Fix dex order quote/base asset assigning (#1432)

6 files changed, 24 insertions, 20 deletions

diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
index 52a998f9f..d7b97efbe 100644
--- a/packages/pipeline/src/parsers/ddex_orders/index.ts
+++ b/packages/pipeline/src/parsers/ddex_orders/index.ts
@@ -54,12 +54,14 @@ export function parseDdexOrder(
     tokenOrder.orderType = orderType;
     tokenOrder.price = price;
 
-    tokenOrder.baseAssetSymbol = ddexMarket.baseToken;
-    tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress;
-    tokenOrder.baseVolume = price.times(amount);
+    // 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.baseVolume = amount;
 
-    tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
-    tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
-    tokenOrder.quoteVolume = amount;
+    tokenOrder.quoteAssetSymbol = ddexMarket.baseToken;
+    tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress;
+    tokenOrder.quoteVolume = price.times(amount);
     return tokenOrder;
 }
diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts
index 7aafbf460..13997f31b 100644
--- a/packages/pipeline/src/parsers/oasis_orders/index.ts
+++ b/packages/pipeline/src/parsers/oasis_orders/index.ts
@@ -62,10 +62,10 @@ export function parseOasisOrder(
 
     tokenOrder.baseAssetSymbol = oasisMarket.base;
     tokenOrder.baseAssetAddress = null; // Oasis doesn't provide address information
-    tokenOrder.baseVolume = price.times(amount);
+    tokenOrder.baseVolume = amount;
 
     tokenOrder.quoteAssetSymbol = oasisMarket.quote;
     tokenOrder.quoteAssetAddress = null; // Oasis doesn't provide address information
-    tokenOrder.quoteVolume = amount;
+    tokenOrder.quoteVolume = price.times(amount);
     return tokenOrder;
 }
diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts
index 7966658a7..5ceeb64a4 100644
--- a/packages/pipeline/src/parsers/paradex_orders/index.ts
+++ b/packages/pipeline/src/parsers/paradex_orders/index.ts
@@ -57,10 +57,10 @@ export function parseParadexOrder(
 
     tokenOrder.baseAssetSymbol = paradexMarket.baseToken;
     tokenOrder.baseAssetAddress = paradexMarket.baseTokenAddress as string;
-    tokenOrder.baseVolume = price.times(amount);
+    tokenOrder.baseVolume = amount;
 
     tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken;
     tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string;
-    tokenOrder.quoteVolume = amount;
+    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 9f4bfe7e3..4a4a86bf8 100644
--- a/packages/pipeline/test/parsers/ddex_orders/index_test.ts
+++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
@@ -39,12 +39,14 @@ describe('ddex_orders', () => {
             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);
+            // 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.quoteVolume = new BigNumber(5);
 
             const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder);
             expect(actual).deep.equal(expected);
diff --git a/packages/pipeline/test/parsers/oasis_orders/index_test.ts b/packages/pipeline/test/parsers/oasis_orders/index_test.ts
index 9e8ba9a40..433bfb665 100644
--- a/packages/pipeline/test/parsers/oasis_orders/index_test.ts
+++ b/packages/pipeline/test/parsers/oasis_orders/index_test.ts
@@ -37,10 +37,10 @@ describe('oasis_orders', () => {
             expected.price = new BigNumber(0.5);
             expected.baseAssetSymbol = 'DEF';
             expected.baseAssetAddress = null;
-            expected.baseVolume = new BigNumber(5);
+            expected.baseVolume = new BigNumber(10);
             expected.quoteAssetSymbol = 'ABC';
             expected.quoteAssetAddress = null;
-            expected.quoteVolume = new BigNumber(10);
+            expected.quoteVolume = new BigNumber(5);
 
             const actual = parseOasisOrder(oasisMarket, observedTimestamp, orderType, source, oasisOrder);
             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
index 1522806bf..6b811b90d 100644
--- a/packages/pipeline/test/parsers/paradex_orders/index_test.ts
+++ b/packages/pipeline/test/parsers/paradex_orders/index_test.ts
@@ -42,10 +42,10 @@ describe('paradex_orders', () => {
             expected.price = new BigNumber(0.1245);
             expected.baseAssetSymbol = 'DEF';
             expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
-            expected.baseVolume = new BigNumber(412 * 0.1245);
+            expected.baseVolume = new BigNumber(412);
             expected.quoteAssetSymbol = 'ABC';
             expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
-            expected.quoteVolume = new BigNumber(412);
+            expected.quoteVolume = new BigNumber(412 * 0.1245);
 
             const actual = parseParadexOrder(paradexMarket, observedTimestamp, orderType, source, paradexOrder);
             expect(actual).deep.equal(expected);