Preliminary work for adding RR order book scraping

packages/pipeline/src/scripts/pull_radar_relay_orders.ts

@@ -0,0 +1,52 @@
+// tslint:disable:no-console
+import { HttpClient } from '@0x/connect';
+import * as R from 'ramda';
+import 'reflect-metadata';
+import { Connection, ConnectionOptions, createConnection } from 'typeorm';
+
+import { 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;
+
+(async () => {
+    connection = await createConnection(ormConfig as ConnectionOptions);
+    await getOrderbook();
+    process.exit(0);
+})().catch(handleError);
+
+async function getOrderbook(): Promise<void> {
+    console.log('Getting all orders...');
+    const connectClient = new HttpClient(RADAR_RELAY_URL);
+    const rawOrders = await connectClient.getOrdersAsync({
+        perPage: ORDERS_PER_PAGE,
+    });
+    console.log(`Got ${rawOrders.records.length} orders.`);
+    console.log('Parsing orders...');
+    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);
+    }
+}
+
+const sourceUrlProp = R.lensProp('sourceUrl');
+
+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);
+});