diff options
Diffstat (limited to 'packages/0x.js/test/remaining_fillable_calculator_test.ts')
| -rw-r--r-- | packages/0x.js/test/remaining_fillable_calculator_test.ts | 436 |
1 files changed, 218 insertions, 218 deletions
diff --git a/packages/0x.js/test/remaining_fillable_calculator_test.ts b/packages/0x.js/test/remaining_fillable_calculator_test.ts index 4c6b8f3ac..58e9dd93b 100644 --- a/packages/0x.js/test/remaining_fillable_calculator_test.ts +++ b/packages/0x.js/test/remaining_fillable_calculator_test.ts @@ -12,223 +12,223 @@ chaiSetup.configure(); const expect = chai.expect; describe('RemainingFillableCalculator', () => { - let calculator: RemainingFillableCalculator; - let signedOrder: SignedOrder; - let transferrableMakerTokenAmount: BigNumber; - let transferrableMakerFeeTokenAmount: BigNumber; - let remainingMakerTokenAmount: BigNumber; - let makerAmount: BigNumber; - let takerAmount: BigNumber; - let makerFeeAmount: BigNumber; - let isMakerTokenZRX: boolean; - const makerToken: string = '0x1'; - const takerToken: string = '0x2'; - const decimals: number = 4; - const zero: BigNumber = new BigNumber(0); - const zeroAddress = '0x0'; - const signature: ECSignature = { v: 27, r: '', s: '' }; - beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ - ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals), - ]; - [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [ - ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), - ]; - }); - function buildSignedOrder(): SignedOrder { - return { - ecSignature: signature, - exchangeContractAddress: zeroAddress, - feeRecipient: zeroAddress, - maker: zeroAddress, - taker: zeroAddress, - makerFee: makerFeeAmount, - takerFee: zero, - makerTokenAmount: makerAmount, - takerTokenAmount: takerAmount, - makerTokenAddress: makerToken, - takerTokenAddress: takerToken, - salt: zero, - expirationUnixTimestampSec: zero, - }; - } - describe('Maker token is NOT ZRX', () => { - before(async () => { - isMakerTokenZRX = false; - }); - it('calculates the correct amount when unfilled and funds available', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the correct amount when partially filled and funds available', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the amount to be 0 when all fee funds are transferred', () => { - signedOrder = buildSignedOrder(); - transferrableMakerFeeTokenAmount = zero; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); - }); - it('calculates the correct amount when balance is less than remaining fillable', () => { - signedOrder = buildSignedOrder(); - const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); - remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); - }); - describe('Order to Fee Ratio is < 1', () => { - beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ - ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), - ]; - }); - it('calculates the correct amount when funds unavailable', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); - }); - }); - describe('Ratio is not evenly divisble', () => { - beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ - ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), - ]; - }); - it('calculates the correct amount when funds unavailable', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); - expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true(); - expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0)); - const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee); - const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio); - expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount); - }); - }); - }); - describe('Maker Token is ZRX', () => { - before(async () => { - isMakerTokenZRX = true; - }); - it('calculates the correct amount when unfilled and funds available', () => { - signedOrder = buildSignedOrder(); - transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount); - transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the correct amount when partially filled and funds available', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the amount to be 0 when all fee funds are transferred', () => { - signedOrder = buildSignedOrder(); - transferrableMakerTokenAmount = zero; - transferrableMakerFeeTokenAmount = zero; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); - }); - it('calculates the correct amount when balance is less than remaining fillable', () => { - signedOrder = buildSignedOrder(); - const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); - remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; + let calculator: RemainingFillableCalculator; + let signedOrder: SignedOrder; + let transferrableMakerTokenAmount: BigNumber; + let transferrableMakerFeeTokenAmount: BigNumber; + let remainingMakerTokenAmount: BigNumber; + let makerAmount: BigNumber; + let takerAmount: BigNumber; + let makerFeeAmount: BigNumber; + let isMakerTokenZRX: boolean; + const makerToken: string = '0x1'; + const takerToken: string = '0x2'; + const decimals: number = 4; + const zero: BigNumber = new BigNumber(0); + const zeroAddress = '0x0'; + const signature: ECSignature = { v: 27, r: '', s: '' }; + beforeEach(async () => { + [makerAmount, takerAmount, makerFeeAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals), + ]; + [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), + ]; + }); + function buildSignedOrder(): SignedOrder { + return { + ecSignature: signature, + exchangeContractAddress: zeroAddress, + feeRecipient: zeroAddress, + maker: zeroAddress, + taker: zeroAddress, + makerFee: makerFeeAmount, + takerFee: zero, + makerTokenAmount: makerAmount, + takerTokenAmount: takerAmount, + makerTokenAddress: makerToken, + takerTokenAddress: takerToken, + salt: zero, + expirationUnixTimestampSec: zero, + }; + } + describe('Maker token is NOT ZRX', () => { + before(async () => { + isMakerTokenZRX = false; + }); + it('calculates the correct amount when unfilled and funds available', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the correct amount when partially filled and funds available', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the amount to be 0 when all fee funds are transferred', () => { + signedOrder = buildSignedOrder(); + transferrableMakerFeeTokenAmount = zero; + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); + }); + it('calculates the correct amount when balance is less than remaining fillable', () => { + signedOrder = buildSignedOrder(); + const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); + }); + describe('Order to Fee Ratio is < 1', () => { + beforeEach(async () => { + [makerAmount, takerAmount, makerFeeAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), + ]; + }); + it('calculates the correct amount when funds unavailable', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); + }); + }); + describe('Ratio is not evenly divisble', () => { + beforeEach(async () => { + [makerAmount, takerAmount, makerFeeAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), + ]; + }); + it('calculates the correct amount when funds unavailable', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); + expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true(); + expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0)); + const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee); + const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio); + expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount); + }); + }); + }); + describe('Maker Token is ZRX', () => { + before(async () => { + isMakerTokenZRX = true; + }); + it('calculates the correct amount when unfilled and funds available', () => { + signedOrder = buildSignedOrder(); + transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount); + transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the correct amount when partially filled and funds available', () => { + signedOrder = buildSignedOrder(); + remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); + }); + it('calculates the amount to be 0 when all fee funds are transferred', () => { + signedOrder = buildSignedOrder(); + transferrableMakerTokenAmount = zero; + transferrableMakerFeeTokenAmount = zero; + remainingMakerTokenAmount = signedOrder.makerTokenAmount; + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); + }); + it('calculates the correct amount when balance is less than remaining fillable', () => { + signedOrder = buildSignedOrder(); + const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); + transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); + transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; - const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee); - const expectedFillableAmount = new BigNumber(450980); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); - const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio); - const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio); - expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount); - expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount); - expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount); - expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0); - }); - }); + const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee); + const expectedFillableAmount = new BigNumber(450980); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); + const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); + const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio); + const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio); + expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount); + expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount); + expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount); + expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0); + }); + }); }); |