129 lines
3.6 KiB
JavaScript
129 lines
3.6 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, 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 {
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USER_REF,
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loadOptions,
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loadConfig = _.noop,
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REQUIRED_CONFIG_FIELDS,
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ORDER_TYPE,
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AMOUNT_PRECISION,
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} = exchangeConfig
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if (!isConfigValid(account, REQUIRED_CONFIG_FIELDS))
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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(
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symbol,
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ORDER_TYPES.MARKET,
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side,
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amount,
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null,
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options,
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)
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}
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return exchange.fetchOrderBook(symbol).then(orderBook => {
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const price = calculatePrice(side, amount, orderBook).toFixed(
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DEFAULT_PRICE_PRECISION,
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)
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return exchange.createOrder(
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symbol,
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ORDER_TYPES.LIMIT,
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side,
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amount,
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price,
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options,
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)
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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(
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_.uniq,
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_.map(coinUtils.getEquivalentCode),
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)(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(
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_.map(it => it.code, currencies),
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cryptosToQuoteAgainst,
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)
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return exchange
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.fetchMarkets()
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.then(_.filter(it => it.type === 'spot' || it.spot))
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.then(res =>
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_.reduce(
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(acc, value) => {
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if (
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_.includes(value.base, prunedCryptos) &&
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_.includes(value.quote, currencyCodes)
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) {
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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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},
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{},
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res,
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),
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)
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} catch (e) {
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logger.debug(`No CCXT exchange found for ${exchangeName}. ${e}`)
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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 => exchangeName,
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})
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module.exports = { trade, getMarkets }
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