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-rw-r--r--packages/order-utils/src/sorting_utils.ts1
-rw-r--r--packages/order-utils/test/sorting_utils_test.ts66
2 files changed, 66 insertions, 1 deletions
diff --git a/packages/order-utils/src/sorting_utils.ts b/packages/order-utils/src/sorting_utils.ts
index 7474a302f..2acd8180f 100644
--- a/packages/order-utils/src/sorting_utils.ts
+++ b/packages/order-utils/src/sorting_utils.ts
@@ -20,7 +20,6 @@ export const sortingUtils = {
sortOrdersByFeeAdjustedRate(signedOrders: SignedOrder[], feeRate: BigNumber): SignedOrder[] {
assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
assert.isBigNumber('feeRate', feeRate);
- assert.assert(feeRate.greaterThan(constants.ZERO_AMOUNT), `Expected feeRate: ${feeRate} to be greater than 0`);
const rateCalculator = (signedOrder: SignedOrder) => rateUtils.getFeeAdjustedRateOfOrder(signedOrder, feeRate);
const sortedOrders = sortOrders(signedOrders, rateCalculator);
return sortedOrders;
diff --git a/packages/order-utils/test/sorting_utils_test.ts b/packages/order-utils/test/sorting_utils_test.ts
new file mode 100644
index 000000000..efce13d3f
--- /dev/null
+++ b/packages/order-utils/test/sorting_utils_test.ts
@@ -0,0 +1,66 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import * as _ from 'lodash';
+import 'mocha';
+
+import { constants, rateUtils, 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', () => {
+ // 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', async () => {
+ const feeRate = new BigNumber(1); // ZRX costs 1 unit of takerAsset per 1 unit of ZRX
+ const orders = [testOrder1, testOrder2, testOrder3];
+ const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(
+ [testOrder1, testOrder2, testOrder3],
+ feeRate,
+ );
+ 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([testOrder1, testOrder2, testOrder3]);
+ expect(sortedOrders).to.deep.equal([testOrder2, testOrder3, testOrder1]);
+ });
+ });
+});