Merge branch 'development' into feature/bignumber-8.0

1 files changed, 212 insertions, 0 deletions

diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts
new file mode 100644
index 000000000..f117b4d7a
--- /dev/null
+++ b/packages/asset-buyer/test/asset_buyer_test.ts
@@ -0,0 +1,212 @@
+import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { SignedOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import * as chai from 'chai';
+import 'mocha';
+import * as TypeMoq from 'typemoq';
+
+import { AssetBuyer } from '../src';
+import { constants } from '../src/constants';
+import { LiquidityForAssetData, OrderProvider, OrdersAndFillableAmounts } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+import {
+    mockAvailableAssetDatas,
+    mockedAssetBuyerWithOrdersAndFillableAmounts,
+    orderProviderMock,
+} from './utils/mocks';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const FAKE_SRA_URL = 'https://fakeurl.com';
+const FAKE_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48';
+const TOKEN_DECIMALS = 18;
+const DAI_ASSET_DATA = '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359"';
+const WETH_ASSET_DATA = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS;
+
+const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => {
+    return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals);
+};
+
+const expectLiquidityResult = async (
+    web3Provider: Web3ProviderEngine,
+    orderProvider: OrderProvider,
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+    expectedLiquidityResult: LiquidityForAssetData,
+) => {
+    const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts(
+        web3Provider,
+        orderProvider,
+        FAKE_ASSET_DATA,
+        ordersAndFillableAmounts,
+    );
+    const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
+    expect(liquidityResult).to.deep.equal(expectedLiquidityResult);
+};
+
+// tslint:disable:custom-no-magic-numbers
+describe('AssetBuyer', () => {
+    describe('getLiquidityForAssetDataAsync', () => {
+        const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine);
+        const mockOrderProvider = orderProviderMock();
+
+        beforeEach(() => {
+            mockWeb3Provider.reset();
+            mockOrderProvider.reset();
+        });
+
+        afterEach(() => {
+            mockWeb3Provider.verifyAll();
+            mockOrderProvider.verifyAll();
+        });
+
+        describe('validation', () => {
+            it('should ensure assetData is a string', async () => {
+                const assetBuyer = AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(
+                    mockWeb3Provider.object,
+                    FAKE_SRA_URL,
+                );
+
+                expect(assetBuyer.getLiquidityForAssetDataAsync(false as any)).to.be.rejectedWith(
+                    'Expected assetData to be of type string, encountered: false',
+                );
+            });
+        });
+
+        describe('asset pair not supported', () => {
+            it('should return 0s when no asset pair not supported', async () => {
+                mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []);
+
+                const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object);
+                const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
+                expect(liquidityResult).to.deep.equal({
+                    tokensAvailableInBaseUnits: new BigNumber(0),
+                    ethValueAvailableInWei: new BigNumber(0),
+                });
+            });
+            it('should return 0s when only other asset pair supported', async () => {
+                mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [DAI_ASSET_DATA]);
+
+                const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object);
+                const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
+                expect(liquidityResult).to.deep.equal({
+                    tokensAvailableInBaseUnits: new BigNumber(0),
+                    ethValueAvailableInWei: new BigNumber(0),
+                });
+            });
+        });
+
+        describe('assetData is supported', () => {
+            // orders
+            const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
+                makerAssetAmount: baseUnitAmount(2),
+                takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
+            });
+            const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
+                makerAssetAmount: baseUnitAmount(10),
+                takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS),
+            });
+
+            beforeEach(() => {
+                mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [WETH_ASSET_DATA]);
+            });
+
+            it('should return 0s when no orders available', async () => {
+                const ordersAndFillableAmounts: OrdersAndFillableAmounts = {
+                    orders: [],
+                    remainingFillableMakerAssetAmounts: [],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: new BigNumber(0),
+                    ethValueAvailableInWei: new BigNumber(0),
+                };
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value when orders provided with full fillableAmounts', async () => {
+                const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth];
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: orders.map(o => o.makerAssetAmount),
+                };
+
+                const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount);
+                const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount);
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: expectedTokensAvailable,
+                    ethValueAvailableInWei: expectedEthValueAvailable,
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value with one partial fillableAmounts', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(1)],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: baseUnitAmount(1),
+                    ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value with multiple orders and fillable amounts', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: baseUnitAmount(4),
+                    ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return 0s when no amounts fillable', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)],
+                };
+                const expectedResult = {
+                    tokensAvailableInBaseUnits: baseUnitAmount(0),
+                    ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+        });
+    });
+});