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import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
import { Web3ProviderEngine } from '@dexon-foundation/subproviders';
import { SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import * as chai from 'chai';
import 'mocha';
import * as TypeMoq from 'typemoq';
import { AssetBuyer } from '../src';
import { constants } from '../src/constants';
import { LiquidityForAssetData, OrderProvider, OrdersAndFillableAmounts } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
import {
mockAvailableAssetDatas,
mockedAssetBuyerWithOrdersAndFillableAmounts,
orderProviderMock,
} from './utils/mocks';
chaiSetup.configure();
const expect = chai.expect;
const FAKE_SRA_URL = 'https://fakeurl.com';
const FAKE_ASSET_DATA = '0xf47261b00000000000000000000000001dc4c1cefef38a777b15aa20260a54e584b16c48';
const TOKEN_DECIMALS = 18;
const DAI_ASSET_DATA = '0xf47261b000000000000000000000000089d24a6b4ccb1b6faa2625fe562bdd9a23260359"';
const WETH_ASSET_DATA = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS;
const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => {
return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals);
};
const expectLiquidityResult = async (
web3Provider: Web3ProviderEngine,
orderProvider: OrderProvider,
ordersAndFillableAmounts: OrdersAndFillableAmounts,
expectedLiquidityResult: LiquidityForAssetData,
) => {
const mockedAssetBuyer = mockedAssetBuyerWithOrdersAndFillableAmounts(
web3Provider,
orderProvider,
FAKE_ASSET_DATA,
ordersAndFillableAmounts,
);
const liquidityResult = await mockedAssetBuyer.object.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
expect(liquidityResult).to.deep.equal(expectedLiquidityResult);
};
// tslint:disable:custom-no-magic-numbers
describe('AssetBuyer', () => {
describe('getLiquidityForAssetDataAsync', () => {
const mockWeb3Provider = TypeMoq.Mock.ofType(Web3ProviderEngine);
const mockOrderProvider = orderProviderMock();
beforeEach(() => {
mockWeb3Provider.reset();
mockOrderProvider.reset();
});
afterEach(() => {
mockWeb3Provider.verifyAll();
mockOrderProvider.verifyAll();
});
describe('validation', () => {
it('should ensure assetData is a string', async () => {
const assetBuyer = AssetBuyer.getAssetBuyerForStandardRelayerAPIUrl(
mockWeb3Provider.object,
FAKE_SRA_URL,
);
expect(assetBuyer.getLiquidityForAssetDataAsync(false as any)).to.be.rejectedWith(
'Expected assetData to be of type string, encountered: false',
);
});
});
describe('asset pair not supported', () => {
it('should return 0s when no asset pair not supported', async () => {
mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, []);
const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object);
const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
expect(liquidityResult).to.deep.equal({
tokensAvailableInBaseUnits: new BigNumber(0),
ethValueAvailableInWei: new BigNumber(0),
});
});
it('should return 0s when only other asset pair supported', async () => {
mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [DAI_ASSET_DATA]);
const assetBuyer = new AssetBuyer(mockWeb3Provider.object, mockOrderProvider.object);
const liquidityResult = await assetBuyer.getLiquidityForAssetDataAsync(FAKE_ASSET_DATA);
expect(liquidityResult).to.deep.equal({
tokensAvailableInBaseUnits: new BigNumber(0),
ethValueAvailableInWei: new BigNumber(0),
});
});
});
describe('assetData is supported', () => {
// orders
const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
makerAssetAmount: baseUnitAmount(2),
takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
});
const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
makerAssetAmount: baseUnitAmount(10),
takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS),
});
beforeEach(() => {
mockAvailableAssetDatas(mockOrderProvider, FAKE_ASSET_DATA, [WETH_ASSET_DATA]);
});
it('should return 0s when no orders available', async () => {
const ordersAndFillableAmounts: OrdersAndFillableAmounts = {
orders: [],
remainingFillableMakerAssetAmounts: [],
};
const expectedResult = {
tokensAvailableInBaseUnits: new BigNumber(0),
ethValueAvailableInWei: new BigNumber(0),
};
await expectLiquidityResult(
mockWeb3Provider.object,
mockOrderProvider.object,
ordersAndFillableAmounts,
expectedResult,
);
});
it('should return correct computed value when orders provided with full fillableAmounts', async () => {
const orders: SignedOrder[] = [sellTwoTokensFor1Weth, sellTenTokensFor10Weth];
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
remainingFillableMakerAssetAmounts: orders.map(o => o.makerAssetAmount),
};
const expectedTokensAvailable = orders[0].makerAssetAmount.plus(orders[1].makerAssetAmount);
const expectedEthValueAvailable = orders[0].takerAssetAmount.plus(orders[1].takerAssetAmount);
const expectedResult = {
tokensAvailableInBaseUnits: expectedTokensAvailable,
ethValueAvailableInWei: expectedEthValueAvailable,
};
await expectLiquidityResult(
mockWeb3Provider.object,
mockOrderProvider.object,
ordersAndFillableAmounts,
expectedResult,
);
});
it('should return correct computed value with one partial fillableAmounts', async () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1Weth],
remainingFillableMakerAssetAmounts: [baseUnitAmount(1)],
};
const expectedResult = {
tokensAvailableInBaseUnits: baseUnitAmount(1),
ethValueAvailableInWei: baseUnitAmount(0.5, WETH_DECIMALS),
};
await expectLiquidityResult(
mockWeb3Provider.object,
mockOrderProvider.object,
ordersAndFillableAmounts,
expectedResult,
);
});
it('should return correct computed value with multiple orders and fillable amounts', async () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(3)],
};
const expectedResult = {
tokensAvailableInBaseUnits: baseUnitAmount(4),
ethValueAvailableInWei: baseUnitAmount(3.5, WETH_DECIMALS),
};
await expectLiquidityResult(
mockWeb3Provider.object,
mockOrderProvider.object,
ordersAndFillableAmounts,
expectedResult,
);
});
it('should return 0s when no amounts fillable', async () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)],
};
const expectedResult = {
tokensAvailableInBaseUnits: baseUnitAmount(0),
ethValueAvailableInWei: baseUnitAmount(0, WETH_DECIMALS),
};
await expectLiquidityResult(
mockWeb3Provider.object,
mockOrderProvider.object,
ordersAndFillableAmounts,
expectedResult,
);
});
});
});
});
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