1 files changed, 27 insertions, 9 deletions
diff --git a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
index 6b10c29c5..8804c34d0 100644
--- a/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
+++ b/packages/pipeline/src/data_sources/ohlcv_external/crypto_compare.ts
@@ -7,9 +7,10 @@ import * as R from 'ramda';
 import { TradingPair } from '../../utils/get_ohlcv_trading_pairs';
 
 export interface CryptoCompareOHLCVResponse {
-    Data: Map<string, CryptoCompareOHLCVRecord[]>;
+    Data: CryptoCompareOHLCVRecord[];
     Response: string;
     Message: string;
+    Type: number;
 }
 
 export interface CryptoCompareOHLCVRecord {
@@ -35,7 +36,9 @@ export interface CryptoCompareOHLCVParams {
 const ONE_WEEK = 7 * 24 * 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers
 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;
 
 export class CryptoCompareOHLCVSource {
     public readonly interval = ONE_WEEK; // the hourly API returns data for one week at a time
@@ -68,17 +71,21 @@ export class CryptoCompareOHLCVSource {
 
         const response = await Promise.resolve(fetchPromise);
         if (response.status !== HTTP_OK_STATUS) {
-            // tslint:disable-next-line:no-console
-            console.log(`Error scraping ${url}`);
-            return [];
+            throw new Error(`HTTP error while scraping Crypto Compare: [${response}]`);
         }
         const json: CryptoCompareOHLCVResponse = await response.json();
-        if (json.Response === 'Error' || Object.keys(json.Data).length === 0) {
-            // tslint:disable-next-line:no-console
-            console.log(`Error scraping ${url}: ${json.Message}`);
-            return [];
+        if (
+            (json.Response === 'Error' || json.Data.length === 0) &&
+            json.Type !== CRYPTO_COMPARE_VALID_EMPTY_RESPONSE_TYPE
+        ) {
+            throw new Error(JSON.stringify(json));
         }
-        return Object.values(json.Data).filter(rec => rec.time * ONE_SECOND >= pair.latestSavedTime);
+        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();
@@ -92,3 +99,14 @@ export class CryptoCompareOHLCVSource {
         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
+    );
+}