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author | Leonid Logvinov <logvinov.leon@gmail.com> | 2019-01-09 19:02:25 +0800 |
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committer | Leonid Logvinov <logvinov.leon@gmail.com> | 2019-01-09 19:02:25 +0800 |
commit | ea14913b412e78ff458bdfba47182f7363e776e5 (patch) | |
tree | 3ee220bfbbd9923b5e1adc36ee51f9b5d39ad640 /packages/pipeline/src/data_sources/paradex/index.ts | |
parent | 5868c91cfb54cfa9177572b201d88d1168bf5b06 (diff) | |
parent | 5dd55491b86bf8577405e37d0f2d668aa1273b10 (diff) | |
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Merge development
Diffstat (limited to 'packages/pipeline/src/data_sources/paradex/index.ts')
-rw-r--r-- | packages/pipeline/src/data_sources/paradex/index.ts | 92 |
1 files changed, 92 insertions, 0 deletions
diff --git a/packages/pipeline/src/data_sources/paradex/index.ts b/packages/pipeline/src/data_sources/paradex/index.ts new file mode 100644 index 000000000..46d448f4b --- /dev/null +++ b/packages/pipeline/src/data_sources/paradex/index.ts @@ -0,0 +1,92 @@ +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; + } +} |