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-rw-r--r--packages/pipeline/src/parsers/oasis_orders/index.ts71
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diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts
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--- a/packages/pipeline/src/parsers/oasis_orders/index.ts
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-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;
-}