* `@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>
135 lines
6.1 KiB
TypeScript
135 lines
6.1 KiB
TypeScript
import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { sortingUtils } from '../src/utils/sorting_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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chaiSetup.configure();
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const expect = chai.expect;
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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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describe('sortingUtils', () => {
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describe('#sortOrders', () => {
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// rate: 2 takerAsset / makerAsset
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const testOrder1 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(200),
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 1 takerAsset / makerAsset
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const testOrder2 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(100),
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 2.5 takerAsset / makerAsset
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const testOrder3 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(250),
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 2 takerAsset / makerAsset
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const testOrderWithFeeInTakerAsset1 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(100),
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takerFee: new BigNumber(100),
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takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 1 takerAsset / makerAsset
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const testOrderWithFeeInTakerAsset2 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(50),
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takerFee: new BigNumber(50),
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takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 2.5 takerAsset / makerAsset
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const testOrderWithFeeInTakerAsset3 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(100),
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takerAssetAmount: new BigNumber(200),
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takerFee: new BigNumber(50),
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takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 2 takerAsset / makerAsset
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const testOrderWithFeeInMakerAsset1 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(200),
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takerAssetAmount: new BigNumber(200),
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takerFee: new BigNumber(100),
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takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 1 takerAsset / makerAsset
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const testOrderWithFeeInMakerAsset2 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(150),
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takerAssetAmount: new BigNumber(100),
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takerFee: new BigNumber(50),
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takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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// rate: 2.5 takerAsset / makerAsset
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const testOrderWithFeeInMakerAsset3 = testOrderFactory.generateTestSignedOrder({
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makerAssetAmount: new BigNumber(150),
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takerAssetAmount: new BigNumber(250),
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takerFee: new BigNumber(50),
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takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
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makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
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});
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it('correctly sorts by fee adjusted rate (feeless orders)', async () => {
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const orders = [testOrder1, testOrder2, testOrder3];
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const sortedOrders = sortingUtils.sortOrders(orders);
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expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
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});
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it('correctly sorts by fee adjusted rate (takerAsset denominated fee orders)', async () => {
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const orders = [
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testOrderWithFeeInTakerAsset1,
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testOrderWithFeeInTakerAsset2,
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testOrderWithFeeInTakerAsset3,
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];
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const sortedOrders = sortingUtils.sortOrders(orders);
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expect(sortedOrders).to.deep.equal([
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testOrderWithFeeInTakerAsset2,
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testOrderWithFeeInTakerAsset1,
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testOrderWithFeeInTakerAsset3,
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]);
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});
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it('correctly sorts by fee adjusted rate (makerAsset denominated fee orders)', async () => {
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const orders = [
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testOrderWithFeeInMakerAsset1,
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testOrderWithFeeInMakerAsset2,
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testOrderWithFeeInMakerAsset3,
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];
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const sortedOrders = sortingUtils.sortOrders(orders);
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expect(sortedOrders).to.deep.equal([
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testOrderWithFeeInMakerAsset2,
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testOrderWithFeeInMakerAsset1,
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testOrderWithFeeInMakerAsset3,
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]);
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});
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it('correctly sorts by fee adjusted rate (mixed orders)', async () => {
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const orders = [testOrderWithFeeInMakerAsset1, testOrderWithFeeInTakerAsset2, testOrder3];
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const sortedOrders = sortingUtils.sortOrders(orders);
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expect(sortedOrders).to.deep.equal([
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testOrderWithFeeInTakerAsset2,
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testOrderWithFeeInMakerAsset1,
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testOrder3,
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]);
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});
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});
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});
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