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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/sorting_utils_test.ts | |
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/sorting_utils_test.ts')
-rw-r--r-- | packages/order-utils/test/sorting_utils_test.ts | 67 |
1 files changed, 67 insertions, 0 deletions
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]); + }); + }); +}); |