchange_wrapper'; -import { ERC20BalancesByOwner, ERC721TokenIdsByOwner, TransferAmountsByMatchOrders as TransferAmounts } from './types'; +import { + ERC20BalancesByOwner, + ERC721TokenIdsByOwner, + OrderInfo, + OrderStatus, + TransferAmountsByMatchOrders as TransferAmounts, + TransferAmountsLoggedByMatchOrders as LoggedTransferAmounts, +} from './types'; chaiSetup.configure(); const expect = chai.expect; @@ -18,43 +27,107 @@ export class MatchOrderTester { private readonly _erc20Wrapper: ERC20Wrapper; private readonly _erc721Wrapper: ERC721Wrapper; private readonly _feeTokenAddress: string; - - /// @dev Compares a pair of ERC20 balances and a pair of ERC721 token owners. - /// @param expectedNewERC20BalancesByOwner Expected ERC20 balances. - /// @param realERC20BalancesByOwner Actual ERC20 balances. - /// @param expectedNewERC721TokenIdsByOwner Expected ERC721 token owners. - /// @param realERC721TokenIdsByOwner Actual ERC20 token owners. - /// @return True only if ERC20 balances match and ERC721 token owners match. - private static _compareExpectedAndRealBalances( - expectedNewERC20BalancesByOwner: ERC20BalancesByOwner, + /// @dev Checks values from the logs produced by Exchange.matchOrders against the expected transfer amounts. + /// Values include the amounts transferred from the left/right makers and taker, along with + /// the fees paid on each matched order. These are also the return values of MatchOrders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param transactionReceipt Transaction receipt and logs produced by Exchange.matchOrders. + /// @param takerAddress Address of taker (account that called Exchange.matchOrders) + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + private static async _assertLogsAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + transactionReceipt: TransactionReceiptWithDecodedLogs, + takerAddress: string, + expectedTransferAmounts: TransferAmounts, + ): Promise<void> { + // Should have two fill event logs -- one for each order. + const transactionFillLogs = _.filter(transactionReceipt.logs, ['event', 'Fill']); + expect(transactionFillLogs.length, 'Checking number of logs').to.be.equal(2); + // First log is for left fill + const leftLog = (transactionFillLogs[0] as any).args as LoggedTransferAmounts; + expect(leftLog.makerAddress, 'Checking logged maker address of left order').to.be.equal( + signedOrderLeft.makerAddress, + ); + expect(leftLog.takerAddress, 'Checking logged taker address of right order').to.be.equal(takerAddress); + const amountBoughtByLeftMaker = new BigNumber(leftLog.takerAssetFilledAmount); + const amountSoldByLeftMaker = new BigNumber(leftLog.makerAssetFilledAmount); + const feePaidByLeftMaker = new BigNumber(leftLog.makerFeePaid); + const feePaidByTakerLeft = new BigNumber(leftLog.takerFeePaid); + // Second log is for right fill + const rightLog = (transactionFillLogs[1] as any).args as LoggedTransferAmounts; + expect(rightLog.makerAddress, 'Checking logged maker address of right order').to.be.equal( + signedOrderRight.makerAddress, + ); + expect(rightLog.takerAddress, 'Checking loggerd taker address of right order').to.be.equal(takerAddress); + const amountBoughtByRightMaker = new BigNumber(rightLog.takerAssetFilledAmount); + const amountSoldByRightMaker = new BigNumber(rightLog.makerAssetFilledAmount); + const feePaidByRightMaker = new BigNumber(rightLog.makerFeePaid); + const feePaidByTakerRight = new BigNumber(rightLog.takerFeePaid); + // Derive amount received by taker + const amountReceivedByTaker = amountSoldByLeftMaker.sub(amountBoughtByRightMaker); + // Assert log values - left order + expect(amountBoughtByLeftMaker, 'Checking logged amount bought by left maker').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByLeftMaker, + ); + expect(amountSoldByLeftMaker, 'Checking logged amount sold by left maker').to.be.bignumber.equal( + expectedTransferAmounts.amountSoldByLeftMaker, + ); + expect(feePaidByLeftMaker, 'Checking logged fee paid by left maker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByLeftMaker, + ); + expect(feePaidByTakerLeft, 'Checking logged fee paid on left order by taker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByTakerLeft, + ); + // Assert log values - right order + expect(amountBoughtByRightMaker, 'Checking logged amount bought by right maker').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByRightMaker, + ); + expect(amountSoldByRightMaker, 'Checking logged amount sold by right maker').to.be.bignumber.equal( + expectedTransferAmounts.amountSoldByRightMaker, + ); + expect(feePaidByRightMaker, 'Checking logged fee paid by right maker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByRightMaker, + ); + expect(feePaidByTakerRight, 'Checking logged fee paid on right order by taker').to.be.bignumber.equal( + expectedTransferAmounts.feePaidByTakerRight, + ); + // Assert derived amount received by taker + expect(amountReceivedByTaker, 'Checking logged amount received by taker').to.be.bignumber.equal( + expectedTransferAmounts.amountReceivedByTaker, + ); + } + /// @dev Asserts all expected ERC20 and ERC721 account holdings match the real holdings. + /// @param expectedERC20BalancesByOwner Expected ERC20 balances. + /// @param realERC20BalancesByOwner Real ERC20 balances. + /// @param expectedERC721TokenIdsByOwner Expected ERC721 token owners. + /// @param realERC721TokenIdsByOwner Real ERC20 token owners. + private static async _assertAllKnownBalancesAsync( + expectedERC20BalancesByOwner: ERC20BalancesByOwner, realERC20BalancesByOwner: ERC20BalancesByOwner, - expectedNewERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner, realERC721TokenIdsByOwner: ERC721TokenIdsByOwner, - ): boolean { + ): Promise<void> { // ERC20 Balances - const doesErc20BalancesMatch = _.isEqual(expectedNewERC20BalancesByOwner, realERC20BalancesByOwner); - if (!doesErc20BalancesMatch) { - return false; - } + const areERC20BalancesEqual = _.isEqual(expectedERC20BalancesByOwner, realERC20BalancesByOwner); + expect(areERC20BalancesEqual, 'Checking all known ERC20 account balances').to.be.true(); // ERC721 Token Ids - const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues( - expectedNewERC721TokenIdsByOwner, - tokenIdsByOwner => { - _.mapValues(tokenIdsByOwner, tokenIds => { - _.sortBy(tokenIds); - }); - }, - ); + const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues(expectedERC721TokenIdsByOwner, tokenIdsByOwner => { + _.mapValues(tokenIdsByOwner, tokenIds => { + _.sortBy(tokenIds); + }); + }); const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => { _.mapValues(tokenIdsByOwner, tokenIds => { _.sortBy(tokenIds); }); }); - const doesErc721TokenIdsMatch = _.isEqual( + const areERC721TokenIdsEqual = _.isEqual( sortedExpectedNewERC721TokenIdsByOwner, sortedNewERC721TokenIdsByOwner, ); - return doesErc721TokenIdsMatch; + expect(areERC721TokenIdsEqual, 'Checking all known ERC721 account balances').to.be.true(); } /// @dev Constructs new MatchOrderTester. /// @param exchangeWrapper Used to call to the Exchange. @@ -72,150 +145,199 @@ export class MatchOrderTester { this._erc721Wrapper = erc721Wrapper; this._feeTokenAddress = feeTokenAddress; } - /// @dev Matches two complementary orders and validates results. - /// Validation either succeeds or throws. + /// @dev Matches two complementary orders and asserts results. /// @param signedOrderLeft First matched order. /// @param signedOrderRight Second matched order. /// @param takerAddress Address of taker (the address who matched the two orders) /// @param erc20BalancesByOwner Current ERC20 balances. /// @param erc721TokenIdsByOwner Current ERC721 token owners. - /// @param initialTakerAssetFilledAmountLeft Current amount the left order has been filled. - /// @param initialTakerAssetFilledAmountRight Current amount the right order has been filled. + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + /// @param initialLeftOrderFilledAmount How much left order has been filled, prior to matching orders. + /// @param initialRightOrderFilledAmount How much the right order has been filled, prior to matching orders. /// @return New ERC20 balances & ERC721 token owners. - public async matchOrdersAndVerifyBalancesAsync( + public async matchOrdersAndAssertEffectsAsync( signedOrderLeft: SignedOrder, signedOrderRight: SignedOrder, takerAddress: string, erc20BalancesByOwner: ERC20BalancesByOwner, erc721TokenIdsByOwner: ERC721TokenIdsByOwner, - initialTakerAssetFilledAmountLeft?: BigNumber, - initialTakerAssetFilledAmountRight?: BigNumber, + expectedTransferAmounts: TransferAmounts, + initialLeftOrderFilledAmount: BigNumber = new BigNumber(0), + initialRightOrderFilledAmount: BigNumber = new BigNumber(0), ): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> { - // Verify Left order preconditions - const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( - orderHashUtils.getOrderHashHex(signedOrderLeft), - ); - const expectedOrderFilledAmountLeft = initialTakerAssetFilledAmountLeft - ? initialTakerAssetFilledAmountLeft - : new BigNumber(0); - expect(expectedOrderFilledAmountLeft).to.be.bignumber.equal(orderTakerAssetFilledAmountLeft); - // Verify Right order preconditions - const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( - orderHashUtils.getOrderHashHex(signedOrderRight), + // Assert initial order states + await this._assertInitialOrderStatesAsync( + signedOrderLeft, + signedOrderRight, + initialLeftOrderFilledAmount, + initialRightOrderFilledAmount, ); - const expectedOrderFilledAmountRight = initialTakerAssetFilledAmountRight - ? initialTakerAssetFilledAmountRight - : new BigNumber(0); - expect(expectedOrderFilledAmountRight).to.be.bignumber.equal(orderTakerAssetFilledAmountRight); // Match left & right orders - await this._exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress); + const transactionReceipt = await this._exchangeWrapper.matchOrdersAsync( + signedOrderLeft, + signedOrderRight, + takerAddress, + ); const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync(); const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync(); - // Calculate expected balance changes - const expectedTransferAmounts = await this._calculateExpectedTransferAmountsAsync( + // Assert logs + await MatchOrderTester._assertLogsAsync( signedOrderLeft, signedOrderRight, - orderTakerAssetFilledAmountLeft, - orderTakerAssetFilledAmountRight, + transactionReceipt, + takerAddress, + expectedTransferAmounts, ); - let expectedERC20BalancesByOwner: ERC20BalancesByOwner; - let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner; - [expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances( + // Assert exchange state + await this._assertExchangeStateAsync( signedOrderLeft, signedOrderRight, - takerAddress, - erc20BalancesByOwner, - erc721TokenIdsByOwner, + initialLeftOrderFilledAmount, + initialRightOrderFilledAmount, expectedTransferAmounts, ); - // Assert our expected balances are equal to the actual balances - const didExpectedBalancesMatchRealBalances = MatchOrderTester._compareExpectedAndRealBalances( - expectedERC20BalancesByOwner, + // Assert balances of makers, taker, and fee recipients + await this._assertBalancesAsync( + signedOrderLeft, + signedOrderRight, + erc20BalancesByOwner, + erc721TokenIdsByOwner, newERC20BalancesByOwner, - expectedERC721TokenIdsByOwner, newERC721TokenIdsByOwner, + expectedTransferAmounts, + takerAddress, ); - expect(didExpectedBalancesMatchRealBalances).to.be.true(); return [newERC20BalancesByOwner, newERC721TokenIdsByOwner]; } - /// @dev Calculates expected transfer amounts between order makers, fee recipients, and - /// the taker when two orders are matched. + /// @dev Asserts initial exchange state for the left and right orders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param expectedOrderFilledAmountLeft How much left order has been filled, prior to matching orders. + /// @param expectedOrderFilledAmountRight How much the right order has been filled, prior to matching orders. + private async _assertInitialOrderStatesAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + expectedOrderFilledAmountLeft: BigNumber, + expectedOrderFilledAmountRight: BigNumber, + ): Promise<void> { + // Assert left order initial state + const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( + orderHashUtils.getOrderHashHex(signedOrderLeft), + ); + expect(orderTakerAssetFilledAmountLeft, 'Checking inital state of left order').to.be.bignumber.equal( + expectedOrderFilledAmountLeft, + ); + // Assert right order initial state + const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( + orderHashUtils.getOrderHashHex(signedOrderRight), + ); + expect(orderTakerAssetFilledAmountRight, 'Checking inital state of right order').to.be.bignumber.equal( + expectedOrderFilledAmountRight, + ); + } + /// @dev Asserts the exchange state against the expected amounts transferred by from matching orders. /// @param signedOrderLeft First matched order. /// @param signedOrderRight Second matched order. - /// @param orderTakerAssetFilledAmountLeft How much left order has been filled, prior to matching orders. - /// @param orderTakerAssetFilledAmountRight How much the right order has been filled, prior to matching orders. + /// @param initialLeftOrderFilledAmount How much left order has been filled, prior to matching orders. + /// @param initialRightOrderFilledAmount How much the right order has been filled, prior to matching orders. /// @return TransferAmounts A struct containing the expected transfer amounts. - private async _calculateExpectedTransferAmountsAsync( + private async _assertExchangeStateAsync( signedOrderLeft: SignedOrder, signedOrderRight: SignedOrder, - orderTakerAssetFilledAmountLeft: BigNumber, - orderTakerAssetFilledAmountRight: BigNumber, - ): Promise<TransferAmounts> { + initialLeftOrderFilledAmount: BigNumber, + initialRightOrderFilledAmount: BigNumber, + expectedTransferAmounts: TransferAmounts, + ): Promise<void> { + // Assert state for left order: amount bought by left maker let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( orderHashUtils.getOrderHashHex(signedOrderLeft), ); - amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(orderTakerAssetFilledAmountLeft); - const amountSoldByLeftMaker = amountBoughtByLeftMaker - .times(signedOrderLeft.makerAssetAmount) - .dividedToIntegerBy(signedOrderLeft.takerAssetAmount); - const amountReceivedByRightMaker = amountBoughtByLeftMaker - .times(signedOrderRight.takerAssetAmount) - .dividedToIntegerBy(signedOrderRight.makerAssetAmount); - const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountReceivedByRightMaker); + amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(initialLeftOrderFilledAmount); + expect(amountBoughtByLeftMaker, 'Checking exchange state for left order').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByLeftMaker, + ); + // Assert state for right order: amount bought by right maker let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( orderHashUtils.getOrderHashHex(signedOrderRight), ); - amountBoughtByRightMaker = amountBoughtByRightMaker.minus(orderTakerAssetFilledAmountRight); - const amountSoldByRightMaker = amountBoughtByRightMaker - .times(signedOrderRight.makerAssetAmount) - .dividedToIntegerBy(signedOrderRight.takerAssetAmount); - const amountReceivedByLeftMaker = amountSoldByRightMaker; - const feePaidByLeftMaker = signedOrderLeft.makerFee - .times(amountSoldByLeftMaker) - .dividedToIntegerBy(signedOrderLeft.makerAssetAmount); - const feePaidByRightMaker = signedOrderRight.makerFee - .times(amountSoldByRightMaker) - .dividedToIntegerBy(signedOrderRight.makerAssetAmount); - const feePaidByTakerLeft = signedOrderLeft.takerFee - .times(amountSoldByLeftMaker) - .dividedToIntegerBy(signedOrderLeft.makerAssetAmount); - const feePaidByTakerRight = signedOrderRight.takerFee - .times(amountSoldByRightMaker) - .dividedToIntegerBy(signedOrderRight.makerAssetAmount); - const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight); - const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft); - const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight); - // Return values - const expectedTransferAmounts = { - // Left Maker - amountBoughtByLeftMaker, - amountSoldByLeftMaker, - amountReceivedByLeftMaker, - feePaidByLeftMaker, - // Right Maker - amountBoughtByRightMaker, - amountSoldByRightMaker, - amountReceivedByRightMaker, - feePaidByRightMaker, - // Taker - amountReceivedByTaker, - feePaidByTakerLeft, - feePaidByTakerRight, - totalFeePaidByTaker, - // Fee Recipients - feeReceivedLeft, - feeReceivedRight, - }; - return expectedTransferAmounts; + amountBoughtByRightMaker = amountBoughtByRightMaker.minus(initialRightOrderFilledAmount); + expect(amountBoughtByRightMaker, 'Checking exchange state for right order').to.be.bignumber.equal( + expectedTransferAmounts.amountBoughtByRightMaker, + ); + // Assert left order status + const maxAmountBoughtByLeftMaker = signedOrderLeft.takerAssetAmount.minus(initialLeftOrderFilledAmount); + const leftOrderInfo: OrderInfo = await this._exchangeWrapper.getOrderInfoAsync(signedOrderLeft); + const leftExpectedStatus = expectedTransferAmounts.amountBoughtByLeftMaker.equals(maxAmountBoughtByLeftMaker) + ? OrderStatus.FULLY_FILLED + : OrderStatus.FILLABLE; + expect(leftOrderInfo.orderStatus as OrderStatus, 'Checking exchange status for left order').to.be.equal( + leftExpectedStatus, + ); + // Assert right order status + const maxAmountBoughtByRightMaker = signedOrderRight.takerAssetAmount.minus(initialRightOrderFilledAmount); + const rightOrderInfo: OrderInfo = await this._exchangeWrapper.getOrderInfoAsync(signedOrderRight); + const rightExpectedStatus = expectedTransferAmounts.amountBoughtByRightMaker.equals(maxAmountBoughtByRightMaker) + ? OrderStatus.FULLY_FILLED + : OrderStatus.FILLABLE; + expect(rightOrderInfo.orderStatus as OrderStatus, 'Checking exchange status for right order').to.be.equal( + rightExpectedStatus, + ); + } + /// @dev Asserts account balances after matching orders. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param initialERC20BalancesByOwner ERC20 balances prior to order matching. + /// @param initialERC721TokenIdsByOwner ERC721 token owners prior to order matching. + /// @param finalERC20BalancesByOwner ERC20 balances after order matching. + /// @param finalERC721TokenIdsByOwner ERC721 token owners after order matching. + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. + /// @param takerAddress Address of taker (account that called Exchange.matchOrders). + private async _assertBalancesAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + initialERC20BalancesByOwner: ERC20BalancesByOwner, + initialERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + finalERC20BalancesByOwner: ERC20BalancesByOwner, + finalERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + expectedTransferAmounts: TransferAmounts, + takerAddress: string, + ): Promise<void> { + let expectedERC20BalancesByOwner: ERC20BalancesByOwner; + let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner; + [expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances( + signedOrderLeft, + signedOrderRight, + takerAddress, + initialERC20BalancesByOwner, + initialERC721TokenIdsByOwner, + expectedTransferAmounts, + ); + // Assert balances of makers, taker, and fee recipients + await this._assertMakerTakerAndFeeRecipientBalancesAsync( + signedOrderLeft, + signedOrderRight, + expectedERC20BalancesByOwner, + finalERC20BalancesByOwner, + expectedERC721TokenIdsByOwner, + finalERC721TokenIdsByOwner, + takerAddress, + ); + // Assert balances for all known accounts + await MatchOrderTester._assertAllKnownBalancesAsync( + expectedERC20BalancesByOwner, + finalERC20BalancesByOwner, + expectedERC721TokenIdsByOwner, + finalERC721TokenIdsByOwner, + ); } /// @dev Calculates the expected balances of order makers, fee recipients, and the taker, /// as a result of matching two orders. - /// @param signedOrderLeft First matched order. + /// @param signedOrderRight First matched order. /// @param signedOrderRight Second matched order. /// @param takerAddress Address of taker (the address who matched the two orders) /// @param erc20BalancesByOwner Current ERC20 balances. /// @param erc721TokenIdsByOwner Current ERC721 token owners. - /// @param expectedTransferAmounts A struct containing the expected transfer amounts. + /// @param expectedTransferAmounts Expected amounts transferred as a result of order matching. /// @return Expected ERC20 balances & ERC721 token owners after orders have been matched. private _calculateExpectedBalances( signedOrderLeft: SignedOrder, @@ -247,7 +369,7 @@ export class MatchOrderTester { expectedNewERC20BalancesByOwner[makerAddressRight][ takerAssetAddressRight ] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].add( - expectedTransferAmounts.amountReceivedByRightMaker, + expectedTransferAmounts.amountBoughtByRightMaker, ); // Taker expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ @@ -277,7 +399,7 @@ export class MatchOrderTester { // Left Maker expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ makerAddressLeft - ][takerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByLeftMaker); + ][takerAssetAddressLeft].add(expectedTransferAmounts.amountBoughtByLeftMaker); // Right Maker expectedNewERC20BalancesByOwner[makerAddressRight][ makerAssetAddressRight @@ -307,20 +429,138 @@ export class MatchOrderTester { // Taker Fees expectedNewERC20BalancesByOwner[takerAddress][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ takerAddress - ][this._feeTokenAddress].minus(expectedTransferAmounts.totalFeePaidByTaker); + ][this._feeTokenAddress].minus( + expectedTransferAmounts.feePaidByTakerLeft.add(expectedTransferAmounts.feePaidByTakerRight), + ); // Left Fee Recipient Fees expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][ this._feeTokenAddress ] = expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][this._feeTokenAddress].add( - expectedTransferAmounts.feeReceivedLeft, + expectedTransferAmounts.feePaidByLeftMaker.add(expectedTransferAmounts.feePaidByTakerLeft), ); // Right Fee Recipient Fees expectedNewERC20BalancesByOwner[feeRecipientAddressRight][ this._feeTokenAddress ] = expectedNewERC20BalancesByOwner[feeRecipientAddressRight][this._feeTokenAddress].add( - expectedTransferAmounts.feeReceivedRight, + expectedTransferAmounts.feePaidByRightMaker.add(expectedTransferAmounts.feePaidByTakerRight), ); return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner]; } -} + /// @dev Asserts ERC20 account balances and ERC721 token holdings that result from order matching. + /// Specifically checks balances of makers, taker and fee recipients. + /// @param signedOrderLeft First matched order. + /// @param signedOrderRight Second matched order. + /// @param expectedERC20BalancesByOwner Expected ERC20 balances. + /// @param realERC20BalancesByOwner Real ERC20 balances. + /// @param expectedERC721TokenIdsByOwner Expected ERC721 token owners. + /// @param realERC721TokenIdsByOwner Real ERC20 token owners. + /// @param takerAddress Address of taker (account that called Exchange.matchOrders). + private async _assertMakerTakerAndFeeRecipientBalancesAsync( + signedOrderLeft: SignedOrder, + signedOrderRight: SignedOrder, + expectedERC20BalancesByOwner: ERC20BalancesByOwner, + realERC20BalancesByOwner: ERC20BalancesByOwner, + expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + realERC721TokenIdsByOwner: ERC721TokenIdsByOwner, + takerAddress: string, + ): Promise<void> { + // Individual balance comparisons + const makerAssetProxyIdLeft = assetDataUtils.decodeAssetProxyId(signedOrderLeft.makerAssetData); + const makerERC20AssetDataLeft = + makerAssetProxyIdLeft === AssetProxyId.ERC20 + ? assetDataUtils.decodeERC20AssetData(signedOrderLeft.makerAssetData) + : assetDataUtils.decodeERC721AssetData(signedOrderLeft.makerAssetData); + const makerAssetAddressLeft = makerERC20AssetDataLeft.tokenAddress; + const makerAssetProxyIdRight = assetDataUtils.decodeAssetProxyId(signedOrderRight.makerAssetData); + const makerERC20AssetDataRight = + makerAssetProxyIdRight === AssetProxyId.ERC20 + ? assetDataUtils.decodeERC20AssetData(signedOrderRight.makerAssetData) + : assetDataUtils.decodeERC721AssetData(signedOrderRight.makerAssetData); + const makerAssetAddressRight = makerERC20AssetDataRight.tokenAddress; + if (makerAssetProxyIdLeft === AssetProxyId.ERC20) { + expect( + realERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft], + 'Checking left maker egress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft]); + expect( + realERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft], + 'Checking right maker ingress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft]); + expect( + realERC20BalancesByOwner[takerAddress][makerAssetAddressLeft], + 'Checking taker ingress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[takerAddress][makerAssetAddressLeft]); + } else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) { + expect( + realERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sort(), + 'Checking left maker egress ERC721 account holdings', + ).to.be.deep.equal( + expectedERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressLeft].sort(), + ); + expect( + realERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sort(), + 'Checking right maker ERC721 account holdings', + ).to.be.deep.equal( + expectedERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressLeft].sort(), + ); + expect( + realERC721TokenIdsByOwner[takerAddress][makerAssetAddressLeft].sort(), + 'Checking taker ingress ERC721 account holdings', + ).to.be.deep.equal(expectedERC721TokenIdsByOwner[takerAddress][makerAssetAddressLeft].sort()); + } else { + throw new Error(`Unhandled Asset Proxy ID: ${makerAssetProxyIdLeft}`); + } + if (makerAssetProxyIdRight === AssetProxyId.ERC20) { + expect( + realERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight], + 'Checking left maker ingress ERC20 account balance', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight]); + expect( + realERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight], + 'Checking right maker egress ERC20 account balance', + ).to.be.bignumber.equal( + expectedERC20BalancesByOwner[signedOrderRight.makerAddress][makerAssetAddressRight], + ); + } else if (makerAssetProxyIdRight === AssetProxyId.ERC721) { + expect( + realERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sort(), + 'Checking left maker ingress ERC721 account holdings', + ).to.be.deep.equal( + expectedERC721TokenIdsByOwner[signedOrderLeft.makerAddress][makerAssetAddressRight].sort(), + ); + expect( + realERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressRight], + 'Checking right maker agress ERC721 account holdings', + ).to.be.deep.equal(expectedERC721TokenIdsByOwner[signedOrderRight.makerAddress][makerAssetAddressRight]); + } else { + throw new Error(`Unhandled Asset Proxy ID: ${makerAssetProxyIdRight}`); + } + // Paid fees + expect( + realERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress], + 'Checking left maker egress ERC20 account fees', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderLeft.makerAddress][this._feeTokenAddress]); + expect( + realERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress], + 'Checking right maker egress ERC20 account fees', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[signedOrderRight.makerAddress][this._feeTokenAddress]); + expect( + realERC20BalancesByOwner[takerAddress][this._feeTokenAddress], + 'Checking taker egress ERC20 account fees', + ).to.be.bignumber.equal(expectedERC20BalancesByOwner[takerAddress][this._feeTokenAddress]); + // Received fees + expect( + realERC20BalancesByOwner[signedOrderLeft.feeRecipientAddress][this._feeTokenAddress], + 'Checking left fee recipient ingress ERC20 account fees', + ).to.be.bignumber.equal( + expectedERC20BalancesByOwner[signedOrderLeft.feeRecipientAddress][this._feeTokenAddress], + ); + expect( + realERC20BalancesByOwner[signedOrderRight.feeRecipientAddress][this._feeTokenAddress], + 'Checking right fee receipient ingress ERC20 account fees', + ).to.be.bignumber.equal( + expectedERC20BalancesByOwner[signedOrderRight.feeRecipientAddress][this._feeTokenAddress], + ); + } +} // tslint:disable-line:max-file-line-count diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts index 481ee87d6..598fb5393 100644 --- a/packages/contracts/test/utils/types.ts +++ b/packages/contracts/test/utils/types.ts @@ -117,21 +117,24 @@ export interface TransferAmountsByMatchOrders { // Left Maker amountBoughtByLeftMaker: BigNumber; amountSoldByLeftMaker: BigNumber; - amountReceivedByLeftMaker: BigNumber; feePaidByLeftMaker: BigNumber; // Right Maker amountBoughtByRightMaker: BigNumber; amountSoldByRightMaker: BigNumber; - amountReceivedByRightMaker: BigNumber; feePaidByRightMaker: BigNumber; // Taker amountReceivedByTaker: BigNumber; feePaidByTakerLeft: BigNumber; feePaidByTakerRight: BigNumber; - totalFeePaidByTaker: BigNumber; - // Fee Recipients - feeReceivedLeft: BigNumber; - feeReceivedRight: BigNumber; +} + +export interface TransferAmountsLoggedByMatchOrders { + makerAddress: string; + takerAddress: string; + makerAssetFilledAmount: string; + takerAssetFilledAmount: string; + makerFeePaid: string; + takerFeePaid: string; } export interface OrderInfo { |