diff options
Diffstat (limited to 'packages/pipeline/test/parsers')
11 files changed, 724 insertions, 0 deletions
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..6aabb091d --- /dev/null +++ b/packages/pipeline/test/parsers/bloxy/index_test.ts @@ -0,0 +1,98 @@ +// 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 { 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); + }); + } + }); +}); diff --git a/packages/pipeline/test/parsers/copper/index_test.ts b/packages/pipeline/test/parsers/copper/index_test.ts new file mode 100644 index 000000000..bb8e70da1 --- /dev/null +++ b/packages/pipeline/test/parsers/copper/index_test.ts @@ -0,0 +1,87 @@ +import * as chai from 'chai'; +import 'mocha'; + +import { + CopperActivity, + CopperActivityType, + CopperCustomField, + CopperLead, + CopperOpportunity, +} from '../../../src/entities'; +import { + CopperActivityResponse, + CopperActivityTypeCategory, + CopperActivityTypeResponse, + CopperCustomFieldResponse, + CopperSearchResponse, + parseActivities, + parseActivityTypes, + parseCustomFields, + parseLeads, + parseOpportunities, +} from '../../../src/parsers/copper'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +type CopperResponse = CopperSearchResponse | CopperCustomFieldResponse; +type CopperEntity = CopperLead | CopperActivity | CopperOpportunity | CopperActivityType | CopperCustomField; + +import * as activityTypesApiResponse from '../../fixtures/copper/api_v1_activity_types.json'; +import * as customFieldsApiResponse from '../../fixtures/copper/api_v1_custom_field_definitions.json'; +import * as listActivitiesApiResponse from '../../fixtures/copper/api_v1_list_activities.json'; +import * as listLeadsApiResponse from '../../fixtures/copper/api_v1_list_leads.json'; +import * as listOpportunitiesApiResponse from '../../fixtures/copper/api_v1_list_opportunities.json'; +import { + ParsedActivities, + ParsedActivityTypes, + ParsedCustomFields, + ParsedLeads, + ParsedOpportunities, +} from '../../fixtures/copper/parsed_entities'; + +interface TestCase { + input: CopperResponse[]; + expected: CopperEntity[]; + parseFn(input: CopperResponse[]): CopperEntity[]; +} +const testCases: TestCase[] = [ + { + input: listLeadsApiResponse, + expected: ParsedLeads, + parseFn: parseLeads, + }, + { + input: (listActivitiesApiResponse as unknown) as CopperActivityResponse[], + expected: ParsedActivities, + parseFn: parseActivities, + }, + { + input: listOpportunitiesApiResponse, + expected: ParsedOpportunities, + parseFn: parseOpportunities, + }, + { + input: customFieldsApiResponse, + expected: ParsedCustomFields, + parseFn: parseCustomFields, + }, +]; +describe('Copper parser', () => { + it('parses API responses', () => { + testCases.forEach(testCase => { + const actual: CopperEntity[] = testCase.parseFn(testCase.input); + expect(actual).deep.equal(testCase.expected); + }); + }); + + // special case because the API response is not an array + it('parses activity types API response', () => { + const actual: CopperActivityType[] = parseActivityTypes((activityTypesApiResponse as unknown) as Map< + CopperActivityTypeCategory, + CopperActivityTypeResponse[] + >); + expect(actual).deep.equal(ParsedActivityTypes); + }); +}); 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..f30e86b02 --- /dev/null +++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts @@ -0,0 +1,55 @@ +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 { 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('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 = OrderType.Bid; + const source: string = 'ddex'; + + const expected = new TokenOrder(); + expected.source = 'ddex'; + 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.quoteVolume = new BigNumber(5); + + const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/events/erc20_events_test.ts b/packages/pipeline/test/parsers/events/erc20_events_test.ts new file mode 100644 index 000000000..962c50f98 --- /dev/null +++ b/packages/pipeline/test/parsers/events/erc20_events_test.ts @@ -0,0 +1,54 @@ +import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import 'mocha'; + +import { ERC20ApprovalEvent } from '../../../src/entities'; +import { _convertToERC20ApprovalEvent } from '../../../src/parsers/events/erc20_events'; +import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('erc20_events', () => { + describe('_convertToERC20ApprovalEvent', () => { + it('converts LogWithDecodedArgs to ERC20ApprovalEvent entity', () => { + const input: LogWithDecodedArgs<ERC20TokenApprovalEventArgs> = { + address: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + blockHash: '0xd2d7aafaa7102aec0bca8ef026d5a85133e87892334c46ee1e92e42912991c9b', + blockNumber: 6281577, + data: '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9', + logIndex: 43, + topics: [ + '0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925', + '0x0000000000000000000000000b65c5f6f3a05d6be5588a72b603360773b3fe04', + '0x000000000000000000000000448a5065aebb8e423f0896e6c5d525c040f59af3', + ], + transactionHash: '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f', + transactionIndex: 103, + event: 'Approval', + args: { + _owner: '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04', + _spender: '0x448a5065aebb8e423f0896e6c5d525c040f59af3', + _value: new BigNumber('50281464906893835769'), + }, + }; + + const expected = new ERC20ApprovalEvent(); + expected.tokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.blockNumber = 6281577; + expected.rawData = '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9'; + expected.logIndex = 43; + expected.transactionHash = '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f'; + expected.ownerAddress = '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04'; + expected.spenderAddress = '0x448a5065aebb8e423f0896e6c5d525c040f59af3'; + expected.amount = new BigNumber('50281464906893835769'); + + const actual = _convertToERC20ApprovalEvent(input); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/events/exchange_events_test.ts b/packages/pipeline/test/parsers/events/exchange_events_test.ts new file mode 100644 index 000000000..956ad9ef8 --- /dev/null +++ b/packages/pipeline/test/parsers/events/exchange_events_test.ts @@ -0,0 +1,79 @@ +import { ExchangeFillEventArgs } from '@0x/contract-wrappers'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import 'mocha'; + +import { ExchangeFillEvent } from '../../../src/entities'; +import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events'; +import { AssetType } from '../../../src/types'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('exchange_events', () => { + describe('_convertToExchangeFillEvent', () => { + it('converts LogWithDecodedArgs to ExchangeFillEvent entity', () => { + const input: LogWithDecodedArgs<ExchangeFillEventArgs> = { + logIndex: 102, + transactionIndex: 38, + transactionHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe', + blockHash: '', + blockNumber: 6276262, + address: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b', + data: + '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', + topics: [ + '0x0bcc4c97732e47d9946f229edb95f5b6323f601300e4690de719993f3c371129', + '0x000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428', + '0x000000000000000000000000c370d2a5920344aa6b7d8d11250e3e861434cbdd', + '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a', + ], + event: 'Fill', + args: { + makerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + feeRecipientAddress: '0xc370d2a5920344aa6b7d8d11250e3e861434cbdd', + takerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + senderAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + makerAssetFilledAmount: new BigNumber('10000000000000000'), + takerAssetFilledAmount: new BigNumber('100000000000000000'), + makerFeePaid: new BigNumber('0'), + takerFeePaid: new BigNumber('12345'), + orderHash: '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a', + makerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + takerAssetData: '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498', + }, + }; + const expected = new ExchangeFillEvent(); + expected.contractAddress = '0x4f833a24e1f95d70f028921e27040ca56e09ab0b'; + expected.blockNumber = 6276262; + expected.logIndex = 102; + expected.rawData = + '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'; + expected.transactionHash = '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe'; + expected.makerAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428'; + expected.takerAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428'; + expected.feeRecipientAddress = '0xc370d2a5920344aa6b7d8d11250e3e861434cbdd'; + expected.senderAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428'; + expected.makerAssetFilledAmount = new BigNumber('10000000000000000'); + expected.takerAssetFilledAmount = new BigNumber('100000000000000000'); + expected.makerFeePaid = new BigNumber('0'); + expected.takerFeePaid = new BigNumber('12345'); + expected.orderHash = '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a'; + expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.makerAssetType = AssetType.ERC20; + expected.makerAssetProxyId = '0xf47261b0'; + expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.makerTokenId = null; + expected.rawTakerAssetData = '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498'; + expected.takerAssetType = AssetType.ERC20; + expected.takerAssetProxyId = '0xf47261b0'; + expected.takerTokenAddress = '0xe41d2489571d322189246dafa5ebde1f4699f498'; + expected.takerTokenId = null; + const actual = _convertToExchangeFillEvent(input); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/idex_orders/index_test.ts b/packages/pipeline/test/parsers/idex_orders/index_test.ts new file mode 100644 index 000000000..48b019732 --- /dev/null +++ b/packages/pipeline/test/parsers/idex_orders/index_test.ts @@ -0,0 +1,87 @@ +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { IdexOrderParam } from '../../../src/data_sources/idex'; +import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities'; +import { parseIdexOrder } from '../../../src/parsers/idex_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('idex_orders', () => { + describe('parseIdexOrder', () => { + // for market listed as 'DEF_ABC'. + it('correctly converts bid type idexOrder to TokenOrder entity', () => { + const idexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)]; + const idexOrderParam: IdexOrderParam = { + tokenBuy: '0x0000000000000000000000000000000000000000', + buySymbol: 'ABC', + buyPrecision: 2, + amountBuy: '10', + tokenSell: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81', + sellSymbol: 'DEF', + sellPrecision: 2, + amountSell: '5', + expires: Date.now() + 100000, + nonce: 1, + user: '0x212345667543456435324564345643453453333', + }; + const observedTimestamp: number = Date.now(); + const orderType: OrderType = OrderType.Bid; + const source: string = 'idex'; + + const expected = new TokenOrder(); + expected.source = 'idex'; + expected.observedTimestamp = observedTimestamp; + expected.orderType = OrderType.Bid; + expected.price = new BigNumber(0.5); + expected.baseAssetSymbol = 'ABC'; + expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; + expected.baseVolume = new BigNumber(10); + expected.quoteAssetSymbol = 'DEF'; + expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.quoteVolume = new BigNumber(5); + + const actual = parseIdexOrder(idexOrderParam, observedTimestamp, orderType, source, idexOrder); + expect(actual).deep.equal(expected); + }); + it('correctly converts ask type idexOrder to TokenOrder entity', () => { + const idexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)]; + const idexOrderParam: IdexOrderParam = { + tokenBuy: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81', + buySymbol: 'DEF', + buyPrecision: 2, + amountBuy: '5', + tokenSell: '0x0000000000000000000000000000000000000000', + sellSymbol: 'ABC', + sellPrecision: 2, + amountSell: '10', + expires: Date.now() + 100000, + nonce: 1, + user: '0x212345667543456435324564345643453453333', + }; + const observedTimestamp: number = Date.now(); + const orderType: OrderType = OrderType.Ask; + const source: string = 'idex'; + + const expected = new TokenOrder(); + expected.source = 'idex'; + expected.observedTimestamp = observedTimestamp; + expected.orderType = OrderType.Ask; + expected.price = new BigNumber(0.5); + expected.baseAssetSymbol = 'ABC'; + expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; + expected.baseVolume = new BigNumber(10); + expected.quoteAssetSymbol = 'DEF'; + expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.quoteVolume = new BigNumber(5); + + const actual = parseIdexOrder(idexOrderParam, observedTimestamp, orderType, source, idexOrder); + 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 new file mode 100644 index 000000000..401fedff8 --- /dev/null +++ b/packages/pipeline/test/parsers/oasis_orders/index_test.ts @@ -0,0 +1,49 @@ +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { OasisMarket } from '../../../src/data_sources/oasis'; +import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities'; +import { parseOasisOrder } from '../../../src/parsers/oasis_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('oasis_orders', () => { + describe('parseOasisOrder', () => { + it('converts oasisOrder to TokenOrder entity', () => { + const oasisOrder: [string, BigNumber] = ['0.5', new BigNumber(10)]; + const oasisMarket: OasisMarket = { + id: 'ABCDEF', + base: 'DEF', + quote: 'ABC', + buyVol: 100, + sellVol: 200, + price: 1, + high: 1, + low: 0, + }; + const observedTimestamp: number = Date.now(); + const orderType: OrderType = OrderType.Bid; + const source: string = 'oasis'; + + const expected = new TokenOrder(); + expected.source = 'oasis'; + expected.observedTimestamp = observedTimestamp; + expected.orderType = OrderType.Bid; + expected.price = new BigNumber(0.5); + expected.baseAssetSymbol = 'DEF'; + expected.baseAssetAddress = null; + expected.baseVolume = new BigNumber(10); + expected.quoteAssetSymbol = 'ABC'; + expected.quoteAssetAddress = null; + 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/ohlcv_external/crypto_compare_test.ts b/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts new file mode 100644 index 000000000..118cafc5e --- /dev/null +++ b/packages/pipeline/test/parsers/ohlcv_external/crypto_compare_test.ts @@ -0,0 +1,62 @@ +import * as chai from 'chai'; +import 'mocha'; +import * as R from 'ramda'; + +import { CryptoCompareOHLCVRecord } from '../../../src/data_sources/ohlcv_external/crypto_compare'; +import { OHLCVExternal } from '../../../src/entities'; +import { OHLCVMetadata, parseRecords } from '../../../src/parsers/ohlcv_external/crypto_compare'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('ohlcv_external parser (Crypto Compare)', () => { + describe('parseRecords', () => { + const record: CryptoCompareOHLCVRecord = { + time: 200, + close: 100, + high: 101, + low: 99, + open: 98, + volumefrom: 1234, + volumeto: 4321, + }; + + const metadata: OHLCVMetadata = { + fromSymbol: 'ETH', + toSymbol: 'ZRX', + exchange: 'CCCAGG', + source: 'CryptoCompare', + observedTimestamp: new Date().getTime(), + interval: 100000, + }; + + const entity = new OHLCVExternal(); + entity.exchange = metadata.exchange; + entity.fromSymbol = metadata.fromSymbol; + entity.toSymbol = metadata.toSymbol; + entity.startTime = 100000; + entity.endTime = 200000; + entity.open = record.open; + entity.close = record.close; + entity.low = record.low; + entity.high = record.high; + entity.volumeFrom = record.volumefrom; + entity.volumeTo = record.volumeto; + entity.source = metadata.source; + entity.observedTimestamp = metadata.observedTimestamp; + + it('converts Crypto Compare OHLCV records to OHLCVExternal entity', () => { + const input = [record, R.merge(record, { time: 300 }), R.merge(record, { time: 400 })]; + const expected = [ + entity, + R.merge(entity, { startTime: 200000, endTime: 300000 }), + R.merge(entity, { startTime: 300000, endTime: 400000 }), + ]; + + const actual = parseRecords(input, metadata); + 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..c5dd8751b --- /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 = OrderType.Bid; + const source: string = 'paradex'; + + const expected = new TokenOrder(); + expected.source = 'paradex'; + expected.observedTimestamp = observedTimestamp; + expected.orderType = OrderType.Bid; + expected.price = new BigNumber(0.1245); + expected.baseAssetSymbol = 'DEF'; + expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.baseVolume = new BigNumber(412); + expected.quoteAssetSymbol = 'ABC'; + expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000'; + expected.quoteVolume = new BigNumber(412 * 0.1245); + + const actual = parseParadexOrder(paradexMarket, observedTimestamp, orderType, source, paradexOrder); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/sra_orders/index_test.ts b/packages/pipeline/test/parsers/sra_orders/index_test.ts new file mode 100644 index 000000000..838171a72 --- /dev/null +++ b/packages/pipeline/test/parsers/sra_orders/index_test.ts @@ -0,0 +1,69 @@ +import { APIOrder } from '@0x/types'; +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { SraOrder } from '../../../src/entities'; +import { _convertToEntity } from '../../../src/parsers/sra_orders'; +import { AssetType } from '../../../src/types'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('sra_orders', () => { + describe('_convertToEntity', () => { + it('converts ApiOrder to SraOrder entity', () => { + const input: APIOrder = { + order: { + makerAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81', + takerAddress: '0x0000000000000000000000000000000000000000', + feeRecipientAddress: '0xa258b39954cef5cb142fd567a46cddb31a670124', + senderAddress: '0x0000000000000000000000000000000000000000', + makerAssetAmount: new BigNumber('1619310371000000000'), + takerAssetAmount: new BigNumber('8178335207070707070707'), + makerFee: new BigNumber('0'), + takerFee: new BigNumber('0'), + exchangeAddress: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b', + expirationTimeSeconds: new BigNumber('1538529488'), + signature: + '0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03', + salt: new BigNumber('1537924688891'), + makerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + takerAssetData: '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18', + }, + metaData: { isThisArbitraryData: true, powerLevel: 9001 }, + }; + const expected = new SraOrder(); + expected.exchangeAddress = '0x4f833a24e1f95d70f028921e27040ca56e09ab0b'; + expected.orderHashHex = '0x1bdbeb0d088a33da28b9ee6d94e8771452f90f4a69107da2fa75195d61b9a1c9'; + expected.makerAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.takerAddress = '0x0000000000000000000000000000000000000000'; + expected.feeRecipientAddress = '0xa258b39954cef5cb142fd567a46cddb31a670124'; + expected.senderAddress = '0x0000000000000000000000000000000000000000'; + expected.makerAssetAmount = new BigNumber('1619310371000000000'); + expected.takerAssetAmount = new BigNumber('8178335207070707070707'); + expected.makerFee = new BigNumber('0'); + expected.takerFee = new BigNumber('0'); + expected.expirationTimeSeconds = new BigNumber('1538529488'); + expected.salt = new BigNumber('1537924688891'); + expected.signature = + '0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03'; + expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.makerAssetType = AssetType.ERC20; + expected.makerAssetProxyId = '0xf47261b0'; + expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.makerTokenId = null; + expected.rawTakerAssetData = '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18'; + expected.takerAssetType = AssetType.ERC20; + expected.takerAssetProxyId = '0xf47261b0'; + expected.takerTokenAddress = '0x42d6622dece394b54999fbd73d108123806f6a18'; + expected.takerTokenId = null; + expected.metadataJson = '{"isThisArbitraryData":true,"powerLevel":9001}'; + + const actual = _convertToEntity(input); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/utils/index_test.ts b/packages/pipeline/test/parsers/utils/index_test.ts new file mode 100644 index 000000000..5a0d0f182 --- /dev/null +++ b/packages/pipeline/test/parsers/utils/index_test.ts @@ -0,0 +1,30 @@ +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { aggregateOrders, GenericRawOrder } from '../../../src/parsers/utils'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('aggregateOrders', () => { + it('aggregates order by price point', () => { + const input = [ + { price: '1', amount: '20', orderHash: 'testtest', total: '20' }, + { price: '1', amount: '30', orderHash: 'testone', total: '30' }, + { price: '2', amount: '100', orderHash: 'testtwo', total: '200' }, + ]; + const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]]; + const actual = aggregateOrders(input); + expect(actual).deep.equal(expected); + }); + + it('handles empty orders gracefully', () => { + const input: GenericRawOrder[] = []; + const expected: Array<[string, BigNumber]> = []; + const actual = aggregateOrders(input); + expect(actual).deep.equal(expected); + }); +}); |