Merge pull request #69 from atomex-protocol/fix/from-to-calculation

Use different rounding algorithms depending on the order side
atomex-protocol · Aug 17, 2022 · ae20abf · ae20abf
2 parents d0a6edc + ae8fad7
commit ae20abf
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Showing 8 changed files with 74 additions and 14 deletions.
diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "atomex-sdk",
-  "version": "0.5.3",
+  "version": "0.5.5",
   "description": "Atomex SDK",
   "engines": {
     "node": ">=16.14.0",

diff --git a/src/exchange/helpers/symbolsHelper.ts b/src/exchange/helpers/symbolsHelper.ts
@@ -19,6 +19,7 @@ export const convertSymbolToFromToCurrenciesPair = (
 ): readonly [from: SymbolCurrency, to: SymbolCurrency] => {
   const preparedQuoteCurrencyPrice = converters.toFixedBigNumber(quoteCurrencyPrice, symbol.decimals.price, BigNumber.ROUND_FLOOR);
   const [quoteCurrencyId, baseCurrencyId] = getQuoteBaseCurrenciesBySymbol(symbol.name);
+  const isBuySide = side === 'Buy';
 
   let preparedQuoteCurrencyAmount: BigNumber;
   let preparedBaseCurrencyAmount: BigNumber;
@@ -28,15 +29,15 @@ export const convertSymbolToFromToCurrenciesPair = (
     preparedBaseCurrencyAmount = converters.toFixedBigNumber(
       preparedQuoteCurrencyPrice.multipliedBy(preparedQuoteCurrencyAmount),
       symbol.decimals.baseCurrency,
-      BigNumber.ROUND_FLOOR
+      isBuySide ? BigNumber.ROUND_CEIL : BigNumber.ROUND_FLOOR
     );
   }
   else {
     preparedBaseCurrencyAmount = converters.toFixedBigNumber(currencyAmount, symbol.decimals.baseCurrency, BigNumber.ROUND_FLOOR);
     preparedQuoteCurrencyAmount = converters.toFixedBigNumber(
       preparedBaseCurrencyAmount.div(preparedQuoteCurrencyPrice),
       symbol.decimals.quoteCurrency,
-      BigNumber.ROUND_CEIL
+      isBuySide ? BigNumber.ROUND_FLOOR : BigNumber.ROUND_CEIL
     );
   }
 
@@ -58,7 +59,7 @@ export const convertSymbolToFromToCurrenciesPair = (
     price: preparedBaseCurrencyPrice,
   };
 
-  return side === 'Buy'
+  return isBuySide
     ? [baseCurrency, quoteCurrency]
     : [quoteCurrency, baseCurrency];
 };

diff --git a/tests/clients/testCases/validOrderTestCases.ts b/tests/clients/testCases/validOrderTestCases.ts
@@ -125,7 +125,7 @@ const validOrderTestCases: ReadonlyArray<readonly [
           timeStamp: new Date('2022-07-20T18:28:14.521308Z'),
           from: {
             currencyId: 'ETH',
-            amount: new BigNumber(0.009999999),
+            amount: new BigNumber(0.01),
             price: new BigNumber(920.085936026)
           },
           to: {

diff --git a/tests/clients/testCases/validSwapTestCases.ts b/tests/clients/testCases/validSwapTestCases.ts
@@ -105,7 +105,7 @@ const validSwapTestCases: ReadonlyArray<readonly [
           },
           from: {
             currencyId: 'ETH',
-            amount: new BigNumber(0.009999999),
+            amount: new BigNumber(0.01),
             price: new BigNumber(920.085936026)
           },
           to: {

diff --git a/tests/clients/testCases/validWsOrderUpdatedTestCases.ts b/tests/clients/testCases/validWsOrderUpdatedTestCases.ts
@@ -44,7 +44,7 @@ const validWsOrderUpdatedTestCases: ReadonlyArray<readonly [
           timeStamp: new Date('2022-07-20T18:28:14.521308Z'),
           from: {
             currencyId: 'ETH',
-            amount: new BigNumber(0.009999999),
+            amount: new BigNumber(0.01),
             price: new BigNumber(920.085936026)
           },
           to: {

diff --git a/tests/clients/testCases/validWsSwapUpdatedTestCases.ts b/tests/clients/testCases/validWsSwapUpdatedTestCases.ts
@@ -109,7 +109,7 @@ const validWsSwapUpdatedTestCases: ReadonlyArray<readonly [
           },
           from: {
             currencyId: 'ETH',
-            amount: new BigNumber(0.009999999),
+            amount: new BigNumber(0.01),
             price: new BigNumber(920.085936026)
           },
           to: {

diff --git a/tests/exchange/testCases/validGetOrderPreviewTestCases.ts b/tests/exchange/testCases/validGetOrderPreviewTestCases.ts
@@ -25,7 +25,18 @@ const symbols: ExchangeSymbol[] =
         quoteCurrency: 6,
         price: 9
       }
-    }
+    },
+    {
+      name: 'XTZ/USDT_XTZ',
+      baseCurrency: 'USDT_XTZ',
+      quoteCurrency: 'XTZ',
+      minimumQty: new BigNumber(0.0001),
+      decimals: {
+        baseCurrency: 6,
+        quoteCurrency: 6,
+        price: 9
+      }
+    },
   ];
 
 const orderBooks = [
@@ -50,6 +61,28 @@ const orderBooks = [
         ]
       }
     ]
+  } as OrderBook),
+  ({
+    updateId: 200,
+    symbol: 'XTZ/USDT_XTZ',
+    baseCurrency: 'USDT_XTZ',
+    quoteCurrency: 'XTZ',
+    entries: [
+      {
+        side: 'Buy',
+        price: new BigNumber(1.799568),
+        qtyProfile: [
+          100.0
+        ]
+      },
+      {
+        side: 'Sell',
+        price: new BigNumber(1.841839),
+        qtyProfile: [
+          100.0
+        ]
+      }
+    ]
   } as OrderBook)
 ] as const;
 
@@ -61,7 +94,7 @@ const validGetOrderPreviewTestCases: ReadonlyArray<[
   orderBook: OrderBook
 ]> = [
     [
-      'simple (from, to)',
+      'simple, from XTZ to ETH',
       {
         type: 'SolidFillOrKill',
         amount: new BigNumber('35.483843'),
@@ -87,7 +120,7 @@ const validGetOrderPreviewTestCases: ReadonlyArray<[
       orderBooks[0],
     ],
     [
-      'simple (symbol, side)',
+      'simple, symbol=XTZ/ETH, side=Sell',
       {
         type: 'SolidFillOrKill',
         amount: new BigNumber('35.483843'),
@@ -113,7 +146,7 @@ const validGetOrderPreviewTestCases: ReadonlyArray<[
       orderBooks[0]
     ],
     [
-      'floor amount',
+      'floor amount, from XTZ to ETH',
       {
         type: 'SolidFillOrKill',
         amount: new BigNumber('57.123456789123456789'),
@@ -137,6 +170,32 @@ const validGetOrderPreviewTestCases: ReadonlyArray<[
       },
       symbols,
       orderBooks[0]
+    ],
+    [
+      'simple, from USDT_XTZ to XTZ',
+      {
+        type: 'SolidFillOrKill',
+        amount: new BigNumber('100'),
+        from: 'USDT_XTZ',
+        to: 'XTZ'
+      },
+      {
+        type: 'SolidFillOrKill',
+        side: 'Buy',
+        symbol: 'XTZ/USDT_XTZ',
+        from: {
+          currencyId: 'USDT_XTZ',
+          amount: new BigNumber('100'),
+          price: new BigNumber('0.54293562')
+        },
+        to: {
+          currencyId: 'XTZ',
+          amount: new BigNumber('54.293562'),
+          price: new BigNumber('1.841839')
+        }
+      },
+      symbols,
+      orderBooks[1]
     ]
   ];