protocol/packages/asset-swapper/test/fillable_amounts_utils_test.ts
Lawrence Forman 0571a96cea
Fix asset-swapper bugs and misc improvements. (#2406)
* `@0x/contracts-erc20-bridge-sampler`: Add gas limits to external quote calls.
`@0x/contract-addresses`: Point `erc20BridgeSampler` to new version.

* `@0x/asset-swapper`: Ignore zero sample results from the sampler contract.
`@0x/asset-swapper`: Allow skipping Uniswap when dealing with low precision amounts with `minUniswapDecimals` option.
`@0x/asset-swapper`: Increase default `runLimit` from `1024` to `4096`.
`@0x/asset-swapper`: Increase default `numSamples` from `8` to `10`
`@0x/asset-swapper`: Fix ordering of optimized orders.
`@0x/asset-swapper`: Fix best and worst quotes being reversed sometimes.
`@0x/asset-swapper`: Fix rounding of quoted asset amounts.

* `@0x/contracts-utils`: Add kovan addresses to `DeploymentConstants`.
`@0x/contract-addresses`: Add kovan `ERC20BridgeSampler` address.

* `@0x/asset-swapper`: Change default `minUniswapDecimals` option from 8 to 7.

* `@0x/contracts-erc20-bridge-sampler`: Fix changelog.

* `@0x/asset-swapper`: Revert uniswap decimals fix.

* `@0x/asset-swapper`: Undo bridge slippage when computing best case quote.

* `@0x/asset-swapper`: Take asset data from input orders instead of output orders in quote result calculation.

* `@0x/asset-swapper`: Move `SAMPLER_CONTRACT_GAS_LIMIT` constant to `market_operation_utils/constants`.

* Compare equivalent asset data

* Fix redundant zero check

* Update CHANGELOG

* Set fee amount in fillable amounts test

Co-authored-by: Jacob Evans <dekz@dekz.net>
2020-01-03 23:21:39 -05:00

74 lines
3.3 KiB
TypeScript

import * as chai from 'chai';
import * as _ from 'lodash';
import 'mocha';
import { fillableAmountsUtils } from '../src/utils/fillable_amounts_utils';
import { chaiSetup } from './utils/chai_setup';
import { testOrderFactory } from './utils/test_order_factory';
import { baseUnitAmount } from './utils/utils';
chaiSetup.configure();
const expect = chai.expect;
// tslint:disable:custom-no-magic-numbers
const FAKE_ERC20_TAKER_ASSET_DATA = '0xf47261b02222222222222222222222222222222222222222222222222222222222222222';
const FAKE_ERC20_MAKER_ASSET_DATA = '0xf47261b01111111111111111111111111111111111111111111111111111111111111111';
const TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER = testOrderFactory.generateTestSignedOrderWithFillableAmounts({
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerFee: baseUnitAmount(2),
fillableMakerAssetAmount: baseUnitAmount(5),
fillableTakerAssetAmount: baseUnitAmount(10),
fillableTakerFeeAmount: baseUnitAmount(2),
});
const MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER = testOrderFactory.generateTestSignedOrderWithFillableAmounts({
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerFee: baseUnitAmount(2),
fillableMakerAssetAmount: baseUnitAmount(10),
fillableTakerAssetAmount: baseUnitAmount(5),
fillableTakerFeeAmount: baseUnitAmount(2),
});
describe('fillableAmountsUtils', () => {
describe('getTakerAssetAmountSwappedAfterFees', () => {
it('should return fillableTakerAssetAmount if takerFee is not denominated in taker', () => {
const availableAssetAmount = fillableAmountsUtils.getTakerAssetAmountSwappedAfterFees(
MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
);
expect(availableAssetAmount).to.bignumber.eq(
MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER.fillableTakerAssetAmount,
);
});
it('should return fillableTakerAssetAmount + fillableTakerFeeAmount if takerFee is not denominated in maker', () => {
const availableAssetAmount = fillableAmountsUtils.getTakerAssetAmountSwappedAfterFees(
TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
);
expect(availableAssetAmount).to.bignumber.eq(baseUnitAmount(12));
});
});
describe('getMakerAssetAmountSwappedAfterFees', () => {
it('should return fillableMakerAssetAmount if takerFee is not denominated in maker', () => {
const availableAssetAmount = fillableAmountsUtils.getMakerAssetAmountSwappedAfterFees(
TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
);
expect(availableAssetAmount).to.bignumber.eq(
TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER.fillableMakerAssetAmount,
);
});
it('should return fillableMakerAssetAmount - fillableTakerFeeif takerFee is denominated in maker', () => {
const availableAssetAmount = fillableAmountsUtils.getMakerAssetAmountSwappedAfterFees(
MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
);
expect(availableAssetAmount).to.bignumber.eq(baseUnitAmount(8));
});
});
});