diff options
Diffstat (limited to 'packages/order-utils/test/market_utils_test.ts')
| -rw-r--r-- | packages/order-utils/test/market_utils_test.ts | 162 |
1 files changed, 154 insertions, 8 deletions
diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts index ac3fb9b93..03f86c581 100644 --- a/packages/order-utils/test/market_utils_test.ts +++ b/packages/order-utils/test/market_utils_test.ts @@ -12,7 +12,7 @@ const expect = chai.expect; // tslint:disable: no-unused-expression describe('marketUtils', () => { - describe.only('#findOrdersThatCoverMakerAssetFillAmount', () => { + describe('#findOrdersThatCoverMakerAssetFillAmount', () => { describe('no orders', () => { it('returns empty and unchanged remainingFillAmount', async () => { const fillAmount = new BigNumber(10); @@ -25,15 +25,14 @@ describe('marketUtils', () => { expect(remainingFillAmount).to.be.bignumber.equal(fillAmount); }); }); - describe('orders are all completely fillable', () => { + describe('orders are 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, + 3, ); // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; @@ -95,20 +94,19 @@ describe('marketUtils', () => { }); 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, + 3, ); // generate remainingFillableMakerAssetAmounts that cover different partial fill scenarios // 1. order is completely filled already // 2. order is partially fillable // 3. order is completely fillable const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount]; - it('returns last 2 orders and non-zero remainingFillAmount when trying to fill original makerAssetAmounts', async () => { + it('returns last two 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( @@ -121,5 +119,153 @@ describe('marketUtils', () => { }); }); }); - describe('#findFeeOrdersThatCoverFeesForTargetOrders', () => {}); + describe('#findFeeOrdersThatCoverFeesForTargetOrders', () => { + // generate three signed fee orders each with 10 units of ZRX, 30 total + const zrxAmount = new BigNumber(10); + const inputFeeOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount: zrxAmount, + }, + 3, + ); + // generate remainingFillableFeeAmounts that equal the zrxAmount + const remainingFillableFeeAmounts = [zrxAmount, zrxAmount, zrxAmount]; + describe('no target orders', () => { + it('returns empty and zero remainingFeeAmount', async () => { + const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + [], + [], + inputFeeOrders, + remainingFillableFeeAmounts, + ); + expect(resultOrders).to.be.empty; + expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + }); + describe('no fee orders', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + // each signed order requires 10 units of takerFee + const makerAssetAmount = new BigNumber(10); + const takerFee = new BigNumber(10); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerFee, + }, + 3, + ); + // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount + const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; + it('returns empty and non-zero remainingFeeAmount', async () => { + const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + inputOrders, + remainingFillableMakerAssetAmounts, + [], + [], + ); + expect(resultOrders).to.be.empty; + expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); + }); + }); + describe('target orders have no fees', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + const makerAssetAmount = new BigNumber(10); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + }, + 3, + ); + // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount + const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; + it('returns empty and zero remainingFeeAmount', async () => { + const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + inputOrders, + remainingFillableMakerAssetAmounts, + inputFeeOrders, + remainingFillableFeeAmounts, + ); + expect(resultOrders).to.be.empty; + expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + }); + describe('target orders require fees and are completely fillable', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + // each signed order requires 10 units of takerFee + const makerAssetAmount = new BigNumber(10); + const takerFee = new BigNumber(10); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerFee, + }, + 3, + ); + // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount + const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; + it('returns input fee orders and zero remainingFeeAmount', async () => { + const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + inputOrders, + remainingFillableMakerAssetAmounts, + inputFeeOrders, + remainingFillableFeeAmounts, + ); + expect(resultOrders).to.be.deep.equal(inputFeeOrders); + expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + }); + describe('target orders require fees and are partially fillable', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + // each signed order requires 10 units of takerFee + const makerAssetAmount = new BigNumber(10); + const takerFee = new BigNumber(10); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerFee, + }, + 3, + ); + // generate remainingFillableMakerAssetAmounts that cover different partial fill scenarios + // 1. order is completely filled already + // 2. order is partially fillable + // 3. order is completely fillable + const remainingFillableMakerAssetAmounts = [constants.ZERO_AMOUNT, new BigNumber(5), makerAssetAmount]; + it('returns first two input fee orders and zero remainingFeeAmount', async () => { + const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + inputOrders, + remainingFillableMakerAssetAmounts, + inputFeeOrders, + remainingFillableFeeAmounts, + ); + expect(resultOrders).to.be.deep.equal([inputFeeOrders[0], inputFeeOrders[1]]); + expect(remainingFeeAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); + }); + }); + describe('target orders require more fees than available', () => { + // generate three signed orders each with 10 units of makerAsset, 30 total + // each signed order requires 20 units of takerFee + const makerAssetAmount = new BigNumber(10); + const takerFee = new BigNumber(20); + const inputOrders = testOrderFactory.generateTestSignedOrders( + { + makerAssetAmount, + takerFee, + }, + 3, + ); + // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount + const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; + it('returns input fee orders and non-zero remainingFeeAmount', async () => { + const { resultOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( + inputOrders, + remainingFillableMakerAssetAmounts, + inputFeeOrders, + remainingFillableFeeAmounts, + ); + expect(resultOrders).to.be.deep.equal(inputFeeOrders); + expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); + }); + }); + }); }); |