David Walsh
282 lines
13 KiB
TypeScript
282 lines
13 KiB
TypeScript
import { OtcOrder } from '@0x/protocol-utils';
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import { BigNumber } from '@0x/utils';
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import { ZERO } from '../../src/core/constants';
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import { feeToStoredFee } from '../../src/core/fee_utils';
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import {
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DefaultFeeDetailsDeprecated,
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Fee,
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FeeWithDetails,
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GasOnlyFeeDetailsDeprecated,
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MarginBasedFeeDetailsDeprecated,
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} from '../../src/core/types';
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import { otcOrderToStoredOtcOrder, storedOtcOrderToOtcOrder } from '../../src/utils/rfqm_db_utils';
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describe('RFQM DB utils', () => {
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describe('storedOtcOrderToOtcOrder and otcOrderToStoredOtcOrder', () => {
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it('should map there and back without data corruption', () => {
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// it's expired if it's over 9000
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const expiry = new BigNumber(9000);
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const nonce = new BigNumber(1637085289);
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const chainId = 1;
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const order = new OtcOrder({
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txOrigin: '0x0000000000000000000000000000000000000000',
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taker: '0x1111111111111111111111111111111111111111',
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maker: '0x2222222222222222222222222222222222222222',
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makerToken: '0x3333333333333333333333333333333333333333',
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takerToken: '0x4444444444444444444444444444444444444444',
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expiryAndNonce: OtcOrder.encodeExpiryAndNonce(expiry, ZERO, nonce),
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chainId,
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verifyingContract: '0x0000000000000000000000000000000000000000',
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});
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const processedOrder = storedOtcOrderToOtcOrder(otcOrderToStoredOtcOrder(order));
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expect(processedOrder).toEqual(order);
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});
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});
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describe('feeToStoredFee', () => {
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it('should convert Fee without details correctly', () => {
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// Given
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const fee: Fee = {
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token: '0xatoken',
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amount: new BigNumber(5),
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type: 'fixed',
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};
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// When
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const storedFee = feeToStoredFee(fee);
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// Expect
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expect(storedFee.type).toEqual(fee.type);
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expect(storedFee.token).toEqual(fee.token);
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expect(storedFee.amount).toEqual(fee.amount.toString());
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expect(storedFee.details).toEqual(undefined);
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expect(storedFee.breakdown).toEqual(undefined);
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expect(storedFee.conversionRates).toEqual(undefined);
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});
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it('should convert Fee with gasOnly details correctly', () => {
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// Given
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const fee: FeeWithDetails & { details: GasOnlyFeeDetailsDeprecated } = {
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token: '0xatoken',
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amount: new BigNumber(5),
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type: 'fixed',
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details: {
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kind: 'gasOnly',
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feeModelVersion: 0,
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gasFeeAmount: new BigNumber(5),
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gasPrice: new BigNumber(50),
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},
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breakdown: {
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gas: {
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amount: new BigNumber(100),
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details: {
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gasPrice: new BigNumber(50),
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estimatedGas: new BigNumber(1),
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},
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},
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},
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conversionRates: {
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nativeTokenBaseUnitPriceUsd: null,
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feeTokenBaseUnitPriceUsd: null,
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takerTokenBaseUnitPriceUsd: null,
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makerTokenBaseUnitPriceUsd: null,
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},
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};
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// When
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const storedFee = feeToStoredFee(fee);
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// Expect
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expect(storedFee.type).toEqual(fee.type);
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expect(storedFee.token).toEqual(fee.token);
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expect(storedFee.amount).toEqual(fee.amount.toString());
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expect(storedFee.details.kind).toEqual(fee.details.kind);
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expect(storedFee.details.feeModelVersion).toEqual(fee.details.feeModelVersion);
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expect(storedFee.details.gasFeeAmount).toEqual(fee.details.gasFeeAmount.toString());
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expect(storedFee.details.gasPrice).toEqual(fee.details.gasPrice.toString());
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expect(storedFee.breakdown.gas.amount).toEqual(fee.breakdown.gas?.amount.toString());
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expect(storedFee.breakdown.gas.details.gasPrice).toEqual(fee.breakdown.gas?.details.gasPrice.toString());
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expect(storedFee.breakdown.gas.details.estimatedGas).toEqual(
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fee.breakdown.gas?.details.estimatedGas.toString(),
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);
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expect(storedFee.breakdown.zeroEx).toEqual(undefined);
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expect(storedFee.conversionRates.nativeTokenBaseUnitPriceUsd).toEqual(undefined);
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expect(storedFee.conversionRates.feeTokenBaseUnitPriceUsd).toEqual(undefined);
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expect(storedFee.conversionRates.takerTokenBaseUnitPriceUsd).toEqual(undefined);
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expect(storedFee.conversionRates.makerTokenBaseUnitPriceUsd).toEqual(undefined);
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});
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it('should convert Fee with default details correctly', () => {
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// Given
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const fee: FeeWithDetails & { details: DefaultFeeDetailsDeprecated } = {
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token: '0xatoken',
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amount: new BigNumber(5),
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type: 'fixed',
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details: {
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kind: 'default',
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feeModelVersion: 1,
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gasFeeAmount: new BigNumber(5),
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gasPrice: new BigNumber(50),
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tradeSizeBps: 4,
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zeroExFeeAmount: new BigNumber(10),
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feeTokenBaseUnitPriceUsd: new BigNumber(3e-15),
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takerTokenBaseUnitPriceUsd: null,
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makerTokenBaseUnitPriceUsd: new BigNumber(1e-18),
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},
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breakdown: {
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gas: {
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amount: new BigNumber(5),
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details: {
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gasPrice: new BigNumber(50),
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estimatedGas: new BigNumber(1),
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},
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},
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zeroEx: {
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amount: new BigNumber(10),
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details: {
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kind: 'volume',
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tradeSizeBps: 4,
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},
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},
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},
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conversionRates: {
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nativeTokenBaseUnitPriceUsd: new BigNumber(3e-15),
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feeTokenBaseUnitPriceUsd: new BigNumber(3e-15),
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takerTokenBaseUnitPriceUsd: null,
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makerTokenBaseUnitPriceUsd: new BigNumber(1e-18),
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},
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};
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// When
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const storedFee = feeToStoredFee(fee);
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// Expect
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expect(storedFee.type).toEqual(fee.type);
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expect(storedFee.token).toEqual(fee.token);
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expect(storedFee.amount).toEqual(fee.amount.toString());
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expect(storedFee.details.kind).toEqual(fee.details.kind);
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expect(storedFee.details.feeModelVersion).toEqual(fee.details.feeModelVersion);
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expect(storedFee.details.gasFeeAmount).toEqual(fee.details.gasFeeAmount.toString());
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expect(storedFee.details.gasPrice).toEqual(fee.details.gasPrice.toString());
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expect(storedFee.details.tradeSizeBps).toEqual(fee.details.tradeSizeBps);
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expect(storedFee.details.zeroExFeeAmount).toEqual(fee.details.zeroExFeeAmount.toString());
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expect(storedFee.details.feeTokenBaseUnitPriceUsd).toEqual(
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fee.details.feeTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.details.takerTokenBaseUnitPriceUsd).toEqual(undefined);
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expect(storedFee.details.makerTokenBaseUnitPriceUsd).toEqual(
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fee.details.makerTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.breakdown.gas.amount).toEqual(fee.breakdown.gas?.amount.toString());
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expect(storedFee.breakdown.gas.details.gasPrice).toEqual(fee.breakdown.gas?.details.gasPrice.toString());
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expect(storedFee.breakdown.gas.details.estimatedGas).toEqual(
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fee.breakdown.gas?.details.estimatedGas.toString(),
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);
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expect(storedFee.breakdown.zeroEx.amount).toEqual(fee.breakdown.zeroEx?.amount.toString());
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expect(storedFee.breakdown.zeroEx.details.kind).toEqual(fee.breakdown.zeroEx?.details.kind);
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expect(storedFee.breakdown.zeroEx.details.tradeSizeBps).toEqual(4);
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expect(storedFee.conversionRates.nativeTokenBaseUnitPriceUsd).toEqual(
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fee.conversionRates.nativeTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.conversionRates.feeTokenBaseUnitPriceUsd).toEqual(
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fee.conversionRates.feeTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.conversionRates.takerTokenBaseUnitPriceUsd).toEqual(undefined);
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expect(storedFee.conversionRates.makerTokenBaseUnitPriceUsd).toEqual(
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fee.conversionRates.makerTokenBaseUnitPriceUsd?.toString(),
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);
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});
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it('should convert Fee with margin based details correctly', () => {
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// Given
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const fee: FeeWithDetails & { details: MarginBasedFeeDetailsDeprecated } = {
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token: '0xatoken',
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amount: new BigNumber(5),
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type: 'fixed',
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details: {
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kind: 'margin',
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feeModelVersion: 1,
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gasFeeAmount: new BigNumber(5),
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gasPrice: new BigNumber(50),
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margin: new BigNumber(4570),
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marginRakeRatio: 0.35,
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zeroExFeeAmount: new BigNumber(10),
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feeTokenBaseUnitPriceUsd: new BigNumber(3e-15),
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takerTokenBaseUnitPriceUsd: new BigNumber(1e-18),
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makerTokenBaseUnitPriceUsd: null,
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},
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breakdown: {
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gas: {
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amount: new BigNumber(5),
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details: {
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gasPrice: new BigNumber(50),
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estimatedGas: new BigNumber(1),
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},
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},
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zeroEx: {
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amount: new BigNumber(10),
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details: {
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kind: 'price_improvement',
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priceImprovement: new BigNumber(4570),
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rakeRatio: 0.35,
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},
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},
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},
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conversionRates: {
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nativeTokenBaseUnitPriceUsd: new BigNumber(3e-15),
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feeTokenBaseUnitPriceUsd: new BigNumber(3e-15),
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takerTokenBaseUnitPriceUsd: new BigNumber(1e-18),
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makerTokenBaseUnitPriceUsd: null,
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},
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};
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// When
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const storedFee = feeToStoredFee(fee);
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// Expect
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expect(storedFee.type).toEqual(fee.type);
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expect(storedFee.token).toEqual(fee.token);
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expect(storedFee.amount).toEqual(fee.amount.toString());
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expect(storedFee.details.kind).toEqual(fee.details.kind);
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expect(storedFee.details.feeModelVersion).toEqual(fee.details.feeModelVersion);
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expect(storedFee.details.gasFeeAmount).toEqual(fee.details.gasFeeAmount.toString());
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expect(storedFee.details.gasPrice).toEqual(fee.details.gasPrice.toString());
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expect(storedFee.details.margin).toEqual(fee.details.margin.toString());
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expect(storedFee.details.marginRakeRatio).toEqual(fee.details.marginRakeRatio);
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expect(storedFee.details.zeroExFeeAmount).toEqual(fee.details.zeroExFeeAmount.toString());
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expect(storedFee.details.feeTokenBaseUnitPriceUsd).toEqual(
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fee.details.feeTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.details.takerTokenBaseUnitPriceUsd).toEqual(
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fee.details.takerTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.details.makerTokenBaseUnitPriceUsd).toEqual(undefined);
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expect(storedFee.breakdown.gas.amount).toEqual(fee.breakdown.gas?.amount.toString());
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expect(storedFee.breakdown.gas.details.gasPrice).toEqual(fee.breakdown.gas?.details.gasPrice.toString());
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expect(storedFee.breakdown.gas.details.estimatedGas).toEqual(
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fee.breakdown.gas?.details.estimatedGas.toString(),
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);
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expect(storedFee.breakdown.zeroEx.amount).toEqual(fee.breakdown.zeroEx?.amount.toString());
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expect(storedFee.breakdown.zeroEx.details.kind).toEqual(fee.breakdown.zeroEx?.details.kind);
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expect(storedFee.breakdown.zeroEx.details.priceImprovement).toEqual('4570');
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expect(storedFee.breakdown.zeroEx.details.rakeRatio).toEqual(0.35);
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expect(storedFee.conversionRates.nativeTokenBaseUnitPriceUsd).toEqual(
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fee.conversionRates.nativeTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.conversionRates.feeTokenBaseUnitPriceUsd).toEqual(
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fee.conversionRates.feeTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.conversionRates.takerTokenBaseUnitPriceUsd).toEqual(
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fee.conversionRates.takerTokenBaseUnitPriceUsd?.toString(),
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);
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expect(storedFee.conversionRates.makerTokenBaseUnitPriceUsd).toEqual(undefined);
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});
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});
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});
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