From c6af5131b0b06433d6294260274e187ad61f4ef7 Mon Sep 17 00:00:00 2001
From: Jake Ellowitz <jake.ellowitz@gmail.com>
Date: Mon, 19 Nov 2018 16:24:07 -0800
Subject: Pull token metadata re trusted tokens

---
 packages/pipeline/src/parsers/ohlcv_external/index.ts | 0
 1 file changed, 0 insertions(+), 0 deletions(-)
 create mode 100644 packages/pipeline/src/parsers/ohlcv_external/index.ts

(limited to 'packages/pipeline/src/parsers/ohlcv_external')

diff --git a/packages/pipeline/src/parsers/ohlcv_external/index.ts b/packages/pipeline/src/parsers/ohlcv_external/index.ts
new file mode 100644
index 000000000..e69de29bb
-- 
cgit v1.2.3


From 8c21a700bae0c751f7f9ca47f9a47628a4478911 Mon Sep 17 00:00:00 2001
From: Xianny <8582774+xianny@users.noreply.github.com>
Date: Tue, 4 Dec 2018 13:36:18 -0800
Subject: pull OHLCV records from Crypto Compare (#1349)

* [WIP] pull OHLCV records from Crypto Compare

* lint

* refactor to pull logic out of script and into modules

* add entity test for ohlcv_external entity

* implement rate limit and chronological backfill for ohlcv

* add unit tests; cleanup variable names

* Fetch OHLCV pairs params from events table

* better method names

* fix outdated test

* lint

* Clean up after review

* oops

* fix failing test

* better filtering of most recent records

* fix bug when generating pairs

* fix default earliest backfill date

* fix bug with retrieving backfill time

* prettier
---
 .../src/parsers/ohlcv_external/crypto_compare.ts   | 38 ++++++++++++++++++++++
 .../pipeline/src/parsers/ohlcv_external/index.ts   |  0
 2 files changed, 38 insertions(+)
 create mode 100644 packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
 delete mode 100644 packages/pipeline/src/parsers/ohlcv_external/index.ts

(limited to 'packages/pipeline/src/parsers/ohlcv_external')

diff --git a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
new file mode 100644
index 000000000..3efb90384
--- /dev/null
+++ b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts
@@ -0,0 +1,38 @@
+import { CryptoCompareOHLCVRecord } from '../../data_sources/ohlcv_external/crypto_compare';
+import { OHLCVExternal } from '../../entities';
+
+const ONE_SECOND = 1000; // Crypto Compare uses timestamps in seconds instead of milliseconds
+
+export interface OHLCVMetadata {
+    exchange: string;
+    fromSymbol: string;
+    toSymbol: string;
+    source: string;
+    observedTimestamp: number;
+    interval: number;
+}
+/**
+ * Parses OHLCV records from Crypto Compare into an array of OHLCVExternal entities
+ * @param rawRecords an array of OHLCV records from Crypto Compare (not the full response)
+ */
+export function parseRecords(rawRecords: CryptoCompareOHLCVRecord[], metadata: OHLCVMetadata): OHLCVExternal[] {
+    return rawRecords.map(rec => {
+        const ohlcvRecord = new OHLCVExternal();
+        ohlcvRecord.exchange = metadata.exchange;
+        ohlcvRecord.fromSymbol = metadata.fromSymbol;
+        ohlcvRecord.toSymbol = metadata.toSymbol;
+        ohlcvRecord.startTime = rec.time * ONE_SECOND - metadata.interval;
+        ohlcvRecord.endTime = rec.time * ONE_SECOND;
+
+        ohlcvRecord.open = rec.open;
+        ohlcvRecord.close = rec.close;
+        ohlcvRecord.low = rec.low;
+        ohlcvRecord.high = rec.high;
+        ohlcvRecord.volumeFrom = rec.volumefrom;
+        ohlcvRecord.volumeTo = rec.volumeto;
+
+        ohlcvRecord.source = metadata.source;
+        ohlcvRecord.observedTimestamp = metadata.observedTimestamp;
+        return ohlcvRecord;
+    });
+}
diff --git a/packages/pipeline/src/parsers/ohlcv_external/index.ts b/packages/pipeline/src/parsers/ohlcv_external/index.ts
deleted file mode 100644
index e69de29bb..000000000
-- 
cgit v1.2.3