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-rw-r--r--packages/0x.js/test/remaining_fillable_calculator_test.ts154
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);