247 lines
12 KiB
TypeScript
247 lines
12 KiB
TypeScript
import { SignedOrder } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import { Web3Wrapper } from '@0x/web3-wrapper';
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import * as chai from 'chai';
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import 'mocha';
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import { RemainingFillableCalculator } from '../src/remaining_fillable_calculator';
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import { chaiSetup } from './utils/chai_setup';
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chaiSetup.configure();
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const expect = chai.expect;
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describe('RemainingFillableCalculator', () => {
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let calculator: RemainingFillableCalculator;
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let signedOrder: SignedOrder;
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let transferrableMakeAssetAmount: BigNumber;
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let transferrableMakerFeeTokenAmount: BigNumber;
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let remainingMakeAssetAmount: BigNumber;
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let makerAmount: BigNumber;
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let takerAmount: BigNumber;
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let makerFeeAmount: BigNumber;
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let isMakeAssetZRX: boolean;
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const makerAssetData: string = '0x1';
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const takerAssetData: string = '0x2';
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const decimals: number = 4;
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const zero: BigNumber = new BigNumber(0);
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const zeroAddress = '0x0';
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const signature: string =
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'0x1B61a3ed31b43c8780e905a260a35faefcc527be7516aa11c0256729b5b351bc3340349190569279751135161d22529dc25add4f6069af05be04cacbda2ace225403';
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beforeEach(async () => {
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[makerAmount, takerAmount, makerFeeAmount] = [
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Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals),
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];
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[transferrableMakeAssetAmount, transferrableMakerFeeTokenAmount] = [
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Web3Wrapper.toBaseUnitAmount(new BigNumber(50), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(5), decimals),
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];
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});
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function buildSignedOrder(): SignedOrder {
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return {
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signature,
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exchangeAddress: zeroAddress,
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feeRecipientAddress: zeroAddress,
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senderAddress: zeroAddress,
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makerAddress: zeroAddress,
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takerAddress: zeroAddress,
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makerFee: makerFeeAmount,
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takerFee: zero,
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makerAssetAmount: makerAmount,
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takerAssetAmount: takerAmount,
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makerAssetData,
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takerAssetData,
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salt: zero,
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expirationTimeSeconds: zero,
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};
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}
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describe('Maker token is NOT ZRX', () => {
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before(async () => {
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isMakeAssetZRX = false;
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});
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it('calculates the correct amount when unfilled and funds available', () => {
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signedOrder = buildSignedOrder();
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remainingMakeAssetAmount = signedOrder.makerAssetAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
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});
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it('calculates the correct amount when partially filled and funds available', () => {
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signedOrder = buildSignedOrder();
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remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
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});
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it('calculates the amount to be 0 when all fee funds are transferred', () => {
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signedOrder = buildSignedOrder();
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transferrableMakerFeeTokenAmount = zero;
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remainingMakeAssetAmount = signedOrder.makerAssetAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
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});
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it('calculates the correct amount when balance is less than remaining fillable', () => {
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signedOrder = buildSignedOrder();
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const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
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remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
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transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
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});
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describe('Order to Fee Ratio is < 1', () => {
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beforeEach(async () => {
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[makerAmount, takerAmount, makerFeeAmount] = [
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Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(6), decimals),
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];
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});
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it('calculates the correct amount when funds unavailable', () => {
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signedOrder = buildSignedOrder();
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remainingMakeAssetAmount = signedOrder.makerAssetAmount;
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const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
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transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(transferrableMakeAssetAmount);
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});
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});
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describe('Ratio is not evenly divisble', () => {
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beforeEach(async () => {
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[makerAmount, takerAmount, makerFeeAmount] = [
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Web3Wrapper.toBaseUnitAmount(new BigNumber(3), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
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Web3Wrapper.toBaseUnitAmount(new BigNumber(7), decimals),
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];
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});
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it('calculates the correct amount when funds unavailable', () => {
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signedOrder = buildSignedOrder();
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remainingMakeAssetAmount = signedOrder.makerAssetAmount;
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const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
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transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(transferredAmount);
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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const calculatedFillableAmount = calculator.computeRemainingFillable();
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expect(calculatedFillableAmount.isLessThanOrEqualTo(transferrableMakeAssetAmount)).to.be.true();
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expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
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const orderToFeeRatio = signedOrder.makerAssetAmount.dividedBy(signedOrder.makerFee);
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const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
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expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
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});
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});
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});
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describe('Maker Token is ZRX', () => {
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before(async () => {
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isMakeAssetZRX = true;
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});
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it('calculates the correct amount when unfilled and funds available', () => {
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signedOrder = buildSignedOrder();
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transferrableMakeAssetAmount = makerAmount.plus(makerFeeAmount);
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transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
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remainingMakeAssetAmount = signedOrder.makerAssetAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
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});
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it('calculates the correct amount when partially filled and funds available', () => {
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signedOrder = buildSignedOrder();
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remainingMakeAssetAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(remainingMakeAssetAmount);
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});
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it('calculates the amount to be 0 when all fee funds are transferred', () => {
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signedOrder = buildSignedOrder();
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transferrableMakeAssetAmount = zero;
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transferrableMakerFeeTokenAmount = zero;
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remainingMakeAssetAmount = signedOrder.makerAssetAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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expect(calculator.computeRemainingFillable()).to.be.bignumber.equal(zero);
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});
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it('calculates the correct amount when balance is less than remaining fillable', () => {
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signedOrder = buildSignedOrder();
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const partiallyFilledAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
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remainingMakeAssetAmount = signedOrder.makerAssetAmount.minus(partiallyFilledAmount);
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transferrableMakeAssetAmount = remainingMakeAssetAmount.minus(partiallyFilledAmount);
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transferrableMakerFeeTokenAmount = transferrableMakeAssetAmount;
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const orderToFeeRatio = signedOrder.makerAssetAmount.dividedToIntegerBy(signedOrder.makerFee);
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const expectedFillableAmount = new BigNumber(450980);
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calculator = new RemainingFillableCalculator(
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signedOrder.makerFee,
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signedOrder.makerAssetAmount,
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isMakeAssetZRX,
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transferrableMakeAssetAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakeAssetAmount,
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);
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const calculatedFillableAmount = calculator.computeRemainingFillable();
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const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
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const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
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expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakeAssetAmount);
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expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakeAssetAmount);
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expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
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expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
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});
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});
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});
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