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-rw-r--r--packages/order-utils/test/sorting_utils_test.ts67
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diff --git a/packages/order-utils/test/sorting_utils_test.ts b/packages/order-utils/test/sorting_utils_test.ts
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+++ b/packages/order-utils/test/sorting_utils_test.ts
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+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { sortingUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('sortingUtils', () => {
+ describe('#sortOrdersByFeeAdjustedRate', () => {
+ const feeRate = new BigNumber(1); // ZRX costs 1 unit of takerAsset per 1 unit of ZRX
+ // rate: 2 takerAsset / makerAsset
+ const testOrder1 = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(200),
+ });
+ // rate: 1 takerAsset / makerAsset
+ const testOrder2 = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(100),
+ });
+ // rate: 2.5 takerAsset / makerAsset
+ const testOrder3 = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(200),
+ takerFee: new BigNumber(50),
+ });
+ it('correctly sorts by fee adjusted rate when feeRate is Provided', async () => {
+ const orders = [testOrder1, testOrder2, testOrder3];
+ const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders, feeRate);
+ expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
+ });
+ it('correctly sorts by fee adjusted rate when no feeRate is Provided', async () => {
+ const orders = [testOrder1, testOrder2, testOrder3];
+ const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(orders);
+ expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
+ });
+ });
+ describe('#sortFeeOrdersByFeeAdjustedRate', () => {
+ // rate: 200 takerAsset / makerAsset
+ const testOrder1 = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(200),
+ takerFee: new BigNumber(99),
+ });
+ // rate: 1 takerAsset / makerAsset
+ const testOrder2 = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(100),
+ });
+ // rate: 4 takerAsset / makerAsset
+ const testOrder3 = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(200),
+ takerFee: new BigNumber(50),
+ });
+ it('correctly sorts by fee adjusted rate', async () => {
+ const orders = [testOrder1, testOrder2, testOrder3];
+ const sortedOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate(orders);
+ expect(sortedOrders).to.deep.equal([testOrder2, testOrder3, testOrder1]);
+ });
+ });
+});