0f1c15a6ca
* `@0x/asset-swapper`: Incorporate fees into fill optimization. * `@0x/asset-swapper`: Address review comments. * `@0x/asset-swapper`: Rebase and update tests for curve. * `@0x/asset-swapper`: Bring back a form of native order pruning. `@0x/asset-swapper`: Bring back dust thresholds. `@0x/asset-swapper`: Avoid calling `getMedianSellRate()` if output token is ETH. * Update devdoc for `fees` option Co-authored-by: Lawrence Forman <me@merklejerk.com>
74 lines
3.3 KiB
TypeScript
74 lines
3.3 KiB
TypeScript
import * as chai from 'chai';
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import * as _ from 'lodash';
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import 'mocha';
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import { fillableAmountsUtils } from '../src/utils/fillable_amounts_utils';
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import { chaiSetup } from './utils/chai_setup';
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import { testOrderFactory } from './utils/test_order_factory';
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import { baseUnitAmount } from './utils/utils';
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chaiSetup.configure();
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const expect = chai.expect;
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// tslint:disable:custom-no-magic-numbers
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const FAKE_ERC20_TAKER_ASSET_DATA = '0xf47261b02222222222222222222222222222222222222222222222222222222222222222';
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const FAKE_ERC20_MAKER_ASSET_DATA = '0xf47261b01111111111111111111111111111111111111111111111111111111111111111';
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const TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER = testOrderFactory.generateTestSignedOrderWithFillableAmounts({
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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takerFee: baseUnitAmount(2),
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fillableMakerAssetAmount: baseUnitAmount(5),
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fillableTakerAssetAmount: baseUnitAmount(10),
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fillableTakerFeeAmount: baseUnitAmount(2),
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});
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const MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER = testOrderFactory.generateTestSignedOrderWithFillableAmounts({
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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takerFee: baseUnitAmount(2),
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fillableMakerAssetAmount: baseUnitAmount(10),
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fillableTakerAssetAmount: baseUnitAmount(5),
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fillableTakerFeeAmount: baseUnitAmount(2),
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});
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describe('fillableAmountsUtils', () => {
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describe('getTakerAssetAmountSwappedAfterOrderFees', () => {
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it('should return fillableTakerAssetAmount if takerFee is not denominated in taker', () => {
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const availableAssetAmount = fillableAmountsUtils.getTakerAssetAmountSwappedAfterOrderFees(
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MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
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);
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expect(availableAssetAmount).to.bignumber.eq(
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MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER.fillableTakerAssetAmount,
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);
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});
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it('should return fillableTakerAssetAmount + fillableTakerFeeAmount if takerFee is not denominated in maker', () => {
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const availableAssetAmount = fillableAmountsUtils.getTakerAssetAmountSwappedAfterOrderFees(
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TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
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);
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expect(availableAssetAmount).to.bignumber.eq(baseUnitAmount(12));
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});
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});
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describe('getMakerAssetAmountSwappedAfterOrderFees', () => {
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it('should return fillableMakerAssetAmount if takerFee is not denominated in maker', () => {
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const availableAssetAmount = fillableAmountsUtils.getMakerAssetAmountSwappedAfterOrderFees(
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TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
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);
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expect(availableAssetAmount).to.bignumber.eq(
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TAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER.fillableMakerAssetAmount,
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);
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});
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it('should return fillableMakerAssetAmount - fillableTakerFeeif takerFee is denominated in maker', () => {
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const availableAssetAmount = fillableAmountsUtils.getMakerAssetAmountSwappedAfterOrderFees(
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MAKER_ASSET_DENOMINATED_TAKER_FEE_ORDER,
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);
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expect(availableAssetAmount).to.bignumber.eq(baseUnitAmount(8));
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});
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});
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});
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