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authorHsuan Lee <boczeratul@gmail.com>2019-03-06 17:46:50 +0800
committerHsuan Lee <boczeratul@gmail.com>2019-03-06 17:46:50 +0800
commit35703539d0f2b4ddb3b11d0de8c9634af59ab71f (patch)
treeae3731221dbbb3a6fa40060a8d916cfd3f738289 /packages/pipeline/src
parent92a1fde5b1ecd81b07cdb5bf0c9c1cd3544799db (diff)
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Diffstat (limited to 'packages/pipeline/src')
-rw-r--r--packages/pipeline/src/data_sources/bloxy/index.ts143
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts45
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts59
-rw-r--r--packages/pipeline/src/data_sources/contract-wrappers/utils.ts67
-rw-r--r--packages/pipeline/src/data_sources/copper/index.ts126
-rw-r--r--packages/pipeline/src/data_sources/ddex/index.ts77
-rw-r--r--packages/pipeline/src/data_sources/idex/index.ts82
-rw-r--r--packages/pipeline/src/data_sources/oasis/index.ts103
-rw-r--r--packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts110
-rw-r--r--packages/pipeline/src/data_sources/paradex/index.ts92
-rw-r--r--packages/pipeline/src/data_sources/relayer-registry/index.ts33
-rw-r--r--packages/pipeline/src/data_sources/trusted_tokens/index.ts29
-rw-r--r--packages/pipeline/src/data_sources/web3/index.ts22
-rw-r--r--packages/pipeline/src/entities/block.ts13
-rw-r--r--packages/pipeline/src/entities/copper_activity.ts41
-rw-r--r--packages/pipeline/src/entities/copper_activity_type.ts17
-rw-r--r--packages/pipeline/src/entities/copper_custom_field.ts15
-rw-r--r--packages/pipeline/src/entities/copper_lead.ts38
-rw-r--r--packages/pipeline/src/entities/copper_opportunity.ts45
-rw-r--r--packages/pipeline/src/entities/dex_trade.ts56
-rw-r--r--packages/pipeline/src/entities/erc20_approval_event.ts26
-rw-r--r--packages/pipeline/src/entities/exchange_cancel_event.ts51
-rw-r--r--packages/pipeline/src/entities/exchange_cancel_up_to_event.ts26
-rw-r--r--packages/pipeline/src/entities/exchange_fill_event.ts60
-rw-r--r--packages/pipeline/src/entities/index.ts25
-rw-r--r--packages/pipeline/src/entities/ohlcv_external.ts30
-rw-r--r--packages/pipeline/src/entities/relayer.ts21
-rw-r--r--packages/pipeline/src/entities/sra_order.ts63
-rw-r--r--packages/pipeline/src/entities/sra_order_observed_timestamp.ts35
-rw-r--r--packages/pipeline/src/entities/token_metadata.ts22
-rw-r--r--packages/pipeline/src/entities/token_order.ts28
-rw-r--r--packages/pipeline/src/entities/transaction.ts19
-rw-r--r--packages/pipeline/src/ormconfig.ts54
-rw-r--r--packages/pipeline/src/parsers/bloxy/index.ts54
-rw-r--r--packages/pipeline/src/parsers/copper/index.ts259
-rw-r--r--packages/pipeline/src/parsers/ddex_orders/index.ts69
-rw-r--r--packages/pipeline/src/parsers/events/erc20_events.ts34
-rw-r--r--packages/pipeline/src/parsers/events/exchange_events.ts145
-rw-r--r--packages/pipeline/src/parsers/events/index.ts2
-rw-r--r--packages/pipeline/src/parsers/idex_orders/index.ts81
-rw-r--r--packages/pipeline/src/parsers/oasis_orders/index.ts71
-rw-r--r--packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts38
-rw-r--r--packages/pipeline/src/parsers/paradex_orders/index.ts66
-rw-r--r--packages/pipeline/src/parsers/relayer_registry/index.ts37
-rw-r--r--packages/pipeline/src/parsers/sra_orders/index.ts68
-rw-r--r--packages/pipeline/src/parsers/token_metadata/index.ts46
-rw-r--r--packages/pipeline/src/parsers/utils.ts28
-rw-r--r--packages/pipeline/src/parsers/web3/index.ts49
-rw-r--r--packages/pipeline/src/scripts/pull_competing_dex_trades.ts52
-rw-r--r--packages/pipeline/src/scripts/pull_copper.ts130
-rw-r--r--packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts55
-rw-r--r--packages/pipeline/src/scripts/pull_erc20_events.ts96
-rw-r--r--packages/pipeline/src/scripts/pull_exchange_events.ts152
-rw-r--r--packages/pipeline/src/scripts/pull_idex_orderbook_snapshots.ts63
-rw-r--r--packages/pipeline/src/scripts/pull_missing_blocks.ts91
-rw-r--r--packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts58
-rw-r--r--packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts96
-rw-r--r--packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts87
-rw-r--r--packages/pipeline/src/scripts/pull_radar_relay_orders.ts62
-rw-r--r--packages/pipeline/src/scripts/pull_trusted_tokens.ts48
-rw-r--r--packages/pipeline/src/scripts/update_relayer_info.ts34
-rw-r--r--packages/pipeline/src/types.ts9
-rw-r--r--packages/pipeline/src/utils/constants.ts3
-rw-r--r--packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts116
-rw-r--r--packages/pipeline/src/utils/index.ts53
-rw-r--r--packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts20
-rw-r--r--packages/pipeline/src/utils/transformers/big_number.ts16
-rw-r--r--packages/pipeline/src/utils/transformers/index.ts3
-rw-r--r--packages/pipeline/src/utils/transformers/number_to_bigint.ts31
69 files changed, 0 insertions, 3995 deletions
diff --git a/packages/pipeline/src/data_sources/bloxy/index.ts b/packages/pipeline/src/data_sources/bloxy/index.ts
deleted file mode 100644
index 22ab195b3..000000000
--- a/packages/pipeline/src/data_sources/bloxy/index.ts
+++ /dev/null
@@ -1,143 +0,0 @@
-import axios from 'axios';
-import * as R from 'ramda';
-
-import { logUtils } from '@0x/utils';
-
-// URL to use for getting dex trades from Bloxy.
-export const BLOXY_DEX_TRADES_URL = 'https://bloxy.info/api/dex/trades';
-// Number of trades to get at once. Must be less than or equal to MAX_OFFSET.
-const TRADES_PER_QUERY = 10000;
-// Maximum offset supported by the Bloxy API.
-const MAX_OFFSET = 100000;
-// Buffer to subtract from offset. This means we will request some trades twice
-// but we have less chance on missing out on any data.
-const OFFSET_BUFFER = 1000;
-// Maximum number of days supported by the Bloxy API.
-const MAX_DAYS = 30;
-// Buffer used for comparing the last seen timestamp to the last returned
-// timestamp. Increasing this reduces chances of data loss but also creates more
-// redundancy and can impact performance.
-// tslint:disable-next-line:custom-no-magic-numbers
-const LAST_SEEN_TIMESTAMP_BUFFER_MS = 1000 * 60 * 30; // 30 minutes
-
-// tslint:disable-next-line:custom-no-magic-numbers
-const millisecondsPerDay = 1000 * 60 * 60 * 24; // ms/d = ms/s * s/m * m/h * h/d
-
-export interface BloxyTrade {
- tx_hash: string;
- tx_time: string;
- tx_date: string;
- tx_sender: string;
- tradeIndex: string;
- smart_contract_id: number;
- smart_contract_address: string;
- contract_type: string;
- maker: string;
- taker: string;
- amountBuy: number;
- makerFee: number;
- buyCurrencyId: number;
- buySymbol: string;
- amountSell: number;
- takerFee: number;
- sellCurrencyId: number;
- sellSymbol: string;
- maker_annotation: string;
- taker_annotation: string;
- protocol: string;
- buyAddress: string | null;
- sellAddress: string | null;
-}
-
-interface BloxyError {
- error: string;
-}
-
-type BloxyResponse<T> = T | BloxyError;
-type BloxyTradeResponse = BloxyResponse<BloxyTrade[]>;
-
-function isError<T>(response: BloxyResponse<T>): response is BloxyError {
- return (response as BloxyError).error !== undefined;
-}
-
-export class BloxySource {
- private readonly _apiKey: string;
-
- constructor(apiKey: string) {
- this._apiKey = apiKey;
- }
-
- /**
- * Gets all latest trades between the lastSeenTimestamp (minus some buffer)
- * and the current time. Note that because the Bloxy API has some hard
- * limits it might not always be possible to get *all* the trades in the
- * desired time range.
- * @param lastSeenTimestamp The latest timestamp for trades that have
- * already been seen.
- */
- public async getDexTradesAsync(lastSeenTimestamp: number): Promise<BloxyTrade[]> {
- const allTrades = await this._scrapeAllDexTradesAsync(lastSeenTimestamp);
- logUtils.log(`Removing duplicates from ${allTrades.length} entries`);
- const uniqueTrades = R.uniqBy((trade: BloxyTrade) => `${trade.tradeIndex}-${trade.tx_hash}`, allTrades);
- logUtils.log(`Removed ${allTrades.length - uniqueTrades.length} duplicate entries`);
- return uniqueTrades;
- }
-
- // Potentially returns duplicate trades.
- private async _scrapeAllDexTradesAsync(lastSeenTimestamp: number): Promise<BloxyTrade[]> {
- let allTrades: BloxyTrade[] = [];
-
- // Clamp numberOfDays so that it is always between 1 and MAX_DAYS (inclusive)
- const numberOfDays = R.clamp(1, MAX_DAYS, getDaysSinceTimestamp(lastSeenTimestamp));
-
- // Keep getting trades until we hit one of the following conditions:
- //
- // 1. Offset hits MAX_OFFSET (we can't go back any further).
- // 2. There are no more trades in the response.
- // 3. We see a tx_time equal to or earlier than lastSeenTimestamp (plus
- // some buffer).
- //
- for (let offset = 0; offset <= MAX_OFFSET; offset += TRADES_PER_QUERY - OFFSET_BUFFER) {
- const trades = await this._getTradesWithOffsetAsync(numberOfDays, offset);
- if (trades.length === 0) {
- // There are no more trades left for the days we are querying.
- // This means we are done.
- return allTrades;
- }
- const sortedTrades = R.reverse(R.sortBy(trade => trade.tx_time, trades));
- allTrades = allTrades.concat(sortedTrades);
-
- // Check if lastReturnedTimestamp < lastSeenTimestamp
- const lastReturnedTimestamp = new Date(sortedTrades[0].tx_time).getTime();
- if (lastReturnedTimestamp < lastSeenTimestamp - LAST_SEEN_TIMESTAMP_BUFFER_MS) {
- // We are at the point where we have already seen trades for the
- // timestamp range that is being returned. We're done.
- return allTrades;
- }
- }
- return allTrades;
- }
-
- private async _getTradesWithOffsetAsync(numberOfDays: number, offset: number): Promise<BloxyTrade[]> {
- const resp = await axios.get<BloxyTradeResponse>(BLOXY_DEX_TRADES_URL, {
- params: {
- key: this._apiKey,
- days: numberOfDays,
- limit: TRADES_PER_QUERY,
- offset,
- },
- });
- if (isError(resp.data)) {
- throw new Error(`Error in Bloxy API response: ${resp.data.error}`);
- }
- return resp.data;
- }
-}
-
-// Computes the number of days between the given timestamp and the current
-// timestamp (rounded up).
-function getDaysSinceTimestamp(timestamp: number): number {
- const msSinceTimestamp = Date.now() - timestamp;
- const daysSinceTimestamp = msSinceTimestamp / millisecondsPerDay;
- return Math.ceil(daysSinceTimestamp);
-}
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts b/packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts
deleted file mode 100644
index e0098122f..000000000
--- a/packages/pipeline/src/data_sources/contract-wrappers/erc20_events.ts
+++ /dev/null
@@ -1,45 +0,0 @@
-import {
- ContractWrappers,
- ERC20TokenApprovalEventArgs,
- ERC20TokenEvents,
- ERC20TokenWrapper,
-} from '@0x/contract-wrappers';
-import { Web3ProviderEngine } from '@0x/subproviders';
-import { LogWithDecodedArgs } from 'ethereum-types';
-
-import { GetEventsFunc, getEventsWithPaginationAsync } from './utils';
-
-export class ERC20EventsSource {
- private readonly _erc20Wrapper: ERC20TokenWrapper;
- private readonly _tokenAddress: string;
- constructor(provider: Web3ProviderEngine, networkId: number, tokenAddress: string) {
- const contractWrappers = new ContractWrappers(provider, { networkId });
- this._erc20Wrapper = contractWrappers.erc20Token;
- this._tokenAddress = tokenAddress;
- }
-
- public async getApprovalEventsAsync(
- startBlock: number,
- endBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>> {
- return getEventsWithPaginationAsync(
- this._getApprovalEventsForRangeAsync.bind(this) as GetEventsFunc<ERC20TokenApprovalEventArgs>,
- startBlock,
- endBlock,
- );
- }
-
- // Gets all approval events of for a specific sub-range. This getter
- // function will be called during each step of pagination.
- private async _getApprovalEventsForRangeAsync(
- fromBlock: number,
- toBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>> {
- return this._erc20Wrapper.getLogsAsync<ERC20TokenApprovalEventArgs>(
- this._tokenAddress,
- ERC20TokenEvents.Approval,
- { fromBlock, toBlock },
- {},
- );
- }
-}
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts b/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
deleted file mode 100644
index 58691e2ab..000000000
--- a/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
+++ /dev/null
@@ -1,59 +0,0 @@
-import {
- ContractWrappers,
- ExchangeCancelEventArgs,
- ExchangeCancelUpToEventArgs,
- ExchangeEventArgs,
- ExchangeEvents,
- ExchangeFillEventArgs,
- ExchangeWrapper,
-} from '@0x/contract-wrappers';
-import { Web3ProviderEngine } from '@0x/subproviders';
-import { LogWithDecodedArgs } from 'ethereum-types';
-
-import { GetEventsFunc, getEventsWithPaginationAsync } from './utils';
-
-export class ExchangeEventsSource {
- private readonly _exchangeWrapper: ExchangeWrapper;
- constructor(provider: Web3ProviderEngine, networkId: number) {
- const contractWrappers = new ContractWrappers(provider, { networkId });
- this._exchangeWrapper = contractWrappers.exchange;
- }
-
- public async getFillEventsAsync(
- startBlock: number,
- endBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ExchangeFillEventArgs>>> {
- const getFillEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeFillEventArgs>(ExchangeEvents.Fill);
- return getEventsWithPaginationAsync(getFillEventsForRangeAsync, startBlock, endBlock);
- }
-
- public async getCancelEventsAsync(
- startBlock: number,
- endBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>> {
- const getCancelEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeCancelEventArgs>(
- ExchangeEvents.Cancel,
- );
- return getEventsWithPaginationAsync(getCancelEventsForRangeAsync, startBlock, endBlock);
- }
-
- public async getCancelUpToEventsAsync(
- startBlock: number,
- endBlock: number,
- ): Promise<Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>> {
- const getCancelUpToEventsForRangeAsync = this._makeGetterFuncForEventType<ExchangeCancelUpToEventArgs>(
- ExchangeEvents.CancelUpTo,
- );
- return getEventsWithPaginationAsync(getCancelUpToEventsForRangeAsync, startBlock, endBlock);
- }
-
- // Returns a getter function which gets all events of a specific type for a
- // specific sub-range. This getter function will be called during each step
- // of pagination.
- private _makeGetterFuncForEventType<ArgsType extends ExchangeEventArgs>(
- eventType: ExchangeEvents,
- ): GetEventsFunc<ArgsType> {
- return async (fromBlock: number, toBlock: number) =>
- this._exchangeWrapper.getLogsAsync<ArgsType>(eventType, { fromBlock, toBlock }, {});
- }
-}
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/utils.ts b/packages/pipeline/src/data_sources/contract-wrappers/utils.ts
deleted file mode 100644
index 67660a37e..000000000
--- a/packages/pipeline/src/data_sources/contract-wrappers/utils.ts
+++ /dev/null
@@ -1,67 +0,0 @@
-import { DecodedLogArgs, LogWithDecodedArgs } from 'ethereum-types';
-
-const NUM_BLOCKS_PER_QUERY = 10000; // Number of blocks to query for events at a time.
-const NUM_RETRIES = 3; // Number of retries if a request fails or times out.
-
-export type GetEventsFunc<ArgsType extends DecodedLogArgs> = (
- fromBlock: number,
- toBlock: number,
-) => Promise<Array<LogWithDecodedArgs<ArgsType>>>;
-
-/**
- * Gets all events between the given startBlock and endBlock by querying for
- * NUM_BLOCKS_PER_QUERY at a time. Accepts a getter function in order to
- * maximize code re-use and allow for getting different types of events for
- * different contracts. If the getter function throws with a retryable error,
- * it will automatically be retried up to NUM_RETRIES times.
- * @param getEventsAsync A getter function which will be called for each step during pagination.
- * @param startBlock The start of the entire block range to get events for.
- * @param endBlock The end of the entire block range to get events for.
- */
-export async function getEventsWithPaginationAsync<ArgsType extends DecodedLogArgs>(
- getEventsAsync: GetEventsFunc<ArgsType>,
- startBlock: number,
- endBlock: number,
-): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
- let events: Array<LogWithDecodedArgs<ArgsType>> = [];
- for (let fromBlock = startBlock; fromBlock <= endBlock; fromBlock += NUM_BLOCKS_PER_QUERY) {
- const toBlock = Math.min(fromBlock + NUM_BLOCKS_PER_QUERY - 1, endBlock);
- const eventsInRange = await _getEventsWithRetriesAsync(getEventsAsync, NUM_RETRIES, fromBlock, toBlock);
- events = events.concat(eventsInRange);
- }
- return events;
-}
-
-/**
- * Calls the getEventsAsync function and retries up to numRetries times if it
- * throws with an error that is considered retryable.
- * @param getEventsAsync a function that will be called on each iteration.
- * @param numRetries the maximum number times to retry getEventsAsync if it fails with a retryable error.
- * @param fromBlock the start of the sub-range of blocks we are getting events for.
- * @param toBlock the end of the sub-range of blocks we are getting events for.
- */
-export async function _getEventsWithRetriesAsync<ArgsType extends DecodedLogArgs>(
- getEventsAsync: GetEventsFunc<ArgsType>,
- numRetries: number,
- fromBlock: number,
- toBlock: number,
-): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
- let eventsInRange: Array<LogWithDecodedArgs<ArgsType>> = [];
- for (let i = 0; i <= numRetries; i++) {
- try {
- eventsInRange = await getEventsAsync(fromBlock, toBlock);
- } catch (err) {
- if (isErrorRetryable(err) && i < numRetries) {
- continue;
- } else {
- throw err;
- }
- }
- break;
- }
- return eventsInRange;
-}
-
-function isErrorRetryable(err: Error): boolean {
- return err.message.includes('network timeout');
-}
diff --git a/packages/pipeline/src/data_sources/copper/index.ts b/packages/pipeline/src/data_sources/copper/index.ts
deleted file mode 100644
index 15df2fd7d..000000000
--- a/packages/pipeline/src/data_sources/copper/index.ts
+++ /dev/null
@@ -1,126 +0,0 @@
-import { fetchAsync } from '@0x/utils';
-import Bottleneck from 'bottleneck';
-
-import {
- CopperActivityTypeCategory,
- CopperActivityTypeResponse,
- CopperCustomFieldResponse,
- CopperSearchResponse,
-} from '../../parsers/copper';
-
-const HTTP_OK_STATUS = 200;
-const COPPER_URI = 'https://api.prosperworks.com/developer_api/v1';
-
-const DEFAULT_PAGINATION_PARAMS = {
- page_size: 200,
- sort_by: 'date_modified',
- sort_direction: 'desc',
-};
-
-export type CopperSearchParams = CopperLeadSearchParams | CopperActivitySearchParams | CopperOpportunitySearchParams;
-export interface CopperLeadSearchParams {
- page_number?: number;
-}
-
-export interface CopperActivitySearchParams {
- minimum_activity_date: number;
- page_number?: number;
-}
-
-export interface CopperOpportunitySearchParams {
- sort_by: string; // must override the default 'date_modified' for this endpoint
- page_number?: number;
-}
-export enum CopperEndpoint {
- Leads = '/leads/search',
- Opportunities = '/opportunities/search',
- Activities = '/activities/search',
-}
-const ONE_SECOND = 1000;
-
-function httpErrorCheck(response: Response): void {
- if (response.status !== HTTP_OK_STATUS) {
- throw new Error(`HTTP error while scraping Copper: [${JSON.stringify(response)}]`);
- }
-}
-export class CopperSource {
- private readonly _accessToken: string;
- private readonly _userEmail: string;
- private readonly _defaultHeaders: any;
- private readonly _limiter: Bottleneck;
-
- constructor(maxConcurrentRequests: number, accessToken: string, userEmail: string) {
- this._accessToken = accessToken;
- this._userEmail = userEmail;
- this._defaultHeaders = {
- 'Content-Type': 'application/json',
- 'X-PW-AccessToken': this._accessToken,
- 'X-PW-Application': 'developer_api',
- 'X-PW-UserEmail': this._userEmail,
- };
- this._limiter = new Bottleneck({
- minTime: ONE_SECOND / maxConcurrentRequests,
- reservoir: 30,
- reservoirRefreshAmount: 30,
- reservoirRefreshInterval: maxConcurrentRequests,
- });
- }
-
- public async fetchNumberOfPagesAsync(endpoint: CopperEndpoint, searchParams?: CopperSearchParams): Promise<number> {
- const resp = await this._limiter.schedule(() =>
- fetchAsync(COPPER_URI + endpoint, {
- method: 'POST',
- body: JSON.stringify({ ...DEFAULT_PAGINATION_PARAMS, ...searchParams }),
- headers: this._defaultHeaders,
- }),
- );
-
- httpErrorCheck(resp);
-
- // total number of records that match the request parameters
- if (resp.headers.has('X-Pw-Total')) {
- const totalRecords: number = parseInt(resp.headers.get('X-Pw-Total') as string, 10); // tslint:disable-line:custom-no-magic-numbers
- return Math.ceil(totalRecords / DEFAULT_PAGINATION_PARAMS.page_size);
- } else {
- return 1;
- }
- }
- public async fetchSearchResultsAsync<T extends CopperSearchResponse>(
- endpoint: CopperEndpoint,
- searchParams?: CopperSearchParams,
- ): Promise<T[]> {
- const request = { ...DEFAULT_PAGINATION_PARAMS, ...searchParams };
- const response = await this._limiter.schedule(() =>
- fetchAsync(COPPER_URI + endpoint, {
- method: 'POST',
- body: JSON.stringify(request),
- headers: this._defaultHeaders,
- }),
- );
- httpErrorCheck(response);
- const json: T[] = await response.json();
- return json;
- }
-
- public async fetchActivityTypesAsync(): Promise<Map<CopperActivityTypeCategory, CopperActivityTypeResponse[]>> {
- const response = await this._limiter.schedule(() =>
- fetchAsync(`${COPPER_URI}/activity_types`, {
- method: 'GET',
- headers: this._defaultHeaders,
- }),
- );
- httpErrorCheck(response);
- return response.json();
- }
-
- public async fetchCustomFieldsAsync(): Promise<CopperCustomFieldResponse[]> {
- const response = await this._limiter.schedule(() =>
- fetchAsync(`${COPPER_URI}/custom_field_definitions`, {
- method: 'GET',
- headers: this._defaultHeaders,
- }),
- );
- httpErrorCheck(response);
- return response.json();
- }
-}
diff --git a/packages/pipeline/src/data_sources/ddex/index.ts b/packages/pipeline/src/data_sources/ddex/index.ts
deleted file mode 100644
index 7ef92b90f..000000000
--- a/packages/pipeline/src/data_sources/ddex/index.ts
+++ /dev/null
@@ -1,77 +0,0 @@
-import { fetchAsync, logUtils } from '@0x/utils';
-
-const DDEX_BASE_URL = 'https://api.ddex.io/v3';
-const ACTIVE_MARKETS_URL = `${DDEX_BASE_URL}/markets`;
-const NO_AGGREGATION_LEVEL = 3; // See https://docs.ddex.io/#get-orderbook
-const ORDERBOOK_ENDPOINT = `/orderbook?level=${NO_AGGREGATION_LEVEL}`;
-export const DDEX_SOURCE = 'ddex';
-
-export interface DdexActiveMarketsResponse {
- status: number;
- desc: string;
- data: {
- markets: DdexMarket[];
- };
-}
-
-export interface DdexMarket {
- id: string;
- quoteToken: string;
- quoteTokenDecimals: number;
- quoteTokenAddress: string;
- baseToken: string;
- baseTokenDecimals: number;
- baseTokenAddress: string;
- minOrderSize: string;
- pricePrecision: number;
- priceDecimals: number;
- amountDecimals: number;
-}
-
-export interface DdexOrderbookResponse {
- status: number;
- desc: string;
- data: {
- orderBook: DdexOrderbook;
- };
-}
-
-export interface DdexOrderbook {
- marketId: string;
- bids: DdexOrder[];
- asks: DdexOrder[];
-}
-
-export interface DdexOrder {
- price: string;
- amount: string;
- orderId: string;
-}
-
-// tslint:disable:prefer-function-over-method
-// ^ Keep consistency with other sources and help logical organization
-export class DdexSource {
- /**
- * Call Ddex API to find out which markets they are maintaining orderbooks for.
- */
- public async getActiveMarketsAsync(): Promise<DdexMarket[]> {
- logUtils.log('Getting all active DDEX markets');
- const resp = await fetchAsync(ACTIVE_MARKETS_URL);
- const respJson: DdexActiveMarketsResponse = await resp.json();
- const markets = respJson.data.markets;
- logUtils.log(`Got ${markets.length} markets.`);
- return markets;
- }
-
- /**
- * Retrieve orderbook from Ddex API for a given market.
- * @param marketId String identifying the market we want data for. Eg. 'REP/AUG'
- */
- public async getMarketOrderbookAsync(marketId: string): Promise<DdexOrderbook> {
- logUtils.log(`${marketId}: Retrieving orderbook.`);
- const marketOrderbookUrl = `${ACTIVE_MARKETS_URL}/${marketId}${ORDERBOOK_ENDPOINT}`;
- const resp = await fetchAsync(marketOrderbookUrl);
- const respJson: DdexOrderbookResponse = await resp.json();
- return respJson.data.orderBook;
- }
-}
diff --git a/packages/pipeline/src/data_sources/idex/index.ts b/packages/pipeline/src/data_sources/idex/index.ts
deleted file mode 100644
index c1e53c08d..000000000
--- a/packages/pipeline/src/data_sources/idex/index.ts
+++ /dev/null
@@ -1,82 +0,0 @@
-import { fetchAsync } from '@0x/utils';
-
-const IDEX_BASE_URL = 'https://api.idex.market';
-const MARKETS_URL = `${IDEX_BASE_URL}/returnTicker`;
-const ORDERBOOK_URL = `${IDEX_BASE_URL}/returnOrderBook`;
-const MAX_ORDER_COUNT = 100; // Maximum based on https://github.com/AuroraDAO/idex-api-docs#returnorderbook
-export const IDEX_SOURCE = 'idex';
-
-export interface IdexMarketsResponse {
- [marketName: string]: IdexMarket;
-}
-
-export interface IdexMarket {
- last: string;
- high: string;
- low: string;
- lowestAsk: string;
- highestBid: string;
- percentChange: string;
- baseVolume: string;
- quoteVolume: string;
-}
-
-export interface IdexOrderbook {
- asks: IdexOrder[];
- bids: IdexOrder[];
-}
-
-export interface IdexOrder {
- price: string;
- amount: string;
- total: string;
- orderHash: string;
- params: IdexOrderParam;
-}
-
-export interface IdexOrderParam {
- tokenBuy: string;
- buySymbol: string;
- buyPrecision: number;
- amountBuy: string;
- tokenSell: string;
- sellSymbol: string;
- sellPrecision: number;
- amountSell: string;
- expires: number;
- nonce: number;
- user: string;
-}
-
-// tslint:disable:prefer-function-over-method
-// ^ Keep consistency with other sources and help logical organization
-export class IdexSource {
- /**
- * Call Idex API to find out which markets they are maintaining orderbooks for.
- */
- public async getMarketsAsync(): Promise<string[]> {
- const params = { method: 'POST' };
- const resp = await fetchAsync(MARKETS_URL, params);
- const respJson: IdexMarketsResponse = await resp.json();
- const markets: string[] = Object.keys(respJson);
- return markets;
- }
-
- /**
- * Retrieve orderbook from Idex API for a given market.
- * @param marketId String identifying the market we want data for. Eg. 'REP_AUG'
- */
- public async getMarketOrderbookAsync(marketId: string): Promise<IdexOrderbook> {
- const params = {
- method: 'POST',
- headers: { 'Content-Type': 'application/json' },
- body: JSON.stringify({
- market: marketId,
- count: MAX_ORDER_COUNT,
- }),
- };
- const resp = await fetchAsync(ORDERBOOK_URL, params);
- const respJson: IdexOrderbook = await resp.json();
- return respJson;
- }
-}
diff --git a/packages/pipeline/src/data_sources/oasis/index.ts b/packages/pipeline/src/data_sources/oasis/index.ts
deleted file mode 100644
index 3b30e9dfd..000000000
--- a/packages/pipeline/src/data_sources/oasis/index.ts
+++ /dev/null
@@ -1,103 +0,0 @@
-import { fetchAsync } from '@0x/utils';
-
-const OASIS_BASE_URL = 'https://data.makerdao.com/v1';
-const OASIS_MARKET_QUERY = `query {
- oasisMarkets(period: "1 week") {
- nodes {
- id
- base
- quote
- buyVol
- sellVol
- price
- high
- low
- }
- }
-}`;
-const OASIS_ORDERBOOK_QUERY = `query ($market: String!) {
- allOasisOrders(condition: { market: $market }) {
- totalCount
- nodes {
- market
- offerId
- price
- amount
- act
- }
- }
-}`;
-export const OASIS_SOURCE = 'oasis';
-
-export interface OasisMarket {
- id: string; // market symbol e.g MKRDAI
- base: string; // base symbol e.g MKR
- quote: string; // quote symbol e.g DAI
- buyVol: number; // total buy volume (base)
- sellVol: number; // total sell volume (base)
- price: number; // volume weighted price (quote)
- high: number; // max sell price
- low: number; // min buy price
-}
-
-export interface OasisMarketResponse {
- data: {
- oasisMarkets: {
- nodes: OasisMarket[];
- };
- };
-}
-
-export interface OasisOrder {
- offerId: number; // Offer Id
- market: string; // Market symbol (base/quote)
- price: string; // Offer price (quote)
- amount: string; // Offer amount (base)
- act: string; // Action (ask|bid)
-}
-
-export interface OasisOrderbookResponse {
- data: {
- allOasisOrders: {
- totalCount: number;
- nodes: OasisOrder[];
- };
- };
-}
-
-// tslint:disable:prefer-function-over-method
-// ^ Keep consistency with other sources and help logical organization
-export class OasisSource {
- /**
- * Call Ddex API to find out which markets they are maintaining orderbooks for.
- */
- public async getActiveMarketsAsync(): Promise<OasisMarket[]> {
- const params = {
- method: 'POST',
- headers: { 'Content-Type': 'application/json' },
- body: JSON.stringify({ query: OASIS_MARKET_QUERY }),
- };
- const resp = await fetchAsync(OASIS_BASE_URL, params);
- const respJson: OasisMarketResponse = await resp.json();
- const markets = respJson.data.oasisMarkets.nodes;
- return markets;
- }
-
- /**
- * Retrieve orderbook from Oasis API for a given market.
- * @param marketId String identifying the market we want data for. Eg. 'REPAUG'.
- */
- public async getMarketOrderbookAsync(marketId: string): Promise<OasisOrder[]> {
- const input = {
- market: marketId,
- };
- const params = {
- method: 'POST',
- headers: { 'Content-Type': 'application/json' },
- body: JSON.stringify({ query: OASIS_ORDERBOOK_QUERY, variables: input }),
- };
- const resp = await fetchAsync(OASIS_BASE_URL, params);
- const respJson: OasisOrderbookResponse = await resp.json();
- return respJson.data.allOasisOrders.nodes;
- }
-}
diff --git a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
deleted file mode 100644
index 85042501b..000000000
--- a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
+++ /dev/null
@@ -1,110 +0,0 @@
-// tslint:disable:no-duplicate-imports
-import { fetchAsync } from '@0x/utils';
-import Bottleneck from 'bottleneck';
-import { stringify } from 'querystring';
-import * as R from 'ramda';
-
-import { TradingPair } from '../../utils/get_ohlcv_trading_pairs';
-
-export interface CryptoCompareOHLCVResponse {
- Data: CryptoCompareOHLCVRecord[];
- Response: string;
- Message: string;
- Type: number;
-}
-
-export interface CryptoCompareOHLCVRecord {
- time: number; // in seconds, not milliseconds
- close: number;
- high: number;
- low: number;
- open: number;
- volumefrom: number;
- volumeto: number;
-}
-
-export interface CryptoCompareOHLCVParams {
- fsym: string;
- tsym: string;
- e?: string;
- aggregate?: string;
- aggregatePredictableTimePeriods?: boolean;
- limit?: number;
- toTs?: number;
-}
-
-const ONE_HOUR = 60 * 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_PAGE_SIZE = 2000;
-
-export class CryptoCompareOHLCVSource {
- public readonly intervalBetweenRecords = ONE_HOUR;
- public readonly defaultExchange = 'CCCAGG';
- public readonly interval = this.intervalBetweenRecords * MAX_PAGE_SIZE; // 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
- private readonly _limiter: Bottleneck;
- constructor(maxReqsPerSecond: number) {
- this._limiter = new Bottleneck({
- minTime: ONE_SECOND / maxReqsPerSecond,
- reservoir: 30,
- reservoirRefreshAmount: 30,
- reservoirRefreshInterval: ONE_SECOND,
- });
- }
-
- // gets OHLCV records starting from pair.latest
- public async getHourlyOHLCVAsync(pair: TradingPair): Promise<CryptoCompareOHLCVRecord[]> {
- const params = {
- e: this.defaultExchange,
- fsym: pair.fromSymbol,
- tsym: pair.toSymbol,
- limit: MAX_PAGE_SIZE,
- toTs: Math.floor((pair.latestSavedTime + this.interval) / ONE_SECOND), // CryptoCompare uses timestamp in seconds. not ms
- };
- const url = this._url + stringify(params);
- const response = await this._limiter.schedule(() => fetchAsync(url));
- if (response.status !== HTTP_OK_STATUS) {
- throw new Error(`HTTP error while scraping Crypto Compare: [${response}]`);
- }
- const json: CryptoCompareOHLCVResponse = await response.json();
- if (
- (json.Response === 'Error' || json.Data.length === 0) &&
- json.Type !== CRYPTO_COMPARE_VALID_EMPTY_RESPONSE_TYPE
- ) {
- throw new Error(JSON.stringify(json));
- }
- return json.Data.filter(rec => {
- return (
- // Crypto Compare takes ~30 mins to finalise records
- rec.time * ONE_SECOND < ONE_HOUR_AGO && rec.time * ONE_SECOND > pair.latestSavedTime && hasData(rec)
- );
- });
- }
- public generateBackfillIntervals(pair: TradingPair): TradingPair[] {
- const now = new Date().getTime();
- const f = (p: TradingPair): false | [TradingPair, TradingPair] => {
- if (p.latestSavedTime > now) {
- return false;
- } else {
- return [p, R.merge(p, { latestSavedTime: p.latestSavedTime + this.interval })];
- }
- };
- return R.unfold(f, pair);
- }
-}
-
-function hasData(record: CryptoCompareOHLCVRecord): boolean {
- return (
- record.close !== 0 ||
- record.open !== 0 ||
- record.high !== 0 ||
- record.low !== 0 ||
- record.volumefrom !== 0 ||
- record.volumeto !== 0
- );
-}
diff --git a/packages/pipeline/src/data_sources/paradex/index.ts b/packages/pipeline/src/data_sources/paradex/index.ts
deleted file mode 100644
index 46d448f4b..000000000
--- a/packages/pipeline/src/data_sources/paradex/index.ts
+++ /dev/null
@@ -1,92 +0,0 @@
-import { fetchAsync, logUtils } from '@0x/utils';
-
-const PARADEX_BASE_URL = 'https://api.paradex.io/consumer/v0';
-const ACTIVE_MARKETS_URL = `${PARADEX_BASE_URL}/markets`;
-const ORDERBOOK_ENDPOINT = `${PARADEX_BASE_URL}/orderbook`;
-const TOKEN_INFO_ENDPOINT = `${PARADEX_BASE_URL}/tokens`;
-export const PARADEX_SOURCE = 'paradex';
-
-export type ParadexActiveMarketsResponse = ParadexMarket[];
-
-export interface ParadexMarket {
- id: string;
- symbol: string;
- baseToken: string;
- quoteToken: string;
- minOrderSize: string;
- maxOrderSize: string;
- priceMaxDecimals: number;
- amountMaxDecimals: number;
- // These are not native to the Paradex API response. We tag them on later
- // by calling the token endpoint and joining on symbol.
- baseTokenAddress?: string;
- quoteTokenAddress?: string;
-}
-
-export interface ParadexOrderbookResponse {
- marketId: number;
- marketSymbol: string;
- bids: ParadexOrder[];
- asks: ParadexOrder[];
-}
-
-export interface ParadexOrder {
- amount: string;
- price: string;
-}
-
-export type ParadexTokenInfoResponse = ParadexTokenInfo[];
-
-export interface ParadexTokenInfo {
- name: string;
- symbol: string;
- address: string;
-}
-
-export class ParadexSource {
- private readonly _apiKey: string;
-
- constructor(apiKey: string) {
- this._apiKey = apiKey;
- }
-
- /**
- * Call Paradex API to find out which markets they are maintaining orderbooks for.
- */
- public async getActiveMarketsAsync(): Promise<ParadexActiveMarketsResponse> {
- logUtils.log('Getting all active Paradex markets.');
- const resp = await fetchAsync(ACTIVE_MARKETS_URL, {
- headers: { 'API-KEY': this._apiKey },
- });
- const markets: ParadexActiveMarketsResponse = await resp.json();
- logUtils.log(`Got ${markets.length} markets.`);
- return markets;
- }
-
- /**
- * Call Paradex API to find out their token information.
- */
- public async getTokenInfoAsync(): Promise<ParadexTokenInfoResponse> {
- logUtils.log('Getting token information from Paradex.');
- const resp = await fetchAsync(TOKEN_INFO_ENDPOINT, {
- headers: { 'API-KEY': this._apiKey },
- });
- const tokens: ParadexTokenInfoResponse = await resp.json();
- logUtils.log(`Got information for ${tokens.length} tokens.`);
- return tokens;
- }
-
- /**
- * Retrieve orderbook from Paradex API for a given market.
- * @param marketSymbol String representing the market we want data for.
- */
- public async getMarketOrderbookAsync(marketSymbol: string): Promise<ParadexOrderbookResponse> {
- logUtils.log(`${marketSymbol}: Retrieving orderbook.`);
- const marketOrderbookUrl = `${ORDERBOOK_ENDPOINT}?market=${marketSymbol}`;
- const resp = await fetchAsync(marketOrderbookUrl, {
- headers: { 'API-KEY': this._apiKey },
- });
- const orderbookResponse: ParadexOrderbookResponse = await resp.json();
- return orderbookResponse;
- }
-}
diff --git a/packages/pipeline/src/data_sources/relayer-registry/index.ts b/packages/pipeline/src/data_sources/relayer-registry/index.ts
deleted file mode 100644
index 8133f5eae..000000000
--- a/packages/pipeline/src/data_sources/relayer-registry/index.ts
+++ /dev/null
@@ -1,33 +0,0 @@
-import axios from 'axios';
-
-export interface RelayerResponse {
- name: string;
- homepage_url: string;
- app_url: string;
- header_img: string;
- logo_img: string;
- networks: RelayerResponseNetwork[];
-}
-
-export interface RelayerResponseNetwork {
- networkId: number;
- sra_http_endpoint?: string;
- sra_ws_endpoint?: string;
- static_order_fields?: {
- fee_recipient_addresses?: string[];
- taker_addresses?: string[];
- };
-}
-
-export class RelayerRegistrySource {
- private readonly _url: string;
-
- constructor(url: string) {
- this._url = url;
- }
-
- public async getRelayerInfoAsync(): Promise<Map<string, RelayerResponse>> {
- const resp = await axios.get<Map<string, RelayerResponse>>(this._url);
- return resp.data;
- }
-}
diff --git a/packages/pipeline/src/data_sources/trusted_tokens/index.ts b/packages/pipeline/src/data_sources/trusted_tokens/index.ts
deleted file mode 100644
index 552739fb9..000000000
--- a/packages/pipeline/src/data_sources/trusted_tokens/index.ts
+++ /dev/null
@@ -1,29 +0,0 @@
-import axios from 'axios';
-
-export interface ZeroExTrustedTokenMeta {
- address: string;
- name: string;
- symbol: string;
- decimals: number;
-}
-
-export interface MetamaskTrustedTokenMeta {
- address: string;
- name: string;
- erc20: boolean;
- symbol: string;
- decimals: number;
-}
-
-export class TrustedTokenSource<T> {
- private readonly _url: string;
-
- constructor(url: string) {
- this._url = url;
- }
-
- public async getTrustedTokenMetaAsync(): Promise<T> {
- const resp = await axios.get<T>(this._url);
- return resp.data;
- }
-}
diff --git a/packages/pipeline/src/data_sources/web3/index.ts b/packages/pipeline/src/data_sources/web3/index.ts
deleted file mode 100644
index 45a9ea161..000000000
--- a/packages/pipeline/src/data_sources/web3/index.ts
+++ /dev/null
@@ -1,22 +0,0 @@
-import { Web3ProviderEngine } from '@0x/subproviders';
-import { Web3Wrapper } from '@0x/web3-wrapper';
-import { BlockWithoutTransactionData, Transaction } from 'ethereum-types';
-
-export class Web3Source {
- private readonly _web3Wrapper: Web3Wrapper;
- constructor(provider: Web3ProviderEngine) {
- this._web3Wrapper = new Web3Wrapper(provider);
- }
-
- public async getBlockInfoAsync(blockNumber: number): Promise<BlockWithoutTransactionData> {
- const block = await this._web3Wrapper.getBlockIfExistsAsync(blockNumber);
- if (block == null) {
- return Promise.reject(new Error(`Could not find block for given block number: ${blockNumber}`));
- }
- return block;
- }
-
- public async getTransactionInfoAsync(txHash: string): Promise<Transaction> {
- return this._web3Wrapper.getTransactionByHashAsync(txHash);
- }
-}
diff --git a/packages/pipeline/src/entities/block.ts b/packages/pipeline/src/entities/block.ts
deleted file mode 100644
index 398946622..000000000
--- a/packages/pipeline/src/entities/block.ts
+++ /dev/null
@@ -1,13 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'blocks', schema: 'raw' })
-export class Block {
- @PrimaryColumn() public hash!: string;
- @PrimaryColumn({ transformer: numberToBigIntTransformer })
- public number!: number;
-
- @Column({ name: 'timestamp', transformer: numberToBigIntTransformer })
- public timestamp!: number;
-}
diff --git a/packages/pipeline/src/entities/copper_activity.ts b/packages/pipeline/src/entities/copper_activity.ts
deleted file mode 100644
index cbc034285..000000000
--- a/packages/pipeline/src/entities/copper_activity.ts
+++ /dev/null
@@ -1,41 +0,0 @@
-import { Column, Entity, Index, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'copper_activities', schema: 'raw' })
-export class CopperActivity {
- @PrimaryColumn({ type: 'bigint', transformer: numberToBigIntTransformer })
- public id!: number;
-
- @Index()
- @Column({ name: 'parent_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public parentId!: number;
- @Column({ name: 'parent_type', type: 'varchar' })
- public parentType!: string;
-
- // join with CopperActivityType
- @Index()
- @Column({ name: 'type_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public typeId!: number;
- @Column({ name: 'type_category', type: 'varchar' })
- public typeCategory!: string;
- @Column({ name: 'type_name', type: 'varchar', nullable: true })
- public typeName?: string;
-
- @Column({ name: 'user_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public userId!: number;
- @Column({ name: 'old_value_id', type: 'bigint', nullable: true, transformer: numberToBigIntTransformer })
- public oldValueId?: number;
- @Column({ name: 'old_value_name', type: 'varchar', nullable: true })
- public oldValueName?: string;
- @Column({ name: 'new_value_id', type: 'bigint', nullable: true, transformer: numberToBigIntTransformer })
- public newValueId?: number;
- @Column({ name: 'new_value_name', type: 'varchar', nullable: true })
- public newValueName?: string;
-
- @Index()
- @Column({ name: 'date_created', type: 'bigint', transformer: numberToBigIntTransformer })
- public dateCreated!: number;
- @PrimaryColumn({ name: 'date_modified', type: 'bigint', transformer: numberToBigIntTransformer })
- public dateModified!: number;
-}
diff --git a/packages/pipeline/src/entities/copper_activity_type.ts b/packages/pipeline/src/entities/copper_activity_type.ts
deleted file mode 100644
index 8fb2dcf70..000000000
--- a/packages/pipeline/src/entities/copper_activity_type.ts
+++ /dev/null
@@ -1,17 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'copper_activity_types', schema: 'raw' })
-export class CopperActivityType {
- @PrimaryColumn({ type: 'bigint', transformer: numberToBigIntTransformer })
- public id!: number;
- @Column({ name: 'category', type: 'varchar' })
- public category!: string;
- @Column({ name: 'name', type: 'varchar' })
- public name!: string;
- @Column({ name: 'is_disabled', type: 'boolean', nullable: true })
- public isDisabled?: boolean;
- @Column({ name: 'count_as_interaction', type: 'boolean', nullable: true })
- public countAsInteraction?: boolean;
-}
diff --git a/packages/pipeline/src/entities/copper_custom_field.ts b/packages/pipeline/src/entities/copper_custom_field.ts
deleted file mode 100644
index f23f6ab22..000000000
--- a/packages/pipeline/src/entities/copper_custom_field.ts
+++ /dev/null
@@ -1,15 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'copper_custom_fields', schema: 'raw' })
-export class CopperCustomField {
- @PrimaryColumn({ type: 'bigint', transformer: numberToBigIntTransformer })
- public id!: number;
- @Column({ name: 'data_type', type: 'varchar' })
- public dataType!: string;
- @Column({ name: 'field_type', type: 'varchar', nullable: true })
- public fieldType?: string;
- @Column({ name: 'name', type: 'varchar' })
- public name!: string;
-}
diff --git a/packages/pipeline/src/entities/copper_lead.ts b/packages/pipeline/src/entities/copper_lead.ts
deleted file mode 100644
index c51ccd761..000000000
--- a/packages/pipeline/src/entities/copper_lead.ts
+++ /dev/null
@@ -1,38 +0,0 @@
-import { Column, Entity, Index, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'copper_leads', schema: 'raw' })
-export class CopperLead {
- @PrimaryColumn({ type: 'bigint', transformer: numberToBigIntTransformer })
- public id!: number;
-
- @Column({ name: 'name', type: 'varchar', nullable: true })
- public name?: string;
- @Column({ name: 'first_name', type: 'varchar', nullable: true })
- public firstName?: string;
- @Column({ name: 'last_name', type: 'varchar', nullable: true })
- public lastName?: string;
- @Column({ name: 'middle_name', type: 'varchar', nullable: true })
- public middleName?: string;
- @Column({ name: 'assignee_id', type: 'bigint', transformer: numberToBigIntTransformer, nullable: true })
- public assigneeId?: number;
- @Column({ name: 'company_name', type: 'varchar', nullable: true })
- public companyName?: string;
- @Column({ name: 'customer_source_id', type: 'bigint', transformer: numberToBigIntTransformer, nullable: true })
- public customerSourceId?: number;
- @Column({ name: 'monetary_value', type: 'integer', nullable: true })
- public monetaryValue?: number;
- @Column({ name: 'status', type: 'varchar' })
- public status!: string;
- @Column({ name: 'status_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public statusId!: number;
- @Column({ name: 'title', type: 'varchar', nullable: true })
- public title?: string;
-
- @Index()
- @Column({ name: 'date_created', type: 'bigint', transformer: numberToBigIntTransformer })
- public dateCreated!: number;
- @PrimaryColumn({ name: 'date_modified', type: 'bigint', transformer: numberToBigIntTransformer })
- public dateModified!: number;
-}
diff --git a/packages/pipeline/src/entities/copper_opportunity.ts b/packages/pipeline/src/entities/copper_opportunity.ts
deleted file mode 100644
index e12bd69ce..000000000
--- a/packages/pipeline/src/entities/copper_opportunity.ts
+++ /dev/null
@@ -1,45 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'copper_opportunities', schema: 'raw' })
-export class CopperOpportunity {
- @PrimaryColumn({ name: 'id', type: 'bigint', transformer: numberToBigIntTransformer })
- public id!: number;
- @Column({ name: 'name', type: 'varchar' })
- public name!: string;
- @Column({ name: 'assignee_id', nullable: true, type: 'bigint', transformer: numberToBigIntTransformer })
- public assigneeId?: number;
- @Column({ name: 'close_date', nullable: true, type: 'varchar' })
- public closeDate?: string;
- @Column({ name: 'company_id', nullable: true, type: 'bigint', transformer: numberToBigIntTransformer })
- public companyId?: number;
- @Column({ name: 'company_name', nullable: true, type: 'varchar' })
- public companyName?: string;
- @Column({ name: 'customer_source_id', nullable: true, type: 'bigint', transformer: numberToBigIntTransformer })
- public customerSourceId?: number;
- @Column({ name: 'loss_reason_id', nullable: true, type: 'bigint', transformer: numberToBigIntTransformer })
- public lossReasonId?: number;
- @Column({ name: 'pipeline_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public pipelineId!: number;
- @Column({ name: 'pipeline_stage_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public pipelineStageId!: number;
- @Column({ name: 'primary_contact_id', nullable: true, type: 'bigint', transformer: numberToBigIntTransformer })
- public primaryContactId?: number;
- @Column({ name: 'priority', nullable: true, type: 'varchar' })
- public priority?: string;
- @Column({ name: 'status', type: 'varchar' })
- public status!: string;
- @Column({ name: 'interaction_count', type: 'bigint', transformer: numberToBigIntTransformer })
- public interactionCount!: number;
- @Column({ name: 'monetary_value', nullable: true, type: 'integer' })
- public monetaryValue?: number;
- @Column({ name: 'win_probability', nullable: true, type: 'integer' })
- public winProbability?: number;
- @Column({ name: 'date_created', type: 'bigint', transformer: numberToBigIntTransformer })
- public dateCreated!: number;
- @PrimaryColumn({ name: 'date_modified', type: 'bigint', transformer: numberToBigIntTransformer })
- public dateModified!: number;
- @Column({ name: 'custom_fields', type: 'jsonb' })
- public customFields!: { [key: number]: number };
-}
diff --git a/packages/pipeline/src/entities/dex_trade.ts b/packages/pipeline/src/entities/dex_trade.ts
deleted file mode 100644
index 93dcaf238..000000000
--- a/packages/pipeline/src/entities/dex_trade.ts
+++ /dev/null
@@ -1,56 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'dex_trades', schema: 'raw' })
-export class DexTrade {
- @PrimaryColumn({ name: 'source_url' })
- public sourceUrl!: string;
- @PrimaryColumn({ name: 'tx_hash' })
- public txHash!: string;
- @PrimaryColumn({ name: 'trade_index' })
- public tradeIndex!: string;
-
- @Column({ name: 'tx_timestamp', type: 'bigint', transformer: numberToBigIntTransformer })
- public txTimestamp!: number;
- @Column({ name: 'tx_date' })
- public txDate!: string;
- @Column({ name: 'tx_sender' })
- public txSender!: string;
- @Column({ name: 'smart_contract_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public smartContractId!: number;
- @Column({ name: 'smart_contract_address' })
- public smartContractAddress!: string;
- @Column({ name: 'contract_type' })
- public contractType!: string;
- @Column({ type: 'varchar' })
- public maker!: string;
- @Column({ type: 'varchar' })
- public taker!: string;
- @Column({ name: 'amount_buy', type: 'numeric', transformer: bigNumberTransformer })
- public amountBuy!: BigNumber;
- @Column({ name: 'maker_fee_amount', type: 'numeric', transformer: bigNumberTransformer })
- public makerFeeAmount!: BigNumber;
- @Column({ name: 'buy_currency_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public buyCurrencyId!: number;
- @Column({ name: 'buy_symbol' })
- public buySymbol!: string;
- @Column({ name: 'amount_sell', type: 'numeric', transformer: bigNumberTransformer })
- public amountSell!: BigNumber;
- @Column({ name: 'taker_fee_amount', type: 'numeric', transformer: bigNumberTransformer })
- public takerFeeAmount!: BigNumber;
- @Column({ name: 'sell_currency_id', type: 'bigint', transformer: numberToBigIntTransformer })
- public sellCurrencyId!: number;
- @Column({ name: 'sell_symbol' })
- public sellSymbol!: string;
- @Column({ name: 'maker_annotation' })
- public makerAnnotation!: string;
- @Column({ name: 'taker_annotation' })
- public takerAnnotation!: string;
- @Column() public protocol!: string;
- @Column({ name: 'buy_address', type: 'varchar', nullable: true })
- public buyAddress!: string | null;
- @Column({ name: 'sell_address', type: 'varchar', nullable: true })
- public sellAddress!: string | null;
-}
diff --git a/packages/pipeline/src/entities/erc20_approval_event.ts b/packages/pipeline/src/entities/erc20_approval_event.ts
deleted file mode 100644
index ee5e621d2..000000000
--- a/packages/pipeline/src/entities/erc20_approval_event.ts
+++ /dev/null
@@ -1,26 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'erc20_approval_events', schema: 'raw' })
-export class ERC20ApprovalEvent {
- @PrimaryColumn({ name: 'token_address' })
- public tokenAddress!: string;
- @PrimaryColumn({ name: 'log_index' })
- public logIndex!: number;
- @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
- public blockNumber!: number;
-
- @Column({ name: 'raw_data' })
- public rawData!: string;
-
- @PrimaryColumn({ name: 'transaction_hash' })
- public transactionHash!: string;
- @Column({ name: 'owner_address' })
- public ownerAddress!: string;
- @Column({ name: 'spender_address' })
- public spenderAddress!: string;
- @Column({ name: 'amount', type: 'numeric', transformer: bigNumberTransformer })
- public amount!: BigNumber;
-}
diff --git a/packages/pipeline/src/entities/exchange_cancel_event.ts b/packages/pipeline/src/entities/exchange_cancel_event.ts
deleted file mode 100644
index a86194920..000000000
--- a/packages/pipeline/src/entities/exchange_cancel_event.ts
+++ /dev/null
@@ -1,51 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { AssetType } from '../types';
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'exchange_cancel_events', schema: 'raw' })
-export class ExchangeCancelEvent {
- @PrimaryColumn({ name: 'contract_address' })
- public contractAddress!: string;
- @PrimaryColumn({ name: 'log_index' })
- public logIndex!: number;
- @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
- public blockNumber!: number;
-
- @Column({ name: 'raw_data' })
- public rawData!: string;
-
- @PrimaryColumn({ name: 'transaction_hash' })
- public transactionHash!: string;
- @Column({ name: 'maker_address' })
- public makerAddress!: string;
- @Column({ nullable: true, type: String, name: 'taker_address' })
- public takerAddress!: string;
- @Column({ name: 'fee_recipient_address' })
- public feeRecipientAddress!: string;
- @Column({ name: 'sender_address' })
- public senderAddress!: string;
- @Column({ name: 'order_hash' })
- public orderHash!: string;
-
- @Column({ name: 'raw_maker_asset_data' })
- public rawMakerAssetData!: string;
- @Column({ name: 'maker_asset_type' })
- public makerAssetType!: AssetType;
- @Column({ name: 'maker_asset_proxy_id' })
- public makerAssetProxyId!: string;
- @Column({ name: 'maker_token_address' })
- public makerTokenAddress!: string;
- @Column({ nullable: true, type: String, name: 'maker_token_id' })
- public makerTokenId!: string | null;
- @Column({ name: 'raw_taker_asset_data' })
- public rawTakerAssetData!: string;
- @Column({ name: 'taker_asset_type' })
- public takerAssetType!: AssetType;
- @Column({ name: 'taker_asset_proxy_id' })
- public takerAssetProxyId!: string;
- @Column({ name: 'taker_token_address' })
- public takerTokenAddress!: string;
- @Column({ nullable: true, type: String, name: 'taker_token_id' })
- public takerTokenId!: string | null;
-}
diff --git a/packages/pipeline/src/entities/exchange_cancel_up_to_event.ts b/packages/pipeline/src/entities/exchange_cancel_up_to_event.ts
deleted file mode 100644
index f24aea23a..000000000
--- a/packages/pipeline/src/entities/exchange_cancel_up_to_event.ts
+++ /dev/null
@@ -1,26 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'exchange_cancel_up_to_events', schema: 'raw' })
-export class ExchangeCancelUpToEvent {
- @PrimaryColumn({ name: 'contract_address' })
- public contractAddress!: string;
- @PrimaryColumn({ name: 'log_index' })
- public logIndex!: number;
- @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
- public blockNumber!: number;
-
- @Column({ name: 'raw_data' })
- public rawData!: string;
-
- @PrimaryColumn({ name: 'transaction_hash' })
- public transactionHash!: string;
- @Column({ name: 'maker_address' })
- public makerAddress!: string;
- @Column({ name: 'sender_address' })
- public senderAddress!: string;
- @Column({ name: 'order_epoch', type: 'numeric', transformer: bigNumberTransformer })
- public orderEpoch!: BigNumber;
-}
diff --git a/packages/pipeline/src/entities/exchange_fill_event.ts b/packages/pipeline/src/entities/exchange_fill_event.ts
deleted file mode 100644
index 52111711e..000000000
--- a/packages/pipeline/src/entities/exchange_fill_event.ts
+++ /dev/null
@@ -1,60 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { AssetType } from '../types';
-import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'exchange_fill_events', schema: 'raw' })
-export class ExchangeFillEvent {
- @PrimaryColumn({ name: 'contract_address' })
- public contractAddress!: string;
- @PrimaryColumn({ name: 'log_index' })
- public logIndex!: number;
- @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
- public blockNumber!: number;
-
- @Column({ name: 'raw_data' })
- public rawData!: string;
-
- @PrimaryColumn({ name: 'transaction_hash' })
- public transactionHash!: string;
- @Column({ name: 'maker_address' })
- public makerAddress!: string;
- @Column({ name: 'taker_address' })
- public takerAddress!: string;
- @Column({ name: 'fee_recipient_address' })
- public feeRecipientAddress!: string;
- @Column({ name: 'sender_address' })
- public senderAddress!: string;
- @Column({ name: 'maker_asset_filled_amount', type: 'numeric', transformer: bigNumberTransformer })
- public makerAssetFilledAmount!: BigNumber;
- @Column({ name: 'taker_asset_filled_amount', type: 'numeric', transformer: bigNumberTransformer })
- public takerAssetFilledAmount!: BigNumber;
- @Column({ name: 'maker_fee_paid', type: 'numeric', transformer: bigNumberTransformer })
- public makerFeePaid!: BigNumber;
- @Column({ name: 'taker_fee_paid', type: 'numeric', transformer: bigNumberTransformer })
- public takerFeePaid!: BigNumber;
- @Column({ name: 'order_hash' })
- public orderHash!: string;
-
- @Column({ name: 'raw_maker_asset_data' })
- public rawMakerAssetData!: string;
- @Column({ name: 'maker_asset_type' })
- public makerAssetType!: AssetType;
- @Column({ name: 'maker_asset_proxy_id' })
- public makerAssetProxyId!: string;
- @Column({ name: 'maker_token_address' })
- public makerTokenAddress!: string;
- @Column({ nullable: true, type: String, name: 'maker_token_id' })
- public makerTokenId!: string | null;
- @Column({ name: 'raw_taker_asset_data' })
- public rawTakerAssetData!: string;
- @Column({ name: 'taker_asset_type' })
- public takerAssetType!: AssetType;
- @Column({ name: 'taker_asset_proxy_id' })
- public takerAssetProxyId!: string;
- @Column({ name: 'taker_token_address' })
- public takerTokenAddress!: string;
- @Column({ nullable: true, type: String, name: 'taker_token_id' })
- public takerTokenId!: string | null;
-}
diff --git a/packages/pipeline/src/entities/index.ts b/packages/pipeline/src/entities/index.ts
deleted file mode 100644
index 27c153c07..000000000
--- a/packages/pipeline/src/entities/index.ts
+++ /dev/null
@@ -1,25 +0,0 @@
-import { ExchangeCancelEvent } from './exchange_cancel_event';
-import { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event';
-import { ExchangeFillEvent } from './exchange_fill_event';
-
-export { Block } from './block';
-export { DexTrade } from './dex_trade';
-export { ExchangeCancelEvent } from './exchange_cancel_event';
-export { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event';
-export { ExchangeFillEvent } from './exchange_fill_event';
-export { OHLCVExternal } from './ohlcv_external';
-export { Relayer } from './relayer';
-export { SraOrder } from './sra_order';
-export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './sra_order_observed_timestamp';
-export { TokenMetadata } from './token_metadata';
-export { TokenOrderbookSnapshot } from './token_order';
-export { Transaction } from './transaction';
-export { ERC20ApprovalEvent } from './erc20_approval_event';
-
-export { CopperLead } from './copper_lead';
-export { CopperActivity } from './copper_activity';
-export { CopperOpportunity } from './copper_opportunity';
-export { CopperActivityType } from './copper_activity_type';
-export { CopperCustomField } from './copper_custom_field';
-
-export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;
diff --git a/packages/pipeline/src/entities/ohlcv_external.ts b/packages/pipeline/src/entities/ohlcv_external.ts
deleted file mode 100644
index 4f55dd930..000000000
--- a/packages/pipeline/src/entities/ohlcv_external.ts
+++ /dev/null
@@ -1,30 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'ohlcv_external', schema: 'raw' })
-export class OHLCVExternal {
- @PrimaryColumn() public exchange!: string;
-
- @PrimaryColumn({ name: 'from_symbol', type: 'varchar' })
- public fromSymbol!: string;
- @PrimaryColumn({ name: 'to_symbol', type: 'varchar' })
- public toSymbol!: string;
- @PrimaryColumn({ name: 'start_time', transformer: numberToBigIntTransformer })
- public startTime!: number;
- @PrimaryColumn({ name: 'end_time', transformer: numberToBigIntTransformer })
- public endTime!: number;
-
- @Column() public open!: number;
- @Column() public close!: number;
- @Column() public low!: number;
- @Column() public high!: number;
- @Column({ name: 'volume_from' })
- public volumeFrom!: number;
- @Column({ name: 'volume_to' })
- public volumeTo!: number;
-
- @PrimaryColumn() public source!: string;
- @PrimaryColumn({ name: 'observed_timestamp', transformer: numberToBigIntTransformer })
- public observedTimestamp!: number;
-}
diff --git a/packages/pipeline/src/entities/relayer.ts b/packages/pipeline/src/entities/relayer.ts
deleted file mode 100644
index 5af8578b4..000000000
--- a/packages/pipeline/src/entities/relayer.ts
+++ /dev/null
@@ -1,21 +0,0 @@
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-@Entity({ name: 'relayers', schema: 'raw' })
-export class Relayer {
- @PrimaryColumn() public uuid!: string;
-
- @Column() public name!: string;
- @Column({ name: 'homepage_url', type: 'varchar' })
- public homepageUrl!: string;
- @Column({ name: 'sra_http_endpoint', type: 'varchar', nullable: true })
- public sraHttpEndpoint!: string | null;
- @Column({ name: 'sra_ws_endpoint', type: 'varchar', nullable: true })
- public sraWsEndpoint!: string | null;
- @Column({ name: 'app_url', type: 'varchar', nullable: true })
- public appUrl!: string | null;
-
- @Column({ name: 'fee_recipient_addresses', type: 'varchar', array: true })
- public feeRecipientAddresses!: string[];
- @Column({ name: 'taker_addresses', type: 'varchar', array: true })
- public takerAddresses!: string[];
-}
diff --git a/packages/pipeline/src/entities/sra_order.ts b/packages/pipeline/src/entities/sra_order.ts
deleted file mode 100644
index 9c730a0bb..000000000
--- a/packages/pipeline/src/entities/sra_order.ts
+++ /dev/null
@@ -1,63 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { AssetType } from '../types';
-import { bigNumberTransformer } from '../utils';
-
-@Entity({ name: 'sra_orders', schema: 'raw' })
-export class SraOrder {
- @PrimaryColumn({ name: 'exchange_address' })
- public exchangeAddress!: string;
- @PrimaryColumn({ name: 'order_hash_hex' })
- public orderHashHex!: string;
- @PrimaryColumn({ name: 'source_url' })
- public sourceUrl!: string;
-
- @Column({ name: 'maker_address' })
- public makerAddress!: string;
- @Column({ name: 'taker_address' })
- public takerAddress!: string;
- @Column({ name: 'fee_recipient_address' })
- public feeRecipientAddress!: string;
- @Column({ name: 'sender_address' })
- public senderAddress!: string;
- @Column({ name: 'maker_asset_amount', type: 'numeric', transformer: bigNumberTransformer })
- public makerAssetAmount!: BigNumber;
- @Column({ name: 'taker_asset_amount', type: 'numeric', transformer: bigNumberTransformer })
- public takerAssetAmount!: BigNumber;
- @Column({ name: 'maker_fee', type: 'numeric', transformer: bigNumberTransformer })
- public makerFee!: BigNumber;
- @Column({ name: 'taker_fee', type: 'numeric', transformer: bigNumberTransformer })
- public takerFee!: BigNumber;
- @Column({ name: 'expiration_time_seconds', type: 'numeric', transformer: bigNumberTransformer })
- public expirationTimeSeconds!: BigNumber;
- @Column({ name: 'salt', type: 'numeric', transformer: bigNumberTransformer })
- public salt!: BigNumber;
- @Column({ name: 'signature' })
- public signature!: string;
-
- @Column({ name: 'raw_maker_asset_data' })
- public rawMakerAssetData!: string;
- @Column({ name: 'maker_asset_type' })
- public makerAssetType!: AssetType;
- @Column({ name: 'maker_asset_proxy_id' })
- public makerAssetProxyId!: string;
- @Column({ name: 'maker_token_address' })
- public makerTokenAddress!: string;
- @Column({ nullable: true, type: String, name: 'maker_token_id' })
- public makerTokenId!: string | null;
- @Column({ name: 'raw_taker_asset_data' })
- public rawTakerAssetData!: string;
- @Column({ name: 'taker_asset_type' })
- public takerAssetType!: AssetType;
- @Column({ name: 'taker_asset_proxy_id' })
- public takerAssetProxyId!: string;
- @Column({ name: 'taker_token_address' })
- public takerTokenAddress!: string;
- @Column({ nullable: true, type: String, name: 'taker_token_id' })
- public takerTokenId!: string | null;
-
- // TODO(albrow): Make this optional?
- @Column({ name: 'metadata_json' })
- public metadataJson!: string;
-}
diff --git a/packages/pipeline/src/entities/sra_order_observed_timestamp.ts b/packages/pipeline/src/entities/sra_order_observed_timestamp.ts
deleted file mode 100644
index cbec1c6d0..000000000
--- a/packages/pipeline/src/entities/sra_order_observed_timestamp.ts
+++ /dev/null
@@ -1,35 +0,0 @@
-import { Entity, PrimaryColumn } from 'typeorm';
-
-import { numberToBigIntTransformer } from '../utils';
-
-import { SraOrder } from './sra_order';
-
-@Entity({ name: 'sra_orders_observed_timestamps', schema: 'raw' })
-export class SraOrdersObservedTimeStamp {
- @PrimaryColumn({ name: 'exchange_address' })
- public exchangeAddress!: string;
- @PrimaryColumn({ name: 'order_hash_hex' })
- public orderHashHex!: string;
- @PrimaryColumn({ name: 'source_url' })
- public sourceUrl!: string;
-
- @PrimaryColumn({ name: 'observed_timestamp', transformer: numberToBigIntTransformer })
- public observedTimestamp!: number;
-}
-
-/**
- * Returns a new SraOrdersObservedTimeStamp for the given order based on the
- * current time.
- * @param order The order to generate a timestamp for.
- */
-export function createObservedTimestampForOrder(
- order: SraOrder,
- observedTimestamp: number,
-): SraOrdersObservedTimeStamp {
- const observed = new SraOrdersObservedTimeStamp();
- observed.exchangeAddress = order.exchangeAddress;
- observed.orderHashHex = order.orderHashHex;
- observed.sourceUrl = order.sourceUrl;
- observed.observedTimestamp = observedTimestamp;
- return observed;
-}
diff --git a/packages/pipeline/src/entities/token_metadata.ts b/packages/pipeline/src/entities/token_metadata.ts
deleted file mode 100644
index 911b53972..000000000
--- a/packages/pipeline/src/entities/token_metadata.ts
+++ /dev/null
@@ -1,22 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { bigNumberTransformer } from '../utils/transformers';
-
-@Entity({ name: 'token_metadata', schema: 'raw' })
-export class TokenMetadata {
- @PrimaryColumn({ type: 'varchar', nullable: false })
- public address!: string;
-
- @PrimaryColumn({ type: 'varchar', nullable: false })
- public authority!: string;
-
- @Column({ type: 'numeric', transformer: bigNumberTransformer, nullable: true })
- public decimals!: BigNumber | null;
-
- @Column({ type: 'varchar', nullable: true })
- public symbol!: string | null;
-
- @Column({ type: 'varchar', nullable: true })
- public name!: string | null;
-}
diff --git a/packages/pipeline/src/entities/token_order.ts b/packages/pipeline/src/entities/token_order.ts
deleted file mode 100644
index 2709747cb..000000000
--- a/packages/pipeline/src/entities/token_order.ts
+++ /dev/null
@@ -1,28 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'token_orderbook_snapshots', schema: 'raw' })
-export class TokenOrderbookSnapshot {
- @PrimaryColumn({ name: 'observed_timestamp', type: 'bigint', transformer: numberToBigIntTransformer })
- public observedTimestamp!: number;
- @PrimaryColumn({ name: 'source' })
- public source!: string;
- @PrimaryColumn({ name: 'order_type' })
- public orderType!: string;
- @PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer })
- public price!: BigNumber;
- @PrimaryColumn({ name: 'base_asset_symbol' })
- public baseAssetSymbol!: string;
- @Column({ nullable: true, type: String, name: 'base_asset_address' })
- public baseAssetAddress!: string | null;
- @Column({ name: 'base_volume', type: 'numeric', transformer: bigNumberTransformer })
- public baseVolume!: BigNumber;
- @PrimaryColumn({ name: 'quote_asset_symbol' })
- public quoteAssetSymbol!: string;
- @Column({ nullable: true, type: String, name: 'quote_asset_address' })
- public quoteAssetAddress!: string | null;
- @Column({ name: 'quote_volume', type: 'numeric', transformer: bigNumberTransformer })
- public quoteVolume!: BigNumber;
-}
diff --git a/packages/pipeline/src/entities/transaction.ts b/packages/pipeline/src/entities/transaction.ts
deleted file mode 100644
index 742050177..000000000
--- a/packages/pipeline/src/entities/transaction.ts
+++ /dev/null
@@ -1,19 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { Column, Entity, PrimaryColumn } from 'typeorm';
-
-import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
-
-@Entity({ name: 'transactions', schema: 'raw' })
-export class Transaction {
- @PrimaryColumn({ name: 'transaction_hash' })
- public transactionHash!: string;
- @PrimaryColumn({ name: 'block_hash' })
- public blockHash!: string;
- @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
- public blockNumber!: number;
-
- @Column({ type: 'numeric', name: 'gas_used', transformer: bigNumberTransformer })
- public gasUsed!: BigNumber;
- @Column({ type: 'numeric', name: 'gas_price', transformer: bigNumberTransformer })
- public gasPrice!: BigNumber;
-}
diff --git a/packages/pipeline/src/ormconfig.ts b/packages/pipeline/src/ormconfig.ts
deleted file mode 100644
index 2700714cd..000000000
--- a/packages/pipeline/src/ormconfig.ts
+++ /dev/null
@@ -1,54 +0,0 @@
-import { ConnectionOptions } from 'typeorm';
-
-import {
- Block,
- CopperActivity,
- CopperActivityType,
- CopperCustomField,
- CopperLead,
- CopperOpportunity,
- DexTrade,
- ERC20ApprovalEvent,
- ExchangeCancelEvent,
- ExchangeCancelUpToEvent,
- ExchangeFillEvent,
- OHLCVExternal,
- Relayer,
- SraOrder,
- SraOrdersObservedTimeStamp,
- TokenMetadata,
- TokenOrderbookSnapshot,
- Transaction,
-} from './entities';
-
-const entities = [
- Block,
- CopperOpportunity,
- CopperActivity,
- CopperActivityType,
- CopperCustomField,
- CopperLead,
- DexTrade,
- ExchangeCancelEvent,
- ExchangeCancelUpToEvent,
- ExchangeFillEvent,
- ERC20ApprovalEvent,
- OHLCVExternal,
- Relayer,
- SraOrder,
- SraOrdersObservedTimeStamp,
- TokenMetadata,
- TokenOrderbookSnapshot,
- Transaction,
-];
-
-const config: ConnectionOptions = {
- type: 'postgres',
- url: process.env.ZEROEX_DATA_PIPELINE_DB_URL,
- synchronize: false,
- logging: ['error'],
- entities,
- migrations: ['./lib/migrations/**/*.js'],
-};
-
-module.exports = config;
diff --git a/packages/pipeline/src/parsers/bloxy/index.ts b/packages/pipeline/src/parsers/bloxy/index.ts
deleted file mode 100644
index 3d797aff0..000000000
--- a/packages/pipeline/src/parsers/bloxy/index.ts
+++ /dev/null
@@ -1,54 +0,0 @@
-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.tradeIndex = rawTrade.tradeIndex;
- 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 escaped null character (e.g., '\0' and '\u0000').
-const filterNullCharacters = R.replace(/\0/g, '');
diff --git a/packages/pipeline/src/parsers/copper/index.ts b/packages/pipeline/src/parsers/copper/index.ts
deleted file mode 100644
index 07da66d10..000000000
--- a/packages/pipeline/src/parsers/copper/index.ts
+++ /dev/null
@@ -1,259 +0,0 @@
-import * as R from 'ramda';
-
-import { CopperActivity, CopperActivityType, CopperCustomField, CopperLead, CopperOpportunity } from '../../entities';
-
-const ONE_SECOND = 1000;
-export type CopperSearchResponse = CopperLeadResponse | CopperActivityResponse | CopperOpportunityResponse;
-export interface CopperLeadResponse {
- id: number;
- name?: string;
- first_name?: string;
- last_name?: string;
- middle_name?: string;
- assignee_id?: number;
- company_name?: string;
- customer_source_id?: number;
- monetary_value?: number;
- status: string;
- status_id: number;
- title?: string;
- date_created: number; // in seconds
- date_modified: number; // in seconds
-}
-
-export interface CopperActivityResponse {
- id: number;
- parent: CopperActivityParentResponse;
- type: CopperActivityTypeResponse;
- user_id: number;
- activity_date: number;
- old_value: CopperActivityValueResponse;
- new_value: CopperActivityValueResponse;
- date_created: number; // in seconds
- date_modified: number; // in seconds
-}
-
-export interface CopperActivityValueResponse {
- id: number;
- name: string;
-}
-export interface CopperActivityParentResponse {
- id: number;
- type: string;
-}
-
-// custom activity types
-export enum CopperActivityTypeCategory {
- User = 'user',
- System = 'system',
-}
-export interface CopperActivityTypeResponse {
- id: number;
- category: CopperActivityTypeCategory;
- name: string;
- is_disabled?: boolean;
- count_as_interaction?: boolean;
-}
-
-export interface CopperOpportunityResponse {
- id: number;
- name: string;
- assignee_id?: number;
- close_date?: string;
- company_id?: number;
- company_name?: string;
- customer_source_id?: number;
- loss_reason_id?: number;
- pipeline_id: number;
- pipeline_stage_id: number;
- primary_contact_id?: number;
- priority?: string;
- status: string;
- tags: string[];
- interaction_count: number;
- monetary_value?: number;
- win_probability?: number;
- date_created: number; // in seconds
- date_modified: number; // in seconds
- custom_fields: CopperNestedCustomFieldResponse[];
-}
-interface CopperNestedCustomFieldResponse {
- custom_field_definition_id: number;
- value: number | number[] | null;
-}
-// custom fields
-export enum CopperCustomFieldType {
- String = 'String',
- Text = 'Text',
- Dropdown = 'Dropdown',
- MultiSelect = 'MultiSelect', // not in API documentation but shows up in results
- Date = 'Date',
- Checkbox = 'Checkbox',
- Float = 'Float',
- URL = 'URL', // tslint:disable-line:enum-naming
- Percentage = 'Percentage',
- Currency = 'Currency',
- Connect = 'Connect',
-}
-export interface CopperCustomFieldOptionResponse {
- id: number;
- name: string;
-}
-export interface CopperCustomFieldResponse {
- id: number;
- name: string;
- data_type: CopperCustomFieldType;
- options?: CopperCustomFieldOptionResponse[];
-}
-/**
- * Parse response from Copper API /search/leads/
- *
- * @param leads - The array of leads returned from the API
- * @returns Returns an array of Copper Lead entities
- */
-export function parseLeads(leads: CopperLeadResponse[]): CopperLead[] {
- return leads.map(lead => {
- const entity = new CopperLead();
- entity.id = lead.id;
- entity.name = lead.name || undefined;
- entity.firstName = lead.first_name || undefined;
- entity.lastName = lead.last_name || undefined;
- entity.middleName = lead.middle_name || undefined;
- entity.assigneeId = lead.assignee_id || undefined;
- entity.companyName = lead.company_name || undefined;
- entity.customerSourceId = lead.customer_source_id || undefined;
- entity.monetaryValue = lead.monetary_value || undefined;
- entity.status = lead.status;
- entity.statusId = lead.status_id;
- entity.title = lead.title || undefined;
- entity.dateCreated = lead.date_created * ONE_SECOND;
- entity.dateModified = lead.date_modified * ONE_SECOND;
- return entity;
- });
-}
-
-/**
- * Parse response from Copper API /search/activities/
- *
- * @param activities - The array of activities returned from the API
- * @returns Returns an array of Copper Activity entities
- */
-export function parseActivities(activities: CopperActivityResponse[]): CopperActivity[] {
- return activities.map(activity => {
- const entity = new CopperActivity();
- entity.id = activity.id;
-
- entity.parentId = activity.parent.id;
- entity.parentType = activity.parent.type;
-
- entity.typeId = activity.type.id;
- entity.typeCategory = activity.type.category.toString();
- entity.typeName = activity.type.name;
-
- entity.userId = activity.user_id;
- entity.dateCreated = activity.date_created * ONE_SECOND;
- entity.dateModified = activity.date_modified * ONE_SECOND;
-
- // nested nullable fields
- entity.oldValueId = R.path(['old_value', 'id'], activity);
- entity.oldValueName = R.path(['old_value', 'name'], activity);
- entity.newValueId = R.path(['new_value', 'id'], activity);
- entity.newValueName = R.path(['new_value', 'name'], activity);
-
- return entity;
- });
-}
-
-/**
- * Parse response from Copper API /search/opportunities/
- *
- * @param opportunities - The array of opportunities returned from the API
- * @returns Returns an array of Copper Opportunity entities
- */
-export function parseOpportunities(opportunities: CopperOpportunityResponse[]): CopperOpportunity[] {
- return opportunities.map(opp => {
- const customFields: { [key: number]: number } = opp.custom_fields
- .filter(f => f.value !== null)
- .map(f => ({
- ...f,
- value: ([] as number[]).concat(f.value || []), // normalise all values to number[]
- }))
- .map(f => f.value.map(val => [f.custom_field_definition_id, val] as [number, number])) // pair each value with the custom_field_definition_id
- .reduce((acc, pair) => acc.concat(pair)) // flatten
- .reduce<{ [key: number]: number }>((obj, [key, value]) => {
- // transform into object literal
- obj[key] = value;
- return obj;
- }, {});
-
- const entity = new CopperOpportunity();
- entity.id = opp.id;
- entity.name = opp.name;
- entity.assigneeId = opp.assignee_id || undefined;
- entity.closeDate = opp.close_date || undefined;
- entity.companyId = opp.company_id || undefined;
- entity.companyName = opp.company_name || undefined;
- entity.customerSourceId = opp.customer_source_id || undefined;
- entity.lossReasonId = opp.loss_reason_id || undefined;
- entity.pipelineId = opp.pipeline_id;
- entity.pipelineStageId = opp.pipeline_stage_id;
- entity.primaryContactId = opp.primary_contact_id || undefined;
- entity.priority = opp.priority || undefined;
- entity.status = opp.status;
- entity.interactionCount = opp.interaction_count;
- entity.monetaryValue = opp.monetary_value || undefined;
- entity.winProbability = opp.win_probability === null ? undefined : opp.win_probability;
- entity.dateCreated = opp.date_created * ONE_SECOND;
- entity.dateModified = opp.date_modified * ONE_SECOND;
- entity.customFields = customFields;
- return entity;
- });
-}
-
-/**
- * Parse response from Copper API /activity_types/
- *
- * @param activityTypeResponse - Activity Types response from the API, keyed by "user" or "system"
- * @returns Returns an array of Copper Activity Type entities
- */
-export function parseActivityTypes(
- activityTypeResponse: Map<CopperActivityTypeCategory, CopperActivityTypeResponse[]>,
-): CopperActivityType[] {
- const values: CopperActivityTypeResponse[] = R.flatten(Object.values(activityTypeResponse));
- return values.map(activityType => ({
- id: activityType.id,
- name: activityType.name,
- category: activityType.category.toString(),
- isDisabled: activityType.is_disabled,
- countAsInteraction: activityType.count_as_interaction,
- }));
-}
-
-/**
- * Parse response from Copper API /custom_field_definitions/
- *
- * @param customFieldResponse - array of custom field definitions returned from the API, consisting of top-level fields and nested fields
- * @returns Returns an array of Copper Custom Field entities
- */
-export function parseCustomFields(customFieldResponse: CopperCustomFieldResponse[]): CopperCustomField[] {
- function parseTopLevelField(field: CopperCustomFieldResponse): CopperCustomField[] {
- const topLevelField: CopperCustomField = {
- id: field.id,
- name: field.name,
- dataType: field.data_type.toString(),
- };
-
- if (field.options !== undefined) {
- const nestedFields: CopperCustomField[] = field.options.map(option => ({
- id: option.id,
- name: option.name,
- dataType: field.name,
- fieldType: 'option',
- }));
- return nestedFields.concat(topLevelField);
- } else {
- return [topLevelField];
- }
- }
- return R.chain(parseTopLevelField, customFieldResponse);
-}
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
deleted file mode 100644
index 562f894ab..000000000
--- a/packages/pipeline/src/parsers/ddex_orders/index.ts
+++ /dev/null
@@ -1,69 +0,0 @@
-import { BigNumber } from '@0x/utils';
-
-import { aggregateOrders } from '../utils';
-
-import { DdexMarket, DdexOrderbook } from '../../data_sources/ddex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
-import { OrderType } from '../../types';
-
-/**
- * Marque function of this file.
- * 1) Takes in orders from an orderbook,
- * other information attached.
- * @param ddexOrderbook A raw orderbook that we pull from the Ddex API.
- * @param ddexMarket An object containing market data also directly from the API.
- * @param observedTimestamp Time at which the orders for the market were pulled.
- * @param source The exchange where these orders are placed. In this case 'ddex'.
- */
-export function parseDdexOrders(
- ddexOrderbook: DdexOrderbook,
- ddexMarket: DdexMarket,
- observedTimestamp: number,
- source: string,
-): TokenOrder[] {
- const aggregatedBids = aggregateOrders(ddexOrderbook.bids);
- const aggregatedAsks = aggregateOrders(ddexOrderbook.asks);
- const parsedBids = aggregatedBids.map(order =>
- parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Bid, source, order),
- );
- const parsedAsks = aggregatedAsks.map(order =>
- parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Ask, source, order),
- );
- return parsedBids.concat(parsedAsks);
-}
-
-/**
- * Parse a single aggregated Ddex order in order to form a tokenOrder entity
- * which can be saved into the database.
- * @param ddexMarket An object containing information about the market where these
- * trades have been placed.
- * @param observedTimestamp The time when the API response returned back to us.
- * @param orderType 'bid' or 'ask' enum.
- * @param source Exchange where these orders were placed.
- * @param ddexOrder A <price, amount> tuple which we will convert to volume-basis.
- */
-export function parseDdexOrder(
- ddexMarket: DdexMarket,
- observedTimestamp: number,
- orderType: OrderType,
- source: string,
- ddexOrder: [string, BigNumber],
-): TokenOrder {
- const tokenOrder = new TokenOrder();
- const price = new BigNumber(ddexOrder[0]);
- const amount = ddexOrder[1];
-
- tokenOrder.source = source;
- tokenOrder.observedTimestamp = observedTimestamp;
- tokenOrder.orderType = orderType;
- tokenOrder.price = price;
-
- tokenOrder.baseAssetSymbol = ddexMarket.baseToken;
- tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress;
- tokenOrder.baseVolume = amount;
-
- tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
- tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
- tokenOrder.quoteVolume = price.times(amount);
- return tokenOrder;
-}
diff --git a/packages/pipeline/src/parsers/events/erc20_events.ts b/packages/pipeline/src/parsers/events/erc20_events.ts
deleted file mode 100644
index caf9984d0..000000000
--- a/packages/pipeline/src/parsers/events/erc20_events.ts
+++ /dev/null
@@ -1,34 +0,0 @@
-import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers';
-import { LogWithDecodedArgs } from 'ethereum-types';
-import * as R from 'ramda';
-
-import { ERC20ApprovalEvent } from '../../entities';
-
-/**
- * Parses raw event logs for an ERC20 approval event and returns an array of
- * ERC20ApprovalEvent entities.
- * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
- */
-export const parseERC20ApprovalEvents: (
- eventLogs: Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>,
-) => ERC20ApprovalEvent[] = R.map(_convertToERC20ApprovalEvent);
-
-/**
- * Converts a raw event log for an ERC20 approval event into an
- * ERC20ApprovalEvent entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToERC20ApprovalEvent(
- eventLog: LogWithDecodedArgs<ERC20TokenApprovalEventArgs>,
-): ERC20ApprovalEvent {
- const erc20ApprovalEvent = new ERC20ApprovalEvent();
- erc20ApprovalEvent.tokenAddress = eventLog.address as string;
- erc20ApprovalEvent.blockNumber = eventLog.blockNumber as number;
- erc20ApprovalEvent.logIndex = eventLog.logIndex as number;
- erc20ApprovalEvent.rawData = eventLog.data as string;
- erc20ApprovalEvent.transactionHash = eventLog.transactionHash;
- erc20ApprovalEvent.ownerAddress = eventLog.args._owner;
- erc20ApprovalEvent.spenderAddress = eventLog.args._spender;
- erc20ApprovalEvent.amount = eventLog.args._value;
- return erc20ApprovalEvent;
-}
diff --git a/packages/pipeline/src/parsers/events/exchange_events.ts b/packages/pipeline/src/parsers/events/exchange_events.ts
deleted file mode 100644
index 9c4a5f89a..000000000
--- a/packages/pipeline/src/parsers/events/exchange_events.ts
+++ /dev/null
@@ -1,145 +0,0 @@
-import { ExchangeCancelEventArgs, ExchangeCancelUpToEventArgs, ExchangeFillEventArgs } from '@0x/contract-wrappers';
-import { assetDataUtils } from '@0x/order-utils';
-import { AssetProxyId, ERC721AssetData } from '@0x/types';
-import { LogWithDecodedArgs } from 'ethereum-types';
-import * as R from 'ramda';
-
-import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
-import { bigNumbertoStringOrNull, convertAssetProxyIdToType } from '../../utils';
-
-/**
- * Parses raw event logs for a fill event and returns an array of
- * ExchangeFillEvent entities.
- * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
- */
-export const parseExchangeFillEvents: (
- eventLogs: Array<LogWithDecodedArgs<ExchangeFillEventArgs>>,
-) => ExchangeFillEvent[] = R.map(_convertToExchangeFillEvent);
-
-/**
- * Parses raw event logs for a cancel event and returns an array of
- * ExchangeCancelEvent entities.
- * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
- */
-export const parseExchangeCancelEvents: (
- eventLogs: Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>,
-) => ExchangeCancelEvent[] = R.map(_convertToExchangeCancelEvent);
-
-/**
- * Parses raw event logs for a CancelUpTo event and returns an array of
- * ExchangeCancelUpToEvent entities.
- * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
- */
-export const parseExchangeCancelUpToEvents: (
- eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
-) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
-
-/**
- * Converts a raw event log for a fill event into an ExchangeFillEvent entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent {
- const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
- const exchangeFillEvent = new ExchangeFillEvent();
- exchangeFillEvent.contractAddress = eventLog.address as string;
- exchangeFillEvent.blockNumber = eventLog.blockNumber as number;
- exchangeFillEvent.logIndex = eventLog.logIndex as number;
- exchangeFillEvent.rawData = eventLog.data as string;
- exchangeFillEvent.transactionHash = eventLog.transactionHash;
- exchangeFillEvent.makerAddress = eventLog.args.makerAddress;
- exchangeFillEvent.takerAddress = eventLog.args.takerAddress;
- exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
- exchangeFillEvent.senderAddress = eventLog.args.senderAddress;
- exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount;
- exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount;
- exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid;
- exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid;
- exchangeFillEvent.orderHash = eventLog.args.orderHash;
- exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeFillEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId);
- exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
- // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData
- exchangeFillEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData)
- ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress
- : makerAssetData.tokenAddress;
- // tslint has a false positive here. Type assertion is required.
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
- exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeFillEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId);
- exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
- // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData
- exchangeFillEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData)
- ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress
- : takerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
- return exchangeFillEvent;
-}
-
-/**
- * Converts a raw event log for a cancel event into an ExchangeCancelEvent
- * entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToExchangeCancelEvent(
- eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>,
-): ExchangeCancelEvent {
- const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
- const exchangeCancelEvent = new ExchangeCancelEvent();
- exchangeCancelEvent.contractAddress = eventLog.address as string;
- exchangeCancelEvent.blockNumber = eventLog.blockNumber as number;
- exchangeCancelEvent.logIndex = eventLog.logIndex as number;
- exchangeCancelEvent.rawData = eventLog.data as string;
- exchangeCancelEvent.transactionHash = eventLog.transactionHash;
- exchangeCancelEvent.makerAddress = eventLog.args.makerAddress;
- exchangeCancelEvent.takerAddress = eventLog.args.takerAddress;
- exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
- exchangeCancelEvent.senderAddress = eventLog.args.senderAddress;
- exchangeCancelEvent.orderHash = eventLog.args.orderHash;
- exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId);
- exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
- // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData
- exchangeCancelEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData)
- ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress
- : makerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
- exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId);
- exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
- // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData
- exchangeCancelEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData)
- ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress
- : takerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
- return exchangeCancelEvent;
-}
-
-/**
- * Converts a raw event log for a cancelUpTo event into an
- * ExchangeCancelUpToEvent entity.
- * @param eventLog Raw event log (e.g. returned from contract-wrappers).
- */
-export function _convertToExchangeCancelUpToEvent(
- eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>,
-): ExchangeCancelUpToEvent {
- const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent();
- exchangeCancelUpToEvent.contractAddress = eventLog.address as string;
- exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number;
- exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number;
- exchangeCancelUpToEvent.rawData = eventLog.data as string;
- exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash;
- exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress;
- exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress;
- exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch;
- return exchangeCancelUpToEvent;
-}
diff --git a/packages/pipeline/src/parsers/events/index.ts b/packages/pipeline/src/parsers/events/index.ts
deleted file mode 100644
index 3f9915e8b..000000000
--- a/packages/pipeline/src/parsers/events/index.ts
+++ /dev/null
@@ -1,2 +0,0 @@
-export { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from './exchange_events';
-export { parseERC20ApprovalEvents } from './erc20_events';
diff --git a/packages/pipeline/src/parsers/idex_orders/index.ts b/packages/pipeline/src/parsers/idex_orders/index.ts
deleted file mode 100644
index 14b871195..000000000
--- a/packages/pipeline/src/parsers/idex_orders/index.ts
+++ /dev/null
@@ -1,81 +0,0 @@
-import { BigNumber } from '@0x/utils';
-
-import { aggregateOrders } from '../utils';
-
-import { IdexOrderbook, IdexOrderParam } from '../../data_sources/idex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
-import { OrderType } from '../../types';
-
-/**
- * Marque function of this file.
- * 1) Takes in orders from an orderbook,
- * 2) Aggregates them by price point,
- * 3) Parses them into entities which are then saved into the database.
- * @param idexOrderbook raw orderbook that we pull from the Idex API.
- * @param observedTimestamp Time at which the orders for the market were pulled.
- * @param source The exchange where these orders are placed. In this case 'idex'.
- */
-export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: number, source: string): TokenOrder[] {
- const aggregatedBids = aggregateOrders(idexOrderbook.bids);
- // Any of the bid orders' params will work
- const idexBidOrder = idexOrderbook.bids[0];
- const parsedBids =
- aggregatedBids.length > 0
- ? aggregatedBids.map(order =>
- parseIdexOrder(idexBidOrder.params, observedTimestamp, OrderType.Bid, source, order),
- )
- : [];
-
- const aggregatedAsks = aggregateOrders(idexOrderbook.asks);
- // Any of the ask orders' params will work
- const idexAskOrder = idexOrderbook.asks[0];
- const parsedAsks =
- aggregatedAsks.length > 0
- ? aggregatedAsks.map(order =>
- parseIdexOrder(idexAskOrder.params, observedTimestamp, OrderType.Ask, source, order),
- )
- : [];
- return parsedBids.concat(parsedAsks);
-}
-
-/**
- * Parse a single aggregated Idex order in order to form a tokenOrder entity
- * which can be saved into the database.
- * @param idexOrderParam An object containing information about the market where these
- * trades have been placed.
- * @param observedTimestamp The time when the API response returned back to us.
- * @param orderType 'bid' or 'ask' enum.
- * @param source Exchange where these orders were placed.
- * @param idexOrder A <price, amount> tuple which we will convert to volume-basis.
- */
-export function parseIdexOrder(
- idexOrderParam: IdexOrderParam,
- observedTimestamp: number,
- orderType: OrderType,
- source: string,
- idexOrder: [string, BigNumber],
-): TokenOrder {
- const tokenOrder = new TokenOrder();
- const price = new BigNumber(idexOrder[0]);
- const amount = idexOrder[1];
-
- tokenOrder.source = source;
- tokenOrder.observedTimestamp = observedTimestamp;
- tokenOrder.orderType = orderType;
- tokenOrder.price = price;
- tokenOrder.baseVolume = amount;
- tokenOrder.quoteVolume = price.times(amount);
-
- if (orderType === OrderType.Bid) {
- tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol;
- tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy;
- tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol;
- tokenOrder.quoteAssetAddress = idexOrderParam.tokenSell;
- } else {
- tokenOrder.baseAssetSymbol = idexOrderParam.sellSymbol;
- tokenOrder.baseAssetAddress = idexOrderParam.tokenSell;
- tokenOrder.quoteAssetSymbol = idexOrderParam.buySymbol;
- tokenOrder.quoteAssetAddress = idexOrderParam.tokenBuy;
- }
- return tokenOrder;
-}
diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts
deleted file mode 100644
index b71fb65b9..000000000
--- a/packages/pipeline/src/parsers/oasis_orders/index.ts
+++ /dev/null
@@ -1,71 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import * as R from 'ramda';
-
-import { aggregateOrders } from '../utils';
-
-import { OasisMarket, OasisOrder } from '../../data_sources/oasis';
-import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
-import { OrderType } from '../../types';
-
-/**
- * Marque function of this file.
- * 1) Takes in orders from an orderbook,
- * 2) Aggregates them according to price point,
- * 3) Builds TokenOrder entity with other information attached.
- * @param oasisOrderbook A raw orderbook that we pull from the Oasis API.
- * @param oasisMarket An object containing market data also directly from the API.
- * @param observedTimestamp Time at which the orders for the market were pulled.
- * @param source The exchange where these orders are placed. In this case 'oasis'.
- */
-export function parseOasisOrders(
- oasisOrderbook: OasisOrder[],
- oasisMarket: OasisMarket,
- observedTimestamp: number,
- source: string,
-): TokenOrder[] {
- const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', OrderType.Bid), oasisOrderbook));
- const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', OrderType.Ask), oasisOrderbook));
- const parsedBids = aggregatedBids.map(order =>
- parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Bid, source, order),
- );
- const parsedAsks = aggregatedAsks.map(order =>
- parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Ask, source, order),
- );
- return parsedBids.concat(parsedAsks);
-}
-
-/**
- * Parse a single aggregated Oasis order to form a tokenOrder entity
- * which can be saved into the database.
- * @param oasisMarket An object containing information about the market where these
- * trades have been placed.
- * @param observedTimestamp The time when the API response returned back to us.
- * @param orderType 'bid' or 'ask' enum.
- * @param source Exchange where these orders were placed.
- * @param oasisOrder A <price, amount> tuple which we will convert to volume-basis.
- */
-export function parseOasisOrder(
- oasisMarket: OasisMarket,
- observedTimestamp: number,
- orderType: OrderType,
- source: string,
- oasisOrder: [string, BigNumber],
-): TokenOrder {
- const tokenOrder = new TokenOrder();
- const price = new BigNumber(oasisOrder[0]);
- const amount = oasisOrder[1];
-
- tokenOrder.source = source;
- tokenOrder.observedTimestamp = observedTimestamp;
- tokenOrder.orderType = orderType;
- tokenOrder.price = price;
-
- tokenOrder.baseAssetSymbol = oasisMarket.base;
- tokenOrder.baseAssetAddress = null; // Oasis doesn't provide address information
- tokenOrder.baseVolume = amount;
-
- tokenOrder.quoteAssetSymbol = oasisMarket.quote;
- tokenOrder.quoteAssetAddress = null; // Oasis doesn't provide address information
- tokenOrder.quoteVolume = price.times(amount);
- return tokenOrder;
-}
diff --git a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
deleted file mode 100644
index 3efb90384..000000000
--- a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
+++ /dev/null
@@ -1,38 +0,0 @@
-import { CryptoCompareOHLCVRecord } from '../../data_sources/ohlcv_external/crypto_compare';
-import { OHLCVExternal } from '../../entities';
-
-const ONE_SECOND = 1000; // Crypto Compare uses timestamps in seconds instead of milliseconds
-
-export interface OHLCVMetadata {
- exchange: string;
- fromSymbol: string;
- toSymbol: string;
- source: string;
- observedTimestamp: number;
- interval: number;
-}
-/**
- * Parses OHLCV records from Crypto Compare into an array of OHLCVExternal entities
- * @param rawRecords an array of OHLCV records from Crypto Compare (not the full response)
- */
-export function parseRecords(rawRecords: CryptoCompareOHLCVRecord[], metadata: OHLCVMetadata): OHLCVExternal[] {
- return rawRecords.map(rec => {
- const ohlcvRecord = new OHLCVExternal();
- ohlcvRecord.exchange = metadata.exchange;
- ohlcvRecord.fromSymbol = metadata.fromSymbol;
- ohlcvRecord.toSymbol = metadata.toSymbol;
- ohlcvRecord.startTime = rec.time * ONE_SECOND - metadata.interval;
- ohlcvRecord.endTime = rec.time * ONE_SECOND;
-
- ohlcvRecord.open = rec.open;
- ohlcvRecord.close = rec.close;
- ohlcvRecord.low = rec.low;
- ohlcvRecord.high = rec.high;
- ohlcvRecord.volumeFrom = rec.volumefrom;
- ohlcvRecord.volumeTo = rec.volumeto;
-
- ohlcvRecord.source = metadata.source;
- ohlcvRecord.observedTimestamp = metadata.observedTimestamp;
- return ohlcvRecord;
- });
-}
diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts
deleted file mode 100644
index 85990dae4..000000000
--- a/packages/pipeline/src/parsers/paradex_orders/index.ts
+++ /dev/null
@@ -1,66 +0,0 @@
-import { BigNumber } from '@0x/utils';
-
-import { ParadexMarket, ParadexOrder, ParadexOrderbookResponse } from '../../data_sources/paradex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
-import { OrderType } from '../../types';
-
-/**
- * Marque function of this file.
- * 1) Takes in orders from an orderbook (orders are already aggregated by price point),
- * 2) For each aggregated order, forms a TokenOrder entity with market data and
- * other information attached.
- * @param paradexOrderbookResponse An orderbook response from the Paradex API.
- * @param paradexMarket An object containing market data also directly from the API.
- * @param observedTimestamp Time at which the orders for the market were pulled.
- * @param source The exchange where these orders are placed. In this case 'paradex'.
- */
-export function parseParadexOrders(
- paradexOrderbookResponse: ParadexOrderbookResponse,
- paradexMarket: ParadexMarket,
- observedTimestamp: number,
- source: string,
-): TokenOrder[] {
- const parsedBids = paradexOrderbookResponse.bids.map(order =>
- parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Bid, source, order),
- );
- const parsedAsks = paradexOrderbookResponse.asks.map(order =>
- parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Ask, source, order),
- );
- return parsedBids.concat(parsedAsks);
-}
-
-/**
- * Parse a single aggregated Ddex order in order to form a tokenOrder entity
- * which can be saved into the database.
- * @param paradexMarket An object containing information about the market where these
- * orders have been placed.
- * @param observedTimestamp The time when the API response returned back to us.
- * @param orderType 'bid' or 'ask' enum.
- * @param source Exchange where these orders were placed.
- * @param paradexOrder A ParadexOrder object; basically price, amount tuple.
- */
-export function parseParadexOrder(
- paradexMarket: ParadexMarket,
- observedTimestamp: number,
- orderType: OrderType,
- source: string,
- paradexOrder: ParadexOrder,
-): TokenOrder {
- const tokenOrder = new TokenOrder();
- const price = new BigNumber(paradexOrder.price);
- const amount = new BigNumber(paradexOrder.amount);
-
- tokenOrder.source = source;
- tokenOrder.observedTimestamp = observedTimestamp;
- tokenOrder.orderType = orderType;
- tokenOrder.price = price;
-
- tokenOrder.baseAssetSymbol = paradexMarket.baseToken;
- tokenOrder.baseAssetAddress = paradexMarket.baseTokenAddress as string;
- tokenOrder.baseVolume = amount;
-
- tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken;
- tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string;
- tokenOrder.quoteVolume = price.times(amount);
- return tokenOrder;
-}
diff --git a/packages/pipeline/src/parsers/relayer_registry/index.ts b/packages/pipeline/src/parsers/relayer_registry/index.ts
deleted file mode 100644
index 9723880a4..000000000
--- a/packages/pipeline/src/parsers/relayer_registry/index.ts
+++ /dev/null
@@ -1,37 +0,0 @@
-import * as R from 'ramda';
-
-import { RelayerResponse, RelayerResponseNetwork } from '../../data_sources/relayer-registry';
-import { Relayer } from '../../entities';
-
-/**
- * Parses a raw relayer registry response into an array of Relayer entities.
- * @param rawResp raw response from the relayer-registry json file.
- */
-export function parseRelayers(rawResp: Map<string, RelayerResponse>): Relayer[] {
- const parsedAsObject = R.mapObjIndexed(parseRelayer, rawResp);
- return R.values(parsedAsObject);
-}
-
-function parseRelayer(relayerResp: RelayerResponse, uuid: string): Relayer {
- const relayer = new Relayer();
- relayer.uuid = uuid;
- relayer.name = relayerResp.name;
- relayer.homepageUrl = relayerResp.homepage_url;
- relayer.appUrl = relayerResp.app_url;
- const mainNetworkRelayerInfo = getMainNetwork(relayerResp);
- if (mainNetworkRelayerInfo !== undefined) {
- relayer.sraHttpEndpoint = mainNetworkRelayerInfo.sra_http_endpoint || null;
- relayer.sraWsEndpoint = mainNetworkRelayerInfo.sra_ws_endpoint || null;
- relayer.feeRecipientAddresses =
- R.path(['static_order_fields', 'fee_recipient_addresses'], mainNetworkRelayerInfo) || [];
- relayer.takerAddresses = R.path(['static_order_fields', 'taker_addresses'], mainNetworkRelayerInfo) || [];
- } else {
- relayer.feeRecipientAddresses = [];
- relayer.takerAddresses = [];
- }
- return relayer;
-}
-
-function getMainNetwork(relayerResp: RelayerResponse): RelayerResponseNetwork | undefined {
- return R.find(network => network.networkId === 1, relayerResp.networks);
-}
diff --git a/packages/pipeline/src/parsers/sra_orders/index.ts b/packages/pipeline/src/parsers/sra_orders/index.ts
deleted file mode 100644
index 13fe632a4..000000000
--- a/packages/pipeline/src/parsers/sra_orders/index.ts
+++ /dev/null
@@ -1,68 +0,0 @@
-import { APIOrder, OrdersResponse } from '@0x/connect';
-import { assetDataUtils, orderHashUtils } from '@0x/order-utils';
-import { AssetProxyId, ERC721AssetData } from '@0x/types';
-import * as R from 'ramda';
-
-import { SraOrder } from '../../entities';
-import { bigNumbertoStringOrNull, convertAssetProxyIdToType } from '../../utils';
-
-/**
- * Parses a raw order response from an SRA endpoint and returns an array of
- * SraOrder entities.
- * @param rawOrdersResponse A raw order response from an SRA endpoint.
- */
-export function parseSraOrders(rawOrdersResponse: OrdersResponse): SraOrder[] {
- return R.map(_convertToEntity, rawOrdersResponse.records);
-}
-
-/**
- * Converts a single APIOrder into an SraOrder entity.
- * @param apiOrder A single order from the response from an SRA endpoint.
- */
-export function _convertToEntity(apiOrder: APIOrder): SraOrder {
- // TODO(albrow): refactor out common asset data decoding code.
- const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.makerAssetData);
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.takerAssetData);
-
- const sraOrder = new SraOrder();
- sraOrder.exchangeAddress = apiOrder.order.exchangeAddress;
- sraOrder.orderHashHex = orderHashUtils.getOrderHashHex(apiOrder.order);
-
- sraOrder.makerAddress = apiOrder.order.makerAddress;
- sraOrder.takerAddress = apiOrder.order.takerAddress;
- sraOrder.feeRecipientAddress = apiOrder.order.feeRecipientAddress;
- sraOrder.senderAddress = apiOrder.order.senderAddress;
- sraOrder.makerAssetAmount = apiOrder.order.makerAssetAmount;
- sraOrder.takerAssetAmount = apiOrder.order.takerAssetAmount;
- sraOrder.makerFee = apiOrder.order.makerFee;
- sraOrder.takerFee = apiOrder.order.takerFee;
- sraOrder.expirationTimeSeconds = apiOrder.order.expirationTimeSeconds;
- sraOrder.salt = apiOrder.order.salt;
- sraOrder.signature = apiOrder.order.signature;
-
- sraOrder.rawMakerAssetData = apiOrder.order.makerAssetData;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- sraOrder.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId);
- sraOrder.makerAssetProxyId = makerAssetData.assetProxyId;
- // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData
- sraOrder.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData)
- ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.makerAssetData).nestedAssetData[0].tokenAddress
- : makerAssetData.tokenAddress;
- // tslint has a false positive here. Type assertion is required.
- // tslint:disable-next-line:no-unnecessary-type-assertion
- sraOrder.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
- sraOrder.rawTakerAssetData = apiOrder.order.takerAssetData;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- sraOrder.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId);
- sraOrder.takerAssetProxyId = takerAssetData.assetProxyId;
- // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData
- sraOrder.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData)
- ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.takerAssetData).nestedAssetData[0].tokenAddress
- : takerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- sraOrder.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
-
- sraOrder.metadataJson = JSON.stringify(apiOrder.metaData);
-
- return sraOrder;
-}
diff --git a/packages/pipeline/src/parsers/token_metadata/index.ts b/packages/pipeline/src/parsers/token_metadata/index.ts
deleted file mode 100644
index 65e0aaa6e..000000000
--- a/packages/pipeline/src/parsers/token_metadata/index.ts
+++ /dev/null
@@ -1,46 +0,0 @@
-import * as R from 'ramda';
-
-import { MetamaskTrustedTokenMeta, ZeroExTrustedTokenMeta } from '../../data_sources/trusted_tokens';
-import { TokenMetadata } from '../../entities';
-import { toBigNumberOrNull } from '../../utils';
-
-/**
- * Parses Metamask's trusted tokens list.
- * @param rawResp raw response from the metamask json file.
- */
-export function parseMetamaskTrustedTokens(rawResp: Map<string, MetamaskTrustedTokenMeta>): TokenMetadata[] {
- const parsedAsObject = R.mapObjIndexed(parseMetamaskTrustedToken, rawResp);
- return R.values(parsedAsObject);
-}
-
-/**
- * Parses 0x's trusted tokens list.
- * @param rawResp raw response from the 0x trusted tokens file.
- */
-export function parseZeroExTrustedTokens(rawResp: ZeroExTrustedTokenMeta[]): TokenMetadata[] {
- return R.map(parseZeroExTrustedToken, rawResp);
-}
-
-function parseMetamaskTrustedToken(resp: MetamaskTrustedTokenMeta, address: string): TokenMetadata {
- const trustedToken = new TokenMetadata();
-
- trustedToken.address = address;
- trustedToken.decimals = toBigNumberOrNull(resp.decimals);
- trustedToken.symbol = resp.symbol;
- trustedToken.name = resp.name;
- trustedToken.authority = 'metamask';
-
- return trustedToken;
-}
-
-function parseZeroExTrustedToken(resp: ZeroExTrustedTokenMeta): TokenMetadata {
- const trustedToken = new TokenMetadata();
-
- trustedToken.address = resp.address;
- trustedToken.decimals = toBigNumberOrNull(resp.decimals);
- trustedToken.symbol = resp.symbol;
- trustedToken.name = resp.name;
- trustedToken.authority = '0x';
-
- return trustedToken;
-}
diff --git a/packages/pipeline/src/parsers/utils.ts b/packages/pipeline/src/parsers/utils.ts
deleted file mode 100644
index 860729e9f..000000000
--- a/packages/pipeline/src/parsers/utils.ts
+++ /dev/null
@@ -1,28 +0,0 @@
-import { BigNumber } from '@0x/utils';
-
-export interface GenericRawOrder {
- price: string;
- amount: string;
-}
-
-/**
- * Aggregates individual orders by price point. Filters zero amount orders.
- * @param rawOrders An array of objects that have price and amount information.
- */
-export function aggregateOrders(rawOrders: GenericRawOrder[]): Array<[string, BigNumber]> {
- const aggregatedOrders = new Map<string, BigNumber>();
- rawOrders.forEach(order => {
- const amount = new BigNumber(order.amount);
- if (amount.isZero()) {
- return;
- }
- // Use string instead of BigNum to aggregate by value instead of variable.
- // Convert to BigNumber first to consolidate different string
- // representations of the same number. Eg. '0.0' and '0.00'.
- const price = new BigNumber(order.price).toString();
-
- const existingAmount = aggregatedOrders.get(price) || new BigNumber(0);
- aggregatedOrders.set(price, amount.plus(existingAmount));
- });
- return Array.from(aggregatedOrders.entries());
-}
diff --git a/packages/pipeline/src/parsers/web3/index.ts b/packages/pipeline/src/parsers/web3/index.ts
deleted file mode 100644
index f986efc59..000000000
--- a/packages/pipeline/src/parsers/web3/index.ts
+++ /dev/null
@@ -1,49 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { BlockWithoutTransactionData, Transaction as EthTransaction } from 'ethereum-types';
-
-import { Block, Transaction } from '../../entities';
-
-const MILLISECONDS_PER_SECOND = 1000;
-
-/**
- * Parses a raw block and returns a Block entity.
- * @param rawBlock a raw block (e.g. returned from web3-wrapper).
- */
-export function parseBlock(rawBlock: BlockWithoutTransactionData): Block {
- if (rawBlock.hash == null) {
- throw new Error('Tried to parse raw block but hash was null');
- }
- if (rawBlock.number == null) {
- throw new Error('Tried to parse raw block but number was null');
- }
-
- const block = new Block();
- block.hash = rawBlock.hash;
- block.number = rawBlock.number;
- // Block timestamps are in seconds, but we use milliseconds everywhere else.
- block.timestamp = rawBlock.timestamp * MILLISECONDS_PER_SECOND;
- return block;
-}
-
-/**
- * Parses a raw transaction and returns a Transaction entity.
- * @param rawBlock a raw transaction (e.g. returned from web3-wrapper).
- */
-export function parseTransaction(rawTransaction: EthTransaction): Transaction {
- if (rawTransaction.blockHash == null) {
- throw new Error('Tried to parse raw transaction but blockHash was null');
- }
- if (rawTransaction.blockNumber == null) {
- throw new Error('Tried to parse raw transaction but blockNumber was null');
- }
-
- const tx = new Transaction();
- tx.transactionHash = rawTransaction.hash;
- tx.blockHash = rawTransaction.blockHash;
- tx.blockNumber = rawTransaction.blockNumber;
-
- tx.gasUsed = new BigNumber(rawTransaction.gas);
- tx.gasPrice = rawTransaction.gasPrice;
-
- return tx;
-}
diff --git a/packages/pipeline/src/scripts/pull_competing_dex_trades.ts b/packages/pipeline/src/scripts/pull_competing_dex_trades.ts
deleted file mode 100644
index 14644bb2e..000000000
--- a/packages/pipeline/src/scripts/pull_competing_dex_trades.ts
+++ /dev/null
@@ -1,52 +0,0 @@
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
-
-import { logUtils } from '@0x/utils';
-
-import { BloxySource } from '../data_sources/bloxy';
-import { DexTrade } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseBloxyTrades } from '../parsers/bloxy';
-import { handleError } from '../utils';
-
-// Number of trades to save at once.
-const BATCH_SAVE_SIZE = 1000;
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- await getAndSaveTradesAsync();
- process.exit(0);
-})().catch(handleError);
-
-async function getAndSaveTradesAsync(): Promise<void> {
- const apiKey = process.env.BLOXY_API_KEY;
- if (apiKey === undefined) {
- throw new Error('Missing required env var: BLOXY_API_KEY');
- }
- const bloxySource = new BloxySource(apiKey);
- const tradesRepository = connection.getRepository(DexTrade);
- const lastSeenTimestamp = await getLastSeenTimestampAsync(tradesRepository);
- logUtils.log(`Last seen timestamp: ${lastSeenTimestamp === 0 ? 'none' : lastSeenTimestamp}`);
- logUtils.log('Getting latest dex trades...');
- const rawTrades = await bloxySource.getDexTradesAsync(lastSeenTimestamp);
- logUtils.log(`Parsing ${rawTrades.length} trades...`);
- const trades = parseBloxyTrades(rawTrades);
- logUtils.log(`Saving ${trades.length} trades...`);
- await tradesRepository.save(trades, { chunk: Math.ceil(trades.length / BATCH_SAVE_SIZE) });
- logUtils.log('Done saving trades.');
-}
-
-async function getLastSeenTimestampAsync(tradesRepository: Repository<DexTrade>): Promise<number> {
- if ((await tradesRepository.count()) === 0) {
- return 0;
- }
- const response = (await connection.query(
- 'SELECT tx_timestamp FROM raw.dex_trades ORDER BY tx_timestamp DESC LIMIT 1',
- )) as Array<{ tx_timestamp: number }>;
- if (response.length === 0) {
- return 0;
- }
- return response[0].tx_timestamp;
-}
diff --git a/packages/pipeline/src/scripts/pull_copper.ts b/packages/pipeline/src/scripts/pull_copper.ts
deleted file mode 100644
index 5e4a6a643..000000000
--- a/packages/pipeline/src/scripts/pull_copper.ts
+++ /dev/null
@@ -1,130 +0,0 @@
-import * as R from 'ramda';
-import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
-
-import { logUtils } from '@0x/utils';
-
-import { CopperEndpoint, CopperSearchParams, CopperSource } from '../data_sources/copper';
-import { CopperActivity, CopperActivityType, CopperCustomField, CopperLead, CopperOpportunity } from '../entities';
-import * as ormConfig from '../ormconfig';
-import {
- CopperSearchResponse,
- parseActivities,
- parseActivityTypes,
- parseCustomFields,
- parseLeads,
- parseOpportunities,
-} from '../parsers/copper';
-import { handleError } from '../utils';
-const ONE_SECOND = 1000;
-const COPPER_RATE_LIMIT = 10;
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
-
- const accessToken = process.env.COPPER_ACCESS_TOKEN;
- const userEmail = process.env.COPPER_USER_EMAIL;
- if (accessToken === undefined || userEmail === undefined) {
- throw new Error('Missing required env var: COPPER_ACCESS_TOKEN and/or COPPER_USER_EMAIL');
- }
- const source = new CopperSource(COPPER_RATE_LIMIT, accessToken, userEmail);
-
- const fetchPromises = [
- fetchAndSaveLeadsAsync(source),
- fetchAndSaveOpportunitiesAsync(source),
- fetchAndSaveActivitiesAsync(source),
- fetchAndSaveCustomFieldsAsync(source),
- fetchAndSaveActivityTypesAsync(source),
- ];
- fetchPromises.forEach(async fn => {
- await fn;
- });
-})().catch(handleError);
-
-async function fetchAndSaveLeadsAsync(source: CopperSource): Promise<void> {
- const repository = connection.getRepository(CopperLead);
- const startTime = await getMaxAsync(connection, 'date_modified', 'raw.copper_leads');
- logUtils.log(`Fetching Copper leads starting from ${startTime}...`);
- await fetchAndSaveAsync(CopperEndpoint.Leads, source, startTime, {}, parseLeads, repository);
-}
-
-async function fetchAndSaveOpportunitiesAsync(source: CopperSource): Promise<void> {
- const repository = connection.getRepository(CopperOpportunity);
- const startTime = await getMaxAsync(connection, 'date_modified', 'raw.copper_opportunities');
- logUtils.log(`Fetching Copper opportunities starting from ${startTime}...`);
- await fetchAndSaveAsync(
- CopperEndpoint.Opportunities,
- source,
- startTime,
- { sort_by: 'name' },
- parseOpportunities,
- repository,
- );
-}
-
-async function fetchAndSaveActivitiesAsync(source: CopperSource): Promise<void> {
- const repository = connection.getRepository(CopperActivity);
- const startTime = await getMaxAsync(connection, 'date_modified', 'raw.copper_activities');
- const searchParams = {
- minimum_activity_date: Math.floor(startTime / ONE_SECOND),
- };
- logUtils.log(`Fetching Copper activities starting from ${startTime}...`);
- await fetchAndSaveAsync(CopperEndpoint.Activities, source, startTime, searchParams, parseActivities, repository);
-}
-
-async function getMaxAsync(conn: Connection, sortColumn: string, tableName: string): Promise<number> {
- const queryResult = await conn.query(`SELECT MAX(${sortColumn}) as _max from ${tableName};`);
- if (R.isEmpty(queryResult)) {
- return 0;
- } else {
- return queryResult[0]._max;
- }
-}
-
-// (Xianny): Copper API doesn't allow queries to filter by date. To ensure that we are filling in ascending chronological
-// order and not missing any records, we are scraping all available pages. If Copper data gets larger,
-// it would make sense to search for and start filling from the first page that contains a new record.
-// This search would increase our network calls and is not efficient to implement with our current small volume
-// of Copper records.
-async function fetchAndSaveAsync<T extends CopperSearchResponse, E>(
- endpoint: CopperEndpoint,
- source: CopperSource,
- startTime: number,
- searchParams: CopperSearchParams,
- parseFn: (recs: T[]) => E[],
- repository: Repository<E>,
-): Promise<void> {
- let saved = 0;
- const numPages = await source.fetchNumberOfPagesAsync(endpoint);
- try {
- for (let i = numPages; i > 0; i--) {
- logUtils.log(`Fetching page ${i}/${numPages} of ${endpoint}...`);
- const raw = await source.fetchSearchResultsAsync<T>(endpoint, {
- ...searchParams,
- page_number: i,
- });
- const newRecords = raw.filter(rec => rec.date_modified * ONE_SECOND > startTime);
- const parsed = parseFn(newRecords);
- await repository.save<any>(parsed);
- saved += newRecords.length;
- }
- } catch (err) {
- logUtils.log(`Error fetching ${endpoint}, stopping: ${err.stack}`);
- } finally {
- logUtils.log(`Saved ${saved} items from ${endpoint}, done.`);
- }
-}
-
-async function fetchAndSaveActivityTypesAsync(source: CopperSource): Promise<void> {
- logUtils.log(`Fetching Copper activity types...`);
- const activityTypes = await source.fetchActivityTypesAsync();
- const repository = connection.getRepository(CopperActivityType);
- await repository.save(parseActivityTypes(activityTypes));
-}
-
-async function fetchAndSaveCustomFieldsAsync(source: CopperSource): Promise<void> {
- logUtils.log(`Fetching Copper custom fields...`);
- const customFields = await source.fetchCustomFieldsAsync();
- const repository = connection.getRepository(CopperCustomField);
- await repository.save(parseCustomFields(customFields));
-}
diff --git a/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts
deleted file mode 100644
index 4e00f258f..000000000
--- a/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts
+++ /dev/null
@@ -1,55 +0,0 @@
-import { logUtils } from '@0x/utils';
-import * as R from 'ramda';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import { DDEX_SOURCE, DdexMarket, DdexSource } from '../data_sources/ddex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseDdexOrders } from '../parsers/ddex_orders';
-import { handleError } from '../utils';
-
-// Number of orders to save at once.
-const BATCH_SAVE_SIZE = 1000;
-
-// Number of markets to retrieve orderbooks for at once.
-const MARKET_ORDERBOOK_REQUEST_BATCH_SIZE = 50;
-
-// Delay between market orderbook requests.
-const MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY = 5000;
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const ddexSource = new DdexSource();
- const markets = await ddexSource.getActiveMarketsAsync();
- for (const marketsChunk of R.splitEvery(MARKET_ORDERBOOK_REQUEST_BATCH_SIZE, markets)) {
- await Promise.all(
- marketsChunk.map(async (market: DdexMarket) => getAndSaveMarketOrderbookAsync(ddexSource, market)),
- );
- await new Promise<void>(resolve => setTimeout(resolve, MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY));
- }
- process.exit(0);
-})().catch(handleError);
-
-/**
- * Retrieve orderbook from Ddex API for a given market. Parse orders and insert
- * them into our database.
- * @param ddexSource Data source which can query Ddex API.
- * @param market Object from Ddex API containing market data.
- */
-async function getAndSaveMarketOrderbookAsync(ddexSource: DdexSource, market: DdexMarket): Promise<void> {
- const orderBook = await ddexSource.getMarketOrderbookAsync(market.id);
- const observedTimestamp = Date.now();
-
- logUtils.log(`${market.id}: Parsing orders.`);
- const orders = parseDdexOrders(orderBook, market, observedTimestamp, DDEX_SOURCE);
-
- if (orders.length > 0) {
- logUtils.log(`${market.id}: Saving ${orders.length} orders.`);
- const TokenOrderRepository = connection.getRepository(TokenOrder);
- await TokenOrderRepository.save(orders, { chunk: Math.ceil(orders.length / BATCH_SAVE_SIZE) });
- } else {
- logUtils.log(`${market.id}: 0 orders to save.`);
- }
-}
diff --git a/packages/pipeline/src/scripts/pull_erc20_events.ts b/packages/pipeline/src/scripts/pull_erc20_events.ts
deleted file mode 100644
index bd520c610..000000000
--- a/packages/pipeline/src/scripts/pull_erc20_events.ts
+++ /dev/null
@@ -1,96 +0,0 @@
-import { getContractAddressesForNetworkOrThrow } from '@0x/contract-addresses';
-import { web3Factory } from '@0x/dev-utils';
-import { Web3ProviderEngine } from '@0x/subproviders';
-import { logUtils } from '@0x/utils';
-import { Web3Wrapper } from '@0x/web3-wrapper';
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import { ERC20EventsSource } from '../data_sources/contract-wrappers/erc20_events';
-import { ERC20ApprovalEvent } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseERC20ApprovalEvents } from '../parsers/events';
-import { handleError, INFURA_ROOT_URL } from '../utils';
-
-const NETWORK_ID = 1;
-const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
-const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
-const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default endBlock.
-
-let connection: Connection;
-
-interface Token {
- // name is used for logging only.
- name: string;
- address: string;
- defaultStartBlock: number;
-}
-
-const tokensToGetApprovalEvents: Token[] = [
- {
- name: 'WETH',
- address: getContractAddressesForNetworkOrThrow(NETWORK_ID).etherToken,
- defaultStartBlock: 4719568, // Block when the WETH contract was deployed.
- },
- {
- name: 'ZRX',
- address: getContractAddressesForNetworkOrThrow(NETWORK_ID).zrxToken,
- defaultStartBlock: 4145415, // Block when the ZRX contract was deployed.
- },
- {
- name: 'DAI',
- address: '0x89d24a6b4ccb1b6faa2625fe562bdd9a23260359',
- defaultStartBlock: 4752008, // Block when the DAI contract was deployed.
- },
-];
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const provider = web3Factory.getRpcProvider({
- rpcUrl: INFURA_ROOT_URL,
- });
- const endBlock = await calculateEndBlockAsync(provider);
- for (const token of tokensToGetApprovalEvents) {
- await getAndSaveApprovalEventsAsync(provider, token, endBlock);
- }
- process.exit(0);
-})().catch(handleError);
-
-async function getAndSaveApprovalEventsAsync(
- provider: Web3ProviderEngine,
- token: Token,
- endBlock: number,
-): Promise<void> {
- logUtils.log(`Getting approval events for ${token.name}...`);
- logUtils.log('Checking existing approval events...');
- const repository = connection.getRepository(ERC20ApprovalEvent);
- const startBlock = (await getStartBlockAsync(token)) || token.defaultStartBlock;
-
- logUtils.log(`Getting approval events starting at ${startBlock}...`);
- const eventsSource = new ERC20EventsSource(provider, NETWORK_ID, token.address);
- const eventLogs = await eventsSource.getApprovalEventsAsync(startBlock, endBlock);
-
- logUtils.log(`Parsing ${eventLogs.length} approval events...`);
- const events = parseERC20ApprovalEvents(eventLogs);
- logUtils.log(`Retrieved and parsed ${events.length} total approval events.`);
- await repository.save(events, { chunk: Math.ceil(events.length / BATCH_SAVE_SIZE) });
-}
-
-async function calculateEndBlockAsync(provider: Web3ProviderEngine): Promise<number> {
- const web3Wrapper = new Web3Wrapper(provider);
- const currentBlock = await web3Wrapper.getBlockNumberAsync();
- return currentBlock - BLOCK_FINALITY_THRESHOLD;
-}
-
-async function getStartBlockAsync(token: Token): Promise<number | null> {
- const queryResult = await connection.query(
- `SELECT block_number FROM raw.erc20_approval_events WHERE token_address = $1 ORDER BY block_number DESC LIMIT 1`,
- [token.address],
- );
- if (queryResult.length === 0) {
- logUtils.log(`No existing approval events found for ${token.name}.`);
- return null;
- }
- const lastKnownBlock = queryResult[0].block_number;
- return lastKnownBlock - START_BLOCK_OFFSET;
-}
diff --git a/packages/pipeline/src/scripts/pull_exchange_events.ts b/packages/pipeline/src/scripts/pull_exchange_events.ts
deleted file mode 100644
index c2c56da6b..000000000
--- a/packages/pipeline/src/scripts/pull_exchange_events.ts
+++ /dev/null
@@ -1,152 +0,0 @@
-import { web3Factory } from '@0x/dev-utils';
-import { Web3ProviderEngine } from '@0x/subproviders';
-import { logUtils } from '@0x/utils';
-import { Web3Wrapper } from '@0x/web3-wrapper';
-import R = require('ramda');
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
-
-import { ExchangeEventsSource } from '../data_sources/contract-wrappers/exchange_events';
-import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeEvent, ExchangeFillEvent } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from '../parsers/events';
-import { EXCHANGE_START_BLOCK, handleError, INFURA_ROOT_URL } from '../utils';
-
-const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
-const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
-const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default endBlock.
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const provider = web3Factory.getRpcProvider({
- rpcUrl: INFURA_ROOT_URL,
- });
- const endBlock = await calculateEndBlockAsync(provider);
- const eventsSource = new ExchangeEventsSource(provider, 1);
- await getFillEventsAsync(eventsSource, endBlock);
- await getCancelEventsAsync(eventsSource, endBlock);
- await getCancelUpToEventsAsync(eventsSource, endBlock);
- process.exit(0);
-})().catch(handleError);
-
-async function getFillEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): Promise<void> {
- logUtils.log('Checking existing fill events...');
- const repository = connection.getRepository(ExchangeFillEvent);
- const startBlock = await getStartBlockAsync(repository);
- logUtils.log(`Getting fill events starting at ${startBlock}...`);
- const eventLogs = await eventsSource.getFillEventsAsync(startBlock, endBlock);
- logUtils.log('Parsing fill events...');
- const events = parseExchangeFillEvents(eventLogs);
- logUtils.log(`Retrieved and parsed ${events.length} total fill events.`);
- await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
-}
-
-async function getCancelEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): Promise<void> {
- logUtils.log('Checking existing cancel events...');
- const repository = connection.getRepository(ExchangeCancelEvent);
- const startBlock = await getStartBlockAsync(repository);
- logUtils.log(`Getting cancel events starting at ${startBlock}...`);
- const eventLogs = await eventsSource.getCancelEventsAsync(startBlock, endBlock);
- logUtils.log('Parsing cancel events...');
- const events = parseExchangeCancelEvents(eventLogs);
- logUtils.log(`Retrieved and parsed ${events.length} total cancel events.`);
- await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
-}
-
-async function getCancelUpToEventsAsync(eventsSource: ExchangeEventsSource, endBlock: number): Promise<void> {
- logUtils.log('Checking existing CancelUpTo events...');
- const repository = connection.getRepository(ExchangeCancelUpToEvent);
- const startBlock = await getStartBlockAsync(repository);
- logUtils.log(`Getting CancelUpTo events starting at ${startBlock}...`);
- const eventLogs = await eventsSource.getCancelUpToEventsAsync(startBlock, endBlock);
- logUtils.log('Parsing CancelUpTo events...');
- const events = parseExchangeCancelUpToEvents(eventLogs);
- logUtils.log(`Retrieved and parsed ${events.length} total CancelUpTo events.`);
- await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
-}
-
-const tableNameRegex = /^[a-zA-Z_]*$/;
-
-async function getStartBlockAsync<T extends ExchangeEvent>(repository: Repository<T>): Promise<number> {
- const fillEventCount = await repository.count();
- if (fillEventCount === 0) {
- logUtils.log(`No existing ${repository.metadata.name}s found.`);
- return EXCHANGE_START_BLOCK;
- }
- const tableName = repository.metadata.tableName;
- if (!tableNameRegex.test(tableName)) {
- throw new Error(`Unexpected special character in table name: ${tableName}`);
- }
- const queryResult = await connection.query(
- `SELECT block_number FROM raw.${tableName} ORDER BY block_number DESC LIMIT 1`,
- );
- const lastKnownBlock = queryResult[0].block_number;
- return lastKnownBlock - START_BLOCK_OFFSET;
-}
-
-async function saveEventsAsync<T extends ExchangeEvent>(
- isInitialPull: boolean,
- repository: Repository<T>,
- events: T[],
-): Promise<void> {
- logUtils.log(`Saving ${repository.metadata.name}s...`);
- if (isInitialPull) {
- // Split data into numChunks pieces of maximum size BATCH_SAVE_SIZE
- // each.
- for (const eventsBatch of R.splitEvery(BATCH_SAVE_SIZE, events)) {
- await repository.insert(eventsBatch);
- }
- } else {
- // If we possibly have some overlap where we need to update some
- // existing events, we need to use our workaround/fallback.
- await saveIndividuallyWithFallbackAsync(repository, events);
- }
- const totalEvents = await repository.count();
- logUtils.log(`Done saving events. There are now ${totalEvents} total ${repository.metadata.name}s.`);
-}
-
-async function saveIndividuallyWithFallbackAsync<T extends ExchangeEvent>(
- repository: Repository<T>,
- events: T[],
-): Promise<void> {
- // Note(albrow): This is a temporary hack because `save` is not working as
- // documented and is causing a primary key constraint violation. Hopefully
- // can remove later because this "poor man's upsert" implementation operates
- // on one event at a time and is therefore much slower.
- for (const event of events) {
- try {
- // First try an insert.
- await repository.insert(event);
- } catch (err) {
- if (err.message.includes('duplicate key value violates unique constraint')) {
- logUtils.log("Ignore the preceeding INSERT failure; it's not unexpected");
- } else {
- throw err;
- }
- // If it fails, assume it was a primary key constraint error and try
- // doing an update instead.
- // Note(albrow): Unfortunately the `as any` hack here seems
- // required. I can't figure out how to convince the type-checker
- // that the criteria and the entity itself are the correct type for
- // the given repository. If we can remove the `save` hack then this
- // will probably no longer be necessary.
- await repository.update(
- {
- contractAddress: event.contractAddress,
- blockNumber: event.blockNumber,
- logIndex: event.logIndex,
- transactionHash: event.transactionHash,
- } as any,
- event as any,
- );
- }
- }
-}
-
-async function calculateEndBlockAsync(provider: Web3ProviderEngine): Promise<number> {
- const web3Wrapper = new Web3Wrapper(provider);
- const currentBlock = await web3Wrapper.getBlockNumberAsync();
- return currentBlock - BLOCK_FINALITY_THRESHOLD;
-}
diff --git a/packages/pipeline/src/scripts/pull_idex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_idex_orderbook_snapshots.ts
deleted file mode 100644
index 490b17766..000000000
--- a/packages/pipeline/src/scripts/pull_idex_orderbook_snapshots.ts
+++ /dev/null
@@ -1,63 +0,0 @@
-import { logUtils } from '@0x/utils';
-import * as R from 'ramda';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import { IDEX_SOURCE, IdexSource } from '../data_sources/idex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseIdexOrders } from '../parsers/idex_orders';
-import { handleError } from '../utils';
-
-// Number of orders to save at once.
-const BATCH_SAVE_SIZE = 1000;
-
-// Number of markets to retrieve orderbooks for at once.
-const MARKET_ORDERBOOK_REQUEST_BATCH_SIZE = 100;
-
-// Delay between market orderbook requests.
-const MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY = 2000;
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const idexSource = new IdexSource();
- logUtils.log('Getting all IDEX markets');
- const markets = await idexSource.getMarketsAsync();
- logUtils.log(`Got ${markets.length} markets.`);
- for (const marketsChunk of R.splitEvery(MARKET_ORDERBOOK_REQUEST_BATCH_SIZE, markets)) {
- await Promise.all(
- marketsChunk.map(async (marketId: string) => getAndSaveMarketOrderbookAsync(idexSource, marketId)),
- );
- await new Promise<void>(resolve => setTimeout(resolve, MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY));
- }
- process.exit(0);
-})().catch(handleError);
-
-/**
- * Retrieve orderbook from Idex API for a given market. Parse orders and insert
- * them into our database.
- * @param idexSource Data source which can query Idex API.
- * @param marketId String representing market of interest, eg. 'ETH_TIC'.
- */
-async function getAndSaveMarketOrderbookAsync(idexSource: IdexSource, marketId: string): Promise<void> {
- logUtils.log(`${marketId}: Retrieving orderbook.`);
- const orderBook = await idexSource.getMarketOrderbookAsync(marketId);
- const observedTimestamp = Date.now();
-
- if (!R.has('bids', orderBook) || !R.has('asks', orderBook)) {
- logUtils.warn(`${marketId}: Orderbook faulty.`);
- return;
- }
-
- logUtils.log(`${marketId}: Parsing orders.`);
- const orders = parseIdexOrders(orderBook, observedTimestamp, IDEX_SOURCE);
-
- if (orders.length > 0) {
- logUtils.log(`${marketId}: Saving ${orders.length} orders.`);
- const TokenOrderRepository = connection.getRepository(TokenOrder);
- await TokenOrderRepository.save(orders, { chunk: Math.ceil(orders.length / BATCH_SAVE_SIZE) });
- } else {
- logUtils.log(`${marketId}: 0 orders to save.`);
- }
-}
diff --git a/packages/pipeline/src/scripts/pull_missing_blocks.ts b/packages/pipeline/src/scripts/pull_missing_blocks.ts
deleted file mode 100644
index 345ea38fe..000000000
--- a/packages/pipeline/src/scripts/pull_missing_blocks.ts
+++ /dev/null
@@ -1,91 +0,0 @@
-import { web3Factory } from '@0x/dev-utils';
-import { logUtils } from '@0x/utils';
-
-import * as Parallel from 'async-parallel';
-import R = require('ramda');
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
-
-import { Web3Source } from '../data_sources/web3';
-import { Block } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseBlock } from '../parsers/web3';
-import { handleError, INFURA_ROOT_URL } from '../utils';
-
-// Number of blocks to save at once.
-const BATCH_SAVE_SIZE = 1000;
-// Maximum number of requests to send at once.
-const MAX_CONCURRENCY = 20;
-// Maximum number of blocks to query for at once. This is also the maximum
-// number of blocks we will hold in memory prior to being saved to the database.
-const MAX_BLOCKS_PER_QUERY = 1000;
-
-let connection: Connection;
-
-const tablesWithMissingBlocks = [
- 'raw.exchange_fill_events',
- 'raw.exchange_cancel_events',
- 'raw.exchange_cancel_up_to_events',
- 'raw.erc20_approval_events',
-];
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const provider = web3Factory.getRpcProvider({
- rpcUrl: INFURA_ROOT_URL,
- });
- const web3Source = new Web3Source(provider);
- for (const tableName of tablesWithMissingBlocks) {
- await getAllMissingBlocksAsync(web3Source, tableName);
- }
- process.exit(0);
-})().catch(handleError);
-
-interface MissingBlocksResponse {
- block_number: string;
-}
-
-async function getAllMissingBlocksAsync(web3Source: Web3Source, tableName: string): Promise<void> {
- const blocksRepository = connection.getRepository(Block);
- while (true) {
- logUtils.log(`Checking for missing blocks in ${tableName}...`);
- const blockNumbers = await getMissingBlockNumbersAsync(tableName);
- if (blockNumbers.length === 0) {
- // There are no more missing blocks. We're done.
- break;
- }
- await getAndSaveBlocksAsync(web3Source, blocksRepository, blockNumbers);
- }
- const totalBlocks = await blocksRepository.count();
- logUtils.log(`Done saving blocks for ${tableName}. There are now ${totalBlocks} total blocks.`);
-}
-
-async function getMissingBlockNumbersAsync(tableName: string): Promise<number[]> {
- // This query returns up to `MAX_BLOCKS_PER_QUERY` distinct block numbers
- // which are present in `tableName` but not in `raw.blocks`.
- const response = (await connection.query(
- `SELECT DISTINCT(block_number) FROM ${tableName} LEFT JOIN raw.blocks ON ${tableName}.block_number = raw.blocks.number WHERE number IS NULL LIMIT $1;`,
- [MAX_BLOCKS_PER_QUERY],
- )) as MissingBlocksResponse[];
- const blockNumberStrings = R.pluck('block_number', response);
- const blockNumbers = R.map(parseInt, blockNumberStrings);
- logUtils.log(`Found ${blockNumbers.length} missing blocks.`);
- return blockNumbers;
-}
-
-async function getAndSaveBlocksAsync(
- web3Source: Web3Source,
- blocksRepository: Repository<Block>,
- blockNumbers: number[],
-): Promise<void> {
- logUtils.log(`Getting block data for ${blockNumbers.length} blocks...`);
- Parallel.setConcurrency(MAX_CONCURRENCY);
- const rawBlocks = await Parallel.map(blockNumbers, async (blockNumber: number) =>
- web3Source.getBlockInfoAsync(blockNumber),
- );
- logUtils.log(`Parsing ${rawBlocks.length} blocks...`);
- const blocks = R.map(parseBlock, rawBlocks);
- logUtils.log(`Saving ${blocks.length} blocks...`);
- await blocksRepository.save(blocks, { chunk: Math.ceil(blocks.length / BATCH_SAVE_SIZE) });
- logUtils.log('Done saving this batch of blocks');
-}
diff --git a/packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts
deleted file mode 100644
index c4dcf6c83..000000000
--- a/packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts
+++ /dev/null
@@ -1,58 +0,0 @@
-import { logUtils } from '@0x/utils';
-import * as R from 'ramda';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import { OASIS_SOURCE, OasisMarket, OasisSource } from '../data_sources/oasis';
-import { TokenOrderbookSnapshot as TokenOrder } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseOasisOrders } from '../parsers/oasis_orders';
-import { handleError } from '../utils';
-
-// Number of orders to save at once.
-const BATCH_SAVE_SIZE = 1000;
-
-// Number of markets to retrieve orderbooks for at once.
-const MARKET_ORDERBOOK_REQUEST_BATCH_SIZE = 50;
-
-// Delay between market orderbook requests.
-const MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY = 1000;
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const oasisSource = new OasisSource();
- logUtils.log('Getting all active Oasis markets');
- const markets = await oasisSource.getActiveMarketsAsync();
- logUtils.log(`Got ${markets.length} markets.`);
- for (const marketsChunk of R.splitEvery(MARKET_ORDERBOOK_REQUEST_BATCH_SIZE, markets)) {
- await Promise.all(
- marketsChunk.map(async (market: OasisMarket) => getAndSaveMarketOrderbookAsync(oasisSource, market)),
- );
- await new Promise<void>(resolve => setTimeout(resolve, MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY));
- }
- process.exit(0);
-})().catch(handleError);
-
-/**
- * Retrieve orderbook from Oasis API for a given market. Parse orders and insert
- * them into our database.
- * @param oasisSource Data source which can query Oasis API.
- * @param marketId String identifying market we want data for. eg. 'REPAUG'.
- */
-async function getAndSaveMarketOrderbookAsync(oasisSource: OasisSource, market: OasisMarket): Promise<void> {
- logUtils.log(`${market.id}: Retrieving orderbook.`);
- const orderBook = await oasisSource.getMarketOrderbookAsync(market.id);
- const observedTimestamp = Date.now();
-
- logUtils.log(`${market.id}: Parsing orders.`);
- const orders = parseOasisOrders(orderBook, market, observedTimestamp, OASIS_SOURCE);
-
- if (orders.length > 0) {
- logUtils.log(`${market.id}: Saving ${orders.length} orders.`);
- const TokenOrderRepository = connection.getRepository(TokenOrder);
- await TokenOrderRepository.save(orders, { chunk: Math.ceil(orders.length / BATCH_SAVE_SIZE) });
- } else {
- logUtils.log(`${market.id}: 0 orders to save.`);
- }
-}
diff --git a/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts b/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts
deleted file mode 100644
index caac7b9d4..000000000
--- a/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts
+++ /dev/null
@@ -1,96 +0,0 @@
-import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
-
-import { logUtils } from '@0x/utils';
-
-import { CryptoCompareOHLCVSource } from '../data_sources/ohlcv_external/crypto_compare';
-import { OHLCVExternal } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { OHLCVMetadata, parseRecords } from '../parsers/ohlcv_external/crypto_compare';
-import { handleError } from '../utils';
-import { fetchOHLCVTradingPairsAsync, TradingPair } from '../utils/get_ohlcv_trading_pairs';
-
-const SOURCE_NAME = 'CryptoCompare';
-const TWO_HOURS_AGO = new Date().getTime() - 2 * 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
-
-const MAX_REQS_PER_SECOND = parseInt(process.env.CRYPTOCOMPARE_MAX_REQS_PER_SECOND || '15', 10); // tslint:disable-line:custom-no-magic-numbers
-const EARLIEST_BACKFILL_DATE = process.env.OHLCV_EARLIEST_BACKFILL_DATE || '2014-06-01';
-const EARLIEST_BACKFILL_TIME = new Date(EARLIEST_BACKFILL_DATE).getTime();
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const repository = connection.getRepository(OHLCVExternal);
- const source = new CryptoCompareOHLCVSource(MAX_REQS_PER_SECOND);
-
- const jobTime = new Date().getTime();
- const tradingPairs = await fetchOHLCVTradingPairsAsync(connection, SOURCE_NAME, EARLIEST_BACKFILL_TIME);
- logUtils.log(`Starting ${tradingPairs.length} job(s) to scrape Crypto Compare for OHLCV records...`);
-
- const fetchAndSavePromises = tradingPairs.map(async pair => {
- const pairs = source.generateBackfillIntervals(pair);
- return fetchAndSaveAsync(source, repository, jobTime, pairs);
- });
- await Promise.all(fetchAndSavePromises);
- logUtils.log(`Finished scraping OHLCV records from Crypto Compare, exiting...`);
- process.exit(0);
-})().catch(handleError);
-
-async function fetchAndSaveAsync(
- source: CryptoCompareOHLCVSource,
- repository: Repository<OHLCVExternal>,
- jobTime: number,
- pairs: TradingPair[],
-): Promise<void> {
- const sortAscTimestamp = (a: TradingPair, b: TradingPair): number => {
- if (a.latestSavedTime < b.latestSavedTime) {
- return -1;
- } else if (a.latestSavedTime > b.latestSavedTime) {
- return 1;
- } else {
- return 0;
- }
- };
- pairs.sort(sortAscTimestamp);
-
- let i = 0;
- while (i < pairs.length) {
- const pair = pairs[i];
- if (pair.latestSavedTime > TWO_HOURS_AGO) {
- break;
- }
- try {
- const records = await source.getHourlyOHLCVAsync(pair);
- logUtils.log(`Retrieved ${records.length} records for ${JSON.stringify(pair)}`);
- if (records.length > 0) {
- const metadata: OHLCVMetadata = {
- exchange: source.defaultExchange,
- fromSymbol: pair.fromSymbol,
- toSymbol: pair.toSymbol,
- source: SOURCE_NAME,
- observedTimestamp: jobTime,
- interval: source.intervalBetweenRecords,
- };
- const parsedRecords = parseRecords(records, metadata);
- await saveRecordsAsync(repository, parsedRecords);
- }
- i++;
- } catch (err) {
- logUtils.log(`Error scraping OHLCVRecords, stopping task for ${JSON.stringify(pair)} [${err}]`);
- break;
- }
- }
- return Promise.resolve();
-}
-
-async function saveRecordsAsync(repository: Repository<OHLCVExternal>, records: OHLCVExternal[]): Promise<void> {
- const metadata = [
- records[0].fromSymbol,
- records[0].toSymbol,
- new Date(records[0].startTime),
- new Date(records[records.length - 1].endTime),
- ];
-
- logUtils.log(`Saving ${records.length} records to ${repository.metadata.name}... ${JSON.stringify(metadata)}`);
- await repository.save(records);
-}
diff --git a/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts
deleted file mode 100644
index 34345f355..000000000
--- a/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts
+++ /dev/null
@@ -1,87 +0,0 @@
-import { logUtils } from '@0x/utils';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import {
- PARADEX_SOURCE,
- ParadexActiveMarketsResponse,
- ParadexMarket,
- ParadexSource,
- ParadexTokenInfoResponse,
-} from '../data_sources/paradex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseParadexOrders } from '../parsers/paradex_orders';
-import { handleError } from '../utils';
-
-// Number of orders to save at once.
-const BATCH_SAVE_SIZE = 1000;
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- const apiKey = process.env.PARADEX_DATA_PIPELINE_API_KEY;
- if (apiKey === undefined) {
- throw new Error('Missing required env var: PARADEX_DATA_PIPELINE_API_KEY');
- }
- const paradexSource = new ParadexSource(apiKey);
- const markets = await paradexSource.getActiveMarketsAsync();
- const tokenInfoResponse = await paradexSource.getTokenInfoAsync();
- const extendedMarkets = addTokenAddresses(markets, tokenInfoResponse);
- await Promise.all(
- extendedMarkets.map(async (market: ParadexMarket) => getAndSaveMarketOrderbookAsync(paradexSource, market)),
- );
- process.exit(0);
-})().catch(handleError);
-
-/**
- * Extend the default ParadexMarket objects with token addresses.
- * @param markets An array of ParadexMarket objects.
- * @param tokenInfoResponse An array of ParadexTokenInfo containing the addresses.
- */
-function addTokenAddresses(
- markets: ParadexActiveMarketsResponse,
- tokenInfoResponse: ParadexTokenInfoResponse,
-): ParadexMarket[] {
- const symbolAddressMapping = new Map<string, string>();
- tokenInfoResponse.forEach(tokenInfo => symbolAddressMapping.set(tokenInfo.symbol, tokenInfo.address));
-
- markets.forEach((market: ParadexMarket) => {
- if (symbolAddressMapping.has(market.baseToken)) {
- market.baseTokenAddress = symbolAddressMapping.get(market.baseToken);
- } else {
- market.quoteTokenAddress = '';
- logUtils.warn(`${market.baseToken}: No address found.`);
- }
-
- if (symbolAddressMapping.has(market.quoteToken)) {
- market.quoteTokenAddress = symbolAddressMapping.get(market.quoteToken);
- } else {
- market.quoteTokenAddress = '';
- logUtils.warn(`${market.quoteToken}: No address found.`);
- }
- });
- return markets;
-}
-
-/**
- * Retrieve orderbook from Paradex API for a given market. Parse orders and insert
- * them into our database.
- * @param paradexSource Data source which can query the Paradex API.
- * @param market Object from the Paradex API with information about the market in question.
- */
-async function getAndSaveMarketOrderbookAsync(paradexSource: ParadexSource, market: ParadexMarket): Promise<void> {
- const paradexOrderbookResponse = await paradexSource.getMarketOrderbookAsync(market.symbol);
- const observedTimestamp = Date.now();
-
- logUtils.log(`${market.symbol}: Parsing orders.`);
- const orders = parseParadexOrders(paradexOrderbookResponse, market, observedTimestamp, PARADEX_SOURCE);
-
- if (orders.length > 0) {
- logUtils.log(`${market.symbol}: Saving ${orders.length} orders.`);
- const tokenOrderRepository = connection.getRepository(TokenOrder);
- await tokenOrderRepository.save(orders, { chunk: Math.ceil(orders.length / BATCH_SAVE_SIZE) });
- } else {
- logUtils.log(`${market.symbol}: 0 orders to save.`);
- }
-}
diff --git a/packages/pipeline/src/scripts/pull_radar_relay_orders.ts b/packages/pipeline/src/scripts/pull_radar_relay_orders.ts
deleted file mode 100644
index 8e8720803..000000000
--- a/packages/pipeline/src/scripts/pull_radar_relay_orders.ts
+++ /dev/null
@@ -1,62 +0,0 @@
-import { HttpClient } from '@0x/connect';
-import { logUtils } from '@0x/utils';
-
-import * as R from 'ramda';
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection, EntityManager } from 'typeorm';
-
-import { createObservedTimestampForOrder, SraOrder } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseSraOrders } from '../parsers/sra_orders';
-import { handleError } from '../utils';
-
-const RADAR_RELAY_URL = 'https://api.radarrelay.com/0x/v2';
-const ORDERS_PER_PAGE = 10000; // Number of orders to get per request.
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- await getOrderbookAsync();
- process.exit(0);
-})().catch(handleError);
-
-async function getOrderbookAsync(): Promise<void> {
- logUtils.log('Getting all orders...');
- const connectClient = new HttpClient(RADAR_RELAY_URL);
- const rawOrders = await connectClient.getOrdersAsync({
- perPage: ORDERS_PER_PAGE,
- });
- logUtils.log(`Got ${rawOrders.records.length} orders.`);
- logUtils.log('Parsing orders...');
- // Parse the sra orders, then add source url to each.
- const orders = R.pipe(
- parseSraOrders,
- R.map(setSourceUrl(RADAR_RELAY_URL)),
- )(rawOrders);
- // Save all the orders and update the observed time stamps in a single
- // transaction.
- logUtils.log('Saving orders and updating timestamps...');
- const observedTimestamp = Date.now();
- await connection.transaction(
- async (manager: EntityManager): Promise<void> => {
- for (const order of orders) {
- await manager.save(SraOrder, order);
- const orderObservation = createObservedTimestampForOrder(order, observedTimestamp);
- await manager.save(orderObservation);
- }
- },
- );
-}
-
-const sourceUrlProp = R.lensProp('sourceUrl');
-
-/**
- * Sets the source url for a single order. Returns a new order instead of
- * mutating the given one.
- */
-const setSourceUrl = R.curry(
- (sourceURL: string, order: SraOrder): SraOrder => {
- return R.set(sourceUrlProp, sourceURL, order);
- },
-);
diff --git a/packages/pipeline/src/scripts/pull_trusted_tokens.ts b/packages/pipeline/src/scripts/pull_trusted_tokens.ts
deleted file mode 100644
index 8afb3e052..000000000
--- a/packages/pipeline/src/scripts/pull_trusted_tokens.ts
+++ /dev/null
@@ -1,48 +0,0 @@
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import { logUtils } from '@0x/utils';
-
-import { MetamaskTrustedTokenMeta, TrustedTokenSource, ZeroExTrustedTokenMeta } from '../data_sources/trusted_tokens';
-import { TokenMetadata } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseMetamaskTrustedTokens, parseZeroExTrustedTokens } from '../parsers/token_metadata';
-import { handleError } from '../utils';
-
-const METAMASK_TRUSTED_TOKENS_URL =
- 'https://raw.githubusercontent.com/MetaMask/eth-contract-metadata/d45916c533116510cc8e9e048a8b5fc3732a6b6d/contract-map.json';
-
-const ZEROEX_TRUSTED_TOKENS_URL = 'https://website-api.0xproject.com/tokens';
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- await getMetamaskTrustedTokensAsync();
- await getZeroExTrustedTokensAsync();
- process.exit(0);
-})().catch(handleError);
-
-async function getMetamaskTrustedTokensAsync(): Promise<void> {
- logUtils.log('Getting latest metamask trusted tokens list ...');
- const trustedTokensRepository = connection.getRepository(TokenMetadata);
- const trustedTokensSource = new TrustedTokenSource<Map<string, MetamaskTrustedTokenMeta>>(
- METAMASK_TRUSTED_TOKENS_URL,
- );
- const resp = await trustedTokensSource.getTrustedTokenMetaAsync();
- const trustedTokens = parseMetamaskTrustedTokens(resp);
- logUtils.log('Saving metamask trusted tokens list');
- await trustedTokensRepository.save(trustedTokens);
- logUtils.log('Done saving metamask trusted tokens.');
-}
-
-async function getZeroExTrustedTokensAsync(): Promise<void> {
- logUtils.log('Getting latest 0x trusted tokens list ...');
- const trustedTokensRepository = connection.getRepository(TokenMetadata);
- const trustedTokensSource = new TrustedTokenSource<ZeroExTrustedTokenMeta[]>(ZEROEX_TRUSTED_TOKENS_URL);
- const resp = await trustedTokensSource.getTrustedTokenMetaAsync();
- const trustedTokens = parseZeroExTrustedTokens(resp);
- logUtils.log('Saving metamask trusted tokens list');
- await trustedTokensRepository.save(trustedTokens);
- logUtils.log('Done saving metamask trusted tokens.');
-}
diff --git a/packages/pipeline/src/scripts/update_relayer_info.ts b/packages/pipeline/src/scripts/update_relayer_info.ts
deleted file mode 100644
index 910a0157c..000000000
--- a/packages/pipeline/src/scripts/update_relayer_info.ts
+++ /dev/null
@@ -1,34 +0,0 @@
-import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
-
-import { logUtils } from '@0x/utils';
-
-import { RelayerRegistrySource } from '../data_sources/relayer-registry';
-import { Relayer } from '../entities';
-import * as ormConfig from '../ormconfig';
-import { parseRelayers } from '../parsers/relayer_registry';
-import { handleError } from '../utils';
-
-// NOTE(albrow): We need to manually update this URL for now. Fix this when we
-// have the relayer-registry behind semantic versioning.
-const RELAYER_REGISTRY_URL =
- 'https://raw.githubusercontent.com/0xProject/0x-relayer-registry/4701c85677d161ea729a466aebbc1826c6aa2c0b/relayers.json';
-
-let connection: Connection;
-
-(async () => {
- connection = await createConnection(ormConfig as ConnectionOptions);
- await getRelayersAsync();
- process.exit(0);
-})().catch(handleError);
-
-async function getRelayersAsync(): Promise<void> {
- logUtils.log('Getting latest relayer info...');
- const relayerRepository = connection.getRepository(Relayer);
- const relayerSource = new RelayerRegistrySource(RELAYER_REGISTRY_URL);
- const relayersResp = await relayerSource.getRelayerInfoAsync();
- const relayers = parseRelayers(relayersResp);
- logUtils.log('Saving relayer info...');
- await relayerRepository.save(relayers);
- logUtils.log('Done saving relayer info.');
-}
diff --git a/packages/pipeline/src/types.ts b/packages/pipeline/src/types.ts
deleted file mode 100644
index 5f2121807..000000000
--- a/packages/pipeline/src/types.ts
+++ /dev/null
@@ -1,9 +0,0 @@
-export enum AssetType {
- ERC20 = 'erc20',
- ERC721 = 'erc721',
- MultiAsset = 'multiAsset',
-}
-export enum OrderType {
- Bid = 'bid',
- Ask = 'ask',
-}
diff --git a/packages/pipeline/src/utils/constants.ts b/packages/pipeline/src/utils/constants.ts
deleted file mode 100644
index 56f3e82d8..000000000
--- a/packages/pipeline/src/utils/constants.ts
+++ /dev/null
@@ -1,3 +0,0 @@
-// Block number when the Exchange contract was deployed to mainnet.
-export const EXCHANGE_START_BLOCK = 6271590;
-export const INFURA_ROOT_URL = 'https://mainnet.infura.io';
diff --git a/packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts b/packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts
deleted file mode 100644
index 19f81344e..000000000
--- a/packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts
+++ /dev/null
@@ -1,116 +0,0 @@
-import { fetchAsync } from '@0x/utils';
-import * as R from 'ramda';
-import { Connection } from 'typeorm';
-
-export interface TradingPair {
- fromSymbol: string;
- toSymbol: string;
- latestSavedTime: number;
-}
-
-const COINLIST_API = 'https://min-api.cryptocompare.com/data/all/coinlist?BuiltOn=7605';
-
-interface CryptoCompareCoinListResp {
- Data: Map<string, CryptoCompareCoin>;
-}
-
-interface CryptoCompareCoin {
- Symbol: string;
- BuiltOn: string;
- SmartContractAddress: string;
-}
-
-const TO_CURRENCIES = ['USD', 'EUR', 'ETH', 'USDT'];
-const ETHEREUM_IDENTIFIER = '7605';
-const HTTP_OK_STATUS = 200;
-
-interface StaticPair {
- fromSymbol: string;
- toSymbol: string;
-}
-const SPECIAL_CASES: StaticPair[] = [
- {
- fromSymbol: 'ETH',
- toSymbol: 'USD',
- },
-];
-
-/**
- * Get trading pairs with latest scraped time for OHLCV records
- * @param conn a typeorm Connection to postgres
- */
-export async function fetchOHLCVTradingPairsAsync(
- conn: Connection,
- source: string,
- earliestBackfillTime: number,
-): Promise<TradingPair[]> {
- // fetch existing ohlcv records
- const latestTradingPairs: Array<{
- from_symbol: string;
- to_symbol: string;
- latest: string;
- }> = await conn.query(`SELECT
- MAX(end_time) as latest,
- from_symbol,
- to_symbol
- FROM raw.ohlcv_external
- GROUP BY from_symbol, to_symbol;`);
-
- // build addressable index: { fromsym: { tosym: time }}
- const latestTradingPairsIndex: { [fromSym: string]: { [toSym: string]: number } } = {};
- latestTradingPairs.forEach(pair => {
- const latestIndex: { [toSym: string]: number } = latestTradingPairsIndex[pair.from_symbol] || {};
- latestIndex[pair.to_symbol] = parseInt(pair.latest, 10); // tslint:disable-line:custom-no-magic-numbers
- latestTradingPairsIndex[pair.from_symbol] = latestIndex;
- });
-
- // match time to special cases
- const specialCases: TradingPair[] = SPECIAL_CASES.map(pair => {
- const latestSavedTime =
- R.path<number>([pair.fromSymbol, pair.toSymbol], latestTradingPairsIndex) || earliestBackfillTime;
- return R.assoc('latestSavedTime', latestSavedTime, pair);
- });
-
- // get token symbols used by Crypto Compare
- const allCoinsResp = await fetchAsync(COINLIST_API);
- if (allCoinsResp.status !== HTTP_OK_STATUS) {
- return [];
- }
- const allCoins: CryptoCompareCoinListResp = await allCoinsResp.json();
- const erc20CoinsIndex: Map<string, string> = new Map();
- Object.entries(allCoins.Data).forEach(pair => {
- const [symbol, coinData] = pair;
- if (coinData.BuiltOn === ETHEREUM_IDENTIFIER && coinData.SmartContractAddress !== 'N/A') {
- erc20CoinsIndex.set(coinData.SmartContractAddress.toLowerCase(), symbol);
- }
- });
-
- // fetch all tokens that are traded on 0x
- const rawEventTokenAddresses: Array<{ tokenaddress: string }> = await conn.query(
- `SELECT DISTINCT(maker_token_address) as tokenaddress FROM raw.exchange_fill_events UNION
- SELECT DISTINCT(taker_token_address) as tokenaddress FROM raw.exchange_fill_events`,
- );
-
- // tslint:disable-next-line:no-unbound-method
- const eventTokenAddresses = R.pluck('tokenaddress', rawEventTokenAddresses).map(R.toLower);
-
- // join token addresses with CC symbols
- const eventTokenSymbols: string[] = eventTokenAddresses
- .filter(tokenAddress => erc20CoinsIndex.has(tokenAddress))
- .map(tokenAddress => erc20CoinsIndex.get(tokenAddress) as string);
-
- // join traded tokens with fiat and latest backfill time
- const eventTradingPairs: TradingPair[] = R.chain(sym => {
- return TO_CURRENCIES.map(fiat => {
- const pair = {
- fromSymbol: sym,
- toSymbol: fiat,
- latestSavedTime: R.path<number>([sym, fiat], latestTradingPairsIndex) || earliestBackfillTime,
- };
- return pair;
- });
- }, eventTokenSymbols);
-
- // join with special cases
- return R.concat(eventTradingPairs, specialCases);
-}
diff --git a/packages/pipeline/src/utils/index.ts b/packages/pipeline/src/utils/index.ts
deleted file mode 100644
index 094c0178e..000000000
--- a/packages/pipeline/src/utils/index.ts
+++ /dev/null
@@ -1,53 +0,0 @@
-import { BigNumber } from '@0x/utils';
-export * from './transformers';
-export * from './constants';
-
-/**
- * If the given BigNumber is not null, returns the string representation of that
- * number. Otherwise, returns null.
- * @param n The number to convert.
- */
-export function bigNumbertoStringOrNull(n: BigNumber): string | null {
- if (n == null) {
- return null;
- }
- return n.toString();
-}
-
-/**
- * If value is null or undefined, returns null. Otherwise converts value to a
- * BigNumber.
- * @param value A string or number to be converted to a BigNumber
- */
-export function toBigNumberOrNull(value: string | number | null): BigNumber | null {
- switch (value) {
- case null:
- case undefined:
- return null;
- default:
- return new BigNumber(value);
- }
-}
-
-/**
- * Logs an error by intelligently checking for `message` and `stack` properties.
- * Intended for use with top-level immediately invoked asynchronous functions.
- * @param e the error to log.
- */
-export function handleError(e: any): void {
- if (e.message != null) {
- // tslint:disable-next-line:no-console
- console.error(e.message);
- } else {
- // tslint:disable-next-line:no-console
- console.error('Unknown error');
- }
- if (e.stack != null) {
- // tslint:disable-next-line:no-console
- console.error(e.stack);
- } else {
- // tslint:disable-next-line:no-console
- console.error('(No stack trace)');
- }
- process.exit(1);
-}
diff --git a/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts b/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts
deleted file mode 100644
index 2cd05a616..000000000
--- a/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts
+++ /dev/null
@@ -1,20 +0,0 @@
-import { AssetProxyId } from '@0x/types';
-
-import { AssetType } from '../../types';
-
-/**
- * Converts an assetProxyId to its string equivalent
- * @param assetProxyId Id of AssetProxy
- */
-export function convertAssetProxyIdToType(assetProxyId: AssetProxyId): AssetType {
- switch (assetProxyId) {
- case AssetProxyId.ERC20:
- return AssetType.ERC20;
- case AssetProxyId.ERC721:
- return AssetType.ERC721;
- case AssetProxyId.MultiAsset:
- return AssetType.MultiAsset;
- default:
- throw new Error(`${assetProxyId} not a supported assetProxyId`);
- }
-}
diff --git a/packages/pipeline/src/utils/transformers/big_number.ts b/packages/pipeline/src/utils/transformers/big_number.ts
deleted file mode 100644
index 5f2e4d565..000000000
--- a/packages/pipeline/src/utils/transformers/big_number.ts
+++ /dev/null
@@ -1,16 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { ValueTransformer } from 'typeorm/decorator/options/ValueTransformer';
-
-export class BigNumberTransformer implements ValueTransformer {
- // tslint:disable-next-line:prefer-function-over-method
- public to(value: BigNumber | null): string | null {
- return value === null ? null : value.toString();
- }
-
- // tslint:disable-next-line:prefer-function-over-method
- public from(value: string | null): BigNumber | null {
- return value === null ? null : new BigNumber(value);
- }
-}
-
-export const bigNumberTransformer = new BigNumberTransformer();
diff --git a/packages/pipeline/src/utils/transformers/index.ts b/packages/pipeline/src/utils/transformers/index.ts
deleted file mode 100644
index 31a4c9223..000000000
--- a/packages/pipeline/src/utils/transformers/index.ts
+++ /dev/null
@@ -1,3 +0,0 @@
-export * from './big_number';
-export * from './number_to_bigint';
-export * from './asset_proxy_id_types';
diff --git a/packages/pipeline/src/utils/transformers/number_to_bigint.ts b/packages/pipeline/src/utils/transformers/number_to_bigint.ts
deleted file mode 100644
index 8fbd52093..000000000
--- a/packages/pipeline/src/utils/transformers/number_to_bigint.ts
+++ /dev/null
@@ -1,31 +0,0 @@
-import { BigNumber } from '@0x/utils';
-import { ValueTransformer } from 'typeorm/decorator/options/ValueTransformer';
-
-const decimalRadix = 10;
-
-// Can be used to convert a JavaScript number type to a Postgres bigint type and
-// vice versa. By default TypeORM will silently convert number types to string
-// if the corresponding Postgres type is bigint. See
-// https://github.com/typeorm/typeorm/issues/2400 for more information.
-export class NumberToBigIntTransformer implements ValueTransformer {
- // tslint:disable-next-line:prefer-function-over-method
- public to(value: number): string | null {
- if (value === null || value === undefined) {
- return null;
- } else {
- return value.toString();
- }
- }
-
- // tslint:disable-next-line:prefer-function-over-method
- public from(value: string): number {
- if (new BigNumber(value).isGreaterThan(Number.MAX_SAFE_INTEGER)) {
- throw new Error(
- `Attempted to convert PostgreSQL bigint value (${value}) to JavaScript number type but it is too big to safely convert`,
- );
- }
- return Number.parseInt(value, decimalRadix);
- }
-}
-
-export const numberToBigIntTransformer = new NumberToBigIntTransformer();