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author | Alex Browne <stephenalexbrowne@gmail.com> | 2018-12-06 03:08:19 +0800 |
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committer | GitHub <noreply@github.com> | 2018-12-06 03:08:19 +0800 |
commit | b2dd5495bcf13a9ea71498b5def12c75589b0156 (patch) | |
tree | 0e0d728d540e747c32a083d604d7916a35ea95cf /packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts | |
parent | 72a30260d88e722a6b076134693360c573f6c70f (diff) | |
parent | e0348f9c044b4909260e4864398b4f50232da620 (diff) | |
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Merge pull request #1377 from 0xProject/feature/pipeline-cleanup-mega-rebase
Merge all pipeline code into development
Diffstat (limited to 'packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts')
-rw-r--r-- | packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts | 38 |
1 files changed, 38 insertions, 0 deletions
diff --git a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts new file mode 100644 index 000000000..3efb90384 --- /dev/null +++ b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts @@ -0,0 +1,38 @@ +import { CryptoCompareOHLCVRecord } from '../../data_sources/ohlcv_external/crypto_compare'; +import { OHLCVExternal } from '../../entities'; + +const ONE_SECOND = 1000; // Crypto Compare uses timestamps in seconds instead of milliseconds + +export interface OHLCVMetadata { + exchange: string; + fromSymbol: string; + toSymbol: string; + source: string; + observedTimestamp: number; + interval: number; +} +/** + * Parses OHLCV records from Crypto Compare into an array of OHLCVExternal entities + * @param rawRecords an array of OHLCV records from Crypto Compare (not the full response) + */ +export function parseRecords(rawRecords: CryptoCompareOHLCVRecord[], metadata: OHLCVMetadata): OHLCVExternal[] { + return rawRecords.map(rec => { + const ohlcvRecord = new OHLCVExternal(); + ohlcvRecord.exchange = metadata.exchange; + ohlcvRecord.fromSymbol = metadata.fromSymbol; + ohlcvRecord.toSymbol = metadata.toSymbol; + ohlcvRecord.startTime = rec.time * ONE_SECOND - metadata.interval; + ohlcvRecord.endTime = rec.time * ONE_SECOND; + + ohlcvRecord.open = rec.open; + ohlcvRecord.close = rec.close; + ohlcvRecord.low = rec.low; + ohlcvRecord.high = rec.high; + ohlcvRecord.volumeFrom = rec.volumefrom; + ohlcvRecord.volumeTo = rec.volumeto; + + ohlcvRecord.source = metadata.source; + ohlcvRecord.observedTimestamp = metadata.observedTimestamp; + return ohlcvRecord; + }); +} |