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Diffstat (limited to 'packages/order-utils/test/market_utils_test.ts')
-rw-r--r-- | packages/order-utils/test/market_utils_test.ts | 146 |
1 files changed, 146 insertions, 0 deletions
diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts new file mode 100644 index 000000000..93779d035 --- /dev/null +++ b/packages/order-utils/test/market_utils_test.ts @@ -0,0 +1,146 @@ +import { OrderRelevantState, SignedOrder } from '@0xproject/types'; +import { BigNumber } from '@0xproject/utils'; +import * as chai from 'chai'; +import * as _ from 'lodash'; +import 'mocha'; + +import { constants, marketUtils, orderFactory } from '../src'; + +import { chaiSetup } from './utils/chai_setup'; +import { testOrderFactory } from './utils/test_order_factory'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable: no-unused-expression +describe('marketUtils', () => { + describe.only('#findOrdersThatCoverMakerAssetFillAmount', () => { + describe('no orders', () => { + it('returns empty and unchanged remainingFillAmount', async () => { + const fillAmount = new BigNumber(10); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + [], + [], + fillAmount, + ); + expect(resultOrders).to.be.empty; + expect(remainingFillAmount).to.be.bignumber.equal(fillAmount); + }); + }); + describe('orders are all completely fillable', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + const testOrderCount = 3; + const makerAssetAmount = new BigNumber(10); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + }, + testOrderCount, + ); + // generate order states that cover the required fill amount + const inputOrderStates = testOrderFactory.generateTestOrderRelevantStates( + { + remainingFillableMakerAssetAmount: makerAssetAmount, + }, + testOrderCount, + ); + 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); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + inputOrders, + inputOrderStates, + fillAmount, + ); + 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); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + inputOrders, + inputOrderStates, + fillAmount, + ); + 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); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + inputOrders, + inputOrderStates, + fillAmount, + ); + expect(resultOrders).to.be.deep.equal(inputOrders); + expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5)); + }); + it('returns first order and zero remainingFillAmount when requested fill amount is exactly covered by the first order', async () => { + // try to fill 10 units of makerAsset + const fillAmount = new BigNumber(10); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + inputOrders, + inputOrderStates, + fillAmount, + ); + expect(resultOrders).to.be.deep.equal([inputOrders[0]]); + expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + it('returns first two orders and zero remainingFillAmount when requested fill amount is over covered by the first two order', async () => { + // try to fill 15 units of makerAsset + const fillAmount = new BigNumber(15); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + inputOrders, + inputOrderStates, + fillAmount, + ); + expect(resultOrders).to.be.deep.equal([inputOrders[0], inputOrders[1]]); + expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + }); + describe('orders are partially fillable', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + const testOrderCount = 3; + const makerAssetAmount = new BigNumber(10); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + }, + testOrderCount, + ); + // generate order states that cover different scenarios + // 1. order is completely filled already + // 2. order is partially fillable + // 3. order is completely fillable + const partialOrderStates: Array<Partial<OrderRelevantState>> = [ + { + remainingFillableMakerAssetAmount: constants.ZERO_AMOUNT, + }, + { + remainingFillableMakerAssetAmount: new BigNumber(5), + }, + { + remainingFillableMakerAssetAmount: makerAssetAmount, + }, + ]; + const inputOrderStates: OrderRelevantState[] = _.map( + partialOrderStates, + testOrderFactory.generateTestOrderRelevantState, + ); + it('returns last 2 orders and non-zero remainingFillAmount when trying to fill original makerAssetAmounts', async () => { + // try to fill 30 units of makerAsset + const fillAmount = new BigNumber(30); + const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( + inputOrders, + inputOrderStates, + fillAmount, + ); + expect(resultOrders).to.be.deep.equal([inputOrders[1], inputOrders[2]]); + expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(15)); + }); + }); + }); + describe('#findFeeOrdersThatCoverFeesForTargetOrders', () => {}); +}); |