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author | Jacob Evans <jacob@dekz.net> | 2018-07-06 13:00:09 +0800 |
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committer | Jacob Evans <jacob@dekz.net> | 2018-07-06 13:30:07 +0800 |
commit | 0557d6a9bfc07b8d360970ffbcf582f8a26943cb (patch) | |
tree | 76b233a7a50c2e10ee3eb09a848c2494d0512c26 /packages/contracts/test | |
parent | b9b00e10d39c3c84bc72892ef37f1313e904414d (diff) | |
download | dexon-sol-tools-0557d6a9bfc07b8d360970ffbcf582f8a26943cb.tar.gz dexon-sol-tools-0557d6a9bfc07b8d360970ffbcf582f8a26943cb.tar.zst dexon-sol-tools-0557d6a9bfc07b8d360970ffbcf582f8a26943cb.zip |
Forwarding contract (squashed commits)
Diffstat (limited to 'packages/contracts/test')
-rw-r--r-- | packages/contracts/test/forwarder/forwarder.ts | 818 | ||||
-rw-r--r-- | packages/contracts/test/utils/artifacts.ts | 2 | ||||
-rw-r--r-- | packages/contracts/test/utils/erc20_wrapper.ts | 8 | ||||
-rw-r--r-- | packages/contracts/test/utils/forwarder_wrapper.ts | 220 | ||||
-rw-r--r-- | packages/contracts/test/utils/types.ts | 8 |
5 files changed, 1056 insertions, 0 deletions
diff --git a/packages/contracts/test/forwarder/forwarder.ts b/packages/contracts/test/forwarder/forwarder.ts new file mode 100644 index 000000000..0b6e24451 --- /dev/null +++ b/packages/contracts/test/forwarder/forwarder.ts @@ -0,0 +1,818 @@ +import { BlockchainLifecycle } from '@0xproject/dev-utils'; +import { assetProxyUtils } from '@0xproject/order-utils'; +import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import * as chai from 'chai'; +import { TransactionReceiptWithDecodedLogs } from 'ethereum-types'; + +import { DummyERC20TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c20_token'; +import { DummyERC721TokenContract } from '../../generated_contract_wrappers/dummy_e_r_c721_token'; +import { ExchangeContract } from '../../generated_contract_wrappers/exchange'; +import { ForwarderContract } from '../../generated_contract_wrappers/forwarder'; +import { WETH9Contract } from '../../generated_contract_wrappers/weth9'; +import { artifacts } from '../utils/artifacts'; +import { expectRevertOrAlwaysFailingTransactionAsync, expectRevertOrOtherErrorAsync } 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 { formatters } from '../utils/formatters'; +import { ForwarderWrapper } from '../utils/forwarder_wrapper'; +import { OrderFactory } from '../utils/order_factory'; +import { ContractName, ERC20BalancesByOwner } from '../utils/types'; +import { provider, txDefaults, web3Wrapper } from '../utils/web3_wrapper'; + +chaiSetup.configure(); +const expect = chai.expect; +const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper); +const DECIMALS_DEFAULT = 18; +// Set a gasPrice so when checking balance of msg.sender we can accurately calculate gasPrice*gasUsed +const DEFAULT_GAS_PRICE = new BigNumber(1); + +describe(ContractName.Forwarder, () => { + let makerAddress: string; + let owner: string; + let takerAddress: string; + let feeRecipientAddress: string; + let otherAddress: string; + let defaultMakerAssetAddress: string; + + let weth: DummyERC20TokenContract; + let zrxToken: DummyERC20TokenContract; + let erc721Token: DummyERC721TokenContract; + let forwarderContract: ForwarderContract; + let wethContract: WETH9Contract; + let forwarderWrapper: ForwarderWrapper; + let exchangeWrapper: ExchangeWrapper; + + let signedOrder: SignedOrder; + let signedOrders: SignedOrder[]; + let orderWithFee: SignedOrder; + let signedOrdersWithFee: SignedOrder[]; + let feeOrder: SignedOrder; + let feeOrders: SignedOrder[]; + let orderFactory: OrderFactory; + let erc20Wrapper: ERC20Wrapper; + let erc20Balances: ERC20BalancesByOwner; + let tx: TransactionReceiptWithDecodedLogs; + + let erc721MakerAssetIds: BigNumber[]; + let feeProportion: number = 0; + + before(async () => { + await blockchainLifecycle.startAsync(); + const accounts = await web3Wrapper.getAvailableAddressesAsync(); + const usedAddresses = ([owner, makerAddress, takerAddress, feeRecipientAddress, otherAddress] = accounts); + + const erc721Wrapper = new ERC721Wrapper(provider, usedAddresses, owner); + erc20Wrapper = new ERC20Wrapper(provider, usedAddresses, owner); + + const numDummyErc20ToDeploy = 3; + let erc20TokenA; + [erc20TokenA, zrxToken] = await erc20Wrapper.deployDummyTokensAsync( + numDummyErc20ToDeploy, + constants.DUMMY_TOKEN_DECIMALS, + ); + const erc20Proxy = await erc20Wrapper.deployProxyAsync(); + await erc20Wrapper.setBalancesAndAllowancesAsync(); + + [erc721Token] = await erc721Wrapper.deployDummyTokensAsync(); + const erc721Proxy = await erc721Wrapper.deployProxyAsync(); + await erc721Wrapper.setBalancesAndAllowancesAsync(); + const erc721Balances = await erc721Wrapper.getBalancesAsync(); + erc721MakerAssetIds = erc721Balances[makerAddress][erc721Token.address]; + + wethContract = await WETH9Contract.deployFrom0xArtifactAsync(artifacts.EtherToken, provider, txDefaults); + weth = new DummyERC20TokenContract(wethContract.abi, wethContract.address, provider); + erc20Wrapper.addDummyTokenContract(weth); + + const wethAssetData = assetProxyUtils.encodeERC20AssetData(wethContract.address); + const zrxAssetData = assetProxyUtils.encodeERC20AssetData(zrxToken.address); + const exchangeInstance = await ExchangeContract.deployFrom0xArtifactAsync( + artifacts.Exchange, + provider, + txDefaults, + zrxAssetData, + ); + const exchangeContract = new ExchangeContract(exchangeInstance.abi, exchangeInstance.address, provider); + exchangeWrapper = new ExchangeWrapper(exchangeContract, provider); + await exchangeWrapper.registerAssetProxyAsync(erc20Proxy.address, owner); + await exchangeWrapper.registerAssetProxyAsync(erc721Proxy.address, owner); + + await erc20Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + await erc721Proxy.addAuthorizedAddress.sendTransactionAsync(exchangeInstance.address, { + from: owner, + }); + + defaultMakerAssetAddress = erc20TokenA.address; + const defaultTakerAssetAddress = wethContract.address; + const defaultOrderParams = { + exchangeAddress: exchangeInstance.address, + makerAddress, + feeRecipientAddress, + makerAssetData: assetProxyUtils.encodeERC20AssetData(defaultMakerAssetAddress), + takerAssetData: assetProxyUtils.encodeERC20AssetData(defaultTakerAssetAddress), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(200), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + makerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }; + const privateKey = constants.TESTRPC_PRIVATE_KEYS[accounts.indexOf(makerAddress)]; + orderFactory = new OrderFactory(privateKey, defaultOrderParams); + + const forwarderInstance = await ForwarderContract.deployFrom0xArtifactAsync( + artifacts.Forwarder, + provider, + txDefaults, + exchangeInstance.address, + wethContract.address, + zrxToken.address, + AssetProxyId.ERC20, + zrxAssetData, + wethAssetData, + ); + forwarderContract = new ForwarderContract(forwarderInstance.abi, forwarderInstance.address, provider); + forwarderWrapper = new ForwarderWrapper(forwarderContract, provider, zrxToken.address); + erc20Wrapper.addTokenOwnerAddress(forwarderInstance.address); + + web3Wrapper.abiDecoder.addABI(forwarderContract.abi); + web3Wrapper.abiDecoder.addABI(exchangeInstance.abi); + }); + after(async () => { + await blockchainLifecycle.revertAsync(); + }); + beforeEach(async () => { + await blockchainLifecycle.startAsync(); + feeProportion = 0; + erc20Balances = await erc20Wrapper.getBalancesAsync(); + signedOrder = orderFactory.newSignedOrder(); + signedOrders = [signedOrder]; + feeOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + feeOrders = [feeOrder]; + orderWithFee = orderFactory.newSignedOrder({ + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + signedOrdersWithFee = [orderWithFee]; + }); + afterEach(async () => { + await blockchainLifecycle.revertAsync(); + }); + describe('calculations', () => { + it('throws if orders passed in are not enough to satisfy requested amount', async () => { + feeOrders = [feeOrder]; + const makerTokenFillAmount = feeOrder.makerAssetAmount.div(2); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + feeOrders, + [], + feeProportion, + makerTokenFillAmount, + ); + // Fill the feeOrder + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(feeOrders, [], makerTokenFillAmount, { + from: takerAddress, + value: fillAmountWei, + }); + return expectRevertOrOtherErrorAsync( + forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + feeOrders, + [], + feeProportion, + makerTokenFillAmount, + ), + 'Unable to satisfy makerAssetFillAmount with provided orders', + ); + }); + it('throws if orders passed are cancelled', async () => { + tx = await exchangeWrapper.cancelOrderAsync(feeOrder, makerAddress); + // Cancel the feeOrder + return expectRevertOrOtherErrorAsync( + forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + feeOrders, + [], + feeProportion, + feeOrder.makerAssetAmount.div(2), + ), + 'Unable to satisfy makerAssetFillAmount with provided orders', + ); + }); + }); + describe('marketSellEthForERC20 without extra fees', () => { + it('should fill the order', async () => { + const fillAmount = signedOrder.takerAssetAmount.div(2); + const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress]; + const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress]; + feeOrders = []; + tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, { + value: fillAmount, + from: takerAddress, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress]; + const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; + const makerTokenFillAmount = fillAmount + .times(signedOrder.makerAssetAmount) + .dividedToIntegerBy(signedOrder.takerAssetAmount); + + expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(makerTokenFillAmount)); + expect(takerBalanceAfter).to.be.bignumber.equal(takerBalanceBefore.plus(makerTokenFillAmount)); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + }); + it('should fill the order and perform fee abstraction', async () => { + const fillAmount = signedOrder.takerAssetAmount.div(4); + const takerBalanceBefore = erc20Balances[takerAddress][defaultMakerAssetAddress]; + tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { + value: fillAmount, + from: takerAddress, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; + + const acceptPercentage = 98; + const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100)); + const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold); + expect(isWithinThreshold).to.be.true(); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + }); + it('should fill the order when token is ZRX with fees', async () => { + orderWithFee = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + signedOrdersWithFee = [orderWithFee]; + feeOrders = []; + const fillAmount = signedOrder.takerAssetAmount.div(4); + const takerBalanceBefore = erc20Balances[takerAddress][zrxToken.address]; + tx = await forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { + value: fillAmount, + from: takerAddress, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const takerBalanceAfter = newBalances[takerAddress][zrxToken.address]; + + const acceptPercentage = 98; + const acceptableThreshold = takerBalanceBefore.plus(fillAmount.times(acceptPercentage).dividedBy(100)); + const isWithinThreshold = takerBalanceAfter.greaterThanOrEqualTo(acceptableThreshold); + expect(isWithinThreshold).to.be.true(); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + }); + it('should fail if sent an ETH amount too high', async () => { + signedOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + const fillAmount = signedOrder.takerAssetAmount.times(2); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { + value: fillAmount, + from: takerAddress, + }), + ); + }); + it('should fail if fee abstraction amount is too high', async () => { + orderWithFee = orderFactory.newSignedOrder({ + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(50), DECIMALS_DEFAULT), + }); + signedOrdersWithFee = [orderWithFee]; + feeOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + feeOrders = [feeOrder]; + const fillAmount = signedOrder.takerAssetAmount.div(4); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async(signedOrdersWithFee, feeOrders, { + value: fillAmount, + from: takerAddress, + }), + ); + }); + it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = orderFactory.newSignedOrder(); + signedOrders = [erc20SignedOrder, erc721SignedOrder]; + const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async(signedOrders, feeOrders, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + }); + describe('marketSellEthForERC20 with extra fees', () => { + it('should fill the order and send fee to fee recipient', async () => { + const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const fillAmount = signedOrder.takerAssetAmount.div(2); + feeProportion = 150; // 1.5% + feeOrders = []; + tx = await forwarderWrapper.marketSellEthForERC20Async( + signedOrders, + feeOrders, + { + from: takerAddress, + value: fillAmount, + gasPrice: DEFAULT_GAS_PRICE, + }, + { + feeProportion, + feeRecipient: feeRecipientAddress, + }, + ); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const makerBalanceBefore = erc20Balances[makerAddress][defaultMakerAssetAddress]; + const makerBalanceAfter = newBalances[makerAddress][defaultMakerAssetAddress]; + const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; + const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const takerBoughtAmount = takerBalanceAfter.minus(erc20Balances[takerAddress][defaultMakerAssetAddress]); + + expect(makerBalanceAfter).to.be.bignumber.equal(makerBalanceBefore.minus(takerBoughtAmount)); + expect(afterEthBalance).to.be.bignumber.equal( + initEthBalance.plus(fillAmount.times(feeProportion).dividedBy(10000)), + ); + expect(newBalances[forwarderContract.address][weth.address]).to.be.bignumber.equal(new BigNumber(0)); + }); + it('should fail if the fee is set too high', async () => { + const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const fillAmount = signedOrder.takerAssetAmount.div(2); + feeProportion = 1500; // 15.0% + feeOrders = []; + expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketSellEthForERC20Async( + signedOrders, + feeOrders, + { + from: takerAddress, + value: fillAmount, + gasPrice: DEFAULT_GAS_PRICE, + }, + { + feeProportion, + feeRecipient: feeRecipientAddress, + }, + ), + ); + const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + expect(afterEthBalance).to.be.bignumber.equal(initEthBalance); + }); + }); + describe('marketBuyTokensWithEth', () => { + it('should buy the exact amount of assets', async () => { + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const balancesBefore = await erc20Wrapper.getBalancesAsync(); + const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount); + const fillAmountWei = makerAssetAmount.dividedToIntegerBy(rate); + feeOrders = []; + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress]; + const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; + const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmountWei).minus(tx.gasUsed); + expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount)); + expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts); + }); + it('should buy the exact amount of assets and return excess ETH', async () => { + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const balancesBefore = await erc20Wrapper.getBalancesAsync(); + const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount); + const fillAmount = makerAssetAmount.dividedToIntegerBy(rate); + const excessFillAmount = fillAmount.times(2); + feeOrders = []; + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: excessFillAmount, + gasPrice: DEFAULT_GAS_PRICE, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress]; + const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; + const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const expectedEthBalanceAfterGasCosts = initEthBalance.minus(fillAmount).minus(tx.gasUsed); + expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount)); + expect(afterEthBalance).to.be.bignumber.eq(expectedEthBalanceAfterGasCosts); + }); + it('should buy the exact amount of assets with fee abstraction', async () => { + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const balancesBefore = await erc20Wrapper.getBalancesAsync(); + const rate = signedOrder.makerAssetAmount.dividedBy(signedOrder.takerAssetAmount); + const fillAmount = makerAssetAmount.dividedToIntegerBy(rate); + const excessFillAmount = fillAmount.times(2); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: excessFillAmount, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const takerBalanceBefore = balancesBefore[takerAddress][defaultMakerAssetAddress]; + const takerBalanceAfter = newBalances[takerAddress][defaultMakerAssetAddress]; + expect(takerBalanceAfter).to.be.bignumber.eq(takerBalanceBefore.plus(makerAssetAmount)); + }); + it('should buy the exact amount of assets when buying zrx with fee abstraction', async () => { + signedOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + }); + signedOrdersWithFee = [signedOrder]; + feeOrders = []; + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const takerWeiBalanceBefore = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const balancesBefore = await erc20Wrapper.getBalancesAsync(); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrdersWithFee, + feeOrders, + feeProportion, + makerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }); + const newBalances = await erc20Wrapper.getBalancesAsync(); + const takerTokenBalanceBefore = balancesBefore[takerAddress][zrxToken.address]; + const takerTokenBalanceAfter = newBalances[takerAddress][zrxToken.address]; + const takerWeiBalanceAfter = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const expectedCostAfterGas = fillAmountWei.plus(tx.gasUsed); + expect(takerTokenBalanceAfter).to.be.bignumber.greaterThan(takerTokenBalanceBefore.plus(makerAssetAmount)); + expect(takerWeiBalanceAfter).to.be.bignumber.equal(takerWeiBalanceBefore.minus(expectedCostAfterGas)); + }); + it('throws if fees are higher than 5% when buying zrx', async () => { + const highFeeZRXOrder = orderFactory.newSignedOrder({ + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + makerAssetAmount: signedOrder.makerAssetAmount, + takerFee: signedOrder.makerAssetAmount.times(0.06), + }); + signedOrdersWithFee = [highFeeZRXOrder]; + feeOrders = []; + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrdersWithFee, + feeOrders, + feeProportion, + makerAssetAmount, + ); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws if fees are higher than 5% when buying erc20', async () => { + const highFeeERC20Order = orderFactory.newSignedOrder({ + takerFee: signedOrder.makerAssetAmount.times(0.06), + }); + signedOrdersWithFee = [highFeeERC20Order]; + feeOrders = [feeOrder]; + const makerAssetAmount = signedOrder.makerAssetAmount.div(2); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrdersWithFee, + feeOrders, + feeProportion, + makerAssetAmount, + ); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws if makerAssetAmount is 0', async () => { + const makerAssetAmount = new BigNumber(0); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrdersWithFee, + feeOrders, + feeProportion, + makerAssetAmount, + ); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrdersWithFee, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws if the amount of ETH sent in is less than the takerAssetFilledAmount', async () => { + const makerAssetAmount = signedOrder.makerAssetAmount; + const fillAmount = signedOrder.takerAssetAmount.div(2); + const zero = new BigNumber(0); + // Deposit enough taker balance to fill the order + const wethDepositTxHash = await wethContract.deposit.sendTransactionAsync({ + from: takerAddress, + value: signedOrder.takerAssetAmount, + }); + await web3Wrapper.awaitTransactionSuccessAsync(wethDepositTxHash); + // Transfer all of this WETH to the forwarding contract + const wethTransferTxHash = await wethContract.transfer.sendTransactionAsync( + forwarderContract.address, + signedOrder.takerAssetAmount, + { from: takerAddress }, + ); + await web3Wrapper.awaitTransactionSuccessAsync(wethTransferTxHash); + // We use the contract directly to get around wrapper validations and calculations + const formattedOrders = formatters.createMarketSellOrders(signedOrders, zero); + const formattedFeeOrders = formatters.createMarketSellOrders(feeOrders, zero); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( + formattedOrders.orders, + formattedOrders.signatures, + formattedFeeOrders.orders, + formattedFeeOrders.signatures, + makerAssetAmount, + zero, + constants.NULL_ADDRESS, + { value: fillAmount, from: takerAddress }, + ), + ); + }); + }); + describe('marketBuyTokensWithEth - ERC721', async () => { + it('buys ERC721 assets', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + feeOrders = []; + signedOrders = [signedOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + makerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + }); + it('buys ERC721 assets with fee abstraction', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + signedOrders = [signedOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + makerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + }); + it('buys ERC721 assets with fee abstraction and pays fee to fee recipient', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + signedOrders = [signedOrder]; + feeProportion = 100; + const initTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const initFeeRecipientBalanceWei = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + makerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync( + signedOrders, + feeOrders, + makerAssetAmount, + { + from: takerAddress, + value: fillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }, + { + feeProportion, + feeRecipient: feeRecipientAddress, + }, + ); + const afterFeeRecipientEthBalance = await web3Wrapper.getBalanceInWeiAsync(feeRecipientAddress); + const afterTakerBalanceWei = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const takerFilledAmount = initTakerBalanceWei.minus(afterTakerBalanceWei).plus(tx.gasUsed); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + const balanceDiff = afterFeeRecipientEthBalance.minus(initFeeRecipientBalanceWei); + expect(takerFilledAmount.dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(101); + expect(takerFilledAmount.minus(balanceDiff).dividedToIntegerBy(balanceDiff)).to.be.bignumber.equal(100); + }); + it('buys multiple ERC721 assets with fee abstraction and pays fee to fee recipient', async () => { + const makerAssetId1 = erc721MakerAssetIds[0]; + const makerAssetId2 = erc721MakerAssetIds[1]; + const signedOrder1 = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(3), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId1), + }); + const signedOrder2 = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(4), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId2), + }); + signedOrders = [signedOrder1, signedOrder2]; + feeProportion = 10; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + makerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }); + const newOwnerTakerAsset1 = await erc721Token.ownerOf.callAsync(makerAssetId1); + expect(newOwnerTakerAsset1).to.be.bignumber.equal(takerAddress); + const newOwnerTakerAsset2 = await erc721Token.ownerOf.callAsync(makerAssetId2); + expect(newOwnerTakerAsset2).to.be.bignumber.equal(takerAddress); + }); + it('buys ERC721 assets with fee abstraction and handles fee orders filled and excess eth', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + feeProportion = 0; + // In this scenario a total of 6 ZRX fees need to be paid. + // There are two fee orders, but the first fee order is partially filled while + // the Forwarding contract tx is in the mempool. + const erc721MakerAssetAmount = new BigNumber(1); + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: erc721MakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + signedOrders = [signedOrder]; + const firstFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }); + const secondFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT), + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }); + feeOrders = [firstFeeOrder, secondFeeOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + erc721MakerAssetAmount, + ); + // Simulate another otherAddress user partially filling firstFeeOrder + const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, { + from: otherAddress, + value: fillAmountWei, + }); + // For tests we calculate how much this should've cost given that firstFeeOrder was filled + const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + erc721MakerAssetAmount, + ); + // With 4 ZRX remaining in firstFeeOrder, the secondFeeOrder will need to be filled to make up + // the total amount of fees required (6) + // Since the fee orders can be filled while the transaction is pending the user safely sends in + // extra ether to cover any slippage + const initEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const slippageFillAmountWei = fillAmountWei.times(2); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: slippageFillAmountWei, + gasPrice: DEFAULT_GAS_PRICE, + }); + const afterEthBalance = await web3Wrapper.getBalanceInWeiAsync(takerAddress); + const expectedEthBalanceAfterGasCosts = initEthBalance.minus(expectedFillAmountWei).minus(tx.gasUsed); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + expect(afterEthBalance).to.be.bignumber.equal(expectedEthBalanceAfterGasCosts); + }); + it('buys ERC721 assets with fee abstraction and handles fee orders filled', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + feeProportion = 0; + // In this scenario a total of 6 ZRX fees need to be paid. + // There are two fee orders, but the first fee order is partially filled while + // the Forwarding contract tx is in the mempool. + const erc721MakerAssetAmount = new BigNumber(1); + signedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: erc721MakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(10), DECIMALS_DEFAULT), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(6), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const zrxMakerAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(8), DECIMALS_DEFAULT); + signedOrders = [signedOrder]; + const firstFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: zrxMakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.1), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }); + const secondFeeOrder = orderFactory.newSignedOrder({ + makerAssetAmount: zrxMakerAssetAmount, + takerAssetAmount: Web3Wrapper.toBaseUnitAmount(new BigNumber(0.12), DECIMALS_DEFAULT), + makerAssetData: assetProxyUtils.encodeERC20AssetData(zrxToken.address), + takerFee: Web3Wrapper.toBaseUnitAmount(new BigNumber(0), DECIMALS_DEFAULT), + }); + feeOrders = [firstFeeOrder, secondFeeOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + erc721MakerAssetAmount, + ); + // Simulate another otherAddress user partially filling firstFeeOrder + const firstFeeOrderFillAmount = firstFeeOrder.makerAssetAmount.div(2); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync([firstFeeOrder], [], firstFeeOrderFillAmount, { + from: otherAddress, + value: fillAmountWei, + }); + const expectedFillAmountWei = await forwarderWrapper.calculateMarketBuyFillAmountWeiAsync( + signedOrders, + feeOrders, + feeProportion, + erc721MakerAssetAmount, + ); + tx = await forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: expectedFillAmountWei, + }); + const newOwnerTakerAsset = await erc721Token.ownerOf.callAsync(makerAssetId); + expect(newOwnerTakerAsset).to.be.bignumber.equal(takerAddress); + }); + it('throws when mixed ERC721 and ERC20 assets', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = orderFactory.newSignedOrder(); + signedOrders = [erc721SignedOrder, erc20SignedOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + it('throws when mixed ERC721 and ERC20 assets with ERC20 first', async () => { + const makerAssetId = erc721MakerAssetIds[0]; + const erc721SignedOrder = orderFactory.newSignedOrder({ + makerAssetAmount: new BigNumber(1), + makerAssetData: assetProxyUtils.encodeERC721AssetData(erc721Token.address, makerAssetId), + }); + const erc20SignedOrder = orderFactory.newSignedOrder(); + signedOrders = [erc20SignedOrder, erc721SignedOrder]; + const makerAssetAmount = new BigNumber(signedOrders.length); + const fillAmountWei = erc20SignedOrder.takerAssetAmount.plus(erc721SignedOrder.takerAssetAmount); + return expectRevertOrAlwaysFailingTransactionAsync( + forwarderWrapper.marketBuyTokensWithEthAsync(signedOrders, feeOrders, makerAssetAmount, { + from: takerAddress, + value: fillAmountWei, + }), + ); + }); + }); +}); +// tslint:disable:max-file-line-count +// tslint:enable:no-unnecessary-type-assertion diff --git a/packages/contracts/test/utils/artifacts.ts b/packages/contracts/test/utils/artifacts.ts index 23e93c085..d3f808218 100644 --- a/packages/contracts/test/utils/artifacts.ts +++ b/packages/contracts/test/utils/artifacts.ts @@ -8,6 +8,7 @@ import * as ERC20Proxy from '../../artifacts/ERC20Proxy.json'; import * as ERC721Proxy from '../../artifacts/ERC721Proxy.json'; import * as Exchange from '../../artifacts/Exchange.json'; import * as ExchangeWrapper from '../../artifacts/ExchangeWrapper.json'; +import * as Forwarder from '../../artifacts/Forwarder.json'; import * as IAssetProxy from '../../artifacts/IAssetProxy.json'; import * as MixinAuthorizable from '../../artifacts/MixinAuthorizable.json'; import * as MultiSigWallet from '../../artifacts/MultiSigWallet.json'; @@ -34,6 +35,7 @@ export const artifacts = { Exchange: (Exchange as any) as ContractArtifact, ExchangeWrapper: (ExchangeWrapper as any) as ContractArtifact, EtherToken: (EtherToken as any) as ContractArtifact, + Forwarder: (Forwarder as any) as ContractArtifact, IAssetProxy: (IAssetProxy as any) as ContractArtifact, MixinAuthorizable: (MixinAuthorizable as any) as ContractArtifact, MultiSigWallet: (MultiSigWallet as any) as ContractArtifact, diff --git a/packages/contracts/test/utils/erc20_wrapper.ts b/packages/contracts/test/utils/erc20_wrapper.ts index 53e9791bc..9351b1e3d 100644 --- a/packages/contracts/test/utils/erc20_wrapper.ts +++ b/packages/contracts/test/utils/erc20_wrapper.ts @@ -138,6 +138,14 @@ export class ERC20Wrapper { }); return balancesByOwner; } + public addDummyTokenContract(dummy: DummyERC20TokenContract): void { + if (!_.isUndefined(this._dummyTokenContracts)) { + this._dummyTokenContracts.push(dummy); + } + } + public addTokenOwnerAddress(address: string): void { + this._tokenOwnerAddresses.push(address); + } public getTokenOwnerAddresses(): string[] { return this._tokenOwnerAddresses; } diff --git a/packages/contracts/test/utils/forwarder_wrapper.ts b/packages/contracts/test/utils/forwarder_wrapper.ts new file mode 100644 index 000000000..d227420ee --- /dev/null +++ b/packages/contracts/test/utils/forwarder_wrapper.ts @@ -0,0 +1,220 @@ +import { assetProxyUtils } from '@0xproject/order-utils'; +import { AssetProxyId, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import { Web3Wrapper } from '@0xproject/web3-wrapper'; +import { Provider, TransactionReceiptWithDecodedLogs, TxDataPayable } from 'ethereum-types'; +import * as _ from 'lodash'; + +import { ForwarderContract } from '../../generated_contract_wrappers/forwarder'; + +import { constants } from './constants'; +import { formatters } from './formatters'; +import { LogDecoder } from './log_decoder'; +import { MarketSellOrders } from './types'; + +const DEFAULT_FEE_PROPORTION = 0; +const PERCENTAGE_DENOMINATOR = 10000; +const ZERO_AMOUNT = new BigNumber(0); +const INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT = 'Unable to satisfy makerAssetFillAmount with provided orders'; + +export class ForwarderWrapper { + private _web3Wrapper: Web3Wrapper; + private _forwarderContract: ForwarderContract; + private _logDecoder: LogDecoder; + private _zrxAddress: string; + private static _createOptimizedSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { + const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); + const assetDataId = assetProxyUtils.decodeAssetDataId(signedOrders[0].makerAssetData); + // Contract will fill this in for us as all of the assetData is assumed to be the same + for (let i = 0; i < signedOrders.length; i++) { + if (i !== 0 && assetDataId === AssetProxyId.ERC20) { + // Forwarding contract will fill this in from the first order + marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES; + } + marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; + } + return marketSellOrders; + } + private static _createOptimizedZRXSellOrders(signedOrders: SignedOrder[]): MarketSellOrders { + const marketSellOrders = formatters.createMarketSellOrders(signedOrders, ZERO_AMOUNT); + // Contract will fill this in for us as all of the assetData is assumed to be the same + for (let i = 0; i < signedOrders.length; i++) { + marketSellOrders.orders[i].makerAssetData = constants.NULL_BYTES; + marketSellOrders.orders[i].takerAssetData = constants.NULL_BYTES; + } + return marketSellOrders; + } + private static _calculateAdditionalFeeProportionAmount(feeProportion: number, fillAmountWei: BigNumber): BigNumber { + if (feeProportion > 0) { + // Add to the total ETH transaction to ensure all NFTs can be filled after fees + // 150 = 1.5% = 0.015 + const denominator = new BigNumber(1).minus(new BigNumber(feeProportion).dividedBy(PERCENTAGE_DENOMINATOR)); + return fillAmountWei.dividedBy(denominator).round(0, BigNumber.ROUND_FLOOR); + } + return fillAmountWei; + } + constructor(contractInstance: ForwarderContract, provider: Provider, zrxAddress: string) { + this._forwarderContract = contractInstance; + this._web3Wrapper = new Web3Wrapper(provider); + this._logDecoder = new LogDecoder(this._web3Wrapper, this._forwarderContract.address); + // this._web3Wrapper.abiDecoder.addABI(contractInstance.abi); + this._zrxAddress = zrxAddress; + } + public async marketBuyTokensWithEthAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + makerTokenBuyAmount: BigNumber, + txData: TxDataPayable, + opts: { feeProportion?: number; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const params = ForwarderWrapper._createOptimizedSellOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders); + const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash: string = await this._forwarderContract.marketBuyTokensWithEth.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + makerTokenBuyAmount, + feeProportion, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async marketSellEthForERC20Async( + orders: SignedOrder[], + feeOrders: SignedOrder[], + txData: TxDataPayable, + opts: { feeProportion?: number; feeRecipient?: string } = {}, + ): Promise<TransactionReceiptWithDecodedLogs> { + const assetDataId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData); + if (assetDataId !== AssetProxyId.ERC20) { + throw new Error('Asset type not supported by marketSellEthForERC20'); + } + const params = ForwarderWrapper._createOptimizedSellOrders(orders); + const feeParams = ForwarderWrapper._createOptimizedZRXSellOrders(feeOrders); + const feeProportion = _.isUndefined(opts.feeProportion) ? DEFAULT_FEE_PROPORTION : opts.feeProportion; + const feeRecipient = _.isUndefined(opts.feeRecipient) ? constants.NULL_ADDRESS : opts.feeRecipient; + const txHash: string = await this._forwarderContract.marketSellEthForERC20.sendTransactionAsync( + params.orders, + params.signatures, + feeParams.orders, + feeParams.signatures, + feeProportion, + feeRecipient, + txData, + ); + const tx = await this._logDecoder.getTxWithDecodedLogsAsync(txHash); + return tx; + } + public async calculateMarketBuyFillAmountWeiAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + makerAssetFillAmount: BigNumber, + ): Promise<BigNumber> { + const assetProxyId = assetProxyUtils.decodeAssetDataId(orders[0].makerAssetData); + switch (assetProxyId) { + case AssetProxyId.ERC20: { + const fillAmountWei = this._calculateMarketBuyERC20FillAmountAsync( + orders, + feeOrders, + feeProportion, + makerAssetFillAmount, + ); + return fillAmountWei; + } + case AssetProxyId.ERC721: { + const fillAmountWei = await this._calculateMarketBuyERC721FillAmountAsync( + orders, + feeOrders, + feeProportion, + ); + return fillAmountWei; + } + default: + throw new Error(`Invalid Asset Proxy Id: ${assetProxyId}`); + } + } + private async _calculateMarketBuyERC20FillAmountAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + makerAssetFillAmount: BigNumber, + ): Promise<BigNumber> { + const makerAssetData = assetProxyUtils.decodeAssetData(orders[0].makerAssetData); + const makerAssetToken = makerAssetData.tokenAddress; + const params = formatters.createMarketBuyOrders(orders, makerAssetFillAmount); + + let fillAmountWei; + if (makerAssetToken === this._zrxAddress) { + // If buying ZRX we buy the tokens and fees from the ZRX order in one step + const expectedBuyFeeTokensFillResults = await this._forwarderContract.calculateMarketBuyZrxResults.callAsync( + params.orders, + makerAssetFillAmount, + ); + if (expectedBuyFeeTokensFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) { + throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT); + } + fillAmountWei = expectedBuyFeeTokensFillResults.takerAssetFilledAmount; + } else { + const expectedMarketBuyFillResults = await this._forwarderContract.calculateMarketBuyResults.callAsync( + params.orders, + makerAssetFillAmount, + ); + if (expectedMarketBuyFillResults.makerAssetFilledAmount.lessThan(makerAssetFillAmount)) { + throw new Error(INSUFFICENT_ORDERS_FOR_MAKER_AMOUNT); + } + fillAmountWei = expectedMarketBuyFillResults.takerAssetFilledAmount; + const expectedFeeAmount = expectedMarketBuyFillResults.takerFeePaid; + if (expectedFeeAmount.greaterThan(ZERO_AMOUNT)) { + const expectedFeeFillFillAmountWei = await this._calculateMarketBuyERC20FillAmountAsync( + feeOrders, + [], + DEFAULT_FEE_PROPORTION, + expectedFeeAmount, + ); + fillAmountWei = fillAmountWei.plus(expectedFeeFillFillAmountWei); + } + } + fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei); + return fillAmountWei; + } + private async _calculateMarketBuyERC721FillAmountAsync( + orders: SignedOrder[], + feeOrders: SignedOrder[], + feeProportion: number, + ): Promise<BigNumber> { + // Total cost when buying ERC721 is the total cost of all ERC721 orders + any fee abstraction + let fillAmountWei = _.reduce( + orders, + (totalAmount: BigNumber, order: SignedOrder) => { + return totalAmount.plus(order.takerAssetAmount); + }, + ZERO_AMOUNT, + ); + const totalFees = _.reduce( + orders, + (totalAmount: BigNumber, order: SignedOrder) => { + return totalAmount.plus(order.takerFee); + }, + ZERO_AMOUNT, + ); + if (totalFees.greaterThan(ZERO_AMOUNT)) { + // Calculate the ZRX fee abstraction cost + const emptyFeeOrders: SignedOrder[] = []; + const expectedFeeAmountWei = await this._calculateMarketBuyERC20FillAmountAsync( + feeOrders, + emptyFeeOrders, + DEFAULT_FEE_PROPORTION, + totalFees, + ); + fillAmountWei = fillAmountWei.plus(expectedFeeAmountWei); + } + fillAmountWei = ForwarderWrapper._calculateAdditionalFeeProportionAmount(feeProportion, fillAmountWei); + return fillAmountWei; + } +} diff --git a/packages/contracts/test/utils/types.ts b/packages/contracts/test/utils/types.ts index b792bb90a..67313b647 100644 --- a/packages/contracts/test/utils/types.ts +++ b/packages/contracts/test/utils/types.ts @@ -102,6 +102,7 @@ export enum ContractName { TestWallet = 'TestWallet', Authorizable = 'Authorizable', Whitelist = 'Whitelist', + Forwarder = 'Forwarder', } export interface SignedTransaction { @@ -227,3 +228,10 @@ export interface FillScenario { makerStateScenario: TraderStateScenario; takerStateScenario: TraderStateScenario; } + +export interface FillResults { + makerAssetFilledAmount: BigNumber; + takerAssetFilledAmount: BigNumber; + makerFeePaid: BigNumber; + takerFeePaid: BigNumber; +} |