import {BlockchainLifecycle} from '@0xproject/dev-utils'; import {Web3Wrapper} from '@0xproject/web3-wrapper'; import BigNumber from 'bignumber.js'; import * as chai from 'chai'; import * as _ from 'lodash'; import 'mocha'; import * as Web3 from 'web3'; import { DecodedLogEvent, ExchangeContractErrs, LogEvent, OrderState, OrderStateInvalid, OrderStateValid, SignedOrder, Token, ZeroEx, ZeroExConfig, ZeroExError, } from '../src'; import {OrderStateWatcher} from '../src/order_watcher/order_state_watcher'; import {DoneCallback} from '../src/types'; import {chaiSetup} from './utils/chai_setup'; import {constants} from './utils/constants'; import {FillScenarios} from './utils/fill_scenarios'; import {reportCallbackErrors} from './utils/report_callback_errors'; import {TokenUtils} from './utils/token_utils'; import {web3Factory} from './utils/web3_factory'; const TIMEOUT_MS = 150; chaiSetup.configure(); const expect = chai.expect; const blockchainLifecycle = new BlockchainLifecycle(constants.RPC_URL); describe('OrderStateWatcher', () => { let web3: Web3; let zeroEx: ZeroEx; let tokens: Token[]; let tokenUtils: TokenUtils; let fillScenarios: FillScenarios; let userAddresses: string[]; let zrxTokenAddress: string; let exchangeContractAddress: string; let makerToken: Token; let takerToken: Token; let maker: string; let taker: string; let web3Wrapper: Web3Wrapper; let signedOrder: SignedOrder; const config = { networkId: constants.TESTRPC_NETWORK_ID, }; const decimals = constants.ZRX_DECIMALS; const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); before(async () => { web3 = web3Factory.create(); zeroEx = new ZeroEx(web3.currentProvider, config); exchangeContractAddress = zeroEx.exchange.getContractAddress(); userAddresses = await zeroEx.getAvailableAddressesAsync(); [, maker, taker] = userAddresses; tokens = await zeroEx.tokenRegistry.getTokensAsync(); tokenUtils = new TokenUtils(tokens); zrxTokenAddress = tokenUtils.getProtocolTokenOrThrow().address; fillScenarios = new FillScenarios(zeroEx, userAddresses, tokens, zrxTokenAddress, exchangeContractAddress); await fillScenarios.initTokenBalancesAsync(); [makerToken, takerToken] = tokenUtils.getDummyTokens(); web3Wrapper = (zeroEx as any)._web3Wrapper; }); beforeEach(async () => { await blockchainLifecycle.startAsync(); }); afterEach(async () => { await blockchainLifecycle.revertAsync(); }); describe('#removeOrder', async () => { it('should successfully remove existing order', async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.include({ [orderHash]: signedOrder, }); let dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes; expect(dependentOrderHashes[signedOrder.maker][signedOrder.makerTokenAddress]).to.have.keys(orderHash); zeroEx.orderStateWatcher.removeOrder(orderHash); expect((zeroEx.orderStateWatcher as any)._orderByOrderHash).to.not.include({ [orderHash]: signedOrder, }); dependentOrderHashes = (zeroEx.orderStateWatcher as any)._dependentOrderHashes; expect(dependentOrderHashes[signedOrder.maker]).to.be.undefined(); }); it('should no-op when removing a non-existing order', async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); const nonExistentOrderHash = `0x${orderHash.substr(2).split('').reverse().join('')}`; zeroEx.orderStateWatcher.removeOrder(nonExistentOrderHash); }); }); describe('#subscribe', async () => { afterEach(async () => { zeroEx.orderStateWatcher.unsubscribe(); }); it('should fail when trying to subscribe twice', async () => { zeroEx.orderStateWatcher.subscribe(_.noop); expect(() => zeroEx.orderStateWatcher.subscribe(_.noop)) .to.throw(ZeroExError.SubscriptionAlreadyPresent); }); }); describe('tests with cleanup', async () => { afterEach(async () => { zeroEx.orderStateWatcher.unsubscribe(); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.removeOrder(orderHash); }); it('should emit orderStateInvalid when maker allowance set to 0 for watched order', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerAllowance); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, new BigNumber(0)); })().catch(done); }); it('should not emit an orderState event when irrelevant Transfer event received', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { throw new Error('OrderState callback fired for irrelevant order'); }); zeroEx.orderStateWatcher.subscribe(callback); const notTheMaker = userAddresses[0]; const anyRecipient = taker; const transferAmount = new BigNumber(2); const notTheMakerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, notTheMaker); await zeroEx.token.transferAsync(makerToken.address, notTheMaker, anyRecipient, transferAmount); setTimeout(() => { done(); }, TIMEOUT_MS); })().catch(done); }); it('should emit orderStateInvalid when maker moves balance backing watched order', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.InsufficientMakerBalance); done(); }); zeroEx.orderStateWatcher.subscribe(callback); const anyRecipient = taker; const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); await zeroEx.token.transferAsync(makerToken.address, maker, anyRecipient, makerBalance); })().catch(done); }); it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero); done(); }); zeroEx.orderStateWatcher.subscribe(callback); const shouldThrowOnInsufficientBalanceOrAllowance = true; await zeroEx.exchange.fillOrderAsync( signedOrder, fillableAmount, shouldThrowOnInsufficientBalanceOrAllowance, taker, ); })().catch(done); }); it('should emit orderStateValid when watched order partially filled', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker); const fillAmountInBaseUnits = new BigNumber(2); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; expect(validOrderState.orderHash).to.be.equal(orderHash); const orderRelevantState = validOrderState.orderRelevantState; const remainingMakerBalance = makerBalance.sub(fillAmountInBaseUnits); const remainingFillable = fillableAmount.minus(fillAmountInBaseUnits); expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( remainingFillable); expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( remainingFillable); expect(orderRelevantState.makerBalance).to.be.bignumber.equal(remainingMakerBalance); done(); }); zeroEx.orderStateWatcher.subscribe(callback); const shouldThrowOnInsufficientBalanceOrAllowance = true; await zeroEx.exchange.fillOrderAsync( signedOrder, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, taker, ); })().catch(done); }); it('should trigger the callback when orders backing ZRX allowance changes', (done: DoneCallback) => { (async () => { const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18); const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18); signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerToken.address, takerToken.address, makerFee, takerFee, maker, taker, fillableAmount, taker); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, new BigNumber(0)); })().catch(done); }); describe('remainingFillable(M|T)akerTokenAmount', () => { it('should calculate correct remaining fillable', (done: DoneCallback) => { (async () => { const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals); const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals); signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, makerFillableAmount, takerFillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker); const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; expect(validOrderState.orderHash).to.be.equal(orderHash); const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals)); expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals)); done(); }); zeroEx.orderStateWatcher.subscribe(callback); const shouldThrowOnInsufficientBalanceOrAllowance = true; await zeroEx.exchange.fillOrderAsync( signedOrder, fillAmountInBaseUnits, shouldThrowOnInsufficientBalanceOrAllowance, taker, ); })().catch(done); }); it('should equal approved amount when approved amount is lowest', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { const validOrderState = orderState as OrderStateValid; const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( changedMakerApprovalAmount); expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( changedMakerApprovalAmount); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.token.setProxyAllowanceAsync(makerToken.address, maker, changedMakerApprovalAmount); })().catch(done); }); it('should equal balance amount when balance amount is lowest', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); const transferAmount = makerBalance.sub(remainingAmount); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( remainingAmount); expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( remainingAmount); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.token.transferAsync( makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount); })().catch(done); }); it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => { (async () => { const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); const feeRecipient = taker; signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerToken.address, takerToken.address, makerFee, takerFee, maker, taker, fillableAmount, feeRecipient); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals); const transferTokenAmount = makerFee.sub(remainingTokenAmount); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( remainingTokenAmount); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount); })().catch(done); }); it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => { (async () => { const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); const feeRecipient = taker; signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerToken.address, takerToken.address, makerFee, takerFee, maker, taker, fillableAmount, feeRecipient); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals); const transferFeeAmount = makerFee.sub(remainingFeeAmount); const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals); const transferTokenAmount = makerFee.sub(remainingTokenAmount); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { const validOrderState = orderState as OrderStateValid; const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( remainingFeeAmount); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount); await zeroEx.token.transferAsync( makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferTokenAmount); })().catch(done); }); it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => { (async () => { const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); const feeRecipient = taker; signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( makerToken.address, takerToken.address, makerFee, takerFee, maker, taker, fillableAmount, feeRecipient); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { const validOrderState = orderState as OrderStateValid; const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( fillableAmount); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.token.setProxyAllowanceAsync( makerToken.address, maker, ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals)); })().catch(done); }); }); it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero); done(); }); zeroEx.orderStateWatcher.subscribe(callback); const shouldThrowOnInsufficientBalanceOrAllowance = true; await zeroEx.exchange.cancelOrderAsync(signedOrder, fillableAmount); })().catch(done); }); it('should emit orderStateInvalid when within rounding error range', (done: DoneCallback) => { (async () => { const remainingFillableAmountInBaseUnits = new BigNumber(100); signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.false(); const invalidOrderState = orderState as OrderStateInvalid; expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderFillRoundingError); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.exchange.cancelOrderAsync( signedOrder, fillableAmount.minus(remainingFillableAmountInBaseUnits), ); })().catch(done); }); it('should emit orderStateValid when watched order partially cancelled', (done: DoneCallback) => { (async () => { signedOrder = await fillScenarios.createFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, fillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker); const cancelAmountInBaseUnits = new BigNumber(2); const orderHash = ZeroEx.getOrderHashHex(signedOrder); zeroEx.orderStateWatcher.addOrder(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { expect(orderState.isValid).to.be.true(); const validOrderState = orderState as OrderStateValid; expect(validOrderState.orderHash).to.be.equal(orderHash); const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.cancelledTakerTokenAmount).to.be.bignumber.equal(cancelAmountInBaseUnits); done(); }); zeroEx.orderStateWatcher.subscribe(callback); await zeroEx.exchange.cancelOrderAsync(signedOrder, cancelAmountInBaseUnits); })().catch(done); }); }); }); // tslint:disable:max-file-line-count