Merge branch 'development' into features/orderwatcher_ws

* development: (107 commits)
  Fix OrderWatcher title to fix sidebar top
  Fix version picker so it doesn't overflow onto two lines
  Fix bug in pull_missing_blocks with incorrect start block (#1438)
  Pull approval events for ZRX and DAI (#1430)
  fix semicolon and apply prettier
  Fix dex order quote/base asset assigning (#1432)
  Apply prettier
  Publish
  Updated CHANGELOGS
  Rename contracts CHANGELOGs to DEPLOYs
  Move Forwarder CHANGELOG entries to extensions CHANGELOG
  Make contracts packages not private
  Publish
  Updated CHANGELOGS
  Show @ price in light grey
  Updated CHANGELOGS
  typeof -> isString
  add special case to scrape OHLCV for eth/usd (#1428)
  run linter
  simplify scaling input logic
  ...

1 files changed, 82 insertions, 0 deletions

diff --git a/packages/pipeline/src/data_sources/idex/index.ts b/packages/pipeline/src/data_sources/idex/index.ts
new file mode 100644
index 000000000..c1e53c08d
--- /dev/null
+++ b/packages/pipeline/src/data_sources/idex/index.ts
@@ -0,0 +1,82 @@
+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;
+    }
+}