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authorSteve Klebanoff <steve.klebanoff@gmail.com>2018-12-15 07:58:34 +0800
committerSteve Klebanoff <steve.klebanoff@gmail.com>2018-12-15 07:58:34 +0800
commit8c5ff663a9521b3dcefbfd1bc9ef3fa2f4cfe023 (patch)
tree608b52c60fb24777274de78174e69b88a75362e0 /packages/pipeline/src/parsers/utils.ts
parent67422db4bd0b194296a1a584af7ead089e281715 (diff)
parent6d45beccad44e86ddd692d0cf54c09c29c5d9daf (diff)
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Merge branch 'development' into feature/instant/usd-eth-toggle
Diffstat (limited to 'packages/pipeline/src/parsers/utils.ts')
-rw-r--r--packages/pipeline/src/parsers/utils.ts28
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diff --git a/packages/pipeline/src/parsers/utils.ts b/packages/pipeline/src/parsers/utils.ts
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+++ b/packages/pipeline/src/parsers/utils.ts
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+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());
+}