diff options
Diffstat (limited to 'packages/pipeline/test')
22 files changed, 1196 insertions, 0 deletions
diff --git a/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts b/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts new file mode 100644 index 000000000..cb374bbb1 --- /dev/null +++ b/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts @@ -0,0 +1,47 @@ +import * as chai from 'chai'; +import 'mocha'; +import * as R from 'ramda'; + +import { CryptoCompareOHLCVSource } from '../../../src/data_sources/ohlcv_external/crypto_compare'; +import { TradingPair } from '../../../src/utils/get_ohlcv_trading_pairs'; +import { chaiSetup } from '../../utils/chai_setup'; + +chaiSetup.configure(); +const expect = chai.expect; + +// tslint:disable:custom-no-magic-numbers +describe('ohlcv_external data source (Crypto Compare)', () => { + describe('generateBackfillIntervals', () => { + it('generates pairs with intervals to query', () => { + const source = new CryptoCompareOHLCVSource(); + const pair: TradingPair = { + fromSymbol: 'ETH', + toSymbol: 'ZRX', + latestSavedTime: new Date().getTime() - source.interval * 2, + }; + + const expected = [ + pair, + R.merge(pair, { latestSavedTime: pair.latestSavedTime + source.interval }), + R.merge(pair, { latestSavedTime: pair.latestSavedTime + source.interval * 2 }), + ]; + + const actual = source.generateBackfillIntervals(pair); + expect(actual).deep.equal(expected); + }); + + it('returns single pair if no backfill is needed', () => { + const source = new CryptoCompareOHLCVSource(); + const pair: TradingPair = { + fromSymbol: 'ETH', + toSymbol: 'ZRX', + latestSavedTime: new Date().getTime() - source.interval + 5000, + }; + + const expected = [pair]; + + const actual = source.generateBackfillIntervals(pair); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/db_global_hooks.ts b/packages/pipeline/test/db_global_hooks.ts new file mode 100644 index 000000000..dfee02c45 --- /dev/null +++ b/packages/pipeline/test/db_global_hooks.ts @@ -0,0 +1,9 @@ +import { setUpDbAsync, tearDownDbAsync } from './db_setup'; + +before('set up database', async () => { + await setUpDbAsync(); +}); + +after('tear down database', async () => { + await tearDownDbAsync(); +}); diff --git a/packages/pipeline/test/db_setup.ts b/packages/pipeline/test/db_setup.ts new file mode 100644 index 000000000..bf31d15b6 --- /dev/null +++ b/packages/pipeline/test/db_setup.ts @@ -0,0 +1,174 @@ +import * as Docker from 'dockerode'; +import * as fs from 'fs'; +import * as R from 'ramda'; +import { Connection, ConnectionOptions, createConnection } from 'typeorm'; + +import * as ormConfig from '../src/ormconfig'; + +// The name of the image to pull and use for the container. This also affects +// which version of Postgres we use. +const DOCKER_IMAGE_NAME = 'postgres:11-alpine'; +// The name to use for the Docker container which will run Postgres. +const DOCKER_CONTAINER_NAME = '0x_pipeline_postgres_test'; +// The port which will be exposed on the Docker container. +const POSTGRES_HOST_PORT = '15432'; +// Number of milliseconds to wait for postgres to finish initializing after +// starting the docker container. +const POSTGRES_SETUP_DELAY_MS = 5000; + +/** + * Sets up the database for testing purposes. If the + * ZEROEX_DATA_PIPELINE_TEST_DB_URL env var is specified, it will create a + * connection using that url. Otherwise it will spin up a new Docker container + * with a Postgres database and then create a connection to that database. + */ +export async function setUpDbAsync(): Promise<void> { + const connection = await createDbConnectionOnceAsync(); + await connection.runMigrations({ transaction: true }); +} + +/** + * Tears down the database used for testing. This completely destroys any data. + * If a docker container was created, it destroys that container too. + */ +export async function tearDownDbAsync(): Promise<void> { + const connection = await createDbConnectionOnceAsync(); + for (const _ of connection.migrations) { + await connection.undoLastMigration({ transaction: true }); + } + if (needsDocker()) { + const docker = initDockerOnce(); + const postgresContainer = docker.getContainer(DOCKER_CONTAINER_NAME); + await postgresContainer.kill(); + await postgresContainer.remove(); + } +} + +let savedConnection: Connection; + +/** + * The first time this is run, it creates and returns a new TypeORM connection. + * Each subsequent time, it returns the existing connection. This is helpful + * because only one TypeORM connection can be active at a time. + */ +export async function createDbConnectionOnceAsync(): Promise<Connection> { + if (savedConnection !== undefined) { + return savedConnection; + } + + if (needsDocker()) { + await initContainerAsync(); + } + const testDbUrl = + process.env.ZEROEX_DATA_PIPELINE_TEST_DB_URL || + `postgresql://postgres@localhost:${POSTGRES_HOST_PORT}/postgres`; + const testOrmConfig = R.merge(ormConfig, { url: testDbUrl }) as ConnectionOptions; + + savedConnection = await createConnection(testOrmConfig); + return savedConnection; +} + +async function sleepAsync(ms: number): Promise<{}> { + return new Promise<{}>(resolve => setTimeout(resolve, ms)); +} + +let savedDocker: Docker; + +function initDockerOnce(): Docker { + if (savedDocker !== undefined) { + return savedDocker; + } + + // Note(albrow): Code for determining the right socket path is partially + // based on https://github.com/apocas/dockerode/blob/8f3aa85311fab64d58eca08fef49aa1da5b5f60b/test/spec_helper.js + const isWin = require('os').type() === 'Windows_NT'; + const socketPath = process.env.DOCKER_SOCKET || (isWin ? '//./pipe/docker_engine' : '/var/run/docker.sock'); + const isSocket = fs.existsSync(socketPath) ? fs.statSync(socketPath).isSocket() : false; + if (!isSocket) { + throw new Error(`Failed to connect to Docker using socket path: "${socketPath}". + +The database integration tests need to be able to connect to a Postgres database. Make sure that Docker is running and accessible at the expected socket path. If Docker isn't working you have two options: + + 1) Set the DOCKER_SOCKET environment variable to a socket path that can be used to connect to Docker or + 2) Set the ZEROEX_DATA_PIPELINE_TEST_DB_URL environment variable to connect directly to an existing Postgres database instead of trying to start Postgres via Docker +`); + } + savedDocker = new Docker({ + socketPath, + }); + return savedDocker; +} + +// Creates the container, waits for it to initialize, and returns it. +async function initContainerAsync(): Promise<Docker.Container> { + const docker = initDockerOnce(); + + // Tear down any existing containers with the same name. + await tearDownExistingContainerIfAnyAsync(); + + // Pull the image we need. + await pullImageAsync(docker, DOCKER_IMAGE_NAME); + + // Create the container. + const postgresContainer = await docker.createContainer({ + name: DOCKER_CONTAINER_NAME, + Image: DOCKER_IMAGE_NAME, + ExposedPorts: { + '5432': {}, + }, + HostConfig: { + PortBindings: { + '5432': [ + { + HostPort: POSTGRES_HOST_PORT, + }, + ], + }, + }, + }); + await postgresContainer.start(); + await sleepAsync(POSTGRES_SETUP_DELAY_MS); + return postgresContainer; +} + +async function tearDownExistingContainerIfAnyAsync(): Promise<void> { + const docker = initDockerOnce(); + + // Check if a container with the desired name already exists. If so, this + // probably means we didn't clean up properly on the last test run. + const existingContainer = docker.getContainer(DOCKER_CONTAINER_NAME); + if (existingContainer != null) { + try { + await existingContainer.kill(); + } catch { + // If this fails, it's fine. The container was probably already + // killed. + } + try { + await existingContainer.remove(); + } catch { + // If this fails, it's fine. The container was probably already + // removed. + } + } +} + +function needsDocker(): boolean { + return process.env.ZEROEX_DATA_PIPELINE_TEST_DB_URL === undefined; +} + +// Note(albrow): This is partially based on +// https://stackoverflow.com/questions/38258263/how-do-i-wait-for-a-pull +async function pullImageAsync(docker: Docker, imageName: string): Promise<void> { + return new Promise<void>((resolve, reject) => { + docker.pull(imageName, {}, (err, stream) => { + if (err != null) { + reject(err); + return; + } + docker.modem.followProgress(stream, () => { + resolve(); + }); + }); + }); +} diff --git a/packages/pipeline/test/entities/block_test.ts b/packages/pipeline/test/entities/block_test.ts new file mode 100644 index 000000000..503f284f0 --- /dev/null +++ b/packages/pipeline/test/entities/block_test.ts @@ -0,0 +1,23 @@ +import 'mocha'; +import 'reflect-metadata'; + +import { Block } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +// tslint:disable:custom-no-magic-numbers +describe('Block entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const block = new Block(); + block.hash = '0x12345'; + block.number = 1234567; + block.timestamp = 5432154321; + const blocksRepository = connection.getRepository(Block); + await testSaveAndFindEntityAsync(blocksRepository, block); + }); +}); 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/entities/exchange_cancel_event_test.ts b/packages/pipeline/test/entities/exchange_cancel_event_test.ts new file mode 100644 index 000000000..f3b306d69 --- /dev/null +++ b/packages/pipeline/test/entities/exchange_cancel_event_test.ts @@ -0,0 +1,57 @@ +import 'mocha'; +import * as R from 'ramda'; +import 'reflect-metadata'; + +import { ExchangeCancelEvent } from '../../src/entities'; +import { AssetType } from '../../src/types'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const baseCancelEvent = { + contractAddress: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b', + logIndex: 1234, + blockNumber: 6276262, + rawData: '0x000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428', + transactionHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe', + makerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + takerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + feeRecipientAddress: '0xc370d2a5920344aa6b7d8d11250e3e861434cbdd', + senderAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + orderHash: '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a', + rawMakerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + makerAssetProxyId: '0xf47261b0', + makerTokenAddress: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + rawTakerAssetData: '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498', + takerAssetProxyId: '0xf47261b0', + takerTokenAddress: '0xe41d2489571d322189246dafa5ebde1f4699f498', +}; + +const erc20CancelEvent = R.merge(baseCancelEvent, { + makerAssetType: 'erc20' as AssetType, + makerTokenId: null, + takerAssetType: 'erc20' as AssetType, + takerTokenId: null, +}); + +const erc721CancelEvent = R.merge(baseCancelEvent, { + makerAssetType: 'erc721' as AssetType, + makerTokenId: '19378573', + takerAssetType: 'erc721' as AssetType, + takerTokenId: '63885673888', +}); + +// tslint:disable:custom-no-magic-numbers +describe('ExchangeCancelEvent entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const events = [erc20CancelEvent, erc721CancelEvent]; + const cancelEventRepository = connection.getRepository(ExchangeCancelEvent); + for (const event of events) { + await testSaveAndFindEntityAsync(cancelEventRepository, event); + } + }); +}); diff --git a/packages/pipeline/test/entities/exchange_cancel_up_to_event_test.ts b/packages/pipeline/test/entities/exchange_cancel_up_to_event_test.ts new file mode 100644 index 000000000..aa34f8c1c --- /dev/null +++ b/packages/pipeline/test/entities/exchange_cancel_up_to_event_test.ts @@ -0,0 +1,29 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; +import 'reflect-metadata'; + +import { ExchangeCancelUpToEvent } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +// tslint:disable:custom-no-magic-numbers +describe('ExchangeCancelUpToEvent entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const cancelUpToEventRepository = connection.getRepository(ExchangeCancelUpToEvent); + const cancelUpToEvent = new ExchangeCancelUpToEvent(); + cancelUpToEvent.blockNumber = 6276262; + cancelUpToEvent.contractAddress = '0x4f833a24e1f95d70f028921e27040ca56e09ab0b'; + cancelUpToEvent.logIndex = 42; + cancelUpToEvent.makerAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428'; + cancelUpToEvent.orderEpoch = new BigNumber('123456789123456789'); + cancelUpToEvent.rawData = '0x000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428'; + cancelUpToEvent.senderAddress = '0xf6da68519f78b0d0bc93c701e86affcb75c92428'; + cancelUpToEvent.transactionHash = '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe'; + await testSaveAndFindEntityAsync(cancelUpToEventRepository, cancelUpToEvent); + }); +}); diff --git a/packages/pipeline/test/entities/exchange_fill_event_test.ts b/packages/pipeline/test/entities/exchange_fill_event_test.ts new file mode 100644 index 000000000..b2cb8c5e0 --- /dev/null +++ b/packages/pipeline/test/entities/exchange_fill_event_test.ts @@ -0,0 +1,62 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; +import * as R from 'ramda'; +import 'reflect-metadata'; + +import { ExchangeFillEvent } from '../../src/entities'; +import { AssetType } from '../../src/types'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const baseFillEvent = { + contractAddress: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b', + blockNumber: 6276262, + logIndex: 102, + rawData: '0x000000000000000000000000f6da68519f78b0d0bc93c701e86affcb75c92428', + transactionHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe', + makerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + takerAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + feeRecipientAddress: '0xc370d2a5920344aa6b7d8d11250e3e861434cbdd', + senderAddress: '0xf6da68519f78b0d0bc93c701e86affcb75c92428', + makerAssetFilledAmount: new BigNumber('10000000000000000'), + takerAssetFilledAmount: new BigNumber('100000000000000000'), + makerFeePaid: new BigNumber('0'), + takerFeePaid: new BigNumber('12345'), + orderHash: '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a', + rawMakerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + makerAssetProxyId: '0xf47261b0', + makerTokenAddress: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + rawTakerAssetData: '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498', + takerAssetProxyId: '0xf47261b0', + takerTokenAddress: '0xe41d2489571d322189246dafa5ebde1f4699f498', +}; + +const erc20FillEvent = R.merge(baseFillEvent, { + makerAssetType: 'erc20' as AssetType, + makerTokenId: null, + takerAssetType: 'erc20' as AssetType, + takerTokenId: null, +}); + +const erc721FillEvent = R.merge(baseFillEvent, { + makerAssetType: 'erc721' as AssetType, + makerTokenId: '19378573', + takerAssetType: 'erc721' as AssetType, + takerTokenId: '63885673888', +}); + +// tslint:disable:custom-no-magic-numbers +describe('ExchangeFillEvent entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const events = [erc20FillEvent, erc721FillEvent]; + const fillEventsRepository = connection.getRepository(ExchangeFillEvent); + for (const event of events) { + await testSaveAndFindEntityAsync(fillEventsRepository, event); + } + }); +}); diff --git a/packages/pipeline/test/entities/ohlcv_external_test.ts b/packages/pipeline/test/entities/ohlcv_external_test.ts new file mode 100644 index 000000000..8b995db50 --- /dev/null +++ b/packages/pipeline/test/entities/ohlcv_external_test.ts @@ -0,0 +1,35 @@ +import 'mocha'; +import 'reflect-metadata'; + +import { OHLCVExternal } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const ohlcvExternal: OHLCVExternal = { + exchange: 'CCCAGG', + fromSymbol: 'ETH', + toSymbol: 'ZRX', + startTime: 1543352400000, + endTime: 1543356000000, + open: 307.41, + close: 310.08, + low: 304.6, + high: 310.27, + volumeFrom: 904.6, + volumeTo: 278238.5, + source: 'Crypto Compare', + observedTimestamp: 1543442338074, +}; + +// tslint:disable:custom-no-magic-numbers +describe('OHLCVExternal entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const repository = connection.getRepository(OHLCVExternal); + await testSaveAndFindEntityAsync(repository, ohlcvExternal); + }); +}); diff --git a/packages/pipeline/test/entities/relayer_test.ts b/packages/pipeline/test/entities/relayer_test.ts new file mode 100644 index 000000000..760ffb6f9 --- /dev/null +++ b/packages/pipeline/test/entities/relayer_test.ts @@ -0,0 +1,55 @@ +import 'mocha'; +import * as R from 'ramda'; +import 'reflect-metadata'; + +import { Relayer } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const baseRelayer = { + uuid: 'e8d27d8d-ddf6-48b1-9663-60b0a3ddc716', + name: 'Radar Relay', + homepageUrl: 'https://radarrelay.com', + appUrl: null, + sraHttpEndpoint: null, + sraWsEndpoint: null, + feeRecipientAddresses: [], + takerAddresses: [], +}; + +const relayerWithUrls = R.merge(baseRelayer, { + uuid: 'e8d27d8d-ddf6-48b1-9663-60b0a3ddc717', + appUrl: 'https://app.radarrelay.com', + sraHttpEndpoint: 'https://api.radarrelay.com/0x/v2/', + sraWsEndpoint: 'wss://ws.radarrelay.com/0x/v2', +}); + +const relayerWithAddresses = R.merge(baseRelayer, { + uuid: 'e8d27d8d-ddf6-48b1-9663-60b0a3ddc718', + feeRecipientAddresses: [ + '0xa258b39954cef5cb142fd567a46cddb31a670124', + '0xa258b39954cef5cb142fd567a46cddb31a670125', + '0xa258b39954cef5cb142fd567a46cddb31a670126', + ], + takerAddresses: [ + '0xa258b39954cef5cb142fd567a46cddb31a670127', + '0xa258b39954cef5cb142fd567a46cddb31a670128', + '0xa258b39954cef5cb142fd567a46cddb31a670129', + ], +}); + +// tslint:disable:custom-no-magic-numbers +describe('Relayer entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const relayers = [baseRelayer, relayerWithUrls, relayerWithAddresses]; + const relayerRepository = connection.getRepository(Relayer); + for (const relayer of relayers) { + await testSaveAndFindEntityAsync(relayerRepository, relayer); + } + }); +}); diff --git a/packages/pipeline/test/entities/sra_order_test.ts b/packages/pipeline/test/entities/sra_order_test.ts new file mode 100644 index 000000000..c43de8ce8 --- /dev/null +++ b/packages/pipeline/test/entities/sra_order_test.ts @@ -0,0 +1,84 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; +import * as R from 'ramda'; +import 'reflect-metadata'; +import { Repository } from 'typeorm'; + +import { SraOrder, SraOrdersObservedTimeStamp } from '../../src/entities'; +import { AssetType } from '../../src/types'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const baseOrder = { + sourceUrl: 'https://api.radarrelay.com/0x/v2', + exchangeAddress: '0x4f833a24e1f95d70f028921e27040ca56e09ab0b', + makerAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81', + takerAddress: '0x0000000000000000000000000000000000000000', + feeRecipientAddress: '0xa258b39954cef5cb142fd567a46cddb31a670124', + senderAddress: '0x0000000000000000000000000000000000000000', + makerAssetAmount: new BigNumber('1619310371000000000'), + takerAssetAmount: new BigNumber('8178335207070707070707'), + makerFee: new BigNumber('100'), + takerFee: new BigNumber('200'), + expirationTimeSeconds: new BigNumber('1538529488'), + salt: new BigNumber('1537924688891'), + signature: '0x1b5a5d672b0d647b5797387ccbb89d8', + rawMakerAssetData: '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + makerAssetProxyId: '0xf47261b0', + makerTokenAddress: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', + rawTakerAssetData: '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18', + takerAssetProxyId: '0xf47261b0', + takerTokenAddress: '0x42d6622dece394b54999fbd73d108123806f6a18', + metadataJson: '{"isThisArbitraryData":true,"powerLevel":9001}', +}; + +const erc20Order = R.merge(baseOrder, { + orderHashHex: '0x1bdbeb0d088a33da28b9ee6d94e8771452f90f4a69107da2fa75195d61b9a1c9', + makerAssetType: 'erc20' as AssetType, + makerTokenId: null, + takerAssetType: 'erc20' as AssetType, + takerTokenId: null, +}); + +const erc721Order = R.merge(baseOrder, { + orderHashHex: '0x1bdbeb0d088a33da28b9ee6d94e8771452f90f4a69107da2fa75195d61b9a1d0', + makerAssetType: 'erc721' as AssetType, + makerTokenId: '19378573', + takerAssetType: 'erc721' as AssetType, + takerTokenId: '63885673888', +}); + +// tslint:disable:custom-no-magic-numbers +describe('SraOrder and SraOrdersObservedTimeStamp entities', () => { + // Note(albrow): SraOrder and SraOrdersObservedTimeStamp are tightly coupled + // and timestamps have a foreign key constraint such that they have to point + // to an existing SraOrder. For these reasons, we are testing them together + // in the same test. + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const orderRepository = connection.getRepository(SraOrder); + const timestampRepository = connection.getRepository(SraOrdersObservedTimeStamp); + const orders = [erc20Order, erc721Order]; + for (const order of orders) { + await testOrderWithTimestampAsync(orderRepository, timestampRepository, order); + } + }); +}); + +async function testOrderWithTimestampAsync( + orderRepository: Repository<SraOrder>, + timestampRepository: Repository<SraOrdersObservedTimeStamp>, + order: SraOrder, +): Promise<void> { + await testSaveAndFindEntityAsync(orderRepository, order); + const timestamp = new SraOrdersObservedTimeStamp(); + timestamp.exchangeAddress = order.exchangeAddress; + timestamp.orderHashHex = order.orderHashHex; + timestamp.sourceUrl = order.sourceUrl; + timestamp.observedTimestamp = 1543377376153; + await testSaveAndFindEntityAsync(timestampRepository, timestamp); +} diff --git a/packages/pipeline/test/entities/token_metadata_test.ts b/packages/pipeline/test/entities/token_metadata_test.ts new file mode 100644 index 000000000..48e656644 --- /dev/null +++ b/packages/pipeline/test/entities/token_metadata_test.ts @@ -0,0 +1,39 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; +import 'reflect-metadata'; + +import { TokenMetadata } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const metadataWithoutNullFields: TokenMetadata = { + address: '0xe41d2489571d322189246dafa5ebde1f4699f498', + authority: 'https://website-api.0xproject.com/tokens', + decimals: new BigNumber(18), + symbol: 'ZRX', + name: '0x', +}; + +const metadataWithNullFields: TokenMetadata = { + address: '0xe41d2489571d322189246dafa5ebde1f4699f499', + authority: 'https://website-api.0xproject.com/tokens', + decimals: null, + symbol: null, + name: null, +}; + +// tslint:disable:custom-no-magic-numbers +describe('TokenMetadata entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const tokenMetadata = [metadataWithoutNullFields, metadataWithNullFields]; + const tokenMetadataRepository = connection.getRepository(TokenMetadata); + for (const tokenMetadatum of tokenMetadata) { + await testSaveAndFindEntityAsync(tokenMetadataRepository, tokenMetadatum); + } + }); +}); diff --git a/packages/pipeline/test/entities/token_order_test.ts b/packages/pipeline/test/entities/token_order_test.ts new file mode 100644 index 000000000..c6057f5aa --- /dev/null +++ b/packages/pipeline/test/entities/token_order_test.ts @@ -0,0 +1,31 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; + +import { TokenOrderbookSnapshot } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const tokenOrderbookSnapshot: TokenOrderbookSnapshot = { + source: 'ddextest', + observedTimestamp: Date.now(), + orderType: 'bid', + price: new BigNumber(10.1), + baseAssetSymbol: 'ETH', + baseAssetAddress: '0x818e6fecd516ecc3849daf6845e3ec868087b755', + baseVolume: new BigNumber(143), + quoteAssetSymbol: 'ABC', + quoteAssetAddress: '0x00923b9a074762b93650716333b3e1473a15048e', + quoteVolume: new BigNumber(12.3234234), +}; + +describe('TokenOrderbookSnapshot entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const tokenOrderbookSnapshotRepository = connection.getRepository(TokenOrderbookSnapshot); + await testSaveAndFindEntityAsync(tokenOrderbookSnapshotRepository, tokenOrderbookSnapshot); + }); +}); diff --git a/packages/pipeline/test/entities/transaction_test.ts b/packages/pipeline/test/entities/transaction_test.ts new file mode 100644 index 000000000..634844544 --- /dev/null +++ b/packages/pipeline/test/entities/transaction_test.ts @@ -0,0 +1,26 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; +import 'reflect-metadata'; + +import { Transaction } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +// tslint:disable:custom-no-magic-numbers +describe('Transaction entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const transactionRepository = connection.getRepository(Transaction); + const transaction = new Transaction(); + transaction.blockHash = '0x6ff106d00b6c3746072fc06bae140fb2549036ba7bcf9184ae19a42fd33657fd'; + transaction.blockNumber = 6276262; + transaction.gasPrice = new BigNumber(3000000); + transaction.gasUsed = new BigNumber(125000); + transaction.transactionHash = '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe'; + await testSaveAndFindEntityAsync(transactionRepository, transaction); + }); +}); diff --git a/packages/pipeline/test/entities/util.ts b/packages/pipeline/test/entities/util.ts new file mode 100644 index 000000000..043a3b15d --- /dev/null +++ b/packages/pipeline/test/entities/util.ts @@ -0,0 +1,25 @@ +import * as chai from 'chai'; +import 'mocha'; + +import { Repository } from 'typeorm'; + +const expect = chai.expect; + +/** + * First saves the given entity to the database, then finds it and makes sure + * that the found entity is exactly equal to the original one. This is a bare + * minimum basic test to make sure that the entity type definition and our + * database schema are aligned and that it is possible to save and find the + * entity. + * @param repository A TypeORM repository corresponding with the type of the entity. + * @param entity An instance of a TypeORM entity which will be saved/retrieved from the database. + */ +export async function testSaveAndFindEntityAsync<T>(repository: Repository<T>, entity: T): Promise<void> { + // Note(albrow): We are forced to use an 'as any' hack here because + // TypeScript complains about stack depth when checking the types. + await repository.save(entity as any); + const gotEntity = await repository.findOneOrFail({ + where: entity, + }); + expect(gotEntity).deep.equal(entity); +} 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); + }); + } + }); +}); 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..213100f44 --- /dev/null +++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts @@ -0,0 +1,66 @@ +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 { aggregateOrders, 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('aggregateOrders', () => { + it('aggregates orders by price point', () => { + const input = [ + { price: '1', amount: '20', orderId: 'testtest' }, + { price: '1', amount: '30', orderId: 'testone' }, + { price: '2', amount: '100', orderId: 'testtwo' }, + ]; + const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]]; + const actual = aggregateOrders(input); + expect(actual).deep.equal(expected); + }); + }); + + 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 = 'bid'; + const source: string = 'ddex'; + + const expected = new TokenOrder(); + expected.source = 'ddex'; + 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); + + const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder); + expect(actual).deep.equal(expected); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/events/index_test.ts b/packages/pipeline/test/parsers/events/index_test.ts new file mode 100644 index 000000000..7e439ce39 --- /dev/null +++ b/packages/pipeline/test/parsers/events/index_test.ts @@ -0,0 +1,78 @@ +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'; +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 = 'erc20'; + expected.makerAssetProxyId = '0xf47261b0'; + expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.makerTokenId = null; + expected.rawTakerAssetData = '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498'; + expected.takerAssetType = '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/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..1522806bf --- /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 = 'bid'; + const source: string = 'paradex'; + + const expected = new TokenOrder(); + expected.source = 'paradex'; + expected.observedTimestamp = observedTimestamp; + expected.orderType = 'bid'; + expected.price = new BigNumber(0.1245); + expected.baseAssetSymbol = 'DEF'; + expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.baseVolume = new BigNumber(412 * 0.1245); + expected.quoteAssetSymbol = 'ABC'; + expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000'; + expected.quoteVolume = new BigNumber(412); + + 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..ee2842ef3 --- /dev/null +++ b/packages/pipeline/test/parsers/sra_orders/index_test.ts @@ -0,0 +1,68 @@ +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 { 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 = 'erc20'; + expected.makerAssetProxyId = '0xf47261b0'; + expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; + expected.makerTokenId = null; + expected.rawTakerAssetData = '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18'; + expected.takerAssetType = '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/utils/chai_setup.ts b/packages/pipeline/test/utils/chai_setup.ts new file mode 100644 index 000000000..1a8733093 --- /dev/null +++ b/packages/pipeline/test/utils/chai_setup.ts @@ -0,0 +1,13 @@ +import * as chai from 'chai'; +import chaiAsPromised = require('chai-as-promised'); +import ChaiBigNumber = require('chai-bignumber'); +import * as dirtyChai from 'dirty-chai'; + +export const chaiSetup = { + configure(): void { + chai.config.includeStack = true; + chai.use(ChaiBigNumber()); + chai.use(dirtyChai); + chai.use(chaiAsPromised); + }, +}; |