@riocrypto/common-server 1.0.1031 → 1.0.1033

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Files changed (5) hide show
  1. package/build/helpers/get-exchange-rates.d.ts +3 -4
  2. package/build/helpers/get-exchange-rates.js +24 -33
  3. package/build/models/quote.d.ts +2 -2
  4. package/build/models/quote.js +1 -1
  5. package/package.json +2 -2
package/build/helpers/get-exchange-rates.d.ts CHANGED
@@ -1,7 +1,6 @@
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  import { Fiat } from "@riocrypto/common";
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- export declare const getExchangeRates: (from: Fiat, to: Fiat, volatilitySafeguard: boolean) => Promise<{
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+ export declare const getExchangeRates: (from: Fiat, to: Fiat, noMarkups: boolean) => Promise<{
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  conversionRate: number;
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- conversionRateWithVolatilityMarkup: number;
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- conversionRateWithRioMarkup: number;
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- conversionRateWithAllMarkups: number;
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+ conversionRateWithMarkups?: number | undefined;
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+ safestPrice?: number | undefined;
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  }>;
package/build/helpers/get-exchange-rates.js CHANGED
@@ -14,35 +14,19 @@ const common_1 = require("@riocrypto/common");
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  const currency_api_client_1 = require("../clients/currency-api-client");
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  const kapstar_client_1 = require("../clients/kapstar-client");
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  const QUOTE_DURATION_MINUTES = 10;
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- const getExchangeRates = (from, to, volatilitySafeguard) => __awaiter(void 0, void 0, void 0, function* () {
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+ const getExchangeRates = (from, to, noMarkups) => __awaiter(void 0, void 0, void 0, function* () {
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  const currencyAPIClient = yield (0, currency_api_client_1.buildCurrencyAPIClient)();
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  const kapstarClient = yield (0, kapstar_client_1.buildKapstarClient)();
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  const conversionRate = to === common_1.Fiat.BRL
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  ? yield kapstarClient.getBRLExchangeRateUSD()
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  : yield currencyAPIClient.convert(from, to);
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- if (!volatilitySafeguard) {
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+ if (noMarkups) {
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  return {
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  conversionRate,
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- conversionRateWithVolatilityMarkup: conversionRate,
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- conversionRateWithRioMarkup: conversionRate,
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- conversionRateWithAllMarkups: conversionRate,
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  };
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  }
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- const { startDate, endDate } = getDateRange();
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- const data = yield currencyAPIClient.getHistoricalExchangeRates(from, to, startDate.toISOString(), endDate.toISOString());
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- const values = data.map((point) => point.currencies[to].value);
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- const average = values.reduce((sum, value) => sum + value, 0) / values.length;
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- const squaredDeviations = values.map((value) => (value - average) ** 2);
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- const variance = squaredDeviations.reduce((sum, deviation) => sum + deviation, 0) /
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- values.length;
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- const volatility = Math.sqrt(variance);
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- const maximumPriceChange = volatility * QUOTE_DURATION_MINUTES;
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- let conversionRateWithVolatilityMarkup;
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- conversionRateWithVolatilityMarkup = conversionRate - maximumPriceChange;
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- let exchangeRateMultiplier = 0.9997;
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- if (from === common_1.Fiat.PEN) {
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- exchangeRateMultiplier = 0.9987;
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- }
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+ let conversionRateWithMarkups = conversionRate;
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+ // Time based markups
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  if (from === common_1.Fiat.PEN || to === common_1.Fiat.PEN) {
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  const now = new Date();
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  const peruTime = new Date(now.toLocaleString("en-US", { timeZone: "America/Lima" }));
@@ -50,12 +34,9 @@ const getExchangeRates = (from, to, volatilitySafeguard) => __awaiter(void 0, vo
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  const minutes = peruTime.getMinutes();
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  // Check if it's between 2:10 PM and 12:00 AM
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  if ((hours === 14 && minutes >= 10) || hours > 14 || hours === 0) {
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- exchangeRateMultiplier = 0.997;
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+ conversionRateWithMarkups = conversionRate * 0.997;
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  }
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  }
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- if (from === common_1.Fiat.USD) {
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- exchangeRateMultiplier = 0.999;
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- }
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  if ((from === common_1.Fiat.MXN && to === common_1.Fiat.USD) ||
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  (from === common_1.Fiat.USD && to === common_1.Fiat.MXN)) {
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  const now = new Date();
@@ -66,21 +47,31 @@ const getExchangeRates = (from, to, volatilitySafeguard) => __awaiter(void 0, vo
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  if ((hours === 14 && minutes >= 30) ||
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  (hours > 14 && hours < 18) ||
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  (hours === 18 && minutes === 0)) {
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- exchangeRateMultiplier = 0.997;
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+ conversionRateWithMarkups = conversionRate * 0.997;
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  }
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  else if (hours >= 0 && hours < 8) {
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- exchangeRateMultiplier = 0.996;
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+ conversionRateWithMarkups = conversionRate * 0.996;
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  }
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  }
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- const conversionRateWithRioMarkup = to === from ? conversionRate : conversionRate * exchangeRateMultiplier;
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- const conversionRateWithAllMarkups = to === from
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- ? conversionRateWithVolatilityMarkup
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- : conversionRateWithVolatilityMarkup * exchangeRateMultiplier;
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+ let safestPrice = conversionRateWithMarkups;
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+ // Volatility based markups
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+ const { startDate, endDate } = getDateRange();
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+ const data = yield currencyAPIClient.getHistoricalExchangeRates(from, to, startDate.toISOString(), endDate.toISOString());
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+ const values = data.map((point) => point.currencies[to].value);
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+ const average = values.reduce((sum, value) => sum + value, 0) / values.length;
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+ const squaredDeviations = values.map((value) => (value - average) ** 2);
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+ const variance = squaredDeviations.reduce((sum, deviation) => sum + deviation, 0) /
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+ values.length;
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+ const volatility = Math.sqrt(variance);
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+ const maximumPriceChange = volatility * QUOTE_DURATION_MINUTES;
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+ safestPrice = safestPrice - maximumPriceChange;
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+ // Bank based markups
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+ let exchangeRateMultiplier = from === common_1.Fiat.PEN ? 0.9987 : 0.9997;
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+ safestPrice = safestPrice * exchangeRateMultiplier;
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  return {
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  conversionRate,
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- conversionRateWithVolatilityMarkup,
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- conversionRateWithRioMarkup,
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- conversionRateWithAllMarkups,
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+ conversionRateWithMarkups,
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+ safestPrice,
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  };
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  });
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  exports.getExchangeRates = getExchangeRates;
package/build/models/quote.d.ts CHANGED
@@ -17,7 +17,7 @@ interface QuoteAttrs {
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  fees: Fees;
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  price: number;
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  createdAt: Date;
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- volatilitySafeguard?: boolean;
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+ noMarkups: boolean;
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  depositAddress?: string;
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  brokerId?: string;
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  conversionRateUSD: number;
@@ -42,7 +42,7 @@ interface QuoteDoc extends Document {
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  createdAt: Date;
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  fees: Fees;
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  price: number;
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- volatilitySafeguard?: boolean;
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+ noMarkups: boolean;
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  depositAddress?: string;
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  brokerId?: string;
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  conversionRateUSD: number;
package/build/models/quote.js CHANGED
@@ -73,7 +73,7 @@ const buildQuote = (mongoose) => {
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  type: Number,
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  },
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  },
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- volatilitySafeguard: {
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+ noMarkups: {
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  type: Boolean,
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  },
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  price: {
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@riocrypto/common-server",
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- "version": "1.0.1031",
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+ "version": "1.0.1033",
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  "description": "",
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  "main": "./build/index.js",
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  "types": "./build/index.d.ts",
@@ -24,7 +24,7 @@
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  "@aws-sdk/client-s3": "^3.297.0",
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  "@everapi/currencyapi-js": "^1.0.6",
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  "@google-cloud/storage": "^6.9.5",
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- "@riocrypto/common": "^1.0.887",
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+ "@riocrypto/common": "^1.0.889",
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  "@types/express": "^4.17.13",
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  "axios": "^0.27.2",
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  "ccxt": "^3.0.30",