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Use enums in pipeline

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This commit is contained in:
Amir Bandeali 2019-01-07 11:11:19 -08:00
parent 24564b986d
commit fd37e88bdb
19 changed files with 75 additions and 59 deletions
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2
packages/0x.js/CHANGELOG.json
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@ -4,7 +4,7 @@
"changes": [ "changes": [
{ {
"note": "note":
"Export `MultiAssetData`, `MultiAssetDataWithRecursiveDecoding`, `ObjectMap`, and `SingleAssetData` from types. No longer export AssetData.", "Export `MultiAssetData`, `MultiAssetDataWithRecursiveDecoding`, `ObjectMap`, and `SingleAssetData` from types. No longer export `AssetData`.",
"pr": 1363 "pr": 1363
} }
] ]

2
packages/contract-wrappers/CHANGELOG.json
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@ -6,7 +6,7 @@
"note": "Add support for Trust Wallet signature denial error" "note": "Add support for Trust Wallet signature denial error"
}, },
{ {
"note": "Add balance and allowance queries for MultiAssetProxy", "note": "Add balance and allowance queries for `MultiAssetProxy`",
"pr": 1363 "pr": 1363
} }
] ]

2
packages/order-utils/src/asset_data_utils.ts
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@ -76,7 +76,7 @@ export const assetDataUtils = {
/** /**
* Encodes assetData for multiple AssetProxies into a single hex encoded assetData string, usable in the makerAssetData or * Encodes assetData for multiple AssetProxies into a single hex encoded assetData string, usable in the makerAssetData or
* takerAssetData fields in a 0x order. * takerAssetData fields in a 0x order.
* @param amounts Amounts of each asset that correspond to a ginle unit within an order. * @param amounts Amounts of each asset that correspond to a single unit within an order.
* @param nestedAssetData assetData strings that correspond to a valid assetProxyId. * @param nestedAssetData assetData strings that correspond to a valid assetProxyId.
* @return The hex encoded assetData string * @return The hex encoded assetData string
*/ */

2
packages/order-watcher/CHANGELOG.json
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@ -3,7 +3,7 @@
"version": "2.4.0", "version": "2.4.0",
"changes": [ "changes": [
{ {
"note": "Add support for MultiAssetProxy", "note": "Add support for `MultiAssetProxy`",
"pr": 1363 "pr": 1363
} }
] ]

2
packages/order-watcher/src/order_watcher/order_watcher.ts
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@ -487,4 +487,4 @@ export class OrderWatcher {
this._callbackIfExists(null, orderState); this._callbackIfExists(null, orderState);
} }
} }
} // tslint:disable:max-file-line-count }

42
packages/order-watcher/test/order_watcher_test.ts
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@ -859,29 +859,29 @@ describe('OrderWatcher', () => {
})().catch(done); })().catch(done);
}); });
// TODO(abandeali1): The following test will fail until the MAP has been deployed and activated. // TODO(abandeali1): The following test will fail until the MAP has been deployed and activated.
// it('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => { it.skip('should emit orderStateInvalid when watched order fully filled', (done: DoneCallback) => {
// (async () => { (async () => {
// signedOrder = await fillScenarios.createFillableSignedOrderAsync( signedOrder = await fillScenarios.createFillableSignedOrderAsync(
// makerMultiAssetData, makerMultiAssetData,
// takerAssetData, takerAssetData,
// makerAddress, makerAddress,
// takerAddress, takerAddress,
// fillableAmount, fillableAmount,
// ); );
// const orderHash = orderHashUtils.getOrderHashHex(signedOrder); const orderHash = orderHashUtils.getOrderHashHex(signedOrder);
// await orderWatcher.addOrderAsync(signedOrder); await orderWatcher.addOrderAsync(signedOrder);
// const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => { const callback = callbackErrorReporter.reportNodeCallbackErrors(done)((orderState: OrderState) => {
// expect(orderState.isValid).to.be.false(); expect(orderState.isValid).to.be.false();
// const invalidOrderState = orderState as OrderStateInvalid; const invalidOrderState = orderState as OrderStateInvalid;
// expect(invalidOrderState.orderHash).to.be.equal(orderHash); expect(invalidOrderState.orderHash).to.be.equal(orderHash);
// expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero); expect(invalidOrderState.error).to.be.equal(ExchangeContractErrs.OrderRemainingFillAmountZero);
// }); });
// orderWatcher.subscribe(callback); orderWatcher.subscribe(callback);
// await contractWrappers.exchange.fillOrderAsync(signedOrder, fillableAmount, takerAddress); await contractWrappers.exchange.fillOrderAsync(signedOrder, fillableAmount, takerAddress);
// })().catch(done); })().catch(done);
// }); });
}); });
}); });
}); // tslint:disable:max-file-line-count }); // tslint:disable:max-file-line-count

3
packages/pipeline/src/entities/token_order.ts
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@ -1,7 +1,6 @@
import { BigNumber } from '@0x/utils'; import { BigNumber } from '@0x/utils';
import { Column, Entity, PrimaryColumn } from 'typeorm'; import { Column, Entity, PrimaryColumn } from 'typeorm';
import { OrderType } from '../types';
import { bigNumberTransformer, numberToBigIntTransformer } from '../utils'; import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
@Entity({ name: 'token_orderbook_snapshots', schema: 'raw' }) @Entity({ name: 'token_orderbook_snapshots', schema: 'raw' })
@ -11,7 +10,7 @@ export class TokenOrderbookSnapshot {
@PrimaryColumn({ name: 'source' }) @PrimaryColumn({ name: 'source' })
public source!: string; public source!: string;
@PrimaryColumn({ name: 'order_type' }) @PrimaryColumn({ name: 'order_type' })
public orderType!: OrderType; public orderType!: string;
@PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer }) @PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer })
public price!: BigNumber; public price!: BigNumber;
@PrimaryColumn({ name: 'base_asset_symbol' }) @PrimaryColumn({ name: 'base_asset_symbol' })

8
packages/pipeline/src/parsers/ddex_orders/index.ts
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@ -23,8 +23,12 @@ export function parseDdexOrders(
): TokenOrder[] { ): TokenOrder[] {
const aggregatedBids = aggregateOrders(ddexOrderbook.bids); const aggregatedBids = aggregateOrders(ddexOrderbook.bids);
const aggregatedAsks = aggregateOrders(ddexOrderbook.asks); const aggregatedAsks = aggregateOrders(ddexOrderbook.asks);
const parsedBids = aggregatedBids.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'bid', source, order)); const parsedBids = aggregatedBids.map(order =>
const parsedAsks = aggregatedAsks.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'ask', source, order)); parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Bid, source, order),
);
const parsedAsks = aggregatedAsks.map(order =>
parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Ask, source, order),
);
return parsedBids.concat(parsedAsks); return parsedBids.concat(parsedAsks);
} }

12
packages/pipeline/src/parsers/idex_orders/index.ts
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@ -2,7 +2,7 @@ import { BigNumber } from '@0x/utils';
import { aggregateOrders } from '../utils'; import { aggregateOrders } from '../utils';
import { IdexOrder, IdexOrderbook, IdexOrderParam } from '../../data_sources/idex'; import { IdexOrderbook, IdexOrderParam } from '../../data_sources/idex';
import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
import { OrderType } from '../../types'; import { OrderType } from '../../types';
@ -21,7 +21,9 @@ export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp:
const idexBidOrder = idexOrderbook.bids[0]; const idexBidOrder = idexOrderbook.bids[0];
const parsedBids = const parsedBids =
aggregatedBids.length > 0 aggregatedBids.length > 0
? aggregatedBids.map(order => parseIdexOrder(idexBidOrder.params, observedTimestamp, 'bid', source, order)) ? aggregatedBids.map(order =>
parseIdexOrder(idexBidOrder.params, observedTimestamp, OrderType.Bid, source, order),
)
: []; : [];
const aggregatedAsks = aggregateOrders(idexOrderbook.asks); const aggregatedAsks = aggregateOrders(idexOrderbook.asks);
@ -29,7 +31,9 @@ export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp:
const idexAskOrder = idexOrderbook.asks[0]; const idexAskOrder = idexOrderbook.asks[0];
const parsedAsks = const parsedAsks =
aggregatedAsks.length > 0 aggregatedAsks.length > 0
? aggregatedAsks.map(order => parseIdexOrder(idexAskOrder.params, observedTimestamp, 'ask', source, order)) ? aggregatedAsks.map(order =>
parseIdexOrder(idexAskOrder.params, observedTimestamp, OrderType.Ask, source, order),
)
: []; : [];
return parsedBids.concat(parsedAsks); return parsedBids.concat(parsedAsks);
} }
@ -62,7 +66,7 @@ export function parseIdexOrder(
tokenOrder.baseVolume = amount; tokenOrder.baseVolume = amount;
tokenOrder.quoteVolume = price.times(amount); tokenOrder.quoteVolume = price.times(amount);
if (orderType === 'bid') { if (orderType === OrderType.Bid) {
tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol; tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol;
tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy; tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy;
tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol; tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol;

8
packages/pipeline/src/parsers/oasis_orders/index.ts
View File

@ -23,13 +23,13 @@ export function parseOasisOrders(
observedTimestamp: number, observedTimestamp: number,
source: string, source: string,
): TokenOrder[] { ): TokenOrder[] {
const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', 'bid'), oasisOrderbook)); const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', OrderType.Bid), oasisOrderbook));
const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', 'ask'), oasisOrderbook)); const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', OrderType.Ask), oasisOrderbook));
const parsedBids = aggregatedBids.map(order => const parsedBids = aggregatedBids.map(order =>
parseOasisOrder(oasisMarket, observedTimestamp, 'bid', source, order), parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Bid, source, order),
); );
const parsedAsks = aggregatedAsks.map(order => const parsedAsks = aggregatedAsks.map(order =>
parseOasisOrder(oasisMarket, observedTimestamp, 'ask', source, order), parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Ask, source, order),
); );
return parsedBids.concat(parsedAsks); return parsedBids.concat(parsedAsks);
} }

4
packages/pipeline/src/parsers/paradex_orders/index.ts
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@ -21,10 +21,10 @@ export function parseParadexOrders(
source: string, source: string,
): TokenOrder[] { ): TokenOrder[] {
const parsedBids = paradexOrderbookResponse.bids.map(order => const parsedBids = paradexOrderbookResponse.bids.map(order =>
parseParadexOrder(paradexMarket, observedTimestamp, 'bid', source, order), parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Bid, source, order),
); );
const parsedAsks = paradexOrderbookResponse.asks.map(order => const parsedAsks = paradexOrderbookResponse.asks.map(order =>
parseParadexOrder(paradexMarket, observedTimestamp, 'ask', source, order), parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Ask, source, order),
); );
return parsedBids.concat(parsedAsks); return parsedBids.concat(parsedAsks);
} }

11
packages/pipeline/src/types.ts
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@ -1,2 +1,9 @@
export type AssetType = 'erc20' | 'erc721' | 'multiAsset'; export enum AssetType {
export type OrderType = 'bid' | 'ask'; ERC20 = 'erc20',
ERC721 = 'erc721',
MultiAsset = 'multiAsset',
}
export enum OrderType {
Bid = 'bid',
Ask = 'ask',
}

6
packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts
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@ -9,11 +9,11 @@ import { AssetType } from '../../types';
export function convertAssetProxyIdToType(assetProxyId: AssetProxyId): AssetType { export function convertAssetProxyIdToType(assetProxyId: AssetProxyId): AssetType {
switch (assetProxyId) { switch (assetProxyId) {
case AssetProxyId.ERC20: case AssetProxyId.ERC20:
return 'erc20'; return AssetType.ERC20;
case AssetProxyId.ERC721: case AssetProxyId.ERC721:
return 'erc721'; return AssetType.ERC721;
case AssetProxyId.MultiAsset: case AssetProxyId.MultiAsset:
return 'multiAsset'; return AssetType.MultiAsset;
default: default:
throw new Error(`${assetProxyId} not a supported assetProxyId`); throw new Error(`${assetProxyId} not a supported assetProxyId`);
} }

4
packages/pipeline/test/parsers/ddex_orders/index_test.ts
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@ -31,13 +31,13 @@ describe('ddex_orders', () => {
amountDecimals: 0, amountDecimals: 0,
}; };
const observedTimestamp: number = Date.now(); const observedTimestamp: number = Date.now();
const orderType: OrderType = 'bid'; const orderType: OrderType = OrderType.Bid;
const source: string = 'ddex'; const source: string = 'ddex';
const expected = new TokenOrder(); const expected = new TokenOrder();
expected.source = 'ddex'; expected.source = 'ddex';
expected.observedTimestamp = observedTimestamp; expected.observedTimestamp = observedTimestamp;
expected.orderType = 'bid'; expected.orderType = OrderType.Bid;
expected.price = new BigNumber(0.5); expected.price = new BigNumber(0.5);
// ddex currently confuses base and quote assets. // ddex currently confuses base and quote assets.
// Switch them to maintain our internal consistency. // Switch them to maintain our internal consistency.

5
packages/pipeline/test/parsers/events/exchange_events_test.ts
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@ -6,6 +6,7 @@ import 'mocha';
import { ExchangeFillEvent } from '../../../src/entities'; import { ExchangeFillEvent } from '../../../src/entities';
import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events'; import { _convertToExchangeFillEvent } from '../../../src/parsers/events/exchange_events';
import { AssetType } from '../../../src/types';
import { chaiSetup } from '../../utils/chai_setup'; import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure(); chaiSetup.configure();
@ -62,12 +63,12 @@ describe('exchange_events', () => {
expected.takerFeePaid = new BigNumber('12345'); expected.takerFeePaid = new BigNumber('12345');
expected.orderHash = '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a'; expected.orderHash = '0xab12ed2cbaa5615ab690b9da75a46e53ddfcf3f1a68655b5fe0d94c75a1aac4a';
expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
expected.makerAssetType = 'erc20'; expected.makerAssetType = AssetType.ERC20;
expected.makerAssetProxyId = '0xf47261b0'; expected.makerAssetProxyId = '0xf47261b0';
expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
expected.makerTokenId = null; expected.makerTokenId = null;
expected.rawTakerAssetData = '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498'; expected.rawTakerAssetData = '0xf47261b0000000000000000000000000e41d2489571d322189246dafa5ebde1f4699f498';
expected.takerAssetType = 'erc20'; expected.takerAssetType = AssetType.ERC20;
expected.takerAssetProxyId = '0xf47261b0'; expected.takerAssetProxyId = '0xf47261b0';
expected.takerTokenAddress = '0xe41d2489571d322189246dafa5ebde1f4699f498'; expected.takerTokenAddress = '0xe41d2489571d322189246dafa5ebde1f4699f498';
expected.takerTokenId = null; expected.takerTokenId = null;

8
packages/pipeline/test/parsers/idex_orders/index_test.ts
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@ -31,13 +31,13 @@ describe('idex_orders', () => {
user: '0x212345667543456435324564345643453453333', user: '0x212345667543456435324564345643453453333',
}; };
const observedTimestamp: number = Date.now(); const observedTimestamp: number = Date.now();
const orderType: OrderType = 'bid'; const orderType: OrderType = OrderType.Bid;
const source: string = 'idex'; const source: string = 'idex';
const expected = new TokenOrder(); const expected = new TokenOrder();
expected.source = 'idex'; expected.source = 'idex';
expected.observedTimestamp = observedTimestamp; expected.observedTimestamp = observedTimestamp;
expected.orderType = 'bid'; expected.orderType = OrderType.Bid;
expected.price = new BigNumber(0.5); expected.price = new BigNumber(0.5);
expected.baseAssetSymbol = 'ABC'; expected.baseAssetSymbol = 'ABC';
expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';
@ -65,13 +65,13 @@ describe('idex_orders', () => {
user: '0x212345667543456435324564345643453453333', user: '0x212345667543456435324564345643453453333',
}; };
const observedTimestamp: number = Date.now(); const observedTimestamp: number = Date.now();
const orderType: OrderType = 'ask'; const orderType: OrderType = OrderType.Ask;
const source: string = 'idex'; const source: string = 'idex';
const expected = new TokenOrder(); const expected = new TokenOrder();
expected.source = 'idex'; expected.source = 'idex';
expected.observedTimestamp = observedTimestamp; expected.observedTimestamp = observedTimestamp;
expected.orderType = 'ask'; expected.orderType = OrderType.Ask;
expected.price = new BigNumber(0.5); expected.price = new BigNumber(0.5);
expected.baseAssetSymbol = 'ABC'; expected.baseAssetSymbol = 'ABC';
expected.baseAssetAddress = '0x0000000000000000000000000000000000000000'; expected.baseAssetAddress = '0x0000000000000000000000000000000000000000';

4
packages/pipeline/test/parsers/oasis_orders/index_test.ts
View File

@ -27,13 +27,13 @@ describe('oasis_orders', () => {
low: 0, low: 0,
}; };
const observedTimestamp: number = Date.now(); const observedTimestamp: number = Date.now();
const orderType: OrderType = 'bid'; const orderType: OrderType = OrderType.Bid;
const source: string = 'oasis'; const source: string = 'oasis';
const expected = new TokenOrder(); const expected = new TokenOrder();
expected.source = 'oasis'; expected.source = 'oasis';
expected.observedTimestamp = observedTimestamp; expected.observedTimestamp = observedTimestamp;
expected.orderType = 'bid'; expected.orderType = OrderType.Bid;
expected.price = new BigNumber(0.5); expected.price = new BigNumber(0.5);
expected.baseAssetSymbol = 'DEF'; expected.baseAssetSymbol = 'DEF';
expected.baseAssetAddress = null; expected.baseAssetAddress = null;

4
packages/pipeline/test/parsers/paradex_orders/index_test.ts
View File

@ -32,13 +32,13 @@ describe('paradex_orders', () => {
quoteTokenAddress: '0x0000000000000000000000000000000000000000', quoteTokenAddress: '0x0000000000000000000000000000000000000000',
}; };
const observedTimestamp: number = Date.now(); const observedTimestamp: number = Date.now();
const orderType: OrderType = 'bid'; const orderType: OrderType = OrderType.Bid;
const source: string = 'paradex'; const source: string = 'paradex';
const expected = new TokenOrder(); const expected = new TokenOrder();
expected.source = 'paradex'; expected.source = 'paradex';
expected.observedTimestamp = observedTimestamp; expected.observedTimestamp = observedTimestamp;
expected.orderType = 'bid'; expected.orderType = OrderType.Bid;
expected.price = new BigNumber(0.1245); expected.price = new BigNumber(0.1245);
expected.baseAssetSymbol = 'DEF'; expected.baseAssetSymbol = 'DEF';
expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81'; expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';

5
packages/pipeline/test/parsers/sra_orders/index_test.ts
View File

@ -5,6 +5,7 @@ import 'mocha';
import { SraOrder } from '../../../src/entities'; import { SraOrder } from '../../../src/entities';
import { _convertToEntity } from '../../../src/parsers/sra_orders'; import { _convertToEntity } from '../../../src/parsers/sra_orders';
import { AssetType } from '../../../src/types';
import { chaiSetup } from '../../utils/chai_setup'; import { chaiSetup } from '../../utils/chai_setup';
chaiSetup.configure(); chaiSetup.configure();
@ -50,12 +51,12 @@ describe('sra_orders', () => {
expected.signature = expected.signature =
'0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03'; '0x1b5a5d672b0d647b5797387ccbb89d822d5d2e873346b014f4ff816ff0783f2a7a0d2824d2d7042ec8ea375bc7f870963e1cb8248f1db03ddf125e27b5963aa11f03';
expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; expected.rawMakerAssetData = '0xf47261b0000000000000000000000000c02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
expected.makerAssetType = 'erc20'; expected.makerAssetType = AssetType.ERC20;
expected.makerAssetProxyId = '0xf47261b0'; expected.makerAssetProxyId = '0xf47261b0';
expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2'; expected.makerTokenAddress = '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2';
expected.makerTokenId = null; expected.makerTokenId = null;
expected.rawTakerAssetData = '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18'; expected.rawTakerAssetData = '0xf47261b000000000000000000000000042d6622dece394b54999fbd73d108123806f6a18';
expected.takerAssetType = 'erc20'; expected.takerAssetType = AssetType.ERC20;
expected.takerAssetProxyId = '0xf47261b0'; expected.takerAssetProxyId = '0xf47261b0';
expected.takerTokenAddress = '0x42d6622dece394b54999fbd73d108123806f6a18'; expected.takerTokenAddress = '0x42d6622dece394b54999fbd73d108123806f6a18';
expected.takerTokenId = null; expected.takerTokenId = null;