diff options
6 files changed, 24 insertions, 20 deletions
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts index 52a998f9f..d7b97efbe 100644 --- a/packages/pipeline/src/parsers/ddex_orders/index.ts +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -54,12 +54,14 @@ export function parseDdexOrder( tokenOrder.orderType = orderType; tokenOrder.price = price; - tokenOrder.baseAssetSymbol = ddexMarket.baseToken; - tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress; - tokenOrder.baseVolume = price.times(amount); + // 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.baseVolume = amount; - tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken; - tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress; - tokenOrder.quoteVolume = amount; + tokenOrder.quoteAssetSymbol = ddexMarket.baseToken; + tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress; + tokenOrder.quoteVolume = price.times(amount); return tokenOrder; } diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts index 7aafbf460..13997f31b 100644 --- a/packages/pipeline/src/parsers/oasis_orders/index.ts +++ b/packages/pipeline/src/parsers/oasis_orders/index.ts @@ -62,10 +62,10 @@ export function parseOasisOrder( tokenOrder.baseAssetSymbol = oasisMarket.base; tokenOrder.baseAssetAddress = null; // Oasis doesn't provide address information - tokenOrder.baseVolume = price.times(amount); + tokenOrder.baseVolume = amount; tokenOrder.quoteAssetSymbol = oasisMarket.quote; tokenOrder.quoteAssetAddress = null; // Oasis doesn't provide address information - tokenOrder.quoteVolume = amount; + tokenOrder.quoteVolume = price.times(amount); return tokenOrder; } diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts index 7966658a7..5ceeb64a4 100644 --- a/packages/pipeline/src/parsers/paradex_orders/index.ts +++ b/packages/pipeline/src/parsers/paradex_orders/index.ts @@ -57,10 +57,10 @@ export function parseParadexOrder( tokenOrder.baseAssetSymbol = paradexMarket.baseToken; tokenOrder.baseAssetAddress = paradexMarket.baseTokenAddress as string; - tokenOrder.baseVolume = price.times(amount); + tokenOrder.baseVolume = amount; tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken; tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string; - tokenOrder.quoteVolume = amount; + 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 9f4bfe7e3..4a4a86bf8 100644 --- a/packages/pipeline/test/parsers/ddex_orders/index_test.ts +++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts @@ -39,12 +39,14 @@ describe('ddex_orders', () => { 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); + // 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/oasis_orders/index_test.ts b/packages/pipeline/test/parsers/oasis_orders/index_test.ts index 9e8ba9a40..433bfb665 100644 --- a/packages/pipeline/test/parsers/oasis_orders/index_test.ts +++ b/packages/pipeline/test/parsers/oasis_orders/index_test.ts @@ -37,10 +37,10 @@ describe('oasis_orders', () => { expected.price = new BigNumber(0.5); expected.baseAssetSymbol = 'DEF'; expected.baseAssetAddress = null; - expected.baseVolume = new BigNumber(5); + expected.baseVolume = new BigNumber(10); expected.quoteAssetSymbol = 'ABC'; expected.quoteAssetAddress = null; - expected.quoteVolume = new BigNumber(10); + 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/paradex_orders/index_test.ts b/packages/pipeline/test/parsers/paradex_orders/index_test.ts index 1522806bf..6b811b90d 100644 --- a/packages/pipeline/test/parsers/paradex_orders/index_test.ts +++ b/packages/pipeline/test/parsers/paradex_orders/index_test.ts @@ -42,10 +42,10 @@ describe('paradex_orders', () => { expected.price = new BigNumber(0.1245); expected.baseAssetSymbol = 'DEF'; expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; - expected.baseVolume = new BigNumber(412 * 0.1245); + expected.baseVolume = new BigNumber(412); expected.quoteAssetSymbol = 'ABC'; expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000'; - expected.quoteVolume = new BigNumber(412); + expected.quoteVolume = new BigNumber(412 * 0.1245); const actual = parseParadexOrder(paradexMarket, observedTimestamp, orderType, source, paradexOrder); expect(actual).deep.equal(expected); |