Merge development

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]);
+        });
+    });
+});