92 lines
3.5 KiB
JavaScript
92 lines
3.5 KiB
JavaScript
const { utils: coinUtils } = require('@lamassu/coins')
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const _ = require('lodash/fp')
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const ccxt = require('ccxt')
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const mem = require('mem')
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const { buildMarket, ALL, isConfigValid } = require('../common/ccxt')
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const { ORDER_TYPES } = require('./consts')
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const logger = require('../../logger')
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const { currencies } = require('../../new-admin/config')
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const T = require('../../time')
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const DEFAULT_PRICE_PRECISION = 2
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const DEFAULT_AMOUNT_PRECISION = 8
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function trade (side, account, tradeEntry, exchangeName) {
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const { cryptoAtoms, fiatCode, cryptoCode: _cryptoCode, tradeId } = tradeEntry
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try {
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const cryptoCode = coinUtils.getEquivalentCode(_cryptoCode)
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const exchangeConfig = ALL[exchangeName]
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if (!exchangeConfig) throw Error('Exchange configuration not found')
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const { USER_REF, loadOptions, loadConfig = _.noop, REQUIRED_CONFIG_FIELDS, ORDER_TYPE, AMOUNT_PRECISION } = exchangeConfig
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if (!isConfigValid(account, REQUIRED_CONFIG_FIELDS)) throw Error('Invalid config')
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const selectedFiatMarket = account.currencyMarket
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const symbol = buildMarket(selectedFiatMarket, cryptoCode, exchangeName)
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const precision = _.defaultTo(DEFAULT_AMOUNT_PRECISION, AMOUNT_PRECISION)
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const amount = coinUtils.toUnit(cryptoAtoms, cryptoCode).toFixed(precision)
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const accountOptions = _.isFunction(loadOptions) ? loadOptions(account) : {}
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const withCustomKey = USER_REF ? { [USER_REF]: tradeId } : {}
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const options = _.assign(accountOptions, withCustomKey)
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const exchange = new ccxt[exchangeName](loadConfig(account))
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if (ORDER_TYPE === ORDER_TYPES.MARKET) {
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return exchange.createOrder(symbol, ORDER_TYPES.MARKET, side, amount, null, options)
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}
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return exchange.fetchOrderBook(symbol)
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.then(orderBook => {
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const price = calculatePrice(side, amount, orderBook).toFixed(DEFAULT_PRICE_PRECISION)
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return exchange.createOrder(symbol, ORDER_TYPES.LIMIT, side, amount, price, options)
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})
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} catch (e) {
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return Promise.reject(e)
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}
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}
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function calculatePrice (side, amount, orderBook) {
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const book = side === 'buy' ? 'asks' : 'bids'
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let collected = 0.0
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for (const entry of orderBook[book]) {
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collected += parseFloat(entry[1])
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if (collected >= amount) return parseFloat(entry[0])
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}
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throw new Error('Insufficient market depth')
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}
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function _getMarkets (exchangeName, availableCryptos) {
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const prunedCryptos = _.compose(_.uniq, _.map(coinUtils.getEquivalentCode))(availableCryptos)
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try {
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const exchange = new ccxt[exchangeName]()
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const cryptosToQuoteAgainst = ['USDT']
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const currencyCodes = _.concat(_.map(it => it.code, currencies), cryptosToQuoteAgainst)
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return exchange.fetchMarkets()
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.then(_.filter(it => (it.type === 'spot' || it.spot)))
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.then(res =>
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_.reduce((acc, value) => {
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if (_.includes(value.base, prunedCryptos) && _.includes(value.quote, currencyCodes)) {
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if (value.quote === value.base) return acc
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if (_.isNil(acc[value.quote])) {
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return { ...acc, [value.quote]: [value.base] }
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}
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acc[value.quote].push(value.base)
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}
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return acc
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}, {}, res)
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)
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} catch (e) {
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logger.debug(`No CCXT exchange found for ${exchangeName}`)
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}
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}
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const getMarkets = mem(_getMarkets, {
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maxAge: T.week,
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cacheKey: (exchangeName, availableCryptos) => exchangeName
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})
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module.exports = { trade, getMarkets }
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