[Order-utils] Order is valid when maker amount is very small

Previously our min fillable calculation would throw a rounding error
when encountering a valid order (with a small maker amount). This was
inconsistent with the on-chain logic which allowed this order to be
filled.

1 files changed, 122 insertions, 0 deletions

diff --git a/packages/order-utils/test/order_state_utils_test.ts b/packages/order-utils/test/order_state_utils_test.ts
new file mode 100644
index 000000000..9292c40a4
--- /dev/null
+++ b/packages/order-utils/test/order_state_utils_test.ts
@@ -0,0 +1,122 @@
+import { BigNumber } from '@0xproject/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { AbstractBalanceAndProxyAllowanceFetcher, AbstractOrderFilledCancelledFetcher, OrderStateUtils } from '../src';
+
+import { chaiSetup } from './utils/chai_setup';
+import { testOrderFactory } from './utils/test_order_factory';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+describe('OrderStateUtils', () => {
+    describe('#getOpenOrderStateAsync', () => {
+        const buildMockBalanceFetcher = (takerBalance: BigNumber): AbstractBalanceAndProxyAllowanceFetcher => {
+            const balanceFetcher = {
+                async getBalanceAsync(_assetData: string, _userAddress: string): Promise<BigNumber> {
+                    return takerBalance;
+                },
+                async getProxyAllowanceAsync(_assetData: string, _userAddress: string): Promise<BigNumber> {
+                    return takerBalance;
+                },
+            };
+            return balanceFetcher;
+        };
+        const buildMockOrderFilledFetcher = (
+            filledAmount: BigNumber = new BigNumber(0),
+            cancelled: boolean = false,
+        ): AbstractOrderFilledCancelledFetcher => {
+            const orderFetcher = {
+                async getFilledTakerAmountAsync(_orderHash: string): Promise<BigNumber> {
+                    return filledAmount;
+                },
+                async isOrderCancelledAsync(_orderHash: string): Promise<boolean> {
+                    return cancelled;
+                },
+                getZRXAssetData(): string {
+                    return '';
+                },
+            };
+            return orderFetcher;
+        };
+        it('should have valid order state if order can be fully filled with small maker amount', async () => {
+            const makerAssetAmount = new BigNumber(10);
+            const takerAssetAmount = new BigNumber(10000000000000000);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(0);
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(true);
+        });
+        it('should be invalid when an order is partially filled where only a rounding error remains', async () => {
+            const makerAssetAmount = new BigNumber(1001);
+            const takerAssetAmount = new BigNumber(3);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(2);
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(false);
+        });
+        it('should be invalid when an order is cancelled', async () => {
+            const makerAssetAmount = new BigNumber(1000);
+            const takerAssetAmount = new BigNumber(2);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = new BigNumber(0);
+            const isCancelled = true;
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount, isCancelled);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(false);
+        });
+        it('should be invalid when an order is fully filled', async () => {
+            const makerAssetAmount = new BigNumber(1000);
+            const takerAssetAmount = new BigNumber(2);
+            const takerBalance = takerAssetAmount;
+            const orderFilledAmount = takerAssetAmount;
+            const isCancelled = false;
+            const mockBalanceFetcher = buildMockBalanceFetcher(takerBalance);
+            const mockOrderFilledFetcher = buildMockOrderFilledFetcher(orderFilledAmount, isCancelled);
+            const [signedOrder] = testOrderFactory.generateTestSignedOrders(
+                {
+                    makerAssetAmount,
+                    takerAssetAmount,
+                },
+                1,
+            );
+
+            const orderStateUtils = new OrderStateUtils(mockBalanceFetcher, mockOrderFilledFetcher);
+            const orderState = await orderStateUtils.getOpenOrderStateAsync(signedOrder);
+            expect(orderState.isValid).to.eq(false);
+        });
+    });
+});