diff options
Diffstat (limited to 'packages/pipeline/src/parsers')
6 files changed, 58 insertions, 32 deletions
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts index d7b97efbe..eeb9c9d5b 100644 --- a/packages/pipeline/src/parsers/ddex_orders/index.ts +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -23,8 +23,12 @@ export function parseDdexOrders( ): TokenOrder[] { const aggregatedBids = aggregateOrders(ddexOrderbook.bids); const aggregatedAsks = aggregateOrders(ddexOrderbook.asks); - const parsedBids = aggregatedBids.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'bid', source, order)); - const parsedAsks = aggregatedAsks.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'ask', source, order)); + const parsedBids = aggregatedBids.map(order => + parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Bid, source, order), + ); + const parsedAsks = aggregatedAsks.map(order => + parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Ask, source, order), + ); return parsedBids.concat(parsedAsks); } diff --git a/packages/pipeline/src/parsers/events/exchange_events.ts b/packages/pipeline/src/parsers/events/exchange_events.ts index e18106c75..9c4a5f89a 100644 --- a/packages/pipeline/src/parsers/events/exchange_events.ts +++ b/packages/pipeline/src/parsers/events/exchange_events.ts @@ -5,7 +5,7 @@ import { LogWithDecodedArgs } from 'ethereum-types'; import * as R from 'ramda'; import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities'; -import { bigNumbertoStringOrNull } from '../../utils'; +import { bigNumbertoStringOrNull, convertAssetProxyIdToType } from '../../utils'; /** * Parses raw event logs for a fill event and returns an array of @@ -40,9 +40,7 @@ export const parseExchangeCancelUpToEvents: ( */ export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent { const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData); - const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721'; const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData); - const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721'; const exchangeFillEvent = new ExchangeFillEvent(); exchangeFillEvent.contractAddress = eventLog.address as string; exchangeFillEvent.blockNumber = eventLog.blockNumber as number; @@ -59,16 +57,24 @@ export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<Exchang exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid; exchangeFillEvent.orderHash = eventLog.args.orderHash; exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData; - exchangeFillEvent.makerAssetType = makerAssetType; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeFillEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId; - exchangeFillEvent.makerTokenAddress = makerAssetData.tokenAddress; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeFillEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress + : makerAssetData.tokenAddress; // tslint has a false positive here. Type assertion is required. // tslint:disable-next-line:no-unnecessary-type-assertion exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData; - exchangeFillEvent.takerAssetType = takerAssetType; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeFillEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId; - exchangeFillEvent.takerTokenAddress = takerAssetData.tokenAddress; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeFillEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress + : takerAssetData.tokenAddress; // tslint:disable-next-line:no-unnecessary-type-assertion exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId); return exchangeFillEvent; @@ -83,9 +89,7 @@ export function _convertToExchangeCancelEvent( eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>, ): ExchangeCancelEvent { const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData); - const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721'; const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData); - const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721'; const exchangeCancelEvent = new ExchangeCancelEvent(); exchangeCancelEvent.contractAddress = eventLog.address as string; exchangeCancelEvent.blockNumber = eventLog.blockNumber as number; @@ -98,15 +102,23 @@ export function _convertToExchangeCancelEvent( exchangeCancelEvent.senderAddress = eventLog.args.senderAddress; exchangeCancelEvent.orderHash = eventLog.args.orderHash; exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData; - exchangeCancelEvent.makerAssetType = makerAssetType; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeCancelEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId; - exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeCancelEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress + : makerAssetData.tokenAddress; // tslint:disable-next-line:no-unnecessary-type-assertion exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData; - exchangeCancelEvent.takerAssetType = takerAssetType; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeCancelEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId; - exchangeCancelEvent.takerTokenAddress = takerAssetData.tokenAddress; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeCancelEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress + : takerAssetData.tokenAddress; // tslint:disable-next-line:no-unnecessary-type-assertion exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId); return exchangeCancelEvent; diff --git a/packages/pipeline/src/parsers/idex_orders/index.ts b/packages/pipeline/src/parsers/idex_orders/index.ts index dfe27455c..14b871195 100644 --- a/packages/pipeline/src/parsers/idex_orders/index.ts +++ b/packages/pipeline/src/parsers/idex_orders/index.ts @@ -2,7 +2,7 @@ import { BigNumber } from '@0x/utils'; import { aggregateOrders } from '../utils'; -import { IdexOrder, IdexOrderbook, IdexOrderParam } from '../../data_sources/idex'; +import { IdexOrderbook, IdexOrderParam } from '../../data_sources/idex'; import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; import { OrderType } from '../../types'; @@ -21,7 +21,9 @@ export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: const idexBidOrder = idexOrderbook.bids[0]; const parsedBids = aggregatedBids.length > 0 - ? aggregatedBids.map(order => parseIdexOrder(idexBidOrder.params, observedTimestamp, 'bid', source, order)) + ? aggregatedBids.map(order => + parseIdexOrder(idexBidOrder.params, observedTimestamp, OrderType.Bid, source, order), + ) : []; const aggregatedAsks = aggregateOrders(idexOrderbook.asks); @@ -29,7 +31,9 @@ export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: const idexAskOrder = idexOrderbook.asks[0]; const parsedAsks = aggregatedAsks.length > 0 - ? aggregatedAsks.map(order => parseIdexOrder(idexAskOrder.params, observedTimestamp, 'ask', source, order)) + ? aggregatedAsks.map(order => + parseIdexOrder(idexAskOrder.params, observedTimestamp, OrderType.Ask, source, order), + ) : []; return parsedBids.concat(parsedAsks); } @@ -62,7 +66,7 @@ export function parseIdexOrder( tokenOrder.baseVolume = amount; tokenOrder.quoteVolume = price.times(amount); - if (orderType === 'bid') { + if (orderType === OrderType.Bid) { tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol; tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy; tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol; diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts index 13997f31b..b71fb65b9 100644 --- a/packages/pipeline/src/parsers/oasis_orders/index.ts +++ b/packages/pipeline/src/parsers/oasis_orders/index.ts @@ -23,13 +23,13 @@ export function parseOasisOrders( observedTimestamp: number, source: string, ): TokenOrder[] { - const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', 'bid'), oasisOrderbook)); - const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', 'ask'), oasisOrderbook)); + const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', OrderType.Bid), oasisOrderbook)); + const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', OrderType.Ask), oasisOrderbook)); const parsedBids = aggregatedBids.map(order => - parseOasisOrder(oasisMarket, observedTimestamp, 'bid', source, order), + parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Bid, source, order), ); const parsedAsks = aggregatedAsks.map(order => - parseOasisOrder(oasisMarket, observedTimestamp, 'ask', source, order), + parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Ask, source, order), ); return parsedBids.concat(parsedAsks); } diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts index 5ceeb64a4..85990dae4 100644 --- a/packages/pipeline/src/parsers/paradex_orders/index.ts +++ b/packages/pipeline/src/parsers/paradex_orders/index.ts @@ -21,10 +21,10 @@ export function parseParadexOrders( source: string, ): TokenOrder[] { const parsedBids = paradexOrderbookResponse.bids.map(order => - parseParadexOrder(paradexMarket, observedTimestamp, 'bid', source, order), + parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Bid, source, order), ); const parsedAsks = paradexOrderbookResponse.asks.map(order => - parseParadexOrder(paradexMarket, observedTimestamp, 'ask', source, order), + parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Ask, source, order), ); return parsedBids.concat(parsedAsks); } diff --git a/packages/pipeline/src/parsers/sra_orders/index.ts b/packages/pipeline/src/parsers/sra_orders/index.ts index ef8901e40..13fe632a4 100644 --- a/packages/pipeline/src/parsers/sra_orders/index.ts +++ b/packages/pipeline/src/parsers/sra_orders/index.ts @@ -4,7 +4,7 @@ import { AssetProxyId, ERC721AssetData } from '@0x/types'; import * as R from 'ramda'; import { SraOrder } from '../../entities'; -import { bigNumbertoStringOrNull } from '../../utils'; +import { bigNumbertoStringOrNull, convertAssetProxyIdToType } from '../../utils'; /** * Parses a raw order response from an SRA endpoint and returns an array of @@ -22,9 +22,7 @@ export function parseSraOrders(rawOrdersResponse: OrdersResponse): SraOrder[] { export function _convertToEntity(apiOrder: APIOrder): SraOrder { // TODO(albrow): refactor out common asset data decoding code. const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.makerAssetData); - const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721'; const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.takerAssetData); - const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721'; const sraOrder = new SraOrder(); sraOrder.exchangeAddress = apiOrder.order.exchangeAddress; @@ -43,16 +41,24 @@ export function _convertToEntity(apiOrder: APIOrder): SraOrder { sraOrder.signature = apiOrder.order.signature; sraOrder.rawMakerAssetData = apiOrder.order.makerAssetData; - sraOrder.makerAssetType = makerAssetType; + // tslint:disable-next-line:no-unnecessary-type-assertion + sraOrder.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); sraOrder.makerAssetProxyId = makerAssetData.assetProxyId; - sraOrder.makerTokenAddress = makerAssetData.tokenAddress; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + sraOrder.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.makerAssetData).nestedAssetData[0].tokenAddress + : makerAssetData.tokenAddress; // tslint has a false positive here. Type assertion is required. // tslint:disable-next-line:no-unnecessary-type-assertion sraOrder.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); sraOrder.rawTakerAssetData = apiOrder.order.takerAssetData; - sraOrder.takerAssetType = takerAssetType; + // tslint:disable-next-line:no-unnecessary-type-assertion + sraOrder.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); sraOrder.takerAssetProxyId = takerAssetData.assetProxyId; - sraOrder.takerTokenAddress = takerAssetData.tokenAddress; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + sraOrder.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.takerAssetData).nestedAssetData[0].tokenAddress + : takerAssetData.tokenAddress; // tslint:disable-next-line:no-unnecessary-type-assertion sraOrder.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId); |