Moved calculateSlippage from parsers to transformers

2019-02-20 08:55:21 +08:00
parent 0e644da6ac
commit 379e828fc1
3 changed files with 2 additions and 2 deletions
--- a/packages/pipeline/test/transformers/slippage/index_test.ts
+++ b/packages/pipeline/test/transformers/slippage/index_test.ts
@@ -0,0 +1,61 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { EdpsWrapper } from '../../../src/data_sources/dex_prices';
+import { Slippage } from '../../../src/entities';
+import { calculateSlippage } from '../../../src/transformers/slippage';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('slippage', () => {
+    describe('calculateSlippage', () => {
+        it('calculates slippage correctly', () => {
+            const exchange = 'Radar Relay';
+            const ts = 1549961441473;
+            const symbol = 'DAI';
+            const amount = 1000;
+            const buyPrice = 10;
+            const sellPrice = 9;
+            const expectedSlippage = 0.1;
+
+            const buyEdps: EdpsWrapper = {};
+            buyEdps[exchange] = {
+                exchangeName: exchange,
+                totalPrice: buyPrice,
+                tokenAmount: amount,
+                tokenSymbol: symbol,
+                avgPrice: buyPrice / amount,
+                timestamp: ts,
+                error: '',
+            };
+
+            const sellEdps: EdpsWrapper = {};
+            sellEdps[exchange] = {
+                exchangeName: exchange,
+                totalPrice: sellPrice,
+                tokenAmount: amount,
+                tokenSymbol: symbol,
+                avgPrice: sellPrice / amount,
+                timestamp: ts,
+                error: '',
+            };
+            const expected = new Slippage();
+            expected.observedTimestamp = ts;
+            expected.symbol = symbol;
+            expected.exchange = exchange;
+            expected.usdAmount = new BigNumber(amount);
+            expected.tokenAmount = new BigNumber(amount); // API returns a string
+            expected.avgPriceInEthBuy = new BigNumber(buyPrice / amount);
+            expected.avgPriceInEthSell = new BigNumber(sellPrice / amount);
+            expected.slippage = new BigNumber(0.1);
+
+            const actual = calculateSlippage(amount, exchange, buyEdps, sellEdps);
+            const actualSlippage: BigNumber = actual.slippage ? actual.slippage : new BigNumber(0);
+            expect(actualSlippage.toNumber()).to.be.closeTo(expectedSlippage, 0.0001);
+        });
+    });
+});