aboutsummaryrefslogtreecommitdiffstats
path: root/packages/pipeline/test/parsers/idex_orders/index_test.ts
blob: 48b019732a7654fe2b998891aa701fa06cd80e14 (plain) (blame)
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
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
import { BigNumber } from '@0x/utils';
import * as chai from 'chai';
import 'mocha';

import { IdexOrderParam } from '../../../src/data_sources/idex';
import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
import { parseIdexOrder } from '../../../src/parsers/idex_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('idex_orders', () => {
    describe('parseIdexOrder', () => {
        // for market listed as 'DEF_ABC'.
        it('correctly converts bid type idexOrder to TokenOrder entity', () => {
            const idexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
            const idexOrderParam: IdexOrderParam = {
                tokenBuy: '0x0000000000000000000000000000000000000000',
                buySymbol: 'ABC',
                buyPrecision: 2,
                amountBuy: '10',
                tokenSell: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
                sellSymbol: 'DEF',
                sellPrecision: 2,
                amountSell: '5',
                expires: Date.now() + 100000,
                nonce: 1,
                user: '0x212345667543456435324564345643453453333',
            };
            const observedTimestamp: number = Date.now();
            const orderType: OrderType = OrderType.Bid;
            const source: string = 'idex';

            const expected = new TokenOrder();
            expected.source = 'idex';
            expected.observedTimestamp = observedTimestamp;
            expected.orderType = OrderType.Bid;
            expected.price = new BigNumber(0.5);
            expected.baseAssetSymbol = 'ABC';
            expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';
            expected.baseVolume = new BigNumber(10);
            expected.quoteAssetSymbol = 'DEF';
            expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
            expected.quoteVolume = new BigNumber(5);

            const actual = parseIdexOrder(idexOrderParam, observedTimestamp, orderType, source, idexOrder);
            expect(actual).deep.equal(expected);
        });
        it('correctly converts ask type idexOrder to TokenOrder entity', () => {
            const idexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
            const idexOrderParam: IdexOrderParam = {
                tokenBuy: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
                buySymbol: 'DEF',
                buyPrecision: 2,
                amountBuy: '5',
                tokenSell: '0x0000000000000000000000000000000000000000',
                sellSymbol: 'ABC',
                sellPrecision: 2,
                amountSell: '10',
                expires: Date.now() + 100000,
                nonce: 1,
                user: '0x212345667543456435324564345643453453333',
            };
            const observedTimestamp: number = Date.now();
            const orderType: OrderType = OrderType.Ask;
            const source: string = 'idex';

            const expected = new TokenOrder();
            expected.source = 'idex';
            expected.observedTimestamp = observedTimestamp;
            expected.orderType = OrderType.Ask;
            expected.price = new BigNumber(0.5);
            expected.baseAssetSymbol = 'ABC';
            expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';
            expected.baseVolume = new BigNumber(10);
            expected.quoteAssetSymbol = 'DEF';
            expected.quoteAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
            expected.quoteVolume = new BigNumber(5);

            const actual = parseIdexOrder(idexOrderParam, observedTimestamp, orderType, source, idexOrder);
            expect(actual).deep.equal(expected);
        });
    });
});