994908549d
* `@0x/asset-swapper`: Add ERC20Bridge aggregator library. * `@0x/asset-swapper`: Finish off `aggregate.ts`. * `@0x/types`: Add `OrderWithoutDomain` type. * `@0x/asset-swapper`: Add testing infra for sampler/aggregator. * `@0x/types`: Add `SignedOrderWithoutDomain` type. * `@0x/asset-swapper`: Update aggregator to take and return orders with signatures. * `@0x/asset-swapper`: Fix broken aggregator tests. * `@0x/asset-swapper`: Pass the sampler contract into aggregator entry points. * `@0x/contract-artifacts`: Add `IERC20BridgeSampler` artifact. * `@0x/contract-wrappers`: Add `IERC20BridgeSampler` wrapper. * `@0x/asset-swapper`: Address review comments. * fixed testing * refactored aggregate.ts and embeded into asset-swapper * added adjusted rates for taker and maker fees * remove PrunedSignedOrders * updated contract-addresses and addressed some other todos * streamlined logic * patched in lawrences changes * renamed aggregator utils and removed market_utils.ts * added ack heartbeats * fixed bug * patches * added dummy order things * Dummy with valid sig * Tweak gas price calculation to wei * added test coverage and fixed bugs * fixed migrations * Fix CHANGELOGs and types export * Deploy latest ERC20BridgeSampler on Mainnet * `@0x/types` Revert CHANGELOG. * `@0x/asset-swapper`: Address review comments. `@0x/contract-addresses`: Make kyber lowercase. * made protocol fee multiplier async * `@0x/asset-swapper: Fix build errors and do some code cleanup. * use assetDataUtils where possible
58 lines
2.7 KiB
TypeScript
58 lines
2.7 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 { calculateLiquidity } from '../src/utils/calculate_liquidity';
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import { chaiSetup } from './utils/chai_setup';
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import { testOrders } from './utils/test_orders';
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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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const {
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SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEELESS,
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SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_MAKER_ASSET,
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SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_TAKER_ASSET,
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} = testOrders;
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// tslint:disable:custom-no-magic-numbers
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describe('#calculateLiquidity', () => {
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it('should provide correct liquidity result with feeless orders', () => {
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const prunedSignedOrders = SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEELESS;
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const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
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prunedSignedOrders,
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);
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expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(10));
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expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(9));
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});
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it('should provide correct liquidity result with orders with takerFees in takerAsset', () => {
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const prunedSignedOrders = SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_TAKER_ASSET;
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const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
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prunedSignedOrders,
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);
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expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(10));
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expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(15));
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});
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it('should provide correct liquidity result with orders with takerFees in makerAsset', () => {
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const prunedSignedOrders = SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_MAKER_ASSET;
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const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
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prunedSignedOrders,
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);
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expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(5));
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expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(9));
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});
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it('should provide correct liquidity result with mixed orders with fees and no fees', () => {
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const prunedSignedOrders = _.concat(
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SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_MAKER_ASSET,
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SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEE_IN_TAKER_ASSET,
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SIGNED_ORDERS_WITH_FILLABLE_AMOUNTS_FEELESS,
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);
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const { makerAssetAvailableInBaseUnits, takerAssetAvailableInBaseUnits } = calculateLiquidity(
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prunedSignedOrders,
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);
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expect(makerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(25));
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expect(takerAssetAvailableInBaseUnits).to.bignumber.eq(baseUnitAmount(33));
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});
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});
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