import assert from 'assert-diff' import responses from '../../fixtures/responses' import requests from '../../fixtures/requests' import {TestSuite, assertResultMatch, assertRejects} from '../../utils' import BigNumber from 'bignumber.js' function checkSortingOfOrders(orders) { let previousRate = '0' for (var i = 0; i < orders.length; i++) { const order = orders[i] let rate // We calculate the quality of output/input here as a test. // This won't hold in general because when output and input amounts get tiny, // the quality can differ significantly. However, the offer stays in the // order book where it was originally placed. It would be more consistent // to check the quality from the offer book, but for the test data set, // this calculation holds. if (order.specification.direction === 'buy') { rate = new BigNumber(order.specification.quantity.value) .dividedBy(order.specification.totalPrice.value) .toString() } else { rate = new BigNumber(order.specification.totalPrice.value) .dividedBy(order.specification.quantity.value) .toString() } assert( new BigNumber(rate).isGreaterThanOrEqualTo(previousRate), 'Rates must be sorted from least to greatest: ' + rate + ' should be >= ' + previousRate ) previousRate = rate } return true } /** * Every test suite exports their tests in the default object. * - Check out the "TestSuite" type for documentation on the interface. * - Check out "test/client/index.ts" for more information about the test runner. */ export default { 'normal': async (client, address) => { const response = await client.getOrderbook( address, requests.getOrderbook.normal, {limit: 20} ) assertResultMatch(response, responses.getOrderbook.normal, 'getOrderbook') }, 'invalid options': async (client, address) => { assertRejects( client.getOrderbook(address, requests.getOrderbook.normal, { // @ts-ignore invalid: 'options' }), client.errors.ValidationError ) }, 'with XRP': async (client, address) => { const response = await client.getOrderbook( address, requests.getOrderbook.withXRP ) assertResultMatch(response, responses.getOrderbook.withXRP, 'getOrderbook') }, 'sample XRP/JPY book has orders sorted correctly': async (client, address) => { const orderbookInfo = { base: { // the first currency in pair currency: 'XRP' }, counter: { currency: 'JPY', counterparty: 'rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS' } } const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR' const response = await client.getOrderbook(myAddress, orderbookInfo) assert.deepStrictEqual([], response.bids) checkSortingOfOrders(response.asks) }, 'sample USD/XRP book has orders sorted correctly': async (client, address) => { const orderbookInfo = { counter: {currency: 'XRP'}, base: { currency: 'USD', counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' } } const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR' const response = await client.getOrderbook(myAddress, orderbookInfo) checkSortingOfOrders(response.bids) checkSortingOfOrders(response.asks) }, // WARNING: This test fails to catch the sorting bug, issue #766 'sorted so that best deals come first [bad test]': async (client, address) => { const response = await client.getOrderbook( address, requests.getOrderbook.normal ) const bidRates = response.bids.map( (bid) => bid.properties.makerExchangeRate ) const askRates = response.asks.map( (ask) => ask.properties.makerExchangeRate ) // makerExchangeRate = quality = takerPays.value/takerGets.value // so the best deal for the taker is the lowest makerExchangeRate // bids and asks should be sorted so that the best deals come first assert.deepEqual( bidRates.sort((x) => Number(x)), bidRates ) assert.deepEqual( askRates.sort((x) => Number(x)), askRates ) }, 'currency & counterparty are correct': async (client, address) => { const response = await client.getOrderbook( address, requests.getOrderbook.normal ) ;[...response.bids, ...response.asks].forEach((order) => { const quantity = order.specification.quantity const totalPrice = order.specification.totalPrice const {base, counter} = requests.getOrderbook.normal assert.strictEqual(quantity.currency, base.currency) assert.strictEqual(quantity.counterparty, base.counterparty) assert.strictEqual(totalPrice.currency, counter.currency) assert.strictEqual(totalPrice.counterparty, counter.counterparty) }) }, 'direction is correct for bids and asks': async (client, address) => { const response = await client.getOrderbook( address, requests.getOrderbook.normal ) assert(response.bids.every((bid) => bid.specification.direction === 'buy')) assert(response.asks.every((ask) => ask.specification.direction === 'sell')) } }