Token_orderbook_snapshots for Ddex and Paradex(#1354)

* Implements the TokenOrderbookSnapshot Table

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

2 files changed, 30 insertions, 0 deletions

diff --git a/packages/pipeline/src/entities/index.ts b/packages/pipeline/src/entities/index.ts
index d3056a477..db0814e38 100644
--- a/packages/pipeline/src/entities/index.ts
+++ b/packages/pipeline/src/entities/index.ts
@@ -12,6 +12,7 @@ export { Relayer } from './relayer';
 export { SraOrder } from './sra_order';
 export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './sra_order_observed_timestamp';
 export { TokenMetadata } from './token_metadata';
+export { TokenOrderbookSnapshot } from './token_order';
 export { Transaction } from './transaction';
 
 export type ExchangeEvent = ExchangeFillEvent | ExchangeCancelEvent | ExchangeCancelUpToEvent;
diff --git a/packages/pipeline/src/entities/token_order.ts b/packages/pipeline/src/entities/token_order.ts
new file mode 100644
index 000000000..557705767
--- /dev/null
+++ b/packages/pipeline/src/entities/token_order.ts
@@ -0,0 +1,29 @@
+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' })
+export class TokenOrderbookSnapshot {
+    @PrimaryColumn({ name: 'observed_timestamp', type: 'bigint', transformer: numberToBigIntTransformer })
+    public observedTimestamp!: number;
+    @PrimaryColumn({ name: 'source' })
+    public source!: string;
+    @Column({ name: 'order_type' })
+    public orderType!: OrderType;
+    @PrimaryColumn({ name: 'price', type: 'numeric', transformer: bigNumberTransformer })
+    public price!: BigNumber;
+    @PrimaryColumn({ name: 'base_asset_symbol' })
+    public baseAssetSymbol!: string;
+    @Column({ name: 'base_asset_address' })
+    public baseAssetAddress!: string;
+    @Column({ name: 'base_volume', type: 'numeric', transformer: bigNumberTransformer })
+    public baseVolume!: BigNumber;
+    @PrimaryColumn({ name: 'quote_asset_symbol' })
+    public quoteAssetSymbol!: string;
+    @Column({ name: 'quote_asset_address' })
+    public quoteAssetAddress!: string;
+    @Column({ name: 'quote_volume', type: 'numeric', transformer: bigNumberTransformer })
+    public quoteVolume!: BigNumber;
+}