const { toUnit } = require('@lamassu/coins') const _ = require('lodash/fp') const ccxt = require('ccxt') const { buildMarket, ALL, isConfigValid } = require('../common/ccxt') const { ORDER_TYPES } = require('./consts') const DEFAULT_PRICE_PRECISION = 2 const DEFAULT_AMOUNT_PRECISION = 8 function trade (side, account, tradeEntry, exchangeName) { const { cryptoAtoms, fiatCode, cryptoCode, tradeId } = tradeEntry try { const exchangeConfig = ALL[exchangeName] if (!exchangeConfig) throw Error('Exchange configuration not found') 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 precision = _.defaultTo(DEFAULT_AMOUNT_PRECISION, AMOUNT_PRECISION) const amount = toUnit(cryptoAtoms, cryptoCode).toFixed(precision) const accountOptions = _.isFunction(loadOptions) ? loadOptions(account) : {} const withCustomKey = USER_REF ? { [USER_REF]: tradeId } : {} const options = _.assign(accountOptions, withCustomKey) const exchange = new ccxt[exchangeName](loadConfig(account)) if (ORDER_TYPE === ORDER_TYPES.MARKET) { return exchange.createOrder(symbol, ORDER_TYPES.MARKET, side, amount, null, options) } return exchange.fetchOrderBook(symbol) .then(orderBook => { const price = calculatePrice(side, amount, orderBook).toFixed(DEFAULT_PRICE_PRECISION) return exchange.createOrder(symbol, ORDER_TYPES.LIMIT, side, amount, price, options) }) } catch (e) { return Promise.reject(e) } } function calculatePrice (side, amount, orderBook) { const book = side === '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') } module.exports = { trade }