crowetic/protocol
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add a test for when the ratio is < 1

Browse Source
This commit is contained in:
Jacob Evans
2017-11-22 10:43:38 +11:00
parent a1411e3d52
commit 15628a1206
2 changed files with 104 additions and 52 deletions
Download Patch File Download Diff File Expand all files Collapse all files

58
packages/0x.js/test/remaining_fillable_calculator_test.ts
View File

@@ -18,7 +18,7 @@ describe('RemainingFillableCalculator', () => {
let remainingMakerTokenAmount: BigNumber;
let makerAmount: BigNumber;
let takerAmount: BigNumber;
let makerFee: BigNumber;
let makerFeeAmount: BigNumber;
let isMakerTokenZRX: boolean;
const makerToken: string = '0x1';
const takerToken: string = '0x2';
@@ -27,9 +27,9 @@ describe('RemainingFillableCalculator', () => {
const zeroAddress = '0x0';
const signature: ECSignature = { v: 27, r: '', s: ''};
beforeEach(async () => {
[makerAmount, takerAmount, makerFee] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)];
[makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)];
[transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals)];
@@ -40,7 +40,7 @@ describe('RemainingFillableCalculator', () => {
feeRecipient: zeroAddress,
maker: zeroAddress,
taker: zeroAddress,
makerFee: (makerFee || zero),
makerFee: makerFeeAmount,
takerFee: zero,
makerTokenAmount: makerAmount,
takerTokenAmount: takerAmount,
@@ -84,6 +84,45 @@ describe('RemainingFillableCalculator', () => {
transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
});
describe('Order to Fee Ratio is < 1', () => {
beforeEach(async () => {
[makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals)];
});
it('calculates the correct amount when funds unavailable', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
const transferredAmount = ZeroEx.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] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals),
ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals)];
});
it('calculates the correct amount when funds unavailable', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
const transferredAmount = ZeroEx.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 () => {
@@ -91,7 +130,7 @@ describe('RemainingFillableCalculator', () => {
});
it('calculates the correct amount when unfilled and funds available', () => {
signedOrder = buildSignedOrder();
transferrableMakerTokenAmount = makerAmount.plus(makerFee);
transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX,
@@ -122,15 +161,16 @@ describe('RemainingFillableCalculator', () => {
transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
const expectedFillableAmount = new BigNumber(450950);
const numberOfFillsInRatio = expectedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
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(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
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);
});
});
});