diff options
Diffstat (limited to 'packages/0x.js/test')
| -rw-r--r-- | packages/0x.js/test/order_state_watcher_test.ts | 114 | ||||
| -rw-r--r-- | packages/0x.js/test/remaining_fillable_calculator_test.ts | 176 | ||||
| -rw-r--r-- | packages/0x.js/test/utils/constants.ts | 1 |
3 files changed, 276 insertions, 15 deletions
diff --git a/packages/0x.js/test/order_state_watcher_test.ts b/packages/0x.js/test/order_state_watcher_test.ts index 00b290252..ab6174f71 100644 --- a/packages/0x.js/test/order_state_watcher_test.ts +++ b/packages/0x.js/test/order_state_watcher_test.ts @@ -3,10 +3,10 @@ import * as chai from 'chai'; import * as _ from 'lodash'; import * as Web3 from 'web3'; import BigNumber from 'bignumber.js'; -import { chaiSetup } from './utils/chai_setup'; -import { web3Factory } from './utils/web3_factory'; -import { Web3Wrapper } from '../src/web3_wrapper'; -import { OrderStateWatcher } from '../src/order_watcher/order_state_watcher'; +import {chaiSetup} from './utils/chai_setup'; +import {web3Factory} from './utils/web3_factory'; +import {Web3Wrapper} from '../src/web3_wrapper'; +import {OrderStateWatcher} from '../src/order_watcher/order_state_watcher'; import { Token, ZeroEx, @@ -20,11 +20,12 @@ import { OrderStateInvalid, ExchangeContractErrs, } from '../src'; -import { TokenUtils } from './utils/token_utils'; -import { FillScenarios } from './utils/fill_scenarios'; -import { DoneCallback } from '../src/types'; +import {TokenUtils} from './utils/token_utils'; +import {FillScenarios} from './utils/fill_scenarios'; +import {DoneCallback} from '../src/types'; import {BlockchainLifecycle} from './utils/blockchain_lifecycle'; import {reportCallbackErrors} from './utils/report_callback_errors'; +import { constants as constants } from './utils/constants'; const TIMEOUT_MS = 150; @@ -47,7 +48,8 @@ describe('OrderStateWatcher', () => { let taker: string; let web3Wrapper: Web3Wrapper; let signedOrder: SignedOrder; - const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18); + const decimals = constants.ZRX_DECIMALS; + const fillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); before(async () => { web3 = web3Factory.create(); zeroEx = new ZeroEx(web3.currentProvider); @@ -254,15 +256,15 @@ describe('OrderStateWatcher', () => { describe('remainingFillable(M|T)akerTokenAmount', () => { it('should calculate correct remaining fillable', (done: DoneCallback) => { (async () => { - const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18); - const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), 18); + const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), decimals); + const makerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(20), decimals); signedOrder = await fillScenarios.createAsymmetricFillableSignedOrderAsync( makerToken.address, takerToken.address, maker, taker, makerFillableAmount, takerFillableAmount, ); const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); const takerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, taker); - const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), 18); + const fillAmountInBaseUnits = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); const orderHash = ZeroEx.getOrderHashHex(signedOrder); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); let eventCount = 0; @@ -273,9 +275,9 @@ describe('OrderStateWatcher', () => { expect(validOrderState.orderHash).to.be.equal(orderHash); const orderRelevantState = validOrderState.orderRelevantState; expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( - ZeroEx.toBaseUnitAmount(new BigNumber(16), 18)); + ZeroEx.toBaseUnitAmount(new BigNumber(16), decimals)); expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal( - ZeroEx.toBaseUnitAmount(new BigNumber(8), 18)); + ZeroEx.toBaseUnitAmount(new BigNumber(8), decimals)); if (eventCount === 2) { done(); } @@ -295,7 +297,7 @@ describe('OrderStateWatcher', () => { const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); - const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18); + const changedMakerApprovalAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); const callback = reportCallbackErrors(done)((orderState: OrderState) => { @@ -319,7 +321,7 @@ describe('OrderStateWatcher', () => { const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); - const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), 18); + const remainingAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); const transferAmount = makerBalance.sub(remainingAmount); await zeroEx.orderStateWatcher.addOrderAsync(signedOrder); @@ -337,6 +339,88 @@ describe('OrderStateWatcher', () => { makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount); })().catch(done); }); + it('should equal remaining amount when partially cancelled and order has fees', (done: DoneCallback) => { + (async () => { + const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, takerToken.address, makerFee, takerFee, maker, + taker, fillableAmount, feeRecipient); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + + const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals); + const transferTokenAmount = makerFee.sub(remainingTokenAmount); + zeroEx.orderStateWatcher.addOrder(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + expect(orderState.isValid).to.be.true(); + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingTokenAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.exchange.cancelOrderAsync(signedOrder, transferTokenAmount); + })().catch(done); + }); + it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => { + (async () => { + const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, takerToken.address, makerFee, takerFee, maker, + taker, fillableAmount, feeRecipient); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + + const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals); + const transferFeeAmount = makerFee.sub(remainingFeeAmount); + + const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(4), decimals); + const transferTokenAmount = makerFee.sub(remainingTokenAmount); + zeroEx.orderStateWatcher.addOrder(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + remainingFeeAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingFeeAmount); + await zeroEx.token.transferAsync( + makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferTokenAmount); + })().catch(done); + }); + it('should calculate full amount when all available and non-divisible', (done: DoneCallback) => { + (async () => { + const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), decimals); + const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); + const feeRecipient = taker; + signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync( + makerToken.address, takerToken.address, makerFee, takerFee, maker, + taker, fillableAmount, feeRecipient); + + const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker); + zeroEx.orderStateWatcher.addOrder(signedOrder); + + const callback = reportCallbackErrors(done)((orderState: OrderState) => { + const validOrderState = orderState as OrderStateValid; + const orderRelevantState = validOrderState.orderRelevantState; + expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal( + fillableAmount); + done(); + }); + zeroEx.orderStateWatcher.subscribe(callback); + await zeroEx.token.setProxyAllowanceAsync( + makerToken.address, maker, ZeroEx.toBaseUnitAmount(new BigNumber(100), decimals)); + })().catch(done); + }); }); it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => { (async () => { 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); + }); + }); +}); diff --git a/packages/0x.js/test/utils/constants.ts b/packages/0x.js/test/utils/constants.ts index c7d3aebca..5992c226e 100644 --- a/packages/0x.js/test/utils/constants.ts +++ b/packages/0x.js/test/utils/constants.ts @@ -5,4 +5,5 @@ export const constants = { TESTRPC_NETWORK_ID: 50, KOVAN_RPC_URL: 'https://kovan.infura.io', ROPSTEN_RPC_URL: 'https://ropsten.infura.io', + ZRX_DECIMALS: 18, }; |