aboutsummaryrefslogtreecommitdiffstats
path: root/packages/asset-buyer/test
diff options
context:
space:
mode:
authorSteve Klebanoff <steve.klebanoff@gmail.com>2018-12-15 07:18:20 +0800
committerSteve Klebanoff <steve.klebanoff@gmail.com>2018-12-15 07:34:45 +0800
commit69054d85e80f9e41200015a9b0eef2a9fe00f439 (patch)
treec8296279c2f51518940cc772a26e626f5931e9de /packages/asset-buyer/test
parent3e596f6a8c211eb39917cfd2a9a68a6facf2c904 (diff)
downloaddexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.tar
dexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.tar.gz
dexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.tar.bz2
dexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.tar.lz
dexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.tar.xz
dexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.tar.zst
dexon-sol-tools-69054d85e80f9e41200015a9b0eef2a9fe00f439.zip
Only send in amountAvailableToFill if it's a non-zero amount, add additional tests and nest, and put error into its own file
Diffstat (limited to 'packages/asset-buyer/test')
-rw-r--r--packages/asset-buyer/test/buy_quote_calculator_test.ts196
-rw-r--r--packages/asset-buyer/test/utils/test_helpers.ts10
2 files changed, 124 insertions, 82 deletions
diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts
index 98458cd5b..fdc17ef25 100644
--- a/packages/asset-buyer/test/buy_quote_calculator_test.ts
+++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts
@@ -67,87 +67,125 @@ describe('buyQuoteCalculator', () => {
],
};
});
- it('should throw if not enough maker asset liquidity (multiple orders)', () => {
- // 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,
- false,
- );
- };
- 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],
- remainingFillableMakerAssetAmounts: [firstRemainingFillAmount],
- };
+ describe('InsufficientLiquidityError', () => {
+ it('should throw if not enough maker asset liquidity (multiple orders)', () => {
+ // 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,
+ false,
+ );
+ };
+ 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],
+ remainingFillableMakerAssetAmounts: [firstRemainingFillAmount],
+ };
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- firstOrderAndFillableAmount,
- smallFeeOrderAndFillableAmount,
- new BigNumber(201),
- 0,
- 0,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(200));
- });
- it('should throw if not enough maker asset liquidity (completely fillable order)', () => {
- const completelyFillableOrder = orderFactory.createSignedOrderFromPartial({
- makerAssetAmount: new BigNumber(123),
- takerAssetAmount: new BigNumber(100),
- takerFee: new BigNumber(200),
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ firstOrderAndFillableAmount,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(201),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(200));
+ });
+ it('should throw if not enough maker asset liquidity (completely fillable order)', () => {
+ const completelyFillableOrder = orderFactory.createSignedOrderFromPartial({
+ makerAssetAmount: new BigNumber(123),
+ takerAssetAmount: new BigNumber(100),
+ takerFee: new BigNumber(200),
+ });
+ const completelyFillableOrdersAndFillableAmount: OrdersAndFillableAmounts = {
+ orders: [completelyFillableOrder],
+ remainingFillableMakerAssetAmounts: [completelyFillableOrder.makerAssetAmount],
+ };
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ completelyFillableOrdersAndFillableAmount,
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(124),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(123));
+ });
+ it('should throw with 1 amount available if no slippage', () => {
+ const smallOrder = orderFactory.createSignedOrderFromPartial({
+ makerAssetAmount: new BigNumber(1),
+ takerAssetAmount: new BigNumber(1),
+ takerFee: new BigNumber(0),
+ });
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ { orders: [smallOrder], remainingFillableMakerAssetAmounts: [smallOrder.makerAssetAmount] },
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(600),
+ 0,
+ 0,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(1));
+ });
+ it('should throw without amount available to fill if amount rounds to 0', () => {
+ const smallOrder = orderFactory.createSignedOrderFromPartial({
+ makerAssetAmount: new BigNumber(1),
+ takerAssetAmount: new BigNumber(1),
+ takerFee: new BigNumber(0),
+ });
+ const errorFunction = () => {
+ buyQuoteCalculator.calculate(
+ { orders: [smallOrder], remainingFillableMakerAssetAmounts: [smallOrder.makerAssetAmount] },
+ smallFeeOrderAndFillableAmount,
+ new BigNumber(600),
+ 0,
+ 0.2,
+ false,
+ );
+ };
+ testHelpers.expectInsufficientLiquidityError(expect, errorFunction, undefined);
});
- const completelyFillableOrdersAndFillableAmount: OrdersAndFillableAmounts = {
- orders: [completelyFillableOrder],
- remainingFillableMakerAssetAmounts: [completelyFillableOrder.makerAssetAmount],
- };
- const errorFunction = () => {
- buyQuoteCalculator.calculate(
- completelyFillableOrdersAndFillableAmount,
- smallFeeOrderAndFillableAmount,
- new BigNumber(124),
- 0,
- 0,
- false,
- );
- };
- testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(123));
});
it('should not throw if order is fillable', () => {
expect(() =>
diff --git a/packages/asset-buyer/test/utils/test_helpers.ts b/packages/asset-buyer/test/utils/test_helpers.ts
index b99906792..d746316f8 100644
--- a/packages/asset-buyer/test/utils/test_helpers.ts
+++ b/packages/asset-buyer/test/utils/test_helpers.ts
@@ -1,12 +1,12 @@
import { BigNumber } from '@0x/utils';
-import { InsufficientAssetLiquidityError } from '../../src/types';
+import { InsufficientAssetLiquidityError } from '../../src/errors';
export const testHelpers = {
expectInsufficientLiquidityError: (
expect: Chai.ExpectStatic,
functionWhichTriggersError: () => void,
- expectedAmountAvailableToFill: BigNumber,
+ expectedAmountAvailableToFill?: BigNumber,
): void => {
let errorThrown = false;
try {
@@ -14,7 +14,11 @@ export const testHelpers = {
} catch (e) {
errorThrown = true;
expect(e).to.be.instanceOf(InsufficientAssetLiquidityError);
- expect(e.amountAvailableToFill).to.be.bignumber.equal(expectedAmountAvailableToFill);
+ if (expectedAmountAvailableToFill) {
+ expect(e.amountAvailableToFill).to.be.bignumber.equal(expectedAmountAvailableToFill);
+ } else {
+ expect(e.amountAvailableToFill).to.be.undefined();
+ }
}
expect(errorThrown).to.be.true();