@riocrypto/common-server 1.0.1031 → 1.0.1032

package/build/helpers/get-exchange-rates.d.ts

@@ -1,7 +1,6 @@
 import { Fiat } from "@riocrypto/common";
-export declare const getExchangeRates: (from: Fiat, to: Fiat, volatilitySafeguard: boolean) => Promise<{
+export declare const getExchangeRates: (from: Fiat, to: Fiat, noMarkups: boolean) => Promise<{
     conversionRate: number;
-    conversionRateWithVolatilityMarkup: number;
-    conversionRateWithRioMarkup: number;
-    conversionRateWithAllMarkups: number;
+    conversionRateWithMarkups?: number | undefined;
+    safestPrice?: number | undefined;
 }>;

package/build/helpers/get-exchange-rates.js

@@ -14,35 +14,19 @@ const common_1 = require("@riocrypto/common");
 const currency_api_client_1 = require("../clients/currency-api-client");
 const kapstar_client_1 = require("../clients/kapstar-client");
 const QUOTE_DURATION_MINUTES = 10;
-const getExchangeRates = (from, to, volatilitySafeguard) => __awaiter(void 0, void 0, void 0, function* () {
+const getExchangeRates = (from, to, noMarkups) => __awaiter(void 0, void 0, void 0, function* () {
     const currencyAPIClient = yield (0, currency_api_client_1.buildCurrencyAPIClient)();
     const kapstarClient = yield (0, kapstar_client_1.buildKapstarClient)();
     const conversionRate = to === common_1.Fiat.BRL
         ? yield kapstarClient.getBRLExchangeRateUSD()
         : yield currencyAPIClient.convert(from, to);
-    if (!volatilitySafeguard) {
+    if (noMarkups) {
         return {
             conversionRate,
-            conversionRateWithVolatilityMarkup: conversionRate,
-            conversionRateWithRioMarkup: conversionRate,
-            conversionRateWithAllMarkups: conversionRate,
         };
     }
-    const { startDate, endDate } = getDateRange();
-    const data = yield currencyAPIClient.getHistoricalExchangeRates(from, to, startDate.toISOString(), endDate.toISOString());
-    const values = data.map((point) => point.currencies[to].value);
-    const average = values.reduce((sum, value) => sum + value, 0) / values.length;
-    const squaredDeviations = values.map((value) => (value - average) ** 2);
-    const variance = squaredDeviations.reduce((sum, deviation) => sum + deviation, 0) /
-        values.length;
-    const volatility = Math.sqrt(variance);
-    const maximumPriceChange = volatility * QUOTE_DURATION_MINUTES;
-    let conversionRateWithVolatilityMarkup;
-    conversionRateWithVolatilityMarkup = conversionRate - maximumPriceChange;
-    let exchangeRateMultiplier = 0.9997;
-    if (from === common_1.Fiat.PEN) {
-        exchangeRateMultiplier = 0.9987;
-    }
+    let conversionRateWithMarkups = conversionRate;
+    // Time based markups
     if (from === common_1.Fiat.PEN || to === common_1.Fiat.PEN) {
         const now = new Date();
         const peruTime = new Date(now.toLocaleString("en-US", { timeZone: "America/Lima" }));
@@ -50,12 +34,9 @@ const getExchangeRates = (from, to, volatilitySafeguard) => __awaiter(void 0, vo
         const minutes = peruTime.getMinutes();
         // Check if it's between 2:10 PM and 12:00 AM
         if ((hours === 14 && minutes >= 10) || hours > 14 || hours === 0) {
-            exchangeRateMultiplier = 0.997;
+            conversionRateWithMarkups = conversionRate * 0.997;
         }
     }
-    if (from === common_1.Fiat.USD) {
-        exchangeRateMultiplier = 0.999;
-    }
     if ((from === common_1.Fiat.MXN && to === common_1.Fiat.USD) ||
         (from === common_1.Fiat.USD && to === common_1.Fiat.MXN)) {
         const now = new Date();
@@ -66,21 +47,31 @@ const getExchangeRates = (from, to, volatilitySafeguard) => __awaiter(void 0, vo
         if ((hours === 14 && minutes >= 30) ||
             (hours > 14 && hours < 18) ||
             (hours === 18 && minutes === 0)) {
-            exchangeRateMultiplier = 0.997;
+            conversionRateWithMarkups = conversionRate * 0.997;
         }
         else if (hours >= 0 && hours < 8) {
-            exchangeRateMultiplier = 0.996;
+            conversionRateWithMarkups = conversionRate * 0.996;
         }
     }
-    const conversionRateWithRioMarkup = to === from ? conversionRate : conversionRate * exchangeRateMultiplier;
-    const conversionRateWithAllMarkups = to === from
-        ? conversionRateWithVolatilityMarkup
-        : conversionRateWithVolatilityMarkup * exchangeRateMultiplier;
+    let safestPrice = conversionRateWithMarkups;
+    // Volatility based markups
+    const { startDate, endDate } = getDateRange();
+    const data = yield currencyAPIClient.getHistoricalExchangeRates(from, to, startDate.toISOString(), endDate.toISOString());
+    const values = data.map((point) => point.currencies[to].value);
+    const average = values.reduce((sum, value) => sum + value, 0) / values.length;
+    const squaredDeviations = values.map((value) => (value - average) ** 2);
+    const variance = squaredDeviations.reduce((sum, deviation) => sum + deviation, 0) /
+        values.length;
+    const volatility = Math.sqrt(variance);
+    const maximumPriceChange = volatility * QUOTE_DURATION_MINUTES;
+    safestPrice = safestPrice - maximumPriceChange;
+    // Bank based markups
+    let exchangeRateMultiplier = from === common_1.Fiat.PEN ? 0.9987 : 0.9997;
+    safestPrice = safestPrice * exchangeRateMultiplier;
     return {
         conversionRate,
-        conversionRateWithVolatilityMarkup,
-        conversionRateWithRioMarkup,
-        conversionRateWithAllMarkups,
+        conversionRateWithMarkups,
+        safestPrice,
     };
 });
 exports.getExchangeRates = getExchangeRates;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.1031",
+  "version": "1.0.1032",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",
@@ -24,7 +24,7 @@
     "@aws-sdk/client-s3": "^3.297.0",
     "@everapi/currencyapi-js": "^1.0.6",
     "@google-cloud/storage": "^6.9.5",
-    "@riocrypto/common": "^1.0.887",
+    "@riocrypto/common": "^1.0.889",
     "@types/express": "^4.17.13",
     "axios": "^0.27.2",
     "ccxt": "^3.0.30",