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Refactored some exchange code

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This commit is contained in:
José Oliveira 2021-01-21 11:08:20 +00:00 • committed by Josh Harvey
parent 54a231ab60
commit 134eaaa518
20 changed files with 141 additions and 643 deletions
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21
lib/plugins/exchange/bitstamp.js Normal file
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const common = require('../common/ccxt')
const _ = require('lodash/fp')
const consts = require('./consts')
const ORDER_TYPE = consts.ORDER_TYPES.MARKET
const FIAT = common.FIAT['kraken']
const CRYPTO = common.CRYPTO['kraken']
const loadConfig = (account) => {
const mapper = {
'key': 'apiKey',
'clientId': 'uid'
}
const mapped = _.mapKeys(key => mapper[key] ? mapper[key] : key)(account)
return { ...mapped, timeout: 3000 }
}
const isConfigValid = ({ key, clientId, secret }) => key && secret && clientId
const amountPrecision = () => 8
module.exports = { loadConfig, isConfigValid, amountPrecision , CRYPTO, FIAT, ORDER_TYPE }

45
lib/plugins/exchange/bitstamp/bitstamp.js
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const common = require('../../common/bitstamp')
const coinUtils = require('../../../coin-utils')
function buy (account, cryptoAtoms, fiatCode, cryptoCode) {
return trade('buy', account, cryptoAtoms, fiatCode, cryptoCode)
}
function sell (account, cryptoAtoms, fiatCode, cryptoCode) {
return trade('sell', account, cryptoAtoms, fiatCode, cryptoCode)
}
function handleErrors (data) {
if (!data.reason || !data.reason.__all__) return data
const err = new Error(data.reason.__all__[0])
if (data.reason.__all__[0].indexOf('Minimum order size is') === 0) {
err.name = 'orderTooSmall'
}
throw err
}
function trade (type, account, cryptoAtoms, _fiatCode, cryptoCode) {
const fiatCode = _fiatCode === 'USD' ? 'USD' : 'EUR'
try {
const market = common.buildMarket(fiatCode, cryptoCode)
const options = {amount: coinUtils.toUnit(cryptoAtoms, cryptoCode).toFixed(8)}
return common.authRequest(account, '/' + type + '/market/' + market, options)
.catch(e => {
if (e.response) handleErrors(e.response.data)
throw e
})
.then(handleErrors)
} catch (e) {
return Promise.reject(e)
}
}
module.exports = {
buy,
sell
}

51
lib/plugins/exchange/ccxt.js Normal file
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var ccxt = require('ccxt')
const coinUtils = require('../../coin-utils')
const common = require('../common/ccxt')
const kraken = require('./kraken')
const bitstamp = require('./bitstamp')
const itbit = require('./itbit')
const consts = require('./consts')
const ALL_EXCHANGES = {
kraken,
bitstamp,
itbit
}
function trade (side, account, cryptoAtoms, fiatCode, cryptoCode, exchangeName) {
try {
const exchangeConfig = ALL_EXCHANGES[exchangeName]
if (!exchangeConfig) throw Error('no exchange')
if (exchangeConfig.isConfigValid && !exchangeConfig.isConfigValid(account)) throw Error('Invalid config')
const exchange = new ccxt[exchangeName](exchangeConfig.loadConfig(account))
const symbol = common.verifyCurrencies(exchangeName, fiatCode, cryptoCode)
const precision = exchangeConfig.amountPrecision ? exchangeConfig.amountPrecision() : consts.DECIMAL_PRECISION.DEFAULT_AMOUNT
const amount = coinUtils.toUnit(cryptoAtoms, cryptoCode).toFixed(precision)
const options = exchangeConfig.loadOptions ? exchangeConfig.loadOptions(account) : {}
if (exchangeConfig.ORDER_TYPE === consts.ORDER_TYPES.MARKET) {
return exchange.createOrder(symbol, consts.ORDER_TYPES.MARKET, side, amount, null, options)
}
return exchange.fetchOrderBook(symbol)
.then(orderBook => {
const price = calculatePrice(side, amount, orderBook).toFixed(consts.DECIMAL_PRECISION.PRICE)
return exchange.createOrder(symbol, consts.ORDER_TYPES.LIMIT, side, amount, price, options)
})
} catch (e) {
return Promise.reject(e)
}
}
function calculatePrice (side, amount, orderBook) {
const book = side === 'buy' ? 'asks' : 'bids'
let collected = 0.0
for (const entry of orderBook[book]) {
collected += parseFloat(entry[1])
if (collected >= amount) return parseFloat(entry[0])
}
throw new Error('Insufficient market depth')
}
module.exports = { trade }

73
lib/plugins/exchange/ccxt/ccxt.js
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var ccxt = require('ccxt')
const coinUtils = require('../../../coin-utils')
const _ = require('lodash/fp')
const common = require('../../common/ccxt')
function trade (side, account, cryptoAtoms, fiatCode, cryptoCode, exchangeName) {
try {
const exchange = setUpExchange(account, exchangeName)
const symbol = common.verifyCurrencies(exchangeName, fiatCode, cryptoCode)
const amount = coinUtils.toUnit(cryptoAtoms, cryptoCode).toFixed(8)
if (exchangeName === 'itbit') {
return exchange.fetchOrderBook(symbol)
.then(orderBook => {
const price = calculatePrice(side, amount, orderBook)
return exchange.createOrder(symbol, 'limit', side, amount, price, { walletId: account.walletId })
})
}
return exchange.createOrder(symbol, 'market', side, amount)
} catch (e) {
return Promise.reject(e)
}
}
function setUpExchange (account, exchangeName) {
// map given credentials to cctx properties
if (!_.includes(exchangeName, ccxt.exchanges)) {
throw new Error(`Exchange ${exchangeName} not supported by ccxt.`)
}
switch (exchangeName) {
case 'itbit':
if (!account.clientKey || !account.clientSecret || !account.userId || !account.walletId) {
throw new Error('Must provide user ID, wallet ID, client key, and client secret')
}
return new ccxt[exchangeName](_.mapKeys((key) => {
if (key === 'clientKey') return 'apiKey'
if (key === 'clientSecret') return 'secret'
if (key === 'userId') return 'uid'
return key
}, _.omit(['walletId'], account)))
case 'kraken':
if (!account.apiKey || !account.privateKey) {
throw new Error('Must provide key and private key')
}
return new ccxt[exchangeName](_.mapKeys((key) => {
if (key === 'privateKey') return 'secret'
return key
}, account))
case 'bitstamp':
if (!account.key || !account.secret || !account.clientId) {
throw new Error('Must provide key, secret and client ID')
}
return new ccxt[exchangeName](_.mapKeys((key) => {
if (key === 'key') return 'apiKey'
if (key === 'clientId') return 'uid'
return key
}, account))
default:
throw new Error(`Exchange ${exchangeName} not supported.`)
}
}
function calculatePrice (side, amount, orderBook) {
const book = side === 'buy' ? 'asks' : 'bids'
let collected = 0.0
for (const entry of orderBook[book]) {
collected += parseFloat(entry[1])
if (collected >= amount) return parseFloat(entry[0])
}
throw new Error('Insufficient market depth')
}
module.exports = { trade }

11
lib/plugins/exchange/consts.js Normal file
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const ORDER_TYPES = {
MARKET: 'market',
LIMIT: 'limit'
}
const DECIMAL_PRECISION = {
PRICE: 2,
DEFAULT_AMOUNT: 8
}
module.exports = { ORDER_TYPES, DECIMAL_PRECISION }

22
lib/plugins/exchange/itbit.js Normal file
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const common = require('../common/ccxt')
const _ = require('lodash/fp')
const consts = require('./consts')
const ORDER_TYPE = consts.ORDER_TYPES.LIMIT
const FIAT = common.FIAT['kraken']
const CRYPTO = common.CRYPTO['kraken']
const loadConfig = (account) => {
const mapper = {
'clientKey': 'apiKey',
'clientSecret': 'secret',
'userId': 'uid'
}
const mapped = _.mapKeys(key => mapper[key] ? mapper[key] : key)(_.omit(['walletId'], account))
return { ...mapped, timeout: 3000 }
}
const loadOptions = ({ walletId }) => ({ walletId })
const isConfigValid = ({ clientKey, clientSecret, userId, walletId }) => clientKey && clientSecret && userId && walletId
const amountPrecision = () => 4
module.exports = { amountPrecision, loadOptions, loadConfig, isConfigValid, CRYPTO, FIAT, ORDER_TYPE }

45
lib/plugins/exchange/itbit/itbit.js
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const common = require('../../common/itbit')
const coinUtils = require('../../../coin-utils')
exports.buy = function (account, cryptoAtoms, fiatCode, cryptoCode) {
return trade('buy', account, cryptoAtoms, fiatCode, cryptoCode)
}
exports.sell = function (account, cryptoAtoms, fiatCode, cryptoCode) {
return trade('sell', account, cryptoAtoms, fiatCode, cryptoCode)
}
function trade (type, account, cryptoAtoms, fiatCode, cryptoCode) {
try {
const instrument = common.buildMarket(fiatCode, cryptoCode)
const cryptoAmount = coinUtils.toUnit(cryptoAtoms, cryptoCode)
return calculatePrice(type, instrument, cryptoAmount)
.then(price => {
const args = {
side: type,
type: 'limit',
currency: cryptoCode,
amount: cryptoAmount.toFixed(4),
price: price.toFixed(2),
instrument: instrument
}
return common.authRequest(account, 'POST', '/wallets/' + account.walletId + '/orders', args)
})
} catch (e) {
return Promise.reject(e)
}
}
function calculatePrice (type, tickerSymbol, amount) {
return common.request('GET', '/markets/' + tickerSymbol + '/order_book')
.then(orderBook => {
const book = type == 'buy' ? 'asks' : 'bids'
let collected = 0.0
for (const entry of orderBook[book]) {
collected += parseFloat(entry[1])
if (collected >= amount) return parseFloat(entry[0])
}
throw new Error('Insufficient market depth')
})
}

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lib/plugins/exchange/kraken.js Normal file
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const common = require('../common/ccxt')
const _ = require('lodash/fp')
const consts = require('./consts')
const ORDER_TYPE = consts.ORDER_TYPES.MARKET
const FIAT = common.FIAT['kraken']
const CRYPTO = common.CRYPTO['kraken']
const loadConfig = (account) => {
const mapper = {
'privateKey': 'secret'
}
const mapped = _.mapKeys(key => mapper[key] ? mapper[key] : key)(account)
return { ...mapped, timeout: 3000 }
}
const loadOptions = () => ({ expiretm: '+60' })
const isConfigValid = ({ apiKey, privateKey }) => apiKey && privateKey
const amountPrecision = () => 6
module.exports = { amountPrecision, loadOptions, loadConfig, isConfigValid, CRYPTO, FIAT, ORDER_TYPE }

44
lib/plugins/exchange/kraken/kraken.js
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// Note: Using DeX3/npm-kraken-api to adjust timeout time
const Kraken = require('kraken-api')
const _ = require('lodash/fp')
const common = require('../../common/kraken')
const coinUtils = require('../../../coin-utils')
var PAIRS = common.PAIRS
module.exports = {buy, sell}
function buy (account, cryptoAtoms, fiatCode, cryptoCode) {
return trade(account, 'buy', cryptoAtoms, fiatCode, cryptoCode)
}
function sell (account, cryptoAtoms, fiatCode, cryptoCode) {
return trade(account, 'sell', cryptoAtoms, fiatCode, cryptoCode)
}
function trade (account, type, cryptoAtoms, fiatCode, cryptoCode) {
const kraken = new Kraken(account.apiKey, account.privateKey, {timeout: 30000})
const amount = coinUtils.toUnit(cryptoAtoms, cryptoCode)
const amountStr = amount.toFixed(6)
const pair = _.includes(fiatCode, ['USD', 'EUR'])
? PAIRS[cryptoCode][fiatCode]
: PAIRS[cryptoCode]['EUR']
var orderInfo = {
pair,
type,
ordertype: 'market',
volume: amountStr,
expiretm: '+60'
}
return new Promise((resolve, reject) => {
kraken.api('AddOrder', orderInfo, (error, response) => {
if (error) return reject(error)
return resolve()
})
})
}