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authorAlex Browne <stephenalexbrowne@gmail.com>2018-11-30 03:40:09 +0800
committerAlex Browne <stephenalexbrowne@gmail.com>2018-12-05 06:25:42 +0800
commit7198b441e0d85785eec7244dd60bcd92269d954e (patch)
treeb1169b274f113fb92e1d748a97eea631c2f77420 /packages/pipeline/src/parsers
parent3d211c415b58a67f84332ff512bf9372cac5a3ac (diff)
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Add script for parsing competing dex trades from Bloxy (#1355)
Diffstat (limited to 'packages/pipeline/src/parsers')
-rw-r--r--packages/pipeline/src/parsers/bloxy/index.ts53
1 files changed, 53 insertions, 0 deletions
diff --git a/packages/pipeline/src/parsers/bloxy/index.ts b/packages/pipeline/src/parsers/bloxy/index.ts
new file mode 100644
index 000000000..af07c7507
--- /dev/null
+++ b/packages/pipeline/src/parsers/bloxy/index.ts
@@ -0,0 +1,53 @@
+import { BigNumber } from '@0x/utils';
+import * as R from 'ramda';
+
+import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../data_sources/bloxy';
+import { DexTrade } from '../../entities';
+
+/**
+ * Parses a raw trades response from the Bloxy Dex API and returns an array of
+ * DexTrade entities.
+ * @param rawTrades A raw order response from an SRA endpoint.
+ */
+export function parseBloxyTrades(rawTrades: BloxyTrade[]): DexTrade[] {
+ return R.map(_parseBloxyTrade, rawTrades);
+}
+
+/**
+ * Converts a single Bloxy trade into a DexTrade entity.
+ * @param rawTrade A single trade from the response from the Bloxy API.
+ */
+export function _parseBloxyTrade(rawTrade: BloxyTrade): DexTrade {
+ const dexTrade = new DexTrade();
+ dexTrade.sourceUrl = BLOXY_DEX_TRADES_URL;
+ dexTrade.txHash = rawTrade.tx_hash;
+ dexTrade.txTimestamp = new Date(rawTrade.tx_time).getTime();
+ dexTrade.txDate = rawTrade.tx_date;
+ dexTrade.txSender = rawTrade.tx_sender;
+ dexTrade.smartContractId = rawTrade.smart_contract_id;
+ dexTrade.smartContractAddress = rawTrade.smart_contract_address;
+ dexTrade.contractType = rawTrade.contract_type;
+ dexTrade.maker = rawTrade.maker;
+ dexTrade.taker = rawTrade.taker;
+ // TODO(albrow): The Bloxy API returns amounts and fees as a `number` type
+ // but some of their values have too many significant digits to be
+ // represented that way. Ideally they will switch to using strings and then
+ // we can update this code.
+ dexTrade.amountBuy = new BigNumber(rawTrade.amountBuy.toString());
+ dexTrade.makerFeeAmount = new BigNumber(rawTrade.makerFee.toString());
+ dexTrade.buyCurrencyId = rawTrade.buyCurrencyId;
+ dexTrade.buySymbol = filterNullCharacters(rawTrade.buySymbol);
+ dexTrade.amountSell = new BigNumber(rawTrade.amountSell.toString());
+ dexTrade.takerFeeAmount = new BigNumber(rawTrade.takerFee.toString());
+ dexTrade.sellCurrencyId = rawTrade.sellCurrencyId;
+ dexTrade.sellSymbol = filterNullCharacters(rawTrade.sellSymbol);
+ dexTrade.makerAnnotation = rawTrade.maker_annotation;
+ dexTrade.takerAnnotation = rawTrade.taker_annotation;
+ dexTrade.protocol = rawTrade.protocol;
+ dexTrade.buyAddress = rawTrade.buyAddress;
+ dexTrade.sellAddress = rawTrade.sellAddress;
+ return dexTrade;
+}
+
+// Works with any form of escaoed null character (e.g., '\0' and '\u0000').
+const filterNullCharacters = R.replace(/\0/g, '');