track idex orderbook snapshots (#1397)

* Track Idex and Oasis Orderbook Snapshots

1 files changed, 3 insertions, 15 deletions

diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
index 81132e8f0..52a998f9f 100644
--- a/packages/pipeline/src/parsers/ddex_orders/index.ts
+++ b/packages/pipeline/src/parsers/ddex_orders/index.ts
@@ -1,7 +1,8 @@
 import { BigNumber } from '@0x/utils';
-import * as R from 'ramda';
 
-import { DdexMarket, DdexOrder, DdexOrderbook } from '../../data_sources/ddex';
+import { aggregateOrders } from '../utils';
+
+import { DdexMarket, DdexOrderbook } from '../../data_sources/ddex';
 import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
 import { OrderType } from '../../types';
 
@@ -28,19 +29,6 @@ export function parseDdexOrders(
 }
 
 /**
- * Aggregates orders by price point for consistency with other exchanges.
- * Querying the Ddex API at level 3 setting returns a breakdown of
- * individual orders at each price point. Other exchanges only give total amount
- * at each price point. Returns an array of <price, amount> tuples.
- * @param ddexOrders A list of Ddex orders awaiting aggregation.
- */
-export function aggregateOrders(ddexOrders: DdexOrder[]): Array<[string, BigNumber]> {
-    const sumAmount = (acc: BigNumber, order: DdexOrder): BigNumber => acc.plus(order.amount);
-    const aggregatedPricePoints = R.reduceBy(sumAmount, new BigNumber(0), R.prop('price'), ddexOrders);
-    return Object.entries(aggregatedPricePoints);
-}
-
-/**
  * Parse a single aggregated Ddex order in order to form a tokenOrder entity
  * which can be saved into the database.
  * @param ddexMarket An object containing information about the market where these