renamed to asset-swapper

packages/asset-swapper/test/swap_quoter_test.ts

@@ -0,0 +1,238 @@
+import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { SignedOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import * as chai from 'chai';
+import 'mocha';
+import * as TypeMoq from 'typemoq';
+
+import { SwapQuoter } from '../src';
+import { constants } from '../src/constants';
+import { LiquidityForAssetData, OrderProvider, OrdersAndFillableAmounts } from '../src/types';
+
+import { chaiSetup } from './utils/chai_setup';
+import {
+    mockAvailableMakerAssetDatas,
+    mockedSwapQuoterWithOrdersAndFillableAmounts,
+    orderProviderMock,
+} from './utils/mocks';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const FAKE_SRA_URL = 'https://fakeurl.com';
+const FAKE_TAKER_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48';
+const FAKE_MAKER_ASSET_DATA = '0xf47261b00000000000000000000000009f5B0C7e1623793bF0620569b9749e79DF6D0bC5';
+const TOKEN_DECIMALS = 18;
+const DAI_ASSET_DATA = '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359"';
+const WETH_ASSET_DATA = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS;
+
+const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => {
+    return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals);
+};
+
+const expectLiquidityResult = async (
+    web3Provider: Web3ProviderEngine,
+    orderProvider: OrderProvider,
+    ordersAndFillableAmounts: OrdersAndFillableAmounts,
+    expectedLiquidityResult: LiquidityForAssetData,
+) => {
+    const mockedSwapQuoter = mockedSwapQuoterWithOrdersAndFillableAmounts(
+        web3Provider,
+        orderProvider,
+        FAKE_MAKER_ASSET_DATA,
+        WETH_ASSET_DATA,
+        ordersAndFillableAmounts,
+    );
+    const liquidityResult = await mockedSwapQuoter.object.getLiquidityForMakerTakerAssetDataPairAsync(
+        FAKE_MAKER_ASSET_DATA,
+        WETH_ASSET_DATA,
+    );
+    expect(liquidityResult).to.deep.equal(expectedLiquidityResult);
+};
+
+// tslint:disable:custom-no-magic-numbers
+describe('SwapQuoter', () => {
+    describe('getLiquidityForMakerTakerAssetDataPairAsync', () => {
+        const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine);
+        const mockOrderProvider = orderProviderMock();
+
+        beforeEach(() => {
+            mockWeb3Provider.reset();
+            mockOrderProvider.reset();
+        });
+
+        afterEach(() => {
+            mockWeb3Provider.verifyAll();
+            mockOrderProvider.verifyAll();
+        });
+
+        describe('validation', () => {
+            it('should ensure takerAssetData is a string', async () => {
+                const swapQuoter = SwapQuoter.getSwapQuoterForStandardRelayerAPIUrl(
+                    mockWeb3Provider.object,
+                    FAKE_SRA_URL,
+                );
+
+                expect(
+                    swapQuoter.getLiquidityForMakerTakerAssetDataPairAsync(FAKE_MAKER_ASSET_DATA, false as any),
+                ).to.be.rejectedWith('Expected takerAssetData to be of type string, encountered: false');
+            });
+            it('should ensure makerAssetData is a string', async () => {
+                const swapQuoter = SwapQuoter.getSwapQuoterForStandardRelayerAPIUrl(
+                    mockWeb3Provider.object,
+                    FAKE_SRA_URL,
+                );
+
+                expect(
+                    swapQuoter.getLiquidityForMakerTakerAssetDataPairAsync(false as any, FAKE_TAKER_ASSET_DATA),
+                ).to.be.rejectedWith('Expected makerAssetData to be of type string, encountered: false');
+            });
+        });
+
+        describe('asset pair not supported', () => {
+            it('should return 0s when no asset pair are supported', async () => {
+                mockAvailableMakerAssetDatas(mockOrderProvider, FAKE_TAKER_ASSET_DATA, []);
+
+                const swapQuoter = new SwapQuoter(mockWeb3Provider.object, mockOrderProvider.object);
+                const liquidityResult = await swapQuoter.getLiquidityForMakerTakerAssetDataPairAsync(
+                    FAKE_MAKER_ASSET_DATA,
+                    FAKE_TAKER_ASSET_DATA,
+                );
+                expect(liquidityResult).to.deep.equal({
+                    makerTokensAvailableInBaseUnits: new BigNumber(0),
+                    takerTokensAvailableInBaseUnits: new BigNumber(0),
+                });
+            });
+
+            it('should return 0s when only other asset pair supported', async () => {
+                mockAvailableMakerAssetDatas(mockOrderProvider, FAKE_TAKER_ASSET_DATA, [DAI_ASSET_DATA]);
+
+                const swapQuoter = new SwapQuoter(mockWeb3Provider.object, mockOrderProvider.object);
+                const liquidityResult = await swapQuoter.getLiquidityForMakerTakerAssetDataPairAsync(
+                    FAKE_MAKER_ASSET_DATA,
+                    FAKE_TAKER_ASSET_DATA,
+                );
+                expect(liquidityResult).to.deep.equal({
+                    makerTokensAvailableInBaseUnits: new BigNumber(0),
+                    takerTokensAvailableInBaseUnits: new BigNumber(0),
+                });
+            });
+        });
+
+        describe('assetData is supported', () => {
+            // orders
+            const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
+                makerAssetAmount: baseUnitAmount(2),
+                takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
+            });
+            const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
+                makerAssetAmount: baseUnitAmount(10),
+                takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS),
+            });
+
+            beforeEach(() => {
+                mockAvailableMakerAssetDatas(mockOrderProvider, WETH_ASSET_DATA, [FAKE_MAKER_ASSET_DATA]);
+            });
+
+            it('should return 0s when no orders available', async () => {
+                const ordersAndFillableAmounts: OrdersAndFillableAmounts = {
+                    orders: [],
+                    remainingFillableMakerAssetAmounts: [],
+                };
+                const expectedResult = {
+                    makerTokensAvailableInBaseUnits: new BigNumber(0),
+                    takerTokensAvailableInBaseUnits: new BigNumber(0),
+                };
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value when orders provided with full fillableAmounts', async () => {
+                const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth];
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: orders.map(o => o.makerAssetAmount),
+                };
+
+                const expectedMakerTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount);
+                const expectedTakerTokensAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount);
+
+                const expectedResult = {
+                    makerTokensAvailableInBaseUnits: expectedMakerTokensAvailable,
+                    takerTokensAvailableInBaseUnits: expectedTakerTokensAvailable,
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value with one partial fillableAmounts', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(1)],
+                };
+
+                const expectedResult = {
+                    makerTokensAvailableInBaseUnits: baseUnitAmount(1),
+                    takerTokensAvailableInBaseUnits: baseUnitAmount(0.5, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return correct computed value with multiple orders and fillable amounts', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)],
+                };
+
+                const expectedResult = {
+                    makerTokensAvailableInBaseUnits: baseUnitAmount(4),
+                    takerTokensAvailableInBaseUnits: baseUnitAmount(3.5, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+
+            it('should return 0s when no amounts fillable', async () => {
+                const ordersAndFillableAmounts = {
+                    orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
+                    remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)],
+                };
+
+                const expectedResult = {
+                    makerTokensAvailableInBaseUnits: baseUnitAmount(0),
+                    takerTokensAvailableInBaseUnits: baseUnitAmount(0, WETH_DECIMALS),
+                };
+
+                await expectLiquidityResult(
+                    mockWeb3Provider.object,
+                    mockOrderProvider.object,
+                    ordersAndFillableAmounts,
+                    expectedResult,
+                );
+            });
+        });
+    });
+});