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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) => getAndSaveMarketOrderbook(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 getAndSaveMarketOrderbook(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.`);
}
}
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