capitalisk-dex 18.3.2 → 18.3.3

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Files changed (8) hide show
  1. package/LICENSE +661 -661
  2. package/README.md +104 -104
  3. package/big-int-calculator.js +30 -30
  4. package/index.js +17 -2
  5. package/package.json +1 -1
  6. package/test/trade-engine.js +563 -563
  7. package/trade-engine.js +416 -416
  8. package/utils.js +16 -16
package/test/trade-engine.js CHANGED
@@ -1,563 +1,563 @@
1
- const assert = require('assert');
2
- const TradeEngine = require('../trade-engine');
3
-
4
- describe('TradeEngine unit tests', async () => {
5
- let tradeEngine;
6
-
7
- beforeEach(async () => {
8
- tradeEngine = new TradeEngine({
9
- baseCurrency: 'lsk',
10
- quoteCurrency: 'clsk',
11
- baseOrderHeightExpiry: 100,
12
- quoteOrderHeightExpiry: 100,
13
- priceDecimalPrecision: 5
14
- });
15
- });
16
-
17
- describe('Order matching', async () => {
18
-
19
- it('Bid order is made with greater size but same price as ask', async () => {
20
- let result;
21
-
22
- result = tradeEngine.addOrder({
23
- id: 'order0',
24
- type: 'limit',
25
- price: .1,
26
- sourceChain: 'clsk',
27
- targetChain: 'lsk',
28
- height: 1,
29
- targetWalletAddress: '22245678912345678222L',
30
- senderAddress: '11111111111222222222L',
31
- side: 'ask',
32
- size: 100
33
- });
34
-
35
- result = tradeEngine.addOrder({
36
- id: 'order1',
37
- type: 'limit',
38
- price: .1,
39
- sourceChain: 'lsk',
40
- targetChain: 'clsk',
41
- height: 1,
42
- targetWalletAddress: '11145678912345678111L',
43
- senderAddress: '22222222211111111111L',
44
- side: 'bid',
45
- value: 100
46
- });
47
-
48
- assert.equal(result.takeSize, 100);
49
- assert.equal(result.taker.id, 'order1');
50
- assert.equal(result.taker.valueRemaining, 90);
51
- });
52
-
53
- it('Bid order is made with greater size and higher price than ask', async () => {
54
- let result;
55
-
56
- result = tradeEngine.addOrder({
57
- id: 'order0',
58
- type: 'limit',
59
- price: .1,
60
- sourceChain: 'clsk',
61
- targetChain: 'lsk',
62
- height: 1,
63
- targetWalletAddress: '22245678912345678222L',
64
- senderAddress: '11111111111222222222L',
65
- side: 'ask',
66
- size: 100
67
- });
68
-
69
- result = tradeEngine.addOrder({
70
- id: 'order1',
71
- type: 'limit',
72
- price: .2,
73
- sourceChain: 'lsk',
74
- targetChain: 'clsk',
75
- height: 1,
76
- targetWalletAddress: '11145678912345678111L',
77
- senderAddress: '33311111111222222333L',
78
- side: 'bid',
79
- value: 200
80
- });
81
-
82
- assert.equal(result.takeSize, 100);
83
- assert.equal(result.takeValue, 10);
84
- assert.equal(result.taker.id, 'order1');
85
- assert.equal(result.taker.value, 200);
86
- });
87
-
88
- it('Multiple bid orders in series', async () => {
89
- let result;
90
-
91
- result = tradeEngine.addOrder({
92
- id: 'order0',
93
- type: 'limit',
94
- price: .5,
95
- sourceChain: 'clsk',
96
- targetChain: 'lsk',
97
- height: 1,
98
- targetWalletAddress: '22245678912345678222L',
99
- senderAddress: '11111111111222222222L',
100
- side: 'ask',
101
- size: 4000
102
- });
103
-
104
- result = tradeEngine.addOrder({
105
- id: 'order1',
106
- type: 'limit',
107
- price: .5,
108
- sourceChain: 'lsk',
109
- targetChain: 'clsk',
110
- height: 1,
111
- targetWalletAddress: '11145678912345678111L',
112
- senderAddress: '44411111111222222444L',
113
- side: 'bid',
114
- value: 4
115
- });
116
-
117
- assert.equal(result.makers[0].lastValueTaken, 4);
118
-
119
- result = tradeEngine.addOrder({
120
- id: 'order2',
121
- type: 'limit',
122
- price: .5,
123
- sourceChain: 'lsk',
124
- targetChain: 'clsk',
125
- height: 1,
126
- targetWalletAddress: '11145678912345678111L',
127
- senderAddress: '55511111111222222555L',
128
- side: 'bid',
129
- value: 20
130
- });
131
-
132
- assert.equal(result.makers[0].lastValueTaken, 20);
133
-
134
- result = tradeEngine.addOrder({
135
- id: 'order3',
136
- type: 'limit',
137
- price: .5,
138
- sourceChain: 'lsk',
139
- targetChain: 'clsk',
140
- height: 1,
141
- targetWalletAddress: '11145678912345678111L',
142
- senderAddress: '66611111111222222666L',
143
- side: 'bid',
144
- value: 6
145
- });
146
-
147
- assert.equal(result.makers[0].lastValueTaken, 6);
148
- });
149
-
150
- it('Order with the same ID is not added', async () => {
151
- let result;
152
-
153
- result = tradeEngine.addOrder({
154
- id: 'order0',
155
- type: 'limit',
156
- price: .1,
157
- sourceChain: 'clsk',
158
- targetChain: 'lsk',
159
- height: 1,
160
- targetWalletAddress: '22245678912345678222L',
161
- senderAddress: '11111111111222222222L',
162
- side: 'ask',
163
- size: 100
164
- });
165
-
166
- let error = null;
167
-
168
- try {
169
- result = tradeEngine.addOrder({
170
- id: 'order0',
171
- type: 'limit',
172
- price: .1,
173
- sourceChain: 'clsk',
174
- targetChain: 'lsk',
175
- height: 2,
176
- targetWalletAddress: '22245678912345678222L',
177
- senderAddress: '55511111111222222777L',
178
- side: 'ask',
179
- size: 1000
180
- });
181
- } catch (err) {
182
- error = err;
183
- }
184
-
185
- assert.notEqual(error, null);
186
- assert.equal(error.name, 'DuplicateOrderError');
187
- });
188
-
189
- it('Can get bid and ask iterators', async () => {
190
- let result;
191
-
192
- result = tradeEngine.addOrder({
193
- id: 'order0',
194
- type: 'limit',
195
- price: .5,
196
- sourceChain: 'clsk',
197
- targetChain: 'lsk',
198
- height: 1,
199
- targetWalletAddress: '22245678912345678222L',
200
- senderAddress: '11111111111222222222L',
201
- side: 'ask',
202
- size: 100
203
- });
204
-
205
- result = tradeEngine.addOrder({
206
- id: 'order1',
207
- type: 'limit',
208
- price: .7,
209
- sourceChain: 'clsk',
210
- targetChain: 'lsk',
211
- height: 1,
212
- targetWalletAddress: '22245678912345678222L',
213
- senderAddress: '11111111111222222222L',
214
- side: 'ask',
215
- size: 100
216
- });
217
-
218
- result = tradeEngine.addOrder({
219
- id: 'order2',
220
- type: 'limit',
221
- price: .6,
222
- sourceChain: 'clsk',
223
- targetChain: 'lsk',
224
- height: 1,
225
- targetWalletAddress: '22245678912345678222L',
226
- senderAddress: '11111111111222222222L',
227
- side: 'ask',
228
- size: 100
229
- });
230
-
231
- result = tradeEngine.addOrder({
232
- id: 'order3',
233
- type: 'limit',
234
- price: .4,
235
- sourceChain: 'clsk',
236
- targetChain: 'lsk',
237
- height: 1,
238
- targetWalletAddress: '22245678912345678222L',
239
- senderAddress: '11111111111222222222L',
240
- side: 'bid',
241
- value: 100
242
- });
243
-
244
- result = tradeEngine.addOrder({
245
- id: 'order4',
246
- type: 'limit',
247
- price: .2,
248
- sourceChain: 'clsk',
249
- targetChain: 'lsk',
250
- height: 1,
251
- targetWalletAddress: '22245678912345678222L',
252
- senderAddress: '11111111111222222222L',
253
- side: 'bid',
254
- value: 100
255
- });
256
-
257
- result = tradeEngine.addOrder({
258
- id: 'order5',
259
- type: 'limit',
260
- price: .3,
261
- sourceChain: 'clsk',
262
- targetChain: 'lsk',
263
- height: 1,
264
- targetWalletAddress: '22245678912345678222L',
265
- senderAddress: '11111111111222222222L',
266
- side: 'bid',
267
- value: 100
268
- });
269
-
270
- let bidOrders = [...tradeEngine.getBidIteratorFromMax()];
271
- let askOrders = [...tradeEngine.getAskIteratorFromMin()];
272
-
273
- assert.equal(JSON.stringify(bidOrders.map(bid => bid.price)), JSON.stringify([.4, .3, .2]));
274
- assert.equal(JSON.stringify(askOrders.map(ask => ask.price)), JSON.stringify([.5, .6, .7]));
275
- });
276
-
277
- it('Can get and set snapshot of the order book', async () => {
278
- let result;
279
-
280
- result = tradeEngine.addOrder({
281
- id: 'order0',
282
- type: 'limit',
283
- price: .5,
284
- sourceChain: 'clsk',
285
- targetChain: 'lsk',
286
- height: 1,
287
- targetWalletAddress: '22245678912345678222L',
288
- senderAddress: '11111111111222222222L',
289
- side: 'ask',
290
- size: 100
291
- });
292
-
293
- result = tradeEngine.addOrder({
294
- id: 'order1',
295
- type: 'limit',
296
- price: .5,
297
- sourceChain: 'lsk',
298
- targetChain: 'clsk',
299
- height: 1,
300
- targetWalletAddress: '11145678912345678111L',
301
- senderAddress: '88811111111222222333L',
302
- side: 'bid',
303
- value: 4
304
- });
305
-
306
- result = tradeEngine.addOrder({
307
- id: 'order2',
308
- type: 'limit',
309
- price: .5,
310
- sourceChain: 'lsk',
311
- targetChain: 'clsk',
312
- height: 1,
313
- targetWalletAddress: '11145678912345678111L',
314
- senderAddress: '11555111111222226662L',
315
- side: 'bid',
316
- value: 20
317
- });
318
-
319
- let snapshot = tradeEngine.getSnapshot();
320
- tradeEngine.clear();
321
-
322
- let snapshotAfterClear = tradeEngine.getSnapshot();
323
-
324
- assert.equal(JSON.stringify(snapshotAfterClear.askLimitOrders), '[]');
325
- assert.equal(JSON.stringify(snapshotAfterClear.bidLimitOrders), '[]');
326
-
327
- tradeEngine.setSnapshot(snapshot);
328
-
329
- result = tradeEngine.addOrder({
330
- id: 'order3',
331
- type: 'limit',
332
- price: .5,
333
- sourceChain: 'lsk',
334
- targetChain: 'clsk',
335
- height: 1,
336
- targetWalletAddress: '11145678912345678111L',
337
- senderAddress: '77711111111222442222L',
338
- side: 'bid',
339
- value: 6
340
- });
341
-
342
- assert.equal(result.makers[0].lastValueTaken, 6);
343
-
344
- result = tradeEngine.addOrder({
345
- id: 'order4',
346
- type: 'limit',
347
- price: .5,
348
- sourceChain: 'lsk',
349
- targetChain: 'clsk',
350
- height: 1,
351
- targetWalletAddress: '11145678912345678111L',
352
- senderAddress: '33331111111222222999L',
353
- side: 'bid',
354
- value: 25
355
- });
356
- assert.equal(result.makers[0].lastValueTaken, 20);
357
- });
358
-
359
- it('The lastSize and lastSizeTaken property should be updated on both taker and makers', async () => {
360
- let result;
361
-
362
- result = tradeEngine.addOrder({
363
- id: 'order0',
364
- type: 'limit',
365
- price: .5,
366
- sourceChain: 'lsk',
367
- targetChain: 'clsk',
368
- height: 1,
369
- targetWalletAddress: '22245678912345678222L',
370
- senderAddress: '11111111111222222222L',
371
- side: 'bid',
372
- value: 140000
373
- });
374
-
375
- result = tradeEngine.addOrder({
376
- id: 'order841',
377
- type: 'limit',
378
- price: .55,
379
- sourceChain: 'clsk',
380
- targetChain: 'lsk',
381
- height: 1,
382
- targetWalletAddress: '11145678912345678111L',
383
- senderAddress: '22222222211111111111L',
384
- side: 'ask',
385
- size: 11800
386
- });
387
-
388
- result = tradeEngine.addOrder({
389
- id: 'order3',
390
- type: 'limit',
391
- price: .6,
392
- sourceChain: 'clsk',
393
- targetChain: 'lsk',
394
- height: 1,
395
- targetWalletAddress: '11145678912345678111L',
396
- senderAddress: '22222222211111111111L',
397
- side: 'ask',
398
- size: 16700
399
- });
400
-
401
- result = tradeEngine.addOrder({
402
- id: 'order567',
403
- type: 'limit',
404
- price: .56,
405
- sourceChain: 'lsk',
406
- targetChain: 'clsk',
407
- height: 1,
408
- targetWalletAddress: '11145678912345678111L',
409
- senderAddress: '22222222211111111111L',
410
- side: 'bid',
411
- value: 19992
412
- });
413
-
414
- result = tradeEngine.addOrder({
415
- id: 'order630',
416
- type: 'limit',
417
- price: .56,
418
- sourceChain: 'clsk',
419
- targetChain: 'lsk',
420
- height: 1,
421
- targetWalletAddress: '11145678912345678111L',
422
- senderAddress: '22222222211111111111L',
423
- side: 'ask',
424
- size: 60000
425
- });
426
-
427
- assert.notEqual(result.makers[0], null);
428
- assert.equal(Math.round(Number(result.makers[0].lastSizeTaken)), 24110);
429
- });
430
-
431
- it('Market bid order', async () => {
432
- let result;
433
-
434
- result = tradeEngine.addOrder({
435
- id: 'order0',
436
- type: 'limit',
437
- price: .5,
438
- sourceChain: 'clsk',
439
- targetChain: 'lsk',
440
- height: 1,
441
- targetWalletAddress: '22245678912345678222L',
442
- senderAddress: '11111111111222222222L',
443
- side: 'ask',
444
- size: 100
445
- });
446
-
447
- result = tradeEngine.addOrder({
448
- id: 'order1',
449
- type: 'market',
450
- sourceChain: 'lsk',
451
- targetChain: 'clsk',
452
- height: 1,
453
- targetWalletAddress: '11145678912345678111L',
454
- senderAddress: '22222222211111111111L',
455
- side: 'bid',
456
- value: 10
457
- });
458
-
459
- assert.equal(result.takeSize, 20);
460
- assert.equal(result.takeValue, 10);
461
- assert.equal(result.taker.id, 'order1');
462
- assert.equal(result.taker.valueRemaining, 0);
463
- });
464
-
465
- it('Market ask order', async () => {
466
- let result;
467
-
468
- result = tradeEngine.addOrder({
469
- id: 'order0',
470
- type: 'limit',
471
- price: .5,
472
- sourceChain: 'lsk',
473
- targetChain: 'clsk',
474
- height: 1,
475
- targetWalletAddress: '22245678912345678222L',
476
- senderAddress: '11111111111222222222L',
477
- side: 'bid',
478
- value: 50
479
- });
480
-
481
- result = tradeEngine.addOrder({
482
- id: 'order1',
483
- type: 'market',
484
- sourceChain: 'clsk',
485
- targetChain: 'lsk',
486
- height: 1,
487
- targetWalletAddress: '11145678912345678111L',
488
- senderAddress: '22222222211111111111L',
489
- side: 'ask',
490
- size: 50
491
- });
492
-
493
- assert.equal(result.takeSize, 50);
494
- assert.equal(result.takeValue, 25);
495
- assert.equal(result.taker.id, 'order1');
496
- assert.equal(result.taker.sizeRemaining, 0);
497
- });
498
-
499
- it('Large market bid order', async () => {
500
- let result;
501
-
502
- result = tradeEngine.addOrder({
503
- id: 'order0',
504
- type: 'limit',
505
- price: .5,
506
- sourceChain: 'clsk',
507
- targetChain: 'lsk',
508
- height: 1,
509
- targetWalletAddress: '22245678912345678222L',
510
- senderAddress: '11111111111222222222L',
511
- side: 'ask',
512
- size: 4000000000
513
- });
514
-
515
- result = tradeEngine.addOrder({
516
- id: 'order1',
517
- type: 'market',
518
- sourceChain: 'lsk',
519
- targetChain: 'clsk',
520
- height: 1,
521
- targetWalletAddress: '11145678912345678111L',
522
- senderAddress: '22222222211111111111L',
523
- side: 'bid',
524
- value: 2000000000
525
- });
526
-
527
- assert.equal(result.takeSize, 4000000000);
528
- assert.equal(result.takeValue, 2000000000);
529
- });
530
-
531
- it('Large market ask order', async () => {
532
- let result;
533
-
534
- result = tradeEngine.addOrder({
535
- id: 'order0',
536
- type: 'limit',
537
- price: .5,
538
- sourceChain: 'lsk',
539
- targetChain: 'clsk',
540
- height: 1,
541
- targetWalletAddress: '22245678912345678222L',
542
- senderAddress: '11111111111222222222L',
543
- side: 'bid',
544
- value: 500000000
545
- });
546
-
547
- result = tradeEngine.addOrder({
548
- id: 'order1',
549
- type: 'market',
550
- sourceChain: 'clsk',
551
- targetChain: 'lsk',
552
- height: 1,
553
- targetWalletAddress: '11145678912345678111L',
554
- senderAddress: '22222222211111111111L',
555
- side: 'ask',
556
- size: 2000000000
557
- });
558
-
559
- assert.equal(result.takeSize, 1000000000);
560
- assert.equal(result.takeValue, 500000000);
561
- });
562
- });
563
- });
1
+ const assert = require('assert');
2
+ const TradeEngine = require('../trade-engine');
3
+
4
+ describe('TradeEngine unit tests', async () => {
5
+ let tradeEngine;
6
+
7
+ beforeEach(async () => {
8
+ tradeEngine = new TradeEngine({
9
+ baseCurrency: 'lsk',
10
+ quoteCurrency: 'clsk',
11
+ baseOrderHeightExpiry: 100,
12
+ quoteOrderHeightExpiry: 100,
13
+ priceDecimalPrecision: 5
14
+ });
15
+ });
16
+
17
+ describe('Order matching', async () => {
18
+
19
+ it('Bid order is made with greater size but same price as ask', async () => {
20
+ let result;
21
+
22
+ result = tradeEngine.addOrder({
23
+ id: 'order0',
24
+ type: 'limit',
25
+ price: .1,
26
+ sourceChain: 'clsk',
27
+ targetChain: 'lsk',
28
+ height: 1,
29
+ targetWalletAddress: '22245678912345678222L',
30
+ senderAddress: '11111111111222222222L',
31
+ side: 'ask',
32
+ size: 100
33
+ });
34
+
35
+ result = tradeEngine.addOrder({
36
+ id: 'order1',
37
+ type: 'limit',
38
+ price: .1,
39
+ sourceChain: 'lsk',
40
+ targetChain: 'clsk',
41
+ height: 1,
42
+ targetWalletAddress: '11145678912345678111L',
43
+ senderAddress: '22222222211111111111L',
44
+ side: 'bid',
45
+ value: 100
46
+ });
47
+
48
+ assert.equal(result.takeSize, 100);
49
+ assert.equal(result.taker.id, 'order1');
50
+ assert.equal(result.taker.valueRemaining, 90);
51
+ });
52
+
53
+ it('Bid order is made with greater size and higher price than ask', async () => {
54
+ let result;
55
+
56
+ result = tradeEngine.addOrder({
57
+ id: 'order0',
58
+ type: 'limit',
59
+ price: .1,
60
+ sourceChain: 'clsk',
61
+ targetChain: 'lsk',
62
+ height: 1,
63
+ targetWalletAddress: '22245678912345678222L',
64
+ senderAddress: '11111111111222222222L',
65
+ side: 'ask',
66
+ size: 100
67
+ });
68
+
69
+ result = tradeEngine.addOrder({
70
+ id: 'order1',
71
+ type: 'limit',
72
+ price: .2,
73
+ sourceChain: 'lsk',
74
+ targetChain: 'clsk',
75
+ height: 1,
76
+ targetWalletAddress: '11145678912345678111L',
77
+ senderAddress: '33311111111222222333L',
78
+ side: 'bid',
79
+ value: 200
80
+ });
81
+
82
+ assert.equal(result.takeSize, 100);
83
+ assert.equal(result.takeValue, 10);
84
+ assert.equal(result.taker.id, 'order1');
85
+ assert.equal(result.taker.value, 200);
86
+ });
87
+
88
+ it('Multiple bid orders in series', async () => {
89
+ let result;
90
+
91
+ result = tradeEngine.addOrder({
92
+ id: 'order0',
93
+ type: 'limit',
94
+ price: .5,
95
+ sourceChain: 'clsk',
96
+ targetChain: 'lsk',
97
+ height: 1,
98
+ targetWalletAddress: '22245678912345678222L',
99
+ senderAddress: '11111111111222222222L',
100
+ side: 'ask',
101
+ size: 4000
102
+ });
103
+
104
+ result = tradeEngine.addOrder({
105
+ id: 'order1',
106
+ type: 'limit',
107
+ price: .5,
108
+ sourceChain: 'lsk',
109
+ targetChain: 'clsk',
110
+ height: 1,
111
+ targetWalletAddress: '11145678912345678111L',
112
+ senderAddress: '44411111111222222444L',
113
+ side: 'bid',
114
+ value: 4
115
+ });
116
+
117
+ assert.equal(result.makers[0].lastValueTaken, 4);
118
+
119
+ result = tradeEngine.addOrder({
120
+ id: 'order2',
121
+ type: 'limit',
122
+ price: .5,
123
+ sourceChain: 'lsk',
124
+ targetChain: 'clsk',
125
+ height: 1,
126
+ targetWalletAddress: '11145678912345678111L',
127
+ senderAddress: '55511111111222222555L',
128
+ side: 'bid',
129
+ value: 20
130
+ });
131
+
132
+ assert.equal(result.makers[0].lastValueTaken, 20);
133
+
134
+ result = tradeEngine.addOrder({
135
+ id: 'order3',
136
+ type: 'limit',
137
+ price: .5,
138
+ sourceChain: 'lsk',
139
+ targetChain: 'clsk',
140
+ height: 1,
141
+ targetWalletAddress: '11145678912345678111L',
142
+ senderAddress: '66611111111222222666L',
143
+ side: 'bid',
144
+ value: 6
145
+ });
146
+
147
+ assert.equal(result.makers[0].lastValueTaken, 6);
148
+ });
149
+
150
+ it('Order with the same ID is not added', async () => {
151
+ let result;
152
+
153
+ result = tradeEngine.addOrder({
154
+ id: 'order0',
155
+ type: 'limit',
156
+ price: .1,
157
+ sourceChain: 'clsk',
158
+ targetChain: 'lsk',
159
+ height: 1,
160
+ targetWalletAddress: '22245678912345678222L',
161
+ senderAddress: '11111111111222222222L',
162
+ side: 'ask',
163
+ size: 100
164
+ });
165
+
166
+ let error = null;
167
+
168
+ try {
169
+ result = tradeEngine.addOrder({
170
+ id: 'order0',
171
+ type: 'limit',
172
+ price: .1,
173
+ sourceChain: 'clsk',
174
+ targetChain: 'lsk',
175
+ height: 2,
176
+ targetWalletAddress: '22245678912345678222L',
177
+ senderAddress: '55511111111222222777L',
178
+ side: 'ask',
179
+ size: 1000
180
+ });
181
+ } catch (err) {
182
+ error = err;
183
+ }
184
+
185
+ assert.notEqual(error, null);
186
+ assert.equal(error.name, 'DuplicateOrderError');
187
+ });
188
+
189
+ it('Can get bid and ask iterators', async () => {
190
+ let result;
191
+
192
+ result = tradeEngine.addOrder({
193
+ id: 'order0',
194
+ type: 'limit',
195
+ price: .5,
196
+ sourceChain: 'clsk',
197
+ targetChain: 'lsk',
198
+ height: 1,
199
+ targetWalletAddress: '22245678912345678222L',
200
+ senderAddress: '11111111111222222222L',
201
+ side: 'ask',
202
+ size: 100
203
+ });
204
+
205
+ result = tradeEngine.addOrder({
206
+ id: 'order1',
207
+ type: 'limit',
208
+ price: .7,
209
+ sourceChain: 'clsk',
210
+ targetChain: 'lsk',
211
+ height: 1,
212
+ targetWalletAddress: '22245678912345678222L',
213
+ senderAddress: '11111111111222222222L',
214
+ side: 'ask',
215
+ size: 100
216
+ });
217
+
218
+ result = tradeEngine.addOrder({
219
+ id: 'order2',
220
+ type: 'limit',
221
+ price: .6,
222
+ sourceChain: 'clsk',
223
+ targetChain: 'lsk',
224
+ height: 1,
225
+ targetWalletAddress: '22245678912345678222L',
226
+ senderAddress: '11111111111222222222L',
227
+ side: 'ask',
228
+ size: 100
229
+ });
230
+
231
+ result = tradeEngine.addOrder({
232
+ id: 'order3',
233
+ type: 'limit',
234
+ price: .4,
235
+ sourceChain: 'clsk',
236
+ targetChain: 'lsk',
237
+ height: 1,
238
+ targetWalletAddress: '22245678912345678222L',
239
+ senderAddress: '11111111111222222222L',
240
+ side: 'bid',
241
+ value: 100
242
+ });
243
+
244
+ result = tradeEngine.addOrder({
245
+ id: 'order4',
246
+ type: 'limit',
247
+ price: .2,
248
+ sourceChain: 'clsk',
249
+ targetChain: 'lsk',
250
+ height: 1,
251
+ targetWalletAddress: '22245678912345678222L',
252
+ senderAddress: '11111111111222222222L',
253
+ side: 'bid',
254
+ value: 100
255
+ });
256
+
257
+ result = tradeEngine.addOrder({
258
+ id: 'order5',
259
+ type: 'limit',
260
+ price: .3,
261
+ sourceChain: 'clsk',
262
+ targetChain: 'lsk',
263
+ height: 1,
264
+ targetWalletAddress: '22245678912345678222L',
265
+ senderAddress: '11111111111222222222L',
266
+ side: 'bid',
267
+ value: 100
268
+ });
269
+
270
+ let bidOrders = [...tradeEngine.getBidIteratorFromMax()];
271
+ let askOrders = [...tradeEngine.getAskIteratorFromMin()];
272
+
273
+ assert.equal(JSON.stringify(bidOrders.map(bid => bid.price)), JSON.stringify([.4, .3, .2]));
274
+ assert.equal(JSON.stringify(askOrders.map(ask => ask.price)), JSON.stringify([.5, .6, .7]));
275
+ });
276
+
277
+ it('Can get and set snapshot of the order book', async () => {
278
+ let result;
279
+
280
+ result = tradeEngine.addOrder({
281
+ id: 'order0',
282
+ type: 'limit',
283
+ price: .5,
284
+ sourceChain: 'clsk',
285
+ targetChain: 'lsk',
286
+ height: 1,
287
+ targetWalletAddress: '22245678912345678222L',
288
+ senderAddress: '11111111111222222222L',
289
+ side: 'ask',
290
+ size: 100
291
+ });
292
+
293
+ result = tradeEngine.addOrder({
294
+ id: 'order1',
295
+ type: 'limit',
296
+ price: .5,
297
+ sourceChain: 'lsk',
298
+ targetChain: 'clsk',
299
+ height: 1,
300
+ targetWalletAddress: '11145678912345678111L',
301
+ senderAddress: '88811111111222222333L',
302
+ side: 'bid',
303
+ value: 4
304
+ });
305
+
306
+ result = tradeEngine.addOrder({
307
+ id: 'order2',
308
+ type: 'limit',
309
+ price: .5,
310
+ sourceChain: 'lsk',
311
+ targetChain: 'clsk',
312
+ height: 1,
313
+ targetWalletAddress: '11145678912345678111L',
314
+ senderAddress: '11555111111222226662L',
315
+ side: 'bid',
316
+ value: 20
317
+ });
318
+
319
+ let snapshot = tradeEngine.getSnapshot();
320
+ tradeEngine.clear();
321
+
322
+ let snapshotAfterClear = tradeEngine.getSnapshot();
323
+
324
+ assert.equal(JSON.stringify(snapshotAfterClear.askLimitOrders), '[]');
325
+ assert.equal(JSON.stringify(snapshotAfterClear.bidLimitOrders), '[]');
326
+
327
+ tradeEngine.setSnapshot(snapshot);
328
+
329
+ result = tradeEngine.addOrder({
330
+ id: 'order3',
331
+ type: 'limit',
332
+ price: .5,
333
+ sourceChain: 'lsk',
334
+ targetChain: 'clsk',
335
+ height: 1,
336
+ targetWalletAddress: '11145678912345678111L',
337
+ senderAddress: '77711111111222442222L',
338
+ side: 'bid',
339
+ value: 6
340
+ });
341
+
342
+ assert.equal(result.makers[0].lastValueTaken, 6);
343
+
344
+ result = tradeEngine.addOrder({
345
+ id: 'order4',
346
+ type: 'limit',
347
+ price: .5,
348
+ sourceChain: 'lsk',
349
+ targetChain: 'clsk',
350
+ height: 1,
351
+ targetWalletAddress: '11145678912345678111L',
352
+ senderAddress: '33331111111222222999L',
353
+ side: 'bid',
354
+ value: 25
355
+ });
356
+ assert.equal(result.makers[0].lastValueTaken, 20);
357
+ });
358
+
359
+ it('The lastSize and lastSizeTaken property should be updated on both taker and makers', async () => {
360
+ let result;
361
+
362
+ result = tradeEngine.addOrder({
363
+ id: 'order0',
364
+ type: 'limit',
365
+ price: .5,
366
+ sourceChain: 'lsk',
367
+ targetChain: 'clsk',
368
+ height: 1,
369
+ targetWalletAddress: '22245678912345678222L',
370
+ senderAddress: '11111111111222222222L',
371
+ side: 'bid',
372
+ value: 140000
373
+ });
374
+
375
+ result = tradeEngine.addOrder({
376
+ id: 'order841',
377
+ type: 'limit',
378
+ price: .55,
379
+ sourceChain: 'clsk',
380
+ targetChain: 'lsk',
381
+ height: 1,
382
+ targetWalletAddress: '11145678912345678111L',
383
+ senderAddress: '22222222211111111111L',
384
+ side: 'ask',
385
+ size: 11800
386
+ });
387
+
388
+ result = tradeEngine.addOrder({
389
+ id: 'order3',
390
+ type: 'limit',
391
+ price: .6,
392
+ sourceChain: 'clsk',
393
+ targetChain: 'lsk',
394
+ height: 1,
395
+ targetWalletAddress: '11145678912345678111L',
396
+ senderAddress: '22222222211111111111L',
397
+ side: 'ask',
398
+ size: 16700
399
+ });
400
+
401
+ result = tradeEngine.addOrder({
402
+ id: 'order567',
403
+ type: 'limit',
404
+ price: .56,
405
+ sourceChain: 'lsk',
406
+ targetChain: 'clsk',
407
+ height: 1,
408
+ targetWalletAddress: '11145678912345678111L',
409
+ senderAddress: '22222222211111111111L',
410
+ side: 'bid',
411
+ value: 19992
412
+ });
413
+
414
+ result = tradeEngine.addOrder({
415
+ id: 'order630',
416
+ type: 'limit',
417
+ price: .56,
418
+ sourceChain: 'clsk',
419
+ targetChain: 'lsk',
420
+ height: 1,
421
+ targetWalletAddress: '11145678912345678111L',
422
+ senderAddress: '22222222211111111111L',
423
+ side: 'ask',
424
+ size: 60000
425
+ });
426
+
427
+ assert.notEqual(result.makers[0], null);
428
+ assert.equal(Math.round(Number(result.makers[0].lastSizeTaken)), 24110);
429
+ });
430
+
431
+ it('Market bid order', async () => {
432
+ let result;
433
+
434
+ result = tradeEngine.addOrder({
435
+ id: 'order0',
436
+ type: 'limit',
437
+ price: .5,
438
+ sourceChain: 'clsk',
439
+ targetChain: 'lsk',
440
+ height: 1,
441
+ targetWalletAddress: '22245678912345678222L',
442
+ senderAddress: '11111111111222222222L',
443
+ side: 'ask',
444
+ size: 100
445
+ });
446
+
447
+ result = tradeEngine.addOrder({
448
+ id: 'order1',
449
+ type: 'market',
450
+ sourceChain: 'lsk',
451
+ targetChain: 'clsk',
452
+ height: 1,
453
+ targetWalletAddress: '11145678912345678111L',
454
+ senderAddress: '22222222211111111111L',
455
+ side: 'bid',
456
+ value: 10
457
+ });
458
+
459
+ assert.equal(result.takeSize, 20);
460
+ assert.equal(result.takeValue, 10);
461
+ assert.equal(result.taker.id, 'order1');
462
+ assert.equal(result.taker.valueRemaining, 0);
463
+ });
464
+
465
+ it('Market ask order', async () => {
466
+ let result;
467
+
468
+ result = tradeEngine.addOrder({
469
+ id: 'order0',
470
+ type: 'limit',
471
+ price: .5,
472
+ sourceChain: 'lsk',
473
+ targetChain: 'clsk',
474
+ height: 1,
475
+ targetWalletAddress: '22245678912345678222L',
476
+ senderAddress: '11111111111222222222L',
477
+ side: 'bid',
478
+ value: 50
479
+ });
480
+
481
+ result = tradeEngine.addOrder({
482
+ id: 'order1',
483
+ type: 'market',
484
+ sourceChain: 'clsk',
485
+ targetChain: 'lsk',
486
+ height: 1,
487
+ targetWalletAddress: '11145678912345678111L',
488
+ senderAddress: '22222222211111111111L',
489
+ side: 'ask',
490
+ size: 50
491
+ });
492
+
493
+ assert.equal(result.takeSize, 50);
494
+ assert.equal(result.takeValue, 25);
495
+ assert.equal(result.taker.id, 'order1');
496
+ assert.equal(result.taker.sizeRemaining, 0);
497
+ });
498
+
499
+ it('Large market bid order', async () => {
500
+ let result;
501
+
502
+ result = tradeEngine.addOrder({
503
+ id: 'order0',
504
+ type: 'limit',
505
+ price: .5,
506
+ sourceChain: 'clsk',
507
+ targetChain: 'lsk',
508
+ height: 1,
509
+ targetWalletAddress: '22245678912345678222L',
510
+ senderAddress: '11111111111222222222L',
511
+ side: 'ask',
512
+ size: 4000000000
513
+ });
514
+
515
+ result = tradeEngine.addOrder({
516
+ id: 'order1',
517
+ type: 'market',
518
+ sourceChain: 'lsk',
519
+ targetChain: 'clsk',
520
+ height: 1,
521
+ targetWalletAddress: '11145678912345678111L',
522
+ senderAddress: '22222222211111111111L',
523
+ side: 'bid',
524
+ value: 2000000000
525
+ });
526
+
527
+ assert.equal(result.takeSize, 4000000000);
528
+ assert.equal(result.takeValue, 2000000000);
529
+ });
530
+
531
+ it('Large market ask order', async () => {
532
+ let result;
533
+
534
+ result = tradeEngine.addOrder({
535
+ id: 'order0',
536
+ type: 'limit',
537
+ price: .5,
538
+ sourceChain: 'lsk',
539
+ targetChain: 'clsk',
540
+ height: 1,
541
+ targetWalletAddress: '22245678912345678222L',
542
+ senderAddress: '11111111111222222222L',
543
+ side: 'bid',
544
+ value: 500000000
545
+ });
546
+
547
+ result = tradeEngine.addOrder({
548
+ id: 'order1',
549
+ type: 'market',
550
+ sourceChain: 'clsk',
551
+ targetChain: 'lsk',
552
+ height: 1,
553
+ targetWalletAddress: '11145678912345678111L',
554
+ senderAddress: '22222222211111111111L',
555
+ side: 'ask',
556
+ size: 2000000000
557
+ });
558
+
559
+ assert.equal(result.takeSize, 1000000000);
560
+ assert.equal(result.takeValue, 500000000);
561
+ });
562
+ });
563
+ });