From 61243b418e4d962cd8d8a1d7a49f04510b3c1c7f Mon Sep 17 00:00:00 2001 From: Fabio Berger Date: Wed, 13 Jun 2018 16:09:04 +0200 Subject: Implement initial set of orderFill combinatorial tests --- .../src/utils/core_combinatorial_utils.ts | 445 +++++++++++++++++++++ packages/contracts/src/utils/exchange_wrapper.ts | 4 + packages/contracts/src/utils/new_order_factory.ts | 130 ++---- packages/contracts/src/utils/order_info_utils.ts | 44 -- packages/contracts/src/utils/order_utils.ts | 7 + ...le_asset_balance_and_proxy_allowance_fetcher.ts | 19 + .../simple_erc20_balance_and_allowance_fetcher.ts | 20 - .../src/utils/simple_filled_cancelled_fetcher.ts | 32 -- .../utils/simple_order_filled_cancelled_fetcher.ts | 24 ++ packages/contracts/src/utils/types.ts | 15 +- packages/contracts/test/combinatorial_tests.ts | 262 +----------- .../order-utils/src/exchange_transfer_simulator.ts | 10 +- packages/order-utils/src/order_state_utils.ts | 262 +++++++++--- 13 files changed, 784 insertions(+), 490 deletions(-) create mode 100644 packages/contracts/src/utils/core_combinatorial_utils.ts delete mode 100644 packages/contracts/src/utils/order_info_utils.ts create mode 100644 packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts delete mode 100644 packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts delete mode 100644 packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts create mode 100644 packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts diff --git a/packages/contracts/src/utils/core_combinatorial_utils.ts b/packages/contracts/src/utils/core_combinatorial_utils.ts new file mode 100644 index 000000000..6fbd8304e --- /dev/null +++ b/packages/contracts/src/utils/core_combinatorial_utils.ts @@ -0,0 +1,445 @@ +import { + assetProxyUtils, + BalanceAndProxyAllowanceLazyStore, + ExchangeTransferSimulator, + orderHashUtils, + OrderStateUtils, + OrderValidationUtils, +} from '@0xproject/order-utils'; +import { AssetProxyId, Order, SignatureType, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as chai from 'chai'; +import { BlockParamLiteral, LogWithDecodedArgs, Provider, TxData } from 'ethereum-types'; +// import ethUtil = require('ethereumjs-util'); +import * as _ from 'lodash'; +import 'make-promises-safe'; + +import { ExchangeContract, FillContractEventArgs } from '../generated_contract_wrappers/exchange'; +import { artifacts } from '../utils/artifacts'; +import { expectRevertOrAlwaysFailingTransactionAsync } from '../utils/assertions'; +import { AssetWrapper } from '../utils/asset_wrapper'; +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 { NewOrderFactory } from '../utils/new_order_factory'; +import { orderUtils } from '../utils/order_utils'; +import { signingUtils } from '../utils/signing_utils'; +import { SimpleAssetBalanceAndProxyAllowanceFetcher } from '../utils/simple_asset_balance_and_proxy_allowance_fetcher'; +import { SimpleOrderFilledCancelledFetcher } from '../utils/simple_order_filled_cancelled_fetcher'; +import { + AssetDataScenario, + ExpirationTimeSecondsScenario, + FeeRecipientAddressScenario, + OrderAmountScenario, + OrderScenario, +} from '../utils/types'; + +chaiSetup.configure(); +const expect = chai.expect; + +const ERC721_PROXY_ID = 2; + +/** + * Instantiates a new instance of CoreCombinatorialUtils. Since this method has some + * required async setup, a factory method is required. + * @param web3Wrapper Web3Wrapper instance + * @param txDefaults Default Ethereum tx options + * @return CoreCombinatorialUtils instance + */ +export async function coreCombinatorialUtilsFactoryAsync( + web3Wrapper: Web3Wrapper, + txDefaults: Partial, +): Promise { + const userAddresses = await web3Wrapper.getAvailableAddressesAsync(); + const [ownerAddress, makerAddress, takerAddress] = userAddresses; + const makerPrivateKey = constants.TESTRPC_PRIVATE_KEYS[userAddresses.indexOf(makerAddress)]; + + const provider = web3Wrapper.getProvider(); + const erc20Wrapper = new ERC20Wrapper(provider, userAddresses, ownerAddress); + const erc721Wrapper = new ERC721Wrapper(provider, userAddresses, ownerAddress); + + const erc20EighteenDecimalTokenCount = 3; + const eighteenDecimals = new BigNumber(18); + const [ + erc20EighteenDecimalTokenA, + erc20EighteenDecimalTokenB, + zrxToken, + ] = await erc20Wrapper.deployDummyTokensAsync(erc20EighteenDecimalTokenCount, eighteenDecimals); + const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address); + + const erc20FiveDecimalTokenCount = 2; + const fiveDecimals = new BigNumber(18); + const [erc20FiveDecimalTokenA, erc20FiveDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync( + erc20FiveDecimalTokenCount, + fiveDecimals, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + const [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + + const assetWrapper = new AssetWrapper([erc20Wrapper, erc721Wrapper]); + + const exchangeContract = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeWrapper = new ExchangeWrapper(exchangeContract, provider); + await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, ownerAddress); + await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, ownerAddress); + + await web3Wrapper.awaitTransactionSuccessAsync( + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, { + from: ownerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + await web3Wrapper.awaitTransactionSuccessAsync( + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeContract.address, { + from: ownerAddress, + }), + constants.AWAIT_TRANSACTION_MINED_MS, + ); + + const orderFactory = new NewOrderFactory( + userAddresses, + zrxToken.address, + [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address], + [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address], + erc721Token, + erc721Balances, + exchangeContract.address, + ); + + const coreCombinatorialUtils = new CoreCombinatorialUtils( + orderFactory, + ownerAddress, + makerAddress, + makerPrivateKey, + takerAddress, + zrxAssetData, + exchangeWrapper, + assetWrapper, + ); + return coreCombinatorialUtils; +} + +export class CoreCombinatorialUtils { + public orderFactory: NewOrderFactory; + public ownerAddress: string; + public makerAddress: string; + public makerPrivateKey: Buffer; + public takerAddress: string; + public zrxAssetData: string; + public exchangeWrapper: ExchangeWrapper; + public assetWrapper: AssetWrapper; + public static generateOrderCombinations(): OrderScenario[] { + const feeRecipientScenarios = [FeeRecipientAddressScenario.EthUserAddress]; + const makerAssetAmountScenario = [OrderAmountScenario.NonZero]; + const takerAssetAmountScenario = [OrderAmountScenario.NonZero]; + const makerFeeScenario = [OrderAmountScenario.NonZero]; + const takerFeeScenario = [OrderAmountScenario.NonZero]; + const expirationTimeSecondsScenario = [ExpirationTimeSecondsScenario.InFuture]; + const makerAssetDataScenario = [ + AssetDataScenario.ERC20FiveDecimals, + AssetDataScenario.ERC20NonZRXEighteenDecimals, + AssetDataScenario.ERC721, + AssetDataScenario.ZRXFeeToken, + ]; + const takerAssetDataScenario = [ + AssetDataScenario.ERC20FiveDecimals, + AssetDataScenario.ERC20NonZRXEighteenDecimals, + AssetDataScenario.ERC721, + AssetDataScenario.ZRXFeeToken, + ]; + const orderScenarioArrays = CoreCombinatorialUtils._allPossibleCases([ + feeRecipientScenarios, + makerAssetAmountScenario, + takerAssetAmountScenario, + makerFeeScenario, + takerFeeScenario, + expirationTimeSecondsScenario, + makerAssetDataScenario, + takerAssetDataScenario, + ]); + + const orderScenarios = _.map(orderScenarioArrays, orderScenarioArray => { + const orderScenario: OrderScenario = { + feeRecipientScenario: orderScenarioArray[0] as FeeRecipientAddressScenario, + makerAssetAmountScenario: orderScenarioArray[1] as OrderAmountScenario, + takerAssetAmountScenario: orderScenarioArray[2] as OrderAmountScenario, + makerFeeScenario: orderScenarioArray[3] as OrderAmountScenario, + takerFeeScenario: orderScenarioArray[4] as OrderAmountScenario, + expirationTimeSecondsScenario: orderScenarioArray[5] as ExpirationTimeSecondsScenario, + makerAssetDataScenario: orderScenarioArray[6] as AssetDataScenario, + takerAssetDataScenario: orderScenarioArray[7] as AssetDataScenario, + }; + return orderScenario; + }); + + return orderScenarios; + } + private static _allPossibleCases(arrays: string[][]): string[][] { + if (arrays.length === 1) { + const remainingVals = _.map(arrays[0], val => { + return [val]; + }); + return remainingVals; + } else { + const result = []; + const allCasesOfRest = CoreCombinatorialUtils._allPossibleCases(arrays.slice(1)); // recur with the rest of array + // tslint:disable:prefer-for-of + for (let i = 0; i < allCasesOfRest.length; i++) { + for (let j = 0; j < arrays[0].length; j++) { + result.push([arrays[0][j], ...allCasesOfRest[i]]); + } + } + // tslint:enable:prefer-for-of + return result; + } + } + constructor( + orderFactory: NewOrderFactory, + ownerAddress: string, + makerAddress: string, + makerPrivateKey: Buffer, + takerAddress: string, + zrxAssetData: string, + exchangeWrapper: ExchangeWrapper, + assetWrapper: AssetWrapper, + ) { + this.orderFactory = orderFactory; + this.ownerAddress = ownerAddress; + this.makerAddress = makerAddress; + this.makerPrivateKey = makerPrivateKey; + this.takerAddress = takerAddress; + this.zrxAssetData = zrxAssetData; + this.exchangeWrapper = exchangeWrapper; + this.assetWrapper = assetWrapper; + } + public async testFillOrderScenarioAsync(order: Order, provider: Provider): Promise { + // 2. Sign order + const orderHashBuff = orderHashUtils.getOrderHashBuff(order); + const signature = signingUtils.signMessage(orderHashBuff, this.makerPrivateKey, SignatureType.EthSign); + const signedOrder = { + ...order, + signature: `0x${signature.toString('hex')}`, + }; + + // 3. Permutate the maker and taker balance/allowance scenarios + + // 4. Figure out fill amount OR error + const balanceAndProxyAllowanceFetcher = new SimpleAssetBalanceAndProxyAllowanceFetcher(this.assetWrapper); + const orderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher( + this.exchangeWrapper, + this.zrxAssetData, + ); + const orderStateUtils = new OrderStateUtils(balanceAndProxyAllowanceFetcher, orderFilledCancelledFetcher); + + const fillableTakerAssetAmount = await orderStateUtils.getMaxFillableTakerAssetAmountAsync( + signedOrder, + this.takerAddress, + ); + + // If order is fillable, decide how much to fill + // TODO: Make this configurable + const takerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.takerAssetData); + const makerAssetProxyId = assetProxyUtils.decodeAssetDataId(signedOrder.makerAssetData); + const isEitherAssetERC721 = takerAssetProxyId === ERC721_PROXY_ID || makerAssetProxyId === ERC721_PROXY_ID; + const takerAssetFillAmount = isEitherAssetERC721 + ? fillableTakerAssetAmount + : fillableTakerAssetAmount.div(2).floor(); + + // 5. If I fill it by X, what are the resulting balances/allowances/filled amounts exp? + const orderValidationUtils = new OrderValidationUtils(orderFilledCancelledFetcher); + const lazyStore = new BalanceAndProxyAllowanceLazyStore(balanceAndProxyAllowanceFetcher); + const exchangeTransferSimulator = new ExchangeTransferSimulator(lazyStore); + + let isFillFailureExpected = false; + try { + await orderValidationUtils.validateFillOrderThrowIfInvalidAsync( + exchangeTransferSimulator, + provider, + signedOrder, + takerAssetFillAmount, + this.takerAddress, + this.zrxAssetData, + ); + } catch (err) { + isFillFailureExpected = true; + } + + await this._fillOrderAndAssertOutcomeAsync( + signedOrder, + takerAssetFillAmount, + lazyStore, + isFillFailureExpected, + provider, + ); + } + private async _fillOrderAndAssertOutcomeAsync( + signedOrder: SignedOrder, + takerAssetFillAmount: BigNumber, + lazyStore: BalanceAndProxyAllowanceLazyStore, + isFillFailureExpected: boolean, + provider: Provider, + ): Promise { + if (isFillFailureExpected) { + return expectRevertOrAlwaysFailingTransactionAsync( + this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { takerAssetFillAmount }), + ); + } + + const makerAddress = signedOrder.makerAddress; + const makerAssetData = signedOrder.makerAssetData; + const takerAssetData = signedOrder.takerAssetData; + const feeRecipient = signedOrder.feeRecipientAddress; + + const expMakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(makerAssetData, makerAddress); + const expMakerAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(makerAssetData, makerAddress); + const expTakerAssetBalanceOfMaker = await lazyStore.getBalanceAsync(takerAssetData, makerAddress); + const expZRXAssetBalanceOfMaker = await lazyStore.getBalanceAsync(this.zrxAssetData, makerAddress); + const expZRXAssetAllowanceOfMaker = await lazyStore.getProxyAllowanceAsync(this.zrxAssetData, makerAddress); + const expTakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(takerAssetData, this.takerAddress); + const expTakerAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync(takerAssetData, this.takerAddress); + const expMakerAssetBalanceOfTaker = await lazyStore.getBalanceAsync(makerAssetData, this.takerAddress); + const expZRXAssetBalanceOfTaker = await lazyStore.getBalanceAsync(this.zrxAssetData, this.takerAddress); + const expZRXAssetAllowanceOfTaker = await lazyStore.getProxyAllowanceAsync( + this.zrxAssetData, + this.takerAddress, + ); + const expZRXAssetBalanceOfFeeRecipient = await lazyStore.getBalanceAsync(this.zrxAssetData, feeRecipient); + + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const initialFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash); + const expFilledTakerAmount = initialFilledTakerAmount.add(takerAssetFillAmount); + + const expFilledMakerAmount = orderUtils.getPartialAmount( + takerAssetFillAmount, + signedOrder.takerAssetAmount, + signedOrder.makerAssetAmount, + ); + + // - Let's fill the order! + const txReceipt = await this.exchangeWrapper.fillOrderAsync(signedOrder, this.takerAddress, { + takerAssetFillAmount, + }); + + const actFilledTakerAmount = await this.exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash); + expect(actFilledTakerAmount).to.be.bignumber.equal(expFilledTakerAmount, 'filledTakerAmount'); + + expect(txReceipt.logs.length).to.be.equal(1, 'logs length'); + // tslint:disable-next-line:no-unnecessary-type-assertion + const log = txReceipt.logs[0] as LogWithDecodedArgs; + expect(log.args.makerAddress).to.be.equal(makerAddress, 'log.args.makerAddress'); + expect(log.args.takerAddress).to.be.equal(this.takerAddress, 'log.args.this.takerAddress'); + expect(log.args.feeRecipientAddress).to.be.equal(feeRecipient, 'log.args.feeRecipientAddress'); + expect(log.args.makerAssetFilledAmount).to.be.bignumber.equal( + expFilledMakerAmount, + 'log.args.makerAssetFilledAmount', + ); + expect(log.args.takerAssetFilledAmount).to.be.bignumber.equal( + takerAssetFillAmount, + 'log.args.takerAssetFilledAmount', + ); + const expMakerFeePaid = orderUtils.getPartialAmount( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.makerFee, + ); + expect(log.args.makerFeePaid).to.be.bignumber.equal(expMakerFeePaid, 'log.args.makerFeePaid'); + const expTakerFeePaid = orderUtils.getPartialAmount( + expFilledTakerAmount, + signedOrder.takerAssetAmount, + signedOrder.takerFee, + ); + expect(log.args.takerFeePaid).to.be.bignumber.equal(expTakerFeePaid, 'logs.args.takerFeePaid'); + expect(log.args.orderHash).to.be.equal(orderHash, 'log.args.orderHash'); + expect(log.args.makerAssetData).to.be.equal(makerAssetData, 'log.args.makerAssetData'); + expect(log.args.takerAssetData).to.be.equal(takerAssetData, 'log.args.takerAssetData'); + + const actMakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, makerAssetData); + expect(actMakerAssetBalanceOfMaker).to.be.bignumber.equal( + expMakerAssetBalanceOfMaker, + 'makerAssetBalanceOfMaker', + ); + + const actMakerAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync( + makerAddress, + makerAssetData, + ); + expect(actMakerAssetAllowanceOfMaker).to.be.bignumber.equal( + expMakerAssetAllowanceOfMaker, + 'makerAssetAllowanceOfMaker', + ); + + const actTakerAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, takerAssetData); + expect(actTakerAssetBalanceOfMaker).to.be.bignumber.equal( + expTakerAssetBalanceOfMaker, + 'takerAssetBalanceOfMaker', + ); + + const actZRXAssetBalanceOfMaker = await this.assetWrapper.getBalanceAsync(makerAddress, this.zrxAssetData); + expect(actZRXAssetBalanceOfMaker).to.be.bignumber.equal(expZRXAssetBalanceOfMaker, 'ZRXAssetBalanceOfMaker'); + + const actZRXAssetAllowanceOfMaker = await this.assetWrapper.getProxyAllowanceAsync( + makerAddress, + this.zrxAssetData, + ); + expect(actZRXAssetAllowanceOfMaker).to.be.bignumber.equal( + expZRXAssetAllowanceOfMaker, + 'ZRXAssetAllowanceOfMaker', + ); + + const actTakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, takerAssetData); + expect(actTakerAssetBalanceOfTaker).to.be.bignumber.equal( + expTakerAssetBalanceOfTaker, + 'TakerAssetBalanceOfTaker', + ); + + const actTakerAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync( + this.takerAddress, + takerAssetData, + ); + + expect(actTakerAssetAllowanceOfTaker).to.be.bignumber.equal( + expTakerAssetAllowanceOfTaker, + 'TakerAssetAllowanceOfTaker', + ); + + const actMakerAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, makerAssetData); + expect(actMakerAssetBalanceOfTaker).to.be.bignumber.equal( + expMakerAssetBalanceOfTaker, + 'MakerAssetBalanceOfTaker', + ); + + const actZRXAssetBalanceOfTaker = await this.assetWrapper.getBalanceAsync(this.takerAddress, this.zrxAssetData); + expect(actZRXAssetBalanceOfTaker).to.be.bignumber.equal(expZRXAssetBalanceOfTaker, 'ZRXAssetBalanceOfTaker'); + + const actZRXAssetAllowanceOfTaker = await this.assetWrapper.getProxyAllowanceAsync( + this.takerAddress, + this.zrxAssetData, + ); + expect(actZRXAssetAllowanceOfTaker).to.be.bignumber.equal( + expZRXAssetAllowanceOfTaker, + 'ZRXAssetAllowanceOfTaker', + ); + + const actZRXAssetBalanceOfFeeRecipient = await this.assetWrapper.getBalanceAsync( + feeRecipient, + this.zrxAssetData, + ); + expect(actZRXAssetBalanceOfFeeRecipient).to.be.bignumber.equal( + expZRXAssetBalanceOfFeeRecipient, + 'ZRXAssetBalanceOfFeeRecipient', + ); + } +} diff --git a/packages/contracts/src/utils/exchange_wrapper.ts b/packages/contracts/src/utils/exchange_wrapper.ts index 1ecabcf64..e74b91fe2 100644 --- a/packages/contracts/src/utils/exchange_wrapper.ts +++ b/packages/contracts/src/utils/exchange_wrapper.ts @@ -227,6 +227,10 @@ export class ExchangeWrapper { const filledAmount = new BigNumber(await this._exchange.filled.callAsync(orderHashHex)); return filledAmount; } + public async isCancelledAsync(orderHashHex: string): Promise { + const isCancelled = await this._exchange.cancelled.callAsync(orderHashHex); + return isCancelled; + } public async getOrderInfoAsync(signedOrder: SignedOrder): Promise { const orderInfo = (await this._exchange.getOrderInfo.callAsync(signedOrder)) as OrderInfo; return orderInfo; diff --git a/packages/contracts/src/utils/new_order_factory.ts b/packages/contracts/src/utils/new_order_factory.ts index a4ded4230..715e38d6d 100644 --- a/packages/contracts/src/utils/new_order_factory.ts +++ b/packages/contracts/src/utils/new_order_factory.ts @@ -2,7 +2,7 @@ import { assetProxyUtils, generatePseudoRandomSalt } from '@0xproject/order-util import { Order } from '@0xproject/types'; import { BigNumber, errorUtils } from '@0xproject/utils'; -import { DummyERC721TokenContract } from '../contract_wrappers/generated/dummy_e_r_c721_token'; +import { DummyERC721TokenContract } from '../generated_contract_wrappers/dummy_e_r_c721_token'; import { constants } from './constants'; import { @@ -11,20 +11,13 @@ import { ExpirationTimeSecondsScenario, FeeRecipientAddressScenario, OrderAmountScenario, + OrderScenario, } from './types'; const TEN_UNITS_EIGHTEEN_DECIMALS = new BigNumber(10000000000000000000); const POINT_ONE_UNITS_EIGHTEEN_DECIMALS = new BigNumber(100000000000000000); const TEN_UNITS_FIVE_DECIMALS = new BigNumber(1000000); const ONE_NFT_UNIT = new BigNumber(1); -const TEN_MINUTES_MS = 1000 * 60 * 10; - -/* - * TODO: - * - Write function that given an order, fillAmount, retrieves orderRelevantState and maps it to expected test outcome. - * - Write function that generates order permutations. - * - Write functions for other steps that must be permutated - */ export class NewOrderFactory { private _userAddresses: string[]; @@ -51,16 +44,7 @@ export class NewOrderFactory { this._erc721Balances = erc721Balances; this._exchangeAddress = exchangeAddress; } - public generateOrder( - feeRecipientScenario: FeeRecipientAddressScenario, - makerAssetAmountScenario: OrderAmountScenario, - takerAssetAmountScenario: OrderAmountScenario, - makerFeeScenario: OrderAmountScenario, - takerFeeScenario: OrderAmountScenario, - expirationTimeSecondsScenario: ExpirationTimeSecondsScenario, - makerAssetDataScenario: AssetDataScenario, - takerAssetDataScenario: AssetDataScenario, - ): Order { + public generateOrder(orderScenario: OrderScenario): Order { const makerAddress = this._userAddresses[1]; const takerAddress = this._userAddresses[2]; const erc721MakerAssetIds = this._erc721Balances[makerAddress][this._erc721Token.address]; @@ -74,7 +58,7 @@ export class NewOrderFactory { let makerAssetData; let takerAssetData; - switch (feeRecipientScenario) { + switch (orderScenario.feeRecipientScenario) { case FeeRecipientAddressScenario.BurnAddress: feeRecipientAddress = constants.NULL_ADDRESS; break; @@ -82,135 +66,102 @@ export class NewOrderFactory { feeRecipientAddress = this._userAddresses[4]; break; default: - throw errorUtils.spawnSwitchErr('FeeRecipientAddressScenario', feeRecipientScenario); + throw errorUtils.spawnSwitchErr('FeeRecipientAddressScenario', orderScenario.feeRecipientScenario); } - const invalidAssetProxyIdHex = '0A'; - switch (makerAssetDataScenario) { + switch (orderScenario.makerAssetDataScenario) { case AssetDataScenario.ZRXFeeToken: - makerAssetData = assetProxyUtils.encodeERC20ProxyData(this._zrxAddress); + makerAssetData = assetProxyUtils.encodeERC20AssetData(this._zrxAddress); break; case AssetDataScenario.ERC20NonZRXEighteenDecimals: - makerAssetData = assetProxyUtils.encodeERC20ProxyData( + makerAssetData = assetProxyUtils.encodeERC20AssetData( this._nonZrxERC20EighteenDecimalTokenAddresses[0], ); break; case AssetDataScenario.ERC20FiveDecimals: - makerAssetData = assetProxyUtils.encodeERC20ProxyData(this._erc20FiveDecimalTokenAddresses[0]); - break; - case AssetDataScenario.ERC20InvalidAssetProxyId: { - const validAssetData = assetProxyUtils.encodeERC20ProxyData( - this._nonZrxERC20EighteenDecimalTokenAddresses[0], - ); - makerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`; - break; - } - case AssetDataScenario.ERC721ValidAssetProxyId: - makerAssetData = assetProxyUtils.encodeERC721ProxyData( - this._erc721Token.address, - erc721MakerAssetIds[0], - ); + makerAssetData = assetProxyUtils.encodeERC20AssetData(this._erc20FiveDecimalTokenAddresses[0]); break; - case AssetDataScenario.ERC721InvalidAssetProxyId: { - const validAssetData = assetProxyUtils.encodeERC721ProxyData( + case AssetDataScenario.ERC721: + makerAssetData = assetProxyUtils.encodeERC721AssetData( this._erc721Token.address, erc721MakerAssetIds[0], ); - makerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`; break; - } default: - throw errorUtils.spawnSwitchErr('AssetDataScenario', makerAssetDataScenario); + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); } - switch (takerAssetDataScenario) { + switch (orderScenario.takerAssetDataScenario) { case AssetDataScenario.ZRXFeeToken: - takerAssetData = assetProxyUtils.encodeERC20ProxyData(this._zrxAddress); + takerAssetData = assetProxyUtils.encodeERC20AssetData(this._zrxAddress); break; case AssetDataScenario.ERC20NonZRXEighteenDecimals: - takerAssetData = assetProxyUtils.encodeERC20ProxyData( + takerAssetData = assetProxyUtils.encodeERC20AssetData( this._nonZrxERC20EighteenDecimalTokenAddresses[1], ); break; case AssetDataScenario.ERC20FiveDecimals: - takerAssetData = assetProxyUtils.encodeERC20ProxyData(this._erc20FiveDecimalTokenAddresses[1]); + takerAssetData = assetProxyUtils.encodeERC20AssetData(this._erc20FiveDecimalTokenAddresses[1]); break; - case AssetDataScenario.ERC20InvalidAssetProxyId: { - const validAssetData = assetProxyUtils.encodeERC20ProxyData( - this._nonZrxERC20EighteenDecimalTokenAddresses[1], - ); - takerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`; - break; - } - case AssetDataScenario.ERC721ValidAssetProxyId: - takerAssetData = assetProxyUtils.encodeERC721ProxyData( - this._erc721Token.address, - erc721TakerAssetIds[0], - ); - break; - case AssetDataScenario.ERC721InvalidAssetProxyId: { - const validAssetData = assetProxyUtils.encodeERC721ProxyData( + case AssetDataScenario.ERC721: + takerAssetData = assetProxyUtils.encodeERC721AssetData( this._erc721Token.address, erc721TakerAssetIds[0], ); - takerAssetData = `${validAssetData.slice(0, -2)}${invalidAssetProxyIdHex}`; break; - } default: - throw errorUtils.spawnSwitchErr('AssetDataScenario', takerAssetDataScenario); + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); } - switch (makerAssetAmountScenario) { + switch (orderScenario.makerAssetAmountScenario) { case OrderAmountScenario.NonZero: - switch (makerAssetDataScenario) { + switch (orderScenario.makerAssetDataScenario) { + case AssetDataScenario.ZRXFeeToken: case AssetDataScenario.ERC20NonZRXEighteenDecimals: - case AssetDataScenario.ERC20InvalidAssetProxyId: makerAssetAmount = TEN_UNITS_EIGHTEEN_DECIMALS; break; case AssetDataScenario.ERC20FiveDecimals: makerAssetAmount = TEN_UNITS_FIVE_DECIMALS; break; - case AssetDataScenario.ERC721ValidAssetProxyId: - case AssetDataScenario.ERC721InvalidAssetProxyId: + case AssetDataScenario.ERC721: makerAssetAmount = ONE_NFT_UNIT; break; default: - throw errorUtils.spawnSwitchErr('AssetDataScenario', makerAssetDataScenario); + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.makerAssetDataScenario); } break; case OrderAmountScenario.Zero: makerAssetAmount = new BigNumber(0); break; default: - throw errorUtils.spawnSwitchErr('OrderAmountScenario', makerAssetAmountScenario); + throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.makerAssetAmountScenario); } - switch (takerAssetAmountScenario) { + switch (orderScenario.takerAssetAmountScenario) { case OrderAmountScenario.NonZero: - switch (takerAssetDataScenario) { + switch (orderScenario.takerAssetDataScenario) { case AssetDataScenario.ERC20NonZRXEighteenDecimals: - case AssetDataScenario.ERC20InvalidAssetProxyId: + case AssetDataScenario.ZRXFeeToken: takerAssetAmount = TEN_UNITS_EIGHTEEN_DECIMALS; break; case AssetDataScenario.ERC20FiveDecimals: takerAssetAmount = TEN_UNITS_FIVE_DECIMALS; break; - case AssetDataScenario.ERC721ValidAssetProxyId: - case AssetDataScenario.ERC721InvalidAssetProxyId: + case AssetDataScenario.ERC721: takerAssetAmount = ONE_NFT_UNIT; break; default: - throw errorUtils.spawnSwitchErr('AssetDataScenario', takerAssetDataScenario); + throw errorUtils.spawnSwitchErr('AssetDataScenario', orderScenario.takerAssetDataScenario); } break; case OrderAmountScenario.Zero: takerAssetAmount = new BigNumber(0); break; default: - throw errorUtils.spawnSwitchErr('OrderAmountScenario', takerAssetAmountScenario); + throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.takerAssetAmountScenario); } - switch (makerFeeScenario) { + switch (orderScenario.makerFeeScenario) { case OrderAmountScenario.NonZero: makerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS; break; @@ -218,10 +169,10 @@ export class NewOrderFactory { makerFee = new BigNumber(0); break; default: - throw errorUtils.spawnSwitchErr('OrderAmountScenario', makerFeeScenario); + throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.makerFeeScenario); } - switch (takerFeeScenario) { + switch (orderScenario.takerFeeScenario) { case OrderAmountScenario.NonZero: takerFee = POINT_ONE_UNITS_EIGHTEEN_DECIMALS; break; @@ -229,18 +180,21 @@ export class NewOrderFactory { takerFee = new BigNumber(0); break; default: - throw errorUtils.spawnSwitchErr('OrderAmountScenario', takerFeeScenario); + throw errorUtils.spawnSwitchErr('OrderAmountScenario', orderScenario.takerFeeScenario); } - switch (expirationTimeSecondsScenario) { + switch (orderScenario.expirationTimeSecondsScenario) { case ExpirationTimeSecondsScenario.InFuture: - expirationTimeSeconds = new BigNumber(Date.now() + TEN_MINUTES_MS); + expirationTimeSeconds = new BigNumber(2524604400); // Close to infinite break; case ExpirationTimeSecondsScenario.InPast: - expirationTimeSeconds = new BigNumber(Date.now() - TEN_MINUTES_MS); + expirationTimeSeconds = new BigNumber(0); // Jan 1, 1970 break; default: - throw errorUtils.spawnSwitchErr('ExpirationTimeSecondsScenario', expirationTimeSecondsScenario); + throw errorUtils.spawnSwitchErr( + 'ExpirationTimeSecondsScenario', + orderScenario.expirationTimeSecondsScenario, + ); } const order: Order = { diff --git a/packages/contracts/src/utils/order_info_utils.ts b/packages/contracts/src/utils/order_info_utils.ts deleted file mode 100644 index 9df627da3..000000000 --- a/packages/contracts/src/utils/order_info_utils.ts +++ /dev/null @@ -1,44 +0,0 @@ -import { assetProxyUtils, OrderStateUtils } from '@0xproject/order-utils'; -import { SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; - -import { ExchangeContract } from '../contract_wrappers/generated/exchange'; - -import { constants } from './constants'; -import { ERC20Wrapper } from './erc20_wrapper'; -import { SimpleERC20BalanceAndProxyAllowanceFetcher } from './simple_erc20_balance_and_allowance_fetcher'; -import { SimpleOrderFilledCancelledFetcher } from './simple_filled_cancelled_fetcher'; - -export class OrderInfoUtils { - private _orderStateUtils: OrderStateUtils; - private _erc20Wrapper: ERC20Wrapper; - constructor(exchangeContract: ExchangeContract, erc20Wrapper: ERC20Wrapper, zrxAddress: string) { - this._erc20Wrapper = erc20Wrapper; - const simpleOrderFilledCancelledFetcher = new SimpleOrderFilledCancelledFetcher(exchangeContract, zrxAddress); - const simpleERC20BalanceAndProxyAllowanceFetcher = new SimpleERC20BalanceAndProxyAllowanceFetcher(erc20Wrapper); - this._orderStateUtils = new OrderStateUtils( - simpleERC20BalanceAndProxyAllowanceFetcher, - simpleOrderFilledCancelledFetcher, - ); - } - public async getFillableTakerAssetAmountAsync(signedOrder: SignedOrder, takerAddress: string): Promise { - const orderRelevantState = await this._orderStateUtils.getOrderRelevantStateAsync(signedOrder); - console.log('orderRelevantState', orderRelevantState); - if (takerAddress === constants.NULL_ADDRESS) { - return orderRelevantState.remainingFillableTakerAssetAmount; - } - const takerAssetData = assetProxyUtils.decodeERC20ProxyData(signedOrder.takerAssetData); - const takerBalance = await this._erc20Wrapper.getBalanceAsync(takerAddress, takerAssetData.tokenAddress); - const takerAllowance = await this._erc20Wrapper.getProxyAllowanceAsync( - takerAddress, - takerAssetData.tokenAddress, - ); - // TODO: We also need to make sure taker has sufficient ZRX for fees... - const fillableTakerAssetAmount = BigNumber.min([ - takerBalance, - takerAllowance, - orderRelevantState.remainingFillableTakerAssetAmount, - ]); - return fillableTakerAssetAmount; - } -} diff --git a/packages/contracts/src/utils/order_utils.ts b/packages/contracts/src/utils/order_utils.ts index 2a8791e4c..40643fa75 100644 --- a/packages/contracts/src/utils/order_utils.ts +++ b/packages/contracts/src/utils/order_utils.ts @@ -4,6 +4,13 @@ import { BigNumber } from '@0xproject/utils'; import { CancelOrder, MatchOrder } from './types'; export const orderUtils = { + getPartialAmount(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { + const partialAmount = numerator + .mul(target) + .div(denominator) + .floor(); + return partialAmount; + }, createFill: (signedOrder: SignedOrder, takerAssetFillAmount?: BigNumber) => { const fill = { order: orderUtils.getOrderWithoutExchangeAddress(signedOrder), diff --git a/packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts b/packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts new file mode 100644 index 000000000..a295a40c4 --- /dev/null +++ b/packages/contracts/src/utils/simple_asset_balance_and_proxy_allowance_fetcher.ts @@ -0,0 +1,19 @@ +import { AbstractBalanceAndProxyAllowanceFetcher } from '@0xproject/order-utils'; +import { BigNumber } from '@0xproject/utils'; + +import { AssetWrapper } from './asset_wrapper'; + +export class SimpleAssetBalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher { + private _assetWrapper: AssetWrapper; + constructor(assetWrapper: AssetWrapper) { + this._assetWrapper = assetWrapper; + } + public async getBalanceAsync(assetData: string, userAddress: string): Promise { + const balance = await this._assetWrapper.getBalanceAsync(userAddress, assetData); + return balance; + } + public async getProxyAllowanceAsync(assetData: string, userAddress: string): Promise { + const proxyAllowance = await this._assetWrapper.getProxyAllowanceAsync(userAddress, assetData); + return proxyAllowance; + } +} diff --git a/packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts b/packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts deleted file mode 100644 index 6eed9227a..000000000 --- a/packages/contracts/src/utils/simple_erc20_balance_and_allowance_fetcher.ts +++ /dev/null @@ -1,20 +0,0 @@ -import { AbstractBalanceAndProxyAllowanceFetcher } from '@0xproject/order-utils'; -import { BigNumber } from '@0xproject/utils'; - -import { ERC20Wrapper } from './erc20_wrapper'; - -// TODO(fabio): Refactor this to also work for ERC721! -export class SimpleERC20BalanceAndProxyAllowanceFetcher implements AbstractBalanceAndProxyAllowanceFetcher { - private _erc20TokenWrapper: ERC20Wrapper; - constructor(erc20TokenWrapper: ERC20Wrapper) { - this._erc20TokenWrapper = erc20TokenWrapper; - } - public async getBalanceAsync(tokenAddress: string, userAddress: string): Promise { - const balance = await this._erc20TokenWrapper.getBalanceAsync(userAddress, tokenAddress); - return balance; - } - public async getProxyAllowanceAsync(tokenAddress: string, userAddress: string): Promise { - const proxyAllowance = await this._erc20TokenWrapper.getProxyAllowanceAsync(userAddress, tokenAddress); - return proxyAllowance; - } -} diff --git a/packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts b/packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts deleted file mode 100644 index 0a80637cc..000000000 --- a/packages/contracts/src/utils/simple_filled_cancelled_fetcher.ts +++ /dev/null @@ -1,32 +0,0 @@ -import { AbstractOrderFilledCancelledFetcher } from '@0xproject/order-utils'; -import { BigNumber } from '@0xproject/utils'; -import { BlockParamLiteral } from 'ethereum-types'; - -import { - CancelContractEventArgs, - ExchangeContract, - FillContractEventArgs, -} from '../contract_wrappers/generated/exchange'; - -export class SimpleOrderFilledCancelledFetcher implements AbstractOrderFilledCancelledFetcher { - private _exchangeContract: ExchangeContract; - private _zrxAddress: string; - constructor(exchange: ExchangeContract, zrxAddress: string) { - this._exchangeContract = exchange; - this._zrxAddress = zrxAddress; - } - public async getFilledTakerAmountAsync(orderHash: string): Promise { - const filledTakerAmount = new BigNumber(await this._exchangeContract.filled.callAsync(orderHash)); - return filledTakerAmount; - } - public async isOrderCancelledAsync(orderHash: string): Promise { - const methodOpts = { - defaultBlock: BlockParamLiteral.Latest, - }; - const isCancelled = await this._exchangeContract.cancelled.callAsync(orderHash); - return isCancelled; - } - public getZRXTokenAddress(): string { - return this._zrxAddress; - } -} diff --git a/packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts b/packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts new file mode 100644 index 000000000..24afe36b7 --- /dev/null +++ b/packages/contracts/src/utils/simple_order_filled_cancelled_fetcher.ts @@ -0,0 +1,24 @@ +import { AbstractOrderFilledCancelledFetcher } from '@0xproject/order-utils'; +import { BigNumber } from '@0xproject/utils'; + +import { ExchangeWrapper } from './exchange_wrapper'; + +export class SimpleOrderFilledCancelledFetcher implements AbstractOrderFilledCancelledFetcher { + private _exchangeWrapper: ExchangeWrapper; + private _zrxAssetData: string; + constructor(exchange: ExchangeWrapper, zrxAssetData: string) { + this._exchangeWrapper = exchange; + this._zrxAssetData = zrxAssetData; + } + public async getFilledTakerAmountAsync(orderHash: string): Promise { + const filledTakerAmount = new BigNumber(await this._exchangeWrapper.getTakerAssetFilledAmountAsync(orderHash)); + return filledTakerAmount; + } + public async isOrderCancelledAsync(orderHash: string): Promise { + const isCancelled = await this._exchangeWrapper.isCancelledAsync(orderHash); + return isCancelled; + } + public getZRXAssetData(): string { + return this._zrxAssetData; + } +} diff --git a/packages/contracts/src/utils/types.ts b/packages/contracts/src/utils/types.ts index a6e1cd6d0..77e8d867e 100644 --- a/packages/contracts/src/utils/types.ts +++ b/packages/contracts/src/utils/types.ts @@ -169,10 +169,19 @@ export enum ExpirationTimeSecondsScenario { } export enum AssetDataScenario { - ERC721ValidAssetProxyId = 'ERC721_VALID_ASSET_PROXY_ID', - ERC721InvalidAssetProxyId = 'ERC721_INVALID_ASSET_PROXY_ID', + ERC721 = 'ERC721', ZRXFeeToken = 'ZRX_FEE_TOKEN', - ERC20InvalidAssetProxyId = 'ERC20_INVALID_ASSET_PROXY_ID', ERC20FiveDecimals = 'ERC20_FIVE_DECIMALS', ERC20NonZRXEighteenDecimals = 'ERC20_NON_ZRX_EIGHTEEN_DECIMALS', } + +export interface OrderScenario { + feeRecipientScenario: FeeRecipientAddressScenario; + makerAssetAmountScenario: OrderAmountScenario; + takerAssetAmountScenario: OrderAmountScenario; + makerFeeScenario: OrderAmountScenario; + takerFeeScenario: OrderAmountScenario; + expirationTimeSecondsScenario: ExpirationTimeSecondsScenario; + makerAssetDataScenario: AssetDataScenario; + takerAssetDataScenario: AssetDataScenario; +} diff --git a/packages/contracts/test/combinatorial_tests.ts b/packages/contracts/test/combinatorial_tests.ts index 7a118f6ac..c7de8d7e3 100644 --- a/packages/contracts/test/combinatorial_tests.ts +++ b/packages/contracts/test/combinatorial_tests.ts @@ -1,266 +1,48 @@ import { BlockchainLifecycle } from '@0xproject/dev-utils'; -import { assetProxyUtils, crypto, orderHashUtils, OrderStateUtils } from '@0xproject/order-utils'; -import { AssetProxyId, SignatureType, SignedOrder } from '@0xproject/types'; -import { BigNumber } from '@0xproject/utils'; -import { Web3Wrapper } from '@0xproject/web3-wrapper'; -import * as chai from 'chai'; -import { LogWithDecodedArgs } from 'ethereum-types'; -import ethUtil = require('ethereumjs-util'); -import 'make-promises-safe'; +import * as _ from 'lodash'; -import { DummyERC20TokenContract } from '../src/contract_wrappers/generated/dummy_e_r_c20_token'; -import { DummyERC721TokenContract } from '../src/contract_wrappers/generated/dummy_e_r_c721_token'; -import { ERC20ProxyContract } from '../src/contract_wrappers/generated/e_r_c20_proxy'; -import { ERC721ProxyContract } from '../src/contract_wrappers/generated/e_r_c721_proxy'; -import { - CancelContractEventArgs, - ExchangeContract, - FillContractEventArgs, -} from '../src/contract_wrappers/generated/exchange'; -import { artifacts } from '../src/utils/artifacts'; import { chaiSetup } from '../src/utils/chai_setup'; -import { constants } from '../src/utils/constants'; -import { ERC20Wrapper } from '../src/utils/erc20_wrapper'; -import { ERC721Wrapper } from '../src/utils/erc721_wrapper'; -import { ExchangeWrapper } from '../src/utils/exchange_wrapper'; -import { NewOrderFactory } from '../src/utils/new_order_factory'; -import { OrderInfoUtils } from '../src/utils/order_info_utils'; -import { orderUtils } from '../src/utils/order_utils'; -import { signingUtils } from '../src/utils/signing_utils'; -import { - AssetDataScenario, - ContractName, - ERC20BalancesByOwner, - ExpirationTimeSecondsScenario, - FeeRecipientAddressScenario, - OrderAmountScenario, - OrderStatus, -} from '../src/utils/types'; - +import { CoreCombinatorialUtils, coreCombinatorialUtilsFactoryAsync } from '../src/utils/core_combinatorial_utils'; import { provider, txDefaults, web3Wrapper } from '../src/utils/web3_wrapper'; +import { OrderScenario } from '../src/utils/types'; + chaiSetup.configure(); -const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); describe('Combinatorial tests', () => { - let newOrderFactory: NewOrderFactory; - let usedAddresses: string[]; - - let makerAddress: string; - let owner: string; - let takerAddress: string; - let feeRecipientAddress: string; - - let erc20EighteenDecimalTokenA: DummyERC20TokenContract; - let erc20EighteenDecimalTokenB: DummyERC20TokenContract; - let erc20FiveDecimalTokenA: DummyERC20TokenContract; - let erc20FiveDecimalTokenB: DummyERC20TokenContract; - let zrxToken: DummyERC20TokenContract; - let erc721Token: DummyERC721TokenContract; - let exchange: ExchangeContract; - let erc20Proxy: ERC20ProxyContract; - let erc721Proxy: ERC721ProxyContract; - - let erc20Balances: ERC20BalancesByOwner; - let exchangeWrapper: ExchangeWrapper; - let erc20Wrapper: ERC20Wrapper; - let erc721Wrapper: ERC721Wrapper; - - let erc721MakerAssetIds: BigNumber[]; - let erc721TakerAssetIds: BigNumber[]; - - let defaultMakerAssetAddress: string; - let defaultTakerAssetAddress: string; + let coreCombinatorialUtils: CoreCombinatorialUtils; before(async () => { await blockchainLifecycle.startAsync(); + coreCombinatorialUtils = await coreCombinatorialUtilsFactoryAsync(web3Wrapper, txDefaults); }); after(async () => { await blockchainLifecycle.revertAsync(); }); - before(async () => { - const accounts = await web3Wrapper.getAvailableAddressesAsync(); - usedAddresses = [owner, makerAddress, takerAddress, feeRecipientAddress] = accounts; - - erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); - erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); - - const erc20EighteenDecimalTokenCount = 3; - const eighteenDecimals = new BigNumber(18); - [erc20EighteenDecimalTokenA, erc20EighteenDecimalTokenB, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( - erc20EighteenDecimalTokenCount, - eighteenDecimals, - ); - - const erc20FiveDecimalTokenCount = 2; - const fiveDecimals = new BigNumber(18); - [erc20FiveDecimalTokenA, erc20FiveDecimalTokenB] = await erc20Wrapper.deployDummyTokensAsync( - erc20FiveDecimalTokenCount, - fiveDecimals, - ); - erc20Proxy = await erc20Wrapper.deployProxyAsync(); - await erc20Wrapper.setBalancesAndAllowancesAsync(); - - [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); - erc721Proxy = await erc721Wrapper.deployProxyAsync(); - await erc721Wrapper.setBalancesAndAllowancesAsync(); - const erc721Balances = await erc721Wrapper.getBalancesAsync(); - erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; - erc721TakerAssetIds = erc721Balances[takerAddress][erc721Token.address]; - - exchange = await ExchangeContract.deployFrom0xArtifactAsync( - artifacts.Exchange, - provider, - txDefaults, - assetProxyUtils.encodeERC20ProxyData(zrxToken.address), - ); - exchangeWrapper = new ExchangeWrapper(exchange, provider); - await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC20, erc20Proxy.address, owner); - await exchangeWrapper.registerAssetProxyAsync(AssetProxyId.ERC721, erc721Proxy.address, owner); - - await web3Wrapper.awaitTransactionSuccessAsync( - await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { - from: owner, - }), - constants.AWAIT_TRANSACTION_MINED_MS, - ); - await web3Wrapper.awaitTransactionSuccessAsync( - await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchange.address, { - from: owner, - }), - constants.AWAIT_TRANSACTION_MINED_MS, - ); - - defaultMakerAssetAddress = erc20EighteenDecimalTokenA.address; - defaultTakerAssetAddress = erc20EighteenDecimalTokenB.address; - - newOrderFactory = new NewOrderFactory( - usedAddresses, - zrxToken.address, - [erc20EighteenDecimalTokenA.address, erc20EighteenDecimalTokenB.address], - [erc20FiveDecimalTokenA.address, erc20FiveDecimalTokenB.address], - erc721Token, - erc721Balances, - exchange.address, - ); - }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); - describe.only('Fill order', () => { - beforeEach(async () => { - erc20Balances = await erc20Wrapper.getBalancesAsync(); + const test = (orderScenarios: OrderScenario[]) => { + _.forEach(orderScenarios, orderScenario => { + const description = `Combinatorial OrderFill: ${orderScenario.feeRecipientScenario} ${ + orderScenario.makerAssetAmountScenario + } ${orderScenario.takerAssetAmountScenario} ${orderScenario.makerFeeScenario} ${ + orderScenario.takerFeeScenario + } ${orderScenario.expirationTimeSecondsScenario} ${orderScenario.makerAssetDataScenario} ${ + orderScenario.takerAssetDataScenario + }`; + it(description, async () => { + const order = coreCombinatorialUtils.orderFactory.generateOrder(orderScenario); + await coreCombinatorialUtils.testFillOrderScenarioAsync(order, provider); + }); }); - it('should transfer the correct amounts when makerAssetAmount === takerAssetAmount', async () => { - const order = newOrderFactory.generateOrder( - FeeRecipientAddressScenario.EthUserAddress, - OrderAmountScenario.NonZero, - OrderAmountScenario.NonZero, - OrderAmountScenario.Zero, - OrderAmountScenario.Zero, - ExpirationTimeSecondsScenario.InFuture, - AssetDataScenario.ERC20NonZRXEighteenDecimals, - AssetDataScenario.ERC20NonZRXEighteenDecimals, - ); - - // TODO: Permute signature types + }; - // TODO: Sign order (for now simply ECSign) - const orderHashBuff = orderHashUtils.getOrderHashBuff(order); - const privateKey = constants.TESTRPC_PRIVATE_KEYS[usedAddresses.indexOf(makerAddress)]; - const signature = signingUtils.signMessage(orderHashBuff, privateKey, SignatureType.EthSign); - const signedOrder = { - ...order, - signature: `0x${signature.toString('hex')}`, - }; - console.log('signedOrder', signedOrder); + const allOrderScenarios = CoreCombinatorialUtils.generateOrderCombinations(); - // TODO: Get orderRelevantState - const orderInfoUtils = new OrderInfoUtils(exchange, erc20Wrapper, zrxToken.address); - // 1. How much of this order can I fill? - const fillableTakerAssetAmount = await orderInfoUtils.getFillableTakerAssetAmountAsync( - signedOrder, - takerAddress, - ); - console.log('fillableTakerAssetAmount', fillableTakerAssetAmount); - - // TODO: Decide how much to fill (all, some) - const takerFillAmount = fillableTakerAssetAmount.div(2); // some for now - - // 2. If I fill it by X, what are the resulting balances/allowances/filled amounts expected? - // NOTE: we can't use orderStateUtils for this :( We need to do this ourselves. - - // This doesn't include taker balance/allowance checks... - /* - Inputs: - - signedOrder - - takerAddress - Outputs: - - Check fillable amount - - maker token balance & allowance - - maker ZRX balance & allowance - - taker token balance & allowance - - taker ZRX balance & allowance - Test: - - If fillable >= fillAmount: - - check that filled by fillAmount - - check makerBalance - */ - - // signedOrder = orderFactory.newSignedOrder({ - // makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - // takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(100), 18), - // }); ); - // - // const takerAssetFilledAmountBefore = await exchangeWrapper.getTakerAssetFilledAmountAsync( - // orderHashUtils.getOrderHashHex(signedOrder), - // ); - // expect(takerAssetFilledAmountBefore).to.be.bignumber.equal(0); - // - // const takerAssetFillAmount = signedOrder.takerAssetAmount.div(2); - // await exchangeWrapper.fillOrderAsync(signedOrder, takerAddress, { takerAssetFillAmount }); - // - // const makerAmountBoughtAfter = await exchangeWrapper.getTakerAssetFilledAmountAsync( - // orderHashUtils.getOrderHashHex(signedOrder), - // ); - // expect(makerAmountBoughtAfter).to.be.bignumber.equal(takerAssetFillAmount); - // - // const newBalances = await erc20Wrapper.getBalancesAsync(); - // - // const makerAssetFilledAmount = takerAssetFillAmount - // .times(signedOrder.makerAssetAmount) - // .dividedToIntegerBy(signedOrder.takerAssetAmount); - // const makerFeePaid = signedOrder.makerFee - // .times(makerAssetFilledAmount) - // .dividedToIntegerBy(signedOrder.makerAssetAmount); - // const takerFeePaid = signedOrder.takerFee - // .times(makerAssetFilledAmount) - // .dividedToIntegerBy(signedOrder.makerAssetAmount); - // expect(newBalances[makerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( - // erc20Balances[makerAddress][defaultMakerAssetAddress].minus(makerAssetFilledAmount), - // ); - // expect(newBalances[makerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( - // erc20Balances[makerAddress][defaultTakerAssetAddress].add(takerAssetFillAmount), - // ); - // expect(newBalances[makerAddress][zrxToken.address]).to.be.bignumber.equal( - // erc20Balances[makerAddress][zrxToken.address].minus(makerFeePaid), - // ); - // expect(newBalances[takerAddress][defaultTakerAssetAddress]).to.be.bignumber.equal( - // erc20Balances[takerAddress][defaultTakerAssetAddress].minus(takerAssetFillAmount), - // ); - // expect(newBalances[takerAddress][defaultMakerAssetAddress]).to.be.bignumber.equal( - // erc20Balances[takerAddress][defaultMakerAssetAddress].add(makerAssetFilledAmount), - // ); - // expect(newBalances[takerAddress][zrxToken.address]).to.be.bignumber.equal( - // erc20Balances[takerAddress][zrxToken.address].minus(takerFeePaid), - // ); - // expect(newBalances[feeRecipientAddress][zrxToken.address]).to.be.bignumber.equal( - // erc20Balances[feeRecipientAddress][zrxToken.address].add(makerFeePaid.add(takerFeePaid)), - // ); - }); - }); + describe.only('Fills orders', () => test(allOrderScenarios)); }); diff --git a/packages/order-utils/src/exchange_transfer_simulator.ts b/packages/order-utils/src/exchange_transfer_simulator.ts index 32d53d6a2..cac4af243 100644 --- a/packages/order-utils/src/exchange_transfer_simulator.ts +++ b/packages/order-utils/src/exchange_transfer_simulator.ts @@ -1,7 +1,8 @@ -import { ExchangeContractErrs } from '@0xproject/types'; +import { AssetProxyId, ExchangeContractErrs } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import { AbstractBalanceAndProxyAllowanceLazyStore } from './abstract/abstract_balance_and_proxy_allowance_lazy_store'; +import { assetProxyUtils } from './asset_proxy_utils'; import { constants } from './constants'; import { TradeSide, TransferType } from './types'; @@ -89,8 +90,13 @@ export class ExchangeTransferSimulator { userAddress: string, amountInBaseUnits: BigNumber, ): Promise { + const assetProxyId = assetProxyUtils.decodeAssetDataId(assetData); + const isERC721Asset = assetProxyId === AssetProxyId.ERC721; const proxyAllowance = await this._store.getProxyAllowanceAsync(assetData, userAddress); - if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS)) { + // HACK: This code assumes that all tokens with an UNLIMITED_ALLOWANCE_IN_BASE_UNITS set, + // are UnlimitedAllowanceTokens. This is however not true, it just so happens that all + // DummyERC20Tokens we use in tests are. + if (!proxyAllowance.eq(constants.UNLIMITED_ALLOWANCE_IN_BASE_UNITS) && !isERC721Asset) { this._store.setProxyAllowance(assetData, userAddress, proxyAllowance.minus(amountInBaseUnits)); } } diff --git a/packages/order-utils/src/order_state_utils.ts b/packages/order-utils/src/order_state_utils.ts index 40f235da7..dbb65de59 100644 --- a/packages/order-utils/src/order_state_utils.ts +++ b/packages/order-utils/src/order_state_utils.ts @@ -7,43 +7,85 @@ import { SignedOrder, } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; +import * as _ from 'lodash'; import { AbstractBalanceAndProxyAllowanceFetcher } from './abstract/abstract_balance_and_proxy_allowance_fetcher'; import { AbstractOrderFilledCancelledFetcher } from './abstract/abstract_order_filled_cancelled_fetcher'; -import { assetProxyUtils } from './asset_proxy_utils'; +import { constants } from './constants'; import { orderHashUtils } from './order_hash'; import { RemainingFillableCalculator } from './remaining_fillable_calculator'; +interface SidedOrderRelevantState { + isMakerSide: boolean; + traderBalance: BigNumber; + traderProxyAllowance: BigNumber; + traderFeeBalance: BigNumber; + traderFeeProxyAllowance: BigNumber; + filledTakerAssetAmount: BigNumber; + remainingFillableAssetAmount: BigNumber; +} + const ACCEPTABLE_RELATIVE_ROUNDING_ERROR = 0.0001; export class OrderStateUtils { private _balanceAndProxyAllowanceFetcher: AbstractBalanceAndProxyAllowanceFetcher; private _orderFilledCancelledFetcher: AbstractOrderFilledCancelledFetcher; - private static _validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void { - const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus(orderRelevantState.filledTakerAssetAmount); + private static _validateIfOrderIsValid( + signedOrder: SignedOrder, + sidedOrderRelevantState: SidedOrderRelevantState, + ): void { + const isMakerSide = sidedOrderRelevantState.isMakerSide; + const availableTakerAssetAmount = signedOrder.takerAssetAmount.minus( + sidedOrderRelevantState.filledTakerAssetAmount, + ); if (availableTakerAssetAmount.eq(0)) { throw new Error(ExchangeContractErrs.OrderRemainingFillAmountZero); } - if (orderRelevantState.makerBalance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerBalance); + if (sidedOrderRelevantState.traderBalance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerBalance + : ExchangeContractErrs.InsufficientTakerBalance, + ); } - if (orderRelevantState.makerProxyAllowance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerAllowance); + if (sidedOrderRelevantState.traderProxyAllowance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerAllowance + : ExchangeContractErrs.InsufficientTakerAllowance, + ); } if (!signedOrder.makerFee.eq(0)) { - if (orderRelevantState.makerFeeBalance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerFeeBalance); + if (sidedOrderRelevantState.traderFeeBalance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerFeeBalance + : ExchangeContractErrs.InsufficientTakerFeeBalance, + ); } - if (orderRelevantState.makerFeeProxyAllowance.eq(0)) { - throw new Error(ExchangeContractErrs.InsufficientMakerFeeAllowance); + if (sidedOrderRelevantState.traderFeeProxyAllowance.eq(0)) { + throw new Error( + isMakerSide + ? ExchangeContractErrs.InsufficientMakerFeeAllowance + : ExchangeContractErrs.InsufficientTakerFeeAllowance, + ); } } - const minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount - .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) - .dividedBy(signedOrder.makerAssetAmount); + + let minFillableTakerAssetAmountWithinNoRoundingErrorRange; + if (isMakerSide) { + minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.takerAssetAmount + .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) + .dividedBy(signedOrder.makerAssetAmount); + } else { + minFillableTakerAssetAmountWithinNoRoundingErrorRange = signedOrder.makerAssetAmount + .dividedBy(ACCEPTABLE_RELATIVE_ROUNDING_ERROR) + .dividedBy(signedOrder.takerAssetAmount); + } + if ( - orderRelevantState.remainingFillableTakerAssetAmount.lessThan( + sidedOrderRelevantState.remainingFillableAssetAmount.lessThan( minFillableTakerAssetAmountWithinNoRoundingErrorRange, ) ) { @@ -57,11 +99,20 @@ export class OrderStateUtils { this._balanceAndProxyAllowanceFetcher = balanceAndProxyAllowanceFetcher; this._orderFilledCancelledFetcher = orderFilledCancelledFetcher; } - public async getOrderStateAsync(signedOrder: SignedOrder): Promise { - const orderRelevantState = await this.getOrderRelevantStateAsync(signedOrder); + public async getOpenOrderStateAsync(signedOrder: SignedOrder): Promise { + const orderRelevantState = await this.getOpenOrderRelevantStateAsync(signedOrder); const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const sidedOrderRelevantState = { + isMakerSide: true, + traderBalance: orderRelevantState.makerBalance, + traderProxyAllowance: orderRelevantState.makerProxyAllowance, + traderFeeBalance: orderRelevantState.makerFeeBalance, + traderFeeProxyAllowance: orderRelevantState.makerFeeProxyAllowance, + filledTakerAssetAmount: orderRelevantState.filledTakerAssetAmount, + remainingFillableAssetAmount: orderRelevantState.remainingFillableMakerAssetAmount, + }; try { - OrderStateUtils._validateIfOrderIsValid(signedOrder, orderRelevantState); + OrderStateUtils._validateIfOrderIsValid(signedOrder, sidedOrderRelevantState); const orderState: OrderStateValid = { isValid: true, orderHash, @@ -77,63 +128,152 @@ export class OrderStateUtils { return orderState; } } - public async getOrderRelevantStateAsync(signedOrder: SignedOrder): Promise { - const zrxTokenAddress = this._orderFilledCancelledFetcher.getZRXTokenAddress(); - const makerProxyData = assetProxyUtils.decodeERC20AssetData(signedOrder.makerAssetData); - const makerAssetAddress = makerProxyData.tokenAddress; - const orderHash = orderHashUtils.getOrderHashHex(signedOrder); - const makerBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( - makerAssetAddress, - signedOrder.makerAddress, + public async getOpenOrderRelevantStateAsync(signedOrder: SignedOrder): Promise { + const isMaker = true; + const sidedOrderRelevantState = await this._getSidedOrderRelevantStateAsync( + isMaker, + signedOrder, + signedOrder.takerAddress, + ); + const remainingFillableTakerAssetAmount = sidedOrderRelevantState.remainingFillableAssetAmount + .times(signedOrder.takerAssetAmount) + .dividedToIntegerBy(signedOrder.makerAssetAmount); + + const orderRelevantState = { + makerBalance: sidedOrderRelevantState.traderBalance, + makerProxyAllowance: sidedOrderRelevantState.traderProxyAllowance, + makerFeeBalance: sidedOrderRelevantState.traderFeeBalance, + makerFeeProxyAllowance: sidedOrderRelevantState.traderFeeProxyAllowance, + filledTakerAssetAmount: sidedOrderRelevantState.filledTakerAssetAmount, + remainingFillableMakerAssetAmount: sidedOrderRelevantState.remainingFillableAssetAmount, + remainingFillableTakerAssetAmount, + }; + return orderRelevantState; + } + public async getMaxFillableTakerAssetAmountAsync( + signedOrder: SignedOrder, + takerAddress: string, + ): Promise { + // Get max fillable amount for an order, considering the makers ability to fill + let isMaker = true; + const orderRelevantMakerState = await this._getSidedOrderRelevantStateAsync( + isMaker, + signedOrder, + signedOrder.takerAddress, + ); + const remainingFillableTakerAssetAmountGivenMakersStatus = orderRelevantMakerState.remainingFillableAssetAmount; + + // Get max fillable amount for an order, considering the takers ability to fill + isMaker = false; + const orderRelevantTakerState = await this._getSidedOrderRelevantStateAsync(isMaker, signedOrder, takerAddress); + const remainingFillableTakerAssetAmountGivenTakersStatus = orderRelevantTakerState.remainingFillableAssetAmount; + + // The min of these two in the actualy max fillable by either party + const fillableTakerAssetAmount = BigNumber.min([ + remainingFillableTakerAssetAmountGivenMakersStatus, + remainingFillableTakerAssetAmountGivenTakersStatus, + ]); + + return fillableTakerAssetAmount; + } + public async getMaxFillableTakerAssetAmountForFailingOrderAsync( + signedOrder: SignedOrder, + takerAddress: string, + ): Promise { + // Get min of taker balance & allowance + const takerAssetBalanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( + signedOrder.takerAssetData, + takerAddress, ); - const makerProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( - makerAssetAddress, - signedOrder.makerAddress, + const takerAssetAllowanceOfTaker = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( + signedOrder.takerAssetData, + takerAddress, ); - const makerFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( - zrxTokenAddress, - signedOrder.makerAddress, + const minTakerAssetAmount = BigNumber.min([takerAssetBalanceOfTaker, takerAssetAllowanceOfTaker]); + + // get remainingFillAmount + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); + const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash); + const remainingFillTakerAssetAmount = signedOrder.takerAssetAmount.minus(filledTakerAssetAmount); + + if (minTakerAssetAmount.gte(remainingFillTakerAssetAmount)) { + return remainingFillTakerAssetAmount; + } else { + return minTakerAssetAmount; + } + } + private async _getSidedOrderRelevantStateAsync( + isMakerSide: boolean, + signedOrder: SignedOrder, + takerAddress: string, + ): Promise { + let traderAddress; + let assetData; + let assetAmount; + let feeAmount; + if (isMakerSide) { + traderAddress = signedOrder.makerAddress; + assetData = signedOrder.makerAssetData; + assetAmount = signedOrder.makerAssetAmount; + feeAmount = signedOrder.makerFee; + } else { + traderAddress = takerAddress; + assetData = signedOrder.takerAssetData; + assetAmount = signedOrder.takerAssetAmount; + feeAmount = signedOrder.takerFee; + } + const zrxAssetData = this._orderFilledCancelledFetcher.getZRXAssetData(); + const isAssetZRX = assetData === zrxAssetData; + + const traderBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync(assetData, traderAddress); + const traderProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( + assetData, + traderAddress, + ); + const traderFeeBalance = await this._balanceAndProxyAllowanceFetcher.getBalanceAsync( + zrxAssetData, + traderAddress, ); - const makerFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( - zrxTokenAddress, - signedOrder.makerAddress, + const traderFeeProxyAllowance = await this._balanceAndProxyAllowanceFetcher.getProxyAllowanceAsync( + zrxAssetData, + traderAddress, ); + + const transferrableTraderAssetAmount = BigNumber.min([traderProxyAllowance, traderBalance]); + const transferrableFeeAssetAmount = BigNumber.min([traderFeeProxyAllowance, traderFeeBalance]); + + const orderHash = orderHashUtils.getOrderHashHex(signedOrder); const filledTakerAssetAmount = await this._orderFilledCancelledFetcher.getFilledTakerAmountAsync(orderHash); - const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash); const totalMakerAssetAmount = signedOrder.makerAssetAmount; const totalTakerAssetAmount = signedOrder.takerAssetAmount; + const isOrderCancelled = await this._orderFilledCancelledFetcher.isOrderCancelledAsync(orderHash); const remainingTakerAssetAmount = isOrderCancelled ? new BigNumber(0) : totalTakerAssetAmount.minus(filledTakerAssetAmount); - const remainingMakerAssetAmount = remainingTakerAssetAmount - .times(totalMakerAssetAmount) - .dividedToIntegerBy(totalTakerAssetAmount); - const transferrableMakerAssetAmount = BigNumber.min([makerProxyAllowance, makerBalance]); - const transferrableFeeAssetAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]); - - const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxTokenAddress); - const isMakerAssetZRX = signedOrder.makerAssetData === zrxAssetData; + const remainingMakerAssetAmount = remainingTakerAssetAmount.eq(0) + ? new BigNumber(0) + : remainingTakerAssetAmount.times(totalMakerAssetAmount).dividedToIntegerBy(totalTakerAssetAmount); + const remainingAssetAmount = isMakerSide ? remainingMakerAssetAmount : remainingTakerAssetAmount; + const remainingFillableCalculator = new RemainingFillableCalculator( - signedOrder.makerFee, - signedOrder.makerAssetAmount, - isMakerAssetZRX, - transferrableMakerAssetAmount, + feeAmount, + assetAmount, + isAssetZRX, + transferrableTraderAssetAmount, transferrableFeeAssetAmount, - remainingMakerAssetAmount, + remainingAssetAmount, ); - const remainingFillableMakerAssetAmount = remainingFillableCalculator.computeRemainingFillable(); - const remainingFillableTakerAssetAmount = remainingFillableMakerAssetAmount - .times(signedOrder.takerAssetAmount) - .dividedToIntegerBy(signedOrder.makerAssetAmount); - const orderRelevantState = { - makerBalance, - makerProxyAllowance, - makerFeeBalance, - makerFeeProxyAllowance, + const remainingFillableAssetAmount = remainingFillableCalculator.computeRemainingFillable(); + + const sidedOrderRelevantState = { + isMakerSide, + traderBalance, + traderProxyAllowance, + traderFeeBalance, + traderFeeProxyAllowance, filledTakerAssetAmount, - remainingFillableMakerAssetAmount, - remainingFillableTakerAssetAmount, + remainingFillableAssetAmount, }; - return orderRelevantState; + return sidedOrderRelevantState; } } -- cgit