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@0x/asset-swapper: Rebase against development and pay protocol fees.

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Lawrence Forman
2019-11-18 09:37:02 -05:00
parent 32258ef666
commit 439c98a6e5
42 changed files with 5681 additions and 3174 deletions
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134
packages/asset-swapper/test/sorting_utils_test.ts Normal file
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import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import 'mocha';
import { sortingUtils } from '../src/utils/sorting_utils';
import { chaiSetup } from './utils/chai_setup';
import { testOrderFactory } from './utils/test_order_factory';
chaiSetup.configure();
const expect = chai.expect;
const FAKE_ERC20_TAKER_ASSET_DATA = '0xf47261b22222222222222222222222222222222222222222222222222222222222222222';
const FAKE_ERC20_MAKER_ASSET_DATA = '0xf47261b11111111111111111111111111111111111111111111111111111111111111111';
describe('sortingUtils', () => {
describe('#sortOrders', () => {
// rate: 2 takerAsset / makerAsset
const testOrder1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 1 takerAsset / makerAsset
const testOrder2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2.5 takerAsset / makerAsset
const testOrder3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(250),
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2 takerAsset / makerAsset
const testOrderWithFeeInTakerAsset1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
takerFee: new BigNumber(100),
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 1 takerAsset / makerAsset
const testOrderWithFeeInTakerAsset2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(50),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2.5 takerAsset / makerAsset
const testOrderWithFeeInTakerAsset3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2 takerAsset / makerAsset
const testOrderWithFeeInMakerAsset1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(200),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(100),
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 1 takerAsset / makerAsset
const testOrderWithFeeInMakerAsset2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(150),
takerAssetAmount: new BigNumber(100),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2.5 takerAsset / makerAsset
const testOrderWithFeeInMakerAsset3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(150),
takerAssetAmount: new BigNumber(250),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
it('correctly sorts by fee adjusted rate (feeless orders)', async () => {
const orders = [testOrder1, testOrder2, testOrder3];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
});
it('correctly sorts by fee adjusted rate (takerAsset denominated fee orders)', async () => {
const orders = [
testOrderWithFeeInTakerAsset1,
testOrderWithFeeInTakerAsset2,
testOrderWithFeeInTakerAsset3,
];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([
testOrderWithFeeInTakerAsset2,
testOrderWithFeeInTakerAsset1,
testOrderWithFeeInTakerAsset3,
]);
});
it('correctly sorts by fee adjusted rate (makerAsset denominated fee orders)', async () => {
const orders = [
testOrderWithFeeInMakerAsset1,
testOrderWithFeeInMakerAsset2,
testOrderWithFeeInMakerAsset3,
];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([
testOrderWithFeeInMakerAsset2,
testOrderWithFeeInMakerAsset1,
testOrderWithFeeInMakerAsset3,
]);
});
it('correctly sorts by fee adjusted rate (mixed orders)', async () => {
const orders = [testOrderWithFeeInMakerAsset1, testOrderWithFeeInTakerAsset2, testOrder3];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([
testOrderWithFeeInTakerAsset2,
testOrderWithFeeInMakerAsset1,
testOrder3,
]);
});
});
});