@riocrypto/common-server 1.0.786 → 1.0.787

package/build/clients/currency-api-client.d.ts

@@ -3,6 +3,7 @@ declare class CurrencyAPIClient {
     private apiKey;
     constructor(apiKey: string);
     convert(from: Fiat, to: Fiat): Promise<number>;
+    getHistoricalExchangeRates(from: Fiat, to: Fiat, start: string, end: string): Promise<any>;
 }
 export declare const buildCurrencyAPIClient: () => Promise<CurrencyAPIClient>;
 export {};

package/build/clients/currency-api-client.js

@@ -69,6 +69,31 @@ class CurrencyAPIClient {
             }
         });
     }
+    getHistoricalExchangeRates(from, to, start, end) {
+        return __awaiter(this, void 0, void 0, function* () {
+            try {
+                let exchangeRates;
+                const cachedResponse = cache.get(`v3/range?apikey=${this.apiKey}&datetime_start=${start}&datetime_end=${end}&accuracy=minute&currencies=${to}&base_currency=${from}`);
+                if (cachedResponse) {
+                    exchangeRates = cachedResponse.data;
+                }
+                else {
+                    const currencyAPIResponse = yield axios_1.default.get(`https://api.currencyapi.com/v3/range?apikey=${this.apiKey}&datetime_start=${start}&datetime_end=${end}&accuracy=minute&currencies=${to}&base_currency=${from}`);
+                    exchangeRates = currencyAPIResponse.data.data;
+                    cache.set(`v3/range?apikey=${this.apiKey}&datetime_start=${start}&datetime_end=${end}&accuracy=minute&currencies=${to}&base_currency=${from}`, currencyAPIResponse.data);
+                }
+                return exchangeRates;
+            }
+            catch (e) {
+                const cachedResponse = cache.get(`v3/range?apikey=${this.apiKey}&datetime_start=${start}&datetime_end=${end}&accuracy=minute&currencies=${to}&base_currency=${from}`);
+                if (!cachedResponse) {
+                    throw new Error(`Unable to get hsitorical exchange rates from currencyAPI for ${from} to ${to}`);
+                }
+                const exchangeRates = cachedResponse.data;
+                return exchangeRates;
+            }
+        });
+    }
 }
 const buildCurrencyAPIClient = () => __awaiter(void 0, void 0, void 0, function* () {
     const CURRENCY_API_KEY = yield secret_manager_client_1.secretManagerClient.getSecretValue("CURRENCY_API_KEY");

package/build/helpers/calculate-volatility-markup.d.ts

@@ -0,0 +1 @@
+export declare const calculateVolatilityMarkup: (conversionRateFromUSD: number, volatility: number, quoteDuration: number) => number;

package/build/helpers/calculate-volatility-markup.js

@@ -0,0 +1,8 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateVolatilityMarkup = void 0;
+const calculateVolatilityMarkup = (conversionRateFromUSD, volatility, quoteDuration) => {
+    const markup = conversionRateFromUSD * volatility * quoteDuration;
+    return markup;
+};
+exports.calculateVolatilityMarkup = calculateVolatilityMarkup;

package/build/helpers/calculate-volatility.d.ts

@@ -0,0 +1,2 @@
+import { Fiat } from "@riocrypto/common";
+export declare const calculateVolatility: (from: Fiat, to: Fiat, start: Date, end: Date) => Promise<number>;

package/build/helpers/calculate-volatility.js

@@ -0,0 +1,25 @@
+"use strict";
+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());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateVolatility = void 0;
+const currency_api_client_1 = require("../clients/currency-api-client");
+const calculateVolatility = (from, to, start, end) => __awaiter(void 0, void 0, void 0, function* () {
+    const currencyAPIClient = yield (0, currency_api_client_1.buildCurrencyAPIClient)();
+    const data = yield currencyAPIClient.getHistoricalExchangeRates(from, to, start.toISOString(), end.toISOString());
+    const values = data.map((point) => point.currencies.MXN.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);
+    return volatility;
+});
+exports.calculateVolatility = calculateVolatility;

package/build/index.d.ts

@@ -46,3 +46,5 @@ export * from "./helpers/get-platform-and-partner-fees";
 export * from "./helpers/get-processor-fees";
 export * from "./helpers/get-network-fees";
 export * from "./helpers/calculate-aggregate-volume";
+export * from "./helpers/calculate-volatility";
+export * from "./helpers/calculate-volatility-markup";

package/build/index.js

@@ -62,3 +62,5 @@ __exportStar(require("./helpers/get-platform-and-partner-fees"), exports);
 __exportStar(require("./helpers/get-processor-fees"), exports);
 __exportStar(require("./helpers/get-network-fees"), exports);
 __exportStar(require("./helpers/calculate-aggregate-volume"), exports);
+__exportStar(require("./helpers/calculate-volatility"), exports);
+__exportStar(require("./helpers/calculate-volatility-markup"), exports);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.786",
+  "version": "1.0.787",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",