Factor in slippage amount in InsufficientAssetLiquidityError error, and show in instant

2 files changed, 30 insertions, 2 deletions

diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index 1dd829a0f..98458cd5b 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -81,6 +81,34 @@ describe('buyQuoteCalculator', () => {
             };
             testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(400));
         });
+        it('should throw if not enough maker asset liquidity (multiple orders with 20% slippage)', () => {
+            // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
+            const errorFunction = () => {
+                buyQuoteCalculator.calculate(
+                    ordersAndFillableAmounts,
+                    smallFeeOrderAndFillableAmount,
+                    new BigNumber(500),
+                    0,
+                    0.2,
+                    false,
+                );
+            };
+            testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(333));
+        });
+        it('should throw if not enough maker asset liquidity (multiple orders with 5% slippage)', () => {
+            // we have 400 makerAsset units available to fill but attempt to calculate a quote for 500 makerAsset units
+            const errorFunction = () => {
+                buyQuoteCalculator.calculate(
+                    ordersAndFillableAmounts,
+                    smallFeeOrderAndFillableAmount,
+                    new BigNumber(600),
+                    0,
+                    0.05,
+                    false,
+                );
+            };
+            testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(380));
+        });
         it('should throw if not enough maker asset liquidity (partially filled order)', () => {
             const firstOrderAndFillableAmount: OrdersAndFillableAmounts = {
                 orders: [firstOrder],
diff --git a/packages/asset-buyer/test/utils/test_helpers.ts b/packages/asset-buyer/test/utils/test_helpers.ts
index fd1313ac8..b99906792 100644
--- a/packages/asset-buyer/test/utils/test_helpers.ts
+++ b/packages/asset-buyer/test/utils/test_helpers.ts
@@ -6,7 +6,7 @@ export const testHelpers = {
     expectInsufficientLiquidityError: (
         expect: Chai.ExpectStatic,
         functionWhichTriggersError: () => void,
-        expectedNumAvailable: BigNumber,
+        expectedAmountAvailableToFill: BigNumber,
     ): void => {
         let errorThrown = false;
         try {
@@ -14,7 +14,7 @@ export const testHelpers = {
         } catch (e) {
             errorThrown = true;
             expect(e).to.be.instanceOf(InsufficientAssetLiquidityError);
-            expect(e.numAssetsAvailable).to.be.bignumber.equal(expectedNumAvailable);
+            expect(e.amountAvailableToFill).to.be.bignumber.equal(expectedAmountAvailableToFill);
         }
 
         expect(errorThrown).to.be.true();