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@0x/asset-swapper: Only generate fallbacks for native orders in optimal path.

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`@0x/asset-swapper`: Exclude conflicting sources across both optimal and fallback paths.
This commit is contained in:
Lawrence Forman
2020-03-09 21:43:19 -04:00
parent 847a7f470c
commit cc12ad8d86
3 changed files with 60 additions and 32 deletions
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24
packages/asset-swapper/test/market_operation_utils_test.ts
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@@ -571,9 +571,10 @@ describe('MarketOperationUtils tests', () => {
it('fallback orders use different sources', async () => {
const rates: RatesBySource = {};
rates[ERC20BridgeSource.Eth2Dai] = [0.9, 0.8, 0.5, 0.5];
rates[ERC20BridgeSource.Native] = [0.9, 0.8, 0.5, 0.5];
rates[ERC20BridgeSource.Uniswap] = [0.6, 0.05, 0.01, 0.01];
rates[ERC20BridgeSource.Native] = [0.4, 0.3, 0.01, 0.01];
rates[ERC20BridgeSource.Eth2Dai] = [0.4, 0.3, 0.01, 0.01];
// Won't be included because of conflicts.
rates[ERC20BridgeSource.Kyber] = [0.35, 0.2, 0.01, 0.01];
replaceSamplerOps({
getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
@@ -584,8 +585,13 @@ describe('MarketOperationUtils tests', () => {
{ ...DEFAULT_OPTS, numSamples: 4, allowFallback: true },
);
const orderSources = improvedOrders.map(o => o.fill.source);
const firstSources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap];
const secondSources = [ERC20BridgeSource.Native, ERC20BridgeSource.Kyber, ERC20BridgeSource.Native];
const firstSources = [
ERC20BridgeSource.Native,
ERC20BridgeSource.Native,
ERC20BridgeSource.Native,
ERC20BridgeSource.Uniswap,
];
const secondSources = [ERC20BridgeSource.Eth2Dai];
expect(orderSources.slice(0, firstSources.length).sort()).to.deep.eq(firstSources.sort());
expect(orderSources.slice(firstSources.length).sort()).to.deep.eq(secondSources.sort());
});
@@ -881,9 +887,9 @@ describe('MarketOperationUtils tests', () => {
it('fallback orders use different sources', async () => {
const rates: RatesBySource = {};
rates[ERC20BridgeSource.Eth2Dai] = [0.9, 0.8, 0.5, 0.5];
rates[ERC20BridgeSource.Native] = [0.9, 0.8, 0.5, 0.5];
rates[ERC20BridgeSource.Uniswap] = [0.6, 0.05, 0.01, 0.01];
rates[ERC20BridgeSource.Native] = [0.4, 0.3, 0.01, 0.01];
rates[ERC20BridgeSource.Eth2Dai] = [0.4, 0.3, 0.01, 0.01];
replaceSamplerOps({
getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
});
@@ -893,13 +899,13 @@ describe('MarketOperationUtils tests', () => {
{ ...DEFAULT_OPTS, numSamples: 4, allowFallback: true },
);
const orderSources = improvedOrders.map(o => o.fill.source);
const firstSources = [ERC20BridgeSource.Eth2Dai, ERC20BridgeSource.Uniswap];
const secondSources = [
ERC20BridgeSource.Native,
const firstSources = [
ERC20BridgeSource.Native,
ERC20BridgeSource.Native,
ERC20BridgeSource.Native,
ERC20BridgeSource.Uniswap,
];
const secondSources = [ERC20BridgeSource.Eth2Dai];
expect(orderSources.slice(0, firstSources.length).sort()).to.deep.eq(firstSources.sort());
expect(orderSources.slice(firstSources.length).sort()).to.deep.eq(secondSources.sort());
});