added tests

This commit is contained in:
David Sun 2019-09-21 22:20:11 -04:00
parent 48d0b46e43
commit ef0096b7d9
5 changed files with 377 additions and 261 deletions

File diff suppressed because it is too large Load Diff

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@ -422,7 +422,8 @@ export class SwapQuoter {
const isMakerAssetZrxToken = makerAssetData === zrxTokenAssetData;
// get the relevant orders for the makerAsset
const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(makerAssetData, takerAssetData);
const isRequestingFeeOrders = !shouldDisableRequestingFeeOrders || (!isMakerAssetZrxToken && utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts));
const doesOrdersRequireFeeOrders = (!isMakerAssetZrxToken && utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts));
const isRequestingFeeOrders = !shouldDisableRequestingFeeOrders && doesOrdersRequireFeeOrders;
let feeOrdersAndFillableAmounts = constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS;
if (isRequestingFeeOrders) {
feeOrdersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, takerAssetData);
@ -436,6 +437,14 @@ export class SwapQuoter {
);
}
if (isRequestingFeeOrders && feeOrdersAndFillableAmounts.orders.length === 0) {
throw new Error(
`${
SwapQuoterError.FeeAssetUnavailable
}: For makerAssetdata ${makerAssetData} and takerAssetdata ${takerAssetData}`,
);
}
let swapQuote: SwapQuote;
if (marketOperation === MarketOperation.Buy) {

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@ -299,6 +299,7 @@ export enum SwapQuoterError {
InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
AssetUnavailable = 'ASSET_UNAVAILABLE',
FeeAssetUnavailable = 'FEE_ASSET_UNAVAILABLE',
}
/**

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@ -1,3 +1,4 @@
import { SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import { AbiDefinition, ContractAbi, MethodAbi } from 'ethereum-types';
@ -5,7 +6,6 @@ import * as _ from 'lodash';
import { constants } from '../constants';
import { OrdersAndFillableAmounts } from '../types';
import { SignedOrder } from '@0x/types';
// tslint:disable:no-unnecessary-type-assertion
export const utils = {
@ -31,8 +31,8 @@ export const utils = {
const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
return _.some(orders, (order: SignedOrder, index: number): boolean => {
const remainingFillableMakerAssetAmount = remainingFillableMakerAssetAmounts[index];
// If makerFee is a non zero value and order is still fillable, fee orders are required
return !order.makerFee.isZero() && !remainingFillableMakerAssetAmount.isZero();
// If takerFee is a non zero value and order is still fillable, fee orders are required
return !order.takerFee.isZero() && !remainingFillableMakerAssetAmount.isZero();
});
},
};

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@ -0,0 +1,78 @@
import { orderFactory } from '@0x/order-utils/lib/src/order_factory';
import { SignedOrder } from '@0x/types';
import { BigNumber } from '@0x/utils';
import { Web3Wrapper } from '@0x/web3-wrapper';
import * as chai from 'chai';
import 'mocha';
import { constants } from '../src/constants';
import { utils } from '../src/utils/utils';
import { chaiSetup } from './utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
const TOKEN_DECIMALS = 18;
const WETH_DECIMALS = constants.ETHER_TOKEN_DECIMALS;
const baseUnitAmount = (unitAmount: number, decimals = TOKEN_DECIMALS): BigNumber => {
return Web3Wrapper.toBaseUnitAmount(new BigNumber(unitAmount), decimals);
};
// tslint:disable:custom-no-magic-numbers
describe('utils', () => {
// orders
const sellTwoTokensFor1Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
makerAssetAmount: baseUnitAmount(2),
takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
});
const sellTenTokensFor10Weth: SignedOrder = orderFactory.createSignedOrderFromPartial({
makerAssetAmount: baseUnitAmount(10),
takerAssetAmount: baseUnitAmount(10, WETH_DECIMALS),
});
const sellTwoTokensFor1WethWithTwoTokenFee: SignedOrder = orderFactory.createSignedOrderFromPartial({
makerAssetAmount: baseUnitAmount(2),
takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
takerFee: baseUnitAmount(2),
});
const sellTenTokensFor1WethWithFourTokenFee: SignedOrder = orderFactory.createSignedOrderFromPartial({
makerAssetAmount: baseUnitAmount(2),
takerAssetAmount: baseUnitAmount(1, WETH_DECIMALS),
takerFee: baseUnitAmount(4),
});
describe('isFeeOrdersRequiredToFillOrders', async () => {
it('should return true if ordersAndFillableAmounts is completed unfilled and has fees', () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1WethWithTwoTokenFee, sellTenTokensFor1WethWithFourTokenFee],
remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(10)],
};
const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
expect(isFeeOrdersRequired).to.equal(true);
});
it('should return true if ordersAndFillableAmounts is partially unfilled and has fees', () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1WethWithTwoTokenFee, sellTenTokensFor1WethWithFourTokenFee],
remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(5)],
};
const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
expect(isFeeOrdersRequired).to.equal(true);
});
it('should return false if ordersAndFillableAmounts is completed filled and has fees', () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1WethWithTwoTokenFee, sellTenTokensFor1WethWithFourTokenFee],
remainingFillableMakerAssetAmounts: [baseUnitAmount(0), baseUnitAmount(0)],
};
const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
expect(isFeeOrdersRequired).to.equal(false);
});
it('should return false if ordersAndFillableAmounts is completely unfilled and doesn\'t have fees', () => {
const ordersAndFillableAmounts = {
orders: [sellTwoTokensFor1Weth, sellTenTokensFor10Weth],
remainingFillableMakerAssetAmounts: [baseUnitAmount(1), baseUnitAmount(10)],
};
const isFeeOrdersRequired = utils.isFeeOrdersRequiredToFillOrders(ordersAndFillableAmounts);
expect(isFeeOrdersRequired).to.equal(false);
});
});
});