upgrade to ddex api v3 (#1507)

4 files changed, 31 insertions, 16 deletions

diff --git a/packages/pipeline/migrations/1547153875669-UpdateDDexAPIToV3.ts b/packages/pipeline/migrations/1547153875669-UpdateDDexAPIToV3.ts
new file mode 100644
index 000000000..957af4941
--- /dev/null
+++ b/packages/pipeline/migrations/1547153875669-UpdateDDexAPIToV3.ts
@@ -0,0 +1,21 @@
+import { MigrationInterface, QueryRunner } from 'typeorm';
+
+export class UpdateDDexAPIToV31547153875669 implements MigrationInterface {
+    public async up(queryRunner: QueryRunner): Promise<any> {
+        await queryRunner.query(`
+        UPDATE raw.token_orderbook_snapshots
+        SET quote_asset_symbol='WETH'
+        WHERE quote_asset_symbol='ETH' AND
+        source='ddex';
+        `);
+    }
+
+    public async down(queryRunner: QueryRunner): Promise<any> {
+        await queryRunner.query(`
+        UPDATE raw.token_orderbook_snapshots
+        SET quote_asset_symbol='ETH'
+        WHERE quote_asset_symbol='WETH' AND
+        source='ddex';
+        `);
+    }
+}
diff --git a/packages/pipeline/src/data_sources/ddex/index.ts b/packages/pipeline/src/data_sources/ddex/index.ts
index 2bbd8c29b..7ef92b90f 100644
--- a/packages/pipeline/src/data_sources/ddex/index.ts
+++ b/packages/pipeline/src/data_sources/ddex/index.ts
@@ -1,6 +1,6 @@
 import { fetchAsync, logUtils } from '@0x/utils';
 
-const DDEX_BASE_URL = 'https://api.ddex.io/v2';
+const DDEX_BASE_URL = 'https://api.ddex.io/v3';
 const ACTIVE_MARKETS_URL = `${DDEX_BASE_URL}/markets`;
 const NO_AGGREGATION_LEVEL = 3; // See https://docs.ddex.io/#get-orderbook
 const ORDERBOOK_ENDPOINT = `/orderbook?level=${NO_AGGREGATION_LEVEL}`;
@@ -23,7 +23,6 @@ export interface DdexMarket {
     baseTokenDecimals: number;
     baseTokenAddress: string;
     minOrderSize: string;
-    maxOrderSize: string;
     pricePrecision: number;
     priceDecimals: number;
     amountDecimals: number;
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
index eeb9c9d5b..562f894ab 100644
--- a/packages/pipeline/src/parsers/ddex_orders/index.ts
+++ b/packages/pipeline/src/parsers/ddex_orders/index.ts
@@ -58,14 +58,12 @@ export function parseDdexOrder(
     tokenOrder.orderType = orderType;
     tokenOrder.price = price;
 
-    // ddex currently confuses quote and base assets.
-    // We switch them here to maintain our internal consistency.
-    tokenOrder.baseAssetSymbol = ddexMarket.quoteToken;
-    tokenOrder.baseAssetAddress = ddexMarket.quoteTokenAddress;
+    tokenOrder.baseAssetSymbol = ddexMarket.baseToken;
+    tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress;
     tokenOrder.baseVolume = amount;
 
-    tokenOrder.quoteAssetSymbol = ddexMarket.baseToken;
-    tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress;
+    tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
+    tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
     tokenOrder.quoteVolume = price.times(amount);
     return tokenOrder;
 }
diff --git a/packages/pipeline/test/parsers/ddex_orders/index_test.ts b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
index f30e86b02..d6f69e090 100644
--- a/packages/pipeline/test/parsers/ddex_orders/index_test.ts
+++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
@@ -25,7 +25,6 @@ describe('ddex_orders', () => {
                 baseTokenDecimals: 2,
                 baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
                 minOrderSize: '0.1',
-                maxOrderSize: '1000',
                 pricePrecision: 1,
                 priceDecimals: 1,
                 amountDecimals: 0,
@@ -39,14 +38,12 @@ describe('ddex_orders', () => {
             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.quoteAssetSymbol = 'ABC';
+            expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
             expected.quoteVolume = new BigNumber(5);
+            expected.baseAssetSymbol = 'DEF';
+            expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
+            expected.baseVolume = new BigNumber(10);
 
             const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder);
             expect(actual).deep.equal(expected);