added tests
This commit is contained in:
parent
48d0b46e43
commit
ef0096b7d9
File diff suppressed because it is too large
Load Diff
@ -422,7 +422,8 @@ export class SwapQuoter {
|
|||||||
const isMakerAssetZrxToken = makerAssetData === zrxTokenAssetData;
|
const isMakerAssetZrxToken = makerAssetData === zrxTokenAssetData;
|
||||||
// get the relevant orders for the makerAsset
|
// get the relevant orders for the makerAsset
|
||||||
const ordersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(makerAssetData, takerAssetData);
|
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;
|
let feeOrdersAndFillableAmounts = constants.EMPTY_ORDERS_AND_FILLABLE_AMOUNTS;
|
||||||
if (isRequestingFeeOrders) {
|
if (isRequestingFeeOrders) {
|
||||||
feeOrdersAndFillableAmounts = await this.getOrdersAndFillableAmountsAsync(zrxTokenAssetData, takerAssetData);
|
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;
|
let swapQuote: SwapQuote;
|
||||||
|
|
||||||
if (marketOperation === MarketOperation.Buy) {
|
if (marketOperation === MarketOperation.Buy) {
|
||||||
|
@ -299,6 +299,7 @@ export enum SwapQuoterError {
|
|||||||
InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
|
InsufficientZrxLiquidity = 'INSUFFICIENT_ZRX_LIQUIDITY',
|
||||||
InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
|
InvalidOrderProviderResponse = 'INVALID_ORDER_PROVIDER_RESPONSE',
|
||||||
AssetUnavailable = 'ASSET_UNAVAILABLE',
|
AssetUnavailable = 'ASSET_UNAVAILABLE',
|
||||||
|
FeeAssetUnavailable = 'FEE_ASSET_UNAVAILABLE',
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -1,3 +1,4 @@
|
|||||||
|
import { SignedOrder } from '@0x/types';
|
||||||
import { BigNumber } from '@0x/utils';
|
import { BigNumber } from '@0x/utils';
|
||||||
import { Web3Wrapper } from '@0x/web3-wrapper';
|
import { Web3Wrapper } from '@0x/web3-wrapper';
|
||||||
import { AbiDefinition, ContractAbi, MethodAbi } from 'ethereum-types';
|
import { AbiDefinition, ContractAbi, MethodAbi } from 'ethereum-types';
|
||||||
@ -5,7 +6,6 @@ import * as _ from 'lodash';
|
|||||||
|
|
||||||
import { constants } from '../constants';
|
import { constants } from '../constants';
|
||||||
import { OrdersAndFillableAmounts } from '../types';
|
import { OrdersAndFillableAmounts } from '../types';
|
||||||
import { SignedOrder } from '@0x/types';
|
|
||||||
|
|
||||||
// tslint:disable:no-unnecessary-type-assertion
|
// tslint:disable:no-unnecessary-type-assertion
|
||||||
export const utils = {
|
export const utils = {
|
||||||
@ -31,8 +31,8 @@ export const utils = {
|
|||||||
const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
|
const { orders, remainingFillableMakerAssetAmounts } = ordersAndFillableAmounts;
|
||||||
return _.some(orders, (order: SignedOrder, index: number): boolean => {
|
return _.some(orders, (order: SignedOrder, index: number): boolean => {
|
||||||
const remainingFillableMakerAssetAmount = remainingFillableMakerAssetAmounts[index];
|
const remainingFillableMakerAssetAmount = remainingFillableMakerAssetAmounts[index];
|
||||||
// If makerFee is a non zero value and order is still fillable, fee orders are required
|
// If takerFee is a non zero value and order is still fillable, fee orders are required
|
||||||
return !order.makerFee.isZero() && !remainingFillableMakerAssetAmount.isZero();
|
return !order.takerFee.isZero() && !remainingFillableMakerAssetAmount.isZero();
|
||||||
});
|
});
|
||||||
},
|
},
|
||||||
};
|
};
|
||||||
|
78
packages/asset-swapper/test/utils_test.ts
Normal file
78
packages/asset-swapper/test/utils_test.ts
Normal file
@ -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);
|
||||||
|
});
|
||||||
|
});
|
||||||
|
});
|
Loading…
x
Reference in New Issue
Block a user