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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, 'bid', source, order));
const parsedAsks = aggregatedAsks.map(order => parseDdexOrder(ddexMarket, observedTimestamp, '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 = price.times(amount);
tokenOrder.quoteAssetSymbol = ddexMarket.quoteToken;
tokenOrder.quoteAssetAddress = ddexMarket.quoteTokenAddress;
tokenOrder.quoteVolume = amount;
return tokenOrder;
}
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