aboutsummaryrefslogtreecommitdiffstats
path: root/packages/pipeline
diff options
context:
space:
mode:
Diffstat (limited to 'packages/pipeline')
-rw-r--r--packages/pipeline/src/entities/token_order.ts3
-rw-r--r--packages/pipeline/src/parsers/ddex_orders/index.ts8
-rw-r--r--packages/pipeline/src/parsers/idex_orders/index.ts12
-rw-r--r--packages/pipeline/src/parsers/oasis_orders/index.ts8
-rw-r--r--packages/pipeline/src/parsers/paradex_orders/index.ts4
-rw-r--r--packages/pipeline/src/types.ts11
-rw-r--r--packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts6
-rw-r--r--packages/pipeline/test/parsers/ddex_orders/index_test.ts4
-rw-r--r--packages/pipeline/test/parsers/events/exchange_events_test.ts5
-rw-r--r--packages/pipeline/test/parsers/idex_orders/index_test.ts8
-rw-r--r--packages/pipeline/test/parsers/oasis_orders/index_test.ts4
-rw-r--r--packages/pipeline/test/parsers/paradex_orders/index_test.ts4
-rw-r--r--packages/pipeline/test/parsers/sra_orders/index_test.ts5
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;