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import { testOrderFactory } from '@0xproject/order-utils/lib/test/utils/test_order_factory';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import { ForwarderHelperImpl, ForwarderHelperImplConfig } from '../src/forwarder_helper_impl';
import { ForwarderHelperError } from '../src/types';
import { chaiSetup } from './utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
describe('ForwarderHelperImpl', () => {
// rate: 2 takerAsset / makerAsset
const testOrder1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
});
// rate: 1 takerAsset / makerAsset
const testOrder2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
});
// rate: 3 takerAsset / makerAsset
const testOrder3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(300),
takerFee: new BigNumber(1),
});
// rate: 3 WETH / ZRX
const testFeeOrder1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(300),
});
// rate: 2 WETH / ZRX
const testFeeOrder2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
});
// rate: 1 WETH / ZRX
const testFeeOrder3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
});
const inputForwarderHelperConfig: ForwarderHelperImplConfig = {
orders: [testOrder1, testOrder2, testOrder3],
feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
remainingFillableMakerAssetAmounts: [new BigNumber(1), new BigNumber(2), new BigNumber(3)],
remainingFillableFeeAmounts: [new BigNumber(4), new BigNumber(5), new BigNumber(6)],
};
describe('#constructor', () => {
const inputForwarderHelperConfigNoRemainingAmounts: ForwarderHelperImplConfig = {
orders: [testOrder1, testOrder2, testOrder3],
feeOrders: [testFeeOrder1, testFeeOrder2, testFeeOrder3],
};
it('sorts orders', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
expect(forwarderHelper.config.orders).deep.equals([testOrder2, testOrder1, testOrder3]);
});
it('sorts fee orders', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
expect(forwarderHelper.config.feeOrders).deep.equals([testFeeOrder3, testFeeOrder2, testFeeOrder1]);
});
it('sorts remainingFillableMakerAssetAmounts', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.not.undefined();
expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 0)).to.bignumber.equal(
new BigNumber(2),
);
expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 1)).to.bignumber.equal(
new BigNumber(1),
);
expect(_.nth(forwarderHelper.config.remainingFillableMakerAssetAmounts, 2)).to.bignumber.equal(
new BigNumber(3),
);
});
it('sorts remainingFillableFeeAmounts', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.not.undefined();
expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 0)).to.bignumber.equal(new BigNumber(6));
expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 1)).to.bignumber.equal(new BigNumber(5));
expect(_.nth(forwarderHelper.config.remainingFillableFeeAmounts, 2)).to.bignumber.equal(new BigNumber(4));
});
it('remainingFillableMakerAssetAmounts is undefined if none provided', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
expect(forwarderHelper.config.remainingFillableMakerAssetAmounts).to.be.undefined();
});
it('remainingFillableFeeAmounts is undefined if none provided', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoRemainingAmounts);
expect(forwarderHelper.config.remainingFillableFeeAmounts).to.be.undefined();
});
});
describe('#getMarketBuyOrdersInfo', () => {
it('throws if not enough makerAsset liquidity', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
expect(() => {
// request for 6 makerAsset units, because we have exactly 6 available we should throw because there is a built in slippage buffer
forwarderHelper.getMarketBuyOrdersInfo({
makerAssetFillAmount: new BigNumber(6),
});
}).to.throw(ForwarderHelperError.InsufficientMakerAssetLiquidity);
});
it('throws if not enough ZRX liquidity', () => {
const inputForwarderHelperConfigNoFees: ForwarderHelperImplConfig = {
orders: [testOrder1, testOrder2, testOrder3],
feeOrders: [],
};
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfigNoFees);
expect(() => {
// request for 4 makerAsset units, we need fees but no fee orders exist, show we should throw
forwarderHelper.getMarketBuyOrdersInfo({
makerAssetFillAmount: new BigNumber(250),
});
}).to.throw(ForwarderHelperError.InsufficientZrxLiquidity);
});
it('passes the makerAssetFillAmount from the request to the info response', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
const makerAssetFillAmount = new BigNumber(4);
const info = forwarderHelper.getMarketBuyOrdersInfo({
makerAssetFillAmount,
});
expect(info.makerAssetFillAmount).to.bignumber.equal(makerAssetFillAmount);
});
it('passes the feePercentage from the request to the info response', () => {
const forwarderHelper = new ForwarderHelperImpl(inputForwarderHelperConfig);
const feePercentage = new BigNumber(0.2);
const info = forwarderHelper.getMarketBuyOrdersInfo({
makerAssetFillAmount: new BigNumber(4),
feePercentage,
});
expect(info.feePercentage).to.bignumber.equal(feePercentage);
});
});
});
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