diff options
Diffstat (limited to 'packages/pipeline/src')
7 files changed, 33 insertions, 19 deletions
diff --git a/packages/pipeline/src/entities/token_order.ts b/packages/pipeline/src/entities/token_order.ts index 4b8f0abc3..2709747cb 100644 --- a/packages/pipeline/src/entities/token_order.ts +++ b/packages/pipeline/src/entities/token_order.ts @@ -1,7 +1,6 @@ import { BigNumber } from '@0x/utils'; import { Column, Entity, PrimaryColumn } from 'typeorm'; -import { OrderType } from '../types'; import { bigNumberTransformer, numberToBigIntTransformer } from '../utils'; @Entity({ name: 'token_orderbook_snapshots', schema: 'raw' }) @@ -11,7 +10,7 @@ export class TokenOrderbookSnapshot { @PrimaryColumn({ name: 'source' }) public source!: string; @PrimaryColumn({ name: 'order_type' }) - public orderType!: OrderType; + public orderType!: string; @PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer }) public price!: BigNumber; @PrimaryColumn({ name: 'base_asset_symbol' }) diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts index d7b97efbe..eeb9c9d5b 100644 --- a/packages/pipeline/src/parsers/ddex_orders/index.ts +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -23,8 +23,12 @@ export function parseDdexOrders( ): TokenOrder[] { const aggregatedBids = aggregateOrders(ddexOrderbook.bids); const aggregatedAsks = aggregateOrders(ddexOrderbook.asks); - const parsedBids = aggregatedBids.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'bid', source, order)); - const parsedAsks = aggregatedAsks.map(order => parseDdexOrder(ddexMarket, observedTimestamp, 'ask', source, order)); + 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); } diff --git a/packages/pipeline/src/parsers/idex_orders/index.ts b/packages/pipeline/src/parsers/idex_orders/index.ts index dfe27455c..14b871195 100644 --- a/packages/pipeline/src/parsers/idex_orders/index.ts +++ b/packages/pipeline/src/parsers/idex_orders/index.ts @@ -2,7 +2,7 @@ import { BigNumber } from '@0x/utils'; import { aggregateOrders } from '../utils'; -import { IdexOrder, IdexOrderbook, IdexOrderParam } from '../../data_sources/idex'; +import { IdexOrderbook, IdexOrderParam } from '../../data_sources/idex'; import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; import { OrderType } from '../../types'; @@ -21,7 +21,9 @@ export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: const idexBidOrder = idexOrderbook.bids[0]; const parsedBids = aggregatedBids.length > 0 - ? aggregatedBids.map(order => parseIdexOrder(idexBidOrder.params, observedTimestamp, 'bid', source, order)) + ? aggregatedBids.map(order => + parseIdexOrder(idexBidOrder.params, observedTimestamp, OrderType.Bid, source, order), + ) : []; const aggregatedAsks = aggregateOrders(idexOrderbook.asks); @@ -29,7 +31,9 @@ export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: const idexAskOrder = idexOrderbook.asks[0]; const parsedAsks = aggregatedAsks.length > 0 - ? aggregatedAsks.map(order => parseIdexOrder(idexAskOrder.params, observedTimestamp, 'ask', source, order)) + ? aggregatedAsks.map(order => + parseIdexOrder(idexAskOrder.params, observedTimestamp, OrderType.Ask, source, order), + ) : []; return parsedBids.concat(parsedAsks); } @@ -62,7 +66,7 @@ export function parseIdexOrder( tokenOrder.baseVolume = amount; tokenOrder.quoteVolume = price.times(amount); - if (orderType === 'bid') { + if (orderType === OrderType.Bid) { tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol; tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy; tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol; diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts index 13997f31b..b71fb65b9 100644 --- a/packages/pipeline/src/parsers/oasis_orders/index.ts +++ b/packages/pipeline/src/parsers/oasis_orders/index.ts @@ -23,13 +23,13 @@ export function parseOasisOrders( observedTimestamp: number, source: string, ): TokenOrder[] { - const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', 'bid'), oasisOrderbook)); - const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', 'ask'), oasisOrderbook)); + 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, 'bid', source, order), + parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Bid, source, order), ); const parsedAsks = aggregatedAsks.map(order => - parseOasisOrder(oasisMarket, observedTimestamp, 'ask', source, order), + parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Ask, source, order), ); return parsedBids.concat(parsedAsks); } diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts index 5ceeb64a4..85990dae4 100644 --- a/packages/pipeline/src/parsers/paradex_orders/index.ts +++ b/packages/pipeline/src/parsers/paradex_orders/index.ts @@ -21,10 +21,10 @@ export function parseParadexOrders( source: string, ): TokenOrder[] { const parsedBids = paradexOrderbookResponse.bids.map(order => - parseParadexOrder(paradexMarket, observedTimestamp, 'bid', source, order), + parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Bid, source, order), ); const parsedAsks = paradexOrderbookResponse.asks.map(order => - parseParadexOrder(paradexMarket, observedTimestamp, 'ask', source, order), + parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Ask, source, order), ); return parsedBids.concat(parsedAsks); } diff --git a/packages/pipeline/src/types.ts b/packages/pipeline/src/types.ts index cd649426b..5f2121807 100644 --- a/packages/pipeline/src/types.ts +++ b/packages/pipeline/src/types.ts @@ -1,2 +1,9 @@ -export type AssetType = 'erc20' | 'erc721' | 'multiAsset'; -export type OrderType = 'bid' | 'ask'; +export enum AssetType { + ERC20 = 'erc20', + ERC721 = 'erc721', + MultiAsset = 'multiAsset', +} +export enum OrderType { + Bid = 'bid', + Ask = 'ask', +} diff --git a/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts b/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts index ffeaaca52..2cd05a616 100644 --- a/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts +++ b/packages/pipeline/src/utils/transformers/asset_proxy_id_types.ts @@ -9,11 +9,11 @@ import { AssetType } from '../../types'; export function convertAssetProxyIdToType(assetProxyId: AssetProxyId): AssetType { switch (assetProxyId) { case AssetProxyId.ERC20: - return 'erc20'; + return AssetType.ERC20; case AssetProxyId.ERC721: - return 'erc721'; + return AssetType.ERC721; case AssetProxyId.MultiAsset: - return 'multiAsset'; + return AssetType.MultiAsset; default: throw new Error(`${assetProxyId} not a supported assetProxyId`); } |