diff options
Diffstat (limited to 'packages/pipeline/test')
3 files changed, 151 insertions, 0 deletions
diff --git a/packages/pipeline/test/entities/token_order_test.ts b/packages/pipeline/test/entities/token_order_test.ts new file mode 100644 index 000000000..c6057f5aa --- /dev/null +++ b/packages/pipeline/test/entities/token_order_test.ts @@ -0,0 +1,31 @@ +import { BigNumber } from '@0x/utils'; +import 'mocha'; + +import { TokenOrderbookSnapshot } from '../../src/entities'; +import { createDbConnectionOnceAsync } from '../db_setup'; +import { chaiSetup } from '../utils/chai_setup'; + +import { testSaveAndFindEntityAsync } from './util'; + +chaiSetup.configure(); + +const tokenOrderbookSnapshot: TokenOrderbookSnapshot = { + source: 'ddextest', + observedTimestamp: Date.now(), + orderType: 'bid', + price: new BigNumber(10.1), + baseAssetSymbol: 'ETH', + baseAssetAddress: '0x818e6fecd516ecc3849daf6845e3ec868087b755', + baseVolume: new BigNumber(143), + quoteAssetSymbol: 'ABC', + quoteAssetAddress: '0x00923b9a074762b93650716333b3e1473a15048e', + quoteVolume: new BigNumber(12.3234234), +}; + +describe('TokenOrderbookSnapshot entity', () => { + it('save/find', async () => { + const connection = await createDbConnectionOnceAsync(); + const tokenOrderbookSnapshotRepository = connection.getRepository(TokenOrderbookSnapshot); + await testSaveAndFindEntityAsync(tokenOrderbookSnapshotRepository, tokenOrderbookSnapshot); + }); +}); diff --git a/packages/pipeline/test/parsers/ddex_orders/index_test.ts b/packages/pipeline/test/parsers/ddex_orders/index_test.ts new file mode 100644 index 000000000..213100f44 --- /dev/null +++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts @@ -0,0 +1,66 @@ +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); + }); + }); +}); diff --git a/packages/pipeline/test/parsers/paradex_orders/index_test.ts b/packages/pipeline/test/parsers/paradex_orders/index_test.ts new file mode 100644 index 000000000..1522806bf --- /dev/null +++ b/packages/pipeline/test/parsers/paradex_orders/index_test.ts @@ -0,0 +1,54 @@ +import { BigNumber } from '@0x/utils'; +import * as chai from 'chai'; +import 'mocha'; + +import { ParadexMarket, ParadexOrder } from '../../../src/data_sources/paradex'; +import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities'; +import { parseParadexOrder } from '../../../src/parsers/paradex_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('paradex_orders', () => { + describe('parseParadexOrder', () => { + it('converts ParadexOrder to TokenOrder entity', () => { + const paradexOrder: ParadexOrder = { + amount: '412', + price: '0.1245', + }; + const paradexMarket: ParadexMarket = { + id: '2', + symbol: 'ABC/DEF', + baseToken: 'DEF', + quoteToken: 'ABC', + minOrderSize: '0.1', + maxOrderSize: '1000', + priceMaxDecimals: 5, + amountMaxDecimals: 5, + baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81', + quoteTokenAddress: '0x0000000000000000000000000000000000000000', + }; + const observedTimestamp: number = Date.now(); + const orderType: OrderType = 'bid'; + const source: string = 'paradex'; + + const expected = new TokenOrder(); + expected.source = 'paradex'; + expected.observedTimestamp = observedTimestamp; + expected.orderType = 'bid'; + expected.price = new BigNumber(0.1245); + expected.baseAssetSymbol = 'DEF'; + expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; + expected.baseVolume = new BigNumber(412 * 0.1245); + expected.quoteAssetSymbol = 'ABC'; + expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000'; + expected.quoteVolume = new BigNumber(412); + + const actual = parseParadexOrder(paradexMarket, observedTimestamp, orderType, source, paradexOrder); + expect(actual).deep.equal(expected); + }); + }); +}); |