diff options
Diffstat (limited to 'packages')
4 files changed, 31 insertions, 16 deletions
diff --git a/packages/pipeline/migrations/1547153875669-UpdateDDexAPIToV3.ts b/packages/pipeline/migrations/1547153875669-UpdateDDexAPIToV3.ts new file mode 100644 index 000000000..957af4941 --- /dev/null +++ b/packages/pipeline/migrations/1547153875669-UpdateDDexAPIToV3.ts @@ -0,0 +1,21 @@ +import { MigrationInterface, QueryRunner } from 'typeorm'; + +export class UpdateDDexAPIToV31547153875669 implements MigrationInterface { + public async up(queryRunner: QueryRunner): Promise<any> { + await queryRunner.query(` + UPDATE raw.token_orderbook_snapshots + SET quote_asset_symbol='WETH' + WHERE quote_asset_symbol='ETH' AND + source='ddex'; + `); + } + + public async down(queryRunner: QueryRunner): Promise<any> { + await queryRunner.query(` + UPDATE raw.token_orderbook_snapshots + SET quote_asset_symbol='ETH' + WHERE quote_asset_symbol='WETH' AND + source='ddex'; + `); + } +} diff --git a/packages/pipeline/src/data_sources/ddex/index.ts b/packages/pipeline/src/data_sources/ddex/index.ts index 2bbd8c29b..7ef92b90f 100644 --- a/packages/pipeline/src/data_sources/ddex/index.ts +++ b/packages/pipeline/src/data_sources/ddex/index.ts @@ -1,6 +1,6 @@ import { fetchAsync, logUtils } from '@0x/utils'; -const DDEX_BASE_URL = 'https://api.ddex.io/v2'; +const DDEX_BASE_URL = 'https://api.ddex.io/v3'; const ACTIVE_MARKETS_URL = `${DDEX_BASE_URL}/markets`; const NO_AGGREGATION_LEVEL = 3; // See https://docs.ddex.io/#get-orderbook const ORDERBOOK_ENDPOINT = `/orderbook?level=${NO_AGGREGATION_LEVEL}`; @@ -23,7 +23,6 @@ export interface DdexMarket { baseTokenDecimals: number; baseTokenAddress: string; minOrderSize: string; - maxOrderSize: string; pricePrecision: number; priceDecimals: number; amountDecimals: number; diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts index eeb9c9d5b..562f894ab 100644 --- a/packages/pipeline/src/parsers/ddex_orders/index.ts +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -58,14 +58,12 @@ export function parseDdexOrder( tokenOrder.orderType = orderType; tokenOrder.price = price; - // ddex currently confuses quote and base assets. - // We switch them here to maintain our internal consistency. - tokenOrder.baseAssetSymbol = ddexMarket.quoteToken; - tokenOrder.baseAssetAddress = ddexMarket.quoteTokenAddress; + tokenOrder.baseAssetSymbol = ddexMarket.baseToken; + tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress; tokenOrder.baseVolume = amount; - tokenOrder.quoteAssetSymbol = ddexMarket.baseToken; - tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress; + tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken; + tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress; tokenOrder.quoteVolume = price.times(amount); return tokenOrder; } diff --git a/packages/pipeline/test/parsers/ddex_orders/index_test.ts b/packages/pipeline/test/parsers/ddex_orders/index_test.ts index f30e86b02..d6f69e090 100644 --- a/packages/pipeline/test/parsers/ddex_orders/index_test.ts +++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts @@ -25,7 +25,6 @@ describe('ddex_orders', () => { baseTokenDecimals: 2, baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81', minOrderSize: '0.1', - maxOrderSize: '1000', pricePrecision: 1, priceDecimals: 1, amountDecimals: 0, @@ -39,14 +38,12 @@ describe('ddex_orders', () => { expected.observedTimestamp = observedTimestamp; expected.orderType = OrderType.Bid; expected.price = new BigNumber(0.5); - // ddex currently confuses base and quote assets. - // Switch them to maintain our internal consistency. - expected.baseAssetSymbol = 'ABC'; - expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; - expected.baseVolume = new BigNumber(10); - expected.quoteAssetSymbol = 'DEF'; - expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.quoteAssetSymbol = 'ABC'; + expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000'; expected.quoteVolume = new BigNumber(5); + expected.baseAssetSymbol = 'DEF'; + expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.baseVolume = new BigNumber(10); const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder); expect(actual).deep.equal(expected); |