@icgio/icg-exchanges-wrapper 1.9.81 → 1.9.83

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Files changed (3) hide show
  1. package/middleware/account.js +31 -22
  2. package/middleware/orders.js +12 -16
  3. package/package.json +3 -3
package/middleware/account.js CHANGED
@@ -1,11 +1,20 @@
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  const _ = require('lodash')
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- const { constants, utils } = require('@icgio/icg-utils')
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+ const { forex_rate, utils } = require('@icgio/icg-utils')
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- const { USDCNY, USDKRW, USDTHB } = constants.forex_rate
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+ let USDCNY, USDKRW, USDTHB
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+ forex_rate.get_forex_rate('USDCNY', (res) => {
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+ USDCNY = res
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+ })
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+ forex_rate.get_forex_rate('USDKRW', (res) => {
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+ USDKRW = res
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+ })
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+ forex_rate.get_forex_rate('USDTHB', (res) => {
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+ USDTHB = res
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+ })
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  module.exports = class Account {
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- constructor (initial_balances) {
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+ constructor(initial_balances) {
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  this.initial_exchange_assets_benchmark = {}
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  this.exchange_assets_benchmark = {}
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  this.initial_assets_benchmark = {}
@@ -19,7 +28,7 @@ module.exports = class Account {
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  this.exchange_assets_benchmark = _.cloneDeep(this.initial_exchange_assets_benchmark)
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  this.assets_benchmark = _.cloneDeep(this.initial_assets_benchmark)
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  }
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- get_depth (rates, cmc_rates, percentages) {
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+ get_depth(rates, cmc_rates, percentages) {
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  let depth = {}
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  for (let exchange in rates) {
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  for (let pair in rates[exchange]) {
@@ -38,30 +47,29 @@ module.exports = class Account {
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  }
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  return depth
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  }
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- set_exchange_assets_from_balances (balances) {
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+ set_exchange_assets_from_balances(balances) {
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  for (let exchange in balances) {
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  for (let cur in balances[exchange].total) {
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  _.set(this.exchange_assets_benchmark, [exchange, cur], balances[exchange].total[cur])
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  }
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  }
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  }
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- get_exchange_position (balances, initial=true) {
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+ get_exchange_position(balances, initial = true) {
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  let exchange_assets_benchmark = initial ? this.initial_exchange_assets_benchmark : this.exchange_assets_benchmark
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  let exchange_position = {}
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  for (let exchange in exchange_assets_benchmark) {
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  for (let cur in exchange_assets_benchmark[exchange]) {
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- if (!_.get(balances, [exchange, 'total']))
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- console.error('get_exchange_position error: ', exchange, balances[exchange])
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+ if (!_.get(balances, [exchange, 'total'])) console.error('get_exchange_position error: ', exchange, balances[exchange])
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  if (_.get(balances, [exchange, 'total', cur])) {
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  let diff = balances[exchange].total[cur] - exchange_assets_benchmark[exchange][cur]
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  _.set(exchange_position, [exchange, cur, 'amount'], diff)
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- _.set(exchange_position, [exchange, cur, 'percentage'], (diff / exchange_assets_benchmark[exchange][cur] * 100).toPrecision(3) + '%')
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+ _.set(exchange_position, [exchange, cur, 'percentage'], ((diff / exchange_assets_benchmark[exchange][cur]) * 100).toPrecision(3) + '%')
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  }
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  }
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  }
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  return exchange_position
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  }
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- get_position (balances, initial=true) {
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+ get_position(balances, initial = true) {
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  let exchange_position = this.get_exchange_position(balances, initial)
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  let position = {}
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  for (let exchange in exchange_position) {
@@ -71,17 +79,17 @@ module.exports = class Account {
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  _.set(position, [cur, 'percentage'], 0)
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  }
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  position[cur].amount += exchange_position[exchange][cur].amount
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- position[cur].percentage = (position[cur].amount / this.assets_benchmark[cur] * 100).toPrecision(3) + '%'
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+ position[cur].percentage = ((position[cur].amount / this.assets_benchmark[cur]) * 100).toPrecision(3) + '%'
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  }
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  }
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  return position
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  }
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- get_exchange_profit (balances, cmc_rates, initial=true) {
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+ get_exchange_profit(balances, cmc_rates, initial = true) {
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  let exchange_position = this.get_exchange_position(balances, initial)
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  let exchange_profit = {}
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  for (let exchange in exchange_position) {
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  let profit = {
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- USD: 0
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+ USD: 0,
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  }
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  for (let cur in exchange_position[exchange]) {
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  let position = exchange_position[exchange][cur].amount
@@ -96,7 +104,8 @@ module.exports = class Account {
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  } else {
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  if (!cmc_rates[cur]) {
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  console.log('get_exchange_profit rates_cmc %s does not exist', cur)
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- } else if (cmc_rates[cur].update_time < new Date().getTime() - 4 * 60 * 60 * 1000) { // some currencies like USDT are updating slow
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+ } else if (cmc_rates[cur].update_time < new Date().getTime() - 4 * 60 * 60 * 1000) {
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+ // some currencies like USDT are updating slow
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  console.log('get_exchange_profit rates_cmc %s expired', cur)
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  }
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  profit.USD += position * _.get(cmc_rates, [cur, 'USD'], 0)
@@ -106,9 +115,9 @@ module.exports = class Account {
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  }
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  return exchange_profit
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  }
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- get_profit (balances, cmc_rates, initial=true) {
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+ get_profit(balances, cmc_rates, initial = true) {
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  let exchange_profit = this.get_exchange_profit(balances, cmc_rates, initial)
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- let profit = {
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+ let profit = {
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  USD: 0,
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  }
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  for (let exchange in exchange_profit) {
@@ -116,7 +125,7 @@ module.exports = class Account {
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  }
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  return profit
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  }
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- get_exchange_distribution (balances, cmc_rates) {
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+ get_exchange_distribution(balances, cmc_rates) {
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  let exchange_distribution = {}
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  for (let exchange in balances) {
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  let total_in_USD = 0
@@ -130,9 +139,9 @@ module.exports = class Account {
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  for (let cur in balances[exchange].total) {
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  let percentage = 0
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  if (_.includes(constants.stablecoins, cur)) {
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- percentage = balances[exchange].total[cur] * 1 / total_in_USD
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+ percentage = (balances[exchange].total[cur] * 1) / total_in_USD
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  } else {
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- percentage = balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0) / total_in_USD
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+ percentage = (balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)) / total_in_USD
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  }
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  if (percentage > 0.0001) {
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  _.set(exchange_distribution, [exchange, cur], (percentage * 100).toPrecision(3) + '%')
@@ -141,7 +150,7 @@ module.exports = class Account {
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  }
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  return exchange_distribution
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  }
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- get_total_distribution (balances, cmc_rates) {
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+ get_total_distribution(balances, cmc_rates) {
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  let total_distribution = {}
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  let total_in_USD = 0
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  for (let exchange in balances) {
@@ -157,9 +166,9 @@ module.exports = class Account {
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  for (let cur in balances[exchange].total) {
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  let percentage = 0
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  if (_.includes(constants.stablecoins, cur)) {
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- percentage = balances[exchange].total[cur] * 1 / total_in_USD
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+ percentage = (balances[exchange].total[cur] * 1) / total_in_USD
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  } else {
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- percentage = balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0) / total_in_USD
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+ percentage = (balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)) / total_in_USD
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  }
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  if (percentage > 0.0001) {
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  _.set(total_distribution, [cur, exchange], (percentage * 100).toPrecision(3) + '%')
package/middleware/orders.js CHANGED
@@ -73,23 +73,19 @@ module.exports = class Orders {
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  this.account_init = false
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  this.cmc_curs = settings.cmc_curs || []
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  for (let exchange in exchange_pairs) {
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- if (exchange === 'bitfinex') {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(SMALL_LIMITS, cd[exchange]))
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- } else if (exchange === 'gate' || exchange === 'gatev4') {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(MEDIUM_LIMITS, cd[exchange]))
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- } else if (exchange === 'okex') {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(SMALL_LIMITS, cd[exchange]))
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- } else if (exchange === 'poloniex' || exchange === 'bkex') {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(MINIMUM_LIMITS, cd[exchange]))
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- } else if (exchange === 'bitforex' || exchange === 'bitkub' || exchange === 'coinbene') {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(MINIMUM_LIMITS, cd[exchange]))
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- } else if (cd[exchange]['api_keys'] || exchange === 'kucoin') {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(SMALL_LIMITS, cd[exchange]))
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- } else if (cd[exchange]['api_keys']) {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_keys'], cd[exchange]['secret_keys'], _.assign(STANDARD_LIMITS, cd[exchange]))
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+ let api_key_temp = cd[exchange]['api_keys'] || cd[exchange]['api_key'],
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+ secret_key_temp = cd[exchange]['secret_keys'] || cd[exchange]['secret_key'],
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+ LIMITS
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+ if (_.includes(['binance', 'gate', 'gatev4'], exchange)) {
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+ LIMITS = MEDIUM_LIMITS
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+ } else if (_.includes(['bitfinex', 'kucoin', 'lbank', 'okex', 'phemex', 'xt'], exchange)) {
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+ LIMITS = SMALL_LIMITS
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+ } else if (_.includes(['bitforex', 'bitkub', 'bkex', 'coinbene', 'poloniex'], exchange)) {
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+ LIMITS = MINIMUM_LIMITS
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  } else {
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- this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](cd[exchange]['api_key'], cd[exchange]['secret_key'], _.assign(STANDARD_LIMITS, cd[exchange]))
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+ LIMITS = STANDARD_LIMITS
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  }
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+ this.Exchanges[exchange] = new icg_exchanges[_.upperFirst(exchange)](api_key_temp, secret_key_temp, _.assign(LIMITS, cd[exchange]))
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  if (!this.interval_dict || !this.interval_dict[exchange]) {
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  this.interval_dict[exchange] = {
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  balances: 10 * 1000,
@@ -729,7 +725,7 @@ module.exports = class Orders {
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  check_open_orders() {
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  const open_orders_timeframe = 12 * 60 * 60 * 1000
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  let previous_orders_processer = (exchange, pair, orders) => {
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- if (!_.includes(this.no_cancel_previous_exchanges, exchange)) {
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+ if (_.includes(this.no_cancel_previous_exchanges, exchange)) {
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  _.set(this.previous_orders_canceled_exchange_pair, [exchange, pair], true)
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  } else if (this.cancel_previous_orders && !this.previous_orders_canceled) {
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  orders.map((order) => {
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@icgio/icg-exchanges-wrapper",
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- "version": "1.9.81",
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+ "version": "1.9.83",
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  "description": "",
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  "main": "index.js",
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  "scripts": {
@@ -17,9 +17,9 @@
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  },
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  "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
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  "dependencies": {
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- "@icgio/icg-exchanges": "^1.27.67",
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+ "@icgio/icg-exchanges": "^1.27.68",
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  "@icgio/icg-exchanges-data": "^1.6.37",
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- "@icgio/icg-utils": "^1.7.12",
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+ "@icgio/icg-utils": "^1.7.13",
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  "influx": "^5.7.0",
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  "lodash": "^4.17.20",
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  "needle": "^2.6.0",