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authorHsuan Lee <boczeratul@gmail.com>2019-03-06 17:46:50 +0800
committerHsuan Lee <boczeratul@gmail.com>2019-03-06 17:46:50 +0800
commit35703539d0f2b4ddb3b11d0de8c9634af59ab71f (patch)
treeae3731221dbbb3a6fa40060a8d916cfd3f738289 /packages/pipeline/src/parsers/idex_orders
parent92a1fde5b1ecd81b07cdb5bf0c9c1cd3544799db (diff)
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Diffstat (limited to 'packages/pipeline/src/parsers/idex_orders')
-rw-r--r--packages/pipeline/src/parsers/idex_orders/index.ts81
1 files changed, 0 insertions, 81 deletions
diff --git a/packages/pipeline/src/parsers/idex_orders/index.ts b/packages/pipeline/src/parsers/idex_orders/index.ts
deleted file mode 100644
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--- a/packages/pipeline/src/parsers/idex_orders/index.ts
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@@ -1,81 +0,0 @@
-import { BigNumber } from '@0x/utils';
-
-import { aggregateOrders } from '../utils';
-
-import { IdexOrderbook, IdexOrderParam } from '../../data_sources/idex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
-import { OrderType } from '../../types';
-
-/**
- * Marque function of this file.
- * 1) Takes in orders from an orderbook,
- * 2) Aggregates them by price point,
- * 3) Parses them into entities which are then saved into the database.
- * @param idexOrderbook raw orderbook that we pull from the Idex API.
- * @param observedTimestamp Time at which the orders for the market were pulled.
- * @param source The exchange where these orders are placed. In this case 'idex'.
- */
-export function parseIdexOrders(idexOrderbook: IdexOrderbook, observedTimestamp: number, source: string): TokenOrder[] {
- const aggregatedBids = aggregateOrders(idexOrderbook.bids);
- // Any of the bid orders' params will work
- const idexBidOrder = idexOrderbook.bids[0];
- const parsedBids =
- aggregatedBids.length > 0
- ? aggregatedBids.map(order =>
- parseIdexOrder(idexBidOrder.params, observedTimestamp, OrderType.Bid, source, order),
- )
- : [];
-
- const aggregatedAsks = aggregateOrders(idexOrderbook.asks);
- // Any of the ask orders' params will work
- const idexAskOrder = idexOrderbook.asks[0];
- const parsedAsks =
- aggregatedAsks.length > 0
- ? aggregatedAsks.map(order =>
- parseIdexOrder(idexAskOrder.params, observedTimestamp, OrderType.Ask, source, order),
- )
- : [];
- return parsedBids.concat(parsedAsks);
-}
-
-/**
- * Parse a single aggregated Idex order in order to form a tokenOrder entity
- * which can be saved into the database.
- * @param idexOrderParam An object containing information about the market where these
- * trades have been placed.
- * @param observedTimestamp The time when the API response returned back to us.
- * @param orderType 'bid' or 'ask' enum.
- * @param source Exchange where these orders were placed.
- * @param idexOrder A <price, amount> tuple which we will convert to volume-basis.
- */
-export function parseIdexOrder(
- idexOrderParam: IdexOrderParam,
- observedTimestamp: number,
- orderType: OrderType,
- source: string,
- idexOrder: [string, BigNumber],
-): TokenOrder {
- const tokenOrder = new TokenOrder();
- const price = new BigNumber(idexOrder[0]);
- const amount = idexOrder[1];
-
- tokenOrder.source = source;
- tokenOrder.observedTimestamp = observedTimestamp;
- tokenOrder.orderType = orderType;
- tokenOrder.price = price;
- tokenOrder.baseVolume = amount;
- tokenOrder.quoteVolume = price.times(amount);
-
- if (orderType === OrderType.Bid) {
- tokenOrder.baseAssetSymbol = idexOrderParam.buySymbol;
- tokenOrder.baseAssetAddress = idexOrderParam.tokenBuy;
- tokenOrder.quoteAssetSymbol = idexOrderParam.sellSymbol;
- tokenOrder.quoteAssetAddress = idexOrderParam.tokenSell;
- } else {
- tokenOrder.baseAssetSymbol = idexOrderParam.sellSymbol;
- tokenOrder.baseAssetAddress = idexOrderParam.tokenSell;
- tokenOrder.quoteAssetSymbol = idexOrderParam.buySymbol;
- tokenOrder.quoteAssetAddress = idexOrderParam.tokenBuy;
- }
- return tokenOrder;
-}