aboutsummaryrefslogtreecommitdiffstats
path: root/packages/pipeline/src/parsers/ddex_orders/index.ts
diff options
context:
space:
mode:
Diffstat (limited to 'packages/pipeline/src/parsers/ddex_orders/index.ts')
-rw-r--r--packages/pipeline/src/parsers/ddex_orders/index.ts32
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;
}