added tests
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@ -422,7 +422,8 @@ export class SwapQuoter {
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const isMakerAssetZrxToken = makerAssetData === zrxTokenAssetData;
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// get the relevant orders for the makerAsset
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const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(makerAssetData, takerAssetData);
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const isRequestingFeeOrders = !shouldDisableRequestingFeeOrders || (!isMakerAssetZrxToken && utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts));
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const doesOrdersRequireFeeOrders = (!isMakerAssetZrxToken && utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts));
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const isRequestingFeeOrders = !shouldDisableRequestingFeeOrders && doesOrdersRequireFeeOrders;
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let feeOrdersAndFillableAmounts = constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS;
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if (isRequestingFeeOrders) {
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feeOrdersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, takerAssetData);
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@ -436,6 +437,14 @@ export class SwapQuoter {
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);
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}
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if (isRequestingFeeOrders && feeOrdersAndFillableAmounts.orders.length === 0) {
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throw new Error(
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`${
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SwapQuoterError.FeeAssetUnavailable
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}: For makerAssetdata ${makerAssetData} and takerAssetdata ${takerAssetData}`,
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);
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}
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let swapQuote: SwapQuote;
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if (marketOperation === MarketOperation.Buy) {
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@ -299,6 +299,7 @@ export enum SwapQuoterError {
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InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
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InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
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AssetUnavailable = 'ASSET_UNAVAILABLE',
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FeeAssetUnavailable = 'FEE_ASSET_UNAVAILABLE',
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}
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/**
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@ -1,3 +1,4 @@
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import { SignedOrder } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import { Web3Wrapper } from '@0x/web3-wrapper';
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import { AbiDefinition, ContractAbi, MethodAbi } from 'ethereum-types';
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@ -5,7 +6,6 @@ import * as _ from 'lodash';
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import { constants } from '../constants';
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import { OrdersAndFillableAmounts } from '../types';
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import { SignedOrder } from '@0x/types';
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// tslint:disable:no-unnecessary-type-assertion
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export const utils = {
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@ -31,8 +31,8 @@ export const utils = {
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const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
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return _.some(orders, (order: SignedOrder, index: number): boolean => {
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const remainingFillableMakerAssetAmount = remainingFillableMakerAssetAmounts[index];
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// If makerFee is a non zero value and order is still fillable, fee orders are required
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return !order.makerFee.isZero() && !remainingFillableMakerAssetAmount.isZero();
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// If takerFee is a non zero value and order is still fillable, fee orders are required
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return !order.takerFee.isZero() && !remainingFillableMakerAssetAmount.isZero();
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});
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},
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};
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78
packages/asset-swapper/test/utils_test.ts
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78
packages/asset-swapper/test/utils_test.ts
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@ -0,0 +1,78 @@
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import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
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import { SignedOrder } from '@0x/types';
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import { BigNumber } from '@0x/utils';
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import { Web3Wrapper } from '@0x/web3-wrapper';
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import * as chai from 'chai';
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import 'mocha';
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import { constants } from '../src/constants';
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import { utils } from '../src/utils/utils';
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import { chaiSetup } from './utils/chai_setup';
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chaiSetup.configure();
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const expect = chai.expect;
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const TOKEN_DECIMALS = 18;
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const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS;
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const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => {
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return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals);
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};
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// tslint:disable:custom-no-magic-numbers
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describe('utils', () => {
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// orders
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const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
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makerAssetAmount: baseUnitAmount(2),
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takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
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});
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const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
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makerAssetAmount: baseUnitAmount(10),
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takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS),
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});
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const sellTwoTokensFor1WethWithTwoTokenFee: SignedOrder = orderFactory.createSignedOrderFromPartial({
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makerAssetAmount: baseUnitAmount(2),
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takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
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takerFee: baseUnitAmount(2),
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});
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const sellTenTokensFor1WethWithFourTokenFee: SignedOrder = orderFactory.createSignedOrderFromPartial({
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makerAssetAmount: baseUnitAmount(2),
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takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
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takerFee: baseUnitAmount(4),
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});
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describe('isFeeOrdersRequiredToFillOrders', async () => {
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it('should return true if ordersAndFillableAmounts is completed unfilled and has fees', () => {
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const ordersAndFillableAmounts = {
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orders: [sellTwoTokensFor1WethWithTwoTokenFee, sellTenTokensFor1WethWithFourTokenFee],
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remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(10)],
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};
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const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
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expect(isFeeOrdersRequired).to.equal(true);
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});
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it('should return true if ordersAndFillableAmounts is partially unfilled and has fees', () => {
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const ordersAndFillableAmounts = {
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orders: [sellTwoTokensFor1WethWithTwoTokenFee, sellTenTokensFor1WethWithFourTokenFee],
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remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(5)],
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};
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const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
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expect(isFeeOrdersRequired).to.equal(true);
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});
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it('should return false if ordersAndFillableAmounts is completed filled and has fees', () => {
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const ordersAndFillableAmounts = {
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orders: [sellTwoTokensFor1WethWithTwoTokenFee, sellTenTokensFor1WethWithFourTokenFee],
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remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)],
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};
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const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
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expect(isFeeOrdersRequired).to.equal(false);
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});
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it('should return false if ordersAndFillableAmounts is completely unfilled and doesn\'t have fees', () => {
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const ordersAndFillableAmounts = {
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orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
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remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(10)],
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};
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const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
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expect(isFeeOrdersRequired).to.equal(false);
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});
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});
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});
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