feat(models): increase the base table

jest.config.js

@@ -18,7 +18,7 @@ module.exports = {
   testMatch: ['<rootDir>/modules/**/*.spec.ts', '<rootDir>/projects/**/*.spec.ts'],
   testURL: 'http://localhost/',
   collectCoverageFrom: ['modules/**/*.{js,ts}', 'projects/**/*.{js,ts}', '!projects/**/main.{js,ts}', '!modules/**/index.{js,ts}', '!**/node_modules/**', '!**/vendor/**'],
-  coveragePathIgnorePatterns: ['/node_modules/', '/test-helpers/', '/main.{js,ts}', '/dist/', 'entity-test-bed'],
+  coveragePathIgnorePatterns: ['/node_modules/', '/test-helpers/', '/main.{js,ts}', '/dist/', 'entity-test-bed', '/types/'],
   coverageReporters: ['json', 'lcov'],
   verbose: true,
   preset: 'ts-jest',

modules/common/big-number-util/format.spec.ts

@@ -0,0 +1,172 @@
+import { fixByDigits, floorByDigit } from './format';
+
+describe('floorByDigit', () => {
+  describe('btc_jpy pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 0;
+    });
+
+    it('should return floored value #1', () => {
+      const value = 808138;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(808138);
+    });
+
+    it('should return floored value #2', () => {
+      const value = 808138.5;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(808138);
+    });
+  });
+
+  describe('xrp_jpy pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 3;
+    });
+
+    it('should return floored value #1', () => {
+      const value = 64.655;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(64.655);
+    });
+
+    it('should return floored value #2', () => {
+      const value = 64.6;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(64.6);
+    });
+
+    it('should return floored value #3', () => {
+      const value = 64.6558;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(64.655);
+    });
+  });
+
+  describe('ltc_btc pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 8;
+    });
+
+    it('should return floored value #1', () => {
+      const value = 0.01598311;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(0.01598311);
+    });
+  });
+
+  describe('eth_btc pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 8;
+    });
+
+    it('should return floored value #1', () => {
+      const value = 0.07678989;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(0.07678989);
+    });
+  });
+
+  describe('mona_jpy pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 3;
+    });
+
+    it('should return floored value #1', () => {
+      const value = 366.897;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(366.897);
+    });
+  });
+
+  describe('mona_btc pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 8;
+    });
+
+    it('should return floored value #1', () => {
+      const value = 0.000454;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(0.000454);
+    });
+  });
+
+  describe('bcc_jpy pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 0;
+    });
+
+    it('should return floored value #7', () => {
+      const value = 107999;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(107999);
+    });
+  });
+
+  describe('bcc_btc pair:', () => {
+    let priceDigit: number;
+
+    beforeEach(() => {
+      priceDigit = 8;
+    });
+
+    it('should return floored value #8', () => {
+      const value = 0.13387562;
+
+      const result = floorByDigit(value, priceDigit);
+      expect(result).toBeTruthy();
+      expect(result).toBe(0.13387562);
+    });
+  });
+});
+
+describe('fixByDigits', () => {
+  describe('When proper values are provided', () => {
+    it('should calculate values properly', () => {
+      const base = '0.001';
+      expect(fixByDigits(base, 1)).toBe('0.0');
+      expect(fixByDigits(base, 2)).toBe('0.00');
+      expect(fixByDigits(base, 3)).toBe('0.001');
+      expect(fixByDigits(base, 4)).toBe('0.0010');
+    });
+
+    it('should round values', () => {
+      const base = '0.009';
+      expect(fixByDigits(base, 2)).toBe('0.01');
+    });
+  });
+});

modules/common/big-number-util/format.ts

@@ -0,0 +1,38 @@
+import { BigNumber } from 'bignumber.js';
+
+import { getBigNumber } from './get-big-number';
+
+/**
+ * get floored number by specific decimal places.
+ *
+ * @param {number} value - number to floor.
+ * @param {number} decimalPlace - where to floor.
+ * @returns {number}
+ */
+export function floorByDigit(value: BigNumber.Value, decimalPlace: number = 0): number {
+  const bigNumber = getBigNumber(value);
+
+  // fix number with priceDigit (0.123456 -> 0.1234)
+  const characteristic = getBigNumber(10).pow(decimalPlace);
+  // If input is specified as a number greater than 15 digits,
+  // it will result in an error so cast once to string.
+  // @see https://github.com/MikeMcl/bignumber.js/issues/148
+  const multiplied = bigNumber.multipliedBy(characteristic);
+
+  return multiplied
+    .integerValue(BigNumber.ROUND_FLOOR)
+    .dividedBy(characteristic)
+    .toNumber();
+}
+
+/**
+ * Fix value with provided digits.
+ *
+ * @param value
+ * @param digits
+ */
+export function fixByDigits(value: BigNumber.Value, digits: number): string {
+  const bn = getBigNumber(value);
+
+  return bn.toFixed(digits);
+}

modules/common/big-number-util/index.ts

@@ -1,2 +1,3 @@
 export * from './condition';
+export * from './format';
 export * from './get-big-number';

modules/exchanges/crypto/bitmex/websocket/internal/orderbook/helpers.ts

@@ -29,8 +29,8 @@ export function update(
   originSource: WebsocketData<OrderbookResponse>,
   updateSource: WebsocketData<OrderbookResponse>,
 ): WebsocketData<OrderbookResponse> {
-  const originData = originSource.data || [];
-  const updateData = updateSource.data || [];
+  const originData = originSource.data;
+  const updateData = updateSource.data;
 
   originSource.data = originData;
 

modules/exchanges/crypto/bitmex/websocket/internal/quote/helpers.ts

@@ -11,6 +11,6 @@ export function transform(source: QuoteSource): QuoteResponse {
   };
 }
 
-export function getTradeChannel(pair: string, endPoint?: PublicEndPoints | PrivateEndPoints): string {
-  return `${endPoint ? endPoint : PublicEndPoints.Quote}:${pair}`;
+export function getTradeChannel(pair: string): string {
+  return `${PublicEndPoints.Quote}:${pair}`;
 }

modules/models/common/testing/entity-test-bed/constants.ts

@@ -1,7 +1,30 @@
 import { ObjectType } from 'typeorm';
 
-import { MasterPairEntity, MasterPairRepository } from '../../../entity';
+import {
+  CandlestickEntity,
+  CandlestickRepository,
+  MasterExchangeEntity,
+  MasterExchangeRepository,
+  MasterPairEntity,
+  MasterPairRepository,
+  OrderbookEntity,
+  OrderbookRepository,
+  TransactionEntity,
+  TransactionRepository,
+} from '../../../entity';
 
-export const allEntityTypes: ObjectType<any>[] = [MasterPairEntity];
+export const allEntityTypes: ObjectType<any>[] = [
+  MasterPairEntity,
+  MasterExchangeEntity,
+  OrderbookEntity,
+  TransactionEntity,
+  CandlestickEntity,
+];
 
-export const allRepositoryTypes: ObjectType<any>[] = [MasterPairRepository];
+export const allRepositoryTypes: ObjectType<any>[] = [
+  MasterPairRepository,
+  MasterExchangeRepository,
+  OrderbookRepository,
+  TransactionRepository,
+  CandlestickRepository,
+];

modules/models/common/testing/entity-test-bed/entity-test-bed.spec.ts

@@ -19,7 +19,7 @@ const expectedBase = {
   ...createBase,
   minOrderAmount: '0.000000000',
   minOrderPrice: '0.000000000',
-  isEnabled: false,
+  isEnabled: true,
   createdAt: 'overridden',
   updatedAt: 'overridden',
 };