diff options
Diffstat (limited to 'packages/pipeline/src/parsers/ddex_orders/index.ts')
-rw-r--r-- | packages/pipeline/src/parsers/ddex_orders/index.ts | 32 |
1 files changed, 11 insertions, 21 deletions
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts index 81132e8f0..d7b97efbe 100644 --- a/packages/pipeline/src/parsers/ddex_orders/index.ts +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -1,7 +1,8 @@ import { BigNumber } from '@0x/utils'; -import * as R from 'ramda'; -import { DdexMarket, DdexOrder, DdexOrderbook } from '../../data_sources/ddex'; +import { aggregateOrders } from '../utils'; + +import { DdexMarket, DdexOrderbook } from '../../data_sources/ddex'; import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; import { OrderType } from '../../types'; @@ -28,19 +29,6 @@ export function parseDdexOrders( } /** - * 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 @@ -66,12 +54,14 @@ export function parseDdexOrder( tokenOrder.orderType = orderType; tokenOrder.price = price; - tokenOrder.baseAssetSymbol = ddexMarket.baseToken; - tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress; - tokenOrder.baseVolume = price.times(amount); + // ddex currently confuses quote and base assets. + // We switch them here to maintain our internal consistency. + tokenOrder.baseAssetSymbol = ddexMarket.quoteToken; + tokenOrder.baseAssetAddress = ddexMarket.quoteTokenAddress; + tokenOrder.baseVolume = amount; - tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken; - tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress; - tokenOrder.quoteVolume = amount; + tokenOrder.quoteAssetSymbol = ddexMarket.baseToken; + tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress; + tokenOrder.quoteVolume = price.times(amount); return tokenOrder; } |