import { assetProxyUtils, orderHashUtils } from '@0xproject/order-utils'; import { AssetProxyId, SignedOrder } from '@0xproject/types'; import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; import * as _ from 'lodash'; import { chaiSetup } from './chai_setup'; import { ERC20Wrapper } from './erc20_wrapper'; import { ERC721Wrapper } from './erc721_wrapper'; import { ExchangeWrapper } from './exchange_wrapper'; import { ERC20BalancesByOwner, ERC721TokenIdsByOwner, TransferAmountsByMatchOrders as TransferAmounts } from './types'; chaiSetup.configure(); const expect = chai.expect; export class MatchOrderTester { private readonly _exchangeWrapper: ExchangeWrapper; private readonly _erc20Wrapper: ERC20Wrapper; private readonly _erc721Wrapper: ERC721Wrapper; private readonly _feeTokenAddress: string; /// @dev Compares a pair of ERC20 balances and a pair of ERC721 token owners. /// @param expectedNewERC20BalancesByOwner Expected ERC20 balances. /// @param realERC20BalancesByOwner Actual ERC20 balances. /// @param expectedNewERC721TokenIdsByOwner Expected ERC721 token owners. /// @param realERC721TokenIdsByOwner Actual ERC20 token owners. /// @return True only if ERC20 balances match and ERC721 token owners match. private static _compareExpectedAndRealBalances( expectedNewERC20BalancesByOwner: ERC20BalancesByOwner, realERC20BalancesByOwner: ERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner: ERC721TokenIdsByOwner, realERC721TokenIdsByOwner: ERC721TokenIdsByOwner, ): boolean { // ERC20 Balances const doesErc20BalancesMatch = _.isEqual(expectedNewERC20BalancesByOwner, realERC20BalancesByOwner); if (!doesErc20BalancesMatch) { return false; } // ERC721 Token Ids const sortedExpectedNewERC721TokenIdsByOwner = _.mapValues( expectedNewERC721TokenIdsByOwner, tokenIdsByOwner => { _.mapValues(tokenIdsByOwner, tokenIds => { _.sortBy(tokenIds); }); }, ); const sortedNewERC721TokenIdsByOwner = _.mapValues(realERC721TokenIdsByOwner, tokenIdsByOwner => { _.mapValues(tokenIdsByOwner, tokenIds => { _.sortBy(tokenIds); }); }); const doesErc721TokenIdsMatch = _.isEqual( sortedExpectedNewERC721TokenIdsByOwner, sortedNewERC721TokenIdsByOwner, ); return doesErc721TokenIdsMatch; } /// @dev Constructs new MatchOrderTester. /// @param exchangeWrapper Used to call to the Exchange. /// @param erc20Wrapper Used to fetch ERC20 balances. /// @param erc721Wrapper Used to fetch ERC721 token owners. /// @param feeTokenAddress Address of ERC20 fee token. constructor( exchangeWrapper: ExchangeWrapper, erc20Wrapper: ERC20Wrapper, erc721Wrapper: ERC721Wrapper, feeTokenAddress: string, ) { this._exchangeWrapper = exchangeWrapper; this._erc20Wrapper = erc20Wrapper; this._erc721Wrapper = erc721Wrapper; this._feeTokenAddress = feeTokenAddress; } /// @dev Matches two complementary orders and validates results. /// Validation either succeeds or throws. /// @param signedOrderLeft First matched order. /// @param signedOrderRight Second matched order. /// @param takerAddress Address of taker (the address who matched the two orders) /// @param erc20BalancesByOwner Current ERC20 balances. /// @param erc721TokenIdsByOwner Current ERC721 token owners. /// @param initialTakerAssetFilledAmountLeft Current amount the left order has been filled. /// @param initialTakerAssetFilledAmountRight Current amount the right order has been filled. /// @return New ERC20 balances & ERC721 token owners. public async matchOrdersAndVerifyBalancesAsync( signedOrderLeft: SignedOrder, signedOrderRight: SignedOrder, takerAddress: string, erc20BalancesByOwner: ERC20BalancesByOwner, erc721TokenIdsByOwner: ERC721TokenIdsByOwner, initialTakerAssetFilledAmountLeft?: BigNumber, initialTakerAssetFilledAmountRight?: BigNumber, ): Promise<[ERC20BalancesByOwner, ERC721TokenIdsByOwner]> { // Verify Left order preconditions const orderTakerAssetFilledAmountLeft = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( orderHashUtils.getOrderHashHex(signedOrderLeft), ); const expectedOrderFilledAmountLeft = initialTakerAssetFilledAmountLeft ? initialTakerAssetFilledAmountLeft : new BigNumber(0); expect(expectedOrderFilledAmountLeft).to.be.bignumber.equal(orderTakerAssetFilledAmountLeft); // Verify Right order preconditions const orderTakerAssetFilledAmountRight = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( orderHashUtils.getOrderHashHex(signedOrderRight), ); const expectedOrderFilledAmountRight = initialTakerAssetFilledAmountRight ? initialTakerAssetFilledAmountRight : new BigNumber(0); expect(expectedOrderFilledAmountRight).to.be.bignumber.equal(orderTakerAssetFilledAmountRight); // Match left & right orders await this._exchangeWrapper.matchOrdersAsync(signedOrderLeft, signedOrderRight, takerAddress); const newERC20BalancesByOwner = await this._erc20Wrapper.getBalancesAsync(); const newERC721TokenIdsByOwner = await this._erc721Wrapper.getBalancesAsync(); // Calculate expected balance changes const expectedTransferAmounts = await this._calculateExpectedTransferAmountsAsync( signedOrderLeft, signedOrderRight, orderTakerAssetFilledAmountLeft, orderTakerAssetFilledAmountRight, ); let expectedERC20BalancesByOwner: ERC20BalancesByOwner; let expectedERC721TokenIdsByOwner: ERC721TokenIdsByOwner; [expectedERC20BalancesByOwner, expectedERC721TokenIdsByOwner] = this._calculateExpectedBalances( signedOrderLeft, signedOrderRight, takerAddress, erc20BalancesByOwner, erc721TokenIdsByOwner, expectedTransferAmounts, ); // Assert our expected balances are equal to the actual balances const didExpectedBalancesMatchRealBalances = MatchOrderTester._compareExpectedAndRealBalances( expectedERC20BalancesByOwner, newERC20BalancesByOwner, expectedERC721TokenIdsByOwner, newERC721TokenIdsByOwner, ); expect(didExpectedBalancesMatchRealBalances).to.be.true(); return [newERC20BalancesByOwner, newERC721TokenIdsByOwner]; } /// @dev Calculates expected transfer amounts between order makers, fee recipients, and /// the taker when two orders are matched. /// @param signedOrderLeft First matched order. /// @param signedOrderRight Second matched order. /// @param orderTakerAssetFilledAmountLeft How much left order has been filled, prior to matching orders. /// @param orderTakerAssetFilledAmountRight How much the right order has been filled, prior to matching orders. /// @return TransferAmounts A struct containing the expected transfer amounts. private async _calculateExpectedTransferAmountsAsync( signedOrderLeft: SignedOrder, signedOrderRight: SignedOrder, orderTakerAssetFilledAmountLeft: BigNumber, orderTakerAssetFilledAmountRight: BigNumber, ): Promise { let amountBoughtByLeftMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( orderHashUtils.getOrderHashHex(signedOrderLeft), ); amountBoughtByLeftMaker = amountBoughtByLeftMaker.minus(orderTakerAssetFilledAmountLeft); const amountSoldByLeftMaker = amountBoughtByLeftMaker .times(signedOrderLeft.makerAssetAmount) .dividedToIntegerBy(signedOrderLeft.takerAssetAmount); const amountReceivedByRightMaker = amountBoughtByLeftMaker .times(signedOrderRight.takerAssetAmount) .dividedToIntegerBy(signedOrderRight.makerAssetAmount); const amountReceivedByTaker = amountSoldByLeftMaker.minus(amountReceivedByRightMaker); let amountBoughtByRightMaker = await this._exchangeWrapper.getTakerAssetFilledAmountAsync( orderHashUtils.getOrderHashHex(signedOrderRight), ); amountBoughtByRightMaker = amountBoughtByRightMaker.minus(orderTakerAssetFilledAmountRight); const amountSoldByRightMaker = amountBoughtByRightMaker .times(signedOrderRight.makerAssetAmount) .dividedToIntegerBy(signedOrderRight.takerAssetAmount); const amountReceivedByLeftMaker = amountSoldByRightMaker; const feePaidByLeftMaker = signedOrderLeft.makerFee .times(amountSoldByLeftMaker) .dividedToIntegerBy(signedOrderLeft.makerAssetAmount); const feePaidByRightMaker = signedOrderRight.makerFee .times(amountSoldByRightMaker) .dividedToIntegerBy(signedOrderRight.makerAssetAmount); const feePaidByTakerLeft = signedOrderLeft.takerFee .times(amountSoldByLeftMaker) .dividedToIntegerBy(signedOrderLeft.makerAssetAmount); const feePaidByTakerRight = signedOrderRight.takerFee .times(amountSoldByRightMaker) .dividedToIntegerBy(signedOrderRight.makerAssetAmount); const totalFeePaidByTaker = feePaidByTakerLeft.add(feePaidByTakerRight); const feeReceivedLeft = feePaidByLeftMaker.add(feePaidByTakerLeft); const feeReceivedRight = feePaidByRightMaker.add(feePaidByTakerRight); // Return values const expectedTransferAmounts = { // Left Maker amountBoughtByLeftMaker, amountSoldByLeftMaker, amountReceivedByLeftMaker, feePaidByLeftMaker, // Right Maker amountBoughtByRightMaker, amountSoldByRightMaker, amountReceivedByRightMaker, feePaidByRightMaker, // Taker amountReceivedByTaker, feePaidByTakerLeft, feePaidByTakerRight, totalFeePaidByTaker, // Fee Recipients feeReceivedLeft, feeReceivedRight, }; return expectedTransferAmounts; } /// @dev Calculates the expected balances of order makers, fee recipients, and the taker, /// as a result of matching two orders. /// @param signedOrderLeft First matched order. /// @param signedOrderRight Second matched order. /// @param takerAddress Address of taker (the address who matched the two orders) /// @param erc20BalancesByOwner Current ERC20 balances. /// @param erc721TokenIdsByOwner Current ERC721 token owners. /// @param expectedTransferAmounts A struct containing the expected transfer amounts. /// @return Expected ERC20 balances & ERC721 token owners after orders have been matched. private _calculateExpectedBalances( signedOrderLeft: SignedOrder, signedOrderRight: SignedOrder, takerAddress: string, erc20BalancesByOwner: ERC20BalancesByOwner, erc721TokenIdsByOwner: ERC721TokenIdsByOwner, expectedTransferAmounts: TransferAmounts, ): [ERC20BalancesByOwner, ERC721TokenIdsByOwner] { const makerAddressLeft = signedOrderLeft.makerAddress; const makerAddressRight = signedOrderRight.makerAddress; const feeRecipientAddressLeft = signedOrderLeft.feeRecipientAddress; const feeRecipientAddressRight = signedOrderRight.feeRecipientAddress; // Operations are performed on copies of the balances const expectedNewERC20BalancesByOwner = _.cloneDeep(erc20BalancesByOwner); const expectedNewERC721TokenIdsByOwner = _.cloneDeep(erc721TokenIdsByOwner); // Left Maker Asset (Right Taker Asset) const makerAssetProxyIdLeft = assetProxyUtils.decodeAssetDataId(signedOrderLeft.makerAssetData); if (makerAssetProxyIdLeft === AssetProxyId.ERC20) { // Decode asset data const erc20AssetData = assetProxyUtils.decodeERC20AssetData(signedOrderLeft.makerAssetData); const makerAssetAddressLeft = erc20AssetData.tokenAddress; const takerAssetAddressRight = makerAssetAddressLeft; // Left Maker expectedNewERC20BalancesByOwner[makerAddressLeft][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ makerAddressLeft ][makerAssetAddressLeft].minus(expectedTransferAmounts.amountSoldByLeftMaker); // Right Maker expectedNewERC20BalancesByOwner[makerAddressRight][ takerAssetAddressRight ] = expectedNewERC20BalancesByOwner[makerAddressRight][takerAssetAddressRight].add( expectedTransferAmounts.amountReceivedByRightMaker, ); // Taker expectedNewERC20BalancesByOwner[takerAddress][makerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ takerAddress ][makerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByTaker); } else if (makerAssetProxyIdLeft === AssetProxyId.ERC721) { // Decode asset data const erc721AssetData = assetProxyUtils.decodeERC721AssetData(signedOrderLeft.makerAssetData); const makerAssetAddressLeft = erc721AssetData.tokenAddress; const makerAssetIdLeft = erc721AssetData.tokenId; const takerAssetAddressRight = makerAssetAddressLeft; const takerAssetIdRight = makerAssetIdLeft; // Left Maker _.remove(expectedNewERC721TokenIdsByOwner[makerAddressLeft][makerAssetAddressLeft], makerAssetIdLeft); // Right Maker expectedNewERC721TokenIdsByOwner[makerAddressRight][takerAssetAddressRight].push(takerAssetIdRight); // Taker: Since there is only 1 asset transferred, the taker does not receive any of the left maker asset. } // Left Taker Asset (Right Maker Asset) // Note: This exchange is only between the order makers: the Taker does not receive any of the left taker asset. const takerAssetProxyIdLeft = assetProxyUtils.decodeAssetDataId(signedOrderLeft.takerAssetData); if (takerAssetProxyIdLeft === AssetProxyId.ERC20) { // Decode asset data const erc20AssetData = assetProxyUtils.decodeERC20AssetData(signedOrderLeft.takerAssetData); const takerAssetAddressLeft = erc20AssetData.tokenAddress; const makerAssetAddressRight = takerAssetAddressLeft; // Left Maker expectedNewERC20BalancesByOwner[makerAddressLeft][takerAssetAddressLeft] = expectedNewERC20BalancesByOwner[ makerAddressLeft ][takerAssetAddressLeft].add(expectedTransferAmounts.amountReceivedByLeftMaker); // Right Maker expectedNewERC20BalancesByOwner[makerAddressRight][ makerAssetAddressRight ] = expectedNewERC20BalancesByOwner[makerAddressRight][makerAssetAddressRight].minus( expectedTransferAmounts.amountSoldByRightMaker, ); } else if (takerAssetProxyIdLeft === AssetProxyId.ERC721) { // Decode asset data const erc721AssetData = assetProxyUtils.decodeERC721AssetData(signedOrderRight.makerAssetData); const makerAssetAddressRight = erc721AssetData.tokenAddress; const makerAssetIdRight = erc721AssetData.tokenId; const takerAssetAddressLeft = makerAssetAddressRight; const takerAssetIdLeft = makerAssetIdRight; // Right Maker _.remove(expectedNewERC721TokenIdsByOwner[makerAddressRight][makerAssetAddressRight], makerAssetIdRight); // Left Maker expectedNewERC721TokenIdsByOwner[makerAddressLeft][takerAssetAddressLeft].push(takerAssetIdLeft); } // Left Maker Fees expectedNewERC20BalancesByOwner[makerAddressLeft][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ makerAddressLeft ][this._feeTokenAddress].minus(expectedTransferAmounts.feePaidByLeftMaker); // Right Maker Fees expectedNewERC20BalancesByOwner[makerAddressRight][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ makerAddressRight ][this._feeTokenAddress].minus(expectedTransferAmounts.feePaidByRightMaker); // Taker Fees expectedNewERC20BalancesByOwner[takerAddress][this._feeTokenAddress] = expectedNewERC20BalancesByOwner[ takerAddress ][this._feeTokenAddress].minus(expectedTransferAmounts.totalFeePaidByTaker); // Left Fee Recipient Fees expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][ this._feeTokenAddress ] = expectedNewERC20BalancesByOwner[feeRecipientAddressLeft][this._feeTokenAddress].add( expectedTransferAmounts.feeReceivedLeft, ); // Right Fee Recipient Fees expectedNewERC20BalancesByOwner[feeRecipientAddressRight][ this._feeTokenAddress ] = expectedNewERC20BalancesByOwner[feeRecipientAddressRight][this._feeTokenAddress].add( expectedTransferAmounts.feeReceivedRight, ); return [expectedNewERC20BalancesByOwner, expectedNewERC721TokenIdsByOwner]; } }