Files
xahau.js/test/client/getOrderbook.ts
Nathan Nichols 8b95ee5fab build: Initial linting setup (#1560)
* sets up linting config and runs `yarn lint --fix` once, so that all changes will show up correctly in future PRs.

* Note that there are still a lot of linter errors.
2021-10-04 14:10:10 -04:00

220 lines
7.0 KiB
TypeScript

import assert from "assert-diff";
import { BookOffersRequest } from "../../src";
import requests from "../fixtures/requests";
import responses from "../fixtures/responses";
import rippled from "../fixtures/rippled";
import { TestSuite, assertResultMatch, assertRejects } from "../testUtils";
// 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
// }
function isUSD(currency: string) {
return (
currency === "USD" ||
currency === "0000000000000000000000005553440000000000"
);
}
function isBTC(currency: string) {
return (
currency === "BTC" ||
currency === "0000000000000000000000004254430000000000"
);
}
function normalRippledResponse(request: BookOffersRequest): object {
if (
isBTC(request.taker_gets.currency) &&
isUSD(request.taker_pays.currency)
) {
return rippled.book_offers.fabric.requestBookOffersBidsResponse(request);
}
if (
isUSD(request.taker_gets.currency) &&
isBTC(request.taker_pays.currency)
) {
return rippled.book_offers.fabric.requestBookOffersAsksResponse(request);
}
return {};
}
function xrpRippledResponse(request: BookOffersRequest): object {
if (request.taker_pays.issuer === "rp8rJYTpodf8qbSCHVTNacf8nSW8mRakFw") {
return rippled.book_offers.xrp_usd;
}
if (request.taker_gets.issuer === "rp8rJYTpodf8qbSCHVTNacf8nSW8mRakFw") {
return rippled.book_offers.usd_xrp;
}
return {};
}
/**
* 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 <TestSuite>{
async normal(client, address, mockRippled) {
mockRippled.addResponse({ command: "book_offers" }, normalRippledResponse);
const response = await client.getOrderbook(
address,
requests.getOrderbook.normal,
{ limit: 20 }
);
assertResultMatch(response, responses.getOrderbook.normal, "getOrderbook");
},
"invalid options": async (client, address, mockRippled) => {
mockRippled.addResponse({ command: "book_offers" }, normalRippledResponse);
assertRejects(
client.getOrderbook(address, requests.getOrderbook.normal, {
// @ts-expect-error
invalid: "options",
}),
client.errors.ValidationError
);
},
"with XRP": async (client, address, mockRippled) => {
mockRippled.addResponse({ command: "book_offers" }, xrpRippledResponse);
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, mockRippled) => {
// 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, mockRippled) => {
// 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,
mockRippled
) => {
mockRippled.addResponse({ command: "book_offers" }, normalRippledResponse);
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,
mockRippled
) => {
mockRippled.addResponse({ command: "book_offers" }, normalRippledResponse);
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,
mockRippled
) => {
mockRippled.addResponse({ command: "book_offers" }, normalRippledResponse);
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")
);
},
};