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import { SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import * as chai from 'chai';
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;
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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;
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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;
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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;
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
calculator = new RemainingFillableCalculator(
signedOrder.makerFee,
signedOrder.makerAssetAmount,
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);
});
});
});
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