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author | Xianny <8582774+xianny@users.noreply.github.com> | 2018-12-05 05:36:18 +0800 |
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committer | Fred Carlsen <fred@sjelfull.no> | 2018-12-06 19:06:34 +0800 |
commit | 6f5787b2c43957c1c5db5a6123399e8baeb0ed78 (patch) | |
tree | 811b4c2269f716262d1263bf53d0e51d5a8a82a7 /packages/pipeline/src/entities | |
parent | f96711bac373ac7caaca647defd68d91ba43a181 (diff) | |
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pull OHLCV records from Crypto Compare (#1349)
* [WIP] pull OHLCV records from Crypto Compare
* lint
* refactor to pull logic out of script and into modules
* add entity test for ohlcv_external entity
* implement rate limit and chronological backfill for ohlcv
* add unit tests; cleanup variable names
* Fetch OHLCV pairs params from events table
* better method names
* fix outdated test
* lint
* Clean up after review
* oops
* fix failing test
* better filtering of most recent records
* fix bug when generating pairs
* fix default earliest backfill date
* fix bug with retrieving backfill time
* prettier
Diffstat (limited to 'packages/pipeline/src/entities')
-rw-r--r-- | packages/pipeline/src/entities/ohlcv_external.ts | 24 |
1 files changed, 17 insertions, 7 deletions
diff --git a/packages/pipeline/src/entities/ohlcv_external.ts b/packages/pipeline/src/entities/ohlcv_external.ts index 95cd4f2f5..4f55dd930 100644 --- a/packages/pipeline/src/entities/ohlcv_external.ts +++ b/packages/pipeline/src/entities/ohlcv_external.ts @@ -1,20 +1,30 @@ import { Column, Entity, PrimaryColumn } from 'typeorm'; +import { numberToBigIntTransformer } from '../utils'; + @Entity({ name: 'ohlcv_external', schema: 'raw' }) export class OHLCVExternal { @PrimaryColumn() public exchange!: string; - @PrimaryColumn() public fromSymbol!: string; - @PrimaryColumn() public toSymbol!: string; - @PrimaryColumn() public startTime!: number; - @PrimaryColumn() public endTime!: number; + + @PrimaryColumn({ name: 'from_symbol', type: 'varchar' }) + public fromSymbol!: string; + @PrimaryColumn({ name: 'to_symbol', type: 'varchar' }) + public toSymbol!: string; + @PrimaryColumn({ name: 'start_time', transformer: numberToBigIntTransformer }) + public startTime!: number; + @PrimaryColumn({ name: 'end_time', transformer: numberToBigIntTransformer }) + public endTime!: number; @Column() public open!: number; @Column() public close!: number; @Column() public low!: number; @Column() public high!: number; - @Column() public volumeFrom!: number; - @Column() public volumeTo!: number; + @Column({ name: 'volume_from' }) + public volumeFrom!: number; + @Column({ name: 'volume_to' }) + public volumeTo!: number; @PrimaryColumn() public source!: string; - @PrimaryColumn() public observedTimestamp!: number; + @PrimaryColumn({ name: 'observed_timestamp', transformer: numberToBigIntTransformer }) + public observedTimestamp!: number; } |