diff options
Diffstat (limited to 'packages/pipeline/src/scripts')
| -rw-r--r-- | packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts | 38 |
1 files changed, 16 insertions, 22 deletions
diff --git a/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts b/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts index 6979cd10e..7377a64d8 100644 --- a/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts +++ b/packages/pipeline/src/scripts/pull_ohlcv_cryptocompare.ts @@ -10,11 +10,9 @@ import { fetchOHLCVTradingPairsAsync, TradingPair } from '../utils/get_ohlcv_tra const SOURCE_NAME = 'CryptoCompare'; const TWO_HOURS_AGO = new Date().getTime() - 2 * 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers -const ONE_HOUR_AGO = new Date().getTime() - 60 * 60 * 1000; // tslint:disable-line:custom-no-magic-numbers -const ONE_SECOND = 1000; const MAX_CONCURRENT_REQUESTS = parseInt(process.env.CRYPTOCOMPARE_MAX_CONCURRENT_REQUESTS || '14', 10); // tslint:disable-line:custom-no-magic-numbers -const EARLIEST_BACKFILL_DATE = process.env.OHLCV_EARLIEST_BACKFILL_DATE || '2010-09-01'; // the time when BTC/USD info starts appearing on Crypto Compare +const EARLIEST_BACKFILL_DATE = process.env.OHLCV_EARLIEST_BACKFILL_DATE || '2014-06-01'; const EARLIEST_BACKFILL_TIME = new Date(EARLIEST_BACKFILL_DATE).getTime(); let connection: Connection; @@ -60,28 +58,24 @@ async function fetchAndSaveAsync( if (pair.latestSavedTime > TWO_HOURS_AGO) { break; } - const rawRecords = await source.getHourlyOHLCVAsync(pair); - const records = rawRecords.filter(rec => { - return rec.time * ONE_SECOND < ONE_HOUR_AGO && rec.time * ONE_SECOND > pair.latestSavedTime; - }); // Crypto Compare can take ~30mins to finalise records - if (records.length === 0) { - console.log(`No more records, stopping task for ${JSON.stringify(pair)}`); - break; - } - const metadata: OHLCVMetadata = { - exchange: source.default_exchange, - fromSymbol: pair.fromSymbol, - toSymbol: pair.toSymbol, - source: SOURCE_NAME, - observedTimestamp: jobTime, - interval: source.intervalBetweenRecords, - }; - const parsedRecords = parseRecords(records, metadata); try { - await saveRecordsAsync(repository, parsedRecords); + const records = await source.getHourlyOHLCVAsync(pair); + console.log(`Retrieved ${records.length} records for ${JSON.stringify(pair)}`); + if (records.length > 0) { + const metadata: OHLCVMetadata = { + exchange: source.default_exchange, + fromSymbol: pair.fromSymbol, + toSymbol: pair.toSymbol, + source: SOURCE_NAME, + observedTimestamp: jobTime, + interval: source.intervalBetweenRecords, + }; + const parsedRecords = parseRecords(records, metadata); + await saveRecordsAsync(repository, parsedRecords); + } i++; } catch (err) { - console.log(`Error saving OHLCVRecords, stopping task for ${JSON.stringify(pair)} [${err}]`); + console.log(`Error scraping OHLCVRecords, stopping task for ${JSON.stringify(pair)} [${err}]`); break; } } |