@icgio/icg-exchanges-wrapper 1.9.39 → 1.9.41

package/middleware/account.js

@@ -1,6 +1,6 @@
 const _ = require('lodash')
 
-const constants = require('@icgio/icg-utils').constants
+const { constants, utils } = require('@icgio/icg-utils')
 
 const { USDCNY, USDKRW, USDTHB } = constants.forex_rate
 
@@ -19,6 +19,25 @@ module.exports = class Account {
     this.exchange_assets_benchmark = _.cloneDeep(this.initial_exchange_assets_benchmark)
     this.assets_benchmark = _.cloneDeep(this.initial_assets_benchmark)
   }
+  get_depth (rates, cmc_rates, percentages) {
+    let depth = {}
+    for (let exchange in rates) {
+      for (let pair in rates[exchange]) {
+        let [cur, base_cur] = utils.parse_pair(pair)
+        let { asks, bids } = rates[exchange][pair]
+        let mid = (asks[0][0] + bids[0][0]) / 2
+        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, [base_cur, 'USD'], 0)
+          let bid_depth_in_usd = bid_depth * _.get(cmc_rates, [base_cur, 'USD'], 0)
+          _.set(depth, [exchange, pair, 'ask', percentage], '$' + ask_depth_in_usd.toFixed(2))
+          _.set(depth, [exchange, pair, 'bid', percentage], '$' + bid_depth_in_usd.toFixed(2))
+        }
+      }
+    }
+    return depth
+  }
   set_exchange_assets_from_balances (balances) {
     for (let exchange in balances) {
       for (let cur in balances[exchange].total) {

package/middleware/orders.js

@@ -11,32 +11,35 @@ const { round_price, round_amount } = require('@icgio/icg-exchanges-data')
 
 const Account = require('./account.js')
 
-const limits = {
+const STANDARD_LIMITS = {
   public_max_concurrent: 10,
   public_interval_concurrent: 1000,
   private_max_concurrent: 5,
   private_interval_concurrent: 1000
 }
-const medium_limits = {
+const MEDIUM_LIMITS = {
   public_max_concurrent: 7,
   public_interval_concurrent: 1000,
   private_max_concurrent: 4,
   private_interval_concurrent: 1000
 }
-const small_limits = {
+const SMALL_LIMITS = {
   public_max_concurrent: 5,
   public_interval_concurrent: 1000,
   private_max_concurrent: 3,
   private_interval_concurrent: 1000
 }
-const mimimum_limits = {
+const MINIMUM_LIMITS = {
   public_max_concurrent: 2,
   public_interval_concurrent: 1000,
   private_max_concurrent: 1,
   private_interval_concurrent: 3000
 }
 
-const rates_length = 10
+const RATES_LENGTH_MAX = 100
+const RATES_LENGTH_DEFAULT = 50
+const MARKET_HISTORY_DEFAULT_TIME = 10 * 60 * 1000
+const TRADES_DEFAULT_TIME = 12 * 60 * 60 * 1000
 
 module.exports = class Orders {
   constructor (exchange_basecur_curs, cd, settings) {
@@ -71,21 +74,21 @@ module.exports = class Orders {
     this.cmc_curs = settings.cmc_curs || []
     for (let exchange in exchange_pairs) {
       if (exchange === 'bitfinex') {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(small_limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(SMALL_LIMITS, cd[exchange]))
       } else if (exchange === 'gate' || exchange === 'gatev4') {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(medium_limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(MEDIUM_LIMITS, cd[exchange]))
       } else if (exchange === 'okex') {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(small_limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(SMALL_LIMITS, cd[exchange]))
       } else if (exchange === 'poloniex') {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(mimimum_limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(MINIMUM_LIMITS, cd[exchange]))
       } else if (exchange === 'bitforex' || exchange === 'bitkub' || exchange === 'coinbene') {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(mimimum_limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(MINIMUM_LIMITS, cd[exchange]))
       } else if (cd[exchange]['api_keys'] || exchange === 'kucoin') {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(small_limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(SMALL_LIMITS, cd[exchange]))
       } else if (cd[exchange]['api_keys']) {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(STANDARD_LIMITS, cd[exchange]))
       } else {
-        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(limits, cd[exchange]))
+        this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(STANDARD_LIMITS, cd[exchange]))
       }
       if (!this.interval_dict || !this.interval_dict[exchange]) {
         this.interval_dict[exchange] = {
@@ -153,7 +156,7 @@ module.exports = class Orders {
       this.check_volumes()
     }
     if (this.enabled.cmc_rates_check) {
-      this.check_cmc_rates(this.cmc_curs)
+      this.check_cmc_rates(this.cmc_curs, 'curs')
     }
     if (this.enabled.balances_check && this.enabled.open_orders_check && this.enabled.trades_check) {
       setInterval(() => {
@@ -734,7 +737,6 @@ module.exports = class Orders {
     get_open_orders_all(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
   check_trades () {
-    const trades_timeframe = 12 * 60 * 60 * 1000
     let trades_handler = (exchange, pair, res) => {
       if (res.success) {
         _.set(this.trades, [exchange, pair], { trades: res.body, update_time: new Date() })
@@ -773,7 +775,7 @@ module.exports = class Orders {
       let get_all_trades_ws = (exchange) => {
         if (Exchanges[exchange].ws_status().trading === 'n-opened')
           Exchanges[exchange].ws_account()
-        Exchanges[exchange].get_all_trades_ws(trades_timeframe, (res) => {
+        Exchanges[exchange].get_all_trades_ws(TRADES_DEFAULT_TIME, (res) => {
           all_trades_handler(exchange, res)
           setTimeout(() => {
             get_all_trades_ws(exchange)
@@ -781,7 +783,7 @@ module.exports = class Orders {
         })
       }
       let get_trades_ws = (exchange, pair) => {
-        Exchanges[exchange].get_trades_ws(pair, trades_timeframe, (res) => {
+        Exchanges[exchange].get_trades_ws(pair, TRADES_DEFAULT_TIME, (res) => {
           trades_handler(exchange, pair, res)
           setTimeout(() => {
             get_trades_ws(exchange, pair)
@@ -789,7 +791,7 @@ module.exports = class Orders {
         })
       }
       let get_all_trades = (exchange) => {
-        Exchanges[exchange].get_all_trades(trades_timeframe, (res) => {
+        Exchanges[exchange].get_all_trades(TRADES_DEFAULT_TIME, (res) => {
           all_trades_handler(exchange, res)
           setTimeout(() => {
             get_all_trades(exchange)
@@ -797,7 +799,7 @@ module.exports = class Orders {
         })
       }
       let get_trades = (exchange, pair) => {
-        Exchanges[exchange].get_trades(pair, trades_timeframe, (res) => {
+        Exchanges[exchange].get_trades(pair, TRADES_DEFAULT_TIME, (res) => {
           trades_handler(exchange, pair, res)
           setTimeout(() => {
             get_trades(exchange, pair)
@@ -812,7 +814,7 @@ module.exports = class Orders {
         let order_number = _.keys(order_info['sell']).length + _.keys(order_info['buy']).length, count = 0, result = []
         for (let type in order_info) {
           for (let order_id in order_info[type]) {
-            Exchanges[exchange].get_trades_id(pair, order_id, trades_timeframe, (res) => {
+            Exchanges[exchange].get_trades_id(pair, order_id, TRADES_DEFAULT_TIME, (res) => {
               count++
               if (res.success) {
                 result = res.body.concat(result)
@@ -859,8 +861,8 @@ module.exports = class Orders {
   check_rates () {
     let rates_handler = (exchange, pair, res) => {
       if (res.success) {
-        res.body.asks = res.body.asks.slice(0, rates_length)
-        res.body.bids = res.body.bids.slice(0, rates_length)
+        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() }))
         for (let pair in this.pair_exchanges) {
           let orderbook_all = {}, orderbook_all_with_buy_sell_limits = {}, 
@@ -959,7 +961,7 @@ module.exports = class Orders {
         } else {
           for (let pair of exchange_pairs[exchange]) {
             setInterval(() => {
-              Exchanges[exchange].rate(pair, 30, (res) => { rates_handler(exchange, pair, res) })
+              Exchanges[exchange].rate(pair, RATES_LENGTH_DEFAULT, (res) => { rates_handler(exchange, pair, res) })
             }, interval_dict[exchange].rates)
           }
         }
@@ -978,7 +980,7 @@ module.exports = class Orders {
     }
     let get_market_history = (Exchanges, exchange_pairs, interval_dict) => {
       for (let exchange in Exchanges) {
-        const market_history_timeframe = (exchange === 'coinbene') ? 30 * 24 * 60 * 60 * 1000 : 10 * 60 * 1000
+        const market_history_timeframe = (exchange === 'coinbene') ? 30 * 24 * 60 * 60 * 1000 : MARKET_HISTORY_DEFAULT_TIME
         if (Exchanges[exchange].ws_market) {
           setInterval(() => {
             if (!this.ws_market_first_time[exchange]) {
@@ -1022,15 +1024,15 @@ module.exports = class Orders {
       check_volumes_base()
     }, 15 * 60 * 1000)    
   }
-  check_cmc_rates (pairs_or_pair_or_curs_or_cur) {
-    let check_cmc_rates_base = (pairs_or_pair_or_curs_or_cur) => {
+  check_cmc_rates (data, type) {
+    let check_cmc_rates_base = (data) => {
       get_coinmarketcap_rates(rates => {
         this.cmc_rates = rates
-      }, pairs_or_pair_or_curs_or_cur)
+      }, data, type)
     }
-    check_cmc_rates_base(pairs_or_pair_or_curs_or_cur)
+    check_cmc_rates_base(data, type)
     setInterval(() => {
-      check_cmc_rates_base(pairs_or_pair_or_curs_or_cur)
+      check_cmc_rates_base(data, type)
     }, 15 * 60 * 1000)    
   }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.39",
+  "version": "1.9.41",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,9 +17,9 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.27.25",
+    "@icgio/icg-exchanges": "^1.27.26",
     "@icgio/icg-exchanges-data": "^1.6.18",
-    "@icgio/icg-utils": "^1.7.8",
+    "@icgio/icg-utils": "^1.7.9",
     "influx": "^5.7.0",
     "lodash": "^4.17.20",
     "needle": "^2.6.0",