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-rw-r--r--packages/pipeline/src/parsers/ddex_orders/index.ts32
-rw-r--r--packages/pipeline/src/parsers/events/erc20_events.ts34
-rw-r--r--packages/pipeline/src/parsers/events/exchange_events.ts133
-rw-r--r--packages/pipeline/src/parsers/events/index.ts135
-rw-r--r--packages/pipeline/src/parsers/idex_orders/index.ts77
-rw-r--r--packages/pipeline/src/parsers/oasis_orders/index.ts71
-rw-r--r--packages/pipeline/src/parsers/paradex_orders/index.ts4
-rw-r--r--packages/pipeline/src/parsers/token_metadata/index.ts7
-rw-r--r--packages/pipeline/src/parsers/utils.ts28
9 files changed, 361 insertions, 160 deletions
diff --git a/packages/pipeline/src/parsers/ddex_orders/index.ts b/packages/pipeline/src/parsers/ddex_orders/index.ts
index 81132e8f0..d7b97efbe 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
@@ -66,12 +54,14 @@ export function parseDdexOrder(
tokenOrder.orderType = orderType;
tokenOrder.price = price;
- tokenOrder.baseAssetSymbol = ddexMarket.baseToken;
- tokenOrder.baseAssetAddress = ddexMarket.baseTokenAddress;
- tokenOrder.baseVolume = price.times(amount);
+ // ddex currently confuses quote and base assets.
+ // We switch them here to maintain our internal consistency.
+ tokenOrder.baseAssetSymbol = ddexMarket.quoteToken;
+ tokenOrder.baseAssetAddress = ddexMarket.quoteTokenAddress;
+ tokenOrder.baseVolume = amount;
- tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
- tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
- tokenOrder.quoteVolume = amount;
+ tokenOrder.quoteAssetSymbol = ddexMarket.baseToken;
+ tokenOrder.quoteAssetAddress = ddexMarket.baseTokenAddress;
+ 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
new file mode 100644
index 000000000..caf9984d0
--- /dev/null
+++ b/packages/pipeline/src/parsers/events/erc20_events.ts
@@ -0,0 +1,34 @@
+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
new file mode 100644
index 000000000..e18106c75
--- /dev/null
+++ b/packages/pipeline/src/parsers/events/exchange_events.ts
@@ -0,0 +1,133 @@
+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 } 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 makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
+ const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ 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;
+ exchangeFillEvent.makerAssetType = makerAssetType;
+ exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
+ exchangeFillEvent.makerTokenAddress = 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;
+ exchangeFillEvent.takerAssetType = takerAssetType;
+ exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
+ exchangeFillEvent.takerTokenAddress = 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 makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
+ const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
+ 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;
+ exchangeCancelEvent.makerAssetType = makerAssetType;
+ exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
+ exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
+ // tslint:disable-next-line:no-unnecessary-type-assertion
+ exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
+ exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
+ exchangeCancelEvent.takerAssetType = takerAssetType;
+ exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
+ exchangeCancelEvent.takerTokenAddress = 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
index e18106c75..3f9915e8b 100644
--- a/packages/pipeline/src/parsers/events/index.ts
+++ b/packages/pipeline/src/parsers/events/index.ts
@@ -1,133 +1,2 @@
-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 } 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 makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
- const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- 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;
- exchangeFillEvent.makerAssetType = makerAssetType;
- exchangeFillEvent.makerAssetProxyId = makerAssetData.assetProxyId;
- exchangeFillEvent.makerTokenAddress = 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;
- exchangeFillEvent.takerAssetType = takerAssetType;
- exchangeFillEvent.takerAssetProxyId = takerAssetData.assetProxyId;
- exchangeFillEvent.takerTokenAddress = 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 makerAssetType = makerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- const takerAssetData = assetDataUtils.decodeAssetDataOrThrow(eventLog.args.takerAssetData);
- const takerAssetType = takerAssetData.assetProxyId === AssetProxyId.ERC20 ? 'erc20' : 'erc721';
- 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;
- exchangeCancelEvent.makerAssetType = makerAssetType;
- exchangeCancelEvent.makerAssetProxyId = makerAssetData.assetProxyId;
- exchangeCancelEvent.makerTokenAddress = makerAssetData.tokenAddress;
- // tslint:disable-next-line:no-unnecessary-type-assertion
- exchangeCancelEvent.makerTokenId = bigNumbertoStringOrNull((makerAssetData as ERC721AssetData).tokenId);
- exchangeCancelEvent.rawTakerAssetData = eventLog.args.takerAssetData;
- exchangeCancelEvent.takerAssetType = takerAssetType;
- exchangeCancelEvent.takerAssetProxyId = takerAssetData.assetProxyId;
- exchangeCancelEvent.takerTokenAddress = 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;
-}
+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
new file mode 100644
index 000000000..dfe27455c
--- /dev/null
+++ b/packages/pipeline/src/parsers/idex_orders/index.ts
@@ -0,0 +1,77 @@
+import { BigNumber } from '@0x/utils';
+
+import { aggregateOrders } from '../utils';
+
+import { IdexOrder, 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, '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, '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 === '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
new file mode 100644
index 000000000..13997f31b
--- /dev/null
+++ b/packages/pipeline/src/parsers/oasis_orders/index.ts
@@ -0,0 +1,71 @@
+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', 'bid'), oasisOrderbook));
+ const aggregatedAsks = aggregateOrders(R.filter(R.propEq('act', 'ask'), oasisOrderbook));
+ const parsedBids = aggregatedBids.map(order =>
+ parseOasisOrder(oasisMarket, observedTimestamp, 'bid', source, order),
+ );
+ const parsedAsks = aggregatedAsks.map(order =>
+ parseOasisOrder(oasisMarket, observedTimestamp, '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/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts
index 7966658a7..5ceeb64a4 100644
--- a/packages/pipeline/src/parsers/paradex_orders/index.ts
+++ b/packages/pipeline/src/parsers/paradex_orders/index.ts
@@ -57,10 +57,10 @@ export function parseParadexOrder(
tokenOrder.baseAssetSymbol = paradexMarket.baseToken;
tokenOrder.baseAssetAddress = paradexMarket.baseTokenAddress as string;
- tokenOrder.baseVolume = price.times(amount);
+ tokenOrder.baseVolume = amount;
tokenOrder.quoteAssetSymbol = paradexMarket.quoteToken;
tokenOrder.quoteAssetAddress = paradexMarket.quoteTokenAddress as string;
- tokenOrder.quoteVolume = amount;
+ tokenOrder.quoteVolume = price.times(amount);
return tokenOrder;
}
diff --git a/packages/pipeline/src/parsers/token_metadata/index.ts b/packages/pipeline/src/parsers/token_metadata/index.ts
index f258af063..65e0aaa6e 100644
--- a/packages/pipeline/src/parsers/token_metadata/index.ts
+++ b/packages/pipeline/src/parsers/token_metadata/index.ts
@@ -1,9 +1,8 @@
-import { BigNumber } from '@0x/utils';
import * as R from 'ramda';
import { MetamaskTrustedTokenMeta, ZeroExTrustedTokenMeta } from '../../data_sources/trusted_tokens';
import { TokenMetadata } from '../../entities';
-import {} from '../../utils';
+import { toBigNumberOrNull } from '../../utils';
/**
* Parses Metamask's trusted tokens list.
@@ -26,7 +25,7 @@ function parseMetamaskTrustedToken(resp: MetamaskTrustedTokenMeta, address: stri
const trustedToken = new TokenMetadata();
trustedToken.address = address;
- trustedToken.decimals = new BigNumber(resp.decimals);
+ trustedToken.decimals = toBigNumberOrNull(resp.decimals);
trustedToken.symbol = resp.symbol;
trustedToken.name = resp.name;
trustedToken.authority = 'metamask';
@@ -38,7 +37,7 @@ function parseZeroExTrustedToken(resp: ZeroExTrustedTokenMeta): TokenMetadata {
const trustedToken = new TokenMetadata();
trustedToken.address = resp.address;
- trustedToken.decimals = resp.decimals ? new BigNumber(resp.decimals) : null;
+ trustedToken.decimals = toBigNumberOrNull(resp.decimals);
trustedToken.symbol = resp.symbol;
trustedToken.name = resp.name;
trustedToken.authority = '0x';
diff --git a/packages/pipeline/src/parsers/utils.ts b/packages/pipeline/src/parsers/utils.ts
new file mode 100644
index 000000000..860729e9f
--- /dev/null
+++ b/packages/pipeline/src/parsers/utils.ts
@@ -0,0 +1,28 @@
+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());
+}
generated by cgit (git 2.34.1) at 2024-10-04 10:36:07 +0800