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author | zkao <zichongkao@gmail.com> | 2018-12-12 07:48:54 +0800 |
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committer | GitHub <noreply@github.com> | 2018-12-12 07:48:54 +0800 |
commit | 42be1a429fd9286a72e19b782c9b906cb3c0f8ad (patch) | |
tree | 123cee2e74c858b7ad7c12dc8f8a6e7ced233f5f /packages/pipeline/src/parsers/ddex_orders | |
parent | 96b8100a787d00142dcf875d940c9125571cbde6 (diff) | |
download | dexon-0x-contracts-42be1a429fd9286a72e19b782c9b906cb3c0f8ad.tar.gz dexon-0x-contracts-42be1a429fd9286a72e19b782c9b906cb3c0f8ad.tar.zst dexon-0x-contracts-42be1a429fd9286a72e19b782c9b906cb3c0f8ad.zip |
track idex orderbook snapshots (#1397)
* Track Idex and Oasis Orderbook Snapshots
Diffstat (limited to 'packages/pipeline/src/parsers/ddex_orders')
-rw-r--r-- | packages/pipeline/src/parsers/ddex_orders/index.ts | 18 |
1 files changed, 3 insertions, 15 deletions
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts index 81132e8f0..52a998f9f 100644 --- a/packages/pipeline/src/parsers/ddex_orders/index.ts +++ b/packages/pipeline/src/parsers/ddex_orders/index.ts @@ -1,7 +1,8 @@ import { BigNumber } from '@0x/utils'; -import * as R from 'ramda'; -import { DdexMarket, DdexOrder, DdexOrderbook } from '../../data_sources/ddex'; +import { aggregateOrders } from '../utils'; + +import { DdexMarket, DdexOrderbook } from '../../data_sources/ddex'; import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; import { OrderType } from '../../types'; @@ -28,19 +29,6 @@ export function parseDdexOrders( } /** - * Aggregates orders by price point for consistency with other exchanges. - * Querying the Ddex API at level 3 setting returns a breakdown of - * individual orders at each price point. Other exchanges only give total amount - * at each price point. Returns an array of <price, amount> tuples. - * @param ddexOrders A list of Ddex orders awaiting aggregation. - */ -export function aggregateOrders(ddexOrders: DdexOrder[]): Array<[string, BigNumber]> { - const sumAmount = (acc: BigNumber, order: DdexOrder): BigNumber => acc.plus(order.amount); - const aggregatedPricePoints = R.reduceBy(sumAmount, new BigNumber(0), R.prop('price'), ddexOrders); - return Object.entries(aggregatedPricePoints); -} - -/** * Parse a single aggregated Ddex order in order to form a tokenOrder entity * which can be saved into the database. * @param ddexMarket An object containing information about the market where these |