const { utils: coinUtils } = require('@lamassu/coins') const _ = require('lodash/fp') const ccxt = require('ccxt') const mem = require('mem') const { buildMarket, ALL, isConfigValid } = require('../common/ccxt') const { ORDER_TYPES } = require('./consts') const logger = require('../../logger') const { currencies } = require('../../new-admin/config') const T = require('../../time') const DEFAULT_PRICE_PRECISION = 2 const DEFAULT_AMOUNT_PRECISION = 8 function trade(side, account, tradeEntry, exchangeName) { const { cryptoAtoms, cryptoCode: _cryptoCode, tradeId } = tradeEntry try { const cryptoCode = coinUtils.getEquivalentCode(_cryptoCode) 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 selectedFiatMarket = account.currencyMarket const symbol = buildMarket(selectedFiatMarket, cryptoCode, exchangeName) const precision = _.defaultTo(DEFAULT_AMOUNT_PRECISION, AMOUNT_PRECISION) const amount = coinUtils.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') } function _getMarkets(exchangeName, availableCryptos) { const prunedCryptos = _.compose( _.uniq, _.map(coinUtils.getEquivalentCode), )(availableCryptos) try { const exchange = new ccxt[exchangeName]() const cryptosToQuoteAgainst = ['USDT'] const currencyCodes = _.concat( _.map(it => it.code, currencies), cryptosToQuoteAgainst, ) return exchange .fetchMarkets() .then(_.filter(it => it.type === 'spot' || it.spot)) .then(res => _.reduce( (acc, value) => { if ( _.includes(value.base, prunedCryptos) && _.includes(value.quote, currencyCodes) ) { if (value.quote === value.base) return acc if (_.isNil(acc[value.quote])) { return { ...acc, [value.quote]: [value.base] } } acc[value.quote].push(value.base) } return acc }, {}, res, ), ) } catch (e) { logger.debug(`No CCXT exchange found for ${exchangeName}. ${e}`) } } const getMarkets = mem(_getMarkets, { maxAge: T.week, cacheKey: exchangeName => exchangeName, }) module.exports = { trade, getMarkets }