diff options
Diffstat (limited to 'packages/order-utils/test')
| -rw-r--r-- | packages/order-utils/test/remaining_fillable_calculator_test.ts | 257 |
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); + }); + }); +}); |