87ffa5d7ab
* Implements the TokenOrderbookSnapshot Table * Scripts, Data Sources and Entities to pull Ddex and Paradex API data.
67 lines
2.7 KiB
TypeScript
67 lines
2.7 KiB
TypeScript
import { BigNumber } from '@0x/utils';
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import * as chai from 'chai';
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import 'mocha';
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import { DdexMarket } from '../../../src/data_sources/ddex';
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import { TokenOrderbookSnapshot as TokenOrder } from '../../../src/entities';
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import { aggregateOrders, parseDdexOrder } from '../../../src/parsers/ddex_orders';
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import { OrderType } from '../../../src/types';
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import { chaiSetup } from '../../utils/chai_setup';
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chaiSetup.configure();
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const expect = chai.expect;
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// tslint:disable:custom-no-magic-numbers
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describe('ddex_orders', () => {
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describe('aggregateOrders', () => {
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it('aggregates orders by price point', () => {
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const input = [
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{ price: '1', amount: '20', orderId: 'testtest' },
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{ price: '1', amount: '30', orderId: 'testone' },
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{ price: '2', amount: '100', orderId: 'testtwo' },
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];
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const expected = [['1', new BigNumber(50)], ['2', new BigNumber(100)]];
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const actual = aggregateOrders(input);
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expect(actual).deep.equal(expected);
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});
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});
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describe('parseDdexOrder', () => {
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it('converts ddexOrder to TokenOrder entity', () => {
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const ddexOrder: [string, BigNumber] = ['0.5', new BigNumber(10)];
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const ddexMarket: DdexMarket = {
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id: 'ABC-DEF',
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quoteToken: 'ABC',
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quoteTokenDecimals: 5,
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quoteTokenAddress: '0x0000000000000000000000000000000000000000',
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baseToken: 'DEF',
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baseTokenDecimals: 2,
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baseTokenAddress: '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81',
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minOrderSize: '0.1',
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maxOrderSize: '1000',
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pricePrecision: 1,
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priceDecimals: 1,
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amountDecimals: 0,
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};
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const observedTimestamp: number = Date.now();
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const orderType: OrderType = 'bid';
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const source: string = 'ddex';
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const expected = new TokenOrder();
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expected.source = 'ddex';
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expected.observedTimestamp = observedTimestamp;
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expected.orderType = 'bid';
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expected.price = new BigNumber(0.5);
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expected.baseAssetSymbol = 'DEF';
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expected.baseAssetAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
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expected.baseVolume = new BigNumber(5);
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expected.quoteAssetSymbol = 'ABC';
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expected.quoteAssetAddress = '0x0000000000000000000000000000000000000000';
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expected.quoteVolume = new BigNumber(10);
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const actual = parseDdexOrder(ddexMarket, observedTimestamp, orderType, source, ddexOrder);
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expect(actual).deep.equal(expected);
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});
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});
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});
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