mirror of
https://github.com/Xahau/xahau.js.git
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799 lines
27 KiB
JavaScript
799 lines
27 KiB
JavaScript
/* eslint-disable max-len */
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'use strict';
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const _ = require('lodash');
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const assert = require('assert-diff');
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const Remote = require('ripple-lib').Remote;
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const Currency = require('ripple-lib').Currency;
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const Amount = require('ripple-lib').Amount;
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const addresses = require('./fixtures/addresses');
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const fixtures = require('./fixtures/orderbook');
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const IOUValue = require('ripple-lib')._test.IOUValue;
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describe('OrderBook Autobridging', function() {
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this.timeout(0);
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function createRemote() {
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const remote = new Remote();
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remote.isConnected = function() {
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return true;
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};
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return remote;
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}
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it('Initialize IOU/IOU', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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assert.deepEqual(book._legOneBook._currencyGets.to_hex(), Currency.from_json('XRP').to_hex());
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assert.deepEqual(book._legOneBook._currencyPays.to_hex(), Currency.from_json('USD').to_hex());
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assert.deepEqual(book._legTwoBook._currencyGets.to_hex(), Currency.from_json('EUR').to_hex());
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assert.deepEqual(book._legTwoBook._currencyPays.to_hex(), Currency.from_json('XRP').to_hex());
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});
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it('Compute autobridged offers', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '58.61727326122974');
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assert.strictEqual(book._offersAutobridged[0].taker_gets_funded, '17.07639524223001');
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assert.strictEqual(book._offersAutobridged[0].taker_pays_funded, '58.61727326122974');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - leg one partially funded', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legOneOffers[0].owner_funds = '2105863129';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '7.273651248813431');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '24.96789265329184');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - leg two partially funded', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legTwoOffers[0].owner_funds = '10';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '10');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '34.32649132449533');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - leg two transfer rate', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1002000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legTwoOffers[0].owner_funds = '10';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '9.980039920159681');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '34.25797537722665');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - taker funds < leg two in', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legOneOffers[0].owner_funds = '33461561812';
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legTwoOffers[0].owner_funds = '360';
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legTwoOffers[0].TakerGets.value = '170.7639524223001';
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legTwoOffers[0].TakerPays = '49439476610';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '108.6682345172846');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '373.019921005');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - leg one partially funded - owners equal', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legOneOffers[0].owner_funds = '2105863129';
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legTwoOffers[0].Account = legOneOffers[0].Account;
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '58.61727326122974');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - leg one partially funded - owners equal - leg two in > leg one out', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legOneOffers[0].owner_funds = '2105863129';
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legTwoOffers[0].Account = legOneOffers[0].Account;
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legTwoOffers[0].owner_funds = '360';
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legTwoOffers[0].TakerGets.value = '170.7639524223001';
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legTwoOffers[0].TakerPays = '49439476610';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 1);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '108.6682345172846');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '373.0199210049999');
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assert(book._offersAutobridged[0].autobridged);
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});
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it('Compute autobridged offers - leg one consumes leg two fully', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 2);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '58.61727326122974');
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assert(book._offersAutobridged[0].autobridged);
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assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '5.038346688725268');
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assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '314.4026477437702');
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assert(book._offersAutobridged[1].autobridged);
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});
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it('Compute autobridged offers - leg two consumes first leg one offer fully', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 2));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 1));
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legTwoOffers[0].TakerGets.value = '170.7639524223001';
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legTwoOffers[0].TakerPays = '49439476610';
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legTwoOffers[0].owner_funds = '364.0299530003982';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 2);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '108.6682345172846');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '373.019921005');
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assert(book._offersAutobridged[0].autobridged);
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assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '62.0957179050155');
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assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '213.1791399943838');
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assert(book._offersAutobridged[1].autobridged);
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});
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it('Compute autobridged offers - owners equal', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1002000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
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legOneOffers[0].owner_funds = '2105863129';
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legTwoOffers[1].owner_funds = '19.32660005780981';
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legTwoOffers[0].Account = legOneOffers[0].Account;
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 2);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '58.61727326122974');
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assert(book._offersAutobridged[0].autobridged);
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assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '0.4001139945128008');
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assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '24.96789265329184');
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assert(book._offersAutobridged[1].autobridged);
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});
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it('Compute autobridged offers - owners equal - leg one overfunded', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
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issuer_pays: addresses.ISSUER
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});
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book._issuerTransferRate = new IOUValue(1000000000);
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book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
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book._legTwoBook._issuerTransferRate = new IOUValue(1002000000);
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const legOneOffers = _.cloneDeep(fixtures.LEG_ONE_OFFERS.slice(0, 1));
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const legTwoOffers = _.cloneDeep(fixtures.LEG_TWO_OFFERS.slice(0, 2));
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legOneOffers[0].owner_funds = '41461561812';
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legTwoOffers[0].Account = legOneOffers[0].Account;
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legTwoOffers[1].owner_funds = '30';
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book._legOneBook.setOffers(legOneOffers);
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book._legTwoBook.setOffers(legTwoOffers);
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book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
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book.computeAutobridgedOffers();
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assert.strictEqual(book._offersAutobridged.length, 2);
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assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '17.07639524223001');
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assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '58.61727326122974');
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assert(book._offersAutobridged[0].autobridged);
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assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '5.038346688725268');
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assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '314.4026477437702');
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assert(book._offersAutobridged[1].autobridged);
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});
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it('Compute autobridged offers - TakerPays < Quality * TakerGets', function() {
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const book = createRemote().createOrderBook({
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currency_gets: 'EUR',
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issuer_gets: addresses.ISSUER,
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currency_pays: 'USD',
|
|
issuer_pays: addresses.ISSUER
|
|
});
|
|
|
|
book._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
|
|
|
|
book._legOneBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '75',
|
|
TakerPays: {
|
|
value: '50',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
owner_funds: '50',
|
|
quality: '1'
|
|
}
|
|
]);
|
|
|
|
book._legTwoBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '90',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '90',
|
|
owner_funds: '150',
|
|
quality: '1'
|
|
}
|
|
]);
|
|
|
|
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
|
book.computeAutobridgedOffers();
|
|
|
|
assert.strictEqual(book._offersAutobridged.length, 1);
|
|
|
|
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '75');
|
|
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '75');
|
|
|
|
assert(book._offersAutobridged[0].autobridged);
|
|
});
|
|
|
|
it('Compute autobridged offers - update funded amount', function() {
|
|
const book = createRemote().createOrderBook({
|
|
currency_gets: 'EUR',
|
|
issuer_gets: addresses.ISSUER,
|
|
currency_pays: 'USD',
|
|
issuer_pays: addresses.ISSUER
|
|
});
|
|
|
|
book._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
|
|
|
|
book._legOneBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '100',
|
|
TakerPays: {
|
|
value: '100',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
owner_funds: '50',
|
|
quality: '1'
|
|
},
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '50',
|
|
TakerPays: {
|
|
value: '100',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
quality: '2'
|
|
}
|
|
]);
|
|
|
|
book._legTwoBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '90',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '90',
|
|
owner_funds: '150',
|
|
quality: '1'
|
|
},
|
|
{
|
|
Account: addresses.OTHER_ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '30',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '60',
|
|
owner_funds: '70',
|
|
quality: '2'
|
|
}
|
|
]);
|
|
|
|
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
|
book.computeAutobridgedOffers();
|
|
|
|
assert.strictEqual(book._offersAutobridged.length, 3);
|
|
|
|
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '90');
|
|
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '90');
|
|
|
|
assert(book._offersAutobridged[0].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '5');
|
|
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '10');
|
|
|
|
assert(book._offersAutobridged[1].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[2].TakerGets.value, '20');
|
|
assert.strictEqual(book._offersAutobridged[2].TakerPays.value, '80');
|
|
|
|
assert(book._offersAutobridged[2].autobridged);
|
|
});
|
|
|
|
it('Compute autobridged offers - update funded amount - owners equal', function() {
|
|
const book = createRemote().createOrderBook({
|
|
currency_gets: 'EUR',
|
|
issuer_gets: addresses.ISSUER,
|
|
currency_pays: 'USD',
|
|
issuer_pays: addresses.ISSUER
|
|
});
|
|
|
|
book._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
|
|
|
|
book._legOneBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '100',
|
|
TakerPays: {
|
|
value: '100',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
owner_funds: '50',
|
|
quality: '1'
|
|
},
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '20',
|
|
TakerPays: {
|
|
value: '100',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
quality: '5'
|
|
}
|
|
]);
|
|
|
|
book._legTwoBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '90',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '90',
|
|
owner_funds: '150',
|
|
quality: '1'
|
|
},
|
|
{
|
|
Account: addresses.OTHER_ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '30',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '60',
|
|
owner_funds: '70',
|
|
quality: '2'
|
|
}
|
|
]);
|
|
|
|
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
|
book.computeAutobridgedOffers();
|
|
|
|
assert.strictEqual(book._offersAutobridged.length, 3);
|
|
|
|
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '90');
|
|
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '90');
|
|
|
|
assert(book._offersAutobridged[0].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '5');
|
|
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '10');
|
|
|
|
assert(book._offersAutobridged[1].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[2].TakerGets.value, '10');
|
|
assert.strictEqual(book._offersAutobridged[2].TakerPays.value, '100');
|
|
|
|
assert(book._offersAutobridged[2].autobridged);
|
|
});
|
|
|
|
it('Compute autobridged offers - update funded amount - first two owners equal', function() {
|
|
const book = createRemote().createOrderBook({
|
|
currency_gets: 'EUR',
|
|
issuer_gets: addresses.ISSUER,
|
|
currency_pays: 'USD',
|
|
issuer_pays: addresses.ISSUER
|
|
});
|
|
|
|
book._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
|
|
|
|
book._legOneBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '100',
|
|
TakerPays: {
|
|
value: '100',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
owner_funds: '50',
|
|
quality: '1'
|
|
},
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '100',
|
|
TakerPays: {
|
|
value: '200',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
quality: '2'
|
|
}
|
|
]);
|
|
|
|
book._legTwoBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '90',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '90',
|
|
owner_funds: '150',
|
|
quality: '1'
|
|
},
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '30',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '60',
|
|
quality: '2'
|
|
},
|
|
{
|
|
Account: addresses.OTHER_ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '20',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '40',
|
|
owner_funds: '70',
|
|
quality: '2'
|
|
}
|
|
]);
|
|
|
|
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
|
book.computeAutobridgedOffers();
|
|
|
|
assert.strictEqual(book._offersAutobridged.length, 4);
|
|
|
|
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '90');
|
|
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '90');
|
|
|
|
assert(book._offersAutobridged[0].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[1].TakerGets.value, '5');
|
|
assert.strictEqual(book._offersAutobridged[1].TakerPays.value, '10');
|
|
|
|
assert(book._offersAutobridged[1].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[2].TakerGets.value, '25');
|
|
assert.strictEqual(book._offersAutobridged[2].TakerPays.value, '100');
|
|
|
|
assert(book._offersAutobridged[2].autobridged);
|
|
|
|
assert.strictEqual(book._offersAutobridged[3].TakerGets.value, '20');
|
|
assert.strictEqual(book._offersAutobridged[3].TakerPays.value, '80');
|
|
|
|
assert(book._offersAutobridged[3].autobridged);
|
|
});
|
|
|
|
it('Compute autobridged offers - unfunded offer - owners equal', function() {
|
|
const book = createRemote().createOrderBook({
|
|
currency_gets: 'EUR',
|
|
issuer_gets: addresses.ISSUER,
|
|
currency_pays: 'USD',
|
|
issuer_pays: addresses.ISSUER
|
|
});
|
|
|
|
book._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legOneBook._issuerTransferRate = new IOUValue(1000000000);
|
|
book._legTwoBook._issuerTransferRate = new IOUValue(1000000000);
|
|
|
|
book._legOneBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: '75',
|
|
TakerPays: {
|
|
value: '75',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'USD'
|
|
},
|
|
owner_funds: '0',
|
|
quality: '1'
|
|
}
|
|
]);
|
|
|
|
book._legTwoBook.setOffers([
|
|
{
|
|
Account: addresses.ACCOUNT,
|
|
BookDirectory: '3B95C29205977C2136BBC70F21895F8C8F471C8522BF446E570463F9CDB31517',
|
|
TakerGets: {
|
|
value: '90',
|
|
issuer: addresses.ISSUER,
|
|
currency: 'EUR'
|
|
},
|
|
TakerPays: '90',
|
|
owner_funds: '150',
|
|
quality: '1'
|
|
}
|
|
]);
|
|
|
|
book._gotOffersFromLegOne = book._gotOffersFromLegTwo = true;
|
|
book.computeAutobridgedOffers();
|
|
|
|
assert.strictEqual(book._offersAutobridged.length, 1);
|
|
|
|
assert.strictEqual(book._offersAutobridged[0].TakerGets.value, '75');
|
|
assert.strictEqual(book._offersAutobridged[0].TakerPays.value, '75');
|
|
|
|
assert(book._offersAutobridged[0].autobridged);
|
|
});
|
|
});
|