49 lines
1.9 KiB
JavaScript
49 lines
1.9 KiB
JavaScript
const _ = require('lodash/fp')
|
|
const ccxt = require('ccxt')
|
|
|
|
const { toUnit } = require('../../coin-utils')
|
|
const { buildMarket, ALL } = require('../common/ccxt')
|
|
const { ORDER_TYPES } = require('./consts')
|
|
|
|
const DEFAULT_PRICE_PRECISION = 2
|
|
const DEFAULT_AMOUNT_PRECISION = 8
|
|
|
|
function trade (side, account, cryptoAtoms, fiatCode, cryptoCode, exchangeName) {
|
|
try {
|
|
const exchangeConfig = ALL[exchangeName]
|
|
if (!exchangeConfig) throw Error('Exchange configuration not found')
|
|
|
|
const { loadOptions, loadConfig = _.noop, isConfigValid, ORDER_TYPE, AMOUNT_PRECISION } = exchangeConfig
|
|
if (_.isFunction(isConfigValid) && !isConfigValid(account)) 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 options = _.isFunction(loadOptions) ? loadOptions(account) : {}
|
|
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 }
|