diff options
Diffstat (limited to 'packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts')
-rw-r--r-- | packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts | 58 |
1 files changed, 0 insertions, 58 deletions
diff --git a/packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts b/packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts deleted file mode 100644 index c4dcf6c83..000000000 --- a/packages/pipeline/src/scripts/pull_oasis_orderbook_snapshots.ts +++ /dev/null @@ -1,58 +0,0 @@ -import { logUtils } from '@0x/utils'; -import * as R from 'ramda'; -import { Connection, ConnectionOptions, createConnection } from 'typeorm'; - -import { OASIS_SOURCE, OasisMarket, OasisSource } from '../data_sources/oasis'; -import { TokenOrderbookSnapshot as TokenOrder } from '../entities'; -import * as ormConfig from '../ormconfig'; -import { parseOasisOrders } from '../parsers/oasis_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 = 1000; - -let connection: Connection; - -(async () => { - connection = await createConnection(ormConfig as ConnectionOptions); - const oasisSource = new OasisSource(); - logUtils.log('Getting all active Oasis markets'); - const markets = await oasisSource.getActiveMarketsAsync(); - logUtils.log(`Got ${markets.length} markets.`); - for (const marketsChunk of R.splitEvery(MARKET_ORDERBOOK_REQUEST_BATCH_SIZE, markets)) { - await Promise.all( - marketsChunk.map(async (market: OasisMarket) => getAndSaveMarketOrderbookAsync(oasisSource, market)), - ); - await new Promise<void>(resolve => setTimeout(resolve, MILLISEC_MARKET_ORDERBOOK_REQUEST_DELAY)); - } - process.exit(0); -})().catch(handleError); - -/** - * Retrieve orderbook from Oasis API for a given market. Parse orders and insert - * them into our database. - * @param oasisSource Data source which can query Oasis API. - * @param marketId String identifying market we want data for. eg. 'REPAUG'. - */ -async function getAndSaveMarketOrderbookAsync(oasisSource: OasisSource, market: OasisMarket): Promise<void> { - logUtils.log(`${market.id}: Retrieving orderbook.`); - const orderBook = await oasisSource.getMarketOrderbookAsync(market.id); - const observedTimestamp = Date.now(); - - logUtils.log(`${market.id}: Parsing orders.`); - const orders = parseOasisOrders(orderBook, market, observedTimestamp, OASIS_SOURCE); - - if (orders.length > 0) { - logUtils.log(`${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.`); - } -} |