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-rw-r--r--packages/pipeline/src/parsers/ddex_orders/index.ts69
1 files changed, 0 insertions, 69 deletions
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
deleted file mode 100644
index 562f894ab..000000000
--- a/packages/pipeline/src/parsers/ddex_orders/index.ts
+++ /dev/null
@@ -1,69 +0,0 @@
-import { BigNumber } from '@0x/utils';
-
-import { aggregateOrders } from '../utils';
-
-import { DdexMarket, DdexOrderbook } from '../../data_sources/ddex';
-import { TokenOrderbookSnapshot as TokenOrder } from '../../entities';
-import { OrderType } from '../../types';
-
-/**
- * Marque function of this file.
- * 1) Takes in orders from an orderbook,
- * other information attached.
- * @param ddexOrderbook A raw orderbook that we pull from the Ddex API.
- * @param ddexMarket An object containing market data also directly from the 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 'ddex'.
- */
-export function parseDdexOrders(
- ddexOrderbook: DdexOrderbook,
- ddexMarket: DdexMarket,
- observedTimestamp: number,
- source: string,
-): TokenOrder[] {
- const aggregatedBids = aggregateOrders(ddexOrderbook.bids);
- const aggregatedAsks = aggregateOrders(ddexOrderbook.asks);
- const parsedBids = aggregatedBids.map(order =>
- parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Bid, source, order),
- );
- const parsedAsks = aggregatedAsks.map(order =>
- parseDdexOrder(ddexMarket, observedTimestamp, OrderType.Ask, source, order),
- );
- return parsedBids.concat(parsedAsks);
-}
-
-/**
- * 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
- * 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 ddexOrder A <price, amount> tuple which we will convert to volume-basis.
- */
-export function parseDdexOrder(
- ddexMarket: DdexMarket,
- observedTimestamp: number,
- orderType: OrderType,
- source: string,
- ddexOrder: [string, BigNumber],
-): TokenOrder {
- const tokenOrder = new TokenOrder();
- const price = new BigNumber(ddexOrder[0]);
- const amount = ddexOrder[1];
-
- tokenOrder.source = source;
- tokenOrder.observedTimestamp = observedTimestamp;
- tokenOrder.orderType = orderType;
- tokenOrder.price = price;
-
- tokenOrder.baseAssetSymbol = ddexMarket.baseToken;
- tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress;
- tokenOrder.baseVolume = amount;
-
- tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
- tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
- tokenOrder.quoteVolume = price.times(amount);
- return tokenOrder;
-}