aboutsummaryrefslogtreecommitdiffstats
path: root/packages/pipeline/test/parsers
diff options
context:
space:
mode:
authorLeonid Logvinov <logvinov.leon@gmail.com>2019-01-09 19:02:25 +0800
committerLeonid Logvinov <logvinov.leon@gmail.com>2019-01-09 19:02:25 +0800
commitea14913b412e78ff458bdfba47182f7363e776e5 (patch)
tree3ee220bfbbd9923b5e1adc36ee51f9b5d39ad640 /packages/pipeline/test/parsers
parent5868c91cfb54cfa9177572b201d88d1168bf5b06 (diff)
parent5dd55491b86bf8577405e37d0f2d668aa1273b10 (diff)
downloaddexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.tar
dexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.tar.gz
dexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.tar.bz2
dexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.tar.lz
dexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.tar.xz
dexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.tar.zst
dexon-sol-tools-ea14913b412e78ff458bdfba47182f7363e776e5.zip
Merge development
Diffstat (limited to 'packages/pipeline/test/parsers')
-rw-r--r--packages/pipeline/test/parsers/bloxy/index_test.ts98
-rw-r--r--packages/pipeline/test/parsers/copper/index_test.ts87
-rw-r--r--packages/pipeline/test/parsers/ddex_orders/index_test.ts55
-rw-r--r--packages/pipeline/test/parsers/events/erc20_events_test.ts54
-rw-r--r--packages/pipeline/test/parsers/events/exchange_events_test.ts79
-rw-r--r--packages/pipeline/test/parsers/idex_orders/index_test.ts87
-rw-r--r--packages/pipeline/test/parsers/oasis_orders/index_test.ts49
-rw-r--r--packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts62
-rw-r--r--packages/pipeline/test/parsers/paradex_orders/index_test.ts54
-rw-r--r--packages/pipeline/test/parsers/sra_orders/index_test.ts69
-rw-r--r--packages/pipeline/test/parsers/utils/index_test.ts30
11 files changed, 724 insertions, 0 deletions
diff --git a/packages/pipeline/test/parsers/bloxy/index_test.ts b/packages/pipeline/test/parsers/bloxy/index_test.ts
new file mode 100644
index 000000000..6aabb091d
--- /dev/null
+++ b/packages/pipeline/test/parsers/bloxy/index_test.ts
@@ -0,0 +1,98 @@
+// tslint:disable:custom-no-magic-numbers
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+import * as R from 'ramda';
+
+import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../../src/data_sources/bloxy';
+import { DexTrade } from '../../../src/entities';
+import { _parseBloxyTrade } from '../../../src/parsers/bloxy';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const baseInput: BloxyTrade = {
+ tx_hash: '0xb93a7faf92efbbb5405c9a73cd4efd99702fe27c03ff22baee1f1b1e37b3a0bf',
+ tx_time: '2018-11-21T09:06:28.000+00:00',
+ tx_date: '2018-11-21',
+ tx_sender: '0x00923b9a074762b93650716333b3e1473a15048e',
+ smart_contract_id: 7091917,
+ smart_contract_address: '0x818e6fecd516ecc3849daf6845e3ec868087b755',
+ contract_type: 'DEX/Kyber Network Proxy',
+ maker: '0x0000000000000000000000000000000000000001',
+ taker: '0x0000000000000000000000000000000000000002',
+ amountBuy: 1.011943163078103,
+ makerFee: 38.912083,
+ buyCurrencyId: 1,
+ buySymbol: 'ETH',
+ amountSell: 941.4997928436911,
+ takerFee: 100.39,
+ sellCurrencyId: 16610,
+ sellSymbol: 'ELF',
+ maker_annotation: 'random annotation',
+ taker_annotation: 'random other annotation',
+ protocol: 'Kyber Network Proxy',
+ buyAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100d',
+ sellAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100e',
+};
+
+const baseExpected: DexTrade = {
+ sourceUrl: BLOXY_DEX_TRADES_URL,
+ txHash: '0xb93a7faf92efbbb5405c9a73cd4efd99702fe27c03ff22baee1f1b1e37b3a0bf',
+ txTimestamp: 1542791188000,
+ txDate: '2018-11-21',
+ txSender: '0x00923b9a074762b93650716333b3e1473a15048e',
+ smartContractId: 7091917,
+ smartContractAddress: '0x818e6fecd516ecc3849daf6845e3ec868087b755',
+ contractType: 'DEX/Kyber Network Proxy',
+ maker: '0x0000000000000000000000000000000000000001',
+ taker: '0x0000000000000000000000000000000000000002',
+ amountBuy: new BigNumber('1.011943163078103'),
+ makerFeeAmount: new BigNumber('38.912083'),
+ buyCurrencyId: 1,
+ buySymbol: 'ETH',
+ amountSell: new BigNumber('941.4997928436911'),
+ takerFeeAmount: new BigNumber('100.39'),
+ sellCurrencyId: 16610,
+ sellSymbol: 'ELF',
+ makerAnnotation: 'random annotation',
+ takerAnnotation: 'random other annotation',
+ protocol: 'Kyber Network Proxy',
+ buyAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100d',
+ sellAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100e',
+};
+
+interface TestCase {
+ input: BloxyTrade;
+ expected: DexTrade;
+}
+
+const testCases: TestCase[] = [
+ {
+ input: baseInput,
+ expected: baseExpected,
+ },
+ {
+ input: R.merge(baseInput, { buyAddress: null, sellAddress: null }),
+ expected: R.merge(baseExpected, { buyAddress: null, sellAddress: null }),
+ },
+ {
+ input: R.merge(baseInput, {
+ buySymbol:
+ 'RING\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000\u0000',
+ }),
+ expected: R.merge(baseExpected, { buySymbol: 'RING' }),
+ },
+];
+
+describe('bloxy', () => {
+ describe('_parseBloxyTrade', () => {
+ for (const [i, testCase] of testCases.entries()) {
+ it(`converts BloxyTrade to DexTrade entity (${i + 1}/${testCases.length})`, () => {
+ const actual = _parseBloxyTrade(testCase.input);
+ expect(actual).deep.equal(testCase.expected);
+ });
+ }
+ });
+});
diff --git a/packages/pipeline/test/parsers/copper/index_test.ts b/packages/pipeline/test/parsers/copper/index_test.ts
new file mode 100644
index 000000000..bb8e70da1
--- /dev/null
+++ b/packages/pipeline/test/parsers/copper/index_test.ts
@@ -0,0 +1,87 @@
+import * as chai from 'chai';
+import 'mocha';
+
+import {
+ CopperActivity,
+ CopperActivityType,
+ CopperCustomField,
+ CopperLead,
+ CopperOpportunity,
+} from '../../../src/entities';
+import {
+ CopperActivityResponse,
+ CopperActivityTypeCategory,
+ CopperActivityTypeResponse,
+ CopperCustomFieldResponse,
+ CopperSearchResponse,
+ parseActivities,
+ parseActivityTypes,
+ parseCustomFields,
+ parseLeads,
+ parseOpportunities,
+} from '../../../src/parsers/copper';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+type CopperResponse = CopperSearchResponse | CopperCustomFieldResponse;
+type CopperEntity = CopperLead | CopperActivity | CopperOpportunity | CopperActivityType | CopperCustomField;
+
+import * as activityTypesApiResponse from '../../fixtures/copper/api_v1_activity_types.json';
+import * as customFieldsApiResponse from '../../fixtures/copper/api_v1_custom_field_definitions.json';
+import * as listActivitiesApiResponse from '../../fixtures/copper/api_v1_list_activities.json';
+import * as listLeadsApiResponse from '../../fixtures/copper/api_v1_list_leads.json';
+import * as listOpportunitiesApiResponse from '../../fixtures/copper/api_v1_list_opportunities.json';
+import {
+ ParsedActivities,
+ ParsedActivityTypes,
+ ParsedCustomFields,
+ ParsedLeads,
+ ParsedOpportunities,
+} from '../../fixtures/copper/parsed_entities';
+
+interface TestCase {
+ input: CopperResponse[];
+ expected: CopperEntity[];
+ parseFn(input: CopperResponse[]): CopperEntity[];
+}
+const testCases: TestCase[] = [
+ {
+ input: listLeadsApiResponse,
+ expected: ParsedLeads,
+ parseFn: parseLeads,
+ },
+ {
+ input: (listActivitiesApiResponse as unknown) as CopperActivityResponse[],
+ expected: ParsedActivities,
+ parseFn: parseActivities,
+ },
+ {
+ input: listOpportunitiesApiResponse,
+ expected: ParsedOpportunities,
+ parseFn: parseOpportunities,
+ },
+ {
+ input: customFieldsApiResponse,
+ expected: ParsedCustomFields,
+ parseFn: parseCustomFields,
+ },
+];
+describe('Copper parser', () => {
+ it('parses API responses', () => {
+ testCases.forEach(testCase => {
+ const actual: CopperEntity[] = testCase.parseFn(testCase.input);
+ expect(actual).deep.equal(testCase.expected);
+ });
+ });
+
+ // special case because the API response is not an array
+ it('parses activity types API response', () => {
+ const actual: CopperActivityType[] = parseActivityTypes((activityTypesApiResponse as unknown) as Map<
+ CopperActivityTypeCategory,
+ CopperActivityTypeResponse[]
+ >);
+ expect(actual).deep.equal(ParsedActivityTypes);
+ });
+});
diff --git a/packages/pipeline/test/parsers/ddex_orders/index_test.ts b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
new file mode 100644
index 000000000..f30e86b02
--- /dev/null
+++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
@@ -0,0 +1,55 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { DdexMarket } from '../../../src/data_sources/ddex';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
+import { parseDdexOrder } from '../../../src/parsers/ddex_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('ddex_orders', () => {
+ describe('parseDdexOrder', () => {
+ it('converts ddexOrder to TokenOrder entity', () => {
+ const ddexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
+ const ddexMarket: DdexMarket = {
+ id: 'ABC-DEF',
+ quoteToken: 'ABC',
+ quoteTokenDecimals: 5,
+ quoteTokenAddress: '0x0000000000000000000000000000000000000000',
+ baseToken: 'DEF',
+ baseTokenDecimals: 2,
+ baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
+ minOrderSize: '0.1',
+ maxOrderSize: '1000',
+ pricePrecision: 1,
+ priceDecimals: 1,
+ amountDecimals: 0,
+ };
+ const observedTimestamp: number = Date.now();
+ const orderType: OrderType = OrderType.Bid;
+ const source: string = 'ddex';
+
+ const expected = new TokenOrder();
+ expected.source = 'ddex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = OrderType.Bid;
+ expected.price = new BigNumber(0.5);
+ // ddex currently confuses base and quote assets.
+ // Switch them to maintain our internal consistency.
+ expected.baseAssetSymbol = 'ABC';
+ expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';
+ expected.baseVolume = new BigNumber(10);
+ expected.quoteAssetSymbol = 'DEF';
+ expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+ expected.quoteVolume = new BigNumber(5);
+
+ const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/events/erc20_events_test.ts b/packages/pipeline/test/parsers/events/erc20_events_test.ts
new file mode 100644
index 000000000..962c50f98
--- /dev/null
+++ b/packages/pipeline/test/parsers/events/erc20_events_test.ts
@@ -0,0 +1,54 @@
+import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers';
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import { LogWithDecodedArgs } from 'ethereum-types';
+import 'mocha';
+
+import { ERC20ApprovalEvent } from '../../../src/entities';
+import { _convertToERC20ApprovalEvent } from '../../../src/parsers/events/erc20_events';
+import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('erc20_events', () => {
+ describe('_convertToERC20ApprovalEvent', () => {
+ it('converts LogWithDecodedArgs to ERC20ApprovalEvent entity', () => {
+ const input: LogWithDecodedArgs<ERC20TokenApprovalEventArgs> = {
+ address: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
+ blockHash: '0xd2d7aafaa7102aec0bca8ef026d5a85133e87892334c46ee1e92e42912991c9b',
+ blockNumber: 6281577,
+ data: '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9',
+ logIndex: 43,
+ topics: [
+ '0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925',
+ '0x0000000000000000000000000b65c5f6f3a05d6be5588a72b603360773b3fe04',
+ '0x000000000000000000000000448a5065aebb8e423f0896e6c5d525c040f59af3',
+ ],
+ transactionHash: '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f',
+ transactionIndex: 103,
+ event: 'Approval',
+ args: {
+ _owner: '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04',
+ _spender: '0x448a5065aebb8e423f0896e6c5d525c040f59af3',
+ _value: new BigNumber('50281464906893835769'),
+ },
+ };
+
+ const expected = new ERC20ApprovalEvent();
+ expected.tokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ expected.blockNumber = 6281577;
+ expected.rawData = '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9';
+ expected.logIndex = 43;
+ expected.transactionHash = '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f';
+ expected.ownerAddress = '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04';
+ expected.spenderAddress = '0x448a5065aebb8e423f0896e6c5d525c040f59af3';
+ expected.amount = new BigNumber('50281464906893835769');
+
+ const actual = _convertToERC20ApprovalEvent(input);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/events/exchange_events_test.ts b/packages/pipeline/test/parsers/events/exchange_events_test.ts
new file mode 100644
index 000000000..956ad9ef8
--- /dev/null
+++ b/packages/pipeline/test/parsers/events/exchange_events_test.ts
@@ -0,0 +1,79 @@
+import { ExchangeFillEventArgs } from '@0x/contract-wrappers';
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import { LogWithDecodedArgs } from 'ethereum-types';
+import 'mocha';
+
+import { ExchangeFillEvent } from '../../../src/entities';
+import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
+import { AssetType } from '../../../src/types';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('exchange_events', () => {
+ describe('_convertToExchangeFillEvent', () => {
+ it('converts LogWithDecodedArgs to ExchangeFillEvent entity', () => {
+ const input: LogWithDecodedArgs<ExchangeFillEventArgs> = {
+ logIndex: 102,
+ transactionIndex: 38,
+ transactionHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe',
+ blockHash: '',
+ blockNumber: 6276262,
+ address: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b',
+ data:
+ '0x000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428000000000000000000000000000000000000000000000000002386f26fc10000000000000000000000000000000000000000000000000000016345785d8a000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000010000000000000000000000000000000000000000000000000000000000000001600000000000000000000000000000000000000000000000000000000000000024f47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000024f47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f49800000000000000000000000000000000000000000000000000000000',
+ topics: [
+ '0x0bcc4c97732e47d9946f229edb95f5b6323f601300e4690de719993f3c371129',
+ '0x000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428',
+ '0x000000000000000000000000c370d2a5920344aa6b7d8d11250e3e861434cbdd',
+ '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a',
+ ],
+ event: 'Fill',
+ args: {
+ makerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428',
+ feeRecipientAddress: '0xc370d2a5920344aa6b7d8d11250e3e861434cbdd',
+ takerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428',
+ senderAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428',
+ makerAssetFilledAmount: new BigNumber('10000000000000000'),
+ takerAssetFilledAmount: new BigNumber('100000000000000000'),
+ makerFeePaid: new BigNumber('0'),
+ takerFeePaid: new BigNumber('12345'),
+ orderHash: '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a',
+ makerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
+ takerAssetData: '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498',
+ },
+ };
+ const expected = new ExchangeFillEvent();
+ expected.contractAddress = '0x4f833a24e1f95d70f028921e27040ca56e09ab0b';
+ expected.blockNumber = 6276262;
+ expected.logIndex = 102;
+ expected.rawData =
+ '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';
+ expected.transactionHash = '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe';
+ expected.makerAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428';
+ expected.takerAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428';
+ expected.feeRecipientAddress = '0xc370d2a5920344aa6b7d8d11250e3e861434cbdd';
+ expected.senderAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428';
+ expected.makerAssetFilledAmount = new BigNumber('10000000000000000');
+ expected.takerAssetFilledAmount = new BigNumber('100000000000000000');
+ expected.makerFeePaid = new BigNumber('0');
+ expected.takerFeePaid = new BigNumber('12345');
+ expected.orderHash = '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a';
+ expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ expected.makerAssetType = AssetType.ERC20;
+ expected.makerAssetProxyId = '0xf47261b0';
+ expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ expected.makerTokenId = null;
+ expected.rawTakerAssetData = '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498';
+ expected.takerAssetType = AssetType.ERC20;
+ expected.takerAssetProxyId = '0xf47261b0';
+ expected.takerTokenAddress = '0xe41d2489571d322189246dafa5ebde1f4699f498';
+ expected.takerTokenId = null;
+ const actual = _convertToExchangeFillEvent(input);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/idex_orders/index_test.ts b/packages/pipeline/test/parsers/idex_orders/index_test.ts
new file mode 100644
index 000000000..48b019732
--- /dev/null
+++ b/packages/pipeline/test/parsers/idex_orders/index_test.ts
@@ -0,0 +1,87 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { IdexOrderParam } from '../../../src/data_sources/idex';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
+import { parseIdexOrder } from '../../../src/parsers/idex_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('idex_orders', () => {
+ describe('parseIdexOrder', () => {
+ // for market listed as 'DEF_ABC'.
+ it('correctly converts bid type idexOrder to TokenOrder entity', () => {
+ const idexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
+ const idexOrderParam: IdexOrderParam = {
+ tokenBuy: '0x0000000000000000000000000000000000000000',
+ buySymbol: 'ABC',
+ buyPrecision: 2,
+ amountBuy: '10',
+ tokenSell: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
+ sellSymbol: 'DEF',
+ sellPrecision: 2,
+ amountSell: '5',
+ expires: Date.now() + 100000,
+ nonce: 1,
+ user: '0x212345667543456435324564345643453453333',
+ };
+ const observedTimestamp: number = Date.now();
+ const orderType: OrderType = OrderType.Bid;
+ const source: string = 'idex';
+
+ const expected = new TokenOrder();
+ expected.source = 'idex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = OrderType.Bid;
+ expected.price = new BigNumber(0.5);
+ expected.baseAssetSymbol = 'ABC';
+ expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';
+ expected.baseVolume = new BigNumber(10);
+ expected.quoteAssetSymbol = 'DEF';
+ expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+ expected.quoteVolume = new BigNumber(5);
+
+ const actual = parseIdexOrder(idexOrderParam, observedTimestamp, orderType, source, idexOrder);
+ expect(actual).deep.equal(expected);
+ });
+ it('correctly converts ask type idexOrder to TokenOrder entity', () => {
+ const idexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
+ const idexOrderParam: IdexOrderParam = {
+ tokenBuy: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
+ buySymbol: 'DEF',
+ buyPrecision: 2,
+ amountBuy: '5',
+ tokenSell: '0x0000000000000000000000000000000000000000',
+ sellSymbol: 'ABC',
+ sellPrecision: 2,
+ amountSell: '10',
+ expires: Date.now() + 100000,
+ nonce: 1,
+ user: '0x212345667543456435324564345643453453333',
+ };
+ const observedTimestamp: number = Date.now();
+ const orderType: OrderType = OrderType.Ask;
+ const source: string = 'idex';
+
+ const expected = new TokenOrder();
+ expected.source = 'idex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = OrderType.Ask;
+ expected.price = new BigNumber(0.5);
+ expected.baseAssetSymbol = 'ABC';
+ expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';
+ expected.baseVolume = new BigNumber(10);
+ expected.quoteAssetSymbol = 'DEF';
+ expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+ expected.quoteVolume = new BigNumber(5);
+
+ const actual = parseIdexOrder(idexOrderParam, observedTimestamp, orderType, source, idexOrder);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
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..401fedff8
--- /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 = OrderType.Bid;
+ const source: string = 'oasis';
+
+ const expected = new TokenOrder();
+ expected.source = 'oasis';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = OrderType.Bid;
+ expected.price = new BigNumber(0.5);
+ expected.baseAssetSymbol = 'DEF';
+ expected.baseAssetAddress = null;
+ expected.baseVolume = new BigNumber(10);
+ expected.quoteAssetSymbol = 'ABC';
+ expected.quoteAssetAddress = null;
+ expected.quoteVolume = new BigNumber(5);
+
+ const actual = parseOasisOrder(oasisMarket, observedTimestamp, orderType, source, oasisOrder);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts b/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts
new file mode 100644
index 000000000..118cafc5e
--- /dev/null
+++ b/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts
@@ -0,0 +1,62 @@
+import * as chai from 'chai';
+import 'mocha';
+import * as R from 'ramda';
+
+import { CryptoCompareOHLCVRecord } from '../../../src/data_sources/ohlcv_external/crypto_compare';
+import { OHLCVExternal } from '../../../src/entities';
+import { OHLCVMetadata, parseRecords } from '../../../src/parsers/ohlcv_external/crypto_compare';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('ohlcv_external parser (Crypto Compare)', () => {
+ describe('parseRecords', () => {
+ const record: CryptoCompareOHLCVRecord = {
+ time: 200,
+ close: 100,
+ high: 101,
+ low: 99,
+ open: 98,
+ volumefrom: 1234,
+ volumeto: 4321,
+ };
+
+ const metadata: OHLCVMetadata = {
+ fromSymbol: 'ETH',
+ toSymbol: 'ZRX',
+ exchange: 'CCCAGG',
+ source: 'CryptoCompare',
+ observedTimestamp: new Date().getTime(),
+ interval: 100000,
+ };
+
+ const entity = new OHLCVExternal();
+ entity.exchange = metadata.exchange;
+ entity.fromSymbol = metadata.fromSymbol;
+ entity.toSymbol = metadata.toSymbol;
+ entity.startTime = 100000;
+ entity.endTime = 200000;
+ entity.open = record.open;
+ entity.close = record.close;
+ entity.low = record.low;
+ entity.high = record.high;
+ entity.volumeFrom = record.volumefrom;
+ entity.volumeTo = record.volumeto;
+ entity.source = metadata.source;
+ entity.observedTimestamp = metadata.observedTimestamp;
+
+ it('converts Crypto Compare OHLCV records to OHLCVExternal entity', () => {
+ const input = [record, R.merge(record, { time: 300 }), R.merge(record, { time: 400 })];
+ const expected = [
+ entity,
+ R.merge(entity, { startTime: 200000, endTime: 300000 }),
+ R.merge(entity, { startTime: 300000, endTime: 400000 }),
+ ];
+
+ const actual = parseRecords(input, metadata);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
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..c5dd8751b
--- /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 = OrderType.Bid;
+ const source: string = 'paradex';
+
+ const expected = new TokenOrder();
+ expected.source = 'paradex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = OrderType.Bid;
+ expected.price = new BigNumber(0.1245);
+ expected.baseAssetSymbol = 'DEF';
+ expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+ expected.baseVolume = new BigNumber(412);
+ expected.quoteAssetSymbol = 'ABC';
+ expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
+ expected.quoteVolume = new BigNumber(412 * 0.1245);
+
+ const actual = parseParadexOrder(paradexMarket, observedTimestamp, orderType, source, paradexOrder);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/sra_orders/index_test.ts b/packages/pipeline/test/parsers/sra_orders/index_test.ts
new file mode 100644
index 000000000..838171a72
--- /dev/null
+++ b/packages/pipeline/test/parsers/sra_orders/index_test.ts
@@ -0,0 +1,69 @@
+import { APIOrder } from '@0x/types';
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { SraOrder } from '../../../src/entities';
+import { _convertToEntity } from '../../../src/parsers/sra_orders';
+import { AssetType } from '../../../src/types';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('sra_orders', () => {
+ describe('_convertToEntity', () => {
+ it('converts ApiOrder to SraOrder entity', () => {
+ const input: APIOrder = {
+ order: {
+ makerAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
+ takerAddress: '0x0000000000000000000000000000000000000000',
+ feeRecipientAddress: '0xa258b39954cef5cb142fd567a46cddb31a670124',
+ senderAddress: '0x0000000000000000000000000000000000000000',
+ makerAssetAmount: new BigNumber('1619310371000000000'),
+ takerAssetAmount: new BigNumber('8178335207070707070707'),
+ makerFee: new BigNumber('0'),
+ takerFee: new BigNumber('0'),
+ exchangeAddress: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b',
+ expirationTimeSeconds: new BigNumber('1538529488'),
+ signature:
+ '0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03',
+ salt: new BigNumber('1537924688891'),
+ makerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
+ takerAssetData: '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18',
+ },
+ metaData: { isThisArbitraryData: true, powerLevel: 9001 },
+ };
+ const expected = new SraOrder();
+ expected.exchangeAddress = '0x4f833a24e1f95d70f028921e27040ca56e09ab0b';
+ expected.orderHashHex = '0x1bdbeb0d088a33da28b9ee6d94e8771452f90f4a69107da2fa75195d61b9a1c9';
+ expected.makerAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+ expected.takerAddress = '0x0000000000000000000000000000000000000000';
+ expected.feeRecipientAddress = '0xa258b39954cef5cb142fd567a46cddb31a670124';
+ expected.senderAddress = '0x0000000000000000000000000000000000000000';
+ expected.makerAssetAmount = new BigNumber('1619310371000000000');
+ expected.takerAssetAmount = new BigNumber('8178335207070707070707');
+ expected.makerFee = new BigNumber('0');
+ expected.takerFee = new BigNumber('0');
+ expected.expirationTimeSeconds = new BigNumber('1538529488');
+ expected.salt = new BigNumber('1537924688891');
+ expected.signature =
+ '0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03';
+ expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ expected.makerAssetType = AssetType.ERC20;
+ expected.makerAssetProxyId = '0xf47261b0';
+ expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ expected.makerTokenId = null;
+ expected.rawTakerAssetData = '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18';
+ expected.takerAssetType = AssetType.ERC20;
+ expected.takerAssetProxyId = '0xf47261b0';
+ expected.takerTokenAddress = '0x42d6622dece394b54999fbd73d108123806f6a18';
+ expected.takerTokenId = null;
+ expected.metadataJson = '{"isThisArbitraryData":true,"powerLevel":9001}';
+
+ const actual = _convertToEntity(input);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/utils/index_test.ts b/packages/pipeline/test/parsers/utils/index_test.ts
new file mode 100644
index 000000000..5a0d0f182
--- /dev/null
+++ b/packages/pipeline/test/parsers/utils/index_test.ts
@@ -0,0 +1,30 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { aggregateOrders, GenericRawOrder } from '../../../src/parsers/utils';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('aggregateOrders', () => {
+ it('aggregates order by price point', () => {
+ const input = [
+ { price: '1', amount: '20', orderHash: 'testtest', total: '20' },
+ { price: '1', amount: '30', orderHash: 'testone', total: '30' },
+ { price: '2', amount: '100', orderHash: 'testtwo', total: '200' },
+ ];
+ const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]];
+ const actual = aggregateOrders(input);
+ expect(actual).deep.equal(expected);
+ });
+
+ it('handles empty orders gracefully', () => {
+ const input: GenericRawOrder[] = [];
+ const expected: Array<[string, BigNumber]> = [];
+ const actual = aggregateOrders(input);
+ expect(actual).deep.equal(expected);
+ });
+});