Add script for parsing competing dex trades from Bloxy (#1355)

1 files changed, 51 insertions, 0 deletions

diff --git a/packages/pipeline/src/scripts/pull_competing_dex_trades.ts b/packages/pipeline/src/scripts/pull_competing_dex_trades.ts
new file mode 100644
index 000000000..4e4c12dd0
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_competing_dex_trades.ts
@@ -0,0 +1,51 @@
+// tslint:disable:no-console
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
+
+import { BloxySource } from '../data_sources/bloxy';
+import { DexTrade } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseBloxyTrades } from '../parsers/bloxy';
+import { handleError } from '../utils';
+
+// Number of trades to save at once.
+const BATCH_SAVE_SIZE = 1000;
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    await getAndSaveTrades();
+    process.exit(0);
+})().catch(handleError);
+
+async function getAndSaveTrades(): Promise<void> {
+    const apiKey = process.env.BLOXY_API_KEY;
+    if (apiKey === undefined) {
+        throw new Error('Missing required env var: BLOXY_API_KEY');
+    }
+    const bloxySource = new BloxySource(apiKey);
+    const tradesRepository = connection.getRepository(DexTrade);
+    const lastSeenTimestamp = await getLastSeenTimestampAsync(tradesRepository);
+    console.log(`Last seen timestamp: ${lastSeenTimestamp === 0 ? 'none' : lastSeenTimestamp}`);
+    console.log('Getting latest dex trades...');
+    const rawTrades = await bloxySource.getDexTradesAsync(lastSeenTimestamp);
+    console.log(`Parsing ${rawTrades.length} trades...`);
+    const trades = parseBloxyTrades(rawTrades);
+    console.log(`Saving ${trades.length} trades...`);
+    await tradesRepository.save(trades, { chunk: Math.ceil(trades.length / BATCH_SAVE_SIZE) });
+    console.log('Done saving trades.');
+}
+
+async function getLastSeenTimestampAsync(tradesRepository: Repository<DexTrade>): Promise<number> {
+    if ((await tradesRepository.count()) === 0) {
+        return 0;
+    }
+    const response = (await connection.query(
+        'SELECT tx_timestamp FROM raw.dex_trades ORDER BY tx_timestamp DESC LIMIT 1',
+    )) as Array<{ tx_timestamp: number }>;
+    if (response.length === 0) {
+        return 0;
+    }
+    return response[0].tx_timestamp;
+}