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added more unit tests

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This commit is contained in:
Daniel Pyrathon
2020-09-29 22:25:24 -07:00
parent eea63292f0
commit d60c8ddd5a
2 changed files with 190 additions and 139 deletions
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144
packages/asset-swapper/test/market_operation_utils_test.ts
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@@ -15,6 +15,8 @@ import { BigNumber, fromTokenUnitAmount, hexUtils, NULL_ADDRESS } from '@0x/util
import * as _ from 'lodash';
import * as TypeMoq from 'typemoq';
import { RFQMIndicativeQuote, RFQTFirmQuote, RFQTIndicativeQuote } from '@0x/quote-server';
import { noop, random } from 'lodash';
import { MarketOperation, QuoteRequestor, RfqtRequestOpts, SignedOrderWithFillableAmounts } from '../src';
import { getRfqtIndicativeQuotesAsync, MarketOperationUtils } from '../src/utils/market_operation_utils/';
import { BalancerPoolsCache } from '../src/utils/market_operation_utils/balancer_utils';
@@ -27,18 +29,18 @@ import {
import { createFillPaths } from '../src/utils/market_operation_utils/fills';
import { DexOrderSampler } from '../src/utils/market_operation_utils/sampler';
import { BATCH_SOURCE_FILTERS } from '../src/utils/market_operation_utils/sampler_operations';
import { SourceFilters } from '../src/utils/market_operation_utils/source_filters';
import {
DexSample,
ERC20BridgeSource,
FillData,
NativeFillData,
OptimizedMarketOrder,
GenerateOptimizedOrdersOpts,
MarketSideLiquidity,
GenerateOptimizedOrdersOpts
NativeFillData,
OptimizedMarketOrder
} from '../src/utils/market_operation_utils/types';
import { SourceFilters } from '../src/utils/market_operation_utils/source_filters';
import { noop, random } from 'lodash';
import { quoteRequestorHttpClient } from '../src/utils/quote_requestor';
import { IReturnsResult } from 'typemoq/_all';
const MAKER_TOKEN = randomAddress();
const TAKER_TOKEN = randomAddress();
@@ -63,6 +65,27 @@ describe('MarketOperationUtils tests', () => {
const CHAIN_ID = 1;
const contractAddresses = { ...getContractAddressesForChainOrThrow(CHAIN_ID), multiBridge: NULL_ADDRESS };
function getMockedQuoteRequestor(type: 'indicative' | 'firm', results: SignedOrder[], verifiable: TypeMoq.Times): TypeMoq.IMock<QuoteRequestor> {
const args: [any, any, any, any, any] = [
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
];
const requestor = TypeMoq.Mock.ofType(QuoteRequestor, TypeMoq.MockBehavior.Loose, true);
if (type === 'firm') {
requestor.setup(
r => r.requestRfqtFirmQuotesAsync(...args)
).returns(async () => results.map(result => ({signedOrder: result}))).verifiable(verifiable)
} else {
requestor.setup(
r => r.requestRfqtIndicativeQuotesAsync(...args)
).returns(async () => results).verifiable(verifiable);
}
return requestor;
}
function createOrder(overrides?: Partial<SignedOrder>): SignedOrder {
return {
chainId: CHAIN_ID,
@@ -655,9 +678,9 @@ describe('MarketOperationUtils tests', () => {
// Ensure that `_generateOptimizedOrdersAsync` is only called once
mockedMarketOpUtils.setup(
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny())
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()),
).returns(
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b)
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b),
).verifiable(TypeMoq.Times.once());
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
@@ -669,31 +692,20 @@ describe('MarketOperationUtils tests', () => {
});
it('getMarketSellOrdersAsync() will not rerun the optimizer if no orders are returned', async () => {
const requestor = TypeMoq.Mock.ofType(QuoteRequestor, TypeMoq.MockBehavior.Loose, true);
requestor
.setup(r =>
r.requestRfqtFirmQuotesAsync(
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
),
)
.returns(() => Promise.resolve([]))
.verifiable(TypeMoq.Times.once());
// Ensure that `_generateOptimizedOrdersAsync` is only called once
const mockedMarketOpUtils = TypeMoq.Mock.ofType(MarketOperationUtils, TypeMoq.MockBehavior.Loose, false, MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
mockedMarketOpUtils.callBase = true;
mockedMarketOpUtils.setup(
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny())
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()),
).returns(
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b)
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b),
).verifiable(TypeMoq.Times.once());
const requestor = getMockedQuoteRequestor('firm', [], TypeMoq.Times.once());
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
const results = await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
ORDERS, totalAssetAmount,
{
...DEFAULT_OPTS,
@@ -704,40 +716,80 @@ describe('MarketOperationUtils tests', () => {
intentOnFilling: true,
quoteRequestor: {
requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
} as any
}
} as any,
},
},
);
mockedMarketOpUtils.verifyAll();
requestor.verifyAll();
});
it.only('getMarketSellOrdersAsync() will rerun the optimizer if one or more RFQ orders are returned', async () => {
const requestor = TypeMoq.Mock.ofType(QuoteRequestor, TypeMoq.MockBehavior.Loose, true);
requestor
.setup(r =>
r.requestRfqtFirmQuotesAsync(
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
TypeMoq.It.isAny(),
),
)
.returns(() => Promise.resolve([{signedOrder: ORDERS[0]}]))
.verifiable(TypeMoq.Times.once());
it('getMarketSellOrdersAsync() will rerun the optimizer if one or more indicative are returned', async () => {
const requestor = getMockedQuoteRequestor('indicative', [ORDERS[0], ORDERS[1]], TypeMoq.Times.once());
const numOrdersInCall: number[] = [];
const numIndicativeQuotesInCall: number[] = [];
// Ensure that `_generateOptimizedOrdersAsync` is only called once
let numOrdersInCall: number[] = [];
const mockedMarketOpUtils = TypeMoq.Mock.ofType(MarketOperationUtils, TypeMoq.MockBehavior.Loose, false, MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
mockedMarketOpUtils.callBase = true;
mockedMarketOpUtils.setup(
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny())
).callback(async (msl: MarketSideLiquidity, opts: GenerateOptimizedOrdersOpts) => {
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()),
).callback(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
numOrdersInCall.push(msl.nativeOrders.length);
numIndicativeQuotesInCall.push(msl.rfqtIndicativeQuotes.length);
})
.returns(
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b),
)
.verifiable(TypeMoq.Times.exactly(2));
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
ORDERS.slice(2, ORDERS.length), totalAssetAmount,
{
...DEFAULT_OPTS,
rfqt: {
isIndicative: true,
apiKey: 'foo',
takerAddress: randomAddress(),
intentOnFilling: true,
quoteRequestor: {
requestRfqtIndicativeQuotesAsync: requestor.object.requestRfqtIndicativeQuotesAsync,
} as any,
},
},
);
mockedMarketOpUtils.verifyAll();
requestor.verifyAll();
// The first and second optimizer call contains same number of RFQ orders.
expect(numOrdersInCall.length).to.eql(2);
expect(numOrdersInCall[0]).to.eql(1);
expect(numOrdersInCall[1]).to.eql(1);
// The first call to optimizer will have no RFQ indicative quotes. The second call will have
// two indicative quotes.
expect(numIndicativeQuotesInCall.length).to.eql(2);
expect(numIndicativeQuotesInCall[0]).to.eql(0);
expect(numIndicativeQuotesInCall[1]).to.eql(2);
});
it('getMarketSellOrdersAsync() will rerun the optimizer if one or more RFQ orders are returned', async () => {
const requestor = getMockedQuoteRequestor('firm', [ORDERS[0]], TypeMoq.Times.once());
// Ensure that `_generateOptimizedOrdersAsync` is only called once
// TODO: Ensure fillable amounts increase too
const numOrdersInCall: number[] = [];
const mockedMarketOpUtils = TypeMoq.Mock.ofType(MarketOperationUtils, TypeMoq.MockBehavior.Loose, false, MOCK_SAMPLER, contractAddresses, ORDER_DOMAIN);
mockedMarketOpUtils.callBase = true;
mockedMarketOpUtils.setup(
m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()),
).callback(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
numOrdersInCall.push(msl.nativeOrders.length);
})
.returns(
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b)
async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b),
)
.verifiable(TypeMoq.Times.exactly(2));
@@ -753,8 +805,8 @@ describe('MarketOperationUtils tests', () => {
intentOnFilling: true,
quoteRequestor: {
requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
} as any
}
} as any,
},
},
);
mockedMarketOpUtils.verifyAll();