diff options
| -rw-r--r-- | packages/order-utils/test/market_utils_test.ts | 21 |
1 files changed, 15 insertions, 6 deletions
diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts index 03f86c581..21c0a4802 100644 --- a/packages/order-utils/test/market_utils_test.ts +++ b/packages/order-utils/test/market_utils_test.ts @@ -37,34 +37,43 @@ describe('marketUtils', () => { // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => { - // try to fill 30 units of makerAsset - const fillAmount = new BigNumber(30); + // try to fill 20 units of makerAsset + // include 10 units of slippageBufferAmount + const fillAmount = new BigNumber(20); + const slippageBufferAmount = new BigNumber(10); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, remainingFillableMakerAssetAmounts, fillAmount, + slippageBufferAmount, ); expect(resultOrders).to.be.deep.equal(inputOrders); expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('returns input orders and zero remainingFillAmount when input has more than requested fill amount', async () => { - // try to fill 25 units of makerAsset - const fillAmount = new BigNumber(25); + // try to fill 15 units of makerAsset + // include 10 units of slippageBufferAmount + const fillAmount = new BigNumber(15); + const slippageBufferAmount = new BigNumber(10); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, remainingFillableMakerAssetAmounts, fillAmount, + slippageBufferAmount, ); expect(resultOrders).to.be.deep.equal(inputOrders); expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); }); it('returns input orders and non-zero remainingFillAmount when input has less than requested fill amount', async () => { - // try to fill 35 units of makerAsset - const fillAmount = new BigNumber(35); + // try to fill 30 units of makerAsset + // include 5 units of slippageBufferAmount + const fillAmount = new BigNumber(30); + const slippageBufferAmount = new BigNumber(5); const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( inputOrders, remainingFillableMakerAssetAmounts, fillAmount, + slippageBufferAmount, ); expect(resultOrders).to.be.deep.equal(inputOrders); expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5)); |