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simulate-fill-ask-order.js
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simulate-fill-ask-order.js
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/* eslint-env mocha */
"use strict";
var assert = require("chai").assert;
var BigNumber = require("bignumber.js");
var simulateFillAskOrder = require("../../../../src/trading/simulation/simulate-fill-ask-order");
var constants = require("../../../../src/constants");
var ZERO = constants.ZERO;
describe("trading/simulation/simulate-fill-ask-order", function () {
var test = function (t) {
it(t.description, function () {
var output;
try {
output = simulateFillAskOrder(t.params.sharesToCover, t.params.minPrice, t.params.maxPrice, t.params.marketCreatorFeeRate, t.params.reportingFeeRate, t.params.shouldCollectReportingFees, t.params.matchingSortedAsks, t.params.outcome, t.params.shareBalances);
} catch (exc) {
output = exc;
}
t.assertions(output);
});
};
test({
description: "maker closing long, taker closing short",
params: {
sharesToCover: new BigNumber("3", 10),
minPrice: ZERO,
maxPrice: new BigNumber("1", 10),
marketCreatorFeeRate: ZERO,
reportingFeeRate: new BigNumber("0.01", 10),
shouldCollectReportingFees: 1,
matchingSortedAsks: [{
amount: "2",
fullPrecisionPrice: "0.7",
sharesEscrowed: "2",
}],
outcome: 0,
shareBalances: [ZERO, new BigNumber("5", 10)],
},
assertions: function (output) {
assert.deepEqual(output, {
sharesFilled: new BigNumber("2", 10),
sharesToCover: new BigNumber("1", 10),
settlementFees: new BigNumber("0.006", 10),
worstCaseFees: new BigNumber("0.006", 10),
otherSharesDepleted: new BigNumber("2", 10),
tokensDepleted: ZERO,
shareBalances: [ZERO, new BigNumber("3", 10)],
});
},
});
test({
description: "maker closing long, taker opening long",
params: {
sharesToCover: new BigNumber("2", 10),
minPrice: ZERO,
maxPrice: new BigNumber("1", 10),
marketCreatorFeeRate: ZERO,
reportingFeeRate: new BigNumber("0.01", 10),
shouldCollectReportingFees: 1,
matchingSortedAsks: [{
amount: "2",
fullPrecisionPrice: "0.7",
sharesEscrowed: "2",
}],
outcome: 0,
shareBalances: [ZERO, ZERO],
},
assertions: function (output) {
assert.deepEqual(output, {
sharesFilled: new BigNumber("2", 10),
sharesToCover: ZERO,
settlementFees: ZERO,
worstCaseFees: ZERO,
otherSharesDepleted: ZERO,
tokensDepleted: new BigNumber("1.4", 10),
shareBalances: [new BigNumber("2", 10), ZERO],
});
},
});
test({
description: "maker opening short, taker closing short",
params: {
sharesToCover: new BigNumber("1.5", 10),
minPrice: ZERO,
maxPrice: new BigNumber("1", 10),
marketCreatorFeeRate: ZERO,
reportingFeeRate: new BigNumber("0.01", 10),
shouldCollectReportingFees: 1,
matchingSortedAsks: [{
amount: "2",
fullPrecisionPrice: "0.7",
sharesEscrowed: "0",
}],
outcome: 0,
shareBalances: [ZERO, new BigNumber("5", 10)],
},
assertions: function (output) {
assert.deepEqual(output, {
sharesFilled: new BigNumber("1.5", 10),
sharesToCover: ZERO,
settlementFees: ZERO,
worstCaseFees: ZERO,
otherSharesDepleted: new BigNumber("1.5", 10),
tokensDepleted: ZERO,
shareBalances: [ZERO, new BigNumber("3.5", 10)],
});
},
});
test({
description: "maker opening short, taker opening long",
params: {
sharesToCover: new BigNumber("2", 10),
minPrice: ZERO,
maxPrice: new BigNumber("1", 10),
marketCreatorFeeRate: ZERO,
reportingFeeRate: new BigNumber("0.01", 10),
shouldCollectReportingFees: 1,
matchingSortedAsks: [{
amount: "2",
fullPrecisionPrice: "0.7",
sharesEscrowed: "0",
}],
outcome: 0,
shareBalances: [ZERO, ZERO],
},
assertions: function (output) {
assert.deepEqual(output, {
sharesFilled: new BigNumber("2", 10),
sharesToCover: ZERO,
settlementFees: ZERO,
worstCaseFees: ZERO,
otherSharesDepleted: ZERO,
tokensDepleted: new BigNumber("1.4", 10),
shareBalances: [new BigNumber("2", 10), ZERO],
});
},
});
});