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@0x/asset-swapper: Provide more accurate best quote price.

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This commit is contained in:
Lawrence Forman
2020-01-16 14:37:15 -05:00
committed by Jacob Evans
parent 160c91f908
commit 09d05d09c9
10 changed files with 376 additions and 247 deletions
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6
packages/asset-swapper/test/calculate_liquidity_test.ts
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@@ -23,7 +23,7 @@ describe('#calculateLiquidity', () => {
const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
prunedSignedOrders,
);
expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(10));
expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(11));
expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(9));
});
it('should provide correct liquidity result with orders with takerFees in takerAsset', () => {
@@ -31,7 +31,7 @@ describe('#calculateLiquidity', () => {
const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
prunedSignedOrders,
);
expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(10));
expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(11));
expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(15));
});
it('should provide correct liquidity result with orders with takerFees in makerAsset', () => {
@@ -51,7 +51,7 @@ describe('#calculateLiquidity', () => {
const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
prunedSignedOrders,
);
expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(25));
expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(27));
expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(33));
});
});