@pioneer-platform/markets 8.12.0 → 8.15.0

package/lib/ccxt-pricing.js

@@ -0,0 +1,421 @@
+"use strict";
+/*
+    CCXT Pricing Integration
+    
+    Provides access to 100+ cryptocurrency exchanges for price data
+    Used as fallback when CoinGecko, CoinMarketCap, and CoinCap fail
+    
+    Strategy:
+    1. Use major exchanges (Binance, Kraken, Coinbase) for reliability
+    2. Fetch USDT pairs (most liquid)
+    3. Fallback to BTC pairs with conversion
+    4. Cache results to avoid rate limits
+*/
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || (function () {
+    var ownKeys = function(o) {
+        ownKeys = Object.getOwnPropertyNames || function (o) {
+            var ar = [];
+            for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
+            return ar;
+        };
+        return ownKeys(o);
+    };
+    return function (mod) {
+        if (mod && mod.__esModule) return mod;
+        var result = {};
+        if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
+        __setModuleDefault(result, mod);
+        return result;
+    };
+})();
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __generator = (this && this.__generator) || function (thisArg, body) {
+    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g = Object.create((typeof Iterator === "function" ? Iterator : Object).prototype);
+    return g.next = verb(0), g["throw"] = verb(1), g["return"] = verb(2), typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
+    function verb(n) { return function (v) { return step([n, v]); }; }
+    function step(op) {
+        if (f) throw new TypeError("Generator is already executing.");
+        while (g && (g = 0, op[0] && (_ = 0)), _) try {
+            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
+            if (y = 0, t) op = [op[0] & 2, t.value];
+            switch (op[0]) {
+                case 0: case 1: t = op; break;
+                case 4: _.label++; return { value: op[1], done: false };
+                case 5: _.label++; y = op[1]; op = [0]; continue;
+                case 7: op = _.ops.pop(); _.trys.pop(); continue;
+                default:
+                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
+                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
+                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
+                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
+                    if (t[2]) _.ops.pop();
+                    _.trys.pop(); continue;
+            }
+            op = body.call(thisArg, _);
+        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
+        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
+    }
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPriceFromCCXT = getPriceFromCCXT;
+exports.getBatchPricesFromCCXT = getBatchPricesFromCCXT;
+exports.clearPriceCache = clearPriceCache;
+exports.getCacheStats = getCacheStats;
+exports.healthCheck = healthCheck;
+var ccxt = __importStar(require("ccxt"));
+var log = require('@pioneer-platform/loggerdog')();
+var TAG = ' | ccxt-pricing | ';
+// Exchange instances (lazy loaded)
+var exchanges = new Map();
+var priceCache = new Map();
+var CACHE_TTL_MS = 5 * 60 * 1000; // 5 minutes
+// Exchange configuration (in order of preference)
+var EXCHANGE_CONFIG = [
+    { id: 'binance', name: 'Binance', rateLimit: 1200 },
+    { id: 'kraken', name: 'Kraken', rateLimit: 1000 },
+    { id: 'coinbase', name: 'Coinbase', rateLimit: 1000 },
+    { id: 'kucoin', name: 'KuCoin', rateLimit: 1000 },
+    { id: 'bybit', name: 'Bybit', rateLimit: 1000 },
+    { id: 'okx', name: 'OKX', rateLimit: 1000 },
+];
+// Symbol mapping for major cryptocurrencies
+// Special cases handled here to avoid confusion
+var SYMBOL_MAP = {
+    'BTC': 'BTC',
+    'ETH': 'ETH',
+    'ETHEREUM': 'ETH',
+    'BNB': 'BNB',
+    'MATIC': 'MATIC',
+    'POL': 'POL',
+    'ATOM': 'ATOM',
+    'RUNE': 'RUNE',
+    'XRP': 'XRP',
+    'LTC': 'LTC',
+    'DOGE': 'DOGE',
+    'ADA': 'ADA',
+    'DOT': 'DOT',
+    'SOL': 'SOL',
+    'AVAX': 'AVAX',
+    'LINK': 'LINK',
+    'UNI': 'UNI',
+    'AAVE': 'AAVE',
+    'ALGO': 'ALGO',
+    'BCH': 'BCH',
+    // Special case: Base network uses ETH as native asset
+    // "BASE" symbol on exchanges refers to Base Protocol (different token)
+    'BASE': 'ETH',
+};
+/**
+ * Initialize exchange instances
+ */
+function initializeExchange(exchangeId) {
+    var tag = TAG + 'initializeExchange | ';
+    try {
+        if (exchanges.has(exchangeId)) {
+            return exchanges.get(exchangeId);
+        }
+        var ExchangeClass = ccxt[exchangeId];
+        if (!ExchangeClass) {
+            log.error(tag, "Exchange ".concat(exchangeId, " not found in CCXT"));
+            return null;
+        }
+        var exchange = new ExchangeClass({
+            enableRateLimit: true,
+            timeout: 5000,
+        });
+        exchanges.set(exchangeId, exchange);
+        log.info(tag, "Initialized ".concat(exchangeId, " exchange"));
+        return exchange;
+    }
+    catch (error) {
+        log.error(tag, "Failed to initialize ".concat(exchangeId, ":"), error);
+        return null;
+    }
+}
+/**
+ * Get price from cache if valid
+ */
+function getCachedPrice(symbol) {
+    var cached = priceCache.get(symbol);
+    if (cached && (Date.now() - cached.timestamp) < CACHE_TTL_MS) {
+        return cached.price;
+    }
+    return null;
+}
+/**
+ * Set price in cache
+ */
+function setCachedPrice(symbol, price, source) {
+    priceCache.set(symbol, {
+        price: price,
+        timestamp: Date.now(),
+        source: source
+    });
+}
+/**
+ * Fetch price from a specific exchange
+ */
+function fetchPriceFromExchange(exchangeId, symbol) {
+    return __awaiter(this, void 0, void 0, function () {
+        var tag, exchange, pairs, _i, pairs_1, pair, ticker, pairError_1, error_1;
+        return __generator(this, function (_a) {
+            switch (_a.label) {
+                case 0:
+                    tag = TAG + 'fetchPriceFromExchange | ';
+                    _a.label = 1;
+                case 1:
+                    _a.trys.push([1, 9, , 10]);
+                    exchange = initializeExchange(exchangeId);
+                    if (!exchange) {
+                        return [2 /*return*/, 0];
+                    }
+                    pairs = [
+                        "".concat(symbol, "/USDT"),
+                        "".concat(symbol, "/USD"),
+                        "".concat(symbol, "/USDC"),
+                    ];
+                    _i = 0, pairs_1 = pairs;
+                    _a.label = 2;
+                case 2:
+                    if (!(_i < pairs_1.length)) return [3 /*break*/, 8];
+                    pair = pairs_1[_i];
+                    _a.label = 3;
+                case 3:
+                    _a.trys.push([3, 6, , 7]);
+                    return [4 /*yield*/, exchange.loadMarkets()];
+                case 4:
+                    _a.sent();
+                    if (!exchange.has['fetchTicker']) {
+                        log.debug(tag, "".concat(exchangeId, " doesn't support fetchTicker"));
+                        return [3 /*break*/, 8];
+                    }
+                    if (!exchange.markets[pair]) {
+                        return [3 /*break*/, 7]; // Pair not available on this exchange
+                    }
+                    return [4 /*yield*/, exchange.fetchTicker(pair)];
+                case 5:
+                    ticker = _a.sent();
+                    if (ticker && ticker.last && ticker.last > 0) {
+                        log.info(tag, "Got price from ".concat(exchangeId, " for ").concat(pair, ": $").concat(ticker.last));
+                        return [2 /*return*/, ticker.last];
+                    }
+                    return [3 /*break*/, 7];
+                case 6:
+                    pairError_1 = _a.sent();
+                    // Pair not found, try next
+                    log.debug(tag, "".concat(pair, " not available on ").concat(exchangeId));
+                    return [3 /*break*/, 7];
+                case 7:
+                    _i++;
+                    return [3 /*break*/, 2];
+                case 8: return [3 /*break*/, 10];
+                case 9:
+                    error_1 = _a.sent();
+                    log.debug(tag, "Error fetching from ".concat(exchangeId, ":"), error_1.message);
+                    return [3 /*break*/, 10];
+                case 10: return [2 /*return*/, 0];
+            }
+        });
+    });
+}
+/**
+ * Get price for a symbol from any available exchange
+ * Tries exchanges in order of preference until successful
+ */
+function getPriceFromCCXT(symbol) {
+    return __awaiter(this, void 0, void 0, function () {
+        var tag, normalizedSymbol, cached, _i, EXCHANGE_CONFIG_1, config, price, error_2;
+        return __generator(this, function (_a) {
+            switch (_a.label) {
+                case 0:
+                    tag = TAG + 'getPriceFromCCXT | ';
+                    _a.label = 1;
+                case 1:
+                    _a.trys.push([1, 6, , 7]);
+                    normalizedSymbol = SYMBOL_MAP[symbol.toUpperCase()] || symbol.toUpperCase();
+                    cached = getCachedPrice(normalizedSymbol);
+                    if (cached !== null) {
+                        log.debug(tag, "Cache hit for ".concat(normalizedSymbol, ": $").concat(cached));
+                        return [2 /*return*/, cached];
+                    }
+                    log.info(tag, "Fetching price for ".concat(normalizedSymbol, " from CCXT exchanges..."));
+                    _i = 0, EXCHANGE_CONFIG_1 = EXCHANGE_CONFIG;
+                    _a.label = 2;
+                case 2:
+                    if (!(_i < EXCHANGE_CONFIG_1.length)) return [3 /*break*/, 5];
+                    config = EXCHANGE_CONFIG_1[_i];
+                    return [4 /*yield*/, fetchPriceFromExchange(config.id, normalizedSymbol)];
+                case 3:
+                    price = _a.sent();
+                    if (price > 0) {
+                        // Cache the result
+                        setCachedPrice(normalizedSymbol, price, config.id);
+                        log.info(tag, "\u2705 Got price for ".concat(normalizedSymbol, " from ").concat(config.name, ": $").concat(price));
+                        return [2 /*return*/, price];
+                    }
+                    _a.label = 4;
+                case 4:
+                    _i++;
+                    return [3 /*break*/, 2];
+                case 5:
+                    log.warn(tag, "No price found for ".concat(normalizedSymbol, " on any exchange"));
+                    return [2 /*return*/, 0];
+                case 6:
+                    error_2 = _a.sent();
+                    log.error(tag, "Error fetching price for ".concat(symbol, ":"), error_2);
+                    return [2 /*return*/, 0];
+                case 7: return [2 /*return*/];
+            }
+        });
+    });
+}
+/**
+ * Get prices for multiple symbols in parallel
+ * More efficient than calling getPriceFromCCXT multiple times
+ */
+function getBatchPricesFromCCXT(symbols) {
+    return __awaiter(this, void 0, void 0, function () {
+        var tag, results, pricePromises, prices, _i, prices_1, _a, symbol, price, successCount, error_3;
+        var _this = this;
+        return __generator(this, function (_b) {
+            switch (_b.label) {
+                case 0:
+                    tag = TAG + 'getBatchPricesFromCCXT | ';
+                    _b.label = 1;
+                case 1:
+                    _b.trys.push([1, 3, , 4]);
+                    log.info(tag, "Fetching batch prices for ".concat(symbols.length, " symbols"));
+                    results = {};
+                    pricePromises = symbols.map(function (symbol) { return __awaiter(_this, void 0, void 0, function () {
+                        var price, error_4;
+                        return __generator(this, function (_a) {
+                            switch (_a.label) {
+                                case 0:
+                                    _a.trys.push([0, 2, , 3]);
+                                    return [4 /*yield*/, getPriceFromCCXT(symbol)];
+                                case 1:
+                                    price = _a.sent();
+                                    return [2 /*return*/, { symbol: symbol, price: price }];
+                                case 2:
+                                    error_4 = _a.sent();
+                                    log.error(tag, "Error fetching ".concat(symbol, ":"), error_4);
+                                    return [2 /*return*/, { symbol: symbol, price: 0 }];
+                                case 3: return [2 /*return*/];
+                            }
+                        });
+                    }); });
+                    return [4 /*yield*/, Promise.all(pricePromises)];
+                case 2:
+                    prices = _b.sent();
+                    // Build results object
+                    for (_i = 0, prices_1 = prices; _i < prices_1.length; _i++) {
+                        _a = prices_1[_i], symbol = _a.symbol, price = _a.price;
+                        results[symbol] = price;
+                    }
+                    successCount = Object.values(results).filter(function (p) { return p > 0; }).length;
+                    log.info(tag, "Batch complete: ".concat(successCount, "/").concat(symbols.length, " prices fetched"));
+                    return [2 /*return*/, results];
+                case 3:
+                    error_3 = _b.sent();
+                    log.error(tag, "Error in batch fetch:", error_3);
+                    return [2 /*return*/, {}];
+                case 4: return [2 /*return*/];
+            }
+        });
+    });
+}
+/**
+ * Clear the price cache
+ * Useful for testing or when fresh prices are needed
+ */
+function clearPriceCache() {
+    priceCache.clear();
+    log.info(TAG, 'Price cache cleared');
+}
+/**
+ * Get cache statistics
+ */
+function getCacheStats() {
+    var entries = Array.from(priceCache.entries()).map(function (_a) {
+        var symbol = _a[0], cached = _a[1];
+        return ({
+            symbol: symbol,
+            price: cached.price,
+            age: Date.now() - cached.timestamp,
+            source: cached.source
+        });
+    });
+    return {
+        size: priceCache.size,
+        entries: entries
+    };
+}
+/**
+ * Health check - verify we can connect to exchanges
+ */
+function healthCheck() {
+    return __awaiter(this, void 0, void 0, function () {
+        var tag, status, _i, EXCHANGE_CONFIG_2, config, exchange, error_5, healthy;
+        return __generator(this, function (_a) {
+            switch (_a.label) {
+                case 0:
+                    tag = TAG + 'healthCheck | ';
+                    status = {};
+                    _i = 0, EXCHANGE_CONFIG_2 = EXCHANGE_CONFIG;
+                    _a.label = 1;
+                case 1:
+                    if (!(_i < EXCHANGE_CONFIG_2.length)) return [3 /*break*/, 8];
+                    config = EXCHANGE_CONFIG_2[_i];
+                    _a.label = 2;
+                case 2:
+                    _a.trys.push([2, 6, , 7]);
+                    exchange = initializeExchange(config.id);
+                    if (!exchange) return [3 /*break*/, 4];
+                    return [4 /*yield*/, exchange.loadMarkets()];
+                case 3:
+                    _a.sent();
+                    status[config.id] = true;
+                    return [3 /*break*/, 5];
+                case 4:
+                    status[config.id] = false;
+                    _a.label = 5;
+                case 5: return [3 /*break*/, 7];
+                case 6:
+                    error_5 = _a.sent();
+                    log.debug(tag, "".concat(config.id, " health check failed:"), error_5);
+                    status[config.id] = false;
+                    return [3 /*break*/, 7];
+                case 7:
+                    _i++;
+                    return [3 /*break*/, 1];
+                case 8:
+                    healthy = Object.values(status).some(function (s) { return s === true; });
+                    return [2 /*return*/, { healthy: healthy, exchanges: status }];
+            }
+        });
+    });
+}