diff options
Diffstat (limited to 'packages/pipeline/src/parsers')
| -rw-r--r-- | packages/pipeline/src/parsers/bloxy/index.ts | 54 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/copper/index.ts | 259 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/ddex_orders/index.ts | 69 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/events/erc20_events.ts | 34 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/events/exchange_events.ts | 145 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/events/index.ts | 2 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/idex_orders/index.ts | 81 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/oasis_orders/index.ts | 71 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts | 38 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/paradex_orders/index.ts | 66 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/relayer_registry/index.ts | 37 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/sra_orders/index.ts | 68 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/token_metadata/index.ts | 46 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/utils.ts | 28 | ||||
| -rw-r--r-- | packages/pipeline/src/parsers/web3/index.ts | 49 |
15 files changed, 0 insertions, 1047 deletions
diff --git a/packages/pipeline/src/parsers/bloxy/index.ts b/packages/pipeline/src/parsers/bloxy/index.ts deleted file mode 100644 index 3d797aff0..000000000 --- a/packages/pipeline/src/parsers/bloxy/index.ts +++ /dev/null @@ -1,54 +0,0 @@ -import { BigNumber } from '@0x/utils'; -import * as R from 'ramda'; - -import { BLOXY_DEX_TRADES_URL, BloxyTrade } from '../../data_sources/bloxy'; -import { DexTrade } from '../../entities'; - -/** - * Parses a raw trades response from the Bloxy Dex API and returns an array of - * DexTrade entities. - * @param rawTrades A raw order response from an SRA endpoint. - */ -export function parseBloxyTrades(rawTrades: BloxyTrade[]): DexTrade[] { - return R.map(_parseBloxyTrade, rawTrades); -} - -/** - * Converts a single Bloxy trade into a DexTrade entity. - * @param rawTrade A single trade from the response from the Bloxy API. - */ -export function _parseBloxyTrade(rawTrade: BloxyTrade): DexTrade { - const dexTrade = new DexTrade(); - dexTrade.sourceUrl = BLOXY_DEX_TRADES_URL; - dexTrade.txHash = rawTrade.tx_hash; - dexTrade.tradeIndex = rawTrade.tradeIndex; - dexTrade.txTimestamp = new Date(rawTrade.tx_time).getTime(); - dexTrade.txDate = rawTrade.tx_date; - dexTrade.txSender = rawTrade.tx_sender; - dexTrade.smartContractId = rawTrade.smart_contract_id; - dexTrade.smartContractAddress = rawTrade.smart_contract_address; - dexTrade.contractType = rawTrade.contract_type; - dexTrade.maker = rawTrade.maker; - dexTrade.taker = rawTrade.taker; - // TODO(albrow): The Bloxy API returns amounts and fees as a `number` type - // but some of their values have too many significant digits to be - // represented that way. Ideally they will switch to using strings and then - // we can update this code. - dexTrade.amountBuy = new BigNumber(rawTrade.amountBuy.toString()); - dexTrade.makerFeeAmount = new BigNumber(rawTrade.makerFee.toString()); - dexTrade.buyCurrencyId = rawTrade.buyCurrencyId; - dexTrade.buySymbol = filterNullCharacters(rawTrade.buySymbol); - dexTrade.amountSell = new BigNumber(rawTrade.amountSell.toString()); - dexTrade.takerFeeAmount = new BigNumber(rawTrade.takerFee.toString()); - dexTrade.sellCurrencyId = rawTrade.sellCurrencyId; - dexTrade.sellSymbol = filterNullCharacters(rawTrade.sellSymbol); - dexTrade.makerAnnotation = rawTrade.maker_annotation; - dexTrade.takerAnnotation = rawTrade.taker_annotation; - dexTrade.protocol = rawTrade.protocol; - dexTrade.buyAddress = rawTrade.buyAddress; - dexTrade.sellAddress = rawTrade.sellAddress; - return dexTrade; -} - -// Works with any form of escaped null character (e.g., '\0' and '\u0000'). -const filterNullCharacters = R.replace(/\0/g, ''); diff --git a/packages/pipeline/src/parsers/copper/index.ts b/packages/pipeline/src/parsers/copper/index.ts deleted file mode 100644 index 07da66d10..000000000 --- a/packages/pipeline/src/parsers/copper/index.ts +++ /dev/null @@ -1,259 +0,0 @@ -import * as R from 'ramda'; - -import { CopperActivity, CopperActivityType, CopperCustomField, CopperLead, CopperOpportunity } from '../../entities'; - -const ONE_SECOND = 1000; -export type CopperSearchResponse = CopperLeadResponse | CopperActivityResponse | CopperOpportunityResponse; -export interface CopperLeadResponse { - id: number; - name?: string; - first_name?: string; - last_name?: string; - middle_name?: string; - assignee_id?: number; - company_name?: string; - customer_source_id?: number; - monetary_value?: number; - status: string; - status_id: number; - title?: string; - date_created: number; // in seconds - date_modified: number; // in seconds -} - -export interface CopperActivityResponse { - id: number; - parent: CopperActivityParentResponse; - type: CopperActivityTypeResponse; - user_id: number; - activity_date: number; - old_value: CopperActivityValueResponse; - new_value: CopperActivityValueResponse; - date_created: number; // in seconds - date_modified: number; // in seconds -} - -export interface CopperActivityValueResponse { - id: number; - name: string; -} -export interface CopperActivityParentResponse { - id: number; - type: string; -} - -// custom activity types -export enum CopperActivityTypeCategory { - User = 'user', - System = 'system', -} -export interface CopperActivityTypeResponse { - id: number; - category: CopperActivityTypeCategory; - name: string; - is_disabled?: boolean; - count_as_interaction?: boolean; -} - -export interface CopperOpportunityResponse { - id: number; - name: string; - assignee_id?: number; - close_date?: string; - company_id?: number; - company_name?: string; - customer_source_id?: number; - loss_reason_id?: number; - pipeline_id: number; - pipeline_stage_id: number; - primary_contact_id?: number; - priority?: string; - status: string; - tags: string[]; - interaction_count: number; - monetary_value?: number; - win_probability?: number; - date_created: number; // in seconds - date_modified: number; // in seconds - custom_fields: CopperNestedCustomFieldResponse[]; -} -interface CopperNestedCustomFieldResponse { - custom_field_definition_id: number; - value: number | number[] | null; -} -// custom fields -export enum CopperCustomFieldType { - String = 'String', - Text = 'Text', - Dropdown = 'Dropdown', - MultiSelect = 'MultiSelect', // not in API documentation but shows up in results - Date = 'Date', - Checkbox = 'Checkbox', - Float = 'Float', - URL = 'URL', // tslint:disable-line:enum-naming - Percentage = 'Percentage', - Currency = 'Currency', - Connect = 'Connect', -} -export interface CopperCustomFieldOptionResponse { - id: number; - name: string; -} -export interface CopperCustomFieldResponse { - id: number; - name: string; - data_type: CopperCustomFieldType; - options?: CopperCustomFieldOptionResponse[]; -} -/** - * Parse response from Copper API /search/leads/ - * - * @param leads - The array of leads returned from the API - * @returns Returns an array of Copper Lead entities - */ -export function parseLeads(leads: CopperLeadResponse[]): CopperLead[] { - return leads.map(lead => { - const entity = new CopperLead(); - entity.id = lead.id; - entity.name = lead.name || undefined; - entity.firstName = lead.first_name || undefined; - entity.lastName = lead.last_name || undefined; - entity.middleName = lead.middle_name || undefined; - entity.assigneeId = lead.assignee_id || undefined; - entity.companyName = lead.company_name || undefined; - entity.customerSourceId = lead.customer_source_id || undefined; - entity.monetaryValue = lead.monetary_value || undefined; - entity.status = lead.status; - entity.statusId = lead.status_id; - entity.title = lead.title || undefined; - entity.dateCreated = lead.date_created * ONE_SECOND; - entity.dateModified = lead.date_modified * ONE_SECOND; - return entity; - }); -} - -/** - * Parse response from Copper API /search/activities/ - * - * @param activities - The array of activities returned from the API - * @returns Returns an array of Copper Activity entities - */ -export function parseActivities(activities: CopperActivityResponse[]): CopperActivity[] { - return activities.map(activity => { - const entity = new CopperActivity(); - entity.id = activity.id; - - entity.parentId = activity.parent.id; - entity.parentType = activity.parent.type; - - entity.typeId = activity.type.id; - entity.typeCategory = activity.type.category.toString(); - entity.typeName = activity.type.name; - - entity.userId = activity.user_id; - entity.dateCreated = activity.date_created * ONE_SECOND; - entity.dateModified = activity.date_modified * ONE_SECOND; - - // nested nullable fields - entity.oldValueId = R.path(['old_value', 'id'], activity); - entity.oldValueName = R.path(['old_value', 'name'], activity); - entity.newValueId = R.path(['new_value', 'id'], activity); - entity.newValueName = R.path(['new_value', 'name'], activity); - - return entity; - }); -} - -/** - * Parse response from Copper API /search/opportunities/ - * - * @param opportunities - The array of opportunities returned from the API - * @returns Returns an array of Copper Opportunity entities - */ -export function parseOpportunities(opportunities: CopperOpportunityResponse[]): CopperOpportunity[] { - return opportunities.map(opp => { - const customFields: { [key: number]: number } = opp.custom_fields - .filter(f => f.value !== null) - .map(f => ({ - ...f, - value: ([] as number[]).concat(f.value || []), // normalise all values to number[] - })) - .map(f => f.value.map(val => [f.custom_field_definition_id, val] as [number, number])) // pair each value with the custom_field_definition_id - .reduce((acc, pair) => acc.concat(pair)) // flatten - .reduce<{ [key: number]: number }>((obj, [key, value]) => { - // transform into object literal - obj[key] = value; - return obj; - }, {}); - - const entity = new CopperOpportunity(); - entity.id = opp.id; - entity.name = opp.name; - entity.assigneeId = opp.assignee_id || undefined; - entity.closeDate = opp.close_date || undefined; - entity.companyId = opp.company_id || undefined; - entity.companyName = opp.company_name || undefined; - entity.customerSourceId = opp.customer_source_id || undefined; - entity.lossReasonId = opp.loss_reason_id || undefined; - entity.pipelineId = opp.pipeline_id; - entity.pipelineStageId = opp.pipeline_stage_id; - entity.primaryContactId = opp.primary_contact_id || undefined; - entity.priority = opp.priority || undefined; - entity.status = opp.status; - entity.interactionCount = opp.interaction_count; - entity.monetaryValue = opp.monetary_value || undefined; - entity.winProbability = opp.win_probability === null ? undefined : opp.win_probability; - entity.dateCreated = opp.date_created * ONE_SECOND; - entity.dateModified = opp.date_modified * ONE_SECOND; - entity.customFields = customFields; - return entity; - }); -} - -/** - * Parse response from Copper API /activity_types/ - * - * @param activityTypeResponse - Activity Types response from the API, keyed by "user" or "system" - * @returns Returns an array of Copper Activity Type entities - */ -export function parseActivityTypes( - activityTypeResponse: Map<CopperActivityTypeCategory, CopperActivityTypeResponse[]>, -): CopperActivityType[] { - const values: CopperActivityTypeResponse[] = R.flatten(Object.values(activityTypeResponse)); - return values.map(activityType => ({ - id: activityType.id, - name: activityType.name, - category: activityType.category.toString(), - isDisabled: activityType.is_disabled, - countAsInteraction: activityType.count_as_interaction, - })); -} - -/** - * Parse response from Copper API /custom_field_definitions/ - * - * @param customFieldResponse - array of custom field definitions returned from the API, consisting of top-level fields and nested fields - * @returns Returns an array of Copper Custom Field entities - */ -export function parseCustomFields(customFieldResponse: CopperCustomFieldResponse[]): CopperCustomField[] { - function parseTopLevelField(field: CopperCustomFieldResponse): CopperCustomField[] { - const topLevelField: CopperCustomField = { - id: field.id, - name: field.name, - dataType: field.data_type.toString(), - }; - - if (field.options !== undefined) { - const nestedFields: CopperCustomField[] = field.options.map(option => ({ - id: option.id, - name: option.name, - dataType: field.name, - fieldType: 'option', - })); - return nestedFields.concat(topLevelField); - } else { - return [topLevelField]; - } - } - return R.chain(parseTopLevelField, customFieldResponse); -} 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; -} diff --git a/packages/pipeline/src/parsers/events/erc20_events.ts b/packages/pipeline/src/parsers/events/erc20_events.ts deleted file mode 100644 index caf9984d0..000000000 --- a/packages/pipeline/src/parsers/events/erc20_events.ts +++ /dev/null @@ -1,34 +0,0 @@ -import { ERC20TokenApprovalEventArgs } from '@0x/contract-wrappers'; -import { LogWithDecodedArgs } from 'ethereum-types'; -import * as R from 'ramda'; - -import { ERC20ApprovalEvent } from '../../entities'; - -/** - * Parses raw event logs for an ERC20 approval event and returns an array of - * ERC20ApprovalEvent entities. - * @param eventLogs Raw event logs (e.g. returned from contract-wrappers). - */ -export const parseERC20ApprovalEvents: ( - eventLogs: Array<LogWithDecodedArgs<ERC20TokenApprovalEventArgs>>, -) => ERC20ApprovalEvent[] = R.map(_convertToERC20ApprovalEvent); - -/** - * Converts a raw event log for an ERC20 approval event into an - * ERC20ApprovalEvent entity. - * @param eventLog Raw event log (e.g. returned from contract-wrappers). - */ -export function _convertToERC20ApprovalEvent( - eventLog: LogWithDecodedArgs<ERC20TokenApprovalEventArgs>, -): ERC20ApprovalEvent { - const erc20ApprovalEvent = new ERC20ApprovalEvent(); - erc20ApprovalEvent.tokenAddress = eventLog.address as string; - erc20ApprovalEvent.blockNumber = eventLog.blockNumber as number; - erc20ApprovalEvent.logIndex = eventLog.logIndex as number; - erc20ApprovalEvent.rawData = eventLog.data as string; - erc20ApprovalEvent.transactionHash = eventLog.transactionHash; - erc20ApprovalEvent.ownerAddress = eventLog.args._owner; - erc20ApprovalEvent.spenderAddress = eventLog.args._spender; - erc20ApprovalEvent.amount = eventLog.args._value; - return erc20ApprovalEvent; -} diff --git a/packages/pipeline/src/parsers/events/exchange_events.ts b/packages/pipeline/src/parsers/events/exchange_events.ts deleted file mode 100644 index 9c4a5f89a..000000000 --- a/packages/pipeline/src/parsers/events/exchange_events.ts +++ /dev/null @@ -1,145 +0,0 @@ -import { ExchangeCancelEventArgs, ExchangeCancelUpToEventArgs, ExchangeFillEventArgs } from '@0x/contract-wrappers'; -import { assetDataUtils } from '@0x/order-utils'; -import { AssetProxyId, ERC721AssetData } from '@0x/types'; -import { LogWithDecodedArgs } from 'ethereum-types'; -import * as R from 'ramda'; - -import { ExchangeCancelEvent, ExchangeCancelUpToEvent, ExchangeFillEvent } from '../../entities'; -import { bigNumbertoStringOrNull, convertAssetProxyIdToType } from '../../utils'; - -/** - * Parses raw event logs for a fill event and returns an array of - * ExchangeFillEvent entities. - * @param eventLogs Raw event logs (e.g. returned from contract-wrappers). - */ -export const parseExchangeFillEvents: ( - eventLogs: Array<LogWithDecodedArgs<ExchangeFillEventArgs>>, -) => ExchangeFillEvent[] = R.map(_convertToExchangeFillEvent); - -/** - * Parses raw event logs for a cancel event and returns an array of - * ExchangeCancelEvent entities. - * @param eventLogs Raw event logs (e.g. returned from contract-wrappers). - */ -export const parseExchangeCancelEvents: ( - eventLogs: Array<LogWithDecodedArgs<ExchangeCancelEventArgs>>, -) => ExchangeCancelEvent[] = R.map(_convertToExchangeCancelEvent); - -/** - * Parses raw event logs for a CancelUpTo event and returns an array of - * ExchangeCancelUpToEvent entities. - * @param eventLogs Raw event logs (e.g. returned from contract-wrappers). - */ -export const parseExchangeCancelUpToEvents: ( - eventLogs: Array<LogWithDecodedArgs<ExchangeCancelUpToEventArgs>>, -) => ExchangeCancelUpToEvent[] = R.map(_convertToExchangeCancelUpToEvent); - -/** - * Converts a raw event log for a fill event into an ExchangeFillEvent entity. - * @param eventLog Raw event log (e.g. returned from contract-wrappers). - */ -export function _convertToExchangeFillEvent(eventLog: LogWithDecodedArgs<ExchangeFillEventArgs>): ExchangeFillEvent { - const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData); - const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData); - const exchangeFillEvent = new ExchangeFillEvent(); - exchangeFillEvent.contractAddress = eventLog.address as string; - exchangeFillEvent.blockNumber = eventLog.blockNumber as number; - exchangeFillEvent.logIndex = eventLog.logIndex as number; - exchangeFillEvent.rawData = eventLog.data as string; - exchangeFillEvent.transactionHash = eventLog.transactionHash; - exchangeFillEvent.makerAddress = eventLog.args.makerAddress; - exchangeFillEvent.takerAddress = eventLog.args.takerAddress; - exchangeFillEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress; - exchangeFillEvent.senderAddress = eventLog.args.senderAddress; - exchangeFillEvent.makerAssetFilledAmount = eventLog.args.makerAssetFilledAmount; - exchangeFillEvent.takerAssetFilledAmount = eventLog.args.takerAssetFilledAmount; - exchangeFillEvent.makerFeePaid = eventLog.args.makerFeePaid; - exchangeFillEvent.takerFeePaid = eventLog.args.takerFeePaid; - exchangeFillEvent.orderHash = eventLog.args.orderHash; - exchangeFillEvent.rawMakerAssetData = eventLog.args.makerAssetData; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeFillEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); - exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId; - // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData - exchangeFillEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) - ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress - : makerAssetData.tokenAddress; - // tslint has a false positive here. Type assertion is required. - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeFillEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); - exchangeFillEvent.rawTakerAssetData = eventLog.args.takerAssetData; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeFillEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); - exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId; - // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData - exchangeFillEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) - ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress - : takerAssetData.tokenAddress; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeFillEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId); - return exchangeFillEvent; -} - -/** - * Converts a raw event log for a cancel event into an ExchangeCancelEvent - * entity. - * @param eventLog Raw event log (e.g. returned from contract-wrappers). - */ -export function _convertToExchangeCancelEvent( - eventLog: LogWithDecodedArgs<ExchangeCancelEventArgs>, -): ExchangeCancelEvent { - const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.makerAssetData); - const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData); - const exchangeCancelEvent = new ExchangeCancelEvent(); - exchangeCancelEvent.contractAddress = eventLog.address as string; - exchangeCancelEvent.blockNumber = eventLog.blockNumber as number; - exchangeCancelEvent.logIndex = eventLog.logIndex as number; - exchangeCancelEvent.rawData = eventLog.data as string; - exchangeCancelEvent.transactionHash = eventLog.transactionHash; - exchangeCancelEvent.makerAddress = eventLog.args.makerAddress; - exchangeCancelEvent.takerAddress = eventLog.args.takerAddress; - exchangeCancelEvent.feeRecipientAddress = eventLog.args.feeRecipientAddress; - exchangeCancelEvent.senderAddress = eventLog.args.senderAddress; - exchangeCancelEvent.orderHash = eventLog.args.orderHash; - exchangeCancelEvent.rawMakerAssetData = eventLog.args.makerAssetData; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeCancelEvent.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); - exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId; - // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData - exchangeCancelEvent.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) - ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.makerAssetData).nestedAssetData[0].tokenAddress - : makerAssetData.tokenAddress; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); - exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeCancelEvent.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); - exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId; - // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData - exchangeCancelEvent.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) - ? assetDataUtils.decodeMultiAssetDataRecursively(eventLog.args.takerAssetData).nestedAssetData[0].tokenAddress - : takerAssetData.tokenAddress; - // tslint:disable-next-line:no-unnecessary-type-assertion - exchangeCancelEvent.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId); - return exchangeCancelEvent; -} - -/** - * Converts a raw event log for a cancelUpTo event into an - * ExchangeCancelUpToEvent entity. - * @param eventLog Raw event log (e.g. returned from contract-wrappers). - */ -export function _convertToExchangeCancelUpToEvent( - eventLog: LogWithDecodedArgs<ExchangeCancelUpToEventArgs>, -): ExchangeCancelUpToEvent { - const exchangeCancelUpToEvent = new ExchangeCancelUpToEvent(); - exchangeCancelUpToEvent.contractAddress = eventLog.address as string; - exchangeCancelUpToEvent.blockNumber = eventLog.blockNumber as number; - exchangeCancelUpToEvent.logIndex = eventLog.logIndex as number; - exchangeCancelUpToEvent.rawData = eventLog.data as string; - exchangeCancelUpToEvent.transactionHash = eventLog.transactionHash; - exchangeCancelUpToEvent.makerAddress = eventLog.args.makerAddress; - exchangeCancelUpToEvent.senderAddress = eventLog.args.senderAddress; - exchangeCancelUpToEvent.orderEpoch = eventLog.args.orderEpoch; - return exchangeCancelUpToEvent; -} diff --git a/packages/pipeline/src/parsers/events/index.ts b/packages/pipeline/src/parsers/events/index.ts deleted file mode 100644 index 3f9915e8b..000000000 --- a/packages/pipeline/src/parsers/events/index.ts +++ /dev/null @@ -1,2 +0,0 @@ -export { parseExchangeCancelEvents, parseExchangeCancelUpToEvents, parseExchangeFillEvents } from './exchange_events'; -export { parseERC20ApprovalEvents } from './erc20_events'; diff --git a/packages/pipeline/src/parsers/idex_orders/index.ts b/packages/pipeline/src/parsers/idex_orders/index.ts deleted file mode 100644 index 14b871195..000000000 --- a/packages/pipeline/src/parsers/idex_orders/index.ts +++ /dev/null @@ -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; -} diff --git a/packages/pipeline/src/parsers/oasis_orders/index.ts b/packages/pipeline/src/parsers/oasis_orders/index.ts deleted file mode 100644 index b71fb65b9..000000000 --- a/packages/pipeline/src/parsers/oasis_orders/index.ts +++ /dev/null @@ -1,71 +0,0 @@ -import { BigNumber } from '@0x/utils'; -import * as R from 'ramda'; - -import { aggregateOrders } from '../utils'; - -import { OasisMarket, OasisOrder } from '../../data_sources/oasis'; -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 according to price point, - * 3) Builds TokenOrder entity with other information attached. - * @param oasisOrderbook A raw orderbook that we pull from the Oasis API. - * @param oasisMarket 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 'oasis'. - */ -export function parseOasisOrders( - oasisOrderbook: OasisOrder[], - oasisMarket: OasisMarket, - observedTimestamp: number, - source: string, -): TokenOrder[] { - const aggregatedBids = aggregateOrders(R.filter(R.propEq('act', OrderType.Bid), oasisOrderbook)); - const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', OrderType.Ask), oasisOrderbook)); - const parsedBids = aggregatedBids.map(order => - parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Bid, source, order), - ); - const parsedAsks = aggregatedAsks.map(order => - parseOasisOrder(oasisMarket, observedTimestamp, OrderType.Ask, source, order), - ); - return parsedBids.concat(parsedAsks); -} - -/** - * Parse a single aggregated Oasis order to form a tokenOrder entity - * which can be saved into the database. - * @param oasisMarket 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 oasisOrder A <price, amount> tuple which we will convert to volume-basis. - */ -export function parseOasisOrder( - oasisMarket: OasisMarket, - observedTimestamp: number, - orderType: OrderType, - source: string, - oasisOrder: [string, BigNumber], -): TokenOrder { - const tokenOrder = new TokenOrder(); - const price = new BigNumber(oasisOrder[0]); - const amount = oasisOrder[1]; - - tokenOrder.source = source; - tokenOrder.observedTimestamp = observedTimestamp; - tokenOrder.orderType = orderType; - tokenOrder.price = price; - - tokenOrder.baseAssetSymbol = oasisMarket.base; - tokenOrder.baseAssetAddress = null; // Oasis doesn't provide address information - tokenOrder.baseVolume = amount; - - tokenOrder.quoteAssetSymbol = oasisMarket.quote; - tokenOrder.quoteAssetAddress = null; // Oasis doesn't provide address information - tokenOrder.quoteVolume = price.times(amount); - return tokenOrder; -} diff --git a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts b/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts deleted file mode 100644 index 3efb90384..000000000 --- a/packages/pipeline/src/parsers/ohlcv_external/crypto_compare.ts +++ /dev/null @@ -1,38 +0,0 @@ -import { CryptoCompareOHLCVRecord } from '../../data_sources/ohlcv_external/crypto_compare'; -import { OHLCVExternal } from '../../entities'; - -const ONE_SECOND = 1000; // Crypto Compare uses timestamps in seconds instead of milliseconds - -export interface OHLCVMetadata { - exchange: string; - fromSymbol: string; - toSymbol: string; - source: string; - observedTimestamp: number; - interval: number; -} -/** - * Parses OHLCV records from Crypto Compare into an array of OHLCVExternal entities - * @param rawRecords an array of OHLCV records from Crypto Compare (not the full response) - */ -export function parseRecords(rawRecords: CryptoCompareOHLCVRecord[], metadata: OHLCVMetadata): OHLCVExternal[] { - return rawRecords.map(rec => { - const ohlcvRecord = new OHLCVExternal(); - ohlcvRecord.exchange = metadata.exchange; - ohlcvRecord.fromSymbol = metadata.fromSymbol; - ohlcvRecord.toSymbol = metadata.toSymbol; - ohlcvRecord.startTime = rec.time * ONE_SECOND - metadata.interval; - ohlcvRecord.endTime = rec.time * ONE_SECOND; - - ohlcvRecord.open = rec.open; - ohlcvRecord.close = rec.close; - ohlcvRecord.low = rec.low; - ohlcvRecord.high = rec.high; - ohlcvRecord.volumeFrom = rec.volumefrom; - ohlcvRecord.volumeTo = rec.volumeto; - - ohlcvRecord.source = metadata.source; - ohlcvRecord.observedTimestamp = metadata.observedTimestamp; - return ohlcvRecord; - }); -} diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts deleted file mode 100644 index 85990dae4..000000000 --- a/packages/pipeline/src/parsers/paradex_orders/index.ts +++ /dev/null @@ -1,66 +0,0 @@ -import { BigNumber } from '@0x/utils'; - -import { ParadexMarket, ParadexOrder, ParadexOrderbookResponse } from '../../data_sources/paradex'; -import { TokenOrderbookSnapshot as TokenOrder } from '../../entities'; -import { OrderType } from '../../types'; - -/** - * Marque function of this file. - * 1) Takes in orders from an orderbook (orders are already aggregated by price point), - * 2) For each aggregated order, forms a TokenOrder entity with market data and - * other information attached. - * @param paradexOrderbookResponse An orderbook response from the Paradex API. - * @param paradexMarket 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 'paradex'. - */ -export function parseParadexOrders( - paradexOrderbookResponse: ParadexOrderbookResponse, - paradexMarket: ParadexMarket, - observedTimestamp: number, - source: string, -): TokenOrder[] { - const parsedBids = paradexOrderbookResponse.bids.map(order => - parseParadexOrder(paradexMarket, observedTimestamp, OrderType.Bid, source, order), - ); - const parsedAsks = paradexOrderbookResponse.asks.map(order => - parseParadexOrder(paradexMarket, 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 paradexMarket An object containing information about the market where these - * orders 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 paradexOrder A ParadexOrder object; basically price, amount tuple. - */ -export function parseParadexOrder( - paradexMarket: ParadexMarket, - observedTimestamp: number, - orderType: OrderType, - source: string, - paradexOrder: ParadexOrder, -): TokenOrder { - const tokenOrder = new TokenOrder(); - const price = new BigNumber(paradexOrder.price); - const amount = new BigNumber(paradexOrder.amount); - - tokenOrder.source = source; - tokenOrder.observedTimestamp = observedTimestamp; - tokenOrder.orderType = orderType; - tokenOrder.price = price; - - tokenOrder.baseAssetSymbol = paradexMarket.baseToken; - tokenOrder.baseAssetAddress = paradexMarket.baseTokenAddress as string; - tokenOrder.baseVolume = amount; - - tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken; - tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string; - tokenOrder.quoteVolume = price.times(amount); - return tokenOrder; -} diff --git a/packages/pipeline/src/parsers/relayer_registry/index.ts b/packages/pipeline/src/parsers/relayer_registry/index.ts deleted file mode 100644 index 9723880a4..000000000 --- a/packages/pipeline/src/parsers/relayer_registry/index.ts +++ /dev/null @@ -1,37 +0,0 @@ -import * as R from 'ramda'; - -import { RelayerResponse, RelayerResponseNetwork } from '../../data_sources/relayer-registry'; -import { Relayer } from '../../entities'; - -/** - * Parses a raw relayer registry response into an array of Relayer entities. - * @param rawResp raw response from the relayer-registry json file. - */ -export function parseRelayers(rawResp: Map<string, RelayerResponse>): Relayer[] { - const parsedAsObject = R.mapObjIndexed(parseRelayer, rawResp); - return R.values(parsedAsObject); -} - -function parseRelayer(relayerResp: RelayerResponse, uuid: string): Relayer { - const relayer = new Relayer(); - relayer.uuid = uuid; - relayer.name = relayerResp.name; - relayer.homepageUrl = relayerResp.homepage_url; - relayer.appUrl = relayerResp.app_url; - const mainNetworkRelayerInfo = getMainNetwork(relayerResp); - if (mainNetworkRelayerInfo !== undefined) { - relayer.sraHttpEndpoint = mainNetworkRelayerInfo.sra_http_endpoint || null; - relayer.sraWsEndpoint = mainNetworkRelayerInfo.sra_ws_endpoint || null; - relayer.feeRecipientAddresses = - R.path(['static_order_fields', 'fee_recipient_addresses'], mainNetworkRelayerInfo) || []; - relayer.takerAddresses = R.path(['static_order_fields', 'taker_addresses'], mainNetworkRelayerInfo) || []; - } else { - relayer.feeRecipientAddresses = []; - relayer.takerAddresses = []; - } - return relayer; -} - -function getMainNetwork(relayerResp: RelayerResponse): RelayerResponseNetwork | undefined { - return R.find(network => network.networkId === 1, relayerResp.networks); -} diff --git a/packages/pipeline/src/parsers/sra_orders/index.ts b/packages/pipeline/src/parsers/sra_orders/index.ts deleted file mode 100644 index 13fe632a4..000000000 --- a/packages/pipeline/src/parsers/sra_orders/index.ts +++ /dev/null @@ -1,68 +0,0 @@ -import { APIOrder, OrdersResponse } from '@0x/connect'; -import { assetDataUtils, orderHashUtils } from '@0x/order-utils'; -import { AssetProxyId, ERC721AssetData } from '@0x/types'; -import * as R from 'ramda'; - -import { SraOrder } from '../../entities'; -import { bigNumbertoStringOrNull, convertAssetProxyIdToType } from '../../utils'; - -/** - * Parses a raw order response from an SRA endpoint and returns an array of - * SraOrder entities. - * @param rawOrdersResponse A raw order response from an SRA endpoint. - */ -export function parseSraOrders(rawOrdersResponse: OrdersResponse): SraOrder[] { - return R.map(_convertToEntity, rawOrdersResponse.records); -} - -/** - * Converts a single APIOrder into an SraOrder entity. - * @param apiOrder A single order from the response from an SRA endpoint. - */ -export function _convertToEntity(apiOrder: APIOrder): SraOrder { - // TODO(albrow): refactor out common asset data decoding code. - const makerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.makerAssetData); - const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(apiOrder.order.takerAssetData); - - const sraOrder = new SraOrder(); - sraOrder.exchangeAddress = apiOrder.order.exchangeAddress; - sraOrder.orderHashHex = orderHashUtils.getOrderHashHex(apiOrder.order); - - sraOrder.makerAddress = apiOrder.order.makerAddress; - sraOrder.takerAddress = apiOrder.order.takerAddress; - sraOrder.feeRecipientAddress = apiOrder.order.feeRecipientAddress; - sraOrder.senderAddress = apiOrder.order.senderAddress; - sraOrder.makerAssetAmount = apiOrder.order.makerAssetAmount; - sraOrder.takerAssetAmount = apiOrder.order.takerAssetAmount; - sraOrder.makerFee = apiOrder.order.makerFee; - sraOrder.takerFee = apiOrder.order.takerFee; - sraOrder.expirationTimeSeconds = apiOrder.order.expirationTimeSeconds; - sraOrder.salt = apiOrder.order.salt; - sraOrder.signature = apiOrder.order.signature; - - sraOrder.rawMakerAssetData = apiOrder.order.makerAssetData; - // tslint:disable-next-line:no-unnecessary-type-assertion - sraOrder.makerAssetType = convertAssetProxyIdToType(makerAssetData.assetProxyId as AssetProxyId); - sraOrder.makerAssetProxyId = makerAssetData.assetProxyId; - // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData - sraOrder.makerTokenAddress = assetDataUtils.isMultiAssetData(makerAssetData) - ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.makerAssetData).nestedAssetData[0].tokenAddress - : makerAssetData.tokenAddress; - // tslint has a false positive here. Type assertion is required. - // tslint:disable-next-line:no-unnecessary-type-assertion - sraOrder.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId); - sraOrder.rawTakerAssetData = apiOrder.order.takerAssetData; - // tslint:disable-next-line:no-unnecessary-type-assertion - sraOrder.takerAssetType = convertAssetProxyIdToType(takerAssetData.assetProxyId as AssetProxyId); - sraOrder.takerAssetProxyId = takerAssetData.assetProxyId; - // HACK(abandeali1): this event schema currently does not support multiple maker/taker assets, so we store the first token address from the MultiAssetProxy assetData - sraOrder.takerTokenAddress = assetDataUtils.isMultiAssetData(takerAssetData) - ? assetDataUtils.decodeMultiAssetDataRecursively(apiOrder.order.takerAssetData).nestedAssetData[0].tokenAddress - : takerAssetData.tokenAddress; - // tslint:disable-next-line:no-unnecessary-type-assertion - sraOrder.takerTokenId = bigNumbertoStringOrNull((takerAssetData as ERC721AssetData).tokenId); - - sraOrder.metadataJson = JSON.stringify(apiOrder.metaData); - - return sraOrder; -} diff --git a/packages/pipeline/src/parsers/token_metadata/index.ts b/packages/pipeline/src/parsers/token_metadata/index.ts deleted file mode 100644 index 65e0aaa6e..000000000 --- a/packages/pipeline/src/parsers/token_metadata/index.ts +++ /dev/null @@ -1,46 +0,0 @@ -import * as R from 'ramda'; - -import { MetamaskTrustedTokenMeta, ZeroExTrustedTokenMeta } from '../../data_sources/trusted_tokens'; -import { TokenMetadata } from '../../entities'; -import { toBigNumberOrNull } from '../../utils'; - -/** - * Parses Metamask's trusted tokens list. - * @param rawResp raw response from the metamask json file. - */ -export function parseMetamaskTrustedTokens(rawResp: Map<string, MetamaskTrustedTokenMeta>): TokenMetadata[] { - const parsedAsObject = R.mapObjIndexed(parseMetamaskTrustedToken, rawResp); - return R.values(parsedAsObject); -} - -/** - * Parses 0x's trusted tokens list. - * @param rawResp raw response from the 0x trusted tokens file. - */ -export function parseZeroExTrustedTokens(rawResp: ZeroExTrustedTokenMeta[]): TokenMetadata[] { - return R.map(parseZeroExTrustedToken, rawResp); -} - -function parseMetamaskTrustedToken(resp: MetamaskTrustedTokenMeta, address: string): TokenMetadata { - const trustedToken = new TokenMetadata(); - - trustedToken.address = address; - trustedToken.decimals = toBigNumberOrNull(resp.decimals); - trustedToken.symbol = resp.symbol; - trustedToken.name = resp.name; - trustedToken.authority = 'metamask'; - - return trustedToken; -} - -function parseZeroExTrustedToken(resp: ZeroExTrustedTokenMeta): TokenMetadata { - const trustedToken = new TokenMetadata(); - - trustedToken.address = resp.address; - trustedToken.decimals = toBigNumberOrNull(resp.decimals); - trustedToken.symbol = resp.symbol; - trustedToken.name = resp.name; - trustedToken.authority = '0x'; - - return trustedToken; -} diff --git a/packages/pipeline/src/parsers/utils.ts b/packages/pipeline/src/parsers/utils.ts deleted file mode 100644 index 860729e9f..000000000 --- a/packages/pipeline/src/parsers/utils.ts +++ /dev/null @@ -1,28 +0,0 @@ -import { BigNumber } from '@0x/utils'; - -export interface GenericRawOrder { - price: string; - amount: string; -} - -/** - * Aggregates individual orders by price point. Filters zero amount orders. - * @param rawOrders An array of objects that have price and amount information. - */ -export function aggregateOrders(rawOrders: GenericRawOrder[]): Array<[string, BigNumber]> { - const aggregatedOrders = new Map<string, BigNumber>(); - rawOrders.forEach(order => { - const amount = new BigNumber(order.amount); - if (amount.isZero()) { - return; - } - // Use string instead of BigNum to aggregate by value instead of variable. - // Convert to BigNumber first to consolidate different string - // representations of the same number. Eg. '0.0' and '0.00'. - const price = new BigNumber(order.price).toString(); - - const existingAmount = aggregatedOrders.get(price) || new BigNumber(0); - aggregatedOrders.set(price, amount.plus(existingAmount)); - }); - return Array.from(aggregatedOrders.entries()); -} diff --git a/packages/pipeline/src/parsers/web3/index.ts b/packages/pipeline/src/parsers/web3/index.ts deleted file mode 100644 index f986efc59..000000000 --- a/packages/pipeline/src/parsers/web3/index.ts +++ /dev/null @@ -1,49 +0,0 @@ -import { BigNumber } from '@0x/utils'; -import { BlockWithoutTransactionData, Transaction as EthTransaction } from 'ethereum-types'; - -import { Block, Transaction } from '../../entities'; - -const MILLISECONDS_PER_SECOND = 1000; - -/** - * Parses a raw block and returns a Block entity. - * @param rawBlock a raw block (e.g. returned from web3-wrapper). - */ -export function parseBlock(rawBlock: BlockWithoutTransactionData): Block { - if (rawBlock.hash == null) { - throw new Error('Tried to parse raw block but hash was null'); - } - if (rawBlock.number == null) { - throw new Error('Tried to parse raw block but number was null'); - } - - const block = new Block(); - block.hash = rawBlock.hash; - block.number = rawBlock.number; - // Block timestamps are in seconds, but we use milliseconds everywhere else. - block.timestamp = rawBlock.timestamp * MILLISECONDS_PER_SECOND; - return block; -} - -/** - * Parses a raw transaction and returns a Transaction entity. - * @param rawBlock a raw transaction (e.g. returned from web3-wrapper). - */ -export function parseTransaction(rawTransaction: EthTransaction): Transaction { - if (rawTransaction.blockHash == null) { - throw new Error('Tried to parse raw transaction but blockHash was null'); - } - if (rawTransaction.blockNumber == null) { - throw new Error('Tried to parse raw transaction but blockNumber was null'); - } - - const tx = new Transaction(); - tx.transactionHash = rawTransaction.hash; - tx.blockHash = rawTransaction.blockHash; - tx.blockNumber = rawTransaction.blockNumber; - - tx.gasUsed = new BigNumber(rawTransaction.gas); - tx.gasPrice = rawTransaction.gasPrice; - - return tx; -} |