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import { ECSignature, SignedOrder } from '@0xproject/types';
import { BigNumber } from '@0xproject/utils';
import * as chai from 'chai';
import 'mocha';
import { ZeroEx } from '../src/0x';
import { RemainingFillableCalculator } from '../src/order_watcher/remaining_fillable_calculator';
import { chaiSetup } from './utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
describe('RemainingFillableCalculator', () => {
let calculator: RemainingFillableCalculator;
let signedOrder: SignedOrder;
let transferrableMakerTokenAmount: BigNumber;
let transferrableMakerFeeTokenAmount: BigNumber;
let remainingMakerTokenAmount: BigNumber;
let makerAmount: BigNumber;
let takerAmount: BigNumber;
let makerFeeAmount: BigNumber;
let isMakerTokenZRX: boolean;
const makerToken: string = '0x1';
const takerToken: string = '0x2';
const decimals: number = 4;
const zero: BigNumber = new BigNumber(0);
const zeroAddress = '0x0';
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),
];
[transferrableMakerTokenAmount, transferrableMakerFeeTokenAmount] = [
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,
};
}
describe('Maker token is NOT ZRX', () => {
before(async () => {
isMakerTokenZRX = false;
});
it('calculates the correct amount when unfilled and funds available', () => {
signedOrder = buildSignedOrder();
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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,
);
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,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(zero);
});
it('calculates the correct amount when balance is less than remaining fillable', () => {
signedOrder = buildSignedOrder();
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,
);
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),
];
});
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,
);
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),
];
});
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,
);
const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
expect(calculatedFillableAmount.lessThanOrEqualTo(transferrableMakerTokenAmount)).to.be.true();
expect(calculatedFillableAmount).to.be.bignumber.greaterThan(new BigNumber(0));
const orderToFeeRatio = signedOrder.makerTokenAmount.dividedBy(signedOrder.makerFee);
const calculatedFeeAmount = calculatedFillableAmount.dividedBy(orderToFeeRatio);
expect(calculatedFeeAmount).to.be.bignumber.lessThan(transferrableMakerFeeTokenAmount);
});
});
});
describe('Maker Token is ZRX', () => {
before(async () => {
isMakerTokenZRX = true;
});
it('calculates the correct amount when unfilled and funds available', () => {
signedOrder = buildSignedOrder();
transferrableMakerTokenAmount = makerAmount.plus(makerFeeAmount);
transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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,
);
expect(calculator.computeRemainingMakerFillable()).to.be.bignumber.equal(remainingMakerTokenAmount);
});
it('calculates the amount to be 0 when all fee funds are transferred', () => {
signedOrder = buildSignedOrder();
transferrableMakerTokenAmount = zero;
transferrableMakerFeeTokenAmount = zero;
remainingMakerTokenAmount = signedOrder.makerTokenAmount;
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', () => {
signedOrder = buildSignedOrder();
const partiallyFilledAmount = ZeroEx.toBaseUnitAmount(new BigNumber(2), decimals);
remainingMakerTokenAmount = signedOrder.makerTokenAmount.minus(partiallyFilledAmount);
transferrableMakerTokenAmount = remainingMakerTokenAmount.minus(partiallyFilledAmount);
transferrableMakerFeeTokenAmount = transferrableMakerTokenAmount;
const orderToFeeRatio = signedOrder.makerTokenAmount.dividedToIntegerBy(signedOrder.makerFee);
const expectedFillableAmount = new BigNumber(450980);
calculator = new RemainingFillableCalculator(
signedOrder,
isMakerTokenZRX,
transferrableMakerTokenAmount,
transferrableMakerFeeTokenAmount,
remainingMakerTokenAmount,
);
const calculatedFillableAmount = calculator.computeRemainingMakerFillable();
const numberOfFillsInRatio = calculatedFillableAmount.dividedToIntegerBy(orderToFeeRatio);
const calculatedFillableAmountPlusFees = calculatedFillableAmount.plus(numberOfFillsInRatio);
expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(transferrableMakerTokenAmount);
expect(calculatedFillableAmountPlusFees).to.be.bignumber.lessThan(remainingMakerTokenAmount);
expect(calculatedFillableAmount).to.be.bignumber.equal(expectedFillableAmount);
expect(numberOfFillsInRatio.decimalPlaces()).to.be.equal(0);
});
});
});
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