diff options
Diffstat (limited to 'packages/pipeline/src/parsers')
| -rw-r--r-- | packages/pipeline/src/parsers/bloxy/index.ts | 53 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/copper/index.ts | 259 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/ddex_orders/index.ts | 71 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/events/erc20_events.ts | 34 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/events/exchange_events.ts | 145 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/events/index.ts | 2 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/idex_orders/index.ts | 81 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/oasis_orders/index.ts | 71 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts | 38 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/paradex_orders/index.ts | 66 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/relayer_registry/index.ts | 37 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/sra_orders/index.ts | 68 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/token_metadata/index.ts | 46 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/utils.ts | 28 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/web3/index.ts | 49 |
15 files changed, 1048 insertions, 0 deletions
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/copper/index.ts b/packages/pipeline/src/parsers/copper/index.ts new file mode 100644 index 000000000..6c0c5abd5 --- /dev/null +++ b/packages/pipeline/src/parsers/copper/index.ts @@ -0,0 +1,259 @@ +import * as R from 'ramda'; + +import { CopperActivity, CopperActivityType, CopperCustomField, CopperLead, CopperOpportunity } from '../../entities'; + +const ONE_SECOND = 1000; +export type CopperSearchResponse = CopperLeadResponse | CopperActivityResponse | CopperOpportunityResponse; +export interface CopperLeadResponse { + id: number; + name?: string; + first_name?: string; + last_name?: string; + middle_name?: string; + assignee_id?: number; + company_name?: string; + customer_source_id?: number; + monetary_value?: number; + status: string; + status_id: number; + title?: string; + date_created: number; // in seconds + date_modified: number; // in seconds +} + +export interface CopperActivityResponse { + id: number; + parent: CopperActivityParentResponse; + type: CopperActivityTypeResponse; + user_id: number; + activity_date: number; + old_value: CopperActivityValueResponse; + new_value: CopperActivityValueResponse; + date_created: number; // in seconds + date_modified: number; // in seconds +} + +export interface CopperActivityValueResponse { + id: number; + name: string; +} +export interface CopperActivityParentResponse { + id: number; + type: string; +} + +// custom activity types +export enum CopperActivityTypeCategory { + user = 'user', + system = 'system', +} +export interface CopperActivityTypeResponse { + id: number; + category: CopperActivityTypeCategory; + name: string; + is_disabled?: boolean; + count_as_interaction?: boolean; +} + +export interface CopperOpportunityResponse { + id: number; + name: string; + assignee_id?: number; + close_date?: string; + company_id?: number; + company_name?: string; + customer_source_id?: number; + loss_reason_id?: number; + pipeline_id: number; + pipeline_stage_id: number; + primary_contact_id?: number; + priority?: string; + status: string; + tags: string[]; + interaction_count: number; + monetary_value?: number; + win_probability?: number; + date_created: number; // in seconds + date_modified: number; // in seconds + custom_fields: CopperNestedCustomFieldResponse[]; +} +interface CopperNestedCustomFieldResponse { + custom_field_definition_id: number; + value: number | number[] | null; +} +// custom fields +export enum CopperCustomFieldType { + String = 'String', + Text = 'Text', + Dropdown = 'Dropdown', + MultiSelect = 'MultiSelect', // not in API documentation but shows up in results + Date = 'Date', + Checkbox = 'Checkbox', + Float = 'Float', + URL = 'URL', + Percentage = 'Percentage', + Currency = 'Currency', + Connect = 'Connect', +} +export interface CopperCustomFieldOptionResponse { + id: number; + name: string; +} +export interface CopperCustomFieldResponse { + id: number; + name: string; + data_type: CopperCustomFieldType; + options?: CopperCustomFieldOptionResponse[]; +} +/** + * Parse response from Copper API /search/leads/ + * + * @param leads - The array of leads returned from the API + * @returns Returns an array of Copper Lead entities + */ +export function parseLeads(leads: CopperLeadResponse[]): CopperLead[] { + return leads.map(lead => { + const entity = new CopperLead(); + entity.id = lead.id; + entity.name = lead.name || undefined; + entity.firstName = lead.first_name || undefined; + entity.lastName = lead.last_name || undefined; + entity.middleName = lead.middle_name || undefined; + entity.assigneeId = lead.assignee_id || undefined; + entity.companyName = lead.company_name || undefined; + entity.customerSourceId = lead.customer_source_id || undefined; + entity.monetaryValue = lead.monetary_value || undefined; + entity.status = lead.status; + entity.statusId = lead.status_id; + entity.title = lead.title || undefined; + entity.dateCreated = lead.date_created * ONE_SECOND; + entity.dateModified = lead.date_modified * ONE_SECOND; + return entity; + }); +} + +/** + * Parse response from Copper API /search/activities/ + * + * @param activities - The array of activities returned from the API + * @returns Returns an array of Copper Activity entities + */ +export function parseActivities(activities: CopperActivityResponse[]): CopperActivity[] { + return activities.map(activity => { + const entity = new CopperActivity(); + entity.id = activity.id; + + entity.parentId = activity.parent.id; + entity.parentType = activity.parent.type; + + entity.typeId = activity.type.id; + entity.typeCategory = activity.type.category.toString(); + entity.typeName = activity.type.name; + + entity.userId = activity.user_id; + entity.dateCreated = activity.date_created * ONE_SECOND; + entity.dateModified = activity.date_modified * ONE_SECOND; + + // nested nullable fields + entity.oldValueId = R.path(['old_value', 'id'], activity); + entity.oldValueName = R.path(['old_value', 'name'], activity); + entity.newValueId = R.path(['new_value', 'id'], activity); + entity.newValueName = R.path(['new_value', 'name'], activity); + + return entity; + }); +} + +/** + * Parse response from Copper API /search/opportunities/ + * + * @param opportunities - The array of opportunities returned from the API + * @returns Returns an array of Copper Opportunity entities + */ +export function parseOpportunities(opportunities: CopperOpportunityResponse[]): CopperOpportunity[] { + return opportunities.map(opp => { + const customFields: { [key: number]: number } = opp.custom_fields + .filter(f => f.value !== null) + .map(f => ({ + ...f, + value: ([] as number[]).concat(f.value || []), // normalise all values to number[] + })) + .map(f => f.value.map(val => [f.custom_field_definition_id, val] as [number, number])) // pair each value with the custom_field_definition_id + .reduce((acc, pair) => acc.concat(pair)) // flatten + .reduce<{ [key: number]: number }>((obj, [key, value]) => { + // transform into object literal + obj[key] = value; + return obj; + }, {}); + + const entity = new CopperOpportunity(); + entity.id = opp.id; + entity.name = opp.name; + entity.assigneeId = opp.assignee_id || undefined; + entity.closeDate = opp.close_date || undefined; + entity.companyId = opp.company_id || undefined; + entity.companyName = opp.company_name || undefined; + entity.customerSourceId = opp.customer_source_id || undefined; + entity.lossReasonId = opp.loss_reason_id || undefined; + entity.pipelineId = opp.pipeline_id; + entity.pipelineStageId = opp.pipeline_stage_id; + entity.primaryContactId = opp.primary_contact_id || undefined; + entity.priority = opp.priority || undefined; + entity.status = opp.status; + entity.interactionCount = opp.interaction_count; + entity.monetaryValue = opp.monetary_value || undefined; + entity.winProbability = opp.win_probability === null ? undefined : opp.win_probability; + entity.dateCreated = opp.date_created * ONE_SECOND; + entity.dateModified = opp.date_modified * ONE_SECOND; + entity.customFields = customFields; + return entity; + }); +} + +/** + * Parse response from Copper API /activity_types/ + * + * @param activityTypeResponse - Activity Types response from the API, keyed by "user" or "system" + * @returns Returns an array of Copper Activity Type entities + */ +export function parseActivityTypes( + activityTypeResponse: Map<CopperActivityTypeCategory, CopperActivityTypeResponse[]>, +): CopperActivityType[] { + const values: CopperActivityTypeResponse[] = R.flatten(Object.values(activityTypeResponse)); + return values.map(activityType => ({ + id: activityType.id, + name: activityType.name, + category: activityType.category.toString(), + isDisabled: activityType.is_disabled, + countAsInteraction: activityType.count_as_interaction, + })); +} + +/** + * Parse response from Copper API /custom_field_definitions/ + * + * @param customFieldResponse - array of custom field definitions returned from the API, consisting of top-level fields and nested fields + * @returns Returns an array of Copper Custom Field entities + */ +export function parseCustomFields(customFieldResponse: CopperCustomFieldResponse[]): CopperCustomField[] { + function parseTopLevelField(field: CopperCustomFieldResponse): CopperCustomField[] { + const topLevelField: CopperCustomField = { + id: field.id, + name: field.name, + dataType: field.data_type.toString(), + }; + + if (field.options !== undefined) { + const nestedFields: CopperCustomField[] = field.options.map(option => ({ + id: option.id, + name: option.name, + dataType: field.name, + fieldType: 'option', + })); + return nestedFields.concat(topLevelField); + } else { + return [topLevelField]; + } + } + return R.chain(parseTopLevelField, customFieldResponse); +} 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..eeb9c9d5b --- /dev/null +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -0,0 +1,71 @@ +import { BigNumber } from '@0x/utils'; + +import { aggregateOrders } from '../utils'; + +import { DdexMarket, 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, OrderType.Bid, source, order), + ); + const parsedAsks = aggregatedAsks.map(order => + parseDdexOrder(ddexMarket, observedTimestamp, OrderType.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 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; + + // 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.baseToken; + tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress; + tokenOrder.quoteVolume = price.times(amount); + return tokenOrder; +} diff --git a/packages/pipeline/src/parsers/events/erc20_events.ts b/packages/pipeline/src/parsers/events/erc20_events.ts new file mode 100644 index 000000000..caf9984d0 --- /dev/null +++ b/packages/pipeline/src/parsers/events/erc20_events.ts @@ -0,0 +1,34 @@ +import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers'; +import { LogWithDecodedArgs } from 'ethereum-types'; +import * as R from 'ramda'; + +import { ERC20ApprovalEvent } from '../../entities'; + +/** + * Parses raw event logs for an ERC20 approval event and returns an array of + * ERC20ApprovalEvent entities. + * @param eventLogs Raw event logs (e.g. returned from contract-wrappers). + */ +export const parseERC20ApprovalEvents: ( + eventLogs: Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>, +) => ERC20ApprovalEvent[] = R.map(_convertToERC20ApprovalEvent); + +/** + * Converts a raw event log for an ERC20 approval event into an + * ERC20ApprovalEvent entity. + * @param eventLog Raw event log (e.g. returned from contract-wrappers). + */ +export function _convertToERC20ApprovalEvent( + eventLog: LogWithDecodedArgs<ERC20TokenApprovalEventArgs>, +): ERC20ApprovalEvent { + const erc20ApprovalEvent = new ERC20ApprovalEvent(); + erc20ApprovalEvent.tokenAddress = eventLog.address as string; + erc20ApprovalEvent.blockNumber = eventLog.blockNumber as number; + erc20ApprovalEvent.logIndex = eventLog.logIndex as number; + erc20ApprovalEvent.rawData = eventLog.data as string; + erc20ApprovalEvent.transactionHash = eventLog.transactionHash; + erc20ApprovalEvent.ownerAddress = eventLog.args._owner; + erc20ApprovalEvent.spenderAddress = eventLog.args._spender; + erc20ApprovalEvent.amount = eventLog.args._value; + return erc20ApprovalEvent; +} diff --git a/packages/pipeline/src/parsers/events/exchange_events.ts b/packages/pipeline/src/parsers/events/exchange_events.ts new file mode 100644 index 000000000..9c4a5f89a --- /dev/null +++ b/packages/pipeline/src/parsers/events/exchange_events.ts @@ -0,0 +1,145 @@ +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, convertAssetProxyIdToType } 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 takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData); + 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; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeFillEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); + exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeFillEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress + : 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; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeFillEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); + exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeFillEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress + : 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 takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData); + 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; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeCancelEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); + exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeCancelEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress + : makerAssetData.tokenAddress; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); + exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData; + // tslint:disable-next-line:no-unnecessary-type-assertion + exchangeCancelEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); + exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + exchangeCancelEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress + : 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/events/index.ts b/packages/pipeline/src/parsers/events/index.ts new file mode 100644 index 000000000..3f9915e8b --- /dev/null +++ b/packages/pipeline/src/parsers/events/index.ts @@ -0,0 +1,2 @@ +export { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from './exchange_events'; +export { parseERC20ApprovalEvents } from './erc20_events'; diff --git a/packages/pipeline/src/parsers/idex_orders/index.ts b/packages/pipeline/src/parsers/idex_orders/index.ts new file mode 100644 index 000000000..14b871195 --- /dev/null +++ b/packages/pipeline/src/parsers/idex_orders/index.ts @@ -0,0 +1,81 @@ +import { BigNumber } from '@0x/utils'; + +import { aggregateOrders } from '../utils'; + +import { IdexOrderbook, IdexOrderParam } from '../../data_sources/idex'; +import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; +import { OrderType } from '../../types'; + +/** + * Marque function of this file. + * 1) Takes in orders from an orderbook, + * 2) Aggregates them by price point, + * 3) Parses them into entities which are then saved into the database. + * @param idexOrderbook raw orderbook that we pull from the Idex 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 'idex'. + */ +export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: number, source: string): TokenOrder[] { + const aggregatedBids = aggregateOrders(idexOrderbook.bids); + // Any of the bid orders' params will work + const idexBidOrder = idexOrderbook.bids[0]; + const parsedBids = + aggregatedBids.length > 0 + ? aggregatedBids.map(order => + parseIdexOrder(idexBidOrder.params, observedTimestamp, OrderType.Bid, source, order), + ) + : []; + + const aggregatedAsks = aggregateOrders(idexOrderbook.asks); + // Any of the ask orders' params will work + const idexAskOrder = idexOrderbook.asks[0]; + const parsedAsks = + aggregatedAsks.length > 0 + ? aggregatedAsks.map(order => + parseIdexOrder(idexAskOrder.params, observedTimestamp, OrderType.Ask, source, order), + ) + : []; + return parsedBids.concat(parsedAsks); +} + +/** + * Parse a single aggregated Idex order in order to form a tokenOrder entity + * which can be saved into the database. + * @param idexOrderParam 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 idexOrder A <price, amount> tuple which we will convert to volume-basis. + */ +export function parseIdexOrder( + idexOrderParam: IdexOrderParam, + observedTimestamp: number, + orderType: OrderType, + source: string, + idexOrder: [string, BigNumber], +): TokenOrder { + const tokenOrder = new TokenOrder(); + const price = new BigNumber(idexOrder[0]); + const amount = idexOrder[1]; + + tokenOrder.source = source; + tokenOrder.observedTimestamp = observedTimestamp; + tokenOrder.orderType = orderType; + tokenOrder.price = price; + tokenOrder.baseVolume = amount; + tokenOrder.quoteVolume = price.times(amount); + + if (orderType === OrderType.Bid) { + tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol; + tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy; + tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol; + tokenOrder.quoteAssetAddress = idexOrderParam.tokenSell; + } else { + tokenOrder.baseAssetSymbol = idexOrderParam.sellSymbol; + tokenOrder.baseAssetAddress = idexOrderParam.tokenSell; + tokenOrder.quoteAssetSymbol = idexOrderParam.buySymbol; + tokenOrder.quoteAssetAddress = idexOrderParam.tokenBuy; + } + return tokenOrder; +} diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts new file mode 100644 index 000000000..b71fb65b9 --- /dev/null +++ b/packages/pipeline/src/parsers/oasis_orders/index.ts @@ -0,0 +1,71 @@ +import { BigNumber } from '@0x/utils'; +import * as R from 'ramda'; + +import { aggregateOrders } from '../utils'; + +import { OasisMarket, OasisOrder } from '../../data_sources/oasis'; +import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; +import { OrderType } from '../../types'; + +/** + * Marque function of this file. + * 1) Takes in orders from an orderbook, + * 2) Aggregates them according to price point, + * 3) Builds TokenOrder entity with other information attached. + * @param oasisOrderbook A raw orderbook that we pull from the Oasis API. + * @param oasisMarket 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 'oasis'. + */ +export function parseOasisOrders( + oasisOrderbook: OasisOrder[], + oasisMarket: OasisMarket, + observedTimestamp: number, + source: string, +): TokenOrder[] { + const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', OrderType.Bid), oasisOrderbook)); + const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', OrderType.Ask), oasisOrderbook)); + const parsedBids = aggregatedBids.map(order => + parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Bid, source, order), + ); + const parsedAsks = aggregatedAsks.map(order => + parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Ask, source, order), + ); + return parsedBids.concat(parsedAsks); +} + +/** + * Parse a single aggregated Oasis order to form a tokenOrder entity + * which can be saved into the database. + * @param oasisMarket 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 oasisOrder A <price, amount> tuple which we will convert to volume-basis. + */ +export function parseOasisOrder( + oasisMarket: OasisMarket, + observedTimestamp: number, + orderType: OrderType, + source: string, + oasisOrder: [string, BigNumber], +): TokenOrder { + const tokenOrder = new TokenOrder(); + const price = new BigNumber(oasisOrder[0]); + const amount = oasisOrder[1]; + + tokenOrder.source = source; + tokenOrder.observedTimestamp = observedTimestamp; + tokenOrder.orderType = orderType; + tokenOrder.price = price; + + tokenOrder.baseAssetSymbol = oasisMarket.base; + tokenOrder.baseAssetAddress = null; // Oasis doesn't provide address information + tokenOrder.baseVolume = amount; + + tokenOrder.quoteAssetSymbol = oasisMarket.quote; + tokenOrder.quoteAssetAddress = null; // Oasis doesn't provide address information + tokenOrder.quoteVolume = price.times(amount); + return tokenOrder; +} 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..85990dae4 --- /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, OrderType.Bid, source, order), + ); + const parsedAsks = paradexOrderbookResponse.asks.map(order => + parseParadexOrder(paradexMarket, observedTimestamp, OrderType.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 = amount; + + tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken; + tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string; + tokenOrder.quoteVolume = price.times(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..13fe632a4 --- /dev/null +++ b/packages/pipeline/src/parsers/sra_orders/index.ts @@ -0,0 +1,68 @@ +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, convertAssetProxyIdToType } 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 takerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.takerAssetData); + + 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; + // tslint:disable-next-line:no-unnecessary-type-assertion + sraOrder.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); + sraOrder.makerAssetProxyId = makerAssetData.assetProxyId; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + sraOrder.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.makerAssetData).nestedAssetData[0].tokenAddress + : 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; + // tslint:disable-next-line:no-unnecessary-type-assertion + sraOrder.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); + sraOrder.takerAssetProxyId = takerAssetData.assetProxyId; + // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData + sraOrder.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) + ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.takerAssetData).nestedAssetData[0].tokenAddress + : 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..65e0aaa6e --- /dev/null +++ b/packages/pipeline/src/parsers/token_metadata/index.ts @@ -0,0 +1,46 @@ +import * as R from 'ramda'; + +import { MetamaskTrustedTokenMeta, ZeroExTrustedTokenMeta } from '../../data_sources/trusted_tokens'; +import { TokenMetadata } from '../../entities'; +import { toBigNumberOrNull } 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 = toBigNumberOrNull(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 = toBigNumberOrNull(resp.decimals); + trustedToken.symbol = resp.symbol; + trustedToken.name = resp.name; + trustedToken.authority = '0x'; + + return trustedToken; +} diff --git a/packages/pipeline/src/parsers/utils.ts b/packages/pipeline/src/parsers/utils.ts new file mode 100644 index 000000000..860729e9f --- /dev/null +++ b/packages/pipeline/src/parsers/utils.ts @@ -0,0 +1,28 @@ +import { BigNumber } from '@0x/utils'; + +export interface GenericRawOrder { + price: string; + amount: string; +} + +/** + * Aggregates individual orders by price point. Filters zero amount orders. + * @param rawOrders An array of objects that have price and amount information. + */ +export function aggregateOrders(rawOrders: GenericRawOrder[]): Array<[string, BigNumber]> { + const aggregatedOrders = new Map<string, BigNumber>(); + rawOrders.forEach(order => { + const amount = new BigNumber(order.amount); + if (amount.isZero()) { + return; + } + // Use string instead of BigNum to aggregate by value instead of variable. + // Convert to BigNumber first to consolidate different string + // representations of the same number. Eg. '0.0' and '0.00'. + const price = new BigNumber(order.price).toString(); + + const existingAmount = aggregatedOrders.get(price) || new BigNumber(0); + aggregatedOrders.set(price, amount.plus(existingAmount)); + }); + return Array.from(aggregatedOrders.entries()); +} 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; +} |