diff options
Diffstat (limited to 'packages/pipeline')
13 files changed, 49 insertions, 33 deletions
diff --git a/packages/pipeline/src/entities/token_order.ts b/packages/pipeline/src/entities/token_order.ts index 4b8f0abc3..2709747cb 100644 --- a/packages/pipeline/src/entities/token_order.ts +++ b/packages/pipeline/src/entities/token_order.ts @@ -1,7 +1,6 @@ import { BigNumber } from '@0x/utils'; import { Column, Entity, PrimaryColumn } from 'typeorm'; -import { OrderType } from '../types'; import { bigNumberTransformer, numberToBigIntTransformer } from '../utils'; @Entity({ name: 'token_orderbook_snapshots', schema: 'raw' }) @@ -11,7 +10,7 @@ export class TokenOrderbookSnapshot { @PrimaryColumn({ name: 'source' }) public source!: string; @PrimaryColumn({ name: 'order_type' }) - public orderType!: OrderType; + public orderType!: string; @PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer }) public price!: BigNumber; @PrimaryColumn({ name: 'base_asset_symbol' }) 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/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/types.ts b/packages/pipeline/src/types.ts index cd649426b..5f2121807 100644 --- a/packages/pipeline/src/types.ts +++ b/packages/pipeline/src/types.ts @@ -1,2 +1,9 @@ -export type AssetType = 'erc20' | 'erc721' | 'multiAsset'; -export type OrderType = 'bid' | 'ask'; +export enum AssetType { + ERC20 = 'erc20', + ERC721 = 'erc721', + MultiAsset = 'multiAsset', +} +export enum OrderType { + Bid = 'bid', + Ask = 'ask', +} diff --git a/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts b/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts index ffeaaca52..2cd05a616 100644 --- a/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts +++ b/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts @@ -9,11 +9,11 @@ import { AssetType } from '../../types'; export function convertAssetProxyIdToType(assetProxyId: AssetProxyId): AssetType { switch (assetProxyId) { case AssetProxyId.ERC20: - return 'erc20'; + return AssetType.ERC20; case AssetProxyId.ERC721: - return 'erc721'; + return AssetType.ERC721; case AssetProxyId.MultiAsset: - return 'multiAsset'; + return AssetType.MultiAsset; default: throw new Error(`${assetProxyId} not a supported assetProxyId`); } diff --git a/packages/pipeline/test/parsers/ddex_orders/index_test.ts b/packages/pipeline/test/parsers/ddex_orders/index_test.ts index 4a4a86bf8..f30e86b02 100644 --- a/packages/pipeline/test/parsers/ddex_orders/index_test.ts +++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts @@ -31,13 +31,13 @@ describe('ddex_orders', () => { amountDecimals: 0, }; const observedTimestamp: number = Date.now(); - const orderType: OrderType = 'bid'; + const orderType: OrderType = OrderType.Bid; const source: string = 'ddex'; const expected = new TokenOrder(); expected.source = 'ddex'; expected.observedTimestamp = observedTimestamp; - expected.orderType = 'bid'; + expected.orderType = OrderType.Bid; expected.price = new BigNumber(0.5); // ddex currently confuses base and quote assets. // Switch them to maintain our internal consistency. diff --git a/packages/pipeline/test/parsers/events/exchange_events_test.ts b/packages/pipeline/test/parsers/events/exchange_events_test.ts index 5d4b185a5..956ad9ef8 100644 --- a/packages/pipeline/test/parsers/events/exchange_events_test.ts +++ b/packages/pipeline/test/parsers/events/exchange_events_test.ts @@ -6,6 +6,7 @@ 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(); @@ -62,12 +63,12 @@ describe('exchange_events', () => { expected.takerFeePaid = new BigNumber('12345'); expected.orderHash = '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a'; expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; - expected.makerAssetType = 'erc20'; + expected.makerAssetType = AssetType.ERC20; expected.makerAssetProxyId = '0xf47261b0'; expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; expected.makerTokenId = null; expected.rawTakerAssetData = '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498'; - expected.takerAssetType = 'erc20'; + expected.takerAssetType = AssetType.ERC20; expected.takerAssetProxyId = '0xf47261b0'; expected.takerTokenAddress = '0xe41d2489571d322189246dafa5ebde1f4699f498'; expected.takerTokenId = null; diff --git a/packages/pipeline/test/parsers/idex_orders/index_test.ts b/packages/pipeline/test/parsers/idex_orders/index_test.ts index d54ecb9a8..48b019732 100644 --- a/packages/pipeline/test/parsers/idex_orders/index_test.ts +++ b/packages/pipeline/test/parsers/idex_orders/index_test.ts @@ -31,13 +31,13 @@ describe('idex_orders', () => { user: '0x212345667543456435324564345643453453333', }; const observedTimestamp: number = Date.now(); - const orderType: OrderType = 'bid'; + const orderType: OrderType = OrderType.Bid; const source: string = 'idex'; const expected = new TokenOrder(); expected.source = 'idex'; expected.observedTimestamp = observedTimestamp; - expected.orderType = 'bid'; + expected.orderType = OrderType.Bid; expected.price = new BigNumber(0.5); expected.baseAssetSymbol = 'ABC'; expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; @@ -65,13 +65,13 @@ describe('idex_orders', () => { user: '0x212345667543456435324564345643453453333', }; const observedTimestamp: number = Date.now(); - const orderType: OrderType = 'ask'; + const orderType: OrderType = OrderType.Ask; const source: string = 'idex'; const expected = new TokenOrder(); expected.source = 'idex'; expected.observedTimestamp = observedTimestamp; - expected.orderType = 'ask'; + expected.orderType = OrderType.Ask; expected.price = new BigNumber(0.5); expected.baseAssetSymbol = 'ABC'; expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; diff --git a/packages/pipeline/test/parsers/oasis_orders/index_test.ts b/packages/pipeline/test/parsers/oasis_orders/index_test.ts index 433bfb665..401fedff8 100644 --- a/packages/pipeline/test/parsers/oasis_orders/index_test.ts +++ b/packages/pipeline/test/parsers/oasis_orders/index_test.ts @@ -27,13 +27,13 @@ describe('oasis_orders', () => { low: 0, }; const observedTimestamp: number = Date.now(); - const orderType: OrderType = 'bid'; + const orderType: OrderType = OrderType.Bid; const source: string = 'oasis'; const expected = new TokenOrder(); expected.source = 'oasis'; expected.observedTimestamp = observedTimestamp; - expected.orderType = 'bid'; + expected.orderType = OrderType.Bid; expected.price = new BigNumber(0.5); expected.baseAssetSymbol = 'DEF'; expected.baseAssetAddress = null; diff --git a/packages/pipeline/test/parsers/paradex_orders/index_test.ts b/packages/pipeline/test/parsers/paradex_orders/index_test.ts index 6b811b90d..c5dd8751b 100644 --- a/packages/pipeline/test/parsers/paradex_orders/index_test.ts +++ b/packages/pipeline/test/parsers/paradex_orders/index_test.ts @@ -32,13 +32,13 @@ describe('paradex_orders', () => { quoteTokenAddress: '0x0000000000000000000000000000000000000000', }; const observedTimestamp: number = Date.now(); - const orderType: OrderType = 'bid'; + const orderType: OrderType = OrderType.Bid; const source: string = 'paradex'; const expected = new TokenOrder(); expected.source = 'paradex'; expected.observedTimestamp = observedTimestamp; - expected.orderType = 'bid'; + expected.orderType = OrderType.Bid; expected.price = new BigNumber(0.1245); expected.baseAssetSymbol = 'DEF'; expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; diff --git a/packages/pipeline/test/parsers/sra_orders/index_test.ts b/packages/pipeline/test/parsers/sra_orders/index_test.ts index ee2842ef3..838171a72 100644 --- a/packages/pipeline/test/parsers/sra_orders/index_test.ts +++ b/packages/pipeline/test/parsers/sra_orders/index_test.ts @@ -5,6 +5,7 @@ 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(); @@ -50,12 +51,12 @@ describe('sra_orders', () => { expected.signature = '0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03'; expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; - expected.makerAssetType = 'erc20'; + expected.makerAssetType = AssetType.ERC20; expected.makerAssetProxyId = '0xf47261b0'; expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; expected.makerTokenId = null; expected.rawTakerAssetData = '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18'; - expected.takerAssetType = 'erc20'; + expected.takerAssetType = AssetType.ERC20; expected.takerAssetProxyId = '0xf47261b0'; expected.takerTokenAddress = '0x42d6622dece394b54999fbd73d108123806f6a18'; expected.takerTokenId = null; |