Merge pull request #678 from 0xProject/fix/order-utils/remaining-v2-changes

Remaining Order-utils V2 Changes

1 files changed, 0 insertions, 235 deletions

diff --git a/packages/order-watcher/test/remaining_fillable_calculator_test.ts b/packages/order-watcher/test/remaining_fillable_calculator_test.ts
deleted file mode 100644
index ea116175b..000000000
--- a/packages/order-watcher/test/remaining_fillable_calculator_test.ts
+++ /dev/null
@@ -1,235 +0,0 @@
-import { ECSignature, SignedOrder } from '@0xproject/types';
-import { BigNumber } from '@0xproject/utils';
-import { Web3Wrapper } from '@0xproject/web3-wrapper';
-import * as chai from 'chai';
-import 'make-promises-safe';
-import 'mocha';
-
-import { RemainingFillableCalculator } from '@0xproject/order-utils';
-
-import { chaiSetup } from './utils/chai_setup';
-
-chaiSetup.configure();
-const expect = chai.expect;
-
-describe('RemainingFillableCalculator', () => {
-    let calculator: RemainingFillableCalculator;
-    let signedOrder: SignedOrder;
-    let transferrableMakerTokenAmount: BigNumber;
-    let transferrableMakerFeeTokenAmount: BigNumber;
-    let remainingMakerTokenAmount: BigNumber;
-    let makerAmount: BigNumber;
-    let takerAmount: BigNumber;
-    let makerFeeAmount: BigNumber;
-    let isMakerTokenZRX: boolean;
-    const makerToken: string = '0x1';
-    const takerToken: string = '0x2';
-    const decimals: number = 4;
-    const zero: BigNumber = new BigNumber(0);
-    const zeroAddress = '0x0';
-    const signature: ECSignature = { v: 27, r: '', s: '' };
-    beforeEach(async () => {
-        [makerAmount, takerAmount, makerFeeAmount] = [
-            Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
-            Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
-            Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals),
-        ];
-        [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
-            Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
-            Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
-        ];
-    });
-    function buildSignedOrder(): SignedOrder {
-        return {
-            ecSignature: signature,
-            exchangeContractAddress: zeroAddress,
-            feeRecipient: zeroAddress,
-            maker: zeroAddress,
-            taker: zeroAddress,
-            makerFee: makerFeeAmount,
-            takerFee: zero,
-            makerTokenAmount: makerAmount,
-            takerTokenAmount: takerAmount,
-            makerTokenAddress: makerToken,
-            takerTokenAddress: takerToken,
-            salt: zero,
-            expirationUnixTimestampSec: zero,
-        };
-    }
-    describe('Maker token is NOT ZRX', () => {
-        before(async () => {
-            isMakerTokenZRX = false;
-        });
-        it('calculates the correct amount when unfilled and funds available', () => {
-            signedOrder = buildSignedOrder();
-            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
-        });
-        it('calculates the correct amount when partially filled and funds available', () => {
-            signedOrder = buildSignedOrder();
-            remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
-        });
-        it('calculates the amount to be 0 when all fee funds are transferred', () => {
-            signedOrder = buildSignedOrder();
-            transferrableMakerFeeTokenAmount = zero;
-            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
-        });
-        it('calculates the correct amount when balance is less than remaining fillable', () => {
-            signedOrder = buildSignedOrder();
-            const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
-            remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
-            transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
-        });
-        describe('Order to Fee Ratio is < 1', () => {
-            beforeEach(async () => {
-                [makerAmount, takerAmount, makerFeeAmount] = [
-                    Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
-                    Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
-                    Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
-                ];
-            });
-            it('calculates the correct amount when funds unavailable', () => {
-                signedOrder = buildSignedOrder();
-                remainingMakerTokenAmount = signedOrder.makerTokenAmount;
-                const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
-                transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
-                calculator = new RemainingFillableCalculator(
-                    signedOrder,
-                    isMakerTokenZRX,
-                    transferrableMakerTokenAmount,
-                    transferrableMakerFeeTokenAmount,
-                    remainingMakerTokenAmount,
-                );
-                expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
-            });
-        });
-        describe('Ratio is not evenly divisble', () => {
-            beforeEach(async () => {
-                [makerAmount, takerAmount, makerFeeAmount] = [
-                    Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
-                    Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
-                    Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
-                ];
-            });
-            it('calculates the correct amount when funds unavailable', () => {
-                signedOrder = buildSignedOrder();
-                remainingMakerTokenAmount = signedOrder.makerTokenAmount;
-                const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
-                transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
-                calculator = new RemainingFillableCalculator(
-                    signedOrder,
-                    isMakerTokenZRX,
-                    transferrableMakerTokenAmount,
-                    transferrableMakerFeeTokenAmount,
-                    remainingMakerTokenAmount,
-                );
-                const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
-                expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
-                expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
-                const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
-                const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
-                expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
-            });
-        });
-    });
-    describe('Maker Token is ZRX', () => {
-        before(async () => {
-            isMakerTokenZRX = true;
-        });
-        it('calculates the correct amount when unfilled and funds available', () => {
-            signedOrder = buildSignedOrder();
-            transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
-            transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
-            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
-        });
-        it('calculates the correct amount when partially filled and funds available', () => {
-            signedOrder = buildSignedOrder();
-            remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
-        });
-        it('calculates the amount to be 0 when all fee funds are transferred', () => {
-            signedOrder = buildSignedOrder();
-            transferrableMakerTokenAmount = zero;
-            transferrableMakerFeeTokenAmount = zero;
-            remainingMakerTokenAmount = signedOrder.makerTokenAmount;
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
-        });
-        it('calculates the correct amount when balance is less than remaining fillable', () => {
-            signedOrder = buildSignedOrder();
-            const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
-            remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
-            transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
-            transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
-
-            const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
-            const expectedFillableAmount = new BigNumber(450980);
-            calculator = new RemainingFillableCalculator(
-                signedOrder,
-                isMakerTokenZRX,
-                transferrableMakerTokenAmount,
-                transferrableMakerFeeTokenAmount,
-                remainingMakerTokenAmount,
-            );
-            const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
-            const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
-            const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
-            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
-            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
-            expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
-            expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
-        });
-    });
-});