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 | 176 |
1 files changed, 176 insertions, 0 deletions
diff --git a/packages/0x.js/test/remaining_fillable_calculator_test.ts b/packages/0x.js/test/remaining_fillable_calculator_test.ts new file mode 100644 index 000000000..65b65efd8 --- /dev/null +++ b/packages/0x.js/test/remaining_fillable_calculator_test.ts @@ -0,0 +1,176 @@ +import 'mocha'; +import * as chai from 'chai'; +import BigNumber from 'bignumber.js'; +import { chaiSetup } from './utils/chai_setup'; +import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator'; +import { SignedOrder, ECSignature } from '../src/types'; +import { TokenUtils } from './utils/token_utils'; +import { ZeroEx } from '../src/0x'; + +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; + + 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); + }); + }); +}); |