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Remove isCli method

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This commit is contained in:
fragosti
2019-02-27 19:34:35 -08:00
parent 42c3bb00ec
commit 15d308d4c5
4 changed files with 71 additions and 76 deletions
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78
packages/pipeline/src/scripts/update_radar_orderbook_usd_prices.ts
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@@ -2,75 +2,17 @@ import { logUtils } from '@0x/utils';
import { Connection, ConnectionOptions, createConnection } from 'typeorm';
import * as ormConfig from '../ormconfig';
import { handleError, isCli } from '../utils';
import { updateRadarOrderbookUsdPricesAsync } from '../queries/update_radar_orderbook_usd_prices';
import { handleError } from '../utils';
if (isCli()) {
logUtils.log('running update_radar_orderbook');
(async () => {
const currentDate = new Date();
const oneMonthAgoTimestampMs = currentDate.setMonth(currentDate.getMonth() - 1);
const connection = await createConnection(ormConfig as ConnectionOptions);
const fromTimestampMs = (await getLastSeenTimestampAsync(connection)) || oneMonthAgoTimestampMs;
await updateRadarOrderbookUsdPricesAsync(connection, fromTimestampMs);
process.exit(0);
})().catch(handleError);
}
/**
* Join raw radar orderbook data with USD data.
* Radar is the only relayer for which we have maker_address data for.
* We join on pricing data twice, once to get the price of the quote asset if available,
* and once to get the price of the base asset if available.
* This query filters out rows that have both those fields null,
* ie. it filters out rows it was not able to find a USD price for.
* @param connection database connection
* @param fromTimestampMs the timestamp to create the table from in ms
*/
export async function updateRadarOrderbookUsdPricesAsync(
connection: Connection,
fromTimestampMs: number,
): Promise<void> {
logUtils.log(`Updating concepts.radar_orderbook_usd_prices starting from ${fromTimestampMs}`);
await connection.query(
`
insert into concepts.radar_orderbook_usd_prices
with usd_prices as (
select * from raw.ohlcv_external
where to_symbol = 'USD' and end_time > ${fromTimestampMs}
), radar_orderbook as (
select * from raw.token_orderbook_snapshots
where source = 'radar' and observed_timestamp > ${fromTimestampMs}
)
select
    case
when (usd_prices2.close is not null) then usd_prices2.close * radar_orderbook.base_volume
when (usd_prices1.close is not null) then usd_prices1.close * radar_orderbook.quote_volume
end as trade_usd_value,
usd_prices2.close as base_asset_price,
    usd_prices1.close as quote_asset_price,
    radar_orderbook.observed_timestamp,
    radar_orderbook.price,
    radar_orderbook.base_asset_address,
    radar_orderbook.base_asset_symbol,
    radar_orderbook.base_volume,
    radar_orderbook.quote_asset_address,
    radar_orderbook.quote_asset_symbol,
    radar_orderbook.quote_volume,
radar_orderbook.maker_address,
radar_orderbook.order_type
from radar_orderbook
left join usd_prices usd_prices1 on radar_orderbook.observed_timestamp between usd_prices1.start_time and usd_prices1.end_time
and (usd_prices1.from_symbol = radar_orderbook.quote_asset_symbol or (usd_prices1.from_symbol = 'ETH' and (radar_orderbook.quote_asset_symbol = 'WETH' or radar_orderbook.quote_asset_symbol = 'Veil ETH')))
left join usd_prices usd_prices2 on radar_orderbook.observed_timestamp between usd_prices2.start_time and usd_prices2.end_time
and (
not (usd_prices2.from_symbol = radar_orderbook.quote_asset_symbol or (usd_prices2.from_symbol = 'ETH' and (radar_orderbook.quote_asset_symbol = 'WETH' or radar_orderbook.quote_asset_symbol = 'Veil ETH')))
and (usd_prices2.from_symbol = radar_orderbook.base_asset_symbol or (usd_prices2.from_symbol = 'ETH' and (radar_orderbook.base_asset_symbol = 'WETH' or radar_orderbook.quote_asset_symbol = 'Veil ETH')))
)
where usd_prices2.close is not null or usd_prices1.close is not null
`.replace(/\s/g, ' '),
);
logUtils.log('Done updating radar_orderbook_usd_prices');
}
(async () => {
const currentDate = new Date();
const oneMonthAgoTimestampMs = currentDate.setMonth(currentDate.getMonth() - 1);
const connection = await createConnection(ormConfig as ConnectionOptions);
const fromTimestampMs = (await getLastSeenTimestampAsync(connection)) || oneMonthAgoTimestampMs;
await updateRadarOrderbookUsdPricesAsync(connection, fromTimestampMs);
process.exit(0);
})().catch(handleError);
async function getLastSeenTimestampAsync(connection: Connection): Promise<number | undefined> {
const response = (await connection.query(