@icgio/icg-exchanges-wrapper 1.9.166 → 1.9.168

package/.prettierignore

@@ -3,5 +3,4 @@ node_modules/
 lib/test*
 lib/bash.sh
 *.key
-test/
-test*
+test/

package/index.js

@@ -15,4 +15,3 @@ module.exports.functions = {
 }
 
 module.exports.orders = require('./middleware/orders.js')
-module.exports.websocket = require('./middleware/websocket.js')

package/middleware/orders.js

@@ -126,6 +126,7 @@ module.exports = class Orders {
     this.trades = {}
     this.query_order = {}
     this.rates = {}
+    this.rates_with_routes = {}
     this.market_history = {}
     this.ohlcv = {}
     this.cmc_rates = {}
@@ -243,7 +244,24 @@ module.exports = class Orders {
       }
     }, NO_CALLBACK_TIMEOUT)
     let limit_trade = (cb) => {
-      if (limiter_on) {
+      if (this.Exchanges[exchange].exchange_type === 'dex') {
+        let rates_with_routes = this.rates_with_routes[exchange][pair]
+        let routes
+        if (method === 'buy') {
+          for (let ask of rates_with_routes.asks) {
+            if (ask[0] === price) {
+              routes = [ask[2]]
+            }
+          }
+        } else {
+          for (let bid of rates_with_routes.bids) {
+            if (bid[0] === price) {
+              routes = [bid[2]]
+            }
+          }
+        }
+        this.Exchanges[exchange].limit_trade_with_routes(pair, method, price, amount, routes, cb)
+      } else if (limiter_on) {
         this.Exchanges[exchange].limit_trade(pair, method, price, amount, cb)
       } else {
         this.Exchanges[exchange].limit_trade_base(pair, method, price, amount, cb)
@@ -290,15 +308,6 @@ module.exports = class Orders {
       clearTimeout(no_callback_timeout)
     })
   }
-  market_trade(exchange, pair, method, amount, id = uuid()) {
-    if (!this.rates[exchange][pair]) {
-      this.info_log('%s %s rates do not exist', exchange, pair)
-      return
-    }
-    let input_array = method === 'sell' ? this.rates[exchange][pair].bids : this.rates[exchange][pair].asks
-    let { price } = utils.vol_position(input_array, amount)
-    this.limit_trade(exchange, pair, method, price, amount, id)
-  }
   cancel_order(exchange, pair, order) {
     let original_status = order.status
     this.update_order_info(
@@ -1207,9 +1216,15 @@ module.exports = class Orders {
     }
     let rates_handler = (exchange, pair, res) => {
       if (res.success) {
-        res.body.asks = res.body.asks.slice(0, RATES_LENGTH_MAX)
-        res.body.bids = res.body.bids.slice(0, RATES_LENGTH_MAX)
-        _.set(this.rates, [exchange, pair], Object.assign(res.body, { update_time: new Date() }))
+        let { asks, bids } = res.body
+        if (this.Exchanges[exchange].exchange_type === 'dex') {
+          _.set(this.rates_with_routes, [exchange, pair], { asks, bids, update_time: new Date() })
+          asks = asks.map((ask) => ask.slice(0, 2))
+          bids = bids.map((bid) => bid.slice(0, 2))
+        }
+        asks = asks.slice(0, RATES_LENGTH_MAX)
+        bids = bids.slice(0, RATES_LENGTH_MAX)
+        _.set(this.rates, [exchange, pair], { asks, bids, update_time: new Date() })
         // console.log(exchange, pair)
         process_rates()
       } else if (_.get(this.rates, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].rates) {
@@ -1232,7 +1247,7 @@ module.exports = class Orders {
               }
             }
           }, interval_dict[exchange].rates)
-        } else {
+        } else if (Exchanges[exchange].exchange_type === 'spot') {
           for (let pair of exchange_pairs[exchange]) {
             setInterval(() => {
               Exchanges[exchange].rate(pair, RATES_LENGTH_DEFAULT, (res) => {
@@ -1240,6 +1255,14 @@ module.exports = class Orders {
               })
             }, interval_dict[exchange].rates)
           }
+        } else if (Exchanges[exchange].exchange_type === 'dex') {
+          for (let pair of exchange_pairs[exchange]) {
+            setInterval(() => {
+              Exchanges[exchange].rate_with_routes(pair, (res) => {
+                rates_handler(exchange, pair, res)
+              })
+            }, interval_dict[exchange].rates)
+          }
         }
       }
       for (let exchange in ExchangesRatesOnly) {
@@ -1294,7 +1317,7 @@ module.exports = class Orders {
               }
             }
           }, interval_dict[exchange].market_history)
-        } else {
+        } else if (Exchanges[exchange].market_history) {
           for (let pair of exchange_pairs[exchange]) {
             setInterval(() => {
               Exchanges[exchange].market_history(pair, market_history_timeframe, (res) => {
@@ -1308,15 +1331,20 @@ module.exports = class Orders {
     get_market_history(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
   check_ohlcv() {
+    const OHLCV_DEFAULT_PAST_HOURS = 24
     let ohlcv_handler = (exchange, pair, res) => {
       if (res.success) {
-        _.set(this.ohlcv, [exchange, pair], { data: res.body, update_time: new Date() })
+        if (res.body.length < OHLCV_DEFAULT_PAST_HOURS) {
+          console.error('ohlcv length should be:', OHLCV_DEFAULT_PAST_HOURS, exchange, pair, res.body.length)
+          this.ohlcv[exchange] = _.omit(this.ohlcv[exchange], [pair])
+        } else {
+          _.set(this.ohlcv, [exchange, pair], { data: res.body, update_time: new Date() })
+        }
       } else if (_.get(this.ohlcv, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].ohlcv) {
         this.info_log('%s %s ohlcv expired: %j', exchange, pair, res)
         this.ohlcv[exchange] = _.omit(this.ohlcv[exchange], [pair])
       }
     }
-    const OHLCV_DEFAULT_PAST_HOURS = 24
     let get_ohlcv = (Exchanges, exchange_pairs, interval_dict) => {
       for (let exchange in Exchanges) {
         for (let pair of exchange_pairs[exchange]) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.166",
+  "version": "1.9.168",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,8 +17,8 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.27.116",
-    "@icgio/icg-exchanges-data": "^1.6.60",
+    "@icgio/icg-exchanges": "^1.27.117",
+    "@icgio/icg-exchanges-data": "^1.6.61",
     "@icgio/icg-utils": "^1.7.37",
     "influx": "^5.7.0",
     "lodash": "^4.17.20",

package/middleware/websocket.js

@@ -1,69 +0,0 @@
-// const _ = require('lodash')
-
-// const WebSocket = require('ws')
-
-// const Orders = require('./orders.js')
-
-// const wss = new WebSocket.Server({ port: 1688 })
-
-// let orders
-
-// wss.on('connection', (ws) => {
-//   ws.send_json = (json) => {
-//     ws.send(JSON.stringify(json))
-//   }
-//   ws.on('message', (message) => {
-//     try {
-//       message = JSON.parse(message)
-//     } catch (error) {
-//       ws.send_json('parse message error: %j', error)
-//     }
-//     if (message.action && message.action === 'new') {
-//       let { exchange_basecur_curs, cd, settings } = message.params
-//       if (!exchange_basecur_curs || !cd || !settings) {
-//         ws.send_json('exchange_basecur_curs or cd or settings do not exist: %s %s %s', exchange_basecur_curs, cd, settings)
-//         return
-//       }
-//       orders = new Orders(exchange_basecur_curs, cd, settings)
-//     } else if (!orders) {
-//       ws.send_json('need to create an Orders object first')
-//     } else if (message.action && message.action === 'limit-trade') {
-//       let { exchange, pair, method, price, amount } = message.params
-//       if (!exchange || !pair || !method || !price || !amount) {
-//         ws.send_json('limit trade params (exchange, pair, method, price, amount) required')
-//         return
-//       }
-//       orders.limit_trade(exchange, pair, method, price, amount)
-//     } else if (message.action && message.action === 'limit-trade-all') {
-//       let { pair, method, price, amount } = message.params
-//       if (!pair || !method || !price || !amount) {
-//         ws.send_json('limit trade all params (pair, method, price, amount) required')
-//         return
-//       }
-//       orders.limit_trade_all(pair, method, price, amount)
-//     } else if (message.action && message.action === 'market-trade') {
-//       let { exchange, pair, method, amount } = message.params
-//       if (!exchange || !pair || !method || !amount) {
-//         ws.send_json('market trade params (exchange, pair, method, amount) required')
-//         return
-//       }
-//       orders.market_trade(exchange, pair, method, amount)
-//     } else if (message.action && message.action === 'market-trade-all') {
-//       let { pair, method, amount } = message.params
-//       if (!pair || !method || !amount) {
-//         ws.send_json('limit trade all params (pair, method, amount) required')
-//         return
-//       }
-//       orders.market_trade_all(pair, method, amount)
-//     } else if (message.action && message.action === 'cancel-order') {
-//       let { exchange, order } = message.params
-//       if (!exchange || !order) {
-//         ws.send_json('cancel order params (exchange, order) required')
-//         return
-//       }
-//       orders.cancel_order(exchange, order)
-//     } else if (message.action && message.action === 'get-order-info-all') {
-//       ws.send_json(orders.get_order_info_all())
-//     }
-//   })
-// })