Add tests for sortingUtils

This commit is contained in:
Brandon Millman
2018-08-09 18:43:31 -04:00
parent c0924d8067
commit fcd57d2743
2 changed files with 66 additions and 1 deletions

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@@ -20,7 +20,6 @@ export const sortingUtils = {
sortOrdersByFeeAdjustedRate(signedOrders: SignedOrder[], feeRate: BigNumber): SignedOrder[] {
assert.doesConformToSchema('signedOrders', signedOrders, schemas.signedOrdersSchema);
assert.isBigNumber('feeRate', feeRate);
assert.assert(feeRate.greaterThan(constants.ZERO_AMOUNT), `Expected feeRate: ${feeRate} to be greater than 0`);
const rateCalculator = (signedOrder: SignedOrder) => rateUtils.getFeeAdjustedRateOfOrder(signedOrder, feeRate);
const sortedOrders = sortOrders(signedOrders, rateCalculator);
return sortedOrders;

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@@ -0,0 +1,66 @@
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import { constants, rateUtils, sortingUtils } from '../src';
import { chaiSetup } from './utils/chai_setup';
import { testOrderFactory } from './utils/test_order_factory';
chaiSetup.configure();
const expect = chai.expect;
describe('sortingUtils', () => {
describe('#sortOrdersByFeeAdjustedRate', () => {
// rate: 2 takerAsset / makerAsset
const testOrder1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
});
// rate: 1 takerAsset / makerAsset
const testOrder2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
});
// rate: 2.5 takerAsset / makerAsset
const testOrder3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(50),
});
it('correctly sorts by fee adjusted rate', async () => {
const feeRate = new BigNumber(1); // ZRX costs 1 unit of takerAsset per 1 unit of ZRX
const orders = [testOrder1, testOrder2, testOrder3];
const sortedOrders = sortingUtils.sortOrdersByFeeAdjustedRate(
[testOrder1, testOrder2, testOrder3],
feeRate,
);
expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
});
});
describe('#sortFeeOrdersByFeeAdjustedRate', () => {
// rate: 200 takerAsset / makerAsset
const testOrder1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(99),
});
// rate: 1 takerAsset / makerAsset
const testOrder2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
});
// rate: 4 takerAsset / makerAsset
const testOrder3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(50),
});
it('correctly sorts by fee adjusted rate', async () => {
const orders = [testOrder1, testOrder2, testOrder3];
const sortedOrders = sortingUtils.sortFeeOrdersByFeeAdjustedRate([testOrder1, testOrder2, testOrder3]);
expect(sortedOrders).to.deep.equal([testOrder2, testOrder3, testOrder1]);
});
});
});