1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
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(20);
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(20);
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);
});
});
});
|
