diff options
Diffstat (limited to 'packages/asset-buyer/test')
| -rw-r--r-- | packages/asset-buyer/test/asset_buyer_test.ts | 212 | ||||
| -rw-r--r-- | packages/asset-buyer/test/buy_quote_calculator_test.ts | 4 | ||||
| -rw-r--r-- | packages/asset-buyer/test/utils/mocks.ts | 68 | ||||
| -rw-r--r-- | packages/asset-buyer/test/utils/test_helpers.ts | 2 |
4 files changed, 283 insertions, 3 deletions
diff --git a/packages/asset-buyer/test/asset_buyer_test.ts b/packages/asset-buyer/test/asset_buyer_test.ts new file mode 100644 index 000000000..f117b4d7a --- /dev/null +++ b/packages/asset-buyer/test/asset_buyer_test.ts @@ -0,0 +1,212 @@ +import { orderFactory } from '@0x/order-utils/lib/src/order_factory'; +import { Web3ProviderEngine } from '@0x/subproviders'; +import { SignedOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import { Web3Wrapper } from '@0x/web3-wrapper'; +import * as chai from 'chai'; +import 'mocha'; +import * as TypeMoq from 'typemoq'; + +import { AssetBuyer } from '../src'; +import { constants } from '../src/constants'; +import { LiquidityForAssetData, OrderProvider, OrdersAndFillableAmounts } from '../src/types'; + +import { chaiSetup } from './utils/chai_setup'; +import { + mockAvailableAssetDatas, + mockedAssetBuyerWithOrdersAndFillableAmounts, + orderProviderMock, +} from './utils/mocks'; + +chaiSetup.configure(); +const expect = chai.expect; + +const FAKE_SRA_URL = 'https://fakeurl.com'; +const FAKE_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48'; +const TOKEN_DECIMALS = 18; +const DAI_ASSET_DATA = '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359"'; +const WETH_ASSET_DATA = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; +const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS; + +const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => { + return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals); +}; + +const expectLiquidityResult = async ( + web3Provider: Web3ProviderEngine, + orderProvider: OrderProvider, + ordersAndFillableAmounts: OrdersAndFillableAmounts, + expectedLiquidityResult: LiquidityForAssetData, +) => { + const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts( + web3Provider, + orderProvider, + FAKE_ASSET_DATA, + ordersAndFillableAmounts, + ); + const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal(expectedLiquidityResult); +}; + +// tslint:disable:custom-no-magic-numbers +describe('AssetBuyer', () => { + describe('getLiquidityForAssetDataAsync', () => { + const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine); + const mockOrderProvider = orderProviderMock(); + + beforeEach(() => { + mockWeb3Provider.reset(); + mockOrderProvider.reset(); + }); + + afterEach(() => { + mockWeb3Provider.verifyAll(); + mockOrderProvider.verifyAll(); + }); + + describe('validation', () => { + it('should ensure assetData is a string', async () => { + const assetBuyer = AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl( + mockWeb3Provider.object, + FAKE_SRA_URL, + ); + + expect(assetBuyer.getLiquidityForAssetDataAsync(false as any)).to.be.rejectedWith( + 'Expected assetData to be of type string, encountered: false', + ); + }); + }); + + describe('asset pair not supported', () => { + it('should return 0s when no asset pair not supported', async () => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []); + + const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); + const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), + }); + }); + it('should return 0s when only other asset pair supported', async () => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [DAI_ASSET_DATA]); + + const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object); + const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA); + expect(liquidityResult).to.deep.equal({ + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), + }); + }); + }); + + describe('assetData is supported', () => { + // orders + const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({ + makerAssetAmount: baseUnitAmount(2), + takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS), + }); + const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({ + makerAssetAmount: baseUnitAmount(10), + takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS), + }); + + beforeEach(() => { + mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [WETH_ASSET_DATA]); + }); + + it('should return 0s when no orders available', async () => { + const ordersAndFillableAmounts: OrdersAndFillableAmounts = { + orders: [], + remainingFillableMakerAssetAmounts: [], + }; + const expectedResult = { + tokensAvailableInBaseUnits: new BigNumber(0), + ethValueAvailableInWei: new BigNumber(0), + }; + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + + it('should return correct computed value when orders provided with full fillableAmounts', async () => { + const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth]; + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth], + remainingFillableMakerAssetAmounts: orders.map(o => o.makerAssetAmount), + }; + + const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount); + const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount); + const expectedResult = { + tokensAvailableInBaseUnits: expectedTokensAvailable, + ethValueAvailableInWei: expectedEthValueAvailable, + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + + it('should return correct computed value with one partial fillableAmounts', async () => { + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth], + remainingFillableMakerAssetAmounts: [baseUnitAmount(1)], + }; + const expectedResult = { + tokensAvailableInBaseUnits: baseUnitAmount(1), + ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS), + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + + it('should return correct computed value with multiple orders and fillable amounts', async () => { + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth], + remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)], + }; + const expectedResult = { + tokensAvailableInBaseUnits: baseUnitAmount(4), + ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS), + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + + it('should return 0s when no amounts fillable', async () => { + const ordersAndFillableAmounts = { + orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth], + remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)], + }; + const expectedResult = { + tokensAvailableInBaseUnits: baseUnitAmount(0), + ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS), + }; + + await expectLiquidityResult( + mockWeb3Provider.object, + mockOrderProvider.object, + ordersAndFillableAmounts, + expectedResult, + ); + }); + }); + }); +}); diff --git a/packages/asset-buyer/test/buy_quote_calculator_test.ts b/packages/asset-buyer/test/buy_quote_calculator_test.ts index cf443bef3..177fd8fe6 100644 --- a/packages/asset-buyer/test/buy_quote_calculator_test.ts +++ b/packages/asset-buyer/test/buy_quote_calculator_test.ts @@ -168,7 +168,7 @@ describe('buyQuoteCalculator', () => { }; testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(1)); }); - it('should throw without amount available to fill if amount rounds to 0', () => { + it('should throw with 0 available to fill if amount rounds to 0', () => { const smallOrder = orderFactory.createSignedOrderFromPartial({ makerAssetAmount: new BigNumber(1), takerAssetAmount: new BigNumber(1), @@ -184,7 +184,7 @@ describe('buyQuoteCalculator', () => { false, ); }; - testHelpers.expectInsufficientLiquidityError(expect, errorFunction, undefined); + testHelpers.expectInsufficientLiquidityError(expect, errorFunction, new BigNumber(0)); }); }); it('should not throw if order is fillable', () => { diff --git a/packages/asset-buyer/test/utils/mocks.ts b/packages/asset-buyer/test/utils/mocks.ts new file mode 100644 index 000000000..d3e1c09c4 --- /dev/null +++ b/packages/asset-buyer/test/utils/mocks.ts @@ -0,0 +1,68 @@ +import { Web3ProviderEngine } from '@0x/subproviders'; +import * as TypeMoq from 'typemoq'; + +import { AssetBuyer } from '../../src/asset_buyer'; +import { OrderProvider, OrderProviderResponse, OrdersAndFillableAmounts } from '../../src/types'; + +// tslint:disable:promise-function-async + +// Implementing dummy class for using in mocks, see https://github.com/florinn/typemoq/issues/3 +class OrderProviderClass implements OrderProvider { + // tslint:disable-next-line:prefer-function-over-method + public async getOrdersAsync(): Promise<OrderProviderResponse> { + return Promise.resolve({ orders: [] }); + } + // tslint:disable-next-line:prefer-function-over-method + public async getAvailableMakerAssetDatasAsync(takerAssetData: string): Promise<string[]> { + return Promise.resolve([]); + } +} + +export const orderProviderMock = () => { + return TypeMoq.Mock.ofType(OrderProviderClass, TypeMoq.MockBehavior.Strict); +}; + +export const mockAvailableAssetDatas = ( + mockOrderProvider: TypeMoq.IMock<OrderProviderClass>, + assetData: string, + availableAssetDatas: string[], +) => { + mockOrderProvider + .setup(op => op.getAvailableMakerAssetDatasAsync(TypeMoq.It.isValue(assetData))) + .returns(() => { + return Promise.resolve(availableAssetDatas); + }) + .verifiable(TypeMoq.Times.once()); +}; + +const partiallyMockedAssetBuyer = ( + provider: Web3ProviderEngine, + orderProvider: OrderProvider, +): TypeMoq.IMock<AssetBuyer> => { + const rawAssetBuyer = new AssetBuyer(provider, orderProvider); + const mockedAssetBuyer = TypeMoq.Mock.ofInstance(rawAssetBuyer, TypeMoq.MockBehavior.Loose, false); + mockedAssetBuyer.callBase = true; + return mockedAssetBuyer; +}; + +const mockGetOrdersAndAvailableAmounts = ( + mockedAssetBuyer: TypeMoq.IMock<AssetBuyer>, + assetData: string, + ordersAndFillableAmounts: OrdersAndFillableAmounts, +): void => { + mockedAssetBuyer + .setup(a => a.getOrdersAndFillableAmountsAsync(assetData, false)) + .returns(() => Promise.resolve(ordersAndFillableAmounts)) + .verifiable(TypeMoq.Times.once()); +}; + +export const mockedAssetBuyerWithOrdersAndFillableAmounts = ( + provider: Web3ProviderEngine, + orderProvider: OrderProvider, + assetData: string, + ordersAndFillableAmounts: OrdersAndFillableAmounts, +): TypeMoq.IMock<AssetBuyer> => { + const mockedAssetBuyer = partiallyMockedAssetBuyer(provider, orderProvider); + mockGetOrdersAndAvailableAmounts(mockedAssetBuyer, assetData, ordersAndFillableAmounts); + return mockedAssetBuyer; +}; diff --git a/packages/asset-buyer/test/utils/test_helpers.ts b/packages/asset-buyer/test/utils/test_helpers.ts index 9c7c244af..04a58d2c8 100644 --- a/packages/asset-buyer/test/utils/test_helpers.ts +++ b/packages/asset-buyer/test/utils/test_helpers.ts @@ -6,7 +6,7 @@ export const testHelpers = { expectInsufficientLiquidityError: ( expect: Chai.ExpectStatic, functionWhichTriggersError: () => void, - expectedAmountAvailableToFill?: BigNumber, + expectedAmountAvailableToFill: BigNumber, ): void => { let wasErrorThrown = false; try { |