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-rw-r--r--packages/order-utils/test/remaining_fillable_calculator_test.ts257
1 files changed, 257 insertions, 0 deletions
diff --git a/packages/order-utils/test/remaining_fillable_calculator_test.ts b/packages/order-utils/test/remaining_fillable_calculator_test.ts
new file mode 100644
index 000000000..81f8132b2
--- /dev/null
+++ b/packages/order-utils/test/remaining_fillable_calculator_test.ts
@@ -0,0 +1,257 @@
+import { ECSignature, SignedOrder } from '@0xproject/types';
+import { BigNumber } from '@0xproject/utils';
+import { Web3Wrapper } from '@0xproject/web3-wrapper';
+import * as chai from 'chai';
+import 'make-promises-safe';
+import 'mocha';
+
+import { RemainingFillableCalculator } from '../src/remaining_fillable_calculator';
+
+import { chaiSetup } from './utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('RemainingFillableCalculator', () => {
+ let calculator: RemainingFillableCalculator;
+ let signedOrder: SignedOrder;
+ let transferrableMakeAssetAmount: BigNumber;
+ let transferrableMakerFeeTokenAmount: BigNumber;
+ let remainingMakeAssetAmount: BigNumber;
+ let makerAmount: BigNumber;
+ let takerAmount: BigNumber;
+ let makerFeeAmount: BigNumber;
+ let isMakeAssetZRX: boolean;
+ const makerAssetData: string = '0x1';
+ const takerAssetData: string = '0x2';
+ const decimals: number = 4;
+ const zero: BigNumber = new BigNumber(0);
+ const zeroAddress = '0x0';
+ const signature: string =
+ '0x1B61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403';
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals),
+ ];
+ [transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
+ ];
+ });
+ function buildSignedOrder(): SignedOrder {
+ return {
+ signature,
+ exchangeAddress: zeroAddress,
+ feeRecipientAddress: zeroAddress,
+ senderAddress: zeroAddress,
+ makerAddress: zeroAddress,
+ takerAddress: zeroAddress,
+ makerFee: makerFeeAmount,
+ takerFee: zero,
+ makerAssetAmount: makerAmount,
+ takerAssetAmount: takerAmount,
+ makerAssetData,
+ takerAssetData,
+ salt: zero,
+ expirationTimeSeconds: zero,
+ };
+ }
+ describe('Maker token is NOT ZRX', () => {
+ before(async () => {
+ isMakeAssetZRX = false;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
+ });
+ describe('Order to Fee Ratio is < 1', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
+ ];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
+ });
+ });
+ describe('Ratio is not evenly divisble', () => {
+ beforeEach(async () => {
+ [makerAmount, takerAmount, makerFeeAmount] = [
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+ Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
+ ];
+ });
+ it('calculates the correct amount when funds unavailable', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ const calculatedFillableAmount = calculator.computeRemainingFillable();
+ expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakeAssetAmount)).to.be.true();
+ expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
+ const orderToFeeRatio = signedOrder.makerAssetAmount.dividedBy(signedOrder.makerFee);
+ const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
+ expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
+ });
+ });
+ });
+ describe('Maker Token is ZRX', () => {
+ before(async () => {
+ isMakeAssetZRX = true;
+ });
+ it('calculates the correct amount when unfilled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakeAssetAmount = makerAmount.plus(makerFeeAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the correct amount when partially filled and funds available', () => {
+ signedOrder = buildSignedOrder();
+ remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
+ });
+ it('calculates the amount to be 0 when all fee funds are transferred', () => {
+ signedOrder = buildSignedOrder();
+ transferrableMakeAssetAmount = zero;
+ transferrableMakerFeeTokenAmount = zero;
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount;
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
+ });
+ it('calculates the correct amount when balance is less than remaining fillable', () => {
+ signedOrder = buildSignedOrder();
+ const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
+ remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
+ transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
+ transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
+
+ const orderToFeeRatio = signedOrder.makerAssetAmount.dividedToIntegerBy(signedOrder.makerFee);
+ const expectedFillableAmount = new BigNumber(450980);
+ const isTraderMaker = true;
+ calculator = new RemainingFillableCalculator(
+ isTraderMaker,
+ signedOrder,
+ isMakeAssetZRX,
+ transferrableMakeAssetAmount,
+ transferrableMakerFeeTokenAmount,
+ remainingMakeAssetAmount,
+ );
+ const calculatedFillableAmount = calculator.computeRemainingFillable();
+ const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
+ const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakeAssetAmount);
+ expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakeAssetAmount);
+ expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
+ expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
+ });
+ });
+});