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author | Brandon Millman <brandon@0xproject.com> | 2018-08-15 04:45:04 +0800 |
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committer | GitHub <noreply@github.com> | 2018-08-15 04:45:04 +0800 |
commit | 3afe405bbe92f9c549a59f26b9c82654f0e304c4 (patch) | |
tree | 5d2b70b635244b8deac4e34cbfabf97c3808b7cc /packages/order-utils/test | |
parent | 7eff195d61072007e64ef934e1411f8100656be8 (diff) | |
parent | 99b744ba52f538752bb0966e6d8b50d9f5a2f032 (diff) | |
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Merge pull request #953 from 0xProject/feature/order-utils/order-sorting-utils
[order-utils] Add rate and sorting utilities
Diffstat (limited to 'packages/order-utils/test')
-rw-r--r-- | packages/order-utils/test/rate_utils_test.ts | 55 | ||||
-rw-r--r-- | packages/order-utils/test/sorting_utils_test.ts | 67 |
2 files changed, 122 insertions, 0 deletions
diff --git a/packages/order-utils/test/rate_utils_test.ts b/packages/order-utils/test/rate_utils_test.ts new file mode 100644 index 000000000..2e299c209 --- /dev/null +++ b/packages/order-utils/test/rate_utils_test.ts @@ -0,0 +1,55 @@ +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { rateUtils } from '../src'; + +import { chaiSetup } from './utils/chai_setup'; +import { testOrderFactory } from './utils/test_order_factory'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('rateUtils', () => { + const testOrder = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + takerFee: new BigNumber(20), + }); + describe('#getFeeAdjustedRateOfOrder', () => { + it('throws when feeRate is less than zero', async () => { + const feeRate = new BigNumber(-1); + expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw( + 'Expected feeRate: -1 to be greater than or equal to 0', + ); + }); + it('correctly calculates fee adjusted rate when feeRate is provided', async () => { + const feeRate = new BigNumber(2); // ZRX costs 2 units of takerAsset per 1 unit of ZRX + const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate); + // the order actually takes 100 + (2 * 20) takerAsset units to fill 100 units of makerAsset + expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.4)); + }); + it('correctly calculates fee adjusted rate when no feeRate is provided', async () => { + const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder); + // because no feeRate was provided we just assume 0 fees + // the order actually takes 100 takerAsset units to fill 100 units of makerAsset + expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1)); + }); + }); + describe('#getFeeAdjustedRateOfFeeOrder', () => { + it('throws when takerFee exceeds makerAssetAmount', async () => { + const badOrder = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerFee: new BigNumber(101), + }); + expect(() => rateUtils.getFeeAdjustedRateOfFeeOrder(badOrder)).to.throw( + 'Expected takerFee: "101" to be less than makerAssetAmount: "100"', + ); + }); + it('correctly calculates fee adjusted rate', async () => { + const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfFeeOrder(testOrder); + // the order actually takes 100 takerAsset units to fill (100 - 20) units of makerAsset + expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.25)); + }); + }); +}); diff --git a/packages/order-utils/test/sorting_utils_test.ts b/packages/order-utils/test/sorting_utils_test.ts new file mode 100644 index 000000000..016432505 --- /dev/null +++ b/packages/order-utils/test/sorting_utils_test.ts @@ -0,0 +1,67 @@ +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { sortingUtils } from '../src'; + +import { chaiSetup } from './utils/chai_setup'; +import { testOrderFactory } from './utils/test_order_factory'; + +chaiSetup.configure(); +const expect = chai.expect; + +describe('sortingUtils', () => { + describe('#sortOrdersByFeeAdjustedRate', () => { + const feeRate = new BigNumber(1); // ZRX costs 1 unit of takerAsset per 1 unit of ZRX + // 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: 2.5 takerAsset / makerAsset + const testOrder3 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + takerFee: new BigNumber(50), + }); + it('correctly sorts by fee adjusted rate when feeRate is Provided', async () => { + const orders = [testOrder1, testOrder2, testOrder3]; + const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders, feeRate); + expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]); + }); + it('correctly sorts by fee adjusted rate when no feeRate is Provided', async () => { + const orders = [testOrder1, testOrder2, testOrder3]; + const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders); + expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]); + }); + }); + describe('#sortFeeOrdersByFeeAdjustedRate', () => { + // rate: 200 takerAsset / makerAsset + const testOrder1 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + takerFee: new BigNumber(99), + }); + // rate: 1 takerAsset / makerAsset + const testOrder2 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(100), + }); + // rate: 4 takerAsset / makerAsset + const testOrder3 = testOrderFactory.generateTestSignedOrder({ + makerAssetAmount: new BigNumber(100), + takerAssetAmount: new BigNumber(200), + takerFee: new BigNumber(50), + }); + it('correctly sorts by fee adjusted rate', async () => { + const orders = [testOrder1, testOrder2, testOrder3]; + const sortedOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate(orders); + expect(sortedOrders).to.deep.equal([testOrder2, testOrder3, testOrder1]); + }); + }); +}); |