query CC with larger batch size

3 files changed, 7 insertions, 5 deletions

diff --git a/packages/pipeline/package.json b/packages/pipeline/package.json
index 06482eaaa..4b4d38cd3 100644
--- a/packages/pipeline/package.json
+++ b/packages/pipeline/package.json
@@ -63,6 +63,7 @@
         "ethereum-types": "^1.0.6",
         "pg": "^7.5.0",
         "prettier": "^1.15.3",
+        "pw-app-sdk": "^0.3.4",
         "ramda": "^0.25.0",
         "reflect-metadata": "^0.1.12",
         "sqlite3": "^4.0.2",
diff --git a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
index 998ef6bf3..16f205629 100644
--- a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
+++ b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
@@ -33,18 +33,18 @@ export interface CryptoCompareOHLCVParams {
     toTs?: number;
 }
 
-const ONE_WEEK = 7 * 24 * 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
 const ONE_HOUR = 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
 const ONE_MINUTE = 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
 const ONE_SECOND = 1000;
 const ONE_HOUR_AGO = new Date().getTime() - ONE_HOUR;
 const HTTP_OK_STATUS = 200;
 const CRYPTO_COMPARE_VALID_EMPTY_RESPONSE_TYPE = 96;
+const MAX_LIMIT = 2000;
 
 export class CryptoCompareOHLCVSource {
-    public readonly interval = ONE_WEEK; // the hourly API returns data for one week at a time
-    public readonly default_exchange = 'CCCAGG';
     public readonly intervalBetweenRecords = ONE_HOUR;
+    public readonly default_exchange = 'CCCAGG';
+    public readonly interval = ONE_HOUR * MAX_LIMIT; // the hourly API returns data for one interval at a time
     private readonly _url: string = 'https://min-api.cryptocompare.com/data/histohour?';
 
     // rate-limit for all API calls through this class instance
@@ -65,6 +65,7 @@ export class CryptoCompareOHLCVSource {
             e: this.default_exchange,
             fsym: pair.fromSymbol,
             tsym: pair.toSymbol,
+            limit: MAX_LIMIT,
             toTs: Math.floor((pair.latestSavedTime + this.interval) / ONE_SECOND), // CryptoCompare uses timestamp in seconds. not ms
         };
         const url = this._url + stringify(params);
diff --git a/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts b/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts
index cb374bbb1..2efe3f5ec 100644
--- a/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts
+++ b/packages/pipeline/test/data_sources/ohlcv_external/crypto_compare_test.ts
@@ -13,7 +13,7 @@ const expect = chai.expect;
 describe('ohlcv_external data source (Crypto Compare)', () => {
     describe('generateBackfillIntervals', () => {
         it('generates pairs with intervals to query', () => {
-            const source = new CryptoCompareOHLCVSource();
+            const source = new CryptoCompareOHLCVSource(20);
             const pair: TradingPair = {
                 fromSymbol: 'ETH',
                 toSymbol: 'ZRX',
@@ -31,7 +31,7 @@ describe('ohlcv_external data source (Crypto Compare)', () => {
         });
 
         it('returns single pair if no backfill is needed', () => {
-            const source = new CryptoCompareOHLCVSource();
+            const source = new CryptoCompareOHLCVSource(20);
             const pair: TradingPair = {
                 fromSymbol: 'ETH',
                 toSymbol: 'ZRX',