diff options
Diffstat (limited to 'packages/order-watcher')
7 files changed, 7 insertions, 244 deletions
diff --git a/packages/order-watcher/package.json b/packages/order-watcher/package.json index b67df2e4c..2e5dfb094 100644 --- a/packages/order-watcher/package.json +++ b/packages/order-watcher/package.json @@ -25,7 +25,7 @@ "update_compact_artifacts": "copyfiles -u 2 './src/compact_artifacts/**/*.json' ./lib/src/compact_artifacts", "update_test_artifacts": "for i in ${npm_package_config_contracts}; do copyfiles -u 4 ../migrations/artifacts/1.0.0/$i.json test/artifacts; done;", "clean": "shx rm -rf _bundles lib test_temp scripts test/artifacts src/generated_contract_wrappers", - "run_mocha": "mocha lib/test/**/*_test.js lib/test/global_hooks.js --timeout 10000 --bail --exit", + "run_mocha": "mocha --require source-map-support/register lib/test/**/*_test.js lib/test/global_hooks.js --timeout 10000 --bail --exit", "manual:postpublish": "yarn build; node ./scripts/postpublish.js" }, "config": { diff --git a/packages/order-watcher/src/order_watcher/expiration_watcher.ts b/packages/order-watcher/src/order_watcher/expiration_watcher.ts index ec2c1ec35..31fda7dca 100644 --- a/packages/order-watcher/src/order_watcher/expiration_watcher.ts +++ b/packages/order-watcher/src/order_watcher/expiration_watcher.ts @@ -19,6 +19,8 @@ export class ExpirationWatcher { private _expirationMarginMs: number; private _orderExpirationCheckingIntervalIdIfExists?: NodeJS.Timer; constructor(expirationMarginIfExistsMs?: number, orderExpirationCheckingIntervalIfExistsMs?: number) { + this._orderExpirationCheckingIntervalMs = + orderExpirationCheckingIntervalIfExistsMs || DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS; this._expirationMarginMs = expirationMarginIfExistsMs || DEFAULT_EXPIRATION_MARGIN_MS; this._orderExpirationCheckingIntervalMs = expirationMarginIfExistsMs || DEFAULT_ORDER_EXPIRATION_CHECKING_INTERVAL_MS; diff --git a/packages/order-watcher/src/order_watcher/order_watcher.ts b/packages/order-watcher/src/order_watcher/order_watcher.ts index c1f6c9230..140aa341b 100644 --- a/packages/order-watcher/src/order_watcher/order_watcher.ts +++ b/packages/order-watcher/src/order_watcher/order_watcher.ts @@ -14,7 +14,7 @@ import { Provider, SignedOrder, } from '@0xproject/types'; -import { intervalUtils } from '@0xproject/utils'; +import { errorUtils, intervalUtils } from '@0xproject/utils'; import { Web3Wrapper } from '@0xproject/web3-wrapper'; import * as _ from 'lodash'; @@ -39,7 +39,6 @@ import { } from '../generated_contract_wrappers/token'; import { OnOrderStateChangeCallback, OrderWatcherConfig, OrderWatcherError } from '../types'; import { assert } from '../utils/assert'; -import { utils } from '../utils/utils'; import { EventWatcher } from './event_watcher'; import { ExpirationWatcher } from './expiration_watcher'; @@ -344,7 +343,7 @@ export class OrderWatcher { return; // noop default: - throw utils.spawnSwitchErr('decodedLog.event', decodedLog.event); + throw errorUtils.spawnSwitchErr('decodedLog.event', decodedLog.event); } } private async _emitRevalidateOrdersAsync(orderHashes: string[]): Promise<void> { diff --git a/packages/order-watcher/src/utils/utils.ts b/packages/order-watcher/src/utils/utils.ts index d34f6b99f..087fc635e 100644 --- a/packages/order-watcher/src/utils/utils.ts +++ b/packages/order-watcher/src/utils/utils.ts @@ -1,9 +1,6 @@ import { BigNumber } from '@0xproject/utils'; export const utils = { - spawnSwitchErr(name: string, value: any): Error { - return new Error(`Unexpected switch value: ${value} encountered for ${name}`); - }, getCurrentUnixTimestampSec(): BigNumber { const milisecondsInASecond = 1000; return new BigNumber(Date.now() / milisecondsInASecond).round(); diff --git a/packages/order-watcher/test/expiration_watcher_test.ts b/packages/order-watcher/test/expiration_watcher_test.ts index 068c267c3..fbea93c06 100644 --- a/packages/order-watcher/test/expiration_watcher_test.ts +++ b/packages/order-watcher/test/expiration_watcher_test.ts @@ -107,7 +107,7 @@ describe('ExpirationWatcher', () => { ); const orderHash = getOrderHashHex(signedOrder); expirationWatcher.addOrder(orderHash, signedOrder.expirationUnixTimestampSec.times(MILISECONDS_IN_SECOND)); - const callbackAsync = callbackErrorReporter.reportNoErrorCallbackErrors(done)(async (hash: string) => { + const callbackAsync = callbackErrorReporter.reportNoErrorCallbackErrors(done)(async (_hash: string) => { done(new Error('Emitted expiration went before the order actually expired')); }); expirationWatcher.subscribe(callbackAsync); diff --git a/packages/order-watcher/test/order_watcher_test.ts b/packages/order-watcher/test/order_watcher_test.ts index a4713a56c..ef5c7b8e0 100644 --- a/packages/order-watcher/test/order_watcher_test.ts +++ b/packages/order-watcher/test/order_watcher_test.ts @@ -159,7 +159,7 @@ describe('OrderWatcher', () => { fillableAmount, ); orderWatcher.addOrder(signedOrder); - const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { + const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((_orderState: OrderState) => { throw new Error('OrderState callback fired for irrelevant order'); }); orderWatcher.subscribe(callback); diff --git a/packages/order-watcher/test/remaining_fillable_calculator_test.ts b/packages/order-watcher/test/remaining_fillable_calculator_test.ts deleted file mode 100644 index ea116175b..000000000 --- a/packages/order-watcher/test/remaining_fillable_calculator_test.ts +++ /dev/null @@ -1,235 +0,0 @@ -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 '@0xproject/order-utils'; - -import { chaiSetup } from './utils/chai_setup'; - -chaiSetup.configure(); -const expect = chai.expect; - -describe('RemainingFillableCalculator', () => { - let calculator: RemainingFillableCalculator; - let signedOrder: SignedOrder; - let transferrableMakerTokenAmount: BigNumber; - let transferrableMakerFeeTokenAmount: BigNumber; - let remainingMakerTokenAmount: BigNumber; - let makerAmount: BigNumber; - let takerAmount: BigNumber; - let makerFeeAmount: BigNumber; - let isMakerTokenZRX: boolean; - const makerToken: string = '0x1'; - const takerToken: string = '0x2'; - const decimals: number = 4; - const zero: BigNumber = new BigNumber(0); - const zeroAddress = '0x0'; - const signature: ECSignature = { v: 27, r: '', s: '' }; - beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ - Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals), - Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals), - Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals), - ]; - [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [ - Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals), - Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals), - ]; - }); - function buildSignedOrder(): SignedOrder { - return { - ecSignature: signature, - exchangeContractAddress: zeroAddress, - feeRecipient: zeroAddress, - maker: zeroAddress, - taker: zeroAddress, - makerFee: makerFeeAmount, - takerFee: zero, - makerTokenAmount: makerAmount, - takerTokenAmount: takerAmount, - makerTokenAddress: makerToken, - takerTokenAddress: takerToken, - salt: zero, - expirationUnixTimestampSec: zero, - }; - } - describe('Maker token is NOT ZRX', () => { - before(async () => { - isMakerTokenZRX = false; - }); - it('calculates the correct amount when unfilled and funds available', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the correct amount when partially filled and funds available', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the amount to be 0 when all fee funds are transferred', () => { - signedOrder = buildSignedOrder(); - transferrableMakerFeeTokenAmount = zero; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).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); - remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); - }); - 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(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); - }); - }); - 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(); - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); - expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true(); - expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0)); - const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee); - const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio); - expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount); - }); - }); - }); - describe('Maker Token is ZRX', () => { - before(async () => { - isMakerTokenZRX = true; - }); - it('calculates the correct amount when unfilled and funds available', () => { - signedOrder = buildSignedOrder(); - transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount); - transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the correct amount when partially filled and funds available', () => { - signedOrder = buildSignedOrder(); - remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); - }); - it('calculates the amount to be 0 when all fee funds are transferred', () => { - signedOrder = buildSignedOrder(); - transferrableMakerTokenAmount = zero; - transferrableMakerFeeTokenAmount = zero; - remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - expect(calculator.computeRemainingMakerFillable()).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); - remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); - transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; - - const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee); - const expectedFillableAmount = new BigNumber(450980); - calculator = new RemainingFillableCalculator( - signedOrder, - isMakerTokenZRX, - transferrableMakerTokenAmount, - transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount, - ); - const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); - const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio); - const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio); - expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount); - expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount); - expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount); - expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0); - }); - }); -}); |