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authorHsuan Lee <hsuan@cobinhood.com>2019-01-19 18:42:04 +0800
committerHsuan Lee <hsuan@cobinhood.com>2019-01-19 18:42:04 +0800
commit7ae38906926dc09bc10670c361af0d2bf0050426 (patch)
tree5fb10ae366b987db09e4ddb4bc3ba0f75404ad08 /packages/pipeline/src/parsers/paradex_orders/index.ts
parentb5fd3c72a08aaa6957917d74c333387a16edf66b (diff)
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Update dependency packages
Diffstat (limited to 'packages/pipeline/src/parsers/paradex_orders/index.ts')
-rw-r--r--packages/pipeline/src/parsers/paradex_orders/index.ts66
1 files changed, 0 insertions, 66 deletions
diff --git a/packages/pipeline/src/parsers/paradex_orders/index.ts b/packages/pipeline/src/parsers/paradex_orders/index.ts
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-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;
-}