track idex orderbook snapshots (#1397)

* Track Idex and Oasis Orderbook Snapshots

1 files changed, 49 insertions, 0 deletions

diff --git a/packages/pipeline/test/parsers/oasis_orders/index_test.ts b/packages/pipeline/test/parsers/oasis_orders/index_test.ts
new file mode 100644
index 000000000..9e8ba9a40
--- /dev/null
+++ b/packages/pipeline/test/parsers/oasis_orders/index_test.ts
@@ -0,0 +1,49 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { OasisMarket } from '../../../src/data_sources/oasis';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
+import { parseOasisOrder } from '../../../src/parsers/oasis_orders';
+import { OrderType } from '../../../src/types';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('oasis_orders', () => {
+    describe('parseOasisOrder', () => {
+        it('converts oasisOrder to TokenOrder entity', () => {
+            const oasisOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
+            const oasisMarket: OasisMarket = {
+                id: 'ABCDEF',
+                base: 'DEF',
+                quote: 'ABC',
+                buyVol: 100,
+                sellVol: 200,
+                price: 1,
+                high: 1,
+                low: 0,
+            };
+            const observedTimestamp: number = Date.now();
+            const orderType: OrderType = 'bid';
+            const source: string = 'oasis';
+
+            const expected = new TokenOrder();
+            expected.source = 'oasis';
+            expected.observedTimestamp = observedTimestamp;
+            expected.orderType = 'bid';
+            expected.price = new BigNumber(0.5);
+            expected.baseAssetSymbol = 'DEF';
+            expected.baseAssetAddress = null;
+            expected.baseVolume = new BigNumber(5);
+            expected.quoteAssetSymbol = 'ABC';
+            expected.quoteAssetAddress = null;
+            expected.quoteVolume = new BigNumber(10);
+
+            const actual = parseOasisOrder(oasisMarket, observedTimestamp, orderType, source, oasisOrder);
+            expect(actual).deep.equal(expected);
+        });
+    });
+});