- Refactor remainingFillableCalculator so it can be used for the maker and taker side

- Moved the tests over from order-watcher
- Did some token -> asset renaming

1 files changed, 257 insertions, 0 deletions

diff --git a/packages/order-utils/test/remaining_fillable_calculator_test.ts b/packages/order-utils/test/remaining_fillable_calculator_test.ts
new file mode 100644
index 000000000..81f8132b2
--- /dev/null
+++ b/packages/order-utils/test/remaining_fillable_calculator_test.ts
@@ -0,0 +1,257 @@
+import { ECSignature, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import 'make-promises-safe';
+import 'mocha';
+
+import { RemainingFillableCalculator } from '../src/remaining_fillable_calculator';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+    let calculator: RemainingFillableCalculator;
+    let signedOrder: SignedOrder;
+    let transferrableMakeAssetAmount: BigNumber;
+    let transferrableMakerFeeTokenAmount: BigNumber;
+    let remainingMakeAssetAmount: BigNumber;
+    let makerAmount: BigNumber;
+    let takerAmount: BigNumber;
+    let makerFeeAmount: BigNumber;
+    let isMakeAssetZRX: boolean;
+    const makerAssetData: string = '0x1';
+    const takerAssetData: string = '0x2';
+    const decimals: number = 4;
+    const zero: BigNumber = new BigNumber(0);
+    const zeroAddress = '0x0';
+    const signature: string =
+        '0x1B61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403';
+    beforeEach(async () => {
+        [makerAmount, takerAmount, makerFeeAmount] = [
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals),
+        ];
+        [transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount] = [
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+            Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+        ];
+    });
+    function buildSignedOrder(): SignedOrder {
+        return {
+            signature,
+            exchangeAddress: zeroAddress,
+            feeRecipientAddress: zeroAddress,
+            senderAddress: zeroAddress,
+            makerAddress: zeroAddress,
+            takerAddress: zeroAddress,
+            makerFee: makerFeeAmount,
+            takerFee: zero,
+            makerAssetAmount: makerAmount,
+            takerAssetAmount: takerAmount,
+            makerAssetData,
+            takerAssetData,
+            salt: zero,
+            expirationTimeSeconds: zero,
+        };
+    }
+    describe('Maker token is NOT ZRX', () => {
+        before(async () => {
+            isMakeAssetZRX = false;
+        });
+        it('calculates the correct amount when unfilled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+        });
+        it('calculates the correct amount when partially filled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+        });
+        it('calculates the amount to be 0 when all fee funds are transferred', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakerFeeTokenAmount = zero;
+            remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
+        });
+        it('calculates the correct amount when balance is less than remaining fillable', () => {
+            signedOrder = buildSignedOrder();
+            const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+            remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
+            transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
+        });
+        describe('Order to Fee Ratio is < 1', () => {
+            beforeEach(async () => {
+                [makerAmount, takerAmount, makerFeeAmount] = [
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+                ];
+            });
+            it('calculates the correct amount when funds unavailable', () => {
+                signedOrder = buildSignedOrder();
+                remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+                const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+                transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
+                const isTraderMaker = true;
+                calculator = new RemainingFillableCalculator(
+                    isTraderMaker,
+                    signedOrder,
+                    isMakeAssetZRX,
+                    transferrableMakeAssetAmount,
+                    transferrableMakerFeeTokenAmount,
+                    remainingMakeAssetAmount,
+                );
+                expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
+            });
+        });
+        describe('Ratio is not evenly divisble', () => {
+            beforeEach(async () => {
+                [makerAmount, takerAmount, makerFeeAmount] = [
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+                    Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+                ];
+            });
+            it('calculates the correct amount when funds unavailable', () => {
+                signedOrder = buildSignedOrder();
+                remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+                const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+                transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
+                const isTraderMaker = true;
+                calculator = new RemainingFillableCalculator(
+                    isTraderMaker,
+                    signedOrder,
+                    isMakeAssetZRX,
+                    transferrableMakeAssetAmount,
+                    transferrableMakerFeeTokenAmount,
+                    remainingMakeAssetAmount,
+                );
+                const calculatedFillableAmount = calculator.computeRemainingFillable();
+                expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakeAssetAmount)).to.be.true();
+                expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+                const orderToFeeRatio = signedOrder.makerAssetAmount.dividedBy(signedOrder.makerFee);
+                const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+                expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+            });
+        });
+    });
+    describe('Maker Token is ZRX', () => {
+        before(async () => {
+            isMakeAssetZRX = true;
+        });
+        it('calculates the correct amount when unfilled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakeAssetAmount = makerAmount.plus(makerFeeAmount);
+            transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
+            remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+        });
+        it('calculates the correct amount when partially filled and funds available', () => {
+            signedOrder = buildSignedOrder();
+            remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+        });
+        it('calculates the amount to be 0 when all fee funds are transferred', () => {
+            signedOrder = buildSignedOrder();
+            transferrableMakeAssetAmount = zero;
+            transferrableMakerFeeTokenAmount = zero;
+            remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
+        });
+        it('calculates the correct amount when balance is less than remaining fillable', () => {
+            signedOrder = buildSignedOrder();
+            const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+            remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
+            transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
+            transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
+
+            const orderToFeeRatio = signedOrder.makerAssetAmount.dividedToIntegerBy(signedOrder.makerFee);
+            const expectedFillableAmount = new BigNumber(450980);
+            const isTraderMaker = true;
+            calculator = new RemainingFillableCalculator(
+                isTraderMaker,
+                signedOrder,
+                isMakeAssetZRX,
+                transferrableMakeAssetAmount,
+                transferrableMakerFeeTokenAmount,
+                remainingMakeAssetAmount,
+            );
+            const calculatedFillableAmount = calculator.computeRemainingFillable();
+            const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+            const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakeAssetAmount);
+            expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakeAssetAmount);
+            expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+            expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+        });
+    });
+});