diff options
Diffstat (limited to 'packages/pipeline')
| -rw-r--r-- | packages/pipeline/migrations/1543446690436-CreateDexTrades.ts | 41 | ||||
| -rw-r--r-- | packages/pipeline/src/data_sources/bloxy/index.ts | 133 | ||||
| -rw-r--r-- | packages/pipeline/src/entities/dex_trade.ts | 54 | ||||
| -rw-r--r-- | packages/pipeline/src/entities/index.ts | 7 | ||||
| -rw-r--r-- | packages/pipeline/src/ormconfig.ts | 4 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/bloxy/index.ts | 53 | ||||
| -rw-r--r-- | packages/pipeline/src/scripts/pull_competing_dex_trades.ts | 51 | ||||
| -rw-r--r-- | packages/pipeline/test/entities/dex_trades_test.ts | 60 | ||||
| -rw-r--r-- | packages/pipeline/test/parsers/bloxy/index_test.ts | 99 |
9 files changed, 498 insertions, 4 deletions
diff --git a/packages/pipeline/migrations/1543446690436-CreateDexTrades.ts b/packages/pipeline/migrations/1543446690436-CreateDexTrades.ts new file mode 100644 index 000000000..267cf144b --- /dev/null +++ b/packages/pipeline/migrations/1543446690436-CreateDexTrades.ts @@ -0,0 +1,41 @@ +import { MigrationInterface, QueryRunner, Table } from 'typeorm'; + +const dexTrades = new Table({ + name: 'raw.dex_trades', + columns: [ + { name: 'source_url', type: 'varchar', isPrimary: true }, + { name: 'tx_hash', type: 'varchar', isPrimary: true }, + + { name: 'tx_timestamp', type: 'bigint' }, + { name: 'tx_date', type: 'varchar' }, + { name: 'tx_sender', type: 'varchar(42)' }, + { name: 'smart_contract_id', type: 'bigint' }, + { name: 'smart_contract_address', type: 'varchar(42)' }, + { name: 'contract_type', type: 'varchar' }, + { name: 'maker', type: 'varchar(42)' }, + { name: 'taker', type: 'varchar(42)' }, + { name: 'amount_buy', type: 'numeric' }, + { name: 'maker_fee_amount', type: 'numeric' }, + { name: 'buy_currency_id', type: 'bigint' }, + { name: 'buy_symbol', type: 'varchar' }, + { name: 'amount_sell', type: 'numeric' }, + { name: 'taker_fee_amount', type: 'numeric' }, + { name: 'sell_currency_id', type: 'bigint' }, + { name: 'sell_symbol', type: 'varchar' }, + { name: 'maker_annotation', type: 'varchar' }, + { name: 'taker_annotation', type: 'varchar' }, + { name: 'protocol', type: 'varchar' }, + { name: 'buy_address', type: 'varchar(42)', isNullable: true }, + { name: 'sell_address', type: 'varchar(42)', isNullable: true }, + ], +}); + +export class CreateDexTrades1543446690436 implements MigrationInterface { + public async up(queryRunner: QueryRunner): Promise<any> { + await queryRunner.createTable(dexTrades); + } + + public async down(queryRunner: QueryRunner): Promise<any> { + await queryRunner.dropTable(dexTrades); + } +} diff --git a/packages/pipeline/src/data_sources/bloxy/index.ts b/packages/pipeline/src/data_sources/bloxy/index.ts new file mode 100644 index 000000000..31cd5bfd6 --- /dev/null +++ b/packages/pipeline/src/data_sources/bloxy/index.ts @@ -0,0 +1,133 @@ +import axios from 'axios'; +import * as R from 'ramda'; + +// URL to use for getting dex trades from Bloxy. +export const BLOXY_DEX_TRADES_URL = 'https://bloxy.info/api/dex/trades'; +// Number of trades to get at once. Must be less than or equal to MAX_OFFSET. +const TRADES_PER_QUERY = 10000; +// Maximum offset supported by the Bloxy API. +const MAX_OFFSET = 100000; +// Buffer to subtract from offset. This means we will request some trades twice +// but we have less chance on missing out on any data. +const OFFSET_BUFFER = 1000; +// Maximum number of days supported by the Bloxy API. +const MAX_DAYS = 30; +// Buffer used for comparing the last seen timestamp to the last returned +// timestamp. Increasing this reduces chances of data loss but also creates more +// redundancy and can impact performance. +// tslint:disable-next-line:custom-no-magic-numbers +const LAST_SEEN_TIMESTAMP_BUFFER_MS = 1000 * 60 * 30; // 30 minutes + +// tslint:disable-next-line:custom-no-magic-numbers +const millisecondsPerDay = 1000 * 60 * 60 * 24; // ms/d = ms/s * s/m * m/h * h/d + +export interface BloxyTrade { + tx_hash: string; + tx_time: string; + tx_date: string; + tx_sender: string; + smart_contract_id: number; + smart_contract_address: string; + contract_type: string; + maker: string; + taker: string; + amountBuy: number; + makerFee: number; + buyCurrencyId: number; + buySymbol: string; + amountSell: number; + takerFee: number; + sellCurrencyId: number; + sellSymbol: string; + maker_annotation: string; + taker_annotation: string; + protocol: string; + buyAddress: string | null; + sellAddress: string | null; +} + +interface BloxyError { + error: string; +} + +type BloxyResponse<T> = T | BloxyError; +type BloxyTradeResponse = BloxyResponse<BloxyTrade[]>; + +function isError<T>(response: BloxyResponse<T>): response is BloxyError { + return (response as BloxyError).error !== undefined; +} + +export class BloxySource { + private readonly _apiKey: string; + + constructor(apiKey: string) { + this._apiKey = apiKey; + } + + /** + * Gets all latest trades between the lastSeenTimestamp (minus some buffer) + * and the current time. Note that because the Bloxy API has some hard + * limits it might not always be possible to get *all* the trades in the + * desired time range. + * @param lastSeenTimestamp The latest timestamp for trades that have + * already been seen. + */ + public async getDexTradesAsync(lastSeenTimestamp: number): Promise<BloxyTrade[]> { + let allTrades: BloxyTrade[] = []; + + // Clamp numberOfDays so that it is always between 1 and MAX_DAYS (inclusive) + const numberOfDays = R.clamp(1, MAX_DAYS, getDaysSinceTimestamp(lastSeenTimestamp)); + + // Keep getting trades until we hit one of the following conditions: + // + // 1. Offset hits MAX_OFFSET (we can't go back any further). + // 2. There are no more trades in the response. + // 3. We see a tx_time equal to or earlier than lastSeenTimestamp (plus + // some buffer). + // + for (let offset = 0; offset <= MAX_OFFSET; offset += TRADES_PER_QUERY - OFFSET_BUFFER) { + const trades = await this._getTradesWithOffsetAsync(numberOfDays, offset); + if (trades.length === 0) { + // There are no more trades left for the days we are querying. + // This means we are done. + return filterDuplicateTrades(allTrades); + } + const sortedTrades = R.reverse(R.sortBy(trade => trade.tx_time, trades)); + allTrades = allTrades.concat(sortedTrades); + + // Check if lastReturnedTimestamp < lastSeenTimestamp + const lastReturnedTimestamp = new Date(sortedTrades[0].tx_time).getTime(); + if (lastReturnedTimestamp < lastSeenTimestamp - LAST_SEEN_TIMESTAMP_BUFFER_MS) { + // We are at the point where we have already seen trades for the + // timestamp range that is being returned. We're done. + return filterDuplicateTrades(allTrades); + } + } + return filterDuplicateTrades(allTrades); + } + + private async _getTradesWithOffsetAsync(numberOfDays: number, offset: number): Promise<BloxyTrade[]> { + const resp = await axios.get<BloxyTradeResponse>(BLOXY_DEX_TRADES_URL, { + params: { + key: this._apiKey, + days: numberOfDays, + limit: TRADES_PER_QUERY, + offset, + }, + }); + if (isError(resp.data)) { + throw new Error('Error in Bloxy API response: ' + resp.data.error); + } + return resp.data; + } +} + +// Computes the number of days between the given timestamp and the current +// timestamp (rounded up). +function getDaysSinceTimestamp(timestamp: number): number { + const msSinceTimestamp = Date.now() - timestamp; + const daysSinceTimestamp = msSinceTimestamp / millisecondsPerDay; + return Math.ceil(daysSinceTimestamp); +} + +const filterDuplicateTrades = R.uniqBy((trade: BloxyTrade) => trade.tx_hash); diff --git a/packages/pipeline/src/entities/dex_trade.ts b/packages/pipeline/src/entities/dex_trade.ts new file mode 100644 index 000000000..9d288cb51 --- /dev/null +++ b/packages/pipeline/src/entities/dex_trade.ts @@ -0,0 +1,54 @@ +import { BigNumber } from '@0x/utils'; +import { Column, Entity, PrimaryColumn } from 'typeorm'; + +import { bigNumberTransformer, numberToBigIntTransformer } from '../utils'; + +@Entity({ name: 'dex_trades', schema: 'raw' }) +export class DexTrade { + @PrimaryColumn({ name: 'source_url' }) + public sourceUrl!: string; + @PrimaryColumn({ name: 'tx_hash' }) + public txHash!: string; + + @Column({ name: 'tx_timestamp', type: 'bigint', transformer: numberToBigIntTransformer }) + public txTimestamp!: number; + @Column({ name: 'tx_date' }) + public txDate!: string; + @Column({ name: 'tx_sender' }) + public txSender!: string; + @Column({ name: 'smart_contract_id', type: 'bigint', transformer: numberToBigIntTransformer }) + public smartContractId!: number; + @Column({ name: 'smart_contract_address' }) + public smartContractAddress!: string; + @Column({ name: 'contract_type' }) + public contractType!: string; + @Column({ type: 'varchar' }) + public maker!: string; + @Column({ type: 'varchar' }) + public taker!: string; + @Column({ name: 'amount_buy', type: 'numeric', transformer: bigNumberTransformer }) + public amountBuy!: BigNumber; + @Column({ name: 'maker_fee_amount', type: 'numeric', transformer: bigNumberTransformer }) + public makerFeeAmount!: BigNumber; + @Column({ name: 'buy_currency_id', type: 'bigint', transformer: numberToBigIntTransformer }) + public buyCurrencyId!: number; + @Column({ name: 'buy_symbol' }) + public buySymbol!: string; + @Column({ name: 'amount_sell', type: 'numeric', transformer: bigNumberTransformer }) + public amountSell!: BigNumber; + @Column({ name: 'taker_fee_amount', type: 'numeric', transformer: bigNumberTransformer }) + public takerFeeAmount!: BigNumber; + @Column({ name: 'sell_currency_id', type: 'bigint', transformer: numberToBigIntTransformer }) + public sellCurrencyId!: number; + @Column({ name: 'sell_symbol' }) + public sellSymbol!: string; + @Column({ name: 'maker_annotation' }) + public makerAnnotation!: string; + @Column({ name: 'taker_annotation' }) + public takerAnnotation!: string; + @Column() public protocol!: string; + @Column({ name: 'buy_address', type: 'varchar', nullable: true }) + public buyAddress!: string | null; + @Column({ name: 'sell_address', type: 'varchar', nullable: true }) + public sellAddress!: string | null; +} diff --git a/packages/pipeline/src/entities/index.ts b/packages/pipeline/src/entities/index.ts index a8f159a2a..d3056a477 100644 --- a/packages/pipeline/src/entities/index.ts +++ b/packages/pipeline/src/entities/index.ts @@ -3,14 +3,15 @@ import { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event'; import { ExchangeFillEvent } from './exchange_fill_event'; export { Block } from './block'; +export { DexTrade } from './dex_trade'; export { ExchangeCancelEvent } from './exchange_cancel_event'; export { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event'; export { ExchangeFillEvent } from './exchange_fill_event'; +export { OHLCVExternal } from './ohlcv_external'; export { Relayer } from './relayer'; export { SraOrder } from './sra_order'; -export { Transaction } from './transaction'; -export { TokenMetadata } from './token_metadata'; export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './sra_order_observed_timestamp'; -export { OHLCVExternal } from './ohlcv_external'; +export { TokenMetadata } from './token_metadata'; +export { Transaction } from './transaction'; export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent; diff --git a/packages/pipeline/src/ormconfig.ts b/packages/pipeline/src/ormconfig.ts index e8277a439..fd6c7c39b 100644 --- a/packages/pipeline/src/ormconfig.ts +++ b/packages/pipeline/src/ormconfig.ts @@ -2,6 +2,7 @@ import { ConnectionOptions } from 'typeorm'; import { Block, + DexTrade, ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent, @@ -14,6 +15,7 @@ import { const entities = [ Block, + DexTrade, ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent, @@ -28,7 +30,7 @@ const config: ConnectionOptions = { type: 'postgres', url: process.env.ZEROEX_DATA_PIPELINE_DB_URL, synchronize: false, - // logging: ['error'], + logging: ['error'], entities, migrations: ['./lib/migrations/**/*.js'], }; diff --git a/packages/pipeline/src/parsers/bloxy/index.ts b/packages/pipeline/src/parsers/bloxy/index.ts new file mode 100644 index 000000000..af07c7507 --- /dev/null +++ b/packages/pipeline/src/parsers/bloxy/index.ts @@ -0,0 +1,53 @@ +import { BigNumber } from '@0x/utils'; +import * as R from 'ramda'; + +import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../data_sources/bloxy'; +import { DexTrade } from '../../entities'; + +/** + * Parses a raw trades response from the Bloxy Dex API and returns an array of + * DexTrade entities. + * @param rawTrades A raw order response from an SRA endpoint. + */ +export function parseBloxyTrades(rawTrades: BloxyTrade[]): DexTrade[] { + return R.map(_parseBloxyTrade, rawTrades); +} + +/** + * Converts a single Bloxy trade into a DexTrade entity. + * @param rawTrade A single trade from the response from the Bloxy API. + */ +export function _parseBloxyTrade(rawTrade: BloxyTrade): DexTrade { + const dexTrade = new DexTrade(); + dexTrade.sourceUrl = BLOXY_DEX_TRADES_URL; + dexTrade.txHash = rawTrade.tx_hash; + dexTrade.txTimestamp = new Date(rawTrade.tx_time).getTime(); + dexTrade.txDate = rawTrade.tx_date; + dexTrade.txSender = rawTrade.tx_sender; + dexTrade.smartContractId = rawTrade.smart_contract_id; + dexTrade.smartContractAddress = rawTrade.smart_contract_address; + dexTrade.contractType = rawTrade.contract_type; + dexTrade.maker = rawTrade.maker; + dexTrade.taker = rawTrade.taker; + // TODO(albrow): The Bloxy API returns amounts and fees as a `number` type + // but some of their values have too many significant digits to be + // represented that way. Ideally they will switch to using strings and then + // we can update this code. + dexTrade.amountBuy = new BigNumber(rawTrade.amountBuy.toString()); + dexTrade.makerFeeAmount = new BigNumber(rawTrade.makerFee.toString()); + dexTrade.buyCurrencyId = rawTrade.buyCurrencyId; + dexTrade.buySymbol = filterNullCharacters(rawTrade.buySymbol); + dexTrade.amountSell = new BigNumber(rawTrade.amountSell.toString()); + dexTrade.takerFeeAmount = new BigNumber(rawTrade.takerFee.toString()); + dexTrade.sellCurrencyId = rawTrade.sellCurrencyId; + dexTrade.sellSymbol = filterNullCharacters(rawTrade.sellSymbol); + dexTrade.makerAnnotation = rawTrade.maker_annotation; + dexTrade.takerAnnotation = rawTrade.taker_annotation; + dexTrade.protocol = rawTrade.protocol; + dexTrade.buyAddress = rawTrade.buyAddress; + dexTrade.sellAddress = rawTrade.sellAddress; + return dexTrade; +} + +// Works with any form of escaoed null character (e.g., '\0' and '\u0000'). +const filterNullCharacters = R.replace(/\0/g, ''); diff --git a/packages/pipeline/src/scripts/pull_competing_dex_trades.ts b/packages/pipeline/src/scripts/pull_competing_dex_trades.ts new file mode 100644 index 000000000..4e4c12dd0 --- /dev/null +++ b/packages/pipeline/src/scripts/pull_competing_dex_trades.ts @@ -0,0 +1,51 @@ +// tslint:disable:no-console +import 'reflect-metadata'; +import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm'; + +import { BloxySource } from '../data_sources/bloxy'; +import { DexTrade } from '../entities'; +import * as ormConfig from '../ormconfig'; +import { parseBloxyTrades } from '../parsers/bloxy'; +import { handleError } from '../utils'; + +// Number of trades to save at once. +const BATCH_SAVE_SIZE = 1000; + +let connection: Connection; + +(async () => { + connection = await createConnection(ormConfig as ConnectionOptions); + await getAndSaveTrades(); + process.exit(0); +})().catch(handleError); + +async function getAndSaveTrades(): Promise<void> { + const apiKey = process.env.BLOXY_API_KEY; + if (apiKey === undefined) { + throw new Error('Missing required env var: BLOXY_API_KEY'); + } + const bloxySource = new BloxySource(apiKey); + const tradesRepository = connection.getRepository(DexTrade); + const lastSeenTimestamp = await getLastSeenTimestampAsync(tradesRepository); + console.log(`Last seen timestamp: ${lastSeenTimestamp === 0 ? 'none' : lastSeenTimestamp}`); + console.log('Getting latest dex trades...'); + const rawTrades = await bloxySource.getDexTradesAsync(lastSeenTimestamp); + console.log(`Parsing ${rawTrades.length} trades...`); + const trades = parseBloxyTrades(rawTrades); + console.log(`Saving ${trades.length} trades...`); + await tradesRepository.save(trades, { chunk: Math.ceil(trades.length / BATCH_SAVE_SIZE) }); + console.log('Done saving trades.'); +} + +async function getLastSeenTimestampAsync(tradesRepository: Repository<DexTrade>): Promise<number> { + if ((await tradesRepository.count()) === 0) { + return 0; + } + const response = (await connection.query( + 'SELECT tx_timestamp FROM raw.dex_trades ORDER BY tx_timestamp DESC LIMIT 1', + )) as Array<{ tx_timestamp: number }>; + if (response.length === 0) { + return 0; + } + return response[0].tx_timestamp; +} 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/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); + }); + } + }); +}); |