blob: 31cd5bfd63b0823e94ed855a4f95c11c60c88e00 (
plain) (
blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
|
import axios from 'axios';
import * as R from 'ramda';
// URL to use for getting dex trades from Bloxy.
export const BLOXY_DEX_TRADES_URL = 'https://bloxy.info/api/dex/trades';
// Number of trades to get at once. Must be less than or equal to MAX_OFFSET.
const TRADES_PER_QUERY = 10000;
// Maximum offset supported by the Bloxy API.
const MAX_OFFSET = 100000;
// Buffer to subtract from offset. This means we will request some trades twice
// but we have less chance on missing out on any data.
const OFFSET_BUFFER = 1000;
// Maximum number of days supported by the Bloxy API.
const MAX_DAYS = 30;
// Buffer used for comparing the last seen timestamp to the last returned
// timestamp. Increasing this reduces chances of data loss but also creates more
// redundancy and can impact performance.
// tslint:disable-next-line:custom-no-magic-numbers
const LAST_SEEN_TIMESTAMP_BUFFER_MS = 1000 * 60 * 30; // 30 minutes
// tslint:disable-next-line:custom-no-magic-numbers
const millisecondsPerDay = 1000 * 60 * 60 * 24; // ms/d = ms/s * s/m * m/h * h/d
export interface BloxyTrade {
tx_hash: string;
tx_time: string;
tx_date: string;
tx_sender: string;
smart_contract_id: number;
smart_contract_address: string;
contract_type: string;
maker: string;
taker: string;
amountBuy: number;
makerFee: number;
buyCurrencyId: number;
buySymbol: string;
amountSell: number;
takerFee: number;
sellCurrencyId: number;
sellSymbol: string;
maker_annotation: string;
taker_annotation: string;
protocol: string;
buyAddress: string | null;
sellAddress: string | null;
}
interface BloxyError {
error: string;
}
type BloxyResponse<T> = T | BloxyError;
type BloxyTradeResponse = BloxyResponse<BloxyTrade[]>;
function isError<T>(response: BloxyResponse<T>): response is BloxyError {
return (response as BloxyError).error !== undefined;
}
export class BloxySource {
private readonly _apiKey: string;
constructor(apiKey: string) {
this._apiKey = apiKey;
}
/**
* Gets all latest trades between the lastSeenTimestamp (minus some buffer)
* and the current time. Note that because the Bloxy API has some hard
* limits it might not always be possible to get *all* the trades in the
* desired time range.
* @param lastSeenTimestamp The latest timestamp for trades that have
* already been seen.
*/
public async getDexTradesAsync(lastSeenTimestamp: number): Promise<BloxyTrade[]> {
let allTrades: BloxyTrade[] = [];
// Clamp numberOfDays so that it is always between 1 and MAX_DAYS (inclusive)
const numberOfDays = R.clamp(1, MAX_DAYS, getDaysSinceTimestamp(lastSeenTimestamp));
// Keep getting trades until we hit one of the following conditions:
//
// 1. Offset hits MAX_OFFSET (we can't go back any further).
// 2. There are no more trades in the response.
// 3. We see a tx_time equal to or earlier than lastSeenTimestamp (plus
// some buffer).
//
for (let offset = 0; offset <= MAX_OFFSET; offset += TRADES_PER_QUERY - OFFSET_BUFFER) {
const trades = await this._getTradesWithOffsetAsync(numberOfDays, offset);
if (trades.length === 0) {
// There are no more trades left for the days we are querying.
// This means we are done.
return filterDuplicateTrades(allTrades);
}
const sortedTrades = R.reverse(R.sortBy(trade => trade.tx_time, trades));
allTrades = allTrades.concat(sortedTrades);
// Check if lastReturnedTimestamp < lastSeenTimestamp
const lastReturnedTimestamp = new Date(sortedTrades[0].tx_time).getTime();
if (lastReturnedTimestamp < lastSeenTimestamp - LAST_SEEN_TIMESTAMP_BUFFER_MS) {
// We are at the point where we have already seen trades for the
// timestamp range that is being returned. We're done.
return filterDuplicateTrades(allTrades);
}
}
return filterDuplicateTrades(allTrades);
}
private async _getTradesWithOffsetAsync(numberOfDays: number, offset: number): Promise<BloxyTrade[]> {
const resp = await axios.get<BloxyTradeResponse>(BLOXY_DEX_TRADES_URL, {
params: {
key: this._apiKey,
days: numberOfDays,
limit: TRADES_PER_QUERY,
offset,
},
});
if (isError(resp.data)) {
throw new Error('Error in Bloxy API response: ' + resp.data.error);
}
return resp.data;
}
}
// Computes the number of days between the given timestamp and the current
// timestamp (rounded up).
function getDaysSinceTimestamp(timestamp: number): number {
const msSinceTimestamp = Date.now() - timestamp;
const daysSinceTimestamp = msSinceTimestamp / millisecondsPerDay;
return Math.ceil(daysSinceTimestamp);
}
const filterDuplicateTrades = R.uniqBy((trade: BloxyTrade) => trade.tx_hash);
|
