Add tests for getMarketBuyOrdersInfo

packages/forwarder-helper/src/forwarder_helper_impl.ts

@@ -83,7 +83,7 @@ export class ForwarderHelperImpl implements ForwarderHelper {
         const { makerAssetFillAmount, feePercentage } = request;
         const { orders, feeOrders, remainingFillableMakerAssetAmounts, remainingFillableFeeAmounts } = this.config;
         // TODO: make the slippage percentage customizable
-        const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE);
+        const slippageBufferAmount = makerAssetFillAmount.mul(SLIPPAGE_PERCENTAGE).round();
         const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
             orders,
             makerAssetFillAmount,
@@ -93,7 +93,7 @@ export class ForwarderHelperImpl implements ForwarderHelper {
             },
         );
         if (remainingFillAmount.gt(constants.ZERO_AMOUNT)) {
-            throw new Error(ForwarderHelperError.InsufficientLiquidity);
+            throw new Error(ForwarderHelperError.InsufficientMakerAssetLiquidity);
         }
         // TODO: update this logic to find the minimum amount of feeOrders to cover the worst case as opposed to
         // finding order that cover all fees, this will help with estimating ETH and minimizing gas usage

packages/forwarder-helper/src/types.ts

@@ -12,7 +12,7 @@ export interface ForwarderHelper {
 }
 
 export enum ForwarderHelperError {
-    InsufficientLiquidity = 'INSUFFICIENT_LIQUIDITY',
+    InsufficientMakerAssetLiquidity = 'INSUFFICIENT_MAKER_ASSET_LIQUIDITY',
     InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
 }
 

packages/forwarder-helper/test/forwarder_helper_impl_test.ts

@@ -5,6 +5,7 @@ import * as _ from 'lodash';
 import 'mocha';
 
 import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '../src/forwarder_helper_impl';
+import { ForwarderHelperError } from '../src/types';
 
 import { chaiSetup } from './utils/chai_setup';
 
@@ -26,6 +27,7 @@ describe('ForwarderHelperImpl', () => {
     const testOrder3 = testOrderFactory.generateTestSignedOrder({
         makerAssetAmount: new BigNumber(100),
         takerAssetAmount: new BigNumber(300),
+        takerFee: new BigNumber(1),
     });
     // rate: 3 WETH / ZRX
     const testFeeOrder1 = testOrderFactory.generateTestSignedOrder({
@@ -42,13 +44,13 @@ describe('ForwarderHelperImpl', () => {
         makerAssetAmount: new BigNumber(100),
         takerAssetAmount: new BigNumber(100),
     });
+    const inputForwarderHelperConfig: ForwarderHelperImplConfig = {
+        orders: [testOrder1, testOrder2, testOrder3],
+        feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
+        remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)],
+        remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)],
+    };
     describe('#constructor', () => {
-        const inputForwarderHelperConfig: ForwarderHelperImplConfig = {
-            orders: [testOrder1, testOrder2, testOrder3],
-            feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
-            remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)],
-            remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)],
-        };
         const inputForwarderHelperConfigNoRemainingAmounts: ForwarderHelperImplConfig = {
             orders: [testOrder1, testOrder2, testOrder3],
             feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
@@ -90,6 +92,45 @@ describe('ForwarderHelperImpl', () => {
             expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.undefined();
         });
     });
-    // describe('#getMarketBuyOrdersInfo', () => {});
-    // describe('#getMarketSellOrdersInfo', () => {});
+    describe('#getMarketBuyOrdersInfo', () => {
+        it('throws if not enough makerAsset liquidity', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            expect(() => {
+                // request for 6 makerAsset units, because we have exactly 6 available we should throw because there is a built in slippage buffer
+                const info = forwarderHelper.getMarketBuyOrdersInfo({
+                    makerAssetFillAmount: new BigNumber(6),
+                });
+            }).to.throw(ForwarderHelperError.InsufficientMakerAssetLiquidity);
+        });
+        it('throws if not enough ZRX liquidity', () => {
+            const inputForwarderHelperConfigNoFees: ForwarderHelperImplConfig = {
+                orders: [testOrder1, testOrder2, testOrder3],
+                feeOrders: [],
+            };
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoFees);
+            expect(() => {
+                // request for 4 makerAsset units, we need fees but no fee orders exist, show we should throw
+                const info = forwarderHelper.getMarketBuyOrdersInfo({
+                    makerAssetFillAmount: new BigNumber(250),
+                });
+            }).to.throw(ForwarderHelperError.InsufficientZrxLiquidity);
+        });
+        it('passes the makerAssetFillAmount from the request to the info response', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            const makerAssetFillAmount = new BigNumber(4);
+            const info = forwarderHelper.getMarketBuyOrdersInfo({
+                makerAssetFillAmount,
+            });
+            expect(info.makerAssetFillAmount).to.bignumber.equal(makerAssetFillAmount);
+        });
+        it('passes the feePercentage from the request to the info response', () => {
+            const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
+            const feePercentage = new BigNumber(0.2);
+            const info = forwarderHelper.getMarketBuyOrdersInfo({
+                makerAssetFillAmount: new BigNumber(4),
+                feePercentage,
+            });
+            expect(info.feePercentage).to.bignumber.equal(feePercentage);
+        });
+    });
 });