xahau.js/test/api/getOrderbook/index.ts

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/api/index.ts" for more information about the test runner.
 */
export default <TestSuite>{
  'normal': async (api, address) => {
    const response = await api.getOrderbook(
      address,
      requests.getOrderbook.normal,
      {limit: 20}
    )
    assertResultMatch(response, responses.getOrderbook.normal, 'getOrderbook')
  },

  'invalid options': async (api, address) => {
    assertRejects(
      api.getOrderbook(address, requests.getOrderbook.normal, {
        // @ts-ignore
        invalid: 'options'
      }),
      api.errors.ValidationError
    )
  },

  'with XRP': async (api, address) => {
    const response = await api.getOrderbook(
      address,
      requests.getOrderbook.withXRP
    )
    assertResultMatch(response, responses.getOrderbook.withXRP, 'getOrderbook')
  },

  'sample XRP/JPY book has orders sorted correctly': async (api, address) => {
    const orderbookInfo = {
      base: {
        // the first currency in pair
        currency: 'XRP'
      },
      counter: {
        currency: 'JPY',
        counterparty: 'rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS'
      }
    }
    const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR'
    const response = await api.getOrderbook(myAddress, orderbookInfo)
    assert.deepStrictEqual([], response.bids)
    checkSortingOfOrders(response.asks)
  },

  'sample USD/XRP book has orders sorted correctly': async (api, address) => {
    const orderbookInfo = {
      counter: {currency: 'XRP'},
      base: {
        currency: 'USD',
        counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B'
      }
    }
    const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR'
    const response = await api.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 (api, address) => {
    const response = await api.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 (api, address) => {
    const response = await api.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 (api, address) => {
    const response = await api.getOrderbook(
      address,
      requests.getOrderbook.normal
    )
    assert(response.bids.every(bid => bid.specification.direction === 'buy'))
    assert(response.asks.every(ask => ask.specification.direction === 'sell'))
  }
}