Support itbit exchange/ticker. Additions (#232)

* Initial itBit implementation

* Add tests for calculatePrice in exchange/itbit.js

* Add etherium to supported crypto codes in common/itbit.js

* Apply standardjs to itbit files

* itbit trade test. not important

* test getCurrencyRates in ticker/itbit.js
This commit is contained in:
Davit Abulashvili 2018-12-11 13:47:34 +04:00 committed by Josh Harvey
parent 8e1f9e0b83
commit b254f7f2be
12 changed files with 775 additions and 11 deletions

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'use strict'
const querystring = require('querystring')
const axios = require('axios')
const crypto = require('crypto')
const _ = require('lodash/fp')
const API_ENDPOINT = 'https://api.itbit.com/v1'
let counter = -1
let lastTimestamp = Date.now()
function generateNonce () {
const timestamp = Date.now()
if (timestamp !== lastTimestamp) counter = -1
lastTimestamp = timestamp
counter = (counter + 1) % 1000
return timestamp.toString() + counter.toString()
}
function authRequest (account, method, path, data) {
if (!account.userId || !account.walletId || !account.clientKey || !account.clientSecret) {
const err = new Error('Must provide user ID, wallet ID, client key, and client secret')
return Promise.reject(err)
}
const url = buildURL(method, path, data)
const dataString = method !== 'GET' && !_.isEmpty(data) ? JSON.stringify(data) : ''
const nonce = generateNonce()
const timestamp = Date.now()
const message = nonce + JSON.stringify([method, url, dataString, nonce.toString(), timestamp.toString()])
const hashBuffer = crypto
.createHash('sha256')
.update(message).digest()
const bufferToHash = Buffer.concat([Buffer.from(url), hashBuffer])
const signature = crypto
.createHmac('sha512', Buffer.from(account.clientSecret))
.update(bufferToHash)
.digest('base64')
return request(method, path, data, {
'Authorization': account.clientKey + ':' + signature,
'X-Auth-Timestamp': timestamp,
'X-Auth-Nonce': nonce
})
}
function request (method, path, data, auth) {
const options = {
method: method,
url: buildURL(method, path, data),
headers: {
'User-Agent': 'Lamassu itBit node.js client',
...(auth)
},
...(method !== 'GET' && { data: data })
}
return axios(options)
.then(r => r.data)
.catch(e => {
var description = _.get(e, 'response.data.description')
throw new Error(description || e.message)
})
}
const cryptoCodeTranslations = { 'BTC': 'XBT', 'ETH': 'ETH' }
function buildMarket (fiatCode, cryptoCode) {
const translatedCryptoCode = cryptoCodeTranslations[cryptoCode]
if (!translatedCryptoCode) {
throw new Error('Unsupported crypto: ' + cryptoCode)
}
if (!_.includes(fiatCode, ['USD', 'EUR', 'SGD'])) {
throw new Error('Unsupported fiat: ' + fiatCode)
}
return translatedCryptoCode + fiatCode
}
function buildURL (method, path, data) {
let url = API_ENDPOINT + path
if (method === 'GET' && !_.isEmpty(data)) {
url += '?' + querystring.stringify(data)
}
return url
}
module.exports = { authRequest, request, buildMarket }

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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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const axios = require('axios')
const _ = require('lodash/fp')
const BN = require('../../../bn')
const common = require('../../common/itbit')
exports.NAME = 'itBit'
exports.SUPPORTED_MODULES = ['ticker']
function findCurrency (fxRates, fiatCode) {
const rates = _.find(_.matchesProperty('code', fiatCode), fxRates)
if (!rates || !rates.rate) throw new Error(`Unsupported currency: ${fiatCode}`)
return BN(rates.rate)
}
exports.ticker = function ticker (account, fiatCode, cryptoCode) {
if (_.includes(fiatCode, ['USD', 'EUR', 'SGD'])) {
return getCurrencyRates(fiatCode, cryptoCode)
}
return axios.get('https://bitpay.com/api/rates')
.then(response => {
const fxRates = response.data
try {
const usdRate = findCurrency(fxRates, 'USD')
const fxRate = findCurrency(fxRates, fiatCode).div(usdRate)
return getCurrencyRates('USD', cryptoCode)
.then(res => ({
rates: {
ask: res.rates.ask.times(fxRate),
bid: res.rates.bid.times(fxRate)
}
}))
} catch (e) {
return Promise.reject(e)
}
})
}
function getCurrencyRates (fiatCode, cryptoCode) {
try {
const market = common.buildMarket(fiatCode, cryptoCode)
return common.request('GET', '/markets/' + market + '/ticker')
.then(r => ({
rates: {
ask: BN(r.ask),
bid: BN(r.bid)
}
}))
} catch (e) {
return Promise.reject(e)
}
}