Merge branch 'development' into feature/contracts-monorepo-7

47 files changed, 2450 insertions, 0 deletions

diff --git a/packages/pipeline/src/data_sources/bloxy/index.ts b/packages/pipeline/src/data_sources/bloxy/index.ts
new file mode 100644
index 000000000..94468d25a
--- /dev/null
+++ b/packages/pipeline/src/data_sources/bloxy/index.ts
@@ -0,0 +1,133 @@
+import axios from 'axios';
+import * as R from 'ramda';
+
+// URL to use for getting dex trades from Bloxy.
+export const BLOXY_DEX_TRADES_URL = 'https://bloxy.info/api/dex/trades';
+// Number of trades to get at once. Must be less than or equal to MAX_OFFSET.
+const TRADES_PER_QUERY = 10000;
+// Maximum offset supported by the Bloxy API.
+const MAX_OFFSET = 100000;
+// Buffer to subtract from offset. This means we will request some trades twice
+// but we have less chance on missing out on any data.
+const OFFSET_BUFFER = 1000;
+// Maximum number of days supported by the Bloxy API.
+const MAX_DAYS = 30;
+// Buffer used for comparing the last seen timestamp to the last returned
+// timestamp. Increasing this reduces chances of data loss but also creates more
+// redundancy and can impact performance.
+// tslint:disable-next-line:custom-no-magic-numbers
+const LAST_SEEN_TIMESTAMP_BUFFER_MS = 1000 * 60 * 30; // 30 minutes
+
+// tslint:disable-next-line:custom-no-magic-numbers
+const millisecondsPerDay = 1000 * 60 * 60 * 24; // ms/d = ms/s * s/m * m/h * h/d
+
+export interface BloxyTrade {
+    tx_hash: string;
+    tx_time: string;
+    tx_date: string;
+    tx_sender: string;
+    smart_contract_id: number;
+    smart_contract_address: string;
+    contract_type: string;
+    maker: string;
+    taker: string;
+    amountBuy: number;
+    makerFee: number;
+    buyCurrencyId: number;
+    buySymbol: string;
+    amountSell: number;
+    takerFee: number;
+    sellCurrencyId: number;
+    sellSymbol: string;
+    maker_annotation: string;
+    taker_annotation: string;
+    protocol: string;
+    buyAddress: string | null;
+    sellAddress: string | null;
+}
+
+interface BloxyError {
+    error: string;
+}
+
+type BloxyResponse<T> = T | BloxyError;
+type BloxyTradeResponse = BloxyResponse<BloxyTrade[]>;
+
+function isError<T>(response: BloxyResponse<T>): response is BloxyError {
+    return (response as BloxyError).error !== undefined;
+}
+
+export class BloxySource {
+    private readonly _apiKey: string;
+
+    constructor(apiKey: string) {
+        this._apiKey = apiKey;
+    }
+
+    /**
+     * Gets all latest trades between the lastSeenTimestamp (minus some buffer)
+     * and the current time. Note that because the Bloxy API has some hard
+     * limits it might not always be possible to get *all* the trades in the
+     * desired time range.
+     * @param lastSeenTimestamp The latest timestamp for trades that have
+     * already been seen.
+     */
+    public async getDexTradesAsync(lastSeenTimestamp: number): Promise<BloxyTrade[]> {
+        let allTrades: BloxyTrade[] = [];
+
+        // Clamp numberOfDays so that it is always between 1 and MAX_DAYS (inclusive)
+        const numberOfDays = R.clamp(1, MAX_DAYS, getDaysSinceTimestamp(lastSeenTimestamp));
+
+        // Keep getting trades until we hit one of the following conditions:
+        //
+        //  1. Offset hits MAX_OFFSET (we can't go back any further).
+        //  2. There are no more trades in the response.
+        //  3. We see a tx_time equal to or earlier than lastSeenTimestamp (plus
+        //     some buffer).
+        //
+        for (let offset = 0; offset <= MAX_OFFSET; offset += TRADES_PER_QUERY - OFFSET_BUFFER) {
+            const trades = await this._getTradesWithOffsetAsync(numberOfDays, offset);
+            if (trades.length === 0) {
+                // There are no more trades left for the days we are querying.
+                // This means we are done.
+                return filterDuplicateTrades(allTrades);
+            }
+            const sortedTrades = R.reverse(R.sortBy(trade => trade.tx_time, trades));
+            allTrades = allTrades.concat(sortedTrades);
+
+            // Check if lastReturnedTimestamp < lastSeenTimestamp
+            const lastReturnedTimestamp = new Date(sortedTrades[0].tx_time).getTime();
+            if (lastReturnedTimestamp < lastSeenTimestamp - LAST_SEEN_TIMESTAMP_BUFFER_MS) {
+                // We are at the point where we have already seen trades for the
+                // timestamp range that is being returned. We're done.
+                return filterDuplicateTrades(allTrades);
+            }
+        }
+        return filterDuplicateTrades(allTrades);
+    }
+
+    private async _getTradesWithOffsetAsync(numberOfDays: number, offset: number): Promise<BloxyTrade[]> {
+        const resp = await axios.get<BloxyTradeResponse>(BLOXY_DEX_TRADES_URL, {
+            params: {
+                key: this._apiKey,
+                days: numberOfDays,
+                limit: TRADES_PER_QUERY,
+                offset,
+            },
+        });
+        if (isError(resp.data)) {
+            throw new Error(`Error in Bloxy API response: ${resp.data.error}`);
+        }
+        return resp.data;
+    }
+}
+
+// Computes the number of days between the given timestamp and the current
+// timestamp (rounded up).
+function getDaysSinceTimestamp(timestamp: number): number {
+    const msSinceTimestamp = Date.now() - timestamp;
+    const daysSinceTimestamp = msSinceTimestamp / millisecondsPerDay;
+    return Math.ceil(daysSinceTimestamp);
+}
+
+const filterDuplicateTrades = R.uniqBy((trade: BloxyTrade) => trade.tx_hash);
diff --git a/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts b/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
new file mode 100644
index 000000000..1717eb8b3
--- /dev/null
+++ b/packages/pipeline/src/data_sources/contract-wrappers/exchange_events.ts
@@ -0,0 +1,85 @@
+import {
+    ContractWrappers,
+    ExchangeCancelEventArgs,
+    ExchangeCancelUpToEventArgs,
+    ExchangeEventArgs,
+    ExchangeEvents,
+    ExchangeFillEventArgs,
+    ExchangeWrapper,
+} from '@0x/contract-wrappers';
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import { LogWithDecodedArgs } from 'ethereum-types';
+
+import { EXCHANGE_START_BLOCK } from '../../utils';
+
+const BLOCK_FINALITY_THRESHOLD = 10; // When to consider blocks as final. Used to compute default toBlock.
+const NUM_BLOCKS_PER_QUERY = 20000; // Number of blocks to query for events at a time.
+
+export class ExchangeEventsSource {
+    private readonly _exchangeWrapper: ExchangeWrapper;
+    private readonly _web3Wrapper: Web3Wrapper;
+    constructor(provider: Web3ProviderEngine, networkId: number) {
+        this._web3Wrapper = new Web3Wrapper(provider);
+        const contractWrappers = new ContractWrappers(provider, { networkId });
+        this._exchangeWrapper = contractWrappers.exchange;
+    }
+
+    public async getFillEventsAsync(
+        fromBlock?: number,
+        toBlock?: number,
+    ): Promise<Array<LogWithDecodedArgs<ExchangeFillEventArgs>>> {
+        return this._getEventsAsync<ExchangeFillEventArgs>(ExchangeEvents.Fill, fromBlock, toBlock);
+    }
+
+    public async getCancelEventsAsync(
+        fromBlock?: number,
+        toBlock?: number,
+    ): Promise<Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>> {
+        return this._getEventsAsync<ExchangeCancelEventArgs>(ExchangeEvents.Cancel, fromBlock, toBlock);
+    }
+
+    public async getCancelUpToEventsAsync(
+        fromBlock?: number,
+        toBlock?: number,
+    ): Promise<Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>> {
+        return this._getEventsAsync<ExchangeCancelUpToEventArgs>(ExchangeEvents.CancelUpTo, fromBlock, toBlock);
+    }
+
+    private async _getEventsAsync<ArgsType extends ExchangeEventArgs>(
+        eventName: ExchangeEvents,
+        fromBlock: number = EXCHANGE_START_BLOCK,
+        toBlock?: number,
+    ): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
+        const calculatedToBlock =
+            toBlock === undefined
+                ? (await this._web3Wrapper.getBlockNumberAsync()) - BLOCK_FINALITY_THRESHOLD
+                : toBlock;
+        let events: Array<LogWithDecodedArgs<ArgsType>> = [];
+        for (let currFromBlock = fromBlock; currFromBlock <= calculatedToBlock; currFromBlock += NUM_BLOCKS_PER_QUERY) {
+            events = events.concat(
+                await this._getEventsForRangeAsync<ArgsType>(
+                    eventName,
+                    currFromBlock,
+                    Math.min(currFromBlock + NUM_BLOCKS_PER_QUERY - 1, calculatedToBlock),
+                ),
+            );
+        }
+        return events;
+    }
+
+    private async _getEventsForRangeAsync<ArgsType extends ExchangeEventArgs>(
+        eventName: ExchangeEvents,
+        fromBlock: number,
+        toBlock: number,
+    ): Promise<Array<LogWithDecodedArgs<ArgsType>>> {
+        return this._exchangeWrapper.getLogsAsync<ArgsType>(
+            eventName,
+            {
+                fromBlock,
+                toBlock,
+            },
+            {},
+        );
+    }
+}
diff --git a/packages/pipeline/src/data_sources/ddex/index.ts b/packages/pipeline/src/data_sources/ddex/index.ts
new file mode 100644
index 000000000..2bbd8c29b
--- /dev/null
+++ b/packages/pipeline/src/data_sources/ddex/index.ts
@@ -0,0 +1,78 @@
+import { fetchAsync, logUtils } from '@0x/utils';
+
+const DDEX_BASE_URL = 'https://api.ddex.io/v2';
+const ACTIVE_MARKETS_URL = `${DDEX_BASE_URL}/markets`;
+const NO_AGGREGATION_LEVEL = 3; // See https://docs.ddex.io/#get-orderbook
+const ORDERBOOK_ENDPOINT = `/orderbook?level=${NO_AGGREGATION_LEVEL}`;
+export const DDEX_SOURCE = 'ddex';
+
+export interface DdexActiveMarketsResponse {
+    status: number;
+    desc: string;
+    data: {
+        markets: DdexMarket[];
+    };
+}
+
+export interface DdexMarket {
+    id: string;
+    quoteToken: string;
+    quoteTokenDecimals: number;
+    quoteTokenAddress: string;
+    baseToken: string;
+    baseTokenDecimals: number;
+    baseTokenAddress: string;
+    minOrderSize: string;
+    maxOrderSize: string;
+    pricePrecision: number;
+    priceDecimals: number;
+    amountDecimals: number;
+}
+
+export interface DdexOrderbookResponse {
+    status: number;
+    desc: string;
+    data: {
+        orderBook: DdexOrderbook;
+    };
+}
+
+export interface DdexOrderbook {
+    marketId: string;
+    bids: DdexOrder[];
+    asks: DdexOrder[];
+}
+
+export interface DdexOrder {
+    price: string;
+    amount: string;
+    orderId: string;
+}
+
+// tslint:disable:prefer-function-over-method
+// ^ Keep consistency with other sources and help logical organization
+export class DdexSource {
+    /**
+     * Call Ddex API to find out which markets they are maintaining orderbooks for.
+     */
+    public async getActiveMarketsAsync(): Promise<DdexMarket[]> {
+        logUtils.log('Getting all active DDEX markets');
+        const resp = await fetchAsync(ACTIVE_MARKETS_URL);
+        const respJson: DdexActiveMarketsResponse = await resp.json();
+        const markets = respJson.data.markets;
+        logUtils.log(`Got ${markets.length} markets.`);
+        return markets;
+    }
+
+    /**
+     * Retrieve orderbook from Ddex API for a given market.
+     * @param marketId String identifying the market we want data for. Eg. 'REP/AUG'
+     */
+    public async getMarketOrderbookAsync(marketId: string): Promise<DdexOrderbook> {
+        logUtils.log(`${marketId}: Retrieving orderbook.`);
+        const marketOrderbookUrl = `${ACTIVE_MARKETS_URL}/${marketId}${ORDERBOOK_ENDPOINT}`;
+        const resp = await fetchAsync(marketOrderbookUrl);
+        const respJson: DdexOrderbookResponse = await resp.json();
+        return respJson.data.orderBook;
+    }
+}
diff --git a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
new file mode 100644
index 000000000..85042501b
--- /dev/null
+++ b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
@@ -0,0 +1,110 @@
+// tslint:disable:no-duplicate-imports
+import { fetchAsync } from '@0x/utils';
+import Bottleneck from 'bottleneck';
+import { stringify } from 'querystring';
+import * as R from 'ramda';
+
+import { TradingPair } from '../../utils/get_ohlcv_trading_pairs';
+
+export interface CryptoCompareOHLCVResponse {
+    Data: CryptoCompareOHLCVRecord[];
+    Response: string;
+    Message: string;
+    Type: number;
+}
+
+export interface CryptoCompareOHLCVRecord {
+    time: number; // in seconds, not milliseconds
+    close: number;
+    high: number;
+    low: number;
+    open: number;
+    volumefrom: number;
+    volumeto: number;
+}
+
+export interface CryptoCompareOHLCVParams {
+    fsym: string;
+    tsym: string;
+    e?: string;
+    aggregate?: string;
+    aggregatePredictableTimePeriods?: boolean;
+    limit?: number;
+    toTs?: number;
+}
+
+const ONE_HOUR = 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
+const ONE_SECOND = 1000;
+const ONE_HOUR_AGO = new Date().getTime() - ONE_HOUR;
+const HTTP_OK_STATUS = 200;
+const CRYPTO_COMPARE_VALID_EMPTY_RESPONSE_TYPE = 96;
+const MAX_PAGE_SIZE = 2000;
+
+export class CryptoCompareOHLCVSource {
+    public readonly intervalBetweenRecords = ONE_HOUR;
+    public readonly defaultExchange = 'CCCAGG';
+    public readonly interval = this.intervalBetweenRecords * MAX_PAGE_SIZE; // the hourly API returns data for one interval at a time
+    private readonly _url: string = 'https://min-api.cryptocompare.com/data/histohour?';
+
+    // rate-limit for all API calls through this class instance
+    private readonly _limiter: Bottleneck;
+    constructor(maxReqsPerSecond: number) {
+        this._limiter = new Bottleneck({
+            minTime: ONE_SECOND / maxReqsPerSecond,
+            reservoir: 30,
+            reservoirRefreshAmount: 30,
+            reservoirRefreshInterval: ONE_SECOND,
+        });
+    }
+
+    // gets OHLCV records starting from pair.latest
+    public async getHourlyOHLCVAsync(pair: TradingPair): Promise<CryptoCompareOHLCVRecord[]> {
+        const params = {
+            e: this.defaultExchange,
+            fsym: pair.fromSymbol,
+            tsym: pair.toSymbol,
+            limit: MAX_PAGE_SIZE,
+            toTs: Math.floor((pair.latestSavedTime + this.interval) / ONE_SECOND), // CryptoCompare uses timestamp in seconds. not ms
+        };
+        const url = this._url + stringify(params);
+        const response = await this._limiter.schedule(() => fetchAsync(url));
+        if (response.status !== HTTP_OK_STATUS) {
+            throw new Error(`HTTP error while scraping Crypto Compare: [${response}]`);
+        }
+        const json: CryptoCompareOHLCVResponse = await response.json();
+        if (
+            (json.Response === 'Error' || json.Data.length === 0) &&
+            json.Type !== CRYPTO_COMPARE_VALID_EMPTY_RESPONSE_TYPE
+        ) {
+            throw new Error(JSON.stringify(json));
+        }
+        return json.Data.filter(rec => {
+            return (
+                // Crypto Compare takes ~30 mins to finalise records
+                rec.time * ONE_SECOND < ONE_HOUR_AGO && rec.time * ONE_SECOND > pair.latestSavedTime && hasData(rec)
+            );
+        });
+    }
+    public generateBackfillIntervals(pair: TradingPair): TradingPair[] {
+        const now = new Date().getTime();
+        const f = (p: TradingPair): false | [TradingPair, TradingPair] => {
+            if (p.latestSavedTime > now) {
+                return false;
+            } else {
+                return [p, R.merge(p, { latestSavedTime: p.latestSavedTime + this.interval })];
+            }
+        };
+        return R.unfold(f, pair);
+    }
+}
+
+function hasData(record: CryptoCompareOHLCVRecord): boolean {
+    return (
+        record.close !== 0 ||
+        record.open !== 0 ||
+        record.high !== 0 ||
+        record.low !== 0 ||
+        record.volumefrom !== 0 ||
+        record.volumeto !== 0
+    );
+}
diff --git a/packages/pipeline/src/data_sources/paradex/index.ts b/packages/pipeline/src/data_sources/paradex/index.ts
new file mode 100644
index 000000000..46d448f4b
--- /dev/null
+++ b/packages/pipeline/src/data_sources/paradex/index.ts
@@ -0,0 +1,92 @@
+import { fetchAsync, logUtils } from '@0x/utils';
+
+const PARADEX_BASE_URL = 'https://api.paradex.io/consumer/v0';
+const ACTIVE_MARKETS_URL = `${PARADEX_BASE_URL}/markets`;
+const ORDERBOOK_ENDPOINT = `${PARADEX_BASE_URL}/orderbook`;
+const TOKEN_INFO_ENDPOINT = `${PARADEX_BASE_URL}/tokens`;
+export const PARADEX_SOURCE = 'paradex';
+
+export type ParadexActiveMarketsResponse = ParadexMarket[];
+
+export interface ParadexMarket {
+    id: string;
+    symbol: string;
+    baseToken: string;
+    quoteToken: string;
+    minOrderSize: string;
+    maxOrderSize: string;
+    priceMaxDecimals: number;
+    amountMaxDecimals: number;
+    // These are not native to the Paradex API response. We tag them on later
+    // by calling the token endpoint and joining on symbol.
+    baseTokenAddress?: string;
+    quoteTokenAddress?: string;
+}
+
+export interface ParadexOrderbookResponse {
+    marketId: number;
+    marketSymbol: string;
+    bids: ParadexOrder[];
+    asks: ParadexOrder[];
+}
+
+export interface ParadexOrder {
+    amount: string;
+    price: string;
+}
+
+export type ParadexTokenInfoResponse = ParadexTokenInfo[];
+
+export interface ParadexTokenInfo {
+    name: string;
+    symbol: string;
+    address: string;
+}
+
+export class ParadexSource {
+    private readonly _apiKey: string;
+
+    constructor(apiKey: string) {
+        this._apiKey = apiKey;
+    }
+
+    /**
+     * Call Paradex API to find out which markets they are maintaining orderbooks for.
+     */
+    public async getActiveMarketsAsync(): Promise<ParadexActiveMarketsResponse> {
+        logUtils.log('Getting all active Paradex markets.');
+        const resp = await fetchAsync(ACTIVE_MARKETS_URL, {
+            headers: { 'API-KEY': this._apiKey },
+        });
+        const markets: ParadexActiveMarketsResponse = await resp.json();
+        logUtils.log(`Got ${markets.length} markets.`);
+        return markets;
+    }
+
+    /**
+     * Call Paradex API to find out their token information.
+     */
+    public async getTokenInfoAsync(): Promise<ParadexTokenInfoResponse> {
+        logUtils.log('Getting token information from Paradex.');
+        const resp = await fetchAsync(TOKEN_INFO_ENDPOINT, {
+            headers: { 'API-KEY': this._apiKey },
+        });
+        const tokens: ParadexTokenInfoResponse = await resp.json();
+        logUtils.log(`Got information for ${tokens.length} tokens.`);
+        return tokens;
+    }
+
+    /**
+     * Retrieve orderbook from Paradex API for a given market.
+     * @param marketSymbol String representing the market we want data for.
+     */
+    public async getMarketOrderbookAsync(marketSymbol: string): Promise<ParadexOrderbookResponse> {
+        logUtils.log(`${marketSymbol}: Retrieving orderbook.`);
+        const marketOrderbookUrl = `${ORDERBOOK_ENDPOINT}?market=${marketSymbol}`;
+        const resp = await fetchAsync(marketOrderbookUrl, {
+            headers: { 'API-KEY': this._apiKey },
+        });
+        const orderbookResponse: ParadexOrderbookResponse = await resp.json();
+        return orderbookResponse;
+    }
+}
diff --git a/packages/pipeline/src/data_sources/relayer-registry/index.ts b/packages/pipeline/src/data_sources/relayer-registry/index.ts
new file mode 100644
index 000000000..8133f5eae
--- /dev/null
+++ b/packages/pipeline/src/data_sources/relayer-registry/index.ts
@@ -0,0 +1,33 @@
+import axios from 'axios';
+
+export interface RelayerResponse {
+    name: string;
+    homepage_url: string;
+    app_url: string;
+    header_img: string;
+    logo_img: string;
+    networks: RelayerResponseNetwork[];
+}
+
+export interface RelayerResponseNetwork {
+    networkId: number;
+    sra_http_endpoint?: string;
+    sra_ws_endpoint?: string;
+    static_order_fields?: {
+        fee_recipient_addresses?: string[];
+        taker_addresses?: string[];
+    };
+}
+
+export class RelayerRegistrySource {
+    private readonly _url: string;
+
+    constructor(url: string) {
+        this._url = url;
+    }
+
+    public async getRelayerInfoAsync(): Promise<Map<string, RelayerResponse>> {
+        const resp = await axios.get<Map<string, RelayerResponse>>(this._url);
+        return resp.data;
+    }
+}
diff --git a/packages/pipeline/src/data_sources/trusted_tokens/index.ts b/packages/pipeline/src/data_sources/trusted_tokens/index.ts
new file mode 100644
index 000000000..552739fb9
--- /dev/null
+++ b/packages/pipeline/src/data_sources/trusted_tokens/index.ts
@@ -0,0 +1,29 @@
+import axios from 'axios';
+
+export interface ZeroExTrustedTokenMeta {
+    address: string;
+    name: string;
+    symbol: string;
+    decimals: number;
+}
+
+export interface MetamaskTrustedTokenMeta {
+    address: string;
+    name: string;
+    erc20: boolean;
+    symbol: string;
+    decimals: number;
+}
+
+export class TrustedTokenSource<T> {
+    private readonly _url: string;
+
+    constructor(url: string) {
+        this._url = url;
+    }
+
+    public async getTrustedTokenMetaAsync(): Promise<T> {
+        const resp = await axios.get<T>(this._url);
+        return resp.data;
+    }
+}
diff --git a/packages/pipeline/src/data_sources/web3/index.ts b/packages/pipeline/src/data_sources/web3/index.ts
new file mode 100644
index 000000000..45a9ea161
--- /dev/null
+++ b/packages/pipeline/src/data_sources/web3/index.ts
@@ -0,0 +1,22 @@
+import { Web3ProviderEngine } from '@0x/subproviders';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import { BlockWithoutTransactionData, Transaction } from 'ethereum-types';
+
+export class Web3Source {
+    private readonly _web3Wrapper: Web3Wrapper;
+    constructor(provider: Web3ProviderEngine) {
+        this._web3Wrapper = new Web3Wrapper(provider);
+    }
+
+    public async getBlockInfoAsync(blockNumber: number): Promise<BlockWithoutTransactionData> {
+        const block = await this._web3Wrapper.getBlockIfExistsAsync(blockNumber);
+        if (block == null) {
+            return Promise.reject(new Error(`Could not find block for given block number: ${blockNumber}`));
+        }
+        return block;
+    }
+
+    public async getTransactionInfoAsync(txHash: string): Promise<Transaction> {
+        return this._web3Wrapper.getTransactionByHashAsync(txHash);
+    }
+}
diff --git a/packages/pipeline/src/entities/block.ts b/packages/pipeline/src/entities/block.ts
new file mode 100644
index 000000000..398946622
--- /dev/null
+++ b/packages/pipeline/src/entities/block.ts
@@ -0,0 +1,13 @@
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'blocks', schema: 'raw' })
+export class Block {
+    @PrimaryColumn() public hash!: string;
+    @PrimaryColumn({ transformer: numberToBigIntTransformer })
+    public number!: number;
+
+    @Column({ name: 'timestamp', transformer: numberToBigIntTransformer })
+    public timestamp!: number;
+}
diff --git a/packages/pipeline/src/entities/dex_trade.ts b/packages/pipeline/src/entities/dex_trade.ts
new file mode 100644
index 000000000..9d288cb51
--- /dev/null
+++ b/packages/pipeline/src/entities/dex_trade.ts
@@ -0,0 +1,54 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'dex_trades', schema: 'raw' })
+export class DexTrade {
+    @PrimaryColumn({ name: 'source_url' })
+    public sourceUrl!: string;
+    @PrimaryColumn({ name: 'tx_hash' })
+    public txHash!: string;
+
+    @Column({ name: 'tx_timestamp', type: 'bigint', transformer: numberToBigIntTransformer })
+    public txTimestamp!: number;
+    @Column({ name: 'tx_date' })
+    public txDate!: string;
+    @Column({ name: 'tx_sender' })
+    public txSender!: string;
+    @Column({ name: 'smart_contract_id', type: 'bigint', transformer: numberToBigIntTransformer })
+    public smartContractId!: number;
+    @Column({ name: 'smart_contract_address' })
+    public smartContractAddress!: string;
+    @Column({ name: 'contract_type' })
+    public contractType!: string;
+    @Column({ type: 'varchar' })
+    public maker!: string;
+    @Column({ type: 'varchar' })
+    public taker!: string;
+    @Column({ name: 'amount_buy', type: 'numeric', transformer: bigNumberTransformer })
+    public amountBuy!: BigNumber;
+    @Column({ name: 'maker_fee_amount', type: 'numeric', transformer: bigNumberTransformer })
+    public makerFeeAmount!: BigNumber;
+    @Column({ name: 'buy_currency_id', type: 'bigint', transformer: numberToBigIntTransformer })
+    public buyCurrencyId!: number;
+    @Column({ name: 'buy_symbol' })
+    public buySymbol!: string;
+    @Column({ name: 'amount_sell', type: 'numeric', transformer: bigNumberTransformer })
+    public amountSell!: BigNumber;
+    @Column({ name: 'taker_fee_amount', type: 'numeric', transformer: bigNumberTransformer })
+    public takerFeeAmount!: BigNumber;
+    @Column({ name: 'sell_currency_id', type: 'bigint', transformer: numberToBigIntTransformer })
+    public sellCurrencyId!: number;
+    @Column({ name: 'sell_symbol' })
+    public sellSymbol!: string;
+    @Column({ name: 'maker_annotation' })
+    public makerAnnotation!: string;
+    @Column({ name: 'taker_annotation' })
+    public takerAnnotation!: string;
+    @Column() public protocol!: string;
+    @Column({ name: 'buy_address', type: 'varchar', nullable: true })
+    public buyAddress!: string | null;
+    @Column({ name: 'sell_address', type: 'varchar', nullable: true })
+    public sellAddress!: string | null;
+}
diff --git a/packages/pipeline/src/entities/exchange_cancel_event.ts b/packages/pipeline/src/entities/exchange_cancel_event.ts
new file mode 100644
index 000000000..38f99c903
--- /dev/null
+++ b/packages/pipeline/src/entities/exchange_cancel_event.ts
@@ -0,0 +1,51 @@
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { AssetType } from '../types';
+import { numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'exchange_cancel_events', schema: 'raw' })
+export class ExchangeCancelEvent {
+    @PrimaryColumn({ name: 'contract_address' })
+    public contractAddress!: string;
+    @PrimaryColumn({ name: 'log_index' })
+    public logIndex!: number;
+    @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
+    public blockNumber!: number;
+
+    @Column({ name: 'raw_data' })
+    public rawData!: string;
+
+    @Column({ name: 'transaction_hash' })
+    public transactionHash!: string;
+    @Column({ name: 'maker_address' })
+    public makerAddress!: string;
+    @Column({ nullable: true, type: String, name: 'taker_address' })
+    public takerAddress!: string;
+    @Column({ name: 'fee_recipient_address' })
+    public feeRecipientAddress!: string;
+    @Column({ name: 'sender_address' })
+    public senderAddress!: string;
+    @Column({ name: 'order_hash' })
+    public orderHash!: string;
+
+    @Column({ name: 'raw_maker_asset_data' })
+    public rawMakerAssetData!: string;
+    @Column({ name: 'maker_asset_type' })
+    public makerAssetType!: AssetType;
+    @Column({ name: 'maker_asset_proxy_id' })
+    public makerAssetProxyId!: string;
+    @Column({ name: 'maker_token_address' })
+    public makerTokenAddress!: string;
+    @Column({ nullable: true, type: String, name: 'maker_token_id' })
+    public makerTokenId!: string | null;
+    @Column({ name: 'raw_taker_asset_data' })
+    public rawTakerAssetData!: string;
+    @Column({ name: 'taker_asset_type' })
+    public takerAssetType!: AssetType;
+    @Column({ name: 'taker_asset_proxy_id' })
+    public takerAssetProxyId!: string;
+    @Column({ name: 'taker_token_address' })
+    public takerTokenAddress!: string;
+    @Column({ nullable: true, type: String, name: 'taker_token_id' })
+    public takerTokenId!: string | null;
+}
diff --git a/packages/pipeline/src/entities/exchange_cancel_up_to_event.ts b/packages/pipeline/src/entities/exchange_cancel_up_to_event.ts
new file mode 100644
index 000000000..27580305e
--- /dev/null
+++ b/packages/pipeline/src/entities/exchange_cancel_up_to_event.ts
@@ -0,0 +1,26 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'exchange_cancel_up_to_events', schema: 'raw' })
+export class ExchangeCancelUpToEvent {
+    @PrimaryColumn({ name: 'contract_address' })
+    public contractAddress!: string;
+    @PrimaryColumn({ name: 'log_index' })
+    public logIndex!: number;
+    @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
+    public blockNumber!: number;
+
+    @Column({ name: 'raw_data' })
+    public rawData!: string;
+
+    @Column({ name: 'transaction_hash' })
+    public transactionHash!: string;
+    @Column({ name: 'maker_address' })
+    public makerAddress!: string;
+    @Column({ name: 'sender_address' })
+    public senderAddress!: string;
+    @Column({ name: 'order_epoch', type: 'numeric', transformer: bigNumberTransformer })
+    public orderEpoch!: BigNumber;
+}
diff --git a/packages/pipeline/src/entities/exchange_fill_event.ts b/packages/pipeline/src/entities/exchange_fill_event.ts
new file mode 100644
index 000000000..9b7727615
--- /dev/null
+++ b/packages/pipeline/src/entities/exchange_fill_event.ts
@@ -0,0 +1,60 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { AssetType } from '../types';
+import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'exchange_fill_events', schema: 'raw' })
+export class ExchangeFillEvent {
+    @PrimaryColumn({ name: 'contract_address' })
+    public contractAddress!: string;
+    @PrimaryColumn({ name: 'log_index' })
+    public logIndex!: number;
+    @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
+    public blockNumber!: number;
+
+    @Column({ name: 'raw_data' })
+    public rawData!: string;
+
+    @Column({ name: 'transaction_hash' })
+    public transactionHash!: string;
+    @Column({ name: 'maker_address' })
+    public makerAddress!: string;
+    @Column({ name: 'taker_address' })
+    public takerAddress!: string;
+    @Column({ name: 'fee_recipient_address' })
+    public feeRecipientAddress!: string;
+    @Column({ name: 'sender_address' })
+    public senderAddress!: string;
+    @Column({ name: 'maker_asset_filled_amount', type: 'numeric', transformer: bigNumberTransformer })
+    public makerAssetFilledAmount!: BigNumber;
+    @Column({ name: 'taker_asset_filled_amount', type: 'numeric', transformer: bigNumberTransformer })
+    public takerAssetFilledAmount!: BigNumber;
+    @Column({ name: 'maker_fee_paid', type: 'numeric', transformer: bigNumberTransformer })
+    public makerFeePaid!: BigNumber;
+    @Column({ name: 'taker_fee_paid', type: 'numeric', transformer: bigNumberTransformer })
+    public takerFeePaid!: BigNumber;
+    @Column({ name: 'order_hash' })
+    public orderHash!: string;
+
+    @Column({ name: 'raw_maker_asset_data' })
+    public rawMakerAssetData!: string;
+    @Column({ name: 'maker_asset_type' })
+    public makerAssetType!: AssetType;
+    @Column({ name: 'maker_asset_proxy_id' })
+    public makerAssetProxyId!: string;
+    @Column({ name: 'maker_token_address' })
+    public makerTokenAddress!: string;
+    @Column({ nullable: true, type: String, name: 'maker_token_id' })
+    public makerTokenId!: string | null;
+    @Column({ name: 'raw_taker_asset_data' })
+    public rawTakerAssetData!: string;
+    @Column({ name: 'taker_asset_type' })
+    public takerAssetType!: AssetType;
+    @Column({ name: 'taker_asset_proxy_id' })
+    public takerAssetProxyId!: string;
+    @Column({ name: 'taker_token_address' })
+    public takerTokenAddress!: string;
+    @Column({ nullable: true, type: String, name: 'taker_token_id' })
+    public takerTokenId!: string | null;
+}
diff --git a/packages/pipeline/src/entities/index.ts b/packages/pipeline/src/entities/index.ts
new file mode 100644
index 000000000..db0814e38
--- /dev/null
+++ b/packages/pipeline/src/entities/index.ts
@@ -0,0 +1,18 @@
+import { ExchangeCancelEvent } from './exchange_cancel_event';
+import { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event';
+import { ExchangeFillEvent } from './exchange_fill_event';
+
+export { Block } from './block';
+export { DexTrade } from './dex_trade';
+export { ExchangeCancelEvent } from './exchange_cancel_event';
+export { ExchangeCancelUpToEvent } from './exchange_cancel_up_to_event';
+export { ExchangeFillEvent } from './exchange_fill_event';
+export { OHLCVExternal } from './ohlcv_external';
+export { Relayer } from './relayer';
+export { SraOrder } from './sra_order';
+export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './sra_order_observed_timestamp';
+export { TokenMetadata } from './token_metadata';
+export { TokenOrderbookSnapshot } from './token_order';
+export { Transaction } from './transaction';
+
+export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;
diff --git a/packages/pipeline/src/entities/ohlcv_external.ts b/packages/pipeline/src/entities/ohlcv_external.ts
new file mode 100644
index 000000000..4f55dd930
--- /dev/null
+++ b/packages/pipeline/src/entities/ohlcv_external.ts
@@ -0,0 +1,30 @@
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'ohlcv_external', schema: 'raw' })
+export class OHLCVExternal {
+    @PrimaryColumn() public exchange!: string;
+
+    @PrimaryColumn({ name: 'from_symbol', type: 'varchar' })
+    public fromSymbol!: string;
+    @PrimaryColumn({ name: 'to_symbol', type: 'varchar' })
+    public toSymbol!: string;
+    @PrimaryColumn({ name: 'start_time', transformer: numberToBigIntTransformer })
+    public startTime!: number;
+    @PrimaryColumn({ name: 'end_time', transformer: numberToBigIntTransformer })
+    public endTime!: number;
+
+    @Column() public open!: number;
+    @Column() public close!: number;
+    @Column() public low!: number;
+    @Column() public high!: number;
+    @Column({ name: 'volume_from' })
+    public volumeFrom!: number;
+    @Column({ name: 'volume_to' })
+    public volumeTo!: number;
+
+    @PrimaryColumn() public source!: string;
+    @PrimaryColumn({ name: 'observed_timestamp', transformer: numberToBigIntTransformer })
+    public observedTimestamp!: number;
+}
diff --git a/packages/pipeline/src/entities/relayer.ts b/packages/pipeline/src/entities/relayer.ts
new file mode 100644
index 000000000..5af8578b4
--- /dev/null
+++ b/packages/pipeline/src/entities/relayer.ts
@@ -0,0 +1,21 @@
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+@Entity({ name: 'relayers', schema: 'raw' })
+export class Relayer {
+    @PrimaryColumn() public uuid!: string;
+
+    @Column() public name!: string;
+    @Column({ name: 'homepage_url', type: 'varchar' })
+    public homepageUrl!: string;
+    @Column({ name: 'sra_http_endpoint', type: 'varchar', nullable: true })
+    public sraHttpEndpoint!: string | null;
+    @Column({ name: 'sra_ws_endpoint', type: 'varchar', nullable: true })
+    public sraWsEndpoint!: string | null;
+    @Column({ name: 'app_url', type: 'varchar', nullable: true })
+    public appUrl!: string | null;
+
+    @Column({ name: 'fee_recipient_addresses', type: 'varchar', array: true })
+    public feeRecipientAddresses!: string[];
+    @Column({ name: 'taker_addresses', type: 'varchar', array: true })
+    public takerAddresses!: string[];
+}
diff --git a/packages/pipeline/src/entities/sra_order.ts b/packages/pipeline/src/entities/sra_order.ts
new file mode 100644
index 000000000..9c730a0bb
--- /dev/null
+++ b/packages/pipeline/src/entities/sra_order.ts
@@ -0,0 +1,63 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { AssetType } from '../types';
+import { bigNumberTransformer } from '../utils';
+
+@Entity({ name: 'sra_orders', schema: 'raw' })
+export class SraOrder {
+    @PrimaryColumn({ name: 'exchange_address' })
+    public exchangeAddress!: string;
+    @PrimaryColumn({ name: 'order_hash_hex' })
+    public orderHashHex!: string;
+    @PrimaryColumn({ name: 'source_url' })
+    public sourceUrl!: string;
+
+    @Column({ name: 'maker_address' })
+    public makerAddress!: string;
+    @Column({ name: 'taker_address' })
+    public takerAddress!: string;
+    @Column({ name: 'fee_recipient_address' })
+    public feeRecipientAddress!: string;
+    @Column({ name: 'sender_address' })
+    public senderAddress!: string;
+    @Column({ name: 'maker_asset_amount', type: 'numeric', transformer: bigNumberTransformer })
+    public makerAssetAmount!: BigNumber;
+    @Column({ name: 'taker_asset_amount', type: 'numeric', transformer: bigNumberTransformer })
+    public takerAssetAmount!: BigNumber;
+    @Column({ name: 'maker_fee', type: 'numeric', transformer: bigNumberTransformer })
+    public makerFee!: BigNumber;
+    @Column({ name: 'taker_fee', type: 'numeric', transformer: bigNumberTransformer })
+    public takerFee!: BigNumber;
+    @Column({ name: 'expiration_time_seconds', type: 'numeric', transformer: bigNumberTransformer })
+    public expirationTimeSeconds!: BigNumber;
+    @Column({ name: 'salt', type: 'numeric', transformer: bigNumberTransformer })
+    public salt!: BigNumber;
+    @Column({ name: 'signature' })
+    public signature!: string;
+
+    @Column({ name: 'raw_maker_asset_data' })
+    public rawMakerAssetData!: string;
+    @Column({ name: 'maker_asset_type' })
+    public makerAssetType!: AssetType;
+    @Column({ name: 'maker_asset_proxy_id' })
+    public makerAssetProxyId!: string;
+    @Column({ name: 'maker_token_address' })
+    public makerTokenAddress!: string;
+    @Column({ nullable: true, type: String, name: 'maker_token_id' })
+    public makerTokenId!: string | null;
+    @Column({ name: 'raw_taker_asset_data' })
+    public rawTakerAssetData!: string;
+    @Column({ name: 'taker_asset_type' })
+    public takerAssetType!: AssetType;
+    @Column({ name: 'taker_asset_proxy_id' })
+    public takerAssetProxyId!: string;
+    @Column({ name: 'taker_token_address' })
+    public takerTokenAddress!: string;
+    @Column({ nullable: true, type: String, name: 'taker_token_id' })
+    public takerTokenId!: string | null;
+
+    // TODO(albrow): Make this optional?
+    @Column({ name: 'metadata_json' })
+    public metadataJson!: string;
+}
diff --git a/packages/pipeline/src/entities/sra_order_observed_timestamp.ts b/packages/pipeline/src/entities/sra_order_observed_timestamp.ts
new file mode 100644
index 000000000..cbec1c6d0
--- /dev/null
+++ b/packages/pipeline/src/entities/sra_order_observed_timestamp.ts
@@ -0,0 +1,35 @@
+import { Entity, PrimaryColumn } from 'typeorm';
+
+import { numberToBigIntTransformer } from '../utils';
+
+import { SraOrder } from './sra_order';
+
+@Entity({ name: 'sra_orders_observed_timestamps', schema: 'raw' })
+export class SraOrdersObservedTimeStamp {
+    @PrimaryColumn({ name: 'exchange_address' })
+    public exchangeAddress!: string;
+    @PrimaryColumn({ name: 'order_hash_hex' })
+    public orderHashHex!: string;
+    @PrimaryColumn({ name: 'source_url' })
+    public sourceUrl!: string;
+
+    @PrimaryColumn({ name: 'observed_timestamp', transformer: numberToBigIntTransformer })
+    public observedTimestamp!: number;
+}
+
+/**
+ * Returns a new SraOrdersObservedTimeStamp for the given order based on the
+ * current time.
+ * @param order The order to generate a timestamp for.
+ */
+export function createObservedTimestampForOrder(
+    order: SraOrder,
+    observedTimestamp: number,
+): SraOrdersObservedTimeStamp {
+    const observed = new SraOrdersObservedTimeStamp();
+    observed.exchangeAddress = order.exchangeAddress;
+    observed.orderHashHex = order.orderHashHex;
+    observed.sourceUrl = order.sourceUrl;
+    observed.observedTimestamp = observedTimestamp;
+    return observed;
+}
diff --git a/packages/pipeline/src/entities/token_metadata.ts b/packages/pipeline/src/entities/token_metadata.ts
new file mode 100644
index 000000000..911b53972
--- /dev/null
+++ b/packages/pipeline/src/entities/token_metadata.ts
@@ -0,0 +1,22 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { bigNumberTransformer } from '../utils/transformers';
+
+@Entity({ name: 'token_metadata', schema: 'raw' })
+export class TokenMetadata {
+    @PrimaryColumn({ type: 'varchar', nullable: false })
+    public address!: string;
+
+    @PrimaryColumn({ type: 'varchar', nullable: false })
+    public authority!: string;
+
+    @Column({ type: 'numeric', transformer: bigNumberTransformer, nullable: true })
+    public decimals!: BigNumber | null;
+
+    @Column({ type: 'varchar', nullable: true })
+    public symbol!: string | null;
+
+    @Column({ type: 'varchar', nullable: true })
+    public name!: string | null;
+}
diff --git a/packages/pipeline/src/entities/token_order.ts b/packages/pipeline/src/entities/token_order.ts
new file mode 100644
index 000000000..557705767
--- /dev/null
+++ b/packages/pipeline/src/entities/token_order.ts
@@ -0,0 +1,29 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { OrderType } from '../types';
+import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'token_orderbook_snapshots', schema: 'raw' })
+export class TokenOrderbookSnapshot {
+    @PrimaryColumn({ name: 'observed_timestamp', type: 'bigint', transformer: numberToBigIntTransformer })
+    public observedTimestamp!: number;
+    @PrimaryColumn({ name: 'source' })
+    public source!: string;
+    @Column({ name: 'order_type' })
+    public orderType!: OrderType;
+    @PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer })
+    public price!: BigNumber;
+    @PrimaryColumn({ name: 'base_asset_symbol' })
+    public baseAssetSymbol!: string;
+    @Column({ name: 'base_asset_address' })
+    public baseAssetAddress!: string;
+    @Column({ name: 'base_volume', type: 'numeric', transformer: bigNumberTransformer })
+    public baseVolume!: BigNumber;
+    @PrimaryColumn({ name: 'quote_asset_symbol' })
+    public quoteAssetSymbol!: string;
+    @Column({ name: 'quote_asset_address' })
+    public quoteAssetAddress!: string;
+    @Column({ name: 'quote_volume', type: 'numeric', transformer: bigNumberTransformer })
+    public quoteVolume!: BigNumber;
+}
diff --git a/packages/pipeline/src/entities/transaction.ts b/packages/pipeline/src/entities/transaction.ts
new file mode 100644
index 000000000..742050177
--- /dev/null
+++ b/packages/pipeline/src/entities/transaction.ts
@@ -0,0 +1,19 @@
+import { BigNumber } from '@0x/utils';
+import { Column, Entity, PrimaryColumn } from 'typeorm';
+
+import { bigNumberTransformer, numberToBigIntTransformer } from '../utils';
+
+@Entity({ name: 'transactions', schema: 'raw' })
+export class Transaction {
+    @PrimaryColumn({ name: 'transaction_hash' })
+    public transactionHash!: string;
+    @PrimaryColumn({ name: 'block_hash' })
+    public blockHash!: string;
+    @PrimaryColumn({ name: 'block_number', transformer: numberToBigIntTransformer })
+    public blockNumber!: number;
+
+    @Column({ type: 'numeric', name: 'gas_used', transformer: bigNumberTransformer })
+    public gasUsed!: BigNumber;
+    @Column({ type: 'numeric', name: 'gas_price', transformer: bigNumberTransformer })
+    public gasPrice!: BigNumber;
+}
diff --git a/packages/pipeline/src/ormconfig.ts b/packages/pipeline/src/ormconfig.ts
new file mode 100644
index 000000000..9f7815b4e
--- /dev/null
+++ b/packages/pipeline/src/ormconfig.ts
@@ -0,0 +1,42 @@
+import { ConnectionOptions } from 'typeorm';
+
+import {
+    Block,
+    DexTrade,
+    ExchangeCancelEvent,
+    ExchangeCancelUpToEvent,
+    ExchangeFillEvent,
+    OHLCVExternal,
+    Relayer,
+    SraOrder,
+    SraOrdersObservedTimeStamp,
+    TokenMetadata,
+    TokenOrderbookSnapshot,
+    Transaction,
+} from './entities';
+
+const entities = [
+    Block,
+    DexTrade,
+    ExchangeCancelEvent,
+    ExchangeCancelUpToEvent,
+    ExchangeFillEvent,
+    OHLCVExternal,
+    Relayer,
+    SraOrder,
+    SraOrdersObservedTimeStamp,
+    TokenMetadata,
+    TokenOrderbookSnapshot,
+    Transaction,
+];
+
+const config: ConnectionOptions = {
+    type: 'postgres',
+    url: process.env.ZEROEX_DATA_PIPELINE_DB_URL,
+    synchronize: false,
+    logging: ['error'],
+    entities,
+    migrations: ['./lib/migrations/**/*.js'],
+};
+
+module.exports = config;
diff --git a/packages/pipeline/src/parsers/bloxy/index.ts b/packages/pipeline/src/parsers/bloxy/index.ts
new file mode 100644
index 000000000..caa55d289
--- /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 escaped null character (e.g., '\0' and '\u0000').
+const filterNullCharacters = R.replace(/\0/g, '');
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
new file mode 100644
index 000000000..81132e8f0
--- /dev/null
+++ b/packages/pipeline/src/parsers/ddex_orders/index.ts
@@ -0,0 +1,77 @@
+import { BigNumber } from '@0x/utils';
+import * as R from 'ramda';
+
+import { DdexMarket, DdexOrder, DdexOrderbook } from '../../data_sources/ddex';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
+import { OrderType } from '../../types';
+
+/**
+ * Marque function of this file.
+ * 1) Takes in orders from an orderbook,
+ * other information attached.
+ * @param ddexOrderbook A raw orderbook that we pull from the Ddex API.
+ * @param ddexMarket An object containing market data also directly from the API.
+ * @param observedTimestamp Time at which the orders for the market were pulled.
+ * @param source The exchange where these orders are placed. In this case 'ddex'.
+ */
+export function parseDdexOrders(
+    ddexOrderbook: DdexOrderbook,
+    ddexMarket: DdexMarket,
+    observedTimestamp: number,
+    source: string,
+): TokenOrder[] {
+    const aggregatedBids = aggregateOrders(ddexOrderbook.bids);
+    const aggregatedAsks = aggregateOrders(ddexOrderbook.asks);
+    const parsedBids = aggregatedBids.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'bid', source, order));
+    const parsedAsks = aggregatedAsks.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'ask', source, order));
+    return parsedBids.concat(parsedAsks);
+}
+
+/**
+ * Aggregates orders by price point for consistency with other exchanges.
+ * Querying the Ddex API at level 3 setting returns a breakdown of
+ * individual orders at each price point. Other exchanges only give total amount
+ * at each price point. Returns an array of <price, amount> tuples.
+ * @param ddexOrders A list of Ddex orders awaiting aggregation.
+ */
+export function aggregateOrders(ddexOrders: DdexOrder[]): Array<[string, BigNumber]> {
+    const sumAmount = (acc: BigNumber, order: DdexOrder): BigNumber => acc.plus(order.amount);
+    const aggregatedPricePoints = R.reduceBy(sumAmount, new BigNumber(0), R.prop('price'), ddexOrders);
+    return Object.entries(aggregatedPricePoints);
+}
+
+/**
+ * Parse a single aggregated Ddex order in order to form a tokenOrder entity
+ * which can be saved into the database.
+ * @param ddexMarket An object containing information about the market where these
+ * trades have been placed.
+ * @param observedTimestamp The time when the API response returned back to us.
+ * @param orderType 'bid' or 'ask' enum.
+ * @param source Exchange where these orders were placed.
+ * @param ddexOrder A <price, amount> tuple which we will convert to volume-basis.
+ */
+export function parseDdexOrder(
+    ddexMarket: DdexMarket,
+    observedTimestamp: number,
+    orderType: OrderType,
+    source: string,
+    ddexOrder: [string, BigNumber],
+): TokenOrder {
+    const tokenOrder = new TokenOrder();
+    const price = new BigNumber(ddexOrder[0]);
+    const amount = ddexOrder[1];
+
+    tokenOrder.source = source;
+    tokenOrder.observedTimestamp = observedTimestamp;
+    tokenOrder.orderType = orderType;
+    tokenOrder.price = price;
+
+    tokenOrder.baseAssetSymbol = ddexMarket.baseToken;
+    tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress;
+    tokenOrder.baseVolume = price.times(amount);
+
+    tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
+    tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
+    tokenOrder.quoteVolume = amount;
+    return tokenOrder;
+}
diff --git a/packages/pipeline/src/parsers/events/index.ts b/packages/pipeline/src/parsers/events/index.ts
new file mode 100644
index 000000000..e18106c75
--- /dev/null
+++ b/packages/pipeline/src/parsers/events/index.ts
@@ -0,0 +1,133 @@
+import { ExchangeCancelEventArgs, ExchangeCancelUpToEventArgs, ExchangeFillEventArgs } from '@0x/contract-wrappers';
+import { assetDataUtils } from '@0x/order-utils';
+import { AssetProxyId, ERC721AssetData } from '@0x/types';
+import { LogWithDecodedArgs } from 'ethereum-types';
+import * as R from 'ramda';
+
+import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities';
+import { bigNumbertoStringOrNull } from '../../utils';
+
+/**
+ * Parses raw event logs for a fill event and returns an array of
+ * ExchangeFillEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
+ */
+export const parseExchangeFillEvents: (
+    eventLogs: Array<LogWithDecodedArgs<ExchangeFillEventArgs>>,
+) => ExchangeFillEvent[] = R.map(_convertToExchangeFillEvent);
+
+/**
+ * Parses raw event logs for a cancel event and returns an array of
+ * ExchangeCancelEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
+ */
+export const parseExchangeCancelEvents: (
+    eventLogs: Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>,
+) => ExchangeCancelEvent[] = R.map(_convertToExchangeCancelEvent);
+
+/**
+ * Parses raw event logs for a CancelUpTo event and returns an array of
+ * ExchangeCancelUpToEvent entities.
+ * @param eventLogs Raw event logs (e.g. returned from contract-wrappers).
+ */
+export const parseExchangeCancelUpToEvents: (
+    eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>,
+) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent);
+
+/**
+ * Converts a raw event log for a fill event into an ExchangeFillEvent entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent {
+    const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
+    const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+    const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
+    const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+    const exchangeFillEvent = new ExchangeFillEvent();
+    exchangeFillEvent.contractAddress = eventLog.address as string;
+    exchangeFillEvent.blockNumber = eventLog.blockNumber as number;
+    exchangeFillEvent.logIndex = eventLog.logIndex as number;
+    exchangeFillEvent.rawData = eventLog.data as string;
+    exchangeFillEvent.transactionHash = eventLog.transactionHash;
+    exchangeFillEvent.makerAddress = eventLog.args.makerAddress;
+    exchangeFillEvent.takerAddress = eventLog.args.takerAddress;
+    exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
+    exchangeFillEvent.senderAddress = eventLog.args.senderAddress;
+    exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount;
+    exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount;
+    exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid;
+    exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid;
+    exchangeFillEvent.orderHash = eventLog.args.orderHash;
+    exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData;
+    exchangeFillEvent.makerAssetType = makerAssetType;
+    exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
+    exchangeFillEvent.makerTokenAddress = makerAssetData.tokenAddress;
+    // tslint has a false positive here. Type assertion is required.
+    // tslint:disable-next-line:no-unnecessary-type-assertion
+    exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
+    exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData;
+    exchangeFillEvent.takerAssetType = takerAssetType;
+    exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
+    exchangeFillEvent.takerTokenAddress = takerAssetData.tokenAddress;
+    // tslint:disable-next-line:no-unnecessary-type-assertion
+    exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
+    return exchangeFillEvent;
+}
+
+/**
+ * Converts a raw event log for a cancel event into an ExchangeCancelEvent
+ * entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToExchangeCancelEvent(
+    eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>,
+): ExchangeCancelEvent {
+    const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData);
+    const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+    const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
+    const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+    const exchangeCancelEvent = new ExchangeCancelEvent();
+    exchangeCancelEvent.contractAddress = eventLog.address as string;
+    exchangeCancelEvent.blockNumber = eventLog.blockNumber as number;
+    exchangeCancelEvent.logIndex = eventLog.logIndex as number;
+    exchangeCancelEvent.rawData = eventLog.data as string;
+    exchangeCancelEvent.transactionHash = eventLog.transactionHash;
+    exchangeCancelEvent.makerAddress = eventLog.args.makerAddress;
+    exchangeCancelEvent.takerAddress = eventLog.args.takerAddress;
+    exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress;
+    exchangeCancelEvent.senderAddress = eventLog.args.senderAddress;
+    exchangeCancelEvent.orderHash = eventLog.args.orderHash;
+    exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData;
+    exchangeCancelEvent.makerAssetType = makerAssetType;
+    exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
+    exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
+    // tslint:disable-next-line:no-unnecessary-type-assertion
+    exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
+    exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
+    exchangeCancelEvent.takerAssetType = takerAssetType;
+    exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
+    exchangeCancelEvent.takerTokenAddress = takerAssetData.tokenAddress;
+    // tslint:disable-next-line:no-unnecessary-type-assertion
+    exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
+    return exchangeCancelEvent;
+}
+
+/**
+ * Converts a raw event log for a cancelUpTo event into an
+ * ExchangeCancelUpToEvent entity.
+ * @param eventLog Raw event log (e.g. returned from contract-wrappers).
+ */
+export function _convertToExchangeCancelUpToEvent(
+    eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>,
+): ExchangeCancelUpToEvent {
+    const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent();
+    exchangeCancelUpToEvent.contractAddress = eventLog.address as string;
+    exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number;
+    exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number;
+    exchangeCancelUpToEvent.rawData = eventLog.data as string;
+    exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash;
+    exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress;
+    exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress;
+    exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch;
+    return exchangeCancelUpToEvent;
+}
diff --git a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
new file mode 100644
index 000000000..3efb90384
--- /dev/null
+++ b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
@@ -0,0 +1,38 @@
+import { CryptoCompareOHLCVRecord } from '../../data_sources/ohlcv_external/crypto_compare';
+import { OHLCVExternal } from '../../entities';
+
+const ONE_SECOND = 1000; // Crypto Compare uses timestamps in seconds instead of milliseconds
+
+export interface OHLCVMetadata {
+    exchange: string;
+    fromSymbol: string;
+    toSymbol: string;
+    source: string;
+    observedTimestamp: number;
+    interval: number;
+}
+/**
+ * Parses OHLCV records from Crypto Compare into an array of OHLCVExternal entities
+ * @param rawRecords an array of OHLCV records from Crypto Compare (not the full response)
+ */
+export function parseRecords(rawRecords: CryptoCompareOHLCVRecord[], metadata: OHLCVMetadata): OHLCVExternal[] {
+    return rawRecords.map(rec => {
+        const ohlcvRecord = new OHLCVExternal();
+        ohlcvRecord.exchange = metadata.exchange;
+        ohlcvRecord.fromSymbol = metadata.fromSymbol;
+        ohlcvRecord.toSymbol = metadata.toSymbol;
+        ohlcvRecord.startTime = rec.time * ONE_SECOND - metadata.interval;
+        ohlcvRecord.endTime = rec.time * ONE_SECOND;
+
+        ohlcvRecord.open = rec.open;
+        ohlcvRecord.close = rec.close;
+        ohlcvRecord.low = rec.low;
+        ohlcvRecord.high = rec.high;
+        ohlcvRecord.volumeFrom = rec.volumefrom;
+        ohlcvRecord.volumeTo = rec.volumeto;
+
+        ohlcvRecord.source = metadata.source;
+        ohlcvRecord.observedTimestamp = metadata.observedTimestamp;
+        return ohlcvRecord;
+    });
+}
diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts
new file mode 100644
index 000000000..7966658a7
--- /dev/null
+++ b/packages/pipeline/src/parsers/paradex_orders/index.ts
@@ -0,0 +1,66 @@
+import { BigNumber } from '@0x/utils';
+
+import { ParadexMarket, ParadexOrder, ParadexOrderbookResponse } from '../../data_sources/paradex';
+import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
+import { OrderType } from '../../types';
+
+/**
+ * Marque function of this file.
+ * 1) Takes in orders from an orderbook (orders are already aggregated by price point),
+ * 2) For each aggregated order, forms a TokenOrder entity with market data and
+ * other information attached.
+ * @param paradexOrderbookResponse An orderbook response from the Paradex API.
+ * @param paradexMarket An object containing market data also directly from the API.
+ * @param observedTimestamp Time at which the orders for the market were pulled.
+ * @param source The exchange where these orders are placed. In this case 'paradex'.
+ */
+export function parseParadexOrders(
+    paradexOrderbookResponse: ParadexOrderbookResponse,
+    paradexMarket: ParadexMarket,
+    observedTimestamp: number,
+    source: string,
+): TokenOrder[] {
+    const parsedBids = paradexOrderbookResponse.bids.map(order =>
+        parseParadexOrder(paradexMarket, observedTimestamp, 'bid', source, order),
+    );
+    const parsedAsks = paradexOrderbookResponse.asks.map(order =>
+        parseParadexOrder(paradexMarket, observedTimestamp, 'ask', source, order),
+    );
+    return parsedBids.concat(parsedAsks);
+}
+
+/**
+ * Parse a single aggregated Ddex order in order to form a tokenOrder entity
+ * which can be saved into the database.
+ * @param paradexMarket An object containing information about the market where these
+ * orders have been placed.
+ * @param observedTimestamp The time when the API response returned back to us.
+ * @param orderType 'bid' or 'ask' enum.
+ * @param source Exchange where these orders were placed.
+ * @param paradexOrder A ParadexOrder object; basically price, amount tuple.
+ */
+export function parseParadexOrder(
+    paradexMarket: ParadexMarket,
+    observedTimestamp: number,
+    orderType: OrderType,
+    source: string,
+    paradexOrder: ParadexOrder,
+): TokenOrder {
+    const tokenOrder = new TokenOrder();
+    const price = new BigNumber(paradexOrder.price);
+    const amount = new BigNumber(paradexOrder.amount);
+
+    tokenOrder.source = source;
+    tokenOrder.observedTimestamp = observedTimestamp;
+    tokenOrder.orderType = orderType;
+    tokenOrder.price = price;
+
+    tokenOrder.baseAssetSymbol = paradexMarket.baseToken;
+    tokenOrder.baseAssetAddress = paradexMarket.baseTokenAddress as string;
+    tokenOrder.baseVolume = price.times(amount);
+
+    tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken;
+    tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string;
+    tokenOrder.quoteVolume = amount;
+    return tokenOrder;
+}
diff --git a/packages/pipeline/src/parsers/relayer_registry/index.ts b/packages/pipeline/src/parsers/relayer_registry/index.ts
new file mode 100644
index 000000000..9723880a4
--- /dev/null
+++ b/packages/pipeline/src/parsers/relayer_registry/index.ts
@@ -0,0 +1,37 @@
+import * as R from 'ramda';
+
+import { RelayerResponse, RelayerResponseNetwork } from '../../data_sources/relayer-registry';
+import { Relayer } from '../../entities';
+
+/**
+ * Parses a raw relayer registry response into an array of Relayer entities.
+ * @param rawResp raw response from the relayer-registry json file.
+ */
+export function parseRelayers(rawResp: Map<string, RelayerResponse>): Relayer[] {
+    const parsedAsObject = R.mapObjIndexed(parseRelayer, rawResp);
+    return R.values(parsedAsObject);
+}
+
+function parseRelayer(relayerResp: RelayerResponse, uuid: string): Relayer {
+    const relayer = new Relayer();
+    relayer.uuid = uuid;
+    relayer.name = relayerResp.name;
+    relayer.homepageUrl = relayerResp.homepage_url;
+    relayer.appUrl = relayerResp.app_url;
+    const mainNetworkRelayerInfo = getMainNetwork(relayerResp);
+    if (mainNetworkRelayerInfo !== undefined) {
+        relayer.sraHttpEndpoint = mainNetworkRelayerInfo.sra_http_endpoint || null;
+        relayer.sraWsEndpoint = mainNetworkRelayerInfo.sra_ws_endpoint || null;
+        relayer.feeRecipientAddresses =
+            R.path(['static_order_fields', 'fee_recipient_addresses'], mainNetworkRelayerInfo) || [];
+        relayer.takerAddresses = R.path(['static_order_fields', 'taker_addresses'], mainNetworkRelayerInfo) || [];
+    } else {
+        relayer.feeRecipientAddresses = [];
+        relayer.takerAddresses = [];
+    }
+    return relayer;
+}
+
+function getMainNetwork(relayerResp: RelayerResponse): RelayerResponseNetwork | undefined {
+    return R.find(network => network.networkId === 1, relayerResp.networks);
+}
diff --git a/packages/pipeline/src/parsers/sra_orders/index.ts b/packages/pipeline/src/parsers/sra_orders/index.ts
new file mode 100644
index 000000000..ef8901e40
--- /dev/null
+++ b/packages/pipeline/src/parsers/sra_orders/index.ts
@@ -0,0 +1,62 @@
+import { APIOrder, OrdersResponse } from '@0x/connect';
+import { assetDataUtils, orderHashUtils } from '@0x/order-utils';
+import { AssetProxyId, ERC721AssetData } from '@0x/types';
+import * as R from 'ramda';
+
+import { SraOrder } from '../../entities';
+import { bigNumbertoStringOrNull } from '../../utils';
+
+/**
+ * Parses a raw order response from an SRA endpoint and returns an array of
+ * SraOrder entities.
+ * @param rawOrdersResponse A raw order response from an SRA endpoint.
+ */
+export function parseSraOrders(rawOrdersResponse: OrdersResponse): SraOrder[] {
+    return R.map(_convertToEntity, rawOrdersResponse.records);
+}
+
+/**
+ * Converts a single APIOrder into an SraOrder entity.
+ * @param apiOrder A single order from the response from an SRA endpoint.
+ */
+export function _convertToEntity(apiOrder: APIOrder): SraOrder {
+    // TODO(albrow): refactor out common asset data decoding code.
+    const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.makerAssetData);
+    const makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+    const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.takerAssetData);
+    const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+
+    const sraOrder = new SraOrder();
+    sraOrder.exchangeAddress = apiOrder.order.exchangeAddress;
+    sraOrder.orderHashHex = orderHashUtils.getOrderHashHex(apiOrder.order);
+
+    sraOrder.makerAddress = apiOrder.order.makerAddress;
+    sraOrder.takerAddress = apiOrder.order.takerAddress;
+    sraOrder.feeRecipientAddress = apiOrder.order.feeRecipientAddress;
+    sraOrder.senderAddress = apiOrder.order.senderAddress;
+    sraOrder.makerAssetAmount = apiOrder.order.makerAssetAmount;
+    sraOrder.takerAssetAmount = apiOrder.order.takerAssetAmount;
+    sraOrder.makerFee = apiOrder.order.makerFee;
+    sraOrder.takerFee = apiOrder.order.takerFee;
+    sraOrder.expirationTimeSeconds = apiOrder.order.expirationTimeSeconds;
+    sraOrder.salt = apiOrder.order.salt;
+    sraOrder.signature = apiOrder.order.signature;
+
+    sraOrder.rawMakerAssetData = apiOrder.order.makerAssetData;
+    sraOrder.makerAssetType = makerAssetType;
+    sraOrder.makerAssetProxyId = makerAssetData.assetProxyId;
+    sraOrder.makerTokenAddress = makerAssetData.tokenAddress;
+    // tslint has a false positive here. Type assertion is required.
+    // tslint:disable-next-line:no-unnecessary-type-assertion
+    sraOrder.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
+    sraOrder.rawTakerAssetData = apiOrder.order.takerAssetData;
+    sraOrder.takerAssetType = takerAssetType;
+    sraOrder.takerAssetProxyId = takerAssetData.assetProxyId;
+    sraOrder.takerTokenAddress = takerAssetData.tokenAddress;
+    // tslint:disable-next-line:no-unnecessary-type-assertion
+    sraOrder.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId);
+
+    sraOrder.metadataJson = JSON.stringify(apiOrder.metaData);
+
+    return sraOrder;
+}
diff --git a/packages/pipeline/src/parsers/token_metadata/index.ts b/packages/pipeline/src/parsers/token_metadata/index.ts
new file mode 100644
index 000000000..f258af063
--- /dev/null
+++ b/packages/pipeline/src/parsers/token_metadata/index.ts
@@ -0,0 +1,47 @@
+import { BigNumber } from '@0x/utils';
+import * as R from 'ramda';
+
+import { MetamaskTrustedTokenMeta, ZeroExTrustedTokenMeta } from '../../data_sources/trusted_tokens';
+import { TokenMetadata } from '../../entities';
+import {} from '../../utils';
+
+/**
+ * Parses Metamask's trusted tokens list.
+ * @param rawResp raw response from the metamask json file.
+ */
+export function parseMetamaskTrustedTokens(rawResp: Map<string, MetamaskTrustedTokenMeta>): TokenMetadata[] {
+    const parsedAsObject = R.mapObjIndexed(parseMetamaskTrustedToken, rawResp);
+    return R.values(parsedAsObject);
+}
+
+/**
+ * Parses 0x's trusted tokens list.
+ * @param rawResp raw response from the 0x trusted tokens file.
+ */
+export function parseZeroExTrustedTokens(rawResp: ZeroExTrustedTokenMeta[]): TokenMetadata[] {
+    return R.map(parseZeroExTrustedToken, rawResp);
+}
+
+function parseMetamaskTrustedToken(resp: MetamaskTrustedTokenMeta, address: string): TokenMetadata {
+    const trustedToken = new TokenMetadata();
+
+    trustedToken.address = address;
+    trustedToken.decimals = new BigNumber(resp.decimals);
+    trustedToken.symbol = resp.symbol;
+    trustedToken.name = resp.name;
+    trustedToken.authority = 'metamask';
+
+    return trustedToken;
+}
+
+function parseZeroExTrustedToken(resp: ZeroExTrustedTokenMeta): TokenMetadata {
+    const trustedToken = new TokenMetadata();
+
+    trustedToken.address = resp.address;
+    trustedToken.decimals = resp.decimals ? new BigNumber(resp.decimals) : null;
+    trustedToken.symbol = resp.symbol;
+    trustedToken.name = resp.name;
+    trustedToken.authority = '0x';
+
+    return trustedToken;
+}
diff --git a/packages/pipeline/src/parsers/web3/index.ts b/packages/pipeline/src/parsers/web3/index.ts
new file mode 100644
index 000000000..f986efc59
--- /dev/null
+++ b/packages/pipeline/src/parsers/web3/index.ts
@@ -0,0 +1,49 @@
+import { BigNumber } from '@0x/utils';
+import { BlockWithoutTransactionData, Transaction as EthTransaction } from 'ethereum-types';
+
+import { Block, Transaction } from '../../entities';
+
+const MILLISECONDS_PER_SECOND = 1000;
+
+/**
+ * Parses a raw block and returns a Block entity.
+ * @param rawBlock a raw block (e.g. returned from web3-wrapper).
+ */
+export function parseBlock(rawBlock: BlockWithoutTransactionData): Block {
+    if (rawBlock.hash == null) {
+        throw new Error('Tried to parse raw block but hash was null');
+    }
+    if (rawBlock.number == null) {
+        throw new Error('Tried to parse raw block but number was null');
+    }
+
+    const block = new Block();
+    block.hash = rawBlock.hash;
+    block.number = rawBlock.number;
+    // Block timestamps are in seconds, but we use milliseconds everywhere else.
+    block.timestamp = rawBlock.timestamp * MILLISECONDS_PER_SECOND;
+    return block;
+}
+
+/**
+ * Parses a raw transaction and returns a Transaction entity.
+ * @param rawBlock a raw transaction (e.g. returned from web3-wrapper).
+ */
+export function parseTransaction(rawTransaction: EthTransaction): Transaction {
+    if (rawTransaction.blockHash == null) {
+        throw new Error('Tried to parse raw transaction but blockHash was null');
+    }
+    if (rawTransaction.blockNumber == null) {
+        throw new Error('Tried to parse raw transaction but blockNumber was null');
+    }
+
+    const tx = new Transaction();
+    tx.transactionHash = rawTransaction.hash;
+    tx.blockHash = rawTransaction.blockHash;
+    tx.blockNumber = rawTransaction.blockNumber;
+
+    tx.gasUsed = new BigNumber(rawTransaction.gas);
+    tx.gasPrice = rawTransaction.gasPrice;
+
+    return tx;
+}
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;
+}
diff --git a/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts
new file mode 100644
index 000000000..7868e9c5a
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts
@@ -0,0 +1,55 @@
+import { logUtils } from '@0x/utils';
+import * as R from 'ramda';
+import { Connection, ConnectionOptions, createConnection } from 'typeorm';
+
+import { DDEX_SOURCE, DdexMarket, DdexSource } from '../data_sources/ddex';
+import { TokenOrderbookSnapshot as TokenOrder } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseDdexOrders } from '../parsers/ddex_orders';
+import { handleError } from '../utils';
+
+// Number of orders to save at once.
+const BATCH_SAVE_SIZE = 1000;
+
+// Number of markets to retrieve orderbooks for at once.
+const MARKET_ORDERBOOK_REQUEST_BATCH_SIZE = 50;
+
+// Delay between market orderbook requests.
+const MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY = 5000;
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    const ddexSource = new DdexSource();
+    const markets = await ddexSource.getActiveMarketsAsync();
+    for (const marketsChunk of R.splitEvery(MARKET_ORDERBOOK_REQUEST_BATCH_SIZE, markets)) {
+        await Promise.all(
+            marketsChunk.map(async (market: DdexMarket) => getAndSaveMarketOrderbook(ddexSource, market)),
+        );
+        await new Promise<void>(resolve => setTimeout(resolve, MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY));
+    }
+    process.exit(0);
+})().catch(handleError);
+
+/**
+ * Retrieve orderbook from Ddex API for a given market. Parse orders and insert
+ * them into our database.
+ * @param ddexSource Data source which can query Ddex API.
+ * @param market Object from Ddex API containing market data.
+ */
+async function getAndSaveMarketOrderbook(ddexSource: DdexSource, market: DdexMarket): Promise<void> {
+    const orderBook = await ddexSource.getMarketOrderbookAsync(market.id);
+    const observedTimestamp = Date.now();
+
+    logUtils.log(`${market.id}: Parsing orders.`);
+    const orders = parseDdexOrders(orderBook, market, observedTimestamp, DDEX_SOURCE);
+
+    if (orders.length > 0) {
+        logUtils.log(`${market.id}: 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.id}: 0 orders to save.`);
+    }
+}
diff --git a/packages/pipeline/src/scripts/pull_missing_blocks.ts b/packages/pipeline/src/scripts/pull_missing_blocks.ts
new file mode 100644
index 000000000..b7bd51f08
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_missing_blocks.ts
@@ -0,0 +1,80 @@
+// tslint:disable:no-console
+import { web3Factory } from '@0x/dev-utils';
+import * as Parallel from 'async-parallel';
+import R = require('ramda');
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
+
+import { Web3Source } from '../data_sources/web3';
+import { Block } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseBlock } from '../parsers/web3';
+import { EXCHANGE_START_BLOCK, handleError, INFURA_ROOT_URL } from '../utils';
+
+// Number of blocks to save at once.
+const BATCH_SAVE_SIZE = 1000;
+// Maximum number of requests to send at once.
+const MAX_CONCURRENCY = 10;
+// Maximum number of blocks to query for at once. This is also the maximum
+// number of blocks we will hold in memory prior to being saved to the database.
+const MAX_BLOCKS_PER_QUERY = 1000;
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    const provider = web3Factory.getRpcProvider({
+        rpcUrl: `${INFURA_ROOT_URL}/${process.env.INFURA_API_KEY}`,
+    });
+    const web3Source = new Web3Source(provider);
+    await getAllMissingBlocks(web3Source);
+    process.exit(0);
+})().catch(handleError);
+
+interface MissingBlocksResponse {
+    block_number: string;
+}
+
+async function getAllMissingBlocks(web3Source: Web3Source): Promise<void> {
+    const blocksRepository = connection.getRepository(Block);
+    let fromBlock = EXCHANGE_START_BLOCK;
+    while (true) {
+        const blockNumbers = await getMissingBlockNumbers(fromBlock);
+        if (blockNumbers.length === 0) {
+            // There are no more missing blocks. We're done.
+            break;
+        }
+        await getAndSaveBlocks(web3Source, blocksRepository, blockNumbers);
+        fromBlock = Math.max(...blockNumbers) + 1;
+    }
+    const totalBlocks = await blocksRepository.count();
+    console.log(`Done saving blocks. There are now ${totalBlocks} total blocks.`);
+}
+
+async function getMissingBlockNumbers(fromBlock: number): Promise<number[]> {
+    console.log(`Checking for missing blocks starting at ${fromBlock}...`);
+    const response = (await connection.query(
+        'SELECT DISTINCT(block_number) FROM raw.exchange_fill_events WHERE block_number NOT IN (SELECT number FROM raw.blocks) AND block_number >= $1 ORDER BY block_number ASC LIMIT $2',
+        [fromBlock, MAX_BLOCKS_PER_QUERY],
+    )) as MissingBlocksResponse[];
+    const blockNumberStrings = R.pluck('block_number', response);
+    const blockNumbers = R.map(parseInt, blockNumberStrings);
+    console.log(`Found ${blockNumbers.length} missing blocks in the given range.`);
+    return blockNumbers;
+}
+
+async function getAndSaveBlocks(
+    web3Source: Web3Source,
+    blocksRepository: Repository<Block>,
+    blockNumbers: number[],
+): Promise<void> {
+    console.log(`Getting block data for ${blockNumbers.length} blocks...`);
+    Parallel.setConcurrency(MAX_CONCURRENCY);
+    const rawBlocks = await Parallel.map(blockNumbers, async (blockNumber: number) =>
+        web3Source.getBlockInfoAsync(blockNumber),
+    );
+    console.log(`Parsing ${rawBlocks.length} blocks...`);
+    const blocks = R.map(parseBlock, rawBlocks);
+    console.log(`Saving ${blocks.length} blocks...`);
+    await blocksRepository.save(blocks, { chunk: Math.ceil(blocks.length / BATCH_SAVE_SIZE) });
+}
diff --git a/packages/pipeline/src/scripts/pull_missing_events.ts b/packages/pipeline/src/scripts/pull_missing_events.ts
new file mode 100644
index 000000000..80abbb8b0
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_missing_events.ts
@@ -0,0 +1,136 @@
+// tslint:disable:no-console
+import { web3Factory } from '@0x/dev-utils';
+import R = require('ramda');
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
+
+import { ExchangeEventsSource } from '../data_sources/contract-wrappers/exchange_events';
+import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeEvent, ExchangeFillEvent } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from '../parsers/events';
+import { EXCHANGE_START_BLOCK, handleError, INFURA_ROOT_URL } from '../utils';
+
+const START_BLOCK_OFFSET = 100; // Number of blocks before the last known block to consider when updating fill events.
+const BATCH_SAVE_SIZE = 1000; // Number of events to save at once.
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    const provider = web3Factory.getRpcProvider({
+        rpcUrl: INFURA_ROOT_URL,
+    });
+    const eventsSource = new ExchangeEventsSource(provider, 1);
+    await getFillEventsAsync(eventsSource);
+    await getCancelEventsAsync(eventsSource);
+    await getCancelUpToEventsAsync(eventsSource);
+    process.exit(0);
+})().catch(handleError);
+
+async function getFillEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+    console.log('Checking existing fill events...');
+    const repository = connection.getRepository(ExchangeFillEvent);
+    const startBlock = await getStartBlockAsync(repository);
+    console.log(`Getting fill events starting at ${startBlock}...`);
+    const eventLogs = await eventsSource.getFillEventsAsync(startBlock);
+    console.log('Parsing fill events...');
+    const events = parseExchangeFillEvents(eventLogs);
+    console.log(`Retrieved and parsed ${events.length} total fill events.`);
+    await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
+}
+
+async function getCancelEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+    console.log('Checking existing cancel events...');
+    const repository = connection.getRepository(ExchangeCancelEvent);
+    const startBlock = await getStartBlockAsync(repository);
+    console.log(`Getting cancel events starting at ${startBlock}...`);
+    const eventLogs = await eventsSource.getCancelEventsAsync(startBlock);
+    console.log('Parsing cancel events...');
+    const events = parseExchangeCancelEvents(eventLogs);
+    console.log(`Retrieved and parsed ${events.length} total cancel events.`);
+    await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
+}
+
+async function getCancelUpToEventsAsync(eventsSource: ExchangeEventsSource): Promise<void> {
+    console.log('Checking existing CancelUpTo events...');
+    const repository = connection.getRepository(ExchangeCancelUpToEvent);
+    const startBlock = await getStartBlockAsync(repository);
+    console.log(`Getting CancelUpTo events starting at ${startBlock}...`);
+    const eventLogs = await eventsSource.getCancelUpToEventsAsync(startBlock);
+    console.log('Parsing CancelUpTo events...');
+    const events = parseExchangeCancelUpToEvents(eventLogs);
+    console.log(`Retrieved and parsed ${events.length} total CancelUpTo events.`);
+    await saveEventsAsync(startBlock === EXCHANGE_START_BLOCK, repository, events);
+}
+
+const tableNameRegex = /^[a-zA-Z_]*$/;
+
+async function getStartBlockAsync<T extends ExchangeEvent>(repository: Repository<T>): Promise<number> {
+    const fillEventCount = await repository.count();
+    if (fillEventCount === 0) {
+        console.log(`No existing ${repository.metadata.name}s found.`);
+        return EXCHANGE_START_BLOCK;
+    }
+    const tableName = repository.metadata.tableName;
+    if (!tableNameRegex.test(tableName)) {
+        throw new Error(`Unexpected special character in table name: ${tableName}`);
+    }
+    const queryResult = await connection.query(
+        `SELECT block_number FROM raw.${tableName} ORDER BY block_number DESC LIMIT 1`,
+    );
+    const lastKnownBlock = queryResult[0].block_number;
+    return lastKnownBlock - START_BLOCK_OFFSET;
+}
+
+async function saveEventsAsync<T extends ExchangeEvent>(
+    isInitialPull: boolean,
+    repository: Repository<T>,
+    events: T[],
+): Promise<void> {
+    console.log(`Saving ${repository.metadata.name}s...`);
+    if (isInitialPull) {
+        // Split data into numChunks pieces of maximum size BATCH_SAVE_SIZE
+        // each.
+        for (const eventsBatch of R.splitEvery(BATCH_SAVE_SIZE, events)) {
+            await repository.insert(eventsBatch);
+        }
+    } else {
+        // If we possibly have some overlap where we need to update some
+        // existing events, we need to use our workaround/fallback.
+        await saveIndividuallyWithFallbackAsync(repository, events);
+    }
+    const totalEvents = await repository.count();
+    console.log(`Done saving events. There are now ${totalEvents} total ${repository.metadata.name}s.`);
+}
+
+async function saveIndividuallyWithFallbackAsync<T extends ExchangeEvent>(
+    repository: Repository<T>,
+    events: T[],
+): Promise<void> {
+    // Note(albrow): This is a temporary hack because `save` is not working as
+    // documented and is causing a foreign key constraint violation. Hopefully
+    // can remove later because this "poor man's upsert" implementation operates
+    // on one event at a time and is therefore much slower.
+    for (const event of events) {
+        try {
+            // First try an insert.
+            await repository.insert(event);
+        } catch {
+            // If it fails, assume it was a foreign key constraint error and try
+            // doing an update instead.
+            // Note(albrow): Unfortunately the `as any` hack here seems
+            // required. I can't figure out how to convince the type-checker
+            // that the criteria and the entity itself are the correct type for
+            // the given repository. If we can remove the `save` hack then this
+            // will probably no longer be necessary.
+            await repository.update(
+                {
+                    contractAddress: event.contractAddress,
+                    blockNumber: event.blockNumber,
+                    logIndex: event.logIndex,
+                } as any,
+                event as any,
+            );
+        }
+    }
+}
diff --git a/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts b/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts
new file mode 100644
index 000000000..d44eb5cc6
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts
@@ -0,0 +1,95 @@
+// tslint:disable:no-console
+import { Connection, ConnectionOptions, createConnection, Repository } from 'typeorm';
+
+import { CryptoCompareOHLCVSource } from '../data_sources/ohlcv_external/crypto_compare';
+import { OHLCVExternal } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { OHLCVMetadata, parseRecords } from '../parsers/ohlcv_external/crypto_compare';
+import { handleError } from '../utils';
+import { fetchOHLCVTradingPairsAsync, TradingPair } from '../utils/get_ohlcv_trading_pairs';
+
+const SOURCE_NAME = 'CryptoCompare';
+const TWO_HOURS_AGO = new Date().getTime() - 2 * 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
+
+const MAX_REQS_PER_SECOND = parseInt(process.env.CRYPTOCOMPARE_MAX_REQS_PER_SECOND || '15', 10); // tslint:disable-line:custom-no-magic-numbers
+const EARLIEST_BACKFILL_DATE = process.env.OHLCV_EARLIEST_BACKFILL_DATE || '2014-06-01';
+const EARLIEST_BACKFILL_TIME = new Date(EARLIEST_BACKFILL_DATE).getTime();
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    const repository = connection.getRepository(OHLCVExternal);
+    const source = new CryptoCompareOHLCVSource(MAX_REQS_PER_SECOND);
+
+    const jobTime = new Date().getTime();
+    const tradingPairs = await fetchOHLCVTradingPairsAsync(connection, SOURCE_NAME, EARLIEST_BACKFILL_TIME);
+    console.log(`Starting ${tradingPairs.length} job(s) to scrape Crypto Compare for OHLCV records...`);
+
+    const fetchAndSavePromises = tradingPairs.map(async pair => {
+        const pairs = source.generateBackfillIntervals(pair);
+        return fetchAndSaveAsync(source, repository, jobTime, pairs);
+    });
+    await Promise.all(fetchAndSavePromises);
+    console.log(`Finished scraping OHLCV records from Crypto Compare, exiting...`);
+    process.exit(0);
+})().catch(handleError);
+
+async function fetchAndSaveAsync(
+    source: CryptoCompareOHLCVSource,
+    repository: Repository<OHLCVExternal>,
+    jobTime: number,
+    pairs: TradingPair[],
+): Promise<void> {
+    const sortAscTimestamp = (a: TradingPair, b: TradingPair): number => {
+        if (a.latestSavedTime < b.latestSavedTime) {
+            return -1;
+        } else if (a.latestSavedTime > b.latestSavedTime) {
+            return 1;
+        } else {
+            return 0;
+        }
+    };
+    pairs.sort(sortAscTimestamp);
+
+    let i = 0;
+    while (i < pairs.length) {
+        const pair = pairs[i];
+        if (pair.latestSavedTime > TWO_HOURS_AGO) {
+            break;
+        }
+        try {
+            const records = await source.getHourlyOHLCVAsync(pair);
+            console.log(`Retrieved ${records.length} records for ${JSON.stringify(pair)}`);
+            if (records.length > 0) {
+                const metadata: OHLCVMetadata = {
+                    exchange: source.defaultExchange,
+                    fromSymbol: pair.fromSymbol,
+                    toSymbol: pair.toSymbol,
+                    source: SOURCE_NAME,
+                    observedTimestamp: jobTime,
+                    interval: source.intervalBetweenRecords,
+                };
+                const parsedRecords = parseRecords(records, metadata);
+                await saveRecordsAsync(repository, parsedRecords);
+            }
+            i++;
+        } catch (err) {
+            console.log(`Error scraping OHLCVRecords, stopping task for ${JSON.stringify(pair)} [${err}]`);
+            break;
+        }
+    }
+    return Promise.resolve();
+}
+
+async function saveRecordsAsync(repository: Repository<OHLCVExternal>, records: OHLCVExternal[]): Promise<void> {
+    const metadata = [
+        records[0].fromSymbol,
+        records[0].toSymbol,
+        new Date(records[0].startTime),
+        new Date(records[records.length - 1].endTime),
+    ];
+
+    console.log(`Saving ${records.length} records to ${repository.metadata.name}... ${JSON.stringify(metadata)}`);
+    await repository.save(records);
+}
diff --git a/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts
new file mode 100644
index 000000000..bae1fbede
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_paradex_orderbook_snapshots.ts
@@ -0,0 +1,87 @@
+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) => getAndSaveMarketOrderbook(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(`${market.quoteToken}: No address found.`);
+        }
+    });
+    return markets;
+}
+
+/**
+ * Retrieve orderbook from Paradex API for a given market. Parse orders and insert
+ * them into our database.
+ * @param paradexSource Data source which can query the Paradex API.
+ * @param market Object from the Paradex API with information about the market in question.
+ */
+async function getAndSaveMarketOrderbook(paradexSource: ParadexSource, market: ParadexMarket): Promise<void> {
+    const paradexOrderbookResponse = await paradexSource.getMarketOrderbookAsync(market.symbol);
+    const observedTimestamp = Date.now();
+
+    logUtils.log(`${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.`);
+    }
+}
diff --git a/packages/pipeline/src/scripts/pull_radar_relay_orders.ts b/packages/pipeline/src/scripts/pull_radar_relay_orders.ts
new file mode 100644
index 000000000..40bb6fc97
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_radar_relay_orders.ts
@@ -0,0 +1,54 @@
+// tslint:disable:no-console
+import { HttpClient } from '@0x/connect';
+import * as R from 'ramda';
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection, EntityManager } from 'typeorm';
+
+import { createObservedTimestampForOrder, SraOrder } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseSraOrders } from '../parsers/sra_orders';
+import { handleError } from '../utils';
+
+const RADAR_RELAY_URL = 'https://api.radarrelay.com/0x/v2';
+const ORDERS_PER_PAGE = 10000; // Number of orders to get per request.
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    await getOrderbookAsync();
+    process.exit(0);
+})().catch(handleError);
+
+async function getOrderbookAsync(): Promise<void> {
+    console.log('Getting all orders...');
+    const connectClient = new HttpClient(RADAR_RELAY_URL);
+    const rawOrders = await connectClient.getOrdersAsync({
+        perPage: ORDERS_PER_PAGE,
+    });
+    console.log(`Got ${rawOrders.records.length} orders.`);
+    console.log('Parsing orders...');
+    // Parse the sra orders, then add source url to each.
+    const orders = R.pipe(parseSraOrders, R.map(setSourceUrl(RADAR_RELAY_URL)))(rawOrders);
+    // Save all the orders and update the observed time stamps in a single
+    // transaction.
+    console.log('Saving orders and updating timestamps...');
+    const observedTimestamp = Date.now();
+    await connection.transaction(async (manager: EntityManager): Promise<void> => {
+        for (const order of orders) {
+            await manager.save(SraOrder, order);
+            const orderObservation = createObservedTimestampForOrder(order, observedTimestamp);
+            await manager.save(orderObservation);
+        }
+    });
+}
+
+const sourceUrlProp = R.lensProp('sourceUrl');
+
+/**
+ * Sets the source url for a single order. Returns a new order instead of
+ * mutating the given one.
+ */
+const setSourceUrl = R.curry((sourceURL: string, order: SraOrder): SraOrder => {
+    return R.set(sourceUrlProp, sourceURL, order);
+});
diff --git a/packages/pipeline/src/scripts/pull_trusted_tokens.ts b/packages/pipeline/src/scripts/pull_trusted_tokens.ts
new file mode 100644
index 000000000..1befc4437
--- /dev/null
+++ b/packages/pipeline/src/scripts/pull_trusted_tokens.ts
@@ -0,0 +1,52 @@
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection } from 'typeorm';
+
+import { MetamaskTrustedTokenMeta, TrustedTokenSource, ZeroExTrustedTokenMeta } from '../data_sources/trusted_tokens';
+import { TokenMetadata } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseMetamaskTrustedTokens, parseZeroExTrustedTokens } from '../parsers/token_metadata';
+import { handleError } from '../utils';
+
+const METAMASK_TRUSTED_TOKENS_URL =
+    'https://raw.githubusercontent.com/MetaMask/eth-contract-metadata/d45916c533116510cc8e9e048a8b5fc3732a6b6d/contract-map.json';
+
+const ZEROEX_TRUSTED_TOKENS_URL = 'https://website-api.0xproject.com/tokens';
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    await getMetamaskTrustedTokens();
+    await getZeroExTrustedTokens();
+    process.exit(0);
+})().catch(handleError);
+
+async function getMetamaskTrustedTokens(): Promise<void> {
+    // tslint:disable-next-line:no-console
+    console.log('Getting latest metamask trusted tokens list ...');
+    const trustedTokensRepository = connection.getRepository(TokenMetadata);
+    const trustedTokensSource = new TrustedTokenSource<Map<string, MetamaskTrustedTokenMeta>>(
+        METAMASK_TRUSTED_TOKENS_URL,
+    );
+    const resp = await trustedTokensSource.getTrustedTokenMetaAsync();
+    const trustedTokens = parseMetamaskTrustedTokens(resp);
+    // tslint:disable-next-line:no-console
+    console.log('Saving metamask trusted tokens list');
+    await trustedTokensRepository.save(trustedTokens);
+    // tslint:disable-next-line:no-console
+    console.log('Done saving metamask trusted tokens.');
+}
+
+async function getZeroExTrustedTokens(): Promise<void> {
+    // tslint:disable-next-line:no-console
+    console.log('Getting latest 0x trusted tokens list ...');
+    const trustedTokensRepository = connection.getRepository(TokenMetadata);
+    const trustedTokensSource = new TrustedTokenSource<ZeroExTrustedTokenMeta[]>(ZEROEX_TRUSTED_TOKENS_URL);
+    const resp = await trustedTokensSource.getTrustedTokenMetaAsync();
+    const trustedTokens = parseZeroExTrustedTokens(resp);
+    // tslint:disable-next-line:no-console
+    console.log('Saving metamask trusted tokens list');
+    await trustedTokensRepository.save(trustedTokens);
+    // tslint:disable-next-line:no-console
+    console.log('Done saving metamask trusted tokens.');
+}
diff --git a/packages/pipeline/src/scripts/update_relayer_info.ts b/packages/pipeline/src/scripts/update_relayer_info.ts
new file mode 100644
index 000000000..f8918728d
--- /dev/null
+++ b/packages/pipeline/src/scripts/update_relayer_info.ts
@@ -0,0 +1,33 @@
+// tslint:disable:no-console
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection } from 'typeorm';
+
+import { RelayerRegistrySource } from '../data_sources/relayer-registry';
+import { Relayer } from '../entities';
+import * as ormConfig from '../ormconfig';
+import { parseRelayers } from '../parsers/relayer_registry';
+import { handleError } from '../utils';
+
+// NOTE(albrow): We need to manually update this URL for now. Fix this when we
+// have the relayer-registry behind semantic versioning.
+const RELAYER_REGISTRY_URL =
+    'https://raw.githubusercontent.com/0xProject/0x-relayer-registry/4701c85677d161ea729a466aebbc1826c6aa2c0b/relayers.json';
+
+let connection: Connection;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    await getRelayers();
+    process.exit(0);
+})().catch(handleError);
+
+async function getRelayers(): Promise<void> {
+    console.log('Getting latest relayer info...');
+    const relayerRepository = connection.getRepository(Relayer);
+    const relayerSource = new RelayerRegistrySource(RELAYER_REGISTRY_URL);
+    const relayersResp = await relayerSource.getRelayerInfoAsync();
+    const relayers = parseRelayers(relayersResp);
+    console.log('Saving relayer info...');
+    await relayerRepository.save(relayers);
+    console.log('Done saving relayer info.');
+}
diff --git a/packages/pipeline/src/types.ts b/packages/pipeline/src/types.ts
new file mode 100644
index 000000000..e02b42a40
--- /dev/null
+++ b/packages/pipeline/src/types.ts
@@ -0,0 +1,2 @@
+export type AssetType = 'erc20' | 'erc721';
+export type OrderType = 'bid' | 'ask';
diff --git a/packages/pipeline/src/utils/constants.ts b/packages/pipeline/src/utils/constants.ts
new file mode 100644
index 000000000..56f3e82d8
--- /dev/null
+++ b/packages/pipeline/src/utils/constants.ts
@@ -0,0 +1,3 @@
+// Block number when the Exchange contract was deployed to mainnet.
+export const EXCHANGE_START_BLOCK = 6271590;
+export const INFURA_ROOT_URL = 'https://mainnet.infura.io';
diff --git a/packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts b/packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts
new file mode 100644
index 000000000..9d3ef2fba
--- /dev/null
+++ b/packages/pipeline/src/utils/get_ohlcv_trading_pairs.ts
@@ -0,0 +1,92 @@
+import { fetchAsync } from '@0x/utils';
+import * as R from 'ramda';
+import { Connection } from 'typeorm';
+
+export interface TradingPair {
+    fromSymbol: string;
+    toSymbol: string;
+    latestSavedTime: number;
+}
+
+const COINLIST_API = 'https://min-api.cryptocompare.com/data/all/coinlist?BuiltOn=7605';
+
+interface CryptoCompareCoinListResp {
+    Data: Map<string, CryptoCompareCoin>;
+}
+
+interface CryptoCompareCoin {
+    Symbol: string;
+    BuiltOn: string;
+    SmartContractAddress: string;
+}
+
+const TO_CURRENCIES = ['USD', 'EUR', 'ETH', 'USDT'];
+const ETHEREUM_IDENTIFIER = '7605';
+const HTTP_OK_STATUS = 200;
+/**
+ * Get trading pairs with latest scraped time for OHLCV records
+ * @param conn a typeorm Connection to postgres
+ */
+export async function fetchOHLCVTradingPairsAsync(
+    conn: Connection,
+    source: string,
+    earliestBackfillTime: number,
+): Promise<TradingPair[]> {
+    // fetch existing ohlcv records
+    const latestTradingPairs: Array<{
+        from_symbol: string;
+        to_symbol: string;
+        latest: string;
+    }> = await conn.query(`SELECT
+    MAX(end_time) as latest,
+    from_symbol,
+    to_symbol
+    FROM raw.ohlcv_external
+    GROUP BY from_symbol, to_symbol;`);
+
+    const latestTradingPairsIndex: { [fromSym: string]: { [toSym: string]: number } } = {};
+    latestTradingPairs.forEach(pair => {
+        const latestIndex: { [toSym: string]: number } = latestTradingPairsIndex[pair.from_symbol] || {};
+        latestIndex[pair.to_symbol] = parseInt(pair.latest, 10); // tslint:disable-line:custom-no-magic-numbers
+        latestTradingPairsIndex[pair.from_symbol] = latestIndex;
+    });
+
+    // get token symbols used by Crypto Compare
+    const allCoinsResp = await fetchAsync(COINLIST_API);
+    if (allCoinsResp.status !== HTTP_OK_STATUS) {
+        return [];
+    }
+    const allCoins: CryptoCompareCoinListResp = await allCoinsResp.json();
+    const erc20CoinsIndex: Map<string, string> = new Map();
+    Object.entries(allCoins.Data).forEach(pair => {
+        const [symbol, coinData] = pair;
+        if (coinData.BuiltOn === ETHEREUM_IDENTIFIER && coinData.SmartContractAddress !== 'N/A') {
+            erc20CoinsIndex.set(coinData.SmartContractAddress.toLowerCase(), symbol);
+        }
+    });
+
+    // fetch all tokens that are traded on 0x
+    const rawTokenAddresses: Array<{ tokenaddress: string }> = await conn.query(
+        `SELECT DISTINCT(maker_token_address) as tokenaddress FROM raw.exchange_fill_events UNION
+      SELECT DISTINCT(taker_token_address) as tokenaddress FROM raw.exchange_fill_events`,
+    );
+    const tokenAddresses = R.pluck('tokenaddress', rawTokenAddresses);
+
+    // join token addresses with CC symbols
+    const allTokenSymbols: string[] = tokenAddresses
+        .map(tokenAddress => erc20CoinsIndex.get(tokenAddress.toLowerCase()) || '')
+        .filter(x => x);
+
+    // generate list of all tokens with time of latest existing record OR default earliest time
+    const allTradingPairCombinations: TradingPair[] = R.chain(sym => {
+        return TO_CURRENCIES.map(fiat => {
+            return {
+                fromSymbol: sym,
+                toSymbol: fiat,
+                latestSavedTime: R.path<number>([sym, fiat], latestTradingPairsIndex) || earliestBackfillTime,
+            };
+        });
+    }, allTokenSymbols);
+
+    return allTradingPairCombinations;
+}
diff --git a/packages/pipeline/src/utils/index.ts b/packages/pipeline/src/utils/index.ts
new file mode 100644
index 000000000..2096a0a39
--- /dev/null
+++ b/packages/pipeline/src/utils/index.ts
@@ -0,0 +1,38 @@
+import { BigNumber } from '@0x/utils';
+export * from './transformers';
+export * from './constants';
+
+/**
+ * If the given BigNumber is not null, returns the string representation of that
+ * number. Otherwise, returns null.
+ * @param n The number to convert.
+ */
+export function bigNumbertoStringOrNull(n: BigNumber): string | null {
+    if (n == null) {
+        return null;
+    }
+    return n.toString();
+}
+
+/**
+ * Logs an error by intelligently checking for `message` and `stack` properties.
+ * Intended for use with top-level immediately invoked asynchronous functions.
+ * @param e the error to log.
+ */
+export function handleError(e: any): void {
+    if (e.message != null) {
+        // tslint:disable-next-line:no-console
+        console.error(e.message);
+    } else {
+        // tslint:disable-next-line:no-console
+        console.error('Unknown error');
+    }
+    if (e.stack != null) {
+        // tslint:disable-next-line:no-console
+        console.error(e.stack);
+    } else {
+        // tslint:disable-next-line:no-console
+        console.error('(No stack trace)');
+    }
+    process.exit(1);
+}
diff --git a/packages/pipeline/src/utils/transformers/big_number.ts b/packages/pipeline/src/utils/transformers/big_number.ts
new file mode 100644
index 000000000..5f2e4d565
--- /dev/null
+++ b/packages/pipeline/src/utils/transformers/big_number.ts
@@ -0,0 +1,16 @@
+import { BigNumber } from '@0x/utils';
+import { ValueTransformer } from 'typeorm/decorator/options/ValueTransformer';
+
+export class BigNumberTransformer implements ValueTransformer {
+    // tslint:disable-next-line:prefer-function-over-method
+    public to(value: BigNumber | null): string | null {
+        return value === null ? null : value.toString();
+    }
+
+    // tslint:disable-next-line:prefer-function-over-method
+    public from(value: string | null): BigNumber | null {
+        return value === null ? null : new BigNumber(value);
+    }
+}
+
+export const bigNumberTransformer = new BigNumberTransformer();
diff --git a/packages/pipeline/src/utils/transformers/index.ts b/packages/pipeline/src/utils/transformers/index.ts
new file mode 100644
index 000000000..232c1c5de
--- /dev/null
+++ b/packages/pipeline/src/utils/transformers/index.ts
@@ -0,0 +1,2 @@
+export * from './big_number';
+export * from './number_to_bigint';
diff --git a/packages/pipeline/src/utils/transformers/number_to_bigint.ts b/packages/pipeline/src/utils/transformers/number_to_bigint.ts
new file mode 100644
index 000000000..85560c1f0
--- /dev/null
+++ b/packages/pipeline/src/utils/transformers/number_to_bigint.ts
@@ -0,0 +1,27 @@
+import { BigNumber } from '@0x/utils';
+import { ValueTransformer } from 'typeorm/decorator/options/ValueTransformer';
+
+const decimalRadix = 10;
+
+// Can be used to convert a JavaScript number type to a Postgres bigint type and
+// vice versa. By default TypeORM will silently convert number types to string
+// if the corresponding Postgres type is bigint. See
+// https://github.com/typeorm/typeorm/issues/2400 for more information.
+export class NumberToBigIntTransformer implements ValueTransformer {
+    // tslint:disable-next-line:prefer-function-over-method
+    public to(value: number): string {
+        return value.toString();
+    }
+
+    // tslint:disable-next-line:prefer-function-over-method
+    public from(value: string): number {
+        if (new BigNumber(value).greaterThan(Number.MAX_SAFE_INTEGER)) {
+            throw new Error(
+                `Attempted to convert PostgreSQL bigint value (${value}) to JavaScript number type but it is too big to safely convert`,
+            );
+        }
+        return Number.parseInt(value, decimalRadix);
+    }
+}
+
+export const numberToBigIntTransformer = new NumberToBigIntTransformer();