Merge pull request #1377 from 0xProject/feature/pipeline-cleanup-mega-rebase

Merge all pipeline code into development

1 files changed, 54 insertions, 0 deletions

diff --git a/packages/pipeline/test/parsers/paradex_orders/index_test.ts b/packages/pipeline/test/parsers/paradex_orders/index_test.ts
new file mode 100644
index 000000000..1522806bf
--- /dev/null
+++ b/packages/pipeline/test/parsers/paradex_orders/index_test.ts
@@ -0,0 +1,54 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { ParadexMarket, ParadexOrder } from '../../../src/data_sources/paradex';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
+import { parseParadexOrder } from '../../../src/parsers/paradex_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('paradex_orders', () => {
+    describe('parseParadexOrder', () => {
+        it('converts ParadexOrder to TokenOrder entity', () => {
+            const paradexOrder: ParadexOrder = {
+                amount: '412',
+                price: '0.1245',
+            };
+            const paradexMarket: ParadexMarket = {
+                id: '2',
+                symbol: 'ABC/DEF',
+                baseToken: 'DEF',
+                quoteToken: 'ABC',
+                minOrderSize: '0.1',
+                maxOrderSize: '1000',
+                priceMaxDecimals: 5,
+                amountMaxDecimals: 5,
+                baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
+                quoteTokenAddress: '0x0000000000000000000000000000000000000000',
+            };
+            const observedTimestamp: number = Date.now();
+            const orderType: OrderType = 'bid';
+            const source: string = 'paradex';
+
+            const expected = new TokenOrder();
+            expected.source = 'paradex';
+            expected.observedTimestamp = observedTimestamp;
+            expected.orderType = 'bid';
+            expected.price = new BigNumber(0.1245);
+            expected.baseAssetSymbol = 'DEF';
+            expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+            expected.baseVolume = new BigNumber(412 * 0.1245);
+            expected.quoteAssetSymbol = 'ABC';
+            expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
+            expected.quoteVolume = new BigNumber(412);
+
+            const actual = parseParadexOrder(paradexMarket, observedTimestamp, orderType, source, paradexOrder);
+            expect(actual).deep.equal(expected);
+        });
+    });
+});