Implement scraping sra orders from radar relay

packages/pipeline/src/entities/index.ts

@@ -6,3 +6,4 @@ export { Relayer } from './relayer';
 export { SraOrder } from './sra_order';
 export { Transaction } from './transaction';
 export { TokenOnChainMetadata } from './token_on_chain_metadata';
+export { SraOrdersObservedTimeStamp, createObservedTimestampForOrder } from './sra_order_observed_timestamp';

packages/pipeline/src/entities/sra_order.ts

@@ -19,9 +19,9 @@ export class SraOrder {
     public feeRecipientAddress!: string;
     @Column({ name: 'sender_address' })
     public senderAddress!: string;
-    @Column({ name: 'maker_asset_amount' })
+    @Column({ name: 'maker_asset_filled_amount' })
     public makerAssetAmount!: string;
-    @Column({ name: 'taker_asset_amount' })
+    @Column({ name: 'taker_asset_filled_amount' })
     public takerAssetAmount!: string;
     @Column({ name: 'maker_fee' })
     public makerFee!: string;

packages/pipeline/src/entities/sra_order_observed_timestamp.ts

@@ -0,0 +1,30 @@
+import { Entity, PrimaryColumn } from 'typeorm';
+
+import { SraOrder } from './sra_order';
+
+@Entity({ name: 'sra_orders_observed_timestamps', schema: 'raw' })
+export class SraOrdersObservedTimeStamp {
+    @PrimaryColumn({ name: 'exchange_address' })
+    public exchangeAddress!: string;
+    @PrimaryColumn({ name: 'order_hash_hex' })
+    public orderHashHex!: string;
+    @PrimaryColumn({ name: 'source_url' })
+    public sourceUrl!: string;
+
+    @PrimaryColumn({ name: 'observed_timestamp' })
+    public observedTimestamp!: number;
+}
+
+/**
+ * Returns a new SraOrdersObservedTimeStamp for the given order based on the
+ * current time.
+ * @param order The order to generate a timestamp for.
+ */
+export function createObservedTimestampForOrder(order: SraOrder): SraOrdersObservedTimeStamp {
+    const observed = new SraOrdersObservedTimeStamp();
+    observed.exchangeAddress = order.exchangeAddress;
+    observed.orderHashHex = order.orderHashHex;
+    observed.sourceUrl = order.sourceUrl;
+    observed.observedTimestamp = Date.now();
+    return observed;
+}

packages/pipeline/src/ormconfig.ts

@@ -7,6 +7,7 @@ import {
     ExchangeFillEvent,
     Relayer,
     SraOrder,
+    SraOrdersObservedTimeStamp,
     Transaction,
 } from './entities';
 
@@ -17,6 +18,7 @@ const entities = [
     ExchangeFillEvent,
     Relayer,
     SraOrder,
+    SraOrdersObservedTimeStamp,
     Transaction,
 ];
 

packages/pipeline/src/parsers/sra_orders/index.ts

@@ -30,10 +30,6 @@ export function _convertToEntity(apiOrder: APIOrder): SraOrder {
     sraOrder.exchangeAddress = apiOrder.order.exchangeAddress;
     sraOrder.orderHashHex = orderHashUtils.getOrderHashHex(apiOrder.order);
 
-    // TODO(albrow): Set these fields to the correct values upstack.
-    sraOrder.lastUpdatedTimestamp = 0;
-    sraOrder.firstSeenTimestamp = 0;
-
     sraOrder.makerAddress = apiOrder.order.makerAddress;
     sraOrder.takerAddress = apiOrder.order.takerAddress;
     sraOrder.feeRecipientAddress = apiOrder.order.feeRecipientAddress;

packages/pipeline/src/scripts/pull_radar_relay_orders.ts

@@ -2,15 +2,14 @@
 import { HttpClient } from '@0x/connect';
 import * as R from 'ramda';
 import 'reflect-metadata';
-import { Connection, ConnectionOptions, createConnection } from 'typeorm';
+import { Connection, ConnectionOptions, createConnection, EntityManager } from 'typeorm';
 
-import { SraOrder } from '../entities';
+import { createObservedTimestampForOrder, SraOrder } from '../entities';
 import * as ormConfig from '../ormconfig';
 import { parseSraOrders } from '../parsers/sra_orders';
 import { handleError } from '../utils';
 
 const RADAR_RELAY_URL = 'https://api.radarrelay.com/0x/v2';
-const BATCH_SAVE_SIZE = 1000; // Number of orders to save at once.
 const ORDERS_PER_PAGE = 10000; // Number of orders to get per request.
 
 let connection: Connection;
@@ -29,24 +28,26 @@ async function getOrderbook(): Promise<void> {
     });
     console.log(`Got ${rawOrders.records.length} orders.`);
     console.log('Parsing orders...');
+    // Parse the sra orders, then add source url to each.
     const orders = R.pipe(parseSraOrders, R.map(setSourceUrl(RADAR_RELAY_URL)))(rawOrders);
-    const ordersRepository = connection.getRepository(SraOrder);
-    // TODO(albrow): Move batch saving to a utility function to reduce
-    // duplicated code.
-    for (const ordersBatch of R.splitEvery(BATCH_SAVE_SIZE, orders)) {
-        await ordersRepository.save(ordersBatch);
+    // Save all the orders and update the observed time stamps in a single
+    // transaction.
+    console.log('Saving orders and updating timestamps...');
+    await connection.transaction(async (manager: EntityManager): Promise<void> => {
+        for (const order of orders) {
+            await manager.save(SraOrder, order);
+            const observedTimestamp = createObservedTimestampForOrder(order);
+            await manager.save(observedTimestamp);
         }
+    });
 }
 
 const sourceUrlProp = R.lensProp('sourceUrl');
 
+/**
+ * Sets the source url for a single order. Returns a new order instead of
+ * mutating the given one.
+ */
 const setSourceUrl = R.curry((sourceURL: string, order: SraOrder): SraOrder => {
     return R.set(sourceUrlProp, sourceURL, order);
 });
-
-const firstSeenProp = R.lensProp('firstSeenTimestamp');
-const lastUpdatedProp = R.lensProp('lastUpdatedTimestamp');
-
-const setFirstSeen = R.curry((sourceURL: string, order: SraOrder): SraOrder => {
-    return R.set(firstSeenTimestampProp, sourceURL, order);
-});

packages/pipeline/test/parsers/sra_orders/index_test.ts

@@ -37,8 +37,6 @@ describe('sra_orders', () => {
             const expected = new SraOrder();
             expected.exchangeAddress = '0x4f833a24e1f95d70f028921e27040ca56e09ab0b';
             expected.orderHashHex = '0x1bdbeb0d088a33da28b9ee6d94e8771452f90f4a69107da2fa75195d61b9a1c9';
-            expected.lastUpdatedTimestamp = 0;
-            expected.firstSeenTimestamp = 0;
             expected.makerAddress = '0xb45df06e38540a675fdb5b598abf2c0dbe9d6b81';
             expected.takerAddress = '0x0000000000000000000000000000000000000000';
             expected.feeRecipientAddress = '0xa258b39954cef5cb142fd567a46cddb31a670124';