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-rw-r--r--packages/pipeline/src/scripts/pull_ddex_orderbook_snapshots.ts55
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.`);
- }
-}