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author | Fabio Berger <me@fabioberger.com> | 2018-12-19 00:59:15 +0800 |
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committer | Fabio Berger <me@fabioberger.com> | 2018-12-19 00:59:15 +0800 |
commit | 622b9f662e74d571da745047ede097c7a392d09e (patch) | |
tree | 68a9517882b04a3d428f6996e0790ceb82e89be4 /packages/pipeline/src/parsers/utils.ts | |
parent | e295eeb8938468b1527d5d81f212766cef40bc81 (diff) | |
parent | 67df5a433d68a2af1a3a03a8bf431629a534dc97 (diff) | |
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Merge branch 'development' into features/orderwatcher_ws
* development: (107 commits)
Fix OrderWatcher title to fix sidebar top
Fix version picker so it doesn't overflow onto two lines
Fix bug in pull_missing_blocks with incorrect start block (#1438)
Pull approval events for ZRX and DAI (#1430)
fix semicolon and apply prettier
Fix dex order quote/base asset assigning (#1432)
Apply prettier
Publish
Updated CHANGELOGS
Rename contracts CHANGELOGs to DEPLOYs
Move Forwarder CHANGELOG entries to extensions CHANGELOG
Make contracts packages not private
Publish
Updated CHANGELOGS
Show @ price in light grey
Updated CHANGELOGS
typeof -> isString
add special case to scrape OHLCV for eth/usd (#1428)
run linter
simplify scaling input logic
...
Diffstat (limited to 'packages/pipeline/src/parsers/utils.ts')
-rw-r--r-- | packages/pipeline/src/parsers/utils.ts | 28 |
1 files changed, 28 insertions, 0 deletions
diff --git a/packages/pipeline/src/parsers/utils.ts b/packages/pipeline/src/parsers/utils.ts new file mode 100644 index 000000000..860729e9f --- /dev/null +++ b/packages/pipeline/src/parsers/utils.ts @@ -0,0 +1,28 @@ +import { BigNumber } from '@0x/utils'; + +export interface GenericRawOrder { + price: string; + amount: string; +} + +/** + * Aggregates individual orders by price point. Filters zero amount orders. + * @param rawOrders An array of objects that have price and amount information. + */ +export function aggregateOrders(rawOrders: GenericRawOrder[]): Array<[string, BigNumber]> { + const aggregatedOrders = new Map<string, BigNumber>(); + rawOrders.forEach(order => { + const amount = new BigNumber(order.amount); + if (amount.isZero()) { + return; + } + // Use string instead of BigNum to aggregate by value instead of variable. + // Convert to BigNumber first to consolidate different string + // representations of the same number. Eg. '0.0' and '0.00'. + const price = new BigNumber(order.price).toString(); + + const existingAmount = aggregatedOrders.get(price) || new BigNumber(0); + aggregatedOrders.set(price, amount.plus(existingAmount)); + }); + return Array.from(aggregatedOrders.entries()); +} |