updated to new ticker api; fixed fiatBalance for trade exchange with different currency

lib/trader.js

@@ -17,6 +17,7 @@ var Trader = module.exports = function (db) {
   this.rates = {};
   this._tradeQueue = [];
   this._sessionInfo = {};
+  this.rateInfo = null;
 };
 
 Trader.prototype._findExchange = function (name) {
@@ -258,20 +259,51 @@ Trader.prototype.stopPolling = function () {
   clearInterval(this.rateInterval);
 };
 
+// Trade exchange could be in a different currency than Bitcoin Machine.
+// For instance, trade exchange could be Bitstamp, denominated in USD,
+// while Bitcoin Machine is set to ILS.
+//
+// We need this function to convert the trade exchange balance into the
+// Bitcoin Machine denomination, in the example case: ILS.
+//
+// The best way to do that with available data is to take the ratio between
+// the exchange rates for the Bitcoin Machine and the trade exchange.
+Trader.prototype._tradeForexMultiplier = function _tradeForexMultiplier() {
+  var deviceCurrency = this.config.exchanges.settings.currency;
+  var tradeCurrency = this.tradeExchange.currency();
+  var deviceRate = this._deviceRate();
+  var tradeRate = this._tradeRate();
+
+  var forexMultiplier = deviceRate && tradeRate ?
+    deviceRate / tradeRate :
+    null;
+
+  return deviceCurrency === tradeCurrency ?
+    1 :
+    forexMultiplier;
+};
+
+Trader.prototype._tradeBalanceFunc = function _tradeBalanceFunc(callback) {
+  if (!this.tradeExchange) return callback(null, null);
+  var forexMultiplier = this._tradeForexMultiplier();
+  if (!forexMultiplier) return callback(new Error('Can\'t compute balance, no tickers yet.')); 
+  this.tradeExchange.balance(function (err, localBalance) {
+    if (err) return callback(err);
+    callback(null, localBalance * forexMultiplier);
+  });
+};
+
 Trader.prototype.pollBalance = function (callback) {
   var self = this;
 
   logger.debug('collecting balance');
 
-  async.parallel({
+  var transferBalanceFunc = this.transferExchange.balance.bind(this.transferExchange);
-    transferBalance: self.transferExchange.balance.bind(self.transferExchange),
+  var tradeBalanceFunc = this._tradeBalanceFunc.bind(this);
-    tradeBalance: function (next) {
-      if (!self.tradeExchange) {
-        return next(null, null);
-      }
 
-      self.tradeExchange.balance(next);
+  async.parallel({
-    }
+    transferBalance: transferBalanceFunc,
+    tradeBalance: tradeBalanceFunc
   }, function (err, balance) {
     if (err) {
       return callback && callback(err);
@@ -281,7 +313,7 @@ Trader.prototype.pollBalance = function (callback) {
     logger.debug('Balance update:', balance);
     self.balance = balance;
 
-    return callback && callback(null, balance);
+    return callback && callback();
   });
 };
 
@@ -289,7 +321,14 @@ Trader.prototype.pollRate = function (callback) {
   var self = this;
 
   logger.debug('polling for rates...');
-  self.tickerExchange.ticker(function(err, resRates) {
+  var deviceCurrency = this.config.exchanges.settings.currency;
+  var currencies = [deviceCurrency];
+  if (this.tradeExchange) {
+    var tradeCurrency = this.tradeExchange.currency();
+    if (tradeCurrency !== deviceCurrency) currencies.push(tradeCurrency);
+  }
+
+  self.tickerExchange.ticker(currencies, function(err, resRates) {
     if (err) {
       logger.error(err);
       return callback && callback(err);
@@ -297,13 +336,25 @@ Trader.prototype.pollRate = function (callback) {
 
     logger.debug('got rates: %j', resRates);
     self.rateInfo = {rates: resRates, timestamp: new Date()};
+    callback && callback();
   });
 };
 
-// This is the rate in local currency quote to the user
+Trader.prototype._deviceRate = function _deviceRate() {
+  if (!this.rateInfo) return null;
+  return this.rateInfo.rates[this.config.exchanges.settings.currency].rate;
+};
+
+Trader.prototype._tradeRate = function _tradeRate() {
+  if (!this.tradeExchange || !this.rateInfo) return null;
+  return this.rateInfo.rates[this.tradeExchange.currency()].rate;
+};
+
+// This is the rate in local currency to quote to the user
 Trader.prototype.rate = function () {
+  if (!this.rateInfo) return null;
   return {
-    rate: this.rateInfo.rates[this.config.exchanges.settings.currency],
+    rate: this._deviceRate(),
     timestamp: this.rateInfo.timestamp
   };
 };

test/unit/traderFiatBalanceTest.js

@@ -1,17 +1,17 @@
+/*global describe, it */
 'use strict';
 
 var assert = require('chai').assert;
 var Trader = require('../../lib/trader.js');
-var PostgresqlInterface = require('../../lib/postgresql_interface.js');
 
 var db = 'psql://lamassu:lamassu@localhost/lamassu-test';
-var psqlInterface = new PostgresqlInterface(db);
 
 var RATE = 101;
 var CURRENCY = 'USD';
-var SATOSHI_FACTOR = Math.pow(10, 8);
+var SATOSHI_FACTOR = 1e8;
 var LOW_BALANCE_MARGIN = 1.2;
 var COMMISSION = 1.1;
+var FINGERPRINT = '00:7A:5A:B3:02:F1:44:46:E2:EA:24:D3:A8:29:DE:22:BA:1B:F9:50';
 
 var settings = {
   currency: CURRENCY,
@@ -41,8 +41,67 @@ describe('trader/fiatBalance', function() {
       tradeBalance: null
     };
     trader.rates[CURRENCY] = { rate: RATE };
+    trader.rateInfo = {rates: {USD: {rate: RATE}}};
+    var fiatBalance = trader.fiatBalance(FINGERPRINT);
+    assert.equal(fiatBalance, (3 * RATE * COMMISSION / LOW_BALANCE_MARGIN));
+  });
 
-    var balance = trader.fiatBalance(1 * SATOSHI_FACTOR, 100);
+  it('should calculate balance correctly with transfer and trade exchange', function() {
-    assert.equal(balance, (202 / LOW_BALANCE_MARGIN) * COMMISSION);
+    var trader = new Trader(db);
+    trader.configure({
+      exchanges: {
+        plugins: {
+          current: {
+            transfer: 'blockchain',
+            ticker: 'bitpay',
+            trade: 'bitstamp'
+          },
+          settings: { blockchain: {}, bitpay: {}, bitstamp: {} }
+        },
+        settings: settings
+      }
     });
+
+    // We have 3 bitcoins in transfer, worth 3 * RATE * COMMISSION = 333.3
+    // We have 150 USD in trade
+    trader.balance = {
+      transferBalance: 3 * SATOSHI_FACTOR,
+      tradeBalance: 150
+    };
+    trader.rates[CURRENCY] = { rate: RATE };
+    trader.rateInfo = {rates: {USD: {rate: RATE}}};
+    var fiatBalance = trader.fiatBalance(FINGERPRINT);
+    assert.equal(fiatBalance, 150 / LOW_BALANCE_MARGIN);
   });
+
+  it('should calculate balance correctly with transfer and ' + 
+      'trade exchange with different currencies', function() {
+    var trader = new Trader(db);
+    trader.configure({
+      exchanges: {
+        plugins: {
+          current: {
+            transfer: 'blockchain',
+            ticker: 'bitpay',
+            trade: 'bitstamp'
+          },
+          settings: { blockchain: {}, bitpay: {}, bitstamp: {} }
+        },
+        settings: settings
+      }
+    });
+
+    // We have 6 bitcoins in transfer, worth 6 * RATE * COMMISSION = 666.6
+    // We have 150 USD in trade, 1 USD = 4 ILS => 600 ILS in trade
+    trader.balance = {
+      transferBalance: 6 * SATOSHI_FACTOR,
+      tradeBalance: 600
+    };
+    trader.rates = {USD: {rate: RATE}, ILS: {rate: RATE * 4} };
+    trader.rateInfo = {rates: {USD: {rate: RATE}}};
+    var fiatBalance = trader.fiatBalance(FINGERPRINT);
+    assert.equal(fiatBalance, 600 / LOW_BALANCE_MARGIN);
+  });
+
+});
+

test/unit/traderTickerTest.js

@@ -1,8 +1,7 @@
+/*global describe, it */
 'use strict';
 
 var assert = require('chai').assert;
-var hock = require('hock');
-var uuid = require('node-uuid').v4;
 var Trader = require('../../lib/trader.js');
 var PostgresqlInterface = require('../../lib/postgresql_interface.js');
 
@@ -26,7 +25,7 @@ describe('trader/send', function () {
       }
     };
 
-    trader.pollBalance(function (err, balance) {
+    trader.pollBalance(function (err) {
       assert.notOk(err);
       assert.equal(trader.balance.transferBalance, 100);
       assert.ok(trader.balance.timestamp);
@@ -36,17 +35,15 @@ describe('trader/send', function () {
 
   it('should call `ticker` on the ticker exchange', function (done) {
     trader.tickerExchange = {
-      ticker: function (currency, callback) {
+      ticker: function (currencies, callback) {
-        assert.equal(currency, CURRENCY);
+        assert.equal(currencies[0], CURRENCY);
-        callback(null, 100);
+        callback(null, {USD: {rate: 100}});
       }
     };
 
-    trader.pollRate(function (err, rate) {
+    trader.pollRate(function (err) {
-      var rate;
-
       assert.notOk(err);
-      rate = trader.rate(CURRENCY);
+      var rate = trader.rate(CURRENCY);
       assert.equal(rate.rate, 100);
       assert.ok(rate.timestamp);
       done();