protocol/packages/asset-swapper/test/sorting_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

135 lines
6.1 KiB
TypeScript

import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import 'mocha';
import { sortingUtils } from '../src/utils/sorting_utils';
import { chaiSetup } from './utils/chai_setup';
import { testOrderFactory } from './utils/test_order_factory';
chaiSetup.configure();
const expect = chai.expect;
const FAKE_ERC20_TAKER_ASSET_DATA = '0xf47261b02222222222222222222222222222222222222222222222222222222222222222';
const FAKE_ERC20_MAKER_ASSET_DATA = '0xf47261b01111111111111111111111111111111111111111111111111111111111111111';
describe('sortingUtils', () => {
describe('#sortOrders', () => {
// rate: 2 takerAsset / makerAsset
const testOrder1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 1 takerAsset / makerAsset
const testOrder2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2.5 takerAsset / makerAsset
const testOrder3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(250),
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2 takerAsset / makerAsset
const testOrderWithFeeInTakerAsset1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(100),
takerFee: new BigNumber(100),
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 1 takerAsset / makerAsset
const testOrderWithFeeInTakerAsset2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(50),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2.5 takerAsset / makerAsset
const testOrderWithFeeInTakerAsset3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(100),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2 takerAsset / makerAsset
const testOrderWithFeeInMakerAsset1 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(200),
takerAssetAmount: new BigNumber(200),
takerFee: new BigNumber(100),
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 1 takerAsset / makerAsset
const testOrderWithFeeInMakerAsset2 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(150),
takerAssetAmount: new BigNumber(100),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
// rate: 2.5 takerAsset / makerAsset
const testOrderWithFeeInMakerAsset3 = testOrderFactory.generateTestSignedOrder({
makerAssetAmount: new BigNumber(150),
takerAssetAmount: new BigNumber(250),
takerFee: new BigNumber(50),
takerFeeAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
takerAssetData: FAKE_ERC20_TAKER_ASSET_DATA,
makerAssetData: FAKE_ERC20_MAKER_ASSET_DATA,
});
it('correctly sorts by fee adjusted rate (feeless orders)', async () => {
const orders = [testOrder1, testOrder2, testOrder3];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([testOrder2, testOrder1, testOrder3]);
});
it('correctly sorts by fee adjusted rate (takerAsset denominated fee orders)', async () => {
const orders = [
testOrderWithFeeInTakerAsset1,
testOrderWithFeeInTakerAsset2,
testOrderWithFeeInTakerAsset3,
];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([
testOrderWithFeeInTakerAsset2,
testOrderWithFeeInTakerAsset1,
testOrderWithFeeInTakerAsset3,
]);
});
it('correctly sorts by fee adjusted rate (makerAsset denominated fee orders)', async () => {
const orders = [
testOrderWithFeeInMakerAsset1,
testOrderWithFeeInMakerAsset2,
testOrderWithFeeInMakerAsset3,
];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([
testOrderWithFeeInMakerAsset2,
testOrderWithFeeInMakerAsset1,
testOrderWithFeeInMakerAsset3,
]);
});
it('correctly sorts by fee adjusted rate (mixed orders)', async () => {
const orders = [testOrderWithFeeInMakerAsset1, testOrderWithFeeInTakerAsset2, testOrder3];
const sortedOrders = sortingUtils.sortOrders(orders);
expect(sortedOrders).to.deep.equal([
testOrderWithFeeInTakerAsset2,
testOrderWithFeeInMakerAsset1,
testOrder3,
]);
});
});
});