Add script for parsing competing dex trades from Bloxy (#1355)

2 files changed, 159 insertions, 0 deletions

diff --git a/packages/pipeline/test/entities/dex_trades_test.ts b/packages/pipeline/test/entities/dex_trades_test.ts
new file mode 100644
index 000000000..83aaeec8f
--- /dev/null
+++ b/packages/pipeline/test/entities/dex_trades_test.ts
@@ -0,0 +1,60 @@
+import { BigNumber } from '@0x/utils';
+import 'mocha';
+import * as R from 'ramda';
+import 'reflect-metadata';
+
+import { DexTrade } from '../../src/entities';
+import { createDbConnectionOnceAsync } from '../db_setup';
+import { chaiSetup } from '../utils/chai_setup';
+
+import { testSaveAndFindEntityAsync } from './util';
+
+chaiSetup.configure();
+
+const baseTrade = {
+    sourceUrl: 'https://bloxy.info/api/dex/trades',
+    txTimestamp: 1543447585938,
+    txDate: '2018-11-21',
+    txSender: '0x00923b9a074762b93650716333b3e1473a15048e',
+    smartContractId: 7091917,
+    smartContractAddress: '0x818e6fecd516ecc3849daf6845e3ec868087b755',
+    contractType: 'DEX/Kyber Network Proxy',
+    maker: '0xbf2179859fc6d5bee9bf9158632dc51678a4100c',
+    taker: '0xbf2179859fc6d5bee9bf9158632dc51678a4100d',
+    amountBuy: new BigNumber('1.011943163078103'),
+    makerFeeAmount: new BigNumber(0),
+    buyCurrencyId: 1,
+    buySymbol: 'ETH',
+    amountSell: new BigNumber('941.4997928436911'),
+    takerFeeAmount: new BigNumber(0),
+    sellCurrencyId: 16610,
+    sellSymbol: 'ELF',
+    makerAnnotation: '',
+    takerAnnotation: '',
+    protocol: 'Kyber Network Proxy',
+    sellAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100e',
+};
+
+const tradeWithNullAddresses: DexTrade = R.merge(baseTrade, {
+    txHash: '0xb93a7faf92efbbb5405c9a73cd4efd99702fe27c03ff22baee1f1b1e37b3a0bf',
+    buyAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100e',
+    sellAddress: '0xbf2179859fc6d5bee9bf9158632dc51678a4100f',
+});
+
+const tradeWithNonNullAddresses: DexTrade = R.merge(baseTrade, {
+    txHash: '0xb93a7faf92efbbb5405c9a73cd4efd99702fe27c03ff22baee1f1b1e37b3a0be',
+    buyAddress: null,
+    sellAddress: null,
+});
+
+// tslint:disable:custom-no-magic-numbers
+describe('DexTrade entity', () => {
+    it('save/find', async () => {
+        const connection = await createDbConnectionOnceAsync();
+        const trades = [tradeWithNullAddresses, tradeWithNonNullAddresses];
+        const tradesRepository = connection.getRepository(DexTrade);
+        for (const trade of trades) {
+            await testSaveAndFindEntityAsync(tradesRepository, trade);
+        }
+    });
+});
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..2b8d68f98
--- /dev/null
+++ b/packages/pipeline/test/parsers/bloxy/index_test.ts
@@ -0,0 +1,99 @@
+// 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 { _convertToExchangeFillEvent } from '../../../src/parsers/events';
+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);
+            });
+        }
+    });
+});