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import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import 'mocha';
import { DdexMarket } from '../../../src/data_sources/ddex';
import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
import { aggregateOrders, parseDdexOrder } from '../../../src/parsers/ddex_orders';
import { OrderType } from '../../../src/types';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();
const expect = chai.expect;
// tslint:disable:custom-no-magic-numbers
describe('ddex_orders', () => {
describe('aggregateOrders', () => {
it('aggregates orders by price point', () => {
const input = [
{ price: '1', amount: '20', orderId: 'testtest' },
{ price: '1', amount: '30', orderId: 'testone' },
{ price: '2', amount: '100', orderId: 'testtwo' },
];
const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]];
const actual = aggregateOrders(input);
expect(actual).deep.equal(expected);
});
});
describe('parseDdexOrder', () => {
it('converts ddexOrder to TokenOrder entity', () => {
const ddexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
const ddexMarket: DdexMarket = {
id: 'ABC-DEF',
quoteToken: 'ABC',
quoteTokenDecimals: 5,
quoteTokenAddress: '0x0000000000000000000000000000000000000000',
baseToken: 'DEF',
baseTokenDecimals: 2,
baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
minOrderSize: '0.1',
maxOrderSize: '1000',
pricePrecision: 1,
priceDecimals: 1,
amountDecimals: 0,
};
const observedTimestamp: number = Date.now();
const orderType: OrderType = 'bid';
const source: string = 'ddex';
const expected = new TokenOrder();
expected.source = 'ddex';
expected.observedTimestamp = observedTimestamp;
expected.orderType = 'bid';
expected.price = new BigNumber(0.5);
expected.baseAssetSymbol = 'DEF';
expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
expected.baseVolume = new BigNumber(5);
expected.quoteAssetSymbol = 'ABC';
expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
expected.quoteVolume = new BigNumber(10);
const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder);
expect(actual).deep.equal(expected);
});
});
});
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