Add script for parsing competing dex trades from Bloxy (#1355)

1 files changed, 53 insertions, 0 deletions

diff --git a/packages/pipeline/src/parsers/bloxy/index.ts b/packages/pipeline/src/parsers/bloxy/index.ts
new file mode 100644
index 000000000..af07c7507
--- /dev/null
+++ b/packages/pipeline/src/parsers/bloxy/index.ts
@@ -0,0 +1,53 @@
+import { BigNumber } from '@0x/utils';
+import * as R from 'ramda';
+
+import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../data_sources/bloxy';
+import { DexTrade } from '../../entities';
+
+/**
+ * Parses a raw trades response from the Bloxy Dex API and returns an array of
+ * DexTrade entities.
+ * @param rawTrades A raw order response from an SRA endpoint.
+ */
+export function parseBloxyTrades(rawTrades: BloxyTrade[]): DexTrade[] {
+    return R.map(_parseBloxyTrade, rawTrades);
+}
+
+/**
+ * Converts a single Bloxy trade into a DexTrade entity.
+ * @param rawTrade A single trade from the response from the Bloxy API.
+ */
+export function _parseBloxyTrade(rawTrade: BloxyTrade): DexTrade {
+    const dexTrade = new DexTrade();
+    dexTrade.sourceUrl = BLOXY_DEX_TRADES_URL;
+    dexTrade.txHash = rawTrade.tx_hash;
+    dexTrade.txTimestamp = new Date(rawTrade.tx_time).getTime();
+    dexTrade.txDate = rawTrade.tx_date;
+    dexTrade.txSender = rawTrade.tx_sender;
+    dexTrade.smartContractId = rawTrade.smart_contract_id;
+    dexTrade.smartContractAddress = rawTrade.smart_contract_address;
+    dexTrade.contractType = rawTrade.contract_type;
+    dexTrade.maker = rawTrade.maker;
+    dexTrade.taker = rawTrade.taker;
+    // TODO(albrow): The Bloxy API returns amounts and fees as a `number` type
+    // but some of their values have too many significant digits to be
+    // represented that way. Ideally they will switch to using strings and then
+    // we can update this code.
+    dexTrade.amountBuy = new BigNumber(rawTrade.amountBuy.toString());
+    dexTrade.makerFeeAmount = new BigNumber(rawTrade.makerFee.toString());
+    dexTrade.buyCurrencyId = rawTrade.buyCurrencyId;
+    dexTrade.buySymbol = filterNullCharacters(rawTrade.buySymbol);
+    dexTrade.amountSell = new BigNumber(rawTrade.amountSell.toString());
+    dexTrade.takerFeeAmount = new BigNumber(rawTrade.takerFee.toString());
+    dexTrade.sellCurrencyId = rawTrade.sellCurrencyId;
+    dexTrade.sellSymbol = filterNullCharacters(rawTrade.sellSymbol);
+    dexTrade.makerAnnotation = rawTrade.maker_annotation;
+    dexTrade.takerAnnotation = rawTrade.taker_annotation;
+    dexTrade.protocol = rawTrade.protocol;
+    dexTrade.buyAddress = rawTrade.buyAddress;
+    dexTrade.sellAddress = rawTrade.sellAddress;
+    return dexTrade;
+}
+
+// Works with any form of escaoed null character (e.g., '\0' and '\u0000').
+const filterNullCharacters = R.replace(/\0/g, '');