diff options
Diffstat (limited to 'packages/order-utils')
-rw-r--r-- | packages/order-utils/src/sorting_utils.ts | 1 | ||||
-rw-r--r-- | packages/order-utils/test/sorting_utils_test.ts | 66 |
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]); + }); + }); +}); |