235 lines
12 KiB
TypeScript
235 lines
12 KiB
TypeScript
import { ECSignature, SignedOrder } from '@0xproject/types';
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import { BigNumber } from '@0xproject/utils';
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import { Web3Wrapper } from '@0xproject/web3-wrapper';
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import * as chai from 'chai';
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import 'mocha';
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import { RemainingFillableCalculator } from '@0xproject/order-utils';
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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 transferrableMakerTokenAmount: BigNumber;
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let transferrableMakerFeeTokenAmount: BigNumber;
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let remainingMakerTokenAmount: 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 isMakerTokenZRX: boolean;
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const makerToken: string = '0x1';
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const takerToken: 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: ECSignature = { v: 27, r: '', s: '' };
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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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[transferrableMakerTokenAmount, 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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ecSignature: signature,
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exchangeContractAddress: zeroAddress,
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feeRecipient: zeroAddress,
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maker: zeroAddress,
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taker: zeroAddress,
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makerFee: makerFeeAmount,
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takerFee: zero,
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makerTokenAmount: makerAmount,
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takerTokenAmount: takerAmount,
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makerTokenAddress: makerToken,
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takerTokenAddress: takerToken,
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salt: zero,
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expirationUnixTimestampSec: 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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isMakerTokenZRX = 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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remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
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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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remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
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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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remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).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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remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
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transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
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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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remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
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transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount);
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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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remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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const transferredAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(2), decimals);
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transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount);
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
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expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
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expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
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const orderToFeeRatio = signedOrder.makerTokenAmount.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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isMakerTokenZRX = 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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transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
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transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
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remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
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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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remainingMakerTokenAmount = Web3Wrapper.toBaseUnitAmount(new BigNumber(1), decimals);
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
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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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transferrableMakerTokenAmount = zero;
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transferrableMakerFeeTokenAmount = zero;
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remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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expect(calculator.computeRemainingMakerFillable()).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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remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
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transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
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transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
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const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
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const expectedFillableAmount = new BigNumber(450980);
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calculator = new RemainingFillableCalculator(
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signedOrder,
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isMakerTokenZRX,
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transferrableMakerTokenAmount,
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transferrableMakerFeeTokenAmount,
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remainingMakerTokenAmount,
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);
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const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
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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(transferrableMakerTokenAmount);
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expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
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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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