From 0bbc091c82034e3b23879c573473cbdcffed0498 Mon Sep 17 00:00:00 2001 From: Damian Mee Date: Tue, 12 Aug 2014 01:08:15 +0200 Subject: [PATCH] fix(trader): improved consolidation; readability improvements and cleanup --- lib/trader.js | 128 +++++++++++++++++++++++--------------------------- 1 file changed, 60 insertions(+), 68 deletions(-) diff --git a/lib/trader.js b/lib/trader.js index 60b1e1c5..4190b7ce 100644 --- a/lib/trader.js +++ b/lib/trader.js @@ -8,6 +8,32 @@ var SATOSHI_FACTOR = 1e8; // TODO: Define this somewhere more global var SESSION_TIMEOUT = 60 * 60 * 1000; // an hour + +function findExchange(name) { + try { + return require('lamassu-' + name); + + } catch(_) { + throw new Error(name + ' module is not installed. Try running `npm install --save lamassu-' + name + '` first'); + } +}; + +function findTicker (name) { + var exchange = findExchange(name); + return exchange.ticker || exchange; +}; + +function findTrader (name) { + var exchange = findExchange(name); + return exchange.trader || exchange; +}; + +function findWallet (name) { + var exchange = findExchange(name); + return exchange.wallet || exchange; +}; + + var Trader = module.exports = function (db) { if (!db) { throw new Error('`db` is required'); @@ -20,49 +46,18 @@ var Trader = module.exports = function (db) { this.rateInfo = null; }; -Trader.prototype._findExchange = function (name) { - try { - return require('lamassu-' + name); - - } catch(_) { - throw new Error(name + ' module is not installed. Try running `npm install --save lamassu-' + name + '` first'); - } -}; - -Trader.prototype._findTicker = function (name) { - var exchange = Trader.prototype._findExchange(name); - return exchange.ticker || exchange; -}; - -Trader.prototype._findTrader = function (name) { - var exchange = Trader.prototype._findExchange(name); - return exchange.trader || exchange; -}; - -Trader.prototype._findWallet = function (name) { - var exchange = Trader.prototype._findExchange(name); - return exchange.wallet || exchange; -}; - Trader.prototype._consolidateTrades = function () { var queue = this._tradeQueue; - var tradeRec = { - fiat: 0, - satoshis: 0, - currency: this.config.exchanges.settings.currency + // NOTE: value in satoshis stays the same no matter the currency + var consolidatedTrade = { + currency: this.config.exchanges.settings.currency, + satoshis: queue.reduce(function (prev, current) { + return prev + current.satoshis; + }, 0) }; - while (true) { - var lastRec = queue.shift(); - if (!lastRec) { - break; - } - tradeRec.fiat += lastRec.fiat; - tradeRec.satoshis += lastRec.satoshis; - tradeRec.currency = lastRec.currency; - } - return tradeRec; + return consolidatedTrade; }; Trader.prototype._purchase = function (trade, cb) { @@ -81,20 +76,25 @@ Trader.prototype.configure = function (config) { throw new Error('`settings.lowBalanceMargin` has to be >= 1'); } - var tickerExchangeCode = config.exchanges.plugins.current.ticker; - var tickerExchangeConfig = config.exchanges.plugins.settings[tickerExchangeCode] || {}; - tickerExchangeConfig.currency = config.exchanges.settings.currency; - this.tickerExchange = this._findTicker(tickerExchangeCode).factory(tickerExchangeConfig); + var plugins = config.exchanges.plugins - var tradeExchangeCode = config.exchanges.plugins.current.trade; - if (tradeExchangeCode) { - var tradeExchangeConfig = config.exchanges.plugins.settings[tradeExchangeCode]; - this.tradeExchange = this._findTrader(tradeExchangeCode).factory(tradeExchangeConfig); + // source of current BTC price (init and configure) + var tickerName = plugins.current.ticker; + var tickerConfig = plugins.settings[tickerName] || {}; + tickerConfig.currency = config.exchanges.settings.currency; + this.tickerExchange = findTicker(tickerName).factory(tickerConfig); + + // Exchange used for trading (init and configure) + var traderName = plugins.current.trade; + if (traderName) { + var tradeConfig = plugins.settings[traderName]; + this.tradeExchange = findTrader(traderName).factory(tradeConfig); } - var transferExchangeCode = config.exchanges.plugins.current.transfer; - var transferExchangeConfig = config.exchanges.plugins.settings[transferExchangeCode]; - this.transferExchange = this._findWallet(transferExchangeCode).factory(transferExchangeConfig); + // Wallet (init and configure) + var walletName = plugins.current.transfer; + var walletConfig = plugins.settings[walletName]; + this.transferExchange = findWallet(walletName).factory(walletConfig); this.config = config; @@ -160,9 +160,7 @@ Trader.prototype.sendBitcoins = function (deviceFingerprint, tx, cb) { var self = this; self.db.summonTransaction(deviceFingerprint, tx, function (err, txRec) { - if (err) { - return cb(err); - } + if (err) return cb(err); if (!txRec) { self._clearSession(deviceFingerprint); @@ -214,7 +212,10 @@ Trader.prototype.trade = function (rec, deviceFingerprint) { }, SESSION_TIMEOUT) }; } - this._tradeQueue.push({fiat: rec.fiat, satoshis: rec.satoshis, currency: rec.currency}); + this._tradeQueue.push({ + satoshis: rec.satoshis, + currency: rec.currency + }); }; Trader.prototype.executeTrades = function () { @@ -225,19 +226,12 @@ Trader.prototype.executeTrades = function () { var trade = this._consolidateTrades(); logger.debug('consolidated: ', JSON.stringify(trade)); - if (trade.fiat === 0) { + if (trade.satoshis === 0) { logger.debug('rejecting 0 trade'); return; } - if (trade.fiat < this.config.exchanges.settings.minimumTradeFiat) { - // throw it back in the water - logger.debug('reject fiat too small'); - this._tradeQueue.unshift(trade); - return; - } - - logger.debug('making a trade: %d', trade.satoshis / Math.pow(10, 8)); + logger.debug('making a trade: %d', trade.satoshis / SATOSHI_FACTOR); this._purchase(trade, function (err) { if (err) logger.error(err); }); @@ -276,16 +270,14 @@ Trader.prototype.stopPolling = function () { Trader.prototype._tradeForexMultiplier = function _tradeForexMultiplier() { var deviceCurrency = this.config.exchanges.settings.currency; var tradeCurrency = this.tradeExchange.currency(); + if (deviceCurrency === tradeCurrency) + return 1; + var deviceRate = this._deviceRate(); var tradeRate = this._tradeRate(); - - var forexMultiplier = deviceRate && tradeRate ? + return deviceRate && tradeRate ? deviceRate / tradeRate : null; - - return deviceCurrency === tradeCurrency ? - 1 : - forexMultiplier; }; Trader.prototype._tradeBalanceFunc = function _tradeBalanceFunc(callback) {