1 files changed, 103 insertions, 0 deletions
diff --git a/packages/pipeline/src/data_sources/oasis/index.ts b/packages/pipeline/src/data_sources/oasis/index.ts
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index 000000000..3b30e9dfd
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+++ b/packages/pipeline/src/data_sources/oasis/index.ts
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+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;
+    }
+}