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Merge branch 'dev' into backport/binance-default-market

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This commit is contained in:
Rafael Taranto 2024-11-29 13:50:10 +00:00 • committed by GitHub
commit 5e2ac6ecbf
69 changed files with 1516 additions and 599 deletions
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7
lib/plugins/common/ccxt.js
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@ -34,11 +34,8 @@ function buildMarket (fiatCode, cryptoCode, serviceName) {
if (!_.includes(cryptoCode, ALL[serviceName].CRYPTO)) {
throw new Error('Unsupported crypto: ' + cryptoCode)
}
const fiatSupported = ALL[serviceName].FIAT
if (fiatSupported !== 'ALL_CURRENCIES' && !_.includes(fiatCode, fiatSupported)) {
logger.info('Building a market for an unsupported fiat. Defaulting to EUR market')
return cryptoCode + '/' + 'EUR'
}
if (_.isNil(fiatCode)) throw new Error('Market pair building failed: Missing fiat code')
return cryptoCode + '/' + fiatCode
}

2
lib/plugins/exchange/binance.js
View file

@ -8,7 +8,7 @@ const { BTC, BCH, XMR, ETH, LTC, ZEC, LN } = COINS
const CRYPTO = [BTC, ETH, LTC, ZEC, BCH, XMR, LN]
const FIAT = ['EUR']
const DEFAULT_FIAT_MARKET = 'EUR'
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
const loadConfig = (account) => {
const mapper = {

5
lib/plugins/exchange/binanceus.js
View file

@ -7,7 +7,8 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
const { BTC, BCH, DASH, ETH, LTC, ZEC, USDT, USDT_TRON, LN } = COINS
const CRYPTO = [BTC, ETH, LTC, DASH, ZEC, BCH, USDT, USDT_TRON, LN]
const FIAT = ['USD']
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
const DEFAULT_FIAT_MARKET = 'USD'
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
const loadConfig = (account) => {
const mapper = {
@ -17,4 +18,4 @@ const loadConfig = (account) => {
return { ...mapped, timeout: 3000 }
}
module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }
module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }

3
lib/plugins/exchange/bitfinex.js
View file

@ -7,6 +7,7 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
const { BTC, ETH, LTC, BCH, USDT, LN } = COINS
const CRYPTO = [BTC, ETH, LTC, BCH, USDT, LN]
const FIAT = ['USD', 'EUR']
const DEFAULT_FIAT_MARKET = 'EUR'
const AMOUNT_PRECISION = 8
const REQUIRED_CONFIG_FIELDS = ['key', 'secret']
@ -18,4 +19,4 @@ const loadConfig = (account) => {
return { ...mapped, timeout: 3000 }
}
module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, DEFAULT_FIAT_MARKET, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

5
lib/plugins/exchange/bitstamp.js
View file

@ -7,8 +7,9 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
const { BTC, ETH, LTC, BCH, USDT, LN } = COINS
const CRYPTO = [BTC, ETH, LTC, BCH, USDT, LN]
const FIAT = ['USD', 'EUR']
const DEFAULT_FIAT_MARKET = 'EUR'
const AMOUNT_PRECISION = 8
const REQUIRED_CONFIG_FIELDS = ['key', 'secret', 'clientId']
const REQUIRED_CONFIG_FIELDS = ['key', 'secret', 'clientId', 'currencyMarket']
const loadConfig = (account) => {
const mapper = {
@ -19,4 +20,4 @@ const loadConfig = (account) => {
return { ...mapped, timeout: 3000 }
}
module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

41
lib/plugins/exchange/ccxt.js
View file

@ -1,9 +1,13 @@
const { utils: coinUtils } = require('@lamassu/coins')
const _ = require('lodash/fp')
const ccxt = require('ccxt')
const mem = require('mem')
const { buildMarket, ALL, isConfigValid } = require('../common/ccxt')
const { ORDER_TYPES } = require('./consts')
const logger = require('../../logger')
const { currencies } = require('../../new-admin/config')
const T = require('../../time')
const DEFAULT_PRICE_PRECISION = 2
const DEFAULT_AMOUNT_PRECISION = 8
@ -18,7 +22,8 @@ function trade (side, account, tradeEntry, exchangeName) {
const { USER_REF, loadOptions, loadConfig = _.noop, REQUIRED_CONFIG_FIELDS, ORDER_TYPE, AMOUNT_PRECISION } = exchangeConfig
if (!isConfigValid(account, REQUIRED_CONFIG_FIELDS)) throw Error('Invalid config')
const symbol = buildMarket(fiatCode, cryptoCode, exchangeName)
const selectedFiatMarket = account.currencyMarket
const symbol = buildMarket(selectedFiatMarket, cryptoCode, exchangeName)
const precision = _.defaultTo(DEFAULT_AMOUNT_PRECISION, AMOUNT_PRECISION)
const amount = coinUtils.toUnit(cryptoAtoms, cryptoCode).toFixed(precision)
const accountOptions = _.isFunction(loadOptions) ? loadOptions(account) : {}
@ -50,4 +55,36 @@ function calculatePrice (side, amount, orderBook) {
throw new Error('Insufficient market depth')
}
module.exports = { trade }
function _getMarkets (exchangeName, availableCryptos) {
try {
const exchange = new ccxt[exchangeName]()
const cryptosToQuoteAgainst = ['USDT']
const currencyCodes = _.concat(_.map(it => it.code, currencies), cryptosToQuoteAgainst)
return exchange.fetchMarkets()
.then(_.filter(it => (it.type === 'spot' || it.spot)))
.then(res =>
_.reduce((acc, value) => {
if (_.includes(value.base, availableCryptos) && _.includes(value.quote, currencyCodes)) {
if (value.quote === value.base) return acc
if (_.isNil(acc[value.quote])) {
return { ...acc, [value.quote]: [value.base] }
}
acc[value.quote].push(value.base)
}
return acc
}, {}, res)
)
} catch (e) {
logger.debug(`No CCXT exchange found for ${exchangeName}`)
}
}
const getMarkets = mem(_getMarkets, {
maxAge: T.week,
cacheKey: (exchangeName, availableCryptos) => exchangeName
})
module.exports = { trade, getMarkets }

5
lib/plugins/exchange/cex.js
View file

@ -7,7 +7,8 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
const { BTC, BCH, DASH, ETH, LTC, USDT, TRX, USDT_TRON, LN } = COINS
const CRYPTO = [BTC, ETH, LTC, DASH, BCH, USDT, TRX, USDT_TRON, LN]
const FIAT = ['USD', 'EUR']
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
const DEFAULT_FIAT_MARKET = 'EUR'
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
const loadConfig = (account) => {
const mapper = {
@ -17,4 +18,4 @@ const loadConfig = (account) => {
return { ...mapped, timeout: 3000 }
}
module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }
module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }

5
lib/plugins/exchange/itbit.js
View file

@ -7,8 +7,9 @@ const ORDER_TYPE = ORDER_TYPES.LIMIT
const { BTC, ETH, USDT, LN } = COINS
const CRYPTO = [BTC, ETH, USDT, LN]
const FIAT = ['USD']
const DEFAULT_FIAT_MARKET = 'USD'
const AMOUNT_PRECISION = 4
const REQUIRED_CONFIG_FIELDS = ['clientKey', 'clientSecret', 'userId', 'walletId']
const REQUIRED_CONFIG_FIELDS = ['clientKey', 'clientSecret', 'userId', 'walletId', 'currencyMarket']
const loadConfig = (account) => {
const mapper = {
@ -21,4 +22,4 @@ const loadConfig = (account) => {
}
const loadOptions = ({ walletId }) => ({ walletId })
module.exports = { loadOptions, loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
module.exports = { loadOptions, loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

5
lib/plugins/exchange/kraken.js
View file

@ -7,8 +7,9 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
const { BTC, BCH, DASH, ETH, LTC, ZEC, XMR, USDT, TRX, USDT_TRON, LN } = COINS
const CRYPTO = [BTC, ETH, LTC, DASH, ZEC, BCH, XMR, USDT, TRX, USDT_TRON, LN]
const FIAT = ['USD', 'EUR']
const DEFAULT_FIAT_MARKET = 'EUR'
const AMOUNT_PRECISION = 6
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
const USER_REF = 'userref'
const loadConfig = (account) => {
@ -26,4 +27,4 @@ const loadConfig = (account) => {
const loadOptions = () => ({ expiretm: '+60' })
module.exports = { USER_REF, loadOptions, loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
module.exports = { USER_REF, loadOptions, loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }