Add radar parser

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

@@ -0,0 +1,89 @@
+import { BigNumber } from '@0x/utils';
+import { Web3Wrapper } from '@0x/web3-wrapper';
+import { RadarBook, RadarMarket, RadarOrderType, RadarSignedOrder } from '@radarrelay/types';
+import * as R from 'ramda';
+
+import { aggregateOrders, GenericRawOrder } from '../utils';
+
+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 radarOrderbook A raw orderbook that we pull from the radar API.
+ * @param radarMarket 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 'radar'.
+ */
+export function parseRadarOrders(
+    radarOrderbook: RadarBook,
+    radarMarket: RadarMarket,
+    observedTimestamp: number,
+    source: string,
+): TokenOrder[] {
+    const transformToGeneric = (radarOrder: RadarSignedOrder) => _toGeneric(radarMarket, radarOrder);
+    const aggregatedBids = aggregateOrders(_removeUndefined(R.map(transformToGeneric, radarOrderbook.bids)));
+    const aggregatedAsks = aggregateOrders(_removeUndefined(R.map(transformToGeneric, radarOrderbook.asks)));
+    const parsedBids = aggregatedBids.map(order =>
+        parseRadarOrder(radarMarket, observedTimestamp, OrderType.Bid, source, order),
+    );
+    const parsedAsks = aggregatedAsks.map(order =>
+        parseRadarOrder(radarMarket, observedTimestamp, OrderType.Ask, source, order),
+    );
+    return parsedBids.concat(parsedAsks);
+}
+
+/**
+ * Parse a single aggregated radar order in order to form a tokenOrder entity
+ * which can be saved into the database.
+ * @param radarMarket 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 radarOrder A <price, amount> tuple which we will convert to volume-basis.
+ */
+export function parseRadarOrder(
+    radarMarket: RadarMarket,
+    observedTimestamp: number,
+    orderType: OrderType,
+    source: string,
+    radarOrder: [string, BigNumber],
+): TokenOrder {
+    const tokenOrder = new TokenOrder();
+    const price = new BigNumber(radarOrder[0]);
+    const amount = radarOrder[1];
+    const splitId = radarMarket.id.split('-');
+
+    tokenOrder.source = source;
+    tokenOrder.observedTimestamp = observedTimestamp;
+    tokenOrder.orderType = orderType;
+    tokenOrder.price = price;
+
+    tokenOrder.baseAssetSymbol = splitId[0];
+    tokenOrder.baseAssetAddress = radarMarket.baseTokenAddress || null;
+    tokenOrder.baseVolume = amount;
+
+    tokenOrder.quoteAssetSymbol = splitId[1];
+    tokenOrder.quoteAssetAddress = radarMarket.quoteTokenAddress || null;
+    tokenOrder.quoteVolume = price.times(amount);
+    return tokenOrder;
+}
+
+function _toGeneric(radarMarket: RadarMarket, radarOrder: RadarSignedOrder): GenericRawOrder | undefined {
+    if (radarMarket.baseTokenDecimals === undefined) {
+        return undefined;
+    }
+    const rawAmount =
+        radarOrder.type === RadarOrderType.ASK
+            ? radarOrder.signedOrder.makerAssetAmount
+            : radarOrder.signedOrder.takerAssetAmount;
+    return {
+        price: radarOrder.price.toString(),
+        amount: Web3Wrapper.toUnitAmount(new BigNumber(rawAmount.toString()), radarMarket.baseTokenDecimals).toString(),
+    };
+}
+
+const _removeUndefined = R.reject(R.isNil);