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authorxianny <xianny@gmail.com>2018-12-07 06:28:22 +0800
committerxianny <xianny@gmail.com>2018-12-08 01:43:55 +0800
commit7b1471ffe80661a209ef3b4b9d4b67116708c210 (patch)
tree8e0a8aca0cdc974e7e6abd555ee25c90fc36e9eb /packages/pipeline/src/data_sources
parent8b3b4d983f0f942fc4e42365d4cfcaf793d1d283 (diff)
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query CC with larger batch size
Diffstat (limited to 'packages/pipeline/src/data_sources')
-rw-r--r--packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts7
1 files changed, 4 insertions, 3 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
index 998ef6bf3..16f205629 100644
--- a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
+++ b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
@@ -33,18 +33,18 @@ export interface CryptoCompareOHLCVParams {
toTs?: number;
}
-const ONE_WEEK = 7 * 24 * 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
const ONE_HOUR = 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
const ONE_MINUTE = 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_LIMIT = 2000;
export class CryptoCompareOHLCVSource {
- public readonly interval = ONE_WEEK; // the hourly API returns data for one week at a time
- public readonly default_exchange = 'CCCAGG';
public readonly intervalBetweenRecords = ONE_HOUR;
+ public readonly default_exchange = 'CCCAGG';
+ public readonly interval = ONE_HOUR * MAX_LIMIT; // 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
@@ -65,6 +65,7 @@ export class CryptoCompareOHLCVSource {
e: this.default_exchange,
fsym: pair.fromSymbol,
tsym: pair.toSymbol,
+ limit: MAX_LIMIT,
toTs: Math.floor((pair.latestSavedTime + this.interval) / ONE_SECOND), // CryptoCompare uses timestamp in seconds. not ms
};
const url = this._url + stringify(params);