Move packages/forwarder-helper into packages/asset-buyer

2 files changed, 149 insertions, 0 deletions

diff --git a/packages/asset-buyer/test/forwarder_helper_impl_test.ts b/packages/asset-buyer/test/forwarder_helper_impl_test.ts
new file mode 100644
index 000000000..3c3b6db92
--- /dev/null
+++ b/packages/asset-buyer/test/forwarder_helper_impl_test.ts
@@ -0,0 +1,136 @@
+import { testOrderFactory } from '@0xproject/order-utils/lib/test/utils/test_order_factory';
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import 'mocha';
+
+import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '../src/forwarder_helper_impl';
+import { ForwarderHelperError } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('ForwarderHelperImpl', () => {
+    // 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: 3 takerAsset / makerAsset
+    const testOrder3 = testOrderFactory.generateTestSignedOrder({
+        makerAssetAmount: new BigNumber(100),
+        takerAssetAmount: new BigNumber(300),
+        takerFee: new BigNumber(1),
+    });
+    // rate: 3 WETH / ZRX
+    const testFeeOrder1 = testOrderFactory.generateTestSignedOrder({
+        makerAssetAmount: new BigNumber(100),
+        takerAssetAmount: new BigNumber(300),
+    });
+    // rate: 2 WETH / ZRX
+    const testFeeOrder2 = testOrderFactory.generateTestSignedOrder({
+        makerAssetAmount: new BigNumber(100),
+        takerAssetAmount: new BigNumber(200),
+    });
+    // rate: 1 WETH / ZRX
+    const testFeeOrder3 = testOrderFactory.generateTestSignedOrder({
+        makerAssetAmount: new BigNumber(100),
+        takerAssetAmount: new BigNumber(100),
+    });
+    const inputForwarderHelperConfig: ForwarderHelperImplConfig = {
+        orders: [testOrder1, testOrder2, testOrder3],
+        feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
+        remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)],
+        remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)],
+    };
+    describe('#constructor', () => {
+        const inputForwarderHelperConfigNoRemainingAmounts: ForwarderHelperImplConfig = {
+            orders: [testOrder1, testOrder2, testOrder3],
+            feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
+        };
+        it('sorts orders', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            expect(forwarderHelper.config.orders).deep.equals([testOrder2, testOrder1, testOrder3]);
+        });
+        it('sorts fee orders', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            expect(forwarderHelper.config.feeOrders).deep.equals([testFeeOrder3, testFeeOrder2, testFeeOrder1]);
+        });
+        it('sorts remainingFillableMakerAssetAmounts', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.not.undefined();
+            expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 0)).to.bignumber.equal(
+                new BigNumber(2),
+            );
+            expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 1)).to.bignumber.equal(
+                new BigNumber(1),
+            );
+            expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 2)).to.bignumber.equal(
+                new BigNumber(3),
+            );
+        });
+        it('sorts remainingFillableFeeAmounts', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.not.undefined();
+            expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 0)).to.bignumber.equal(new BigNumber(6));
+            expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 1)).to.bignumber.equal(new BigNumber(5));
+            expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 2)).to.bignumber.equal(new BigNumber(4));
+        });
+        it('remainingFillableMakerAssetAmounts is undefined if none provided', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
+            expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.undefined();
+        });
+        it('remainingFillableFeeAmounts is undefined if none provided', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
+            expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.undefined();
+        });
+    });
+    describe('#getMarketBuyOrdersInfo', () => {
+        it('throws if not enough makerAsset liquidity', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            expect(() => {
+                // request for 6 makerAsset units, because we have exactly 6 available we should throw because there is a built in slippage buffer
+                forwarderHelper.getMarketBuyOrdersInfo({
+                    makerAssetFillAmount: new BigNumber(6),
+                });
+            }).to.throw(ForwarderHelperError.InsufficientMakerAssetLiquidity);
+        });
+        it('throws if not enough ZRX liquidity', () => {
+            const inputForwarderHelperConfigNoFees: ForwarderHelperImplConfig = {
+                orders: [testOrder1, testOrder2, testOrder3],
+                feeOrders: [],
+            };
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoFees);
+            expect(() => {
+                // request for 4 makerAsset units, we need fees but no fee orders exist, show we should throw
+                forwarderHelper.getMarketBuyOrdersInfo({
+                    makerAssetFillAmount: new BigNumber(250),
+                });
+            }).to.throw(ForwarderHelperError.InsufficientZrxLiquidity);
+        });
+        it('passes the makerAssetFillAmount from the request to the info response', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            const makerAssetFillAmount = new BigNumber(4);
+            const info = forwarderHelper.getMarketBuyOrdersInfo({
+                makerAssetFillAmount,
+            });
+            expect(info.makerAssetFillAmount).to.bignumber.equal(makerAssetFillAmount);
+        });
+        it('passes the feePercentage from the request to the info response', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            const feePercentage = new BigNumber(0.2);
+            const info = forwarderHelper.getMarketBuyOrdersInfo({
+                makerAssetFillAmount: new BigNumber(4),
+                feePercentage,
+            });
+            expect(info.feePercentage).to.bignumber.equal(feePercentage);
+        });
+    });
+});
diff --git a/packages/asset-buyer/test/utils/chai_setup.ts b/packages/asset-buyer/test/utils/chai_setup.ts
new file mode 100644
index 000000000..1a8733093
--- /dev/null
+++ b/packages/asset-buyer/test/utils/chai_setup.ts
@@ -0,0 +1,13 @@
+import * as chai from 'chai';
+import chaiAsPromised = require('chai-as-promised');
+import ChaiBigNumber = require('chai-bignumber');
+import * as dirtyChai from 'dirty-chai';
+
+export const chaiSetup = {
+    configure(): void {
+        chai.config.includeStack = true;
+        chai.use(ChaiBigNumber());
+        chai.use(dirtyChai);
+        chai.use(chaiAsPromised);
+    },
+};