71 lines
3.3 KiB
TypeScript
71 lines
3.3 KiB
TypeScript
import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { OrderValidationUtils } from '../src/order_validation_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('OrderValidationUtils', () => {
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describe('#isRoundingError', () => {
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it('should return false if there is a rounding error of 0.1%', async () => {
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const numerator = new BigNumber(20);
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const denominator = new BigNumber(999);
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const target = new BigNumber(50);
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// rounding error = ((20*50/999) - floor(20*50/999)) / (20*50/999) = 0.1%
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const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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it('should return false if there is a rounding of 0.09%', async () => {
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const numerator = new BigNumber(20);
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const denominator = new BigNumber(9991);
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const target = new BigNumber(500);
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// rounding error = ((20*500/9991) - floor(20*500/9991)) / (20*500/9991) = 0.09%
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const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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it('should return true if there is a rounding error of 0.11%', async () => {
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const numerator = new BigNumber(20);
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const denominator = new BigNumber(9989);
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const target = new BigNumber(500);
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// rounding error = ((20*500/9989) - floor(20*500/9989)) / (20*500/9989) = 0.011%
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const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
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expect(isRoundingError).to.be.true();
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});
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it('should return true if there is a rounding error > 0.1%', async () => {
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const numerator = new BigNumber(3);
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const denominator = new BigNumber(7);
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const target = new BigNumber(10);
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// rounding error = ((3*10/7) - floor(3*10/7)) / (3*10/7) = 6.67%
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const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
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expect(isRoundingError).to.be.true();
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});
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it('should return false when there is no rounding error', async () => {
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const numerator = new BigNumber(1);
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const denominator = new BigNumber(2);
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const target = new BigNumber(10);
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const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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it('should return false when there is rounding error <= 0.1%', async () => {
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// randomly generated numbers
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const numerator = new BigNumber(76564);
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const denominator = new BigNumber(676373677);
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const target = new BigNumber(105762562);
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// rounding error = ((76564*105762562/676373677) - floor(76564*105762562/676373677)) /
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// (76564*105762562/676373677) = 0.0007%
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const isRoundingError = OrderValidationUtils.isRoundingErrorFloor(numerator, denominator, target);
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expect(isRoundingError).to.be.false();
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});
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});
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});
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