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

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This commit is contained in:
Josh Harvey 2014-05-06 22:49:45 -04:00
parent f1533479f4
commit e29290646e
3 changed files with 135 additions and 28 deletions
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75
lib/trader.js
View file

@ -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({
transferBalance: self.transferExchange.balance.bind(self.transferExchange),
tradeBalance: function (next) {
if (!self.tradeExchange) {
return next(null, null);
}
var transferBalanceFunc = this.transferExchange.balance.bind(this.transferExchange);
var tradeBalanceFunc = this._tradeBalanceFunc.bind(this);
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
};
};

69
test/unit/traderFiatBalanceTest.js
View file

@ -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);
assert.equal(balance, (202 / LOW_BALANCE_MARGIN) * COMMISSION);
it('should calculate balance correctly with transfer and trade exchange', 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 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);
});
});

17
test/unit/traderTickerTest.js
View file

@ -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) {
assert.equal(currency, CURRENCY);
callback(null, 100);
ticker: function (currencies, callback) {
assert.equal(currencies[0], CURRENCY);
callback(null, {USD: {rate: 100}});
}
};
trader.pollRate(function (err, rate) {
var rate;
trader.pollRate(function (err) {
assert.notOk(err);
rate = trader.rate(CURRENCY);
var rate = trader.rate(CURRENCY);
assert.equal(rate.rate, 100);
assert.ok(rate.timestamp);
done();