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author | Brandon Millman <brandon.millman@gmail.com> | 2018-09-14 19:45:14 +0800 |
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committer | Brandon Millman <brandon.millman@gmail.com> | 2018-09-15 20:14:48 +0800 |
commit | 91702bbae214f56e7ff66156fa799fcfb83f6e42 (patch) | |
tree | c45fc0577a577b81abd3e6eb0b5c7897db8fbfb8 /packages/asset-buyer/test/forwarder_helper_impl_test.ts | |
parent | 90674d9038b45644e82545558d9937b9eec498f9 (diff) | |
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Move packages/forwarder-helper into packages/asset-buyer
Diffstat (limited to 'packages/asset-buyer/test/forwarder_helper_impl_test.ts')
-rw-r--r-- | packages/asset-buyer/test/forwarder_helper_impl_test.ts | 136 |
1 files changed, 136 insertions, 0 deletions
diff --git a/packages/asset-buyer/test/forwarder_helper_impl_test.ts b/packages/asset-buyer/test/forwarder_helper_impl_test.ts new file mode 100644 index 000000000..3c3b6db92 --- /dev/null +++ b/packages/asset-buyer/test/forwarder_helper_impl_test.ts @@ -0,0 +1,136 @@ +import { testOrderFactory } from '@0xproject/order-utils/lib/test/utils/test_order_factory'; +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; +import 'mocha'; + +import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '../src/forwarder_helper_impl'; +import { ForwarderHelperError } from '../src/types'; + +import { chaiSetup } from './utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('ForwarderHelperImpl', () => { + // rate: 2 takerAsset / makerAsset + const testOrder1 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + }); + // rate: 1 takerAsset / makerAsset + const testOrder2 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + }); + // rate: 3 takerAsset / makerAsset + const testOrder3 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(300), + takerFee: new BigNumber(1), + }); + // rate: 3 WETH / ZRX + const testFeeOrder1 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(300), + }); + // rate: 2 WETH / ZRX + const testFeeOrder2 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + }); + // rate: 1 WETH / ZRX + const testFeeOrder3 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + }); + const inputForwarderHelperConfig: ForwarderHelperImplConfig = { + orders: [testOrder1, testOrder2, testOrder3], + feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3], + remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)], + remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)], + }; + describe('#constructor', () => { + const inputForwarderHelperConfigNoRemainingAmounts: ForwarderHelperImplConfig = { + orders: [testOrder1, testOrder2, testOrder3], + feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3], + }; + it('sorts orders', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + expect(forwarderHelper.config.orders).deep.equals([testOrder2, testOrder1, testOrder3]); + }); + it('sorts fee orders', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + expect(forwarderHelper.config.feeOrders).deep.equals([testFeeOrder3, testFeeOrder2, testFeeOrder1]); + }); + it('sorts remainingFillableMakerAssetAmounts', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.not.undefined(); + expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 0)).to.bignumber.equal( + new BigNumber(2), + ); + expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 1)).to.bignumber.equal( + new BigNumber(1), + ); + expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 2)).to.bignumber.equal( + new BigNumber(3), + ); + }); + it('sorts remainingFillableFeeAmounts', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.not.undefined(); + expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 0)).to.bignumber.equal(new BigNumber(6)); + expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 1)).to.bignumber.equal(new BigNumber(5)); + expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 2)).to.bignumber.equal(new BigNumber(4)); + }); + it('remainingFillableMakerAssetAmounts is undefined if none provided', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts); + expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.undefined(); + }); + it('remainingFillableFeeAmounts is undefined if none provided', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts); + expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.undefined(); + }); + }); + describe('#getMarketBuyOrdersInfo', () => { + it('throws if not enough makerAsset liquidity', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + expect(() => { + // request for 6 makerAsset units, because we have exactly 6 available we should throw because there is a built in slippage buffer + forwarderHelper.getMarketBuyOrdersInfo({ + makerAssetFillAmount: new BigNumber(6), + }); + }).to.throw(ForwarderHelperError.InsufficientMakerAssetLiquidity); + }); + it('throws if not enough ZRX liquidity', () => { + const inputForwarderHelperConfigNoFees: ForwarderHelperImplConfig = { + orders: [testOrder1, testOrder2, testOrder3], + feeOrders: [], + }; + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoFees); + expect(() => { + // request for 4 makerAsset units, we need fees but no fee orders exist, show we should throw + forwarderHelper.getMarketBuyOrdersInfo({ + makerAssetFillAmount: new BigNumber(250), + }); + }).to.throw(ForwarderHelperError.InsufficientZrxLiquidity); + }); + it('passes the makerAssetFillAmount from the request to the info response', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + const makerAssetFillAmount = new BigNumber(4); + const info = forwarderHelper.getMarketBuyOrdersInfo({ + makerAssetFillAmount, + }); + expect(info.makerAssetFillAmount).to.bignumber.equal(makerAssetFillAmount); + }); + it('passes the feePercentage from the request to the info response', () => { + const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig); + const feePercentage = new BigNumber(0.2); + const info = forwarderHelper.getMarketBuyOrdersInfo({ + makerAssetFillAmount: new BigNumber(4), + feePercentage, + }); + expect(info.feePercentage).to.bignumber.equal(feePercentage); + }); + }); +}); |