1 files changed, 0 insertions, 110 deletions
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
-    );
-}