Token_orderbook_snapshots for Ddex and Paradex(#1354)

* Implements the TokenOrderbookSnapshot Table

* Scripts, Data Sources and Entities to pull Ddex and Paradex API data.

1 files changed, 30 insertions, 0 deletions

diff --git a/packages/pipeline/migrations/1543434472116-TokenOrderbookSnapshots.ts b/packages/pipeline/migrations/1543434472116-TokenOrderbookSnapshots.ts
new file mode 100644
index 000000000..a7117c753
--- /dev/null
+++ b/packages/pipeline/migrations/1543434472116-TokenOrderbookSnapshots.ts
@@ -0,0 +1,30 @@
+import { MigrationInterface, QueryRunner, Table } from 'typeorm';
+
+const tokenOrderbookSnapshots = new Table({
+    name: 'raw.token_orderbook_snapshots',
+    columns: [
+        { name: 'observed_timestamp', type: 'bigint', isPrimary: true },
+        { name: 'source', type: 'varchar', isPrimary: true },
+        { name: 'order_type', type: 'order_t' },
+        { name: 'price', type: 'numeric', isPrimary: true },
+
+        { name: 'base_asset_symbol', type: 'varchar', isPrimary: true },
+        { name: 'base_asset_address', type: 'char(42)' },
+        { name: 'base_volume', type: 'numeric' },
+
+        { name: 'quote_asset_symbol', type: 'varchar', isPrimary: true },
+        { name: 'quote_asset_address', type: 'char(42)' },
+        { name: 'quote_volume', type: 'numeric' },
+    ],
+});
+
+export class TokenOrderbookSnapshots1543434472116 implements MigrationInterface {
+    public async up(queryRunner: QueryRunner): Promise<any> {
+        await queryRunner.query(`CREATE TYPE order_t AS enum('bid', 'ask');`);
+        await queryRunner.createTable(tokenOrderbookSnapshots);
+    }
+
+    public async down(queryRunner: QueryRunner): Promise<any> {
+        await queryRunner.dropTable(tokenOrderbookSnapshots.name);
+    }
+}