56 lines
2.6 KiB
TypeScript
56 lines
2.6 KiB
TypeScript
import { BigNumber } from '@0xproject/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { rateUtils } from '../src';
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import { chaiSetup } from './utils/chai_setup';
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import { testOrderFactory } from './utils/test_order_factory';
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chaiSetup.configure();
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const expect = chai.expect;
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describe('rateUtils', () => {
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const testOrder = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(100),
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takerFee: new BigNumber(20),
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});
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describe('#getFeeAdjustedRateOfOrder', () => {
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it('throws when feeRate is less than zero', async () => {
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const feeRate = new BigNumber(-1);
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expect(() => rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate)).to.throw(
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'Expected feeRate: -1 to be greater than or equal to 0',
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);
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});
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it('correctly calculates fee adjusted rate when feeRate is provided', async () => {
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const feeRate = new BigNumber(2); // ZRX costs 2 units of takerAsset per 1 unit of ZRX
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const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder, feeRate);
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// the order actually takes 100 + (2 * 20) takerAsset units to fill 100 units of makerAsset
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expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.4));
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});
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it('correctly calculates fee adjusted rate when no feeRate is provided', async () => {
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const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfOrder(testOrder);
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// because no feeRate was provided we just assume 0 fees
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// the order actually takes 100 takerAsset units to fill 100 units of makerAsset
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expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1));
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});
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});
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describe('#getFeeAdjustedRateOfFeeOrder', () => {
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it('throws when takerFee exceeds makerAssetAmount', async () => {
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const badOrder = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerFee: new BigNumber(101),
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});
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expect(() => rateUtils.getFeeAdjustedRateOfFeeOrder(badOrder)).to.throw(
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'Expected takerFee: "101" to be less than makerAssetAmount: "100"',
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);
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});
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it('correctly calculates fee adjusted rate', async () => {
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const feeAdjustedRate = rateUtils.getFeeAdjustedRateOfFeeOrder(testOrder);
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// the order actually takes 100 takerAsset units to fill (100 - 20) units of makerAsset
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expect(feeAdjustedRate).to.bignumber.equal(new BigNumber(1.25));
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});
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});
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});
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