Merge pull request #67 from Polymarket/chore/amounts-calculation-testing

ensuring correct maker and taker amounts

Makefile

@@ -13,7 +13,7 @@ test:
 		--require jsdom-global/register \
 		--require ts-node/register 'tests/**/*.test.ts' \
 		--require tsconfig-paths/register \
-		--timeout 10000 \
+		--timeout 30000 \
 		--exit
 
 .PHONY: lint

package.json

@@ -1,7 +1,7 @@
 {
     "name": "@polymarket/clob-client",
     "description": "Typescript client for Polymarket's CLOB",
-    "version": "1.1.17",
+    "version": "1.1.18",
     "contributors": [
         {
             "name": "Jonathan Amenechi",

src/order-builder/helpers.ts

@@ -33,26 +33,16 @@ export const buildOrder = async (
     return cTFExchangeOrderBuilder.buildSignedOrder(orderData);
 };
 
-/**
- * Translate simple user order to args used to generate Orders
- */
-export const buildOrderCreationArgs = async (
-    signer: string,
-    maker: string,
-    signatureType: SignatureType,
-    userOrder: UserOrder,
-): Promise<OrderData> => {
-    let makerAmount: string;
-    let takerAmount: string;
-
-    let side: UtilsSide;
-
-    if (userOrder.side === Side.BUY) {
-        side = UtilsSide.BUY;
-
+export const getOrderAmounts = (
+    side: Side,
+    size: number,
+    price: number,
+): { side: UtilsSide; rawMakerAmt: number; rawTakerAmt: number } => {
+    const rawPrice = roundNormal(price, 2);
+
+    if (side === Side.BUY) {
         // force 2 decimals places
-        const rawTakerAmt = roundDown(userOrder.size, 2);
-        const rawPrice = roundNormal(userOrder.price, 2); // prob can just round this normal
+        const rawTakerAmt = roundDown(size, 2);
 
         let rawMakerAmt = rawTakerAmt * rawPrice;
         if (decimalPlaces(rawMakerAmt) > 4) {
@@ -62,13 +52,13 @@ export const buildOrderCreationArgs = async (
             }
         }
 
-        makerAmount = parseUnits(rawMakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString();
-        takerAmount = parseUnits(rawTakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString();
+        return {
+            side: UtilsSide.BUY,
+            rawMakerAmt,
+            rawTakerAmt,
+        };
     } else {
-        side = UtilsSide.SELL;
-
-        const rawMakerAmt = roundDown(userOrder.size, 2);
-        const rawPrice = roundNormal(userOrder.price, 2);
+        const rawMakerAmt = roundDown(size, 2);
 
         let rawTakerAmt = rawMakerAmt * rawPrice;
         if (decimalPlaces(rawTakerAmt) > 4) {
@@ -78,9 +68,31 @@ export const buildOrderCreationArgs = async (
             }
         }
 
-        makerAmount = parseUnits(rawMakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString();
-        takerAmount = parseUnits(rawTakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString();
+        return {
+            side: UtilsSide.SELL,
+            rawMakerAmt,
+            rawTakerAmt,
+        };
     }
+};
+
+/**
+ * Translate simple user order to args used to generate Orders
+ */
+export const buildOrderCreationArgs = async (
+    signer: string,
+    maker: string,
+    signatureType: SignatureType,
+    userOrder: UserOrder,
+): Promise<OrderData> => {
+    const { side, rawMakerAmt, rawTakerAmt } = getOrderAmounts(
+        userOrder.side,
+        userOrder.size,
+        userOrder.price,
+    );
+
+    const makerAmount = parseUnits(rawMakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString();
+    const takerAmount = parseUnits(rawTakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString();
 
     let taker;
     if (typeof userOrder.taker !== "undefined" && userOrder.taker) {
@@ -140,18 +152,13 @@ export const createOrder = async (
     return buildOrder(eoaSigner, clobContracts.Exchange, chainId, orderData);
 };
 
-/**
- * Translate simple user market order to args used to generate Orders
- */
-export const buildMarketBuyOrderCreationArgs = async (
-    signer: string,
-    maker: string,
-    signatureType: SignatureType,
-    userMarketOrder: UserMarketOrder,
-): Promise<OrderData> => {
+export const getMarketBuyOrderRawAmounts = (
+    amount: number,
+    price: number,
+): { rawMakerAmt: number; rawTakerAmt: number } => {
     // force 2 decimals places
-    const rawMakerAmt = roundDown(userMarketOrder.amount, 2);
-    const rawPrice = roundDown(userMarketOrder.price || 1, 2);
+    const rawMakerAmt = roundDown(amount, 2);
+    const rawPrice = roundDown(price, 2);
 
     let rawTakerAmt = rawMakerAmt / rawPrice;
     if (decimalPlaces(rawTakerAmt) > 4) {
@@ -161,6 +168,26 @@ export const buildMarketBuyOrderCreationArgs = async (
         }
     }
 
+    return {
+        rawMakerAmt,
+        rawTakerAmt,
+    };
+};
+
+/**
+ * Translate simple user market order to args used to generate Orders
+ */
+export const buildMarketBuyOrderCreationArgs = async (
+    signer: string,
+    maker: string,
+    signatureType: SignatureType,
+    userMarketOrder: UserMarketOrder,
+): Promise<OrderData> => {
+    const { rawMakerAmt, rawTakerAmt } = getMarketBuyOrderRawAmounts(
+        userMarketOrder.amount,
+        userMarketOrder.price || 1,
+    );
+
     const makerAmount = parseUnits(rawMakerAmt.toString(), COLLATERAL_TOKEN_DECIMALS).toString();
     const takerAmount = parseUnits(rawTakerAmt.toString(), CONDITIONAL_TOKEN_DECIMALS).toString();
 

src/utilities.ts

@@ -45,6 +45,11 @@ export const decimalPlaces = (num: number): number => {
     if (Number.isInteger(num)) {
         return 0;
     }
+
     const arr = num.toString().split(".");
+    if (arr.length <= 1) {
+        return 0;
+    }
+
     return arr[1].length;
 };

tests/order-builder/helpers.test.ts

@@ -7,6 +7,8 @@ import {
     createOrder,
     buildMarketBuyOrderCreationArgs,
     createMarketBuyOrder,
+    getOrderAmounts,
+    getMarketBuyOrderRawAmounts,
 } from "../../src/order-builder/helpers";
 import {
     OrderData,
@@ -16,7 +18,7 @@ import {
     getContracts,
 } from "@polymarket/order-utils";
 import { Wallet } from "@ethersproject/wallet";
-import { roundDown } from "../../src/utilities";
+import { decimalPlaces, roundDown } from "../../src/utilities";
 
 describe("helpers", () => {
     const chainId = Chain.MUMBAI;
@@ -147,6 +149,44 @@ describe("helpers", () => {
         });
     });
 
+    describe("getOrderAmounts", async () => {
+        it("buy", async () => {
+            const delta = 0.01;
+            let size = 0.01;
+
+            for (; size <= 100; ) {
+                let price = 0.01;
+                for (; price <= 1; ) {
+                    const { rawMakerAmt, rawTakerAmt } = getOrderAmounts(Side.BUY, size, price);
+
+                    expect(decimalPlaces(rawMakerAmt)).to.lte(4);
+                    expect(decimalPlaces(rawTakerAmt)).to.lte(2);
+
+                    price += delta;
+                }
+                size += delta;
+            }
+        });
+
+        it("sell", async () => {
+            const delta = 0.01;
+            let size = 0.01;
+
+            for (; size <= 100; ) {
+                let price = 0.01;
+                for (; price <= 1; ) {
+                    const { rawMakerAmt, rawTakerAmt } = getOrderAmounts(Side.SELL, size, price);
+
+                    expect(decimalPlaces(rawMakerAmt)).to.lte(2);
+                    expect(decimalPlaces(rawTakerAmt)).to.lte(4);
+
+                    price += delta;
+                }
+                size += delta;
+            }
+        });
+    });
+
     describe("buildOrderCreationArgs", () => {
         it("buy order", async () => {
             const order: UserOrder = {
@@ -463,6 +503,26 @@ describe("helpers", () => {
         });
     });
 
+    describe("getMarketBuyOrderRawAmounts", async () => {
+        it("market buy", async () => {
+            const delta = 0.01;
+            let size = 0.01;
+
+            for (; size <= 100; ) {
+                let price = 0.01;
+                for (; price <= 1; ) {
+                    const { rawMakerAmt, rawTakerAmt } = getMarketBuyOrderRawAmounts(size, price);
+
+                    expect(decimalPlaces(rawMakerAmt)).to.lte(2);
+                    expect(decimalPlaces(rawTakerAmt)).to.lte(4);
+
+                    price += delta;
+                }
+                size += delta;
+            }
+        });
+    });
+
     describe("buildMarketBuyOrderCreationArgs", () => {
         it("market buy order", async () => {
             const order: UserMarketOrder = {

tests/utilities.test.ts

@@ -514,5 +514,6 @@ describe("utilities", () => {
 
     it("decimalPlaces", () => {
         expect(decimalPlaces(949.9970999999999)).to.equal(13);
+        expect(decimalPlaces(949)).to.equal(0);
     });
 });