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authorzkao <zichongkao@gmail.com>2018-12-12 07:48:54 +0800
committerGitHub <noreply@github.com>2018-12-12 07:48:54 +0800
commit42be1a429fd9286a72e19b782c9b906cb3c0f8ad (patch)
tree123cee2e74c858b7ad7c12dc8f8a6e7ced233f5f /packages/pipeline/src/parsers/utils.ts
parent96b8100a787d00142dcf875d940c9125571cbde6 (diff)
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track idex orderbook snapshots (#1397)
* Track Idex and Oasis Orderbook Snapshots
Diffstat (limited to 'packages/pipeline/src/parsers/utils.ts')
-rw-r--r--packages/pipeline/src/parsers/utils.ts28
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());
+}