diff options
Diffstat (limited to 'packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts')
-rw-r--r-- | packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts | 55 |
1 files changed, 0 insertions, 55 deletions
diff --git a/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts deleted file mode 100644 index 4e00f258f..000000000 --- a/packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts +++ /dev/null @@ -1,55 +0,0 @@ -import { logUtils } from '@0x/utils'; -import * as R from 'ramda'; -import { Connection, ConnectionOptions, createConnection } from 'typeorm'; - -import { DDEX_SOURCE, DdexMarket, DdexSource } from '../data_sources/ddex'; -import { TokenOrderbookSnapshot as TokenOrder } from '../entities'; -import * as ormConfig from '../ormconfig'; -import { parseDdexOrders } from '../parsers/ddex_orders'; -import { handleError } from '../utils'; - -// Number of orders to save at once. -const BATCH_SAVE_SIZE = 1000; - -// Number of markets to retrieve orderbooks for at once. -const MARKET_ORDERBOOK_REQUEST_BATCH_SIZE = 50; - -// Delay between market orderbook requests. -const MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY = 5000; - -let connection: Connection; - -(async () => { - connection = await createConnection(ormConfig as ConnectionOptions); - const ddexSource = new DdexSource(); - const markets = await ddexSource.getActiveMarketsAsync(); - for (const marketsChunk of R.splitEvery(MARKET_ORDERBOOK_REQUEST_BATCH_SIZE, markets)) { - await Promise.all( - marketsChunk.map(async (market: DdexMarket) => getAndSaveMarketOrderbookAsync(ddexSource, market)), - ); - await new Promise<void>(resolve => setTimeout(resolve, MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY)); - } - process.exit(0); -})().catch(handleError); - -/** - * Retrieve orderbook from Ddex API for a given market. Parse orders and insert - * them into our database. - * @param ddexSource Data source which can query Ddex API. - * @param market Object from Ddex API containing market data. - */ -async function getAndSaveMarketOrderbookAsync(ddexSource: DdexSource, market: DdexMarket): Promise<void> { - const orderBook = await ddexSource.getMarketOrderbookAsync(market.id); - const observedTimestamp = Date.now(); - - logUtils.log(`${market.id}: Parsing orders.`); - const orders = parseDdexOrders(orderBook, market, observedTimestamp, DDEX_SOURCE); - - if (orders.length > 0) { - logUtils.log(`${market.id}: Saving ${orders.length} orders.`); - const TokenOrderRepository = connection.getRepository(TokenOrder); - await TokenOrderRepository.save(orders, { chunk: Math.ceil(orders.length / BATCH_SAVE_SIZE) }); - } else { - logUtils.log(`${market.id}: 0 orders to save.`); - } -} |