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import { logUtils } from '@0x/utils';
import { Connection, ConnectionOptions, createConnection } from 'typeorm';
import {
PARADEX_SOURCE,
ParadexActiveMarketsResponse,
ParadexMarket,
ParadexSource,
ParadexTokenInfoResponse,
} from '../data_sources/paradex';
import { TokenOrderbookSnapshot as TokenOrder } from '../entities';
import * as ormConfig from '../ormconfig';
import { parseParadexOrders } from '../parsers/paradex_orders';
import { handleError } from '../utils';
// Number of orders to save at once.
const BATCH_SAVE_SIZE = 1000;
let connection: Connection;
(async () => {
connection = await createConnection(ormConfig as ConnectionOptions);
const apiKey = process.env.PARADEX_DATA_PIPELINE_API_KEY;
if (apiKey === undefined) {
throw new Error('Missing required env var: PARADEX_DATA_PIPELINE_API_KEY');
}
const paradexSource = new ParadexSource(apiKey);
const markets = await paradexSource.getActiveMarketsAsync();
const tokenInfoResponse = await paradexSource.getTokenInfoAsync();
const extendedMarkets = addTokenAddresses(markets, tokenInfoResponse);
await Promise.all(
extendedMarkets.map(async (market: ParadexMarket) => getAndSaveMarketOrderbookAsync(paradexSource, market)),
);
process.exit(0);
})().catch(handleError);
/**
* Extend the default ParadexMarket objects with token addresses.
* @param markets An array of ParadexMarket objects.
* @param tokenInfoResponse An array of ParadexTokenInfo containing the addresses.
*/
function addTokenAddresses(
markets: ParadexActiveMarketsResponse,
tokenInfoResponse: ParadexTokenInfoResponse,
): ParadexMarket[] {
const symbolAddressMapping = new Map<string, string>();
tokenInfoResponse.forEach(tokenInfo => symbolAddressMapping.set(tokenInfo.symbol, tokenInfo.address));
markets.forEach((market: ParadexMarket) => {
if (symbolAddressMapping.has(market.baseToken)) {
market.baseTokenAddress = symbolAddressMapping.get(market.baseToken);
} else {
market.quoteTokenAddress = '';
logUtils.warn(`${market.baseToken}: No address found.`);
}
if (symbolAddressMapping.has(market.quoteToken)) {
market.quoteTokenAddress = symbolAddressMapping.get(market.quoteToken);
} else {
market.quoteTokenAddress = '';
logUtils.warn(`${market.quoteToken}: No address found.`);
}
});
return markets;
}
/**
* Retrieve orderbook from Paradex API for a given market. Parse orders and insert
* them into our database.
* @param paradexSource Data source which can query the Paradex API.
* @param market Object from the Paradex API with information about the market in question.
*/
async function getAndSaveMarketOrderbookAsync(paradexSource: ParadexSource, market: ParadexMarket): Promise<void> {
const paradexOrderbookResponse = await paradexSource.getMarketOrderbookAsync(market.symbol);
const observedTimestamp = Date.now();
logUtils.log(`${market.symbol}: Parsing orders.`);
const orders = parseParadexOrders(paradexOrderbookResponse, market, observedTimestamp, PARADEX_SOURCE);
if (orders.length > 0) {
logUtils.log(`${market.symbol}: 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.symbol}: 0 orders to save.`);
}
}
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