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-rw-r--r--packages/order-utils/test/rate_utils_test.ts55
1 files changed, 55 insertions, 0 deletions
diff --git a/packages/order-utils/test/rate_utils_test.ts b/packages/order-utils/test/rate_utils_test.ts
new file mode 100644
index 000000000..2f321a7db
--- /dev/null
+++ b/packages/order-utils/test/rate_utils_test.ts
@@ -0,0 +1,55 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { constants, rateUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('rateUtils', () => {
+ const testOrder = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerAssetAmount: new BigNumber(100),
+ takerFee: new BigNumber(20),
+ });
+ describe('#getFeeAdjustedRateOfOrder', () => {
+ it('throws when feeRate is zero', async () => {
+ const feeRate = constants.ZERO_AMOUNT;
+ expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw(
+ 'Expected feeRate: 0 to be greater than 0',
+ );
+ });
+ it('throws when feeRate is less than zero', async () => {
+ const feeRate = new BigNumber(-1);
+ expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw(
+ 'Expected feeRate: -1 to be greater than 0',
+ );
+ });
+ it('correctly calculates fee adjusted rate', async () => {
+ const feeRate = new BigNumber(2); // ZRX costs 2 units of takerAsset per 1 unit of ZRX
+ const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate);
+ // the order actually takes 100 + (2 * 20) takerAsset units to fill 100 units of makerAsset
+ expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.4));
+ });
+ });
+ describe('#getFeeAdjustedRateOfFeeOrder', () => {
+ it('throws when takerFee exceeds makerAssetAmount', async () => {
+ const badOrder = testOrderFactory.generateTestSignedOrder({
+ makerAssetAmount: new BigNumber(100),
+ takerFee: new BigNumber(101),
+ });
+ expect(() => rateUtils.getFeeAdjustedRateOfFeeOrder(badOrder)).to.throw(
+ 'Expected takerFee: "101" to be less than makerAssetAmount: "100"',
+ );
+ });
+ it('correctly calculates fee adjusted rate', async () => {
+ const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfFeeOrder(testOrder);
+ // the order actually takes 100 takerAsset units to fill (100 - 20) units of makerAsset
+ expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.25));
+ });
+ });
+});