Token_orderbook_snapshots for Ddex and Paradex(#1354)

* Implements the TokenOrderbookSnapshot Table

* Scripts, Data Sources and Entities to pull Ddex and Paradex API data.

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);
+        });
+    });
+});