pull OHLCV records from Crypto Compare (#1349)

* [WIP] pull OHLCV records from Crypto Compare

* lint

* refactor to pull logic out of script and into modules

* add entity test for ohlcv_external entity

* implement rate limit and chronological backfill for ohlcv

* add unit tests; cleanup variable names

* Fetch OHLCV pairs params from events table

* better method names

* fix outdated test

* lint

* Clean up after review

* oops

* fix failing test

* better filtering of most recent records

* fix bug when generating pairs

* fix default earliest backfill date

* fix bug with retrieving backfill time

* prettier

1 files changed, 35 insertions, 0 deletions

diff --git a/packages/pipeline/test/entities/ohlcv_external_test.ts b/packages/pipeline/test/entities/ohlcv_external_test.ts
new file mode 100644
index 000000000..8b995db50
--- /dev/null
+++ b/packages/pipeline/test/entities/ohlcv_external_test.ts
@@ -0,0 +1,35 @@
+import 'mocha';
+import 'reflect-metadata';
+
+import { OHLCVExternal } from '../../src/entities';
+import { createDbConnectionOnceAsync } from '../db_setup';
+import { chaiSetup } from '../utils/chai_setup';
+
+import { testSaveAndFindEntityAsync } from './util';
+
+chaiSetup.configure();
+
+const ohlcvExternal: OHLCVExternal = {
+    exchange: 'CCCAGG',
+    fromSymbol: 'ETH',
+    toSymbol: 'ZRX',
+    startTime: 1543352400000,
+    endTime: 1543356000000,
+    open: 307.41,
+    close: 310.08,
+    low: 304.6,
+    high: 310.27,
+    volumeFrom: 904.6,
+    volumeTo: 278238.5,
+    source: 'Crypto Compare',
+    observedTimestamp: 1543442338074,
+};
+
+// tslint:disable:custom-no-magic-numbers
+describe('OHLCVExternal entity', () => {
+    it('save/find', async () => {
+        const connection = await createDbConnectionOnceAsync();
+        const repository = connection.getRepository(OHLCVExternal);
+        await testSaveAndFindEntityAsync(repository, ohlcvExternal);
+    });
+});