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Merge branch 'feature/3.0/exchange/fill-order-unit-tests' into 3.0
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,2 +1,5 @@ | ||
| export * from './artifacts'; | ||
| export * from './wrappers'; | ||
|
|
||
| import * as ReferenceFunctionsToExport from './reference_functions'; | ||
| export import ReferenceFunctions = ReferenceFunctionsToExport; |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,89 @@ | ||
| import { ReferenceFunctions } from '@0x/contracts-utils'; | ||
| import { LibMathRevertErrors } from '@0x/order-utils'; | ||
| import { FillResults } from '@0x/types'; | ||
| import { BigNumber } from '@0x/utils'; | ||
|
|
||
| const { safeAdd, safeSub, safeMul, safeDiv } = ReferenceFunctions; | ||
|
|
||
| /** | ||
| * Checks if rounding error >= 0.1% when rounding down. | ||
| */ | ||
| export function isRoundingErrorFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean { | ||
| if (denominator.eq(0)) { | ||
| throw new LibMathRevertErrors.DivisionByZeroError(); | ||
| } | ||
| if (numerator.eq(0) || target.eq(0)) { | ||
| return false; | ||
| } | ||
| const remainder = numerator.times(target).mod(denominator); | ||
| // Need to do this separately because solidity evaluates RHS of the comparison expression first. | ||
| const rhs = safeMul(numerator, target); | ||
| const lhs = safeMul(new BigNumber(1000), remainder); | ||
| return lhs.gte(rhs); | ||
| } | ||
|
|
||
| /** | ||
| * Checks if rounding error >= 0.1% when rounding up. | ||
| */ | ||
| export function isRoundingErrorCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): boolean { | ||
| if (denominator.eq(0)) { | ||
| throw new LibMathRevertErrors.DivisionByZeroError(); | ||
| } | ||
| if (numerator.eq(0) || target.eq(0)) { | ||
| return false; | ||
| } | ||
| let remainder = numerator.times(target).mod(denominator); | ||
| remainder = safeSub(denominator, remainder).mod(denominator); | ||
| // Need to do this separately because solidity evaluates RHS of the comparison expression first. | ||
| const rhs = safeMul(numerator, target); | ||
| const lhs = safeMul(new BigNumber(1000), remainder); | ||
| return lhs.gte(rhs); | ||
| } | ||
|
|
||
| /** | ||
| * Calculates partial value given a numerator and denominator rounded down. | ||
| * Reverts if rounding error is >= 0.1% | ||
| */ | ||
| export function safeGetPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { | ||
| if (isRoundingErrorFloor(numerator, denominator, target)) { | ||
| throw new LibMathRevertErrors.RoundingError(numerator, denominator, target); | ||
| } | ||
| return safeDiv(safeMul(numerator, target), denominator); | ||
| } | ||
|
|
||
| /** | ||
| * Calculates partial value given a numerator and denominator rounded down. | ||
| * Reverts if rounding error is >= 0.1% | ||
| */ | ||
| export function safeGetPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { | ||
| if (isRoundingErrorCeil(numerator, denominator, target)) { | ||
| throw new LibMathRevertErrors.RoundingError(numerator, denominator, target); | ||
| } | ||
| return safeDiv(safeAdd(safeMul(numerator, target), safeSub(denominator, new BigNumber(1))), denominator); | ||
| } | ||
|
|
||
| /** | ||
| * Calculates partial value given a numerator and denominator rounded down. | ||
| */ | ||
| export function getPartialAmountFloor(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { | ||
| return safeDiv(safeMul(numerator, target), denominator); | ||
| } | ||
|
|
||
| /** | ||
| * Calculates partial value given a numerator and denominator rounded down. | ||
| */ | ||
| export function getPartialAmountCeil(numerator: BigNumber, denominator: BigNumber, target: BigNumber): BigNumber { | ||
| return safeDiv(safeAdd(safeMul(numerator, target), safeSub(denominator, new BigNumber(1))), denominator); | ||
| } | ||
|
|
||
| /** | ||
| * Adds properties of two `FillResults`. | ||
| */ | ||
| export function addFillResults(a: FillResults, b: FillResults): FillResults { | ||
| return { | ||
| makerAssetFilledAmount: safeAdd(a.makerAssetFilledAmount, b.makerAssetFilledAmount), | ||
| takerAssetFilledAmount: safeAdd(a.takerAssetFilledAmount, b.takerAssetFilledAmount), | ||
| makerFeePaid: safeAdd(a.makerFeePaid, b.makerFeePaid), | ||
| takerFeePaid: safeAdd(a.takerFeePaid, b.takerFeePaid), | ||
| }; | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,90 @@ | ||
| import { blockchainTests, constants, describe, expect } from '@0x/contracts-test-utils'; | ||
| import { BigNumber, SafeMathRevertErrors } from '@0x/utils'; | ||
| import * as _ from 'lodash'; | ||
|
|
||
| import { artifacts, ReferenceFunctions, TestLibsContract } from '../src'; | ||
|
|
||
| blockchainTests('LibFillResults', env => { | ||
| const CHAIN_ID = 1337; | ||
| const { ONE_ETHER, MAX_UINT256 } = constants; | ||
| let libsContract: TestLibsContract; | ||
|
|
||
| before(async () => { | ||
| libsContract = await TestLibsContract.deployFrom0xArtifactAsync( | ||
| artifacts.TestLibs, | ||
| env.provider, | ||
| env.txDefaults, | ||
| new BigNumber(CHAIN_ID), | ||
| ); | ||
| }); | ||
|
|
||
| describe('addFillResults', () => { | ||
| describe('explicit tests', () => { | ||
| const DEFAULT_FILL_RESULTS = [ | ||
| { | ||
| makerAssetFilledAmount: ONE_ETHER, | ||
| takerAssetFilledAmount: ONE_ETHER.times(2), | ||
| makerFeePaid: ONE_ETHER.times(0.001), | ||
| takerFeePaid: ONE_ETHER.times(0.002), | ||
| }, | ||
| { | ||
| makerAssetFilledAmount: ONE_ETHER.times(0.01), | ||
| takerAssetFilledAmount: ONE_ETHER.times(2).times(0.01), | ||
| makerFeePaid: ONE_ETHER.times(0.001).times(0.01), | ||
| takerFeePaid: ONE_ETHER.times(0.002).times(0.01), | ||
| }, | ||
| ]; | ||
|
|
||
| it('matches the output of the reference function', async () => { | ||
| const [a, b] = DEFAULT_FILL_RESULTS; | ||
| const expected = ReferenceFunctions.addFillResults(a, b); | ||
| const actual = await libsContract.addFillResults.callAsync(a, b); | ||
| expect(actual).to.deep.equal(expected); | ||
| }); | ||
|
|
||
| it('reverts if computing `makerAssetFilledAmount` overflows', async () => { | ||
| const [a, b] = _.cloneDeep(DEFAULT_FILL_RESULTS); | ||
| b.makerAssetFilledAmount = MAX_UINT256; | ||
| const expectedError = new SafeMathRevertErrors.SafeMathError( | ||
| SafeMathRevertErrors.SafeMathErrorCodes.Uint256AdditionOverflow, | ||
| a.makerAssetFilledAmount, | ||
| b.makerAssetFilledAmount, | ||
| ); | ||
| return expect(libsContract.addFillResults.callAsync(a, b)).to.revertWith(expectedError); | ||
| }); | ||
|
|
||
| it('reverts if computing `takerAssetFilledAmount` overflows', async () => { | ||
| const [a, b] = _.cloneDeep(DEFAULT_FILL_RESULTS); | ||
| b.takerAssetFilledAmount = MAX_UINT256; | ||
| const expectedError = new SafeMathRevertErrors.SafeMathError( | ||
| SafeMathRevertErrors.SafeMathErrorCodes.Uint256AdditionOverflow, | ||
| a.takerAssetFilledAmount, | ||
| b.takerAssetFilledAmount, | ||
| ); | ||
| return expect(libsContract.addFillResults.callAsync(a, b)).to.revertWith(expectedError); | ||
| }); | ||
|
|
||
| it('reverts if computing `makerFeePaid` overflows', async () => { | ||
| const [a, b] = _.cloneDeep(DEFAULT_FILL_RESULTS); | ||
| b.makerFeePaid = MAX_UINT256; | ||
| const expectedError = new SafeMathRevertErrors.SafeMathError( | ||
| SafeMathRevertErrors.SafeMathErrorCodes.Uint256AdditionOverflow, | ||
| a.makerFeePaid, | ||
| b.makerFeePaid, | ||
| ); | ||
| return expect(libsContract.addFillResults.callAsync(a, b)).to.revertWith(expectedError); | ||
| }); | ||
|
|
||
| it('reverts if computing `takerFeePaid` overflows', async () => { | ||
| const [a, b] = _.cloneDeep(DEFAULT_FILL_RESULTS); | ||
| b.takerFeePaid = MAX_UINT256; | ||
| const expectedError = new SafeMathRevertErrors.SafeMathError( | ||
| SafeMathRevertErrors.SafeMathErrorCodes.Uint256AdditionOverflow, | ||
| a.takerFeePaid, | ||
| b.takerFeePaid, | ||
| ); | ||
| return expect(libsContract.addFillResults.callAsync(a, b)).to.revertWith(expectedError); | ||
| }); | ||
| }); | ||
| }); | ||
| }); |
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