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Add some test cases that stress slippageBufferAmount param

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This commit is contained in:
Brandon Millman
2018-08-05 20:54:29 -04:00
parent 8382161f75
commit 7d0bec9b2a
1 changed files with 15 additions and 6 deletions
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21
packages/order-utils/test/market_utils_test.ts
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@@ -37,34 +37,43 @@ describe('marketUtils', () => {
// generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount // generate remainingFillableMakerAssetAmounts that equal the makerAssetAmount
const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount]; const remainingFillableMakerAssetAmounts = [makerAssetAmount, makerAssetAmount, makerAssetAmount];
it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => { it('returns input orders and zero remainingFillAmount when input exactly matches requested fill amount', async () => {
// try to fill 30 units of makerAsset // try to fill 20 units of makerAsset
const fillAmount = new BigNumber(30); // include 10 units of slippageBufferAmount
const fillAmount = new BigNumber(20);
const slippageBufferAmount = new BigNumber(10);
const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
inputOrders, inputOrders,
remainingFillableMakerAssetAmounts, remainingFillableMakerAssetAmounts,
fillAmount, fillAmount,
slippageBufferAmount,
); );
expect(resultOrders).to.be.deep.equal(inputOrders); expect(resultOrders).to.be.deep.equal(inputOrders);
expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
}); });
it('returns input orders and zero remainingFillAmount when input has more than requested fill amount', async () => { it('returns input orders and zero remainingFillAmount when input has more than requested fill amount', async () => {
// try to fill 25 units of makerAsset // try to fill 15 units of makerAsset
const fillAmount = new BigNumber(25); // include 10 units of slippageBufferAmount
const fillAmount = new BigNumber(15);
const slippageBufferAmount = new BigNumber(10);
const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
inputOrders, inputOrders,
remainingFillableMakerAssetAmounts, remainingFillableMakerAssetAmounts,
fillAmount, fillAmount,
slippageBufferAmount,
); );
expect(resultOrders).to.be.deep.equal(inputOrders); expect(resultOrders).to.be.deep.equal(inputOrders);
expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT); expect(remainingFillAmount).to.be.bignumber.equal(constants.ZERO_AMOUNT);
}); });
it('returns input orders and non-zero remainingFillAmount when input has less than requested fill amount', async () => { it('returns input orders and non-zero remainingFillAmount when input has less than requested fill amount', async () => {
// try to fill 35 units of makerAsset // try to fill 30 units of makerAsset
const fillAmount = new BigNumber(35); // include 5 units of slippageBufferAmount
const fillAmount = new BigNumber(30);
const slippageBufferAmount = new BigNumber(5);
const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount( const { resultOrders, remainingFillAmount } = marketUtils.findOrdersThatCoverMakerAssetFillAmount(
inputOrders, inputOrders,
remainingFillableMakerAssetAmounts, remainingFillableMakerAssetAmounts,
fillAmount, fillAmount,
slippageBufferAmount,
); );
expect(resultOrders).to.be.deep.equal(inputOrders); expect(resultOrders).to.be.deep.equal(inputOrders);
expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5)); expect(remainingFillAmount).to.be.bignumber.equal(new BigNumber(5));