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fixed CI tests for swapper

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This commit is contained in:
David Sun
2019-11-16 13:53:50 -06:00
committed by Jacob Evans
parent c198d0079e
commit 7f00279ffb
4 changed files with 73 additions and 84 deletions
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143
packages/asset-swapper/test/swap_quote_calculator_test.ts
View File

@@ -1,28 +1,24 @@
import { ContractAddresses, ContractWrappers } from '@0x/contract-wrappers';
import { constants as devConstants } from '@0x/contracts-test-utils';
import { BlockchainLifecycle } from '@0x/dev-utils';
import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import * as TypeMoq from 'typemoq';
import { ProtocolFeeUtils } from '../src/utils/protocol_fee_utils';
import { swapQuoteCalculator } from '../src/utils/swap_quote_calculator';
import { chaiSetup } from './utils/chai_setup';
import { migrateOnceAsync } from './utils/migrate';
import { protocolFeeUtilsMock } from './utils/mocks';
import { testHelpers } from './utils/test_helpers';
import { testOrders } from './utils/test_orders';
import { baseUnitAmount } from './utils/utils';
import { provider, web3Wrapper } from './utils/web3_wrapper';
chaiSetup.configure();
const expect = chai.expect;
const blockchainLifecycle = new BlockchainLifecycle(web3Wrapper);
const GAS_PRICE = new BigNumber(devConstants.DEFAULT_GAS_PRICE);
const ONE_ETH_IN_WEI = new BigNumber(1000000000000000000);
const TESTRPC_CHAIN_ID = 1337;
const MIXED_TEST_ORDERS = _.concat(
testOrders.PRUNED_SIGNED_ORDERS_FEELESS,
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET,
@@ -32,119 +28,109 @@ const MIXED_TEST_ORDERS = _.concat(
// tslint:disable:max-file-line-count
// tslint:disable:custom-no-magic-numbers
describe('swapQuoteCalculator', () => {
let contractWrappers: ContractWrappers;
let protocolFeeUtils: ProtocolFeeUtils;
let contractAddresses: ContractAddresses;
const chainId = TESTRPC_CHAIN_ID;
let mockProtocolFeeUtils: TypeMoq.IMock<ProtocolFeeUtils>;
before(async () => {
const config = {
chainId,
contractAddresses,
};
contractAddresses = await migrateOnceAsync();
await blockchainLifecycle.startAsync();
contractWrappers = new ContractWrappers(provider, config);
protocolFeeUtils = new ProtocolFeeUtils(contractWrappers.exchange);
mockProtocolFeeUtils = protocolFeeUtilsMock();
});
describe('#calculateMarketSellSwapQuote', () => {
describe('InsufficientLiquidityError', () => {
it('should throw if not enough taker asset liquidity (multiple feeless orders)', () => {
it('should throw if not enough taker asset liquidity (multiple feeless orders)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEELESS,
baseUnitAmount(10),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(9));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(9));
});
it('should throw if not enough taker asset liquidity (multiple feeless orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple feeless orders with 20% slippage)',async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEELESS,
baseUnitAmount(10),
0.2,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(7.5));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(7.5));
});
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with no slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with no slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_TAKER_ASSET,
baseUnitAmount(20),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(15));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(15));
});
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_TAKER_ASSET,
baseUnitAmount(20),
0.2,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(12.5));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(12.5));
});
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with no slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with no slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET,
baseUnitAmount(10),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(9));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(9));
});
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET,
baseUnitAmount(10),
0.2,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(7.5));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(7.5));
});
it('should throw if not enough taker asset liquidity (multiple mixed feeType orders with no slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple mixed feeType orders with no slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
MIXED_TEST_ORDERS,
baseUnitAmount(40),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(33));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(33));
});
it('should throw if not enough taker asset liquidity (multiple mixed feeTyoe orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple mixed feeTyoe orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketSellSwapQuoteAsync(
MIXED_TEST_ORDERS,
baseUnitAmount(40),
0.2,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(27.5));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(27.5));
});
});
it('calculates a correct swapQuote with no slippage (feeless orders)', async () => {
@@ -155,7 +141,7 @@ describe('swapQuoteCalculator', () => {
assetSellAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([testOrders.PRUNED_SIGNED_ORDERS_FEELESS[0]]);
@@ -184,8 +170,9 @@ describe('swapQuoteCalculator', () => {
assetSellAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([
testOrders.PRUNED_SIGNED_ORDERS_FEELESS[0],
@@ -216,7 +203,7 @@ describe('swapQuoteCalculator', () => {
assetSellAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_TAKER_ASSET[0]]);
@@ -245,7 +232,7 @@ describe('swapQuoteCalculator', () => {
assetSellAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([
@@ -277,7 +264,7 @@ describe('swapQuoteCalculator', () => {
assetSellAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET[0]]);
@@ -306,7 +293,7 @@ describe('swapQuoteCalculator', () => {
assetSellAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([
@@ -334,101 +321,101 @@ describe('swapQuoteCalculator', () => {
});
describe('#calculateMarketBuySwapQuoteAsync', () => {
describe('InsufficientLiquidityError', () => {
it('should throw if not enough maker asset liquidity (multiple feeless orders)', () => {
it('should throw if not enough maker asset liquidity (multiple feeless orders)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEELESS,
baseUnitAmount(12),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(10));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(10));
});
it('should throw if not enough taker asset liquidity (multiple feeless orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple feeless orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEELESS,
baseUnitAmount(10),
0.6,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(6.25));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(6.25));
});
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with no slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with no slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_TAKER_ASSET,
baseUnitAmount(12),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(10));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(10));
});
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple takerAsset denominated fee orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_TAKER_ASSET,
baseUnitAmount(12),
0.6,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(6.25));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(6.25));
});
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with no slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with no slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET,
baseUnitAmount(6),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(5));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(5));
});
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple makerAsset denominated fee orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET,
baseUnitAmount(6),
0.6,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(3.125));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(3.125));
});
it('should throw if not enough taker asset liquidity (multiple mixed feeType orders with no slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple mixed feeType orders with no slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
MIXED_TEST_ORDERS,
baseUnitAmount(40),
0,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(25));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(25));
});
it('should throw if not enough taker asset liquidity (multiple mixed feeTyoe orders with 20% slippage)', () => {
it('should throw if not enough taker asset liquidity (multiple mixed feeTyoe orders with 20% slippage)', async () => {
const errorFunction = async () => {
await swapQuoteCalculator.calculateMarketBuySwapQuoteAsync(
MIXED_TEST_ORDERS,
baseUnitAmount(40),
0.6,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
};
testHelpers.expectInsufficientLiquidityError(expect, errorFunction, baseUnitAmount(15.625));
await testHelpers.expectInsufficientLiquidityErrorAsync(expect, errorFunction, baseUnitAmount(15.625));
});
});
it('calculates a correct swapQuote with no slippage (feeless orders)', async () => {
@@ -439,7 +426,7 @@ describe('swapQuoteCalculator', () => {
assetBuyAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([testOrders.PRUNED_SIGNED_ORDERS_FEELESS[0]]);
@@ -468,7 +455,7 @@ describe('swapQuoteCalculator', () => {
assetBuyAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([
@@ -505,7 +492,7 @@ describe('swapQuoteCalculator', () => {
assetBuyAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_TAKER_ASSET[0]]);
@@ -534,7 +521,7 @@ describe('swapQuoteCalculator', () => {
assetBuyAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
const fiveSixthEthInWei = new BigNumber(5)
.div(new BigNumber(6))
@@ -570,7 +557,7 @@ describe('swapQuoteCalculator', () => {
assetBuyAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
// test if orders are correct
expect(swapQuote.orders).to.deep.equal([testOrders.PRUNED_SIGNED_ORDERS_FEE_IN_MAKER_ASSET[0]]);
@@ -599,7 +586,7 @@ describe('swapQuoteCalculator', () => {
assetBuyAmount,
slippagePercentage,
GAS_PRICE,
protocolFeeUtils,
mockProtocolFeeUtils.object,
);
const totalTakerAssetAmount = new BigNumber(5)
.div(new BigNumber(6))

4
packages/asset-swapper/test/utils/mocks.ts
View File

@@ -68,7 +68,9 @@ class ProtocolFeeUtilsClass extends ProtocolFeeUtils {
}
export const protocolFeeUtilsMock = (): TypeMoq.IMock<ProtocolFeeUtils> => {
return TypeMoq.Mock.ofType(ProtocolFeeUtilsClass, TypeMoq.MockBehavior.Strict);
const mockProtocolFeeUtils = TypeMoq.Mock.ofType(ProtocolFeeUtilsClass, TypeMoq.MockBehavior.Loose);
mockProtocolFeeUtils.callBase = true;
return mockProtocolFeeUtils;
};
const mockGetPrunedSignedOrdersAsync = (

8
packages/asset-swapper/test/utils/test_helpers.ts
View File

@@ -3,14 +3,14 @@ import { BigNumber } from '@0x/utils';
import { InsufficientAssetLiquidityError } from '../../src/errors';
export const testHelpers = {
expectInsufficientLiquidityError: (
expectInsufficientLiquidityErrorAsync: async (
expect: Chai.ExpectStatic,
functionWhichTriggersError: () => void,
functionWhichTriggersErrorAsync: () => Promise<void>,
expectedAmountAvailableToFill: BigNumber,
): void => {
): Promise<void> => {
let wasErrorThrown = false;
try {
functionWhichTriggersError();
await functionWhichTriggersErrorAsync();
} catch (e) {
wasErrorThrown = true;
expect(e).to.be.instanceOf(InsufficientAssetLiquidityError);