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@0x/asset-swapper: Fix failing asset-swapper test.

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Lawrence Forman 2020-02-07 21:33:03 -05:00 committed by Lawrence Forman
parent 0c9c68030e
commit 11fd4506ac
1 changed files with 16 additions and 16 deletions
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32
packages/asset-swapper/test/market_operation_utils_test.ts
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@ -115,13 +115,13 @@ describe('MarketOperationUtils tests', () => {
type GetQuotesOperation = (makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => BigNumber[]; type GetQuotesOperation = (makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => BigNumber[];
function createGetQuotesOperationFromSellRates(rates: Numberish[]): GetQuotesOperation { function createGetSellQuotesOperationFromRates(rates: Numberish[]): GetQuotesOperation {
return (makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => { return (makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => {
return fillAmounts.map((a, i) => a.times(rates[i]).integerValue()); return fillAmounts.map((a, i) => a.times(rates[i]).integerValue());
}; };
} }
function createGetQuotesOperationFromBuyRates(rates: Numberish[]): GetQuotesOperation { function createGetBuyQuotesOperationFromRates(rates: Numberish[]): GetQuotesOperation {
return (makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => { return (makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => {
return fillAmounts.map((a, i) => a.div(rates[i]).integerValue()); return fillAmounts.map((a, i) => a.div(rates[i]).integerValue());
}; };
@ -134,7 +134,7 @@ describe('MarketOperationUtils tests', () => {
fillAmounts: BigNumber[], fillAmounts: BigNumber[],
) => DexSample[][]; ) => DexSample[][];
function createGetMultipleQuotesOperationFromSellRates(rates: RatesBySource): GetMultipleQuotesOperation { function createGetMultipleSellQuotesOperationFromRates(rates: RatesBySource): GetMultipleQuotesOperation {
return (sources: ERC20BridgeSource[], makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => { return (sources: ERC20BridgeSource[], makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => {
return sources.map(s => return sources.map(s =>
fillAmounts.map((a, i) => ({ fillAmounts.map((a, i) => ({
@ -146,7 +146,7 @@ describe('MarketOperationUtils tests', () => {
}; };
} }
function createGetMultipleQuotesOperationFromBuyRates(rates: RatesBySource): GetMultipleQuotesOperation { function createGetMultipleBuyQuotesOperationFromRates(rates: RatesBySource): GetMultipleQuotesOperation {
return (sources: ERC20BridgeSource[], makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => { return (sources: ERC20BridgeSource[], makerToken: string, takerToken: string, fillAmounts: BigNumber[]) => {
return sources.map(s => return sources.map(s =>
fillAmounts.map((a, i) => ({ fillAmounts.map((a, i) => ({
@ -204,13 +204,13 @@ describe('MarketOperationUtils tests', () => {
getOrderFillableMakerAmounts(orders: SignedOrder[]): BigNumber[] { getOrderFillableMakerAmounts(orders: SignedOrder[]): BigNumber[] {
return orders.map(o => o.makerAssetAmount); return orders.map(o => o.makerAssetAmount);
}, },
getKyberSellQuotes: createGetQuotesOperationFromSellRates(DEFAULT_RATES[ERC20BridgeSource.Kyber]), getKyberSellQuotes: createGetSellQuotesOperationFromRates(DEFAULT_RATES[ERC20BridgeSource.Kyber]),
getUniswapSellQuotes: createGetQuotesOperationFromSellRates(DEFAULT_RATES[ERC20BridgeSource.Uniswap]), getUniswapSellQuotes: createGetSellQuotesOperationFromRates(DEFAULT_RATES[ERC20BridgeSource.Uniswap]),
getEth2DaiSellQuotes: createGetQuotesOperationFromSellRates(DEFAULT_RATES[ERC20BridgeSource.Eth2Dai]), getEth2DaiSellQuotes: createGetSellQuotesOperationFromRates(DEFAULT_RATES[ERC20BridgeSource.Eth2Dai]),
getUniswapBuyQuotes: createGetQuotesOperationFromBuyRates(DEFAULT_RATES[ERC20BridgeSource.Uniswap]), getUniswapBuyQuotes: createGetBuyQuotesOperationFromRates(DEFAULT_RATES[ERC20BridgeSource.Uniswap]),
getEth2DaiBuyQuotes: createGetQuotesOperationFromBuyRates(DEFAULT_RATES[ERC20BridgeSource.Eth2Dai]), getEth2DaiBuyQuotes: createGetBuyQuotesOperationFromRates(DEFAULT_RATES[ERC20BridgeSource.Eth2Dai]),
getSellQuotes: createGetMultipleQuotesOperationFromSellRates(DEFAULT_RATES), getSellQuotes: createGetMultipleSellQuotesOperationFromRates(DEFAULT_RATES),
getBuyQuotes: createGetMultipleQuotesOperationFromBuyRates(DEFAULT_RATES), getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(DEFAULT_RATES),
}; };
function replaceSamplerOps(ops: Partial<typeof DEFAULT_OPS> = {}): void { function replaceSamplerOps(ops: Partial<typeof DEFAULT_OPS> = {}): void {
@ -387,7 +387,7 @@ describe('MarketOperationUtils tests', () => {
rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05];
rates[ERC20BridgeSource.Kyber] = [0.7, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Kyber] = [0.7, 0.05, 0.05, 0.05];
replaceSamplerOps({ replaceSamplerOps({
getSellQuotes: createGetMultipleQuotesOperationFromSellRates(rates), getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
}); });
const improvedOrders = await marketOperationUtils.getMarketSellOrdersAsync( const improvedOrders = await marketOperationUtils.getMarketSellOrdersAsync(
createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]), createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),
@ -412,7 +412,7 @@ describe('MarketOperationUtils tests', () => {
rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05];
rates[ERC20BridgeSource.Kyber] = [0.4, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Kyber] = [0.4, 0.05, 0.05, 0.05];
replaceSamplerOps({ replaceSamplerOps({
getSellQuotes: createGetMultipleQuotesOperationFromSellRates(rates), getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
}); });
const improvedOrders = await marketOperationUtils.getMarketSellOrdersAsync( const improvedOrders = await marketOperationUtils.getMarketSellOrdersAsync(
createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]), createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),
@ -437,7 +437,7 @@ describe('MarketOperationUtils tests', () => {
rates[ERC20BridgeSource.Eth2Dai] = [0.15, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Eth2Dai] = [0.15, 0.05, 0.05, 0.05];
rates[ERC20BridgeSource.Kyber] = [0.7, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Kyber] = [0.7, 0.05, 0.05, 0.05];
replaceSamplerOps({ replaceSamplerOps({
getSellQuotes: createGetMultipleQuotesOperationFromSellRates(rates), getSellQuotes: createGetMultipleSellQuotesOperationFromRates(rates),
}); });
const improvedOrders = await marketOperationUtils.getMarketSellOrdersAsync( const improvedOrders = await marketOperationUtils.getMarketSellOrdersAsync(
createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]), createOrdersFromSellRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),
@ -516,7 +516,7 @@ describe('MarketOperationUtils tests', () => {
}); });
it('returns the most cost-effective single source if `runLimit == 0`', async () => { it('returns the most cost-effective single source if `runLimit == 0`', async () => {
const bestSource = findSourceWithMaxOutput(DEFAULT_RATES); const bestSource = findSourceWithMaxOutput(_.omit(DEFAULT_RATES, ERC20BridgeSource.Kyber));
expect(bestSource).to.exist(''); expect(bestSource).to.exist('');
const improvedOrders = await marketOperationUtils.getMarketBuyOrdersAsync(ORDERS, FILL_AMOUNT, { const improvedOrders = await marketOperationUtils.getMarketBuyOrdersAsync(ORDERS, FILL_AMOUNT, {
...DEFAULT_OPTS, ...DEFAULT_OPTS,
@ -606,7 +606,7 @@ describe('MarketOperationUtils tests', () => {
rates[ERC20BridgeSource.Uniswap] = [0.5, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Uniswap] = [0.5, 0.05, 0.05, 0.05];
rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05]; rates[ERC20BridgeSource.Eth2Dai] = [0.6, 0.05, 0.05, 0.05];
replaceSamplerOps({ replaceSamplerOps({
getBuyQuotes: createGetMultipleQuotesOperationFromBuyRates(rates), getBuyQuotes: createGetMultipleBuyQuotesOperationFromRates(rates),
}); });
const improvedOrders = await marketOperationUtils.getMarketBuyOrdersAsync( const improvedOrders = await marketOperationUtils.getMarketBuyOrdersAsync(
createOrdersFromBuyRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]), createOrdersFromBuyRates(FILL_AMOUNT, rates[ERC20BridgeSource.Native]),