diff options
| -rw-r--r-- | packages/asset-buyer/src/types.ts | 10 | ||||
| -rw-r--r-- | packages/asset-buyer/src/utils/buy_quote_calculator.ts | 11 | ||||
| -rw-r--r-- | packages/asset-buyer/test/buy_quote_calculator_test.ts | 73 | ||||
| -rw-r--r-- | packages/asset-buyer/test/utils/test_helpers.ts | 22 |
4 files changed, 107 insertions, 9 deletions
diff --git a/packages/asset-buyer/src/types.ts b/packages/asset-buyer/src/types.ts index 3b573edca..dfa17a22d 100644 --- a/packages/asset-buyer/src/types.ts +++ b/packages/asset-buyer/src/types.ts @@ -117,6 +117,16 @@ export enum AssetBuyerError { TransactionValueTooLow = 'TRANSACTION_VALUE_TOO_LOW', } +export class InsufficientAssetLiquidityError extends Error { + public numAssetsAvailable: BigNumber; + constructor(numAssetsAvailable: BigNumber) { + super(AssetBuyerError.InsufficientAssetLiquidity); + this.numAssetsAvailable = numAssetsAvailable; + // Setting prototype so instanceof works. See https://github.com/Microsoft/TypeScript/wiki/Breaking-Changes#extending-built-ins-like-error-array-and-map-may-no-longer-work + Object.setPrototypeOf(this, InsufficientAssetLiquidityError.prototype); + } +} + export interface OrdersAndFillableAmounts { orders: SignedOrder[]; remainingFillableMakerAssetAmounts: BigNumber[]; diff --git a/packages/asset-buyer/src/utils/buy_quote_calculator.ts b/packages/asset-buyer/src/utils/buy_quote_calculator.ts index b15b880c2..e52c9c5bf 100644 --- a/packages/asset-buyer/src/utils/buy_quote_calculator.ts +++ b/packages/asset-buyer/src/utils/buy_quote_calculator.ts @@ -3,7 +3,13 @@ import { BigNumber } from '@0x/utils'; import * as _ from 'lodash'; import { constants } from '../constants'; -import { AssetBuyerError, BuyQuote, BuyQuoteInfo, OrdersAndFillableAmounts } from '../types'; +import { + AssetBuyerError, + BuyQuote, + BuyQuoteInfo, + InsufficientAssetLiquidityError, + OrdersAndFillableAmounts, +} from '../types'; import { orderUtils } from './order_utils'; @@ -33,7 +39,8 @@ export const buyQuoteCalculator = { }); // if we do not have enough orders to cover the desired assetBuyAmount, throw if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) { - throw new Error(AssetBuyerError.InsufficientAssetLiquidity); + const amountRemaining = assetBuyAmount.minus(remainingFillAmount); + throw new InsufficientAssetLiquidityError(amountRemaining); } // if we are not buying ZRX: // given the orders calculated above, find the fee-orders that cover the desired assetBuyAmount (with slippage) diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts index a30017b72..1dd829a0f 100644 --- a/packages/asset-buyer/test/buy_quote_calculator_test.ts +++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts @@ -1,4 +1,5 @@ import { orderFactory } from '@0x/order-utils/lib/src/order_factory'; +import { SignedOrder } from '@0x/types'; import { BigNumber } from '@0x/utils'; import * as chai from 'chai'; import * as _ from 'lodash'; @@ -8,6 +9,7 @@ import { AssetBuyerError, OrdersAndFillableAmounts } from '../src/types'; import { buyQuoteCalculator } from '../src/utils/buy_quote_calculator'; import { chaiSetup } from './utils/chai_setup'; +import { testHelpers } from './utils/test_helpers'; chaiSetup.configure(); const expect = chai.expect; @@ -15,6 +17,10 @@ const expect = chai.expect; // tslint:disable:custom-no-magic-numbers describe('buyQuoteCalculator', () => { describe('#calculate', () => { + let firstOrder: SignedOrder; + let firstRemainingFillAmount: BigNumber; + let secondOrder: SignedOrder; + let secondRemainingFillAmount: BigNumber; let ordersAndFillableAmounts: OrdersAndFillableAmounts; let smallFeeOrderAndFillableAmount: OrdersAndFillableAmounts; let allFeeOrdersAndFillableAmounts: OrdersAndFillableAmounts; @@ -24,18 +30,18 @@ describe('buyQuoteCalculator', () => { // the second order has a rate of 2 makerAsset / WETH with a takerFee of 100 ZRX and has 200 / 200 makerAsset units left to fill (completely fillable) // generate one order for fees // the fee order has a rate of 1 ZRX / WETH with no taker fee and has 100 ZRX left to fill (completely fillable) - const firstOrder = orderFactory.createSignedOrderFromPartial({ + firstOrder = orderFactory.createSignedOrderFromPartial({ makerAssetAmount: new BigNumber(400), takerAssetAmount: new BigNumber(100), takerFee: new BigNumber(200), }); - const firstRemainingFillAmount = new BigNumber(200); - const secondOrder = orderFactory.createSignedOrderFromPartial({ + firstRemainingFillAmount = new BigNumber(200); + secondOrder = orderFactory.createSignedOrderFromPartial({ makerAssetAmount: new BigNumber(200), takerAssetAmount: new BigNumber(100), takerFee: new BigNumber(100), }); - const secondRemainingFillAmount = secondOrder.makerAssetAmount; + secondRemainingFillAmount = secondOrder.makerAssetAmount; ordersAndFillableAmounts = { orders: [firstOrder, secondOrder], remainingFillableMakerAssetAmounts: [firstRemainingFillAmount, secondRemainingFillAmount], @@ -61,9 +67,9 @@ describe('buyQuoteCalculator', () => { ], }; }); - it('should throw if not enough maker asset liquidity', () => { + 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 - expect(() => + const errorFunction = () => { buyQuoteCalculator.calculate( ordersAndFillableAmounts, smallFeeOrderAndFillableAmount, @@ -71,8 +77,61 @@ describe('buyQuoteCalculator', () => { 0, 0, false, + ); + }; + testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(400)); + }); + 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 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(() => + buyQuoteCalculator.calculate( + ordersAndFillableAmounts, + allFeeOrdersAndFillableAmounts, + new BigNumber(300), + 0, + 0, + false, ), - ).to.throw(AssetBuyerError.InsufficientAssetLiquidity); + ).to.not.throw(); }); it('should throw if not enough ZRX liquidity', () => { // we request 300 makerAsset units but the ZRX order is only enough to fill the first order, which only has 200 makerAssetUnits available diff --git a/packages/asset-buyer/test/utils/test_helpers.ts b/packages/asset-buyer/test/utils/test_helpers.ts new file mode 100644 index 000000000..fd1313ac8 --- /dev/null +++ b/packages/asset-buyer/test/utils/test_helpers.ts @@ -0,0 +1,22 @@ +import { BigNumber } from '@0x/utils'; + +import { InsufficientAssetLiquidityError } from '../../src/types'; + +export const testHelpers = { + expectInsufficientLiquidityError: ( + expect: Chai.ExpectStatic, + functionWhichTriggersError: () => void, + expectedNumAvailable: BigNumber, + ): void => { + let errorThrown = false; + try { + functionWhichTriggersError(); + } catch (e) { + errorThrown = true; + expect(e).to.be.instanceOf(InsufficientAssetLiquidityError); + expect(e.numAssetsAvailable).to.be.bignumber.equal(expectedNumAvailable); + } + + expect(errorThrown).to.be.true(); + }, +}; |