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Add tests for getMarketBuyOrdersInfo

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This commit is contained in:
Brandon Millman
2018-08-21 17:08:44 -07:00
parent 67d33ec10c
commit 68dfd1bb22
3 changed files with 52 additions and 11 deletions
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4
packages/forwarder-helper/src/forwarder_helper_impl.ts
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@@ -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

2
packages/forwarder-helper/src/types.ts
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@@ -12,7 +12,7 @@ export interface ForwarderHelper {
}
export enum ForwarderHelperError {
InsufficientLiquidity = 'INSUFFICIENT_LIQUIDITY',
InsufficientMakerAssetLiquidity = 'INSUFFICIENT_MAKER_ASSET_LIQUIDITY',
InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
}

57
packages/forwarder-helper/test/forwarder_helper_impl_test.ts
View File

@@ -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);
});
});
});