Create cow repository for USD estimation based on native price (+test…

…s) (#56) * Create cow API USD estimation * Add missing type * Fix broken tests * Fix repo implementation * Fix service * Implement mocking of native price and basic repository test * Fix test * Handle unsupported tokens * chore: test usd repository for nartive cow price * Rename test to spec * Delete comment * Fix compile issue * Rename throwIfUnsuccessful
cowprotocol · Jul 22, 2024 · 0e3969b · 0e3969b
1 parent 5542d56
commit 0e3969b
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Showing 28 changed files with 500 additions and 34 deletions.
diff --git a/apps/api-e2e/jest.config.ts b/apps/api-e2e/jest.config.ts
@@ -16,4 +16,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/api-e2e',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/api/jest.config.ts b/apps/api/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/packages/api',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/notification-producer-e2e/jest.config.ts b/apps/notification-producer-e2e/jest.config.ts
@@ -13,5 +13,6 @@ export default {
     ],
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
-  coverageDirectory: '../..//coverage/notification-producer-e2e',
+  coverageDirectory: '../../coverage/notification-producer-e2e',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/notification-producer/jest.config.ts b/apps/notification-producer/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/apps/notification-producer',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/telegram-e2e/jest.config.ts b/apps/telegram-e2e/jest.config.ts
@@ -14,4 +14,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../..//coverage/telegram-e2e',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/telegram/jest.config.ts b/apps/telegram/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/apps/telegram',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/twap-e2e/jest.config.ts b/apps/twap-e2e/jest.config.ts
@@ -16,4 +16,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/twap-e2e',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/apps/twap/jest.config.ts b/apps/twap/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/apps/twap',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/jest.config.js b/jest.config.js
@@ -2,4 +2,4 @@
 module.exports = {
   preset: 'ts-jest',
   testEnvironment: 'node',
-};
+};
diff --git a/jest.setup.ts b/jest.setup.ts
@@ -0,0 +1 @@
+import 'reflect-metadata';
diff --git a/libs/cms-api/jest.config.ts b/libs/cms-api/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/libs/cms-api',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/libs/notifications/jest.config.ts b/libs/notifications/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/libs/notifications',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/libs/repositories/jest.config.ts b/libs/repositories/jest.config.ts
@@ -8,4 +8,5 @@ export default {
   },
   moduleFileExtensions: ['ts', 'js', 'html'],
   coverageDirectory: '../../coverage/libs/repositories',
+  setupFilesAfterEnv: ['../../jest.setup.ts'],
 };
diff --git a/libs/repositories/src/UsdRepository/UsdRepository.ts b/libs/repositories/src/UsdRepository/UsdRepository.ts
@@ -1,3 +1,5 @@
+import { SupportedChainId } from '../types';
+
 export const usdRepositorySymbol = Symbol.for('UsdRepository');
 
 export type PriceStrategy = '5m' | 'hourly' | 'daily';
@@ -20,11 +22,30 @@ export interface PricePoint {
 }
 
 export interface UsdRepository {
-  getUsdPrice(chainId: number, tokenAddress: string): Promise<number | null>;
+  getUsdPrice(
+    chainId: SupportedChainId,
+    tokenAddress: string
+  ): Promise<number | null>;
 
   getUsdPrices(
-    chainId: number,
+    chainId: SupportedChainId,
     tokenAddress: string,
     priceStrategy: PriceStrategy
   ): Promise<PricePoint[] | null>;
 }
+
+export class UsdRepositoryNoop implements UsdRepository {
+  getUsdPrice(
+    chainId: SupportedChainId,
+    tokenAddress: string
+  ): Promise<number> {
+    return null;
+  }
+  getUsdPrices(
+    chainId: SupportedChainId,
+    tokenAddress: string,
+    priceStrategy: PriceStrategy
+  ): Promise<PricePoint[] | null> {
+    return null;
+  }
+}
diff --git a/libs/repositories/src/UsdRepository/UsdRepositoryCoingecko.test.ts b/libs/repositories/src/UsdRepository/UsdRepositoryCoingecko.test.ts
@@ -7,6 +7,7 @@ import ms from 'ms';
 const FIVE_MINUTES = ms('5m');
 const ONE_HOUR = ms('1h');
 const ONE_DAY = ms('1d');
+const BUFFER_ERROR_TOLERANCE = 1.5; // 50% error tolerance
 
 describe('UsdRepositoryCoingecko', () => {
   let usdRepositoryCoingecko: UsdRepositoryCoingecko;
@@ -62,7 +63,7 @@ describe('UsdRepositoryCoingecko', () => {
           Math.abs(
             price.date.getTime() - previousPrice.date.getTime() - FIVE_MINUTES
           )
-        ).toBeLessThanOrEqual(FIVE_MINUTES); // 5 min of error tolerance (we don't need to be super precise, but we also want to assert the points are kind of 5min apart)
+        ).toBeLessThanOrEqual(FIVE_MINUTES * BUFFER_ERROR_TOLERANCE); // 5 min of error tolerance (we don't need to be super precise, but we also want to assert the points are kind of 5min apart)
         expect(price.price).toBeGreaterThan(0);
       }
     });
@@ -98,7 +99,7 @@ describe('UsdRepositoryCoingecko', () => {
           Math.abs(
             price.date.getTime() - previousPrice.date.getTime() - ONE_HOUR
           )
-        ).toBeLessThanOrEqual(ONE_HOUR); // 1 hour of error tolerance (we don't need to be super precise, but we also want to assert the points are kind of 1 hour apart)
+        ).toBeLessThanOrEqual(ONE_HOUR * BUFFER_ERROR_TOLERANCE); // 1 hour of error tolerance (we don't need to be super precise, but we also want to assert the points are kind of 1 hour apart)
         expect(price.price).toBeGreaterThan(0);
       }
     });
@@ -123,7 +124,7 @@ describe('UsdRepositoryCoingecko', () => {
           Math.abs(
             price.date.getTime() - previousPrice.date.getTime() - ONE_DAY
           )
-        ).toBeLessThanOrEqual(ONE_DAY); // 1 day of error tolerance (we don't need to be super precise, but we also want to assert the points are kind of 1 day apart)
+        ).toBeLessThanOrEqual(ONE_DAY * BUFFER_ERROR_TOLERANCE); // 1 day of error tolerance (we don't need to be super precise, but we also want to assert the points are kind of 1 day apart)
         expect(price.price).toBeGreaterThan(0);
       }
     });

diff --git a/libs/repositories/src/UsdRepository/UsdRepositoryCoingecko.ts b/libs/repositories/src/UsdRepository/UsdRepositoryCoingecko.ts
@@ -1,8 +1,8 @@
-import 'reflect-metadata';
-
 import { injectable } from 'inversify';
 import { PricePoint, PriceStrategy, UsdRepository } from './UsdRepository';
 import { COINGECKO_PLATFORMS, coingeckoProClient } from '../coingecko';
+import { SupportedChainId } from '../types';
+import { throwIfUnsuccessful } from '../utils/throwIfUnsuccessful';
 
 /**
  * Number of days of data to fetch for each price strategy
@@ -22,7 +22,7 @@ const DAYS_PER_PRICE_STRATEGY: Record<PriceStrategy, number> = {
 @injectable()
 export class UsdRepositoryCoingecko implements UsdRepository {
   async getUsdPrice(
-    chainId: number,
+    chainId: SupportedChainId,
     tokenAddress: string
   ): Promise<number | null> {
     const platform = COINGECKO_PLATFORMS[chainId];
@@ -32,9 +32,8 @@ export class UsdRepositoryCoingecko implements UsdRepository {
 
     const tokenAddressLower = tokenAddress.toLowerCase();
 
-    // Get prices: See https://docs.coingecko.com/reference/contract-address-market-chart
-    // Get prices. See https://docs.coingecko.com/reference/coins-id-market-chart
-    const fetchResponse = await coingeckoProClient.GET(
+    // Get USD price: https://docs.coingecko.com/reference/simple-token-price
+    const { data: priceData, response } = await coingeckoProClient.GET(
       `/simple/token_price/{id}`,
       {
         params: {
@@ -49,20 +48,23 @@ export class UsdRepositoryCoingecko implements UsdRepository {
       }
     );
 
-    if (fetchResponse.error) {
-      throw fetchResponse.error;
-    }
-    const priceData = fetchResponse.data;
-
-    if (!priceData[tokenAddressLower] || !priceData[tokenAddressLower].usd) {
+    if (
+      response.status === 404 ||
+      !priceData[tokenAddressLower] ||
+      !priceData[tokenAddressLower].usd
+    ) {
       return null;
     }
+    await throwIfUnsuccessful(
+      'Error getting USD price from Coingecko',
+      response
+    );
 
     return priceData[tokenAddressLower].usd;
   }
 
   async getUsdPrices(
-    chainId: number,
+    chainId: SupportedChainId,
     tokenAddress: string,
     priceStrategy: PriceStrategy
   ): Promise<PricePoint[] | null> {
@@ -75,7 +77,7 @@ export class UsdRepositoryCoingecko implements UsdRepository {
     const days = DAYS_PER_PRICE_STRATEGY[priceStrategy].toString();
 
     // Get prices: See https://docs.coingecko.com/reference/contract-address-market-chart
-    const fetchResponses = await coingeckoProClient.GET(
+    const { data: priceData, response } = await coingeckoProClient.GET(
       `/coins/{id}/contract/{contract_address}/market_chart`,
       {
         params: {
@@ -92,17 +94,21 @@ export class UsdRepositoryCoingecko implements UsdRepository {
       }
     );
 
-    if (!fetchResponses.data) {
+    if (response.status === 404 || !priceData) {
       return null;
     }
+    await throwIfUnsuccessful(
+      'Error getting USD prices from Coingecko',
+      response
+    );
 
     const volumesMap =
-      fetchResponses.data.total_volumes?.reduce((acc, [timestamp, volume]) => {
+      priceData.total_volumes?.reduce((acc, [timestamp, volume]) => {
         acc.set(timestamp, volume);
         return acc;
       }, new Map<number, number>()) || undefined;
 
-    const prices = fetchResponses.data.prices;
+    const prices = priceData.prices;
     const pricePoints = prices.map(([timestamp, price]) => ({
       date: new Date(timestamp),
       price,