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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 | 267 |
1 files changed, 0 insertions, 267 deletions
diff --git a/packages/order-utils/test/market_utils_test.ts b/packages/order-utils/test/market_utils_test.ts deleted file mode 100644 index 42ea195bb..000000000 --- a/packages/order-utils/test/market_utils_test.ts +++ /dev/null @@ -1,267 +0,0 @@ -import { BigNumber } from '@0x/utils'; -import * as chai from 'chai'; -import 'mocha'; - -import { marketUtils } from '../src'; -import { constants } from '../src/constants'; - -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('#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 completely fillable', () => { - // generate three signed orders each with 10 units of makerAsset, 30 total - const makerAssetAmount = new BigNumber(10); - const inputOrders = testOrderFactory.generateTestSignedOrders( - { - makerAssetAmount, - }, - 3, - ); - it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => { - // try to fill 20 units of makerAsset - // include 10 units of slippageBufferAmount - const fillAmount = new BigNumber(20); - const slippageBufferAmount = new BigNumber(10); - const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - inputOrders, - fillAmount, - { - slippageBufferAmount, - }, - ); - 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 15 units of makerAsset - // include 10 units of slippageBufferAmount - const fillAmount = new BigNumber(15); - const slippageBufferAmount = new BigNumber(10); - const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - inputOrders, - fillAmount, - { - slippageBufferAmount, - }, - ); - 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 30 units of makerAsset - // include 5 units of slippageBufferAmount - const fillAmount = new BigNumber(30); - const slippageBufferAmount = new BigNumber(5); - const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( - inputOrders, - fillAmount, - { - slippageBufferAmount, - }, - ); - 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, - 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, - 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 makerAssetAmount = new BigNumber(10); - const inputOrders = testOrderFactory.generateTestSignedOrders( - { - makerAssetAmount, - }, - 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 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( - inputOrders, - fillAmount, - { - remainingFillableMakerAssetAmounts, - }, - ); - expect(resultOrders).to.be.deep.equal([inputOrders[1], inputOrders[2]]); - expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(15)); - }); - }); - }); - 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, - ); - describe('no target orders', () => { - it('returns empty and zero remainingFeeAmount', async () => { - const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( - [], - inputFeeOrders, - ); - expect(resultFeeOrders).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 { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( - inputOrders, - [], - { - remainingFillableMakerAssetAmounts, - }, - ); - expect(resultFeeOrders).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, - ); - it('returns empty and zero remainingFeeAmount', async () => { - const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( - inputOrders, - inputFeeOrders, - ); - expect(resultFeeOrders).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, - ); - it('returns input fee orders and zero remainingFeeAmount', async () => { - const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( - inputOrders, - inputFeeOrders, - ); - expect(resultFeeOrders).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 { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( - inputOrders, - inputFeeOrders, - { - remainingFillableMakerAssetAmounts, - }, - ); - expect(resultFeeOrders).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, - ); - it('returns input fee orders and non-zero remainingFeeAmount', async () => { - const { resultFeeOrders, remainingFeeAmount } = marketUtils.findFeeOrdersThatCoverFeesForTargetOrders( - inputOrders, - inputFeeOrders, - ); - expect(resultFeeOrders).to.be.deep.equal(inputFeeOrders); - expect(remainingFeeAmount).to.be.bignumber.equal(new BigNumber(30)); - }); - }); - }); -}); |