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Initial tests

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This commit is contained in:
Jacob Evans
2017-11-15 11:12:40 -05:00
parent 557faba31b
commit 590552d3e0
2 changed files with 65 additions and 4 deletions
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34
packages/0x.js/src/utils/order_state_utils.ts
View File

@@ -78,12 +78,19 @@ export class OrderStateUtils {
const remainingTakerTokenAmount = totalTakerTokenAmount.minus(unavailableTakerTokenAmount);
const remainingMakerTokenAmount = remainingTakerTokenAmount.times(totalMakerTokenAmount)
.dividedToIntegerBy(totalTakerTokenAmount);
const fillableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const remainingFillableMakerTokenAmount = BigNumber.min(fillableMakerTokenAmount, remainingMakerTokenAmount);
const remainingFeeTokenAmount = remainingTakerTokenAmount.times(signedOrder.makerFee)
.dividedToIntegerBy(totalTakerTokenAmount);
const transferrableMakerTokenAmount = BigNumber.min([makerProxyAllowance, makerBalance]);
const transferrableFeeTokenAmount = BigNumber.min([makerFeeProxyAllowance, makerFeeBalance]);
const remainingFillableMakerTokenAmount = this.calculateFillableMakerTokenAmount(
transferrableMakerTokenAmount, transferrableFeeTokenAmount, remainingMakerTokenAmount,
remainingFeeTokenAmount, totalMakerTokenAmount, signedOrder.makerFee, signedOrder.makerTokenAddress,
zrxTokenAddress);
const remainingFillableTakerTokenAmount = remainingFillableMakerTokenAmount
.times(totalTakerTokenAmount)
.dividedToIntegerBy(totalMakerTokenAmount);
// TODO: Handle edge case where maker token is ZRX with fee
const orderRelevantState = {
makerBalance,
makerProxyAllowance,
@@ -96,6 +103,27 @@ export class OrderStateUtils {
};
return orderRelevantState;
}
private calculateFillableMakerTokenAmount(makerTransferrable: BigNumber, makerFeeTransferrable: BigNumber,
remainingMakerAmount: BigNumber, remainingMakerFee: BigNumber,
totalMakerAmount: BigNumber, makerFee: BigNumber,
makerTokenAddress: string, zrxTokenAddress: string): BigNumber {
if (makerFee.isZero()) {
return BigNumber.min(makerTransferrable, remainingMakerAmount);
}
const orderToFeeRatio = totalMakerAmount.dividedToIntegerBy(makerFee);
console.log('Order to Fee Ratio: ', orderToFeeRatio.toString());
let fillableTimesInMakerToken = makerTransferrable.dividedToIntegerBy(orderToFeeRatio);
console.log('Fillable Token Times: ', fillableTimesInMakerToken.toString());
const fillableTimesInFeeToken = BigNumber.min(makerFeeTransferrable, remainingMakerFee);
console.log('Fillable Fee Times: ', fillableTimesInFeeToken.toString());
if (makerTokenAddress === zrxTokenAddress) {
fillableTimesInMakerToken = makerTransferrable.plus(makerFeeTransferrable)
.dividedToIntegerBy(orderToFeeRatio.plus(new BigNumber(1)));
}
return BigNumber.min(fillableTimesInMakerToken.times(orderToFeeRatio),
fillableTimesInFeeToken.times(orderToFeeRatio));
}
private validateIfOrderIsValid(signedOrder: SignedOrder, orderRelevantState: OrderRelevantState): void {
const unavailableTakerTokenAmount = orderRelevantState.cancelledTakerTokenAmount.add(
orderRelevantState.filledTakerTokenAmount,

35
packages/0x.js/test/order_state_watcher_test.ts
View File

@@ -235,7 +235,7 @@ describe('OrderStateWatcher', () => {
);
})().catch(done);
});
describe('remainingFillable(M|T)akerTokenAmount', () => {
describe.only('remainingFillable(M|T)akerTokenAmount', () => {
it('should calculate correct remaining fillable', (done: DoneCallback) => {
(async () => {
const takerFillableAmount = ZeroEx.toBaseUnitAmount(new BigNumber(10), 18);
@@ -321,6 +321,39 @@ describe('OrderStateWatcher', () => {
makerToken.address, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
it('should equal ratio amount when fee balance is lowered', (done: DoneCallback) => {
(async () => {
const takerFee = ZeroEx.toBaseUnitAmount(new BigNumber(0), 18);
const makerFee = ZeroEx.toBaseUnitAmount(new BigNumber(5), 18);
const feeRecipient = taker;
signedOrder = await fillScenarios.createFillableSignedOrderWithFeesAsync(
makerToken.address, takerToken.address, makerFee, takerFee, maker,
taker, fillableAmount, feeRecipient);
const makerBalance = await zeroEx.token.getBalanceAsync(makerToken.address, maker);
const remainingFeeAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
const transferFeeAmount = makerFee.sub(remainingFeeAmount);
const remainingTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(3), 18);
const transferTokenAmount = makerFee.sub(remainingFeeAmount);
zeroEx.orderStateWatcher.addOrder(signedOrder);
const callback = reportCallbackErrors(done)((orderState: OrderState) => {
const validOrderState = orderState as OrderStateValid;
const orderRelevantState = validOrderState.orderRelevantState;
expect(orderRelevantState.remainingFillableMakerTokenAmount).to.be.bignumber.equal(
remainingAmount);
expect(orderRelevantState.remainingFillableTakerTokenAmount).to.be.bignumber.equal(
remainingAmount);
done();
});
zeroEx.orderStateWatcher.subscribe(callback);
await zeroEx.token.setProxyAllowanceAsync(zrxTokenAddress, maker, remainingAmount);
// await zeroEx.token.transferAsync(
// zrxTokenAddress, maker, ZeroEx.NULL_ADDRESS, transferAmount);
})().catch(done);
});
});
it('should emit orderStateInvalid when watched order cancelled', (done: DoneCallback) => {
(async () => {