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author | Fabio Berger <me@fabioberger.com> | 2018-01-25 23:42:58 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2018-01-25 23:42:58 +0800 |
commit | 71d68f975cd7bc089f0cbef4e5888a73eab4ee42 (patch) | |
tree | 9482602fc23d2baec3fff1fb97750ad45adc6eca /packages/0x.js/test/remaining_fillable_calculator_test.ts | |
parent | ec3d8a034fe763d8255935985b1fb97aff6c177b (diff) | |
parent | f58f0ddb67555c3f0c7252ea3e003824984c48ad (diff) | |
download | dexon-0x-contracts-71d68f975cd7bc089f0cbef4e5888a73eab4ee42.tar.gz dexon-0x-contracts-71d68f975cd7bc089f0cbef4e5888a73eab4ee42.tar.zst dexon-0x-contracts-71d68f975cd7bc089f0cbef4e5888a73eab4ee42.zip |
Merge branch 'development' into feature/portal-ledger-support
* development: (437 commits)
Publish
Update yarn.lock
Update the CHANGELOG
Fix the bug making it impossible to specify the custom ZRX address
Fix fill/cancel order by looking for NoError instead of empty blockchainErr given the BlockchainErrs type refactor
Add a comment about a yarn bug
Add our mainnet and kovan nodes as backups for Portal requests
Fix bug hiding the user info from topBar
Add dev-utils package to top level README
Prettier newline
Prettier
Allow Token symbols to be alphanumeric
Update CHANGELOG, rebase on development
Should not -> cannot
Reject negative amounts in isValidBaseUnitAmount
Re-add changelog for 0x.js
Fix prettier
Update yarn.lock
Move tests to a separate folder
Change file layout
...
# Conflicts:
# packages/website/README.md
Diffstat (limited to 'packages/0x.js/test/remaining_fillable_calculator_test.ts')
-rw-r--r-- | packages/0x.js/test/remaining_fillable_calculator_test.ts | 154 |
1 files changed, 105 insertions, 49 deletions
diff --git a/packages/0x.js/test/remaining_fillable_calculator_test.ts b/packages/0x.js/test/remaining_fillable_calculator_test.ts index 610bf9b1a..4c6b8f3ac 100644 --- a/packages/0x.js/test/remaining_fillable_calculator_test.ts +++ b/packages/0x.js/test/remaining_fillable_calculator_test.ts @@ -1,4 +1,4 @@ -import BigNumber from 'bignumber.js'; +import { BigNumber } from '@0xproject/utils'; import * as chai from 'chai'; import 'mocha'; @@ -7,7 +7,6 @@ import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fill import { ECSignature, SignedOrder } from '../src/types'; import { chaiSetup } from './utils/chai_setup'; -import { TokenUtils } from './utils/token_utils'; chaiSetup.configure(); const expect = chai.expect; @@ -27,29 +26,34 @@ describe('RemainingFillableCalculator', () => { const decimals: number = 4; const zero: BigNumber = new BigNumber(0); const zeroAddress = '0x0'; - const signature: ECSignature = { v: 27, r: '', s: ''}; + const signature: ECSignature = { v: 27, r: '', s: '' }; beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals)]; + [makerAmount, takerAmount, makerFeeAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals), + ]; [transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [ - ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals)]; + ZeroEx.toBaseUnitAmount(new BigNumber(50), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(5), decimals), + ]; }); function buildSignedOrder(): SignedOrder { - return { ecSignature: signature, - exchangeContractAddress: zeroAddress, - feeRecipient: zeroAddress, - maker: zeroAddress, - taker: zeroAddress, - makerFee: makerFeeAmount, - takerFee: zero, - makerTokenAmount: makerAmount, - takerTokenAmount: takerAmount, - makerTokenAddress: makerToken, - takerTokenAddress: takerToken, - salt: zero, - expirationUnixTimestampSec: zero }; + return { + ecSignature: signature, + exchangeContractAddress: zeroAddress, + feeRecipient: zeroAddress, + maker: zeroAddress, + taker: zeroAddress, + makerFee: makerFeeAmount, + takerFee: zero, + makerTokenAmount: makerAmount, + takerTokenAmount: takerAmount, + makerTokenAddress: makerToken, + takerTokenAddress: takerToken, + salt: zero, + expirationUnixTimestampSec: zero, + }; } describe('Maker token is NOT ZRX', () => { before(async () => { @@ -58,23 +62,38 @@ describe('RemainingFillableCalculator', () => { it('calculates the correct amount when unfilled and funds available', () => { signedOrder = buildSignedOrder(); remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); }); it('calculates the correct amount when partially filled and funds available', () => { signedOrder = buildSignedOrder(); remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); }); it('calculates the amount to be 0 when all fee funds are transferred', () => { signedOrder = buildSignedOrder(); transferrableMakerFeeTokenAmount = zero; remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); }); it('calculates the correct amount when balance is less than remaining fillable', () => { @@ -82,41 +101,58 @@ describe('RemainingFillableCalculator', () => { const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount); transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount); - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); }); describe('Order to Fee Ratio is < 1', () => { beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals)]; + [makerAmount, takerAmount, makerFeeAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(6), decimals), + ]; }); it('calculates the correct amount when funds unavailable', () => { signedOrder = buildSignedOrder(); remainingMakerTokenAmount = signedOrder.makerTokenAmount; const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(transferrableMakerTokenAmount); }); }); describe('Ratio is not evenly divisble', () => { beforeEach(async () => { - [makerAmount, takerAmount, makerFeeAmount] = [ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), - ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals)]; + [makerAmount, takerAmount, makerFeeAmount] = [ + ZeroEx.toBaseUnitAmount(new BigNumber(3), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), + ZeroEx.toBaseUnitAmount(new BigNumber(7), decimals), + ]; }); it('calculates the correct amount when funds unavailable', () => { signedOrder = buildSignedOrder(); remainingMakerTokenAmount = signedOrder.makerTokenAmount; const transferredAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals); transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(transferredAmount); - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, - remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true(); expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0)); @@ -135,15 +171,25 @@ describe('RemainingFillableCalculator', () => { transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount); transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount; remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); }); it('calculates the correct amount when partially filled and funds available', () => { signedOrder = buildSignedOrder(); remainingMakerTokenAmount = ZeroEx.toBaseUnitAmount(new BigNumber(1), decimals); - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount); }); it('calculates the amount to be 0 when all fee funds are transferred', () => { @@ -151,8 +197,13 @@ describe('RemainingFillableCalculator', () => { transferrableMakerTokenAmount = zero; transferrableMakerFeeTokenAmount = zero; remainingMakerTokenAmount = signedOrder.makerTokenAmount; - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero); }); it('calculates the correct amount when balance is less than remaining fillable', () => { @@ -164,8 +215,13 @@ describe('RemainingFillableCalculator', () => { const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee); const expectedFillableAmount = new BigNumber(450980); - calculator = new RemainingFillableCalculator(signedOrder, isMakerTokenZRX, - transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount, remainingMakerTokenAmount); + calculator = new RemainingFillableCalculator( + signedOrder, + isMakerTokenZRX, + transferrableMakerTokenAmount, + transferrableMakerFeeTokenAmount, + remainingMakerTokenAmount, + ); const calculatedFillableAmount = calculator.computeRemainingMakerFillable(); const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio); const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio); |