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author | Hsuan Lee <hsuan@cobinhood.com> | 2019-01-19 18:42:04 +0800 |
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committer | Hsuan Lee <hsuan@cobinhood.com> | 2019-01-19 18:42:04 +0800 |
commit | 7ae38906926dc09bc10670c361af0d2bf0050426 (patch) | |
tree | 5fb10ae366b987db09e4ddb4bc3ba0f75404ad08 /packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts | |
parent | b5fd3c72a08aaa6957917d74c333387a16edf66b (diff) | |
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Update dependency packages
Diffstat (limited to 'packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts')
-rw-r--r-- | packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts | 87 |
1 files changed, 0 insertions, 87 deletions
diff --git a/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts deleted file mode 100644 index 34345f355..000000000 --- a/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts +++ /dev/null @@ -1,87 +0,0 @@ -import { logUtils } from '@0x/utils'; -import { Connection, ConnectionOptions, createConnection } from 'typeorm'; - -import { - PARADEX_SOURCE, - ParadexActiveMarketsResponse, - ParadexMarket, - ParadexSource, - ParadexTokenInfoResponse, -} from '../data_sources/paradex'; -import { TokenOrderbookSnapshot as TokenOrder } from '../entities'; -import * as ormConfig from '../ormconfig'; -import { parseParadexOrders } from '../parsers/paradex_orders'; -import { handleError } from '../utils'; - -// Number of orders to save at once. -const BATCH_SAVE_SIZE = 1000; - -let connection: Connection; - -(async () => { - connection = await createConnection(ormConfig as ConnectionOptions); - const apiKey = process.env.PARADEX_DATA_PIPELINE_API_KEY; - if (apiKey === undefined) { - throw new Error('Missing required env var: PARADEX_DATA_PIPELINE_API_KEY'); - } - const paradexSource = new ParadexSource(apiKey); - const markets = await paradexSource.getActiveMarketsAsync(); - const tokenInfoResponse = await paradexSource.getTokenInfoAsync(); - const extendedMarkets = addTokenAddresses(markets, tokenInfoResponse); - await Promise.all( - extendedMarkets.map(async (market: ParadexMarket) => getAndSaveMarketOrderbookAsync(paradexSource, market)), - ); - process.exit(0); -})().catch(handleError); - -/** - * Extend the default ParadexMarket objects with token addresses. - * @param markets An array of ParadexMarket objects. - * @param tokenInfoResponse An array of ParadexTokenInfo containing the addresses. - */ -function addTokenAddresses( - markets: ParadexActiveMarketsResponse, - tokenInfoResponse: ParadexTokenInfoResponse, -): ParadexMarket[] { - const symbolAddressMapping = new Map<string, string>(); - tokenInfoResponse.forEach(tokenInfo => symbolAddressMapping.set(tokenInfo.symbol, tokenInfo.address)); - - markets.forEach((market: ParadexMarket) => { - if (symbolAddressMapping.has(market.baseToken)) { - market.baseTokenAddress = symbolAddressMapping.get(market.baseToken); - } else { - market.quoteTokenAddress = ''; - logUtils.warn(`${market.baseToken}: No address found.`); - } - - if (symbolAddressMapping.has(market.quoteToken)) { - market.quoteTokenAddress = symbolAddressMapping.get(market.quoteToken); - } else { - market.quoteTokenAddress = ''; - logUtils.warn(`${market.quoteToken}: No address found.`); - } - }); - return markets; -} - -/** - * Retrieve orderbook from Paradex API for a given market. Parse orders and insert - * them into our database. - * @param paradexSource Data source which can query the Paradex API. - * @param market Object from the Paradex API with information about the market in question. - */ -async function getAndSaveMarketOrderbookAsync(paradexSource: ParadexSource, market: ParadexMarket): Promise<void> { - const paradexOrderbookResponse = await paradexSource.getMarketOrderbookAsync(market.symbol); - const observedTimestamp = Date.now(); - - logUtils.log(`${market.symbol}: Parsing orders.`); - const orders = parseParadexOrders(paradexOrderbookResponse, market, observedTimestamp, PARADEX_SOURCE); - - if (orders.length > 0) { - logUtils.log(`${market.symbol}: Saving ${orders.length} orders.`); - const tokenOrderRepository = connection.getRepository(TokenOrder); - await tokenOrderRepository.save(orders, { chunk: Math.ceil(orders.length / BATCH_SAVE_SIZE) }); - } else { - logUtils.log(`${market.symbol}: 0 orders to save.`); - } -} |