@icgio/icg-exchanges-wrapper 1.14.260 → 1.14.262

package/middleware/account.js

@@ -35,13 +35,43 @@ module.exports = class Account {
 
     console.log('exchange_assets_benchmarks', this.exchange_assets_benchmarks)
 
+    // Collect all unique currencies from balances and benchmarks
+    let all_currencies = new Set()
+    for (let exchange in initial_balances) {
+      for (let cur in initial_balances[exchange].total) {
+        if (initial_balances[exchange].total[cur] > 0) {
+          all_currencies.add(cur)
+        }
+      }
+    }
+    for (let exchange in raw_benchmarks) {
+      for (let cur in raw_benchmarks[exchange]) {
+        all_currencies.add(cur)
+      }
+    }
+    let currencies_array = Array.from(all_currencies)
+
     this.forex_rates = {}
-    forex_rate.get_forex_rate_usd(['CNY', 'HKD', 'KRW'], (res) => {
-      console.log('forex_rates', res)
-      this.forex_rates['CNYUSD'] = res['CNY']
-      this.forex_rates['HKDUSD'] = res['HKD']
-      this.forex_rates['KRWUSD'] = res['KRW']
-    })
+    if (currencies_array.length > 0) {
+      forex_rate.get_forex_rate_usd(currencies_array, (res) => {
+        console.log('forex_rates', res)
+        this.forex_rates = res
+      })
+    }
+  }
+  get_rate_usd(cur, cmc_rates) {
+    // Unified rate resolution: forex_rates first, then cmc_rates fallback
+    if (this.forex_rates[cur]) {
+      return this.forex_rates[cur]
+    }
+    // Log warnings for missing/expired CMC rates
+    if (!cmc_rates[cur]) {
+      console.log('get_rate_usd rates_cmc %s does not exist', cur)
+    } else if (cmc_rates[cur].update_time < new Date().getTime() - CMC_RATES_EXPIRY_TIMEOUT) {
+      // some currencies like USDT are updating slow
+      console.log('get_rate_usd rates_cmc %s expired', cur)
+    }
+    return _.get(cmc_rates, [cur, 'USD'], 0)
   }
   get_depth(rates, cmc_rates, percentages) {
     let depth = {}
@@ -54,11 +84,12 @@ module.exports = class Account {
           continue
         }
         let mid = (asks[0][0] + bids[0][0]) / 2
+        let quote_cur_rate = this.get_rate_usd(quote_cur, cmc_rates)
         for (let percentage of percentages) {
           let ask_depth = utils.price_position(asks, mid * (1 + percentage)).sum
           let bid_depth = utils.price_position(bids, mid / (1 + percentage)).sum
-          let ask_depth_in_usd = ask_depth * _.get(cmc_rates, [quote_cur, 'USD'], 0)
-          let bid_depth_in_usd = bid_depth * _.get(cmc_rates, [quote_cur, 'USD'], 0)
+          let ask_depth_in_usd = ask_depth * quote_cur_rate
+          let bid_depth_in_usd = bid_depth * quote_cur_rate
           _.set(depth, [exchange, pair, 'ask', percentage], '$' + ask_depth_in_usd.toFixed(2))
           _.set(depth, [exchange, pair, 'bid', percentage], '$' + bid_depth_in_usd.toFixed(2))
         }
@@ -127,23 +158,8 @@ module.exports = class Account {
       }
       for (let cur in exchange_position[exchange]) {
         let position = exchange_position[exchange][cur].amount
-        if (_.includes(constants.stablecoins, cur)) {
-          profit.USD += position
-        } else if (_.includes(['KRW'], cur)) {
-          profit.USD += position * this.forex_rates['KRWUSD']
-        } else if (_.includes(['HKD'], cur)) {
-          profit.USD += position * this.forex_rates['HKDUSD']
-        } else if (_.includes(['CNYT'], cur)) {
-          profit.USD += position * this.forex_rates['CNYUSD']
-        } else {
-          if (!cmc_rates[cur]) {
-            console.log('get_exchange_profit rates_cmc %s does not exist', cur)
-          } else if (cmc_rates[cur].update_time < new Date().getTime() - CMC_RATES_EXPIRY_TIMEOUT) {
-            // some currencies like USDT are updating slow
-            console.log('get_exchange_profit rates_cmc %s expired', cur)
-          }
-          profit.USD += position * _.get(cmc_rates, [cur, 'USD'], 0)
-        }
+        let rate = this.get_rate_usd(cur, cmc_rates)
+        profit.USD += position * rate
       }
       _.set(exchange_profit, [exchange], profit)
     }
@@ -164,19 +180,11 @@ module.exports = class Account {
     for (let exchange in balances) {
       let total_in_USD = 0
       for (let cur in balances[exchange].total) {
-        if (_.includes(constants.stablecoins, cur)) {
-          total_in_USD += balances[exchange].total[cur] * 1
-        } else {
-          total_in_USD += balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)
-        }
+        total_in_USD += balances[exchange].total[cur] * this.get_rate_usd(cur, cmc_rates)
       }
       for (let cur in balances[exchange].total) {
-        let percentage = 0
-        if (_.includes(constants.stablecoins, cur)) {
-          percentage = (balances[exchange].total[cur] * 1) / total_in_USD
-        } else {
-          percentage = (balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)) / total_in_USD
-        }
+        let rate = this.get_rate_usd(cur, cmc_rates)
+        let percentage = (balances[exchange].total[cur] * rate) / total_in_USD
         if (percentage > DISTRIBUTION_MIN_BENCHMARK) {
           _.set(exchange_distribution, [exchange, cur], (percentage * 100).toPrecision(3) + '%')
         }
@@ -189,21 +197,13 @@ module.exports = class Account {
     let total_in_USD = 0
     for (let exchange in balances) {
       for (let cur in balances[exchange].total) {
-        if (_.includes(constants.stablecoins, cur)) {
-          total_in_USD += balances[exchange].total[cur] * 1
-        } else {
-          total_in_USD += balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)
-        }
+        total_in_USD += balances[exchange].total[cur] * this.get_rate_usd(cur, cmc_rates)
       }
     }
     for (let exchange in balances) {
       for (let cur in balances[exchange].total) {
-        let percentage = 0
-        if (_.includes(constants.stablecoins, cur)) {
-          percentage = (balances[exchange].total[cur] * 1) / total_in_USD
-        } else {
-          percentage = (balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)) / total_in_USD
-        }
+        let rate = this.get_rate_usd(cur, cmc_rates)
+        let percentage = (balances[exchange].total[cur] * rate) / total_in_USD
         if (percentage > DISTRIBUTION_MIN_BENCHMARK) {
           _.set(total_distribution, [cur, exchange], (percentage * 100).toPrecision(3) + '%')
         }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.14.260",
+  "version": "1.14.262",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -18,8 +18,8 @@
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
     "@icgio/icg-exchanges": "^1.32.136",
-    "@icgio/icg-utils": "^1.9.41",
+    "@icgio/icg-utils": "^1.9.42",
     "lodash": "^4.17.20",
-    "pg": "^8.13.1"
+    "pg": "^8.17.2"
   }
 }