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-rw-r--r--packages/pipeline/test/data_sources/contract-wrappers/utils_test.ts109
-rw-r--r--packages/pipeline/test/entities/erc20_approval_events_test.ts29
-rw-r--r--packages/pipeline/test/parsers/bloxy/index_test.ts1
-rw-r--r--packages/pipeline/test/parsers/ddex_orders/index_test.ts29
-rw-r--r--packages/pipeline/test/parsers/events/erc20_events_test.ts54
-rw-r--r--packages/pipeline/test/parsers/events/exchange_events_test.ts (renamed from packages/pipeline/test/parsers/events/index_test.ts)2
-rw-r--r--packages/pipeline/test/parsers/idex_orders/index_test.ts87
-rw-r--r--packages/pipeline/test/parsers/oasis_orders/index_test.ts49
-rw-r--r--packages/pipeline/test/parsers/paradex_orders/index_test.ts4
-rw-r--r--packages/pipeline/test/parsers/utils/index_test.ts30
10 files changed, 370 insertions, 24 deletions
diff --git a/packages/pipeline/test/data_sources/contract-wrappers/utils_test.ts b/packages/pipeline/test/data_sources/contract-wrappers/utils_test.ts
new file mode 100644
index 000000000..06f1a5e86
--- /dev/null
+++ b/packages/pipeline/test/data_sources/contract-wrappers/utils_test.ts
@@ -0,0 +1,109 @@
+// tslint:disable:custom-no-magic-numbers
+import * as chai from 'chai';
+import { LogWithDecodedArgs } from 'ethereum-types';
+import 'mocha';
+
+import { _getEventsWithRetriesAsync } from '../../../src/data_sources/contract-wrappers/utils';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+const retryableMessage = 'network timeout: (simulated network timeout error)';
+const retryableError = new Error(retryableMessage);
+
+describe('data_sources/contract-wrappers/utils', () => {
+ describe('_getEventsWithRetriesAsync', () => {
+ it('sends a single request if it was successful', async () => {
+ // Pre-declare values for the fromBlock and toBlock arguments.
+ const expectedFromBlock = 100;
+ const expectedToBlock = 200;
+ const expectedLogs: Array<LogWithDecodedArgs<any>> = [
+ {
+ logIndex: 123,
+ transactionIndex: 456,
+ transactionHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657fe',
+ blockHash: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd33657ff',
+ blockNumber: 789,
+ address: '0x6dd106d002873746072fc5e496dd0fb2541b68c77bcf9184ae19a42fd3365800',
+ data: 'fake raw data',
+ topics: [],
+ event: 'TEST_EVENT',
+ args: [1, 2, 3],
+ },
+ ];
+
+ // mockGetEventsAsync checks its arguments, increments `callCount`
+ // and returns `expectedLogs`.
+ let callCount = 0;
+ const mockGetEventsAsync = async (
+ fromBlock: number,
+ toBlock: number,
+ ): Promise<Array<LogWithDecodedArgs<any>>> => {
+ expect(fromBlock).equals(expectedFromBlock);
+ expect(toBlock).equals(expectedToBlock);
+ callCount += 1;
+ return expectedLogs;
+ };
+
+ // Make sure that we get what we expected and that the mock function
+ // was called exactly once.
+ const gotLogs = await _getEventsWithRetriesAsync(mockGetEventsAsync, 3, expectedFromBlock, expectedToBlock);
+ expect(gotLogs).deep.equals(expectedLogs);
+ expect(callCount).equals(
+ 1,
+ 'getEventsAsync function was called more than once even though it was successful',
+ );
+ });
+ it('retries and eventually succeeds', async () => {
+ const numRetries = 5;
+ let callCount = 0;
+ // mockGetEventsAsync throws unless callCount == numRetries + 1.
+ const mockGetEventsAsync = async (
+ _fromBlock: number,
+ _toBlock: number,
+ ): Promise<Array<LogWithDecodedArgs<any>>> => {
+ callCount += 1;
+ if (callCount === numRetries + 1) {
+ return [];
+ }
+ throw retryableError;
+ };
+ await _getEventsWithRetriesAsync(mockGetEventsAsync, numRetries, 100, 300);
+ expect(callCount).equals(numRetries + 1, 'getEventsAsync function was called the wrong number of times');
+ });
+ it('throws for non-retryable errors', async () => {
+ const numRetries = 5;
+ const expectedMessage = 'Non-retryable error';
+ // mockGetEventsAsync always throws a non-retryable error.
+ const mockGetEventsAsync = async (
+ _fromBlock: number,
+ _toBlock: number,
+ ): Promise<Array<LogWithDecodedArgs<any>>> => {
+ throw new Error(expectedMessage);
+ };
+ // Note(albrow): This does actually return a promise (or at least a
+ // "promise-like object" and is a false positive in TSLint.
+ // tslint:disable-next-line:await-promise
+ await expect(_getEventsWithRetriesAsync(mockGetEventsAsync, numRetries, 100, 300)).to.be.rejectedWith(
+ expectedMessage,
+ );
+ });
+ it('throws after too many retries', async () => {
+ const numRetries = 5;
+ // mockGetEventsAsync always throws a retryable error.
+ const mockGetEventsAsync = async (
+ _fromBlock: number,
+ _toBlock: number,
+ ): Promise<Array<LogWithDecodedArgs<any>>> => {
+ throw retryableError;
+ };
+ // Note(albrow): This does actually return a promise (or at least a
+ // "promise-like object" and is a false positive in TSLint.
+ // tslint:disable-next-line:await-promise
+ await expect(_getEventsWithRetriesAsync(mockGetEventsAsync, numRetries, 100, 300)).to.be.rejectedWith(
+ retryableMessage,
+ );
+ });
+ });
+});
diff --git a/packages/pipeline/test/entities/erc20_approval_events_test.ts b/packages/pipeline/test/entities/erc20_approval_events_test.ts
new file mode 100644
index 000000000..1ecf41ee5
--- /dev/null
+++ b/packages/pipeline/test/entities/erc20_approval_events_test.ts
@@ -0,0 +1,29 @@
+import { BigNumber } from '@0x/utils';
+import 'mocha';
+import 'reflect-metadata';
+
+import { ERC20ApprovalEvent } from '../../src/entities';
+import { createDbConnectionOnceAsync } from '../db_setup';
+import { chaiSetup } from '../utils/chai_setup';
+
+import { testSaveAndFindEntityAsync } from './util';
+
+chaiSetup.configure();
+
+// tslint:disable:custom-no-magic-numbers
+describe('ERC20ApprovalEvent entity', () => {
+ it('save/find', async () => {
+ const connection = await createDbConnectionOnceAsync();
+ const event = new ERC20ApprovalEvent();
+ event.tokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ event.blockNumber = 6281577;
+ event.rawData = '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9';
+ event.logIndex = 43;
+ event.transactionHash = '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f';
+ event.ownerAddress = '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04';
+ event.spenderAddress = '0x448a5065aebb8e423f0896e6c5d525c040f59af3';
+ event.amount = new BigNumber('50281464906893835769');
+ const blocksRepository = connection.getRepository(ERC20ApprovalEvent);
+ await testSaveAndFindEntityAsync(blocksRepository, event);
+ });
+});
diff --git a/packages/pipeline/test/parsers/bloxy/index_test.ts b/packages/pipeline/test/parsers/bloxy/index_test.ts
index 2b8d68f98..6aabb091d 100644
--- a/packages/pipeline/test/parsers/bloxy/index_test.ts
+++ b/packages/pipeline/test/parsers/bloxy/index_test.ts
@@ -7,7 +7,6 @@ import * as R from 'ramda';
import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../../src/data_sources/bloxy';
import { DexTrade } from '../../../src/entities';
import { _parseBloxyTrade } from '../../../src/parsers/bloxy';
-import { _convertToExchangeFillEvent } from '../../../src/parsers/events';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();
diff --git a/packages/pipeline/test/parsers/ddex_orders/index_test.ts b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
index 213100f44..4a4a86bf8 100644
--- a/packages/pipeline/test/parsers/ddex_orders/index_test.ts
+++ b/packages/pipeline/test/parsers/ddex_orders/index_test.ts
@@ -4,7 +4,7 @@ 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 { parseDdexOrder } from '../../../src/parsers/ddex_orders';
import { OrderType } from '../../../src/types';
import { chaiSetup } from '../../utils/chai_setup';
@@ -13,19 +13,6 @@ 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)];
@@ -52,12 +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/events/erc20_events_test.ts b/packages/pipeline/test/parsers/events/erc20_events_test.ts
new file mode 100644
index 000000000..962c50f98
--- /dev/null
+++ b/packages/pipeline/test/parsers/events/erc20_events_test.ts
@@ -0,0 +1,54 @@
+import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers';
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import { LogWithDecodedArgs } from 'ethereum-types';
+import 'mocha';
+
+import { ERC20ApprovalEvent } from '../../../src/entities';
+import { _convertToERC20ApprovalEvent } from '../../../src/parsers/events/erc20_events';
+import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('erc20_events', () => {
+ describe('_convertToERC20ApprovalEvent', () => {
+ it('converts LogWithDecodedArgs to ERC20ApprovalEvent entity', () => {
+ const input: LogWithDecodedArgs<ERC20TokenApprovalEventArgs> = {
+ address: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2',
+ blockHash: '0xd2d7aafaa7102aec0bca8ef026d5a85133e87892334c46ee1e92e42912991c9b',
+ blockNumber: 6281577,
+ data: '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9',
+ logIndex: 43,
+ topics: [
+ '0x8c5be1e5ebec7d5bd14f71427d1e84f3dd0314c0f7b2291e5b200ac8c7c3b925',
+ '0x0000000000000000000000000b65c5f6f3a05d6be5588a72b603360773b3fe04',
+ '0x000000000000000000000000448a5065aebb8e423f0896e6c5d525c040f59af3',
+ ],
+ transactionHash: '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f',
+ transactionIndex: 103,
+ event: 'Approval',
+ args: {
+ _owner: '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04',
+ _spender: '0x448a5065aebb8e423f0896e6c5d525c040f59af3',
+ _value: new BigNumber('50281464906893835769'),
+ },
+ };
+
+ const expected = new ERC20ApprovalEvent();
+ expected.tokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
+ expected.blockNumber = 6281577;
+ expected.rawData = '0x000000000000000000000000000000000000000000000002b9cba5ee21ad3df9';
+ expected.logIndex = 43;
+ expected.transactionHash = '0xcb46b19c786376a0a0140d51e3e606a4c4f926d8ca5434e96d2f69d04d8d9c7f';
+ expected.ownerAddress = '0x0b65c5f6f3a05d6be5588a72b603360773b3fe04';
+ expected.spenderAddress = '0x448a5065aebb8e423f0896e6c5d525c040f59af3';
+ expected.amount = new BigNumber('50281464906893835769');
+
+ const actual = _convertToERC20ApprovalEvent(input);
+ expect(actual).deep.equal(expected);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/events/index_test.ts b/packages/pipeline/test/parsers/events/exchange_events_test.ts
index 7e439ce39..5d4b185a5 100644
--- a/packages/pipeline/test/parsers/events/index_test.ts
+++ b/packages/pipeline/test/parsers/events/exchange_events_test.ts
@@ -5,7 +5,7 @@ import { LogWithDecodedArgs } from 'ethereum-types';
import 'mocha';
import { ExchangeFillEvent } from '../../../src/entities';
-import { _convertToExchangeFillEvent } from '../../../src/parsers/events';
+import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure();
diff --git a/packages/pipeline/test/parsers/idex_orders/index_test.ts b/packages/pipeline/test/parsers/idex_orders/index_test.ts
new file mode 100644
index 000000000..d54ecb9a8
--- /dev/null
+++ b/packages/pipeline/test/parsers/idex_orders/index_test.ts
@@ -0,0 +1,87 @@
+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 = 'bid';
+ const source: string = 'idex';
+
+ const expected = new TokenOrder();
+ expected.source = 'idex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.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 = 'ask';
+ const source: string = 'idex';
+
+ const expected = new TokenOrder();
+ expected.source = 'idex';
+ expected.observedTimestamp = observedTimestamp;
+ expected.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);
+ });
+ });
+});
diff --git a/packages/pipeline/test/parsers/oasis_orders/index_test.ts b/packages/pipeline/test/parsers/oasis_orders/index_test.ts
new file mode 100644
index 000000000..433bfb665
--- /dev/null
+++ b/packages/pipeline/test/parsers/oasis_orders/index_test.ts
@@ -0,0 +1,49 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { OasisMarket } from '../../../src/data_sources/oasis';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
+import { parseOasisOrder } from '../../../src/parsers/oasis_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('oasis_orders', () => {
+ describe('parseOasisOrder', () => {
+ it('converts oasisOrder to TokenOrder entity', () => {
+ const oasisOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
+ const oasisMarket: OasisMarket = {
+ id: 'ABCDEF',
+ base: 'DEF',
+ quote: 'ABC',
+ buyVol: 100,
+ sellVol: 200,
+ price: 1,
+ high: 1,
+ low: 0,
+ };
+ const observedTimestamp: number = Date.now();
+ const orderType: OrderType = 'bid';
+ const source: string = 'oasis';
+
+ const expected = new TokenOrder();
+ expected.source = 'oasis';
+ expected.observedTimestamp = observedTimestamp;
+ expected.orderType = 'bid';
+ expected.price = new BigNumber(0.5);
+ expected.baseAssetSymbol = 'DEF';
+ expected.baseAssetAddress = null;
+ expected.baseVolume = new BigNumber(10);
+ expected.quoteAssetSymbol = 'ABC';
+ expected.quoteAssetAddress = null;
+ 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);
diff --git a/packages/pipeline/test/parsers/utils/index_test.ts b/packages/pipeline/test/parsers/utils/index_test.ts
new file mode 100644
index 000000000..5a0d0f182
--- /dev/null
+++ b/packages/pipeline/test/parsers/utils/index_test.ts
@@ -0,0 +1,30 @@
+import { BigNumber } from '@0x/utils';
+import * as chai from 'chai';
+import 'mocha';
+
+import { aggregateOrders, GenericRawOrder } from '../../../src/parsers/utils';
+import { chaiSetup } from '../../utils/chai_setup';
+
+chaiSetup.configure();
+const expect = chai.expect;
+
+// tslint:disable:custom-no-magic-numbers
+describe('aggregateOrders', () => {
+ it('aggregates order by price point', () => {
+ const input = [
+ { price: '1', amount: '20', orderHash: 'testtest', total: '20' },
+ { price: '1', amount: '30', orderHash: 'testone', total: '30' },
+ { price: '2', amount: '100', orderHash: 'testtwo', total: '200' },
+ ];
+ const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]];
+ const actual = aggregateOrders(input);
+ expect(actual).deep.equal(expected);
+ });
+
+ it('handles empty orders gracefully', () => {
+ const input: GenericRawOrder[] = [];
+ const expected: Array<[string, BigNumber]> = [];
+ const actual = aggregateOrders(input);
+ expect(actual).deep.equal(expected);
+ });
+});
generated by cgit (git 2.34.1) at 2024-11-06 06:05:35 +0800