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authorzkao <zichongkao@gmail.com>2018-12-05 05:21:46 +0800
committerAlex Browne <stephenalexbrowne@gmail.com>2018-12-05 06:25:42 +0800
commit87ffa5d7ab19d2288bf68131a7e7ec77578c564c (patch)
tree68bb07481756ba578a89303f33d5c0ce8656f3a4 /packages/pipeline/test
parent7198b441e0d85785eec7244dd60bcd92269d954e (diff)
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Token_orderbook_snapshots for Ddex and Paradex(#1354)
* Implements the TokenOrderbookSnapshot Table * Scripts, Data Sources and Entities to pull Ddex and Paradex API data.
Diffstat (limited to 'packages/pipeline/test')
-rw-r--r--packages/pipeline/test/entities/token_order_test.ts31
-rw-r--r--packages/pipeline/test/parsers/ddex_orders/index_test.ts66
-rw-r--r--packages/pipeline/test/parsers/paradex_orders/index_test.ts54
3 files changed, 151 insertions, 0 deletions
diff --git a/packages/pipeline/test/entities/token_order_test.ts b/packages/pipeline/test/entities/token_order_test.ts
new file mode 100644
index 000000000..c6057f5aa
--- /dev/null
+++ b/packages/pipeline/test/entities/token_order_test.ts
@@ -0,0 +1,31 @@
+import { BigNumber } from '@0x/utils';
+import 'mocha';
+
+import { TokenOrderbookSnapshot } from '../../src/entities';
+import { createDbConnectionOnceAsync } from '../db_setup';
+import { chaiSetup } from '../utils/chai_setup';
+
+import { testSaveAndFindEntityAsync } from './util';
+
+chaiSetup.configure();
+
+const tokenOrderbookSnapshot: TokenOrderbookSnapshot = {
+ source: 'ddextest',
+ observedTimestamp: Date.now(),
+ orderType: 'bid',
+ price: new BigNumber(10.1),
+ baseAssetSymbol: 'ETH',
+ baseAssetAddress: '0x818e6fecd516ecc3849daf6845e3ec868087b755',
+ baseVolume: new BigNumber(143),
+ quoteAssetSymbol: 'ABC',
+ quoteAssetAddress: '0x00923b9a074762b93650716333b3e1473a15048e',
+ quoteVolume: new BigNumber(12.3234234),
+};
+
+describe('TokenOrderbookSnapshot entity', () => {
+ it('save/find', async () => {
+ const connection = await createDbConnectionOnceAsync();
+ const tokenOrderbookSnapshotRepository = connection.getRepository(TokenOrderbookSnapshot);
+ await testSaveAndFindEntityAsync(tokenOrderbookSnapshotRepository, tokenOrderbookSnapshot);
+ });
+});
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..213100f44
--- /dev/null
+++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
@@ -0,0 +1,66 @@
+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 { aggregateOrders, 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('aggregateOrders', () => {
+ it('aggregates orders by price point', () => {
+ const input = [
+ { price: '1', amount: '20', orderId: 'testtest' },
+ { price: '1', amount: '30', orderId: 'testone' },
+ { price: '2', amount: '100', orderId: 'testtwo' },
+ ];
+ const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]];
+ const actual = aggregateOrders(input);
+ expect(actual).deep.equal(expected);
+ });
+ });
+
+ 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 = 'bid';
+ const source: string = 'ddex';
+
+ const expected = new TokenOrder();
+ expected.source = 'ddex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = 'bid';
+ expected.price = new BigNumber(0.5);
+ expected.baseAssetSymbol = 'DEF';
+ expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+ expected.baseVolume = new BigNumber(5);
+ expected.quoteAssetSymbol = 'ABC';
+ expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
+ expected.quoteVolume = new BigNumber(10);
+
+ const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder);
+ 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..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);
+ });
+ });
+});