@riocrypto/common-server 1.0.791 → 1.0.793

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

@@ -13,7 +13,6 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.buildCurrencyAPIClient = void 0;
-const common_1 = require("@riocrypto/common");
 const axios_1 = __importDefault(require("axios"));
 const secret_manager_client_1 = require("./secret-manager-client");
 const node_cache_1 = __importDefault(require("node-cache"));
@@ -24,8 +23,8 @@ class CurrencyAPIClient {
     }
     convert(from, to) {
         return __awaiter(this, void 0, void 0, function* () {
+            let exchangeRate = 0;
             try {
-                let exchangeRate;
                 const cachedResponse = cache.get(`v3/latest?apikey=${this.apiKey}&base_currency=${from}&currencies=${to}`);
                 if (cachedResponse) {
                     exchangeRate = cachedResponse.data[to].value;
@@ -35,18 +34,6 @@ class CurrencyAPIClient {
                     exchangeRate = currencyAPIResponse.data.data[to].value;
                     cache.set(`v3/latest?apikey=${this.apiKey}&base_currency=${from}&currencies=${to}`, currencyAPIResponse.data);
                 }
-                let exchangeRateMultiplier = 0.999;
-                if (from === common_1.Fiat.PEN || to === common_1.Fiat.PEN) {
-                    const now = new Date();
-                    const peruTimezoneOffset = -5; // Peru is in the UTC-5 time zone
-                    const peruTime = new Date(now.getTime() + peruTimezoneOffset * 60 * 60 * 1000);
-                    const isPastSixPmInPeru = peruTime.getHours() >= 18;
-                    if (isPastSixPmInPeru) {
-                        exchangeRateMultiplier = 0.997;
-                    }
-                }
-                const rioExchangeRate = to === from ? exchangeRate : exchangeRate * exchangeRateMultiplier;
-                return rioExchangeRate;
             }
             catch (e) {
                 const cachedResponse = cache.get(`v3/latest?apikey=${this.apiKey}&base_currency=${from}&currencies=${to}`);
@@ -54,19 +41,11 @@ class CurrencyAPIClient {
                     throw new Error(`Unable to get exchange rate from currencyAPI for ${from} to ${to}`);
                 }
                 const exchangeRate = cachedResponse.data[to].value;
-                let exchangeRateMultiplier = 0.999;
-                if (from === common_1.Fiat.PEN || to === common_1.Fiat.PEN) {
-                    const now = new Date();
-                    const peruTimezoneOffset = -5; // Peru is in the UTC-5 time zone
-                    const peruTime = new Date(now.getTime() + peruTimezoneOffset * 60 * 60 * 1000);
-                    const isPastSixPmInPeru = peruTime.getHours() >= 18;
-                    if (isPastSixPmInPeru) {
-                        exchangeRateMultiplier = 0.997;
-                    }
-                }
-                const rioExchangeRate = to === from ? exchangeRate : exchangeRate * exchangeRateMultiplier;
-                return rioExchangeRate;
             }
+            if (!exchangeRate) {
+                throw new Error("Unable to get exchange rate");
+            }
+            return exchangeRate;
         });
     }
     getHistoricalExchangeRates(from, to, start, end) {

package/build/helpers/getExchangeRates.d.ts

@@ -0,0 +1,6 @@
+import { Fiat } from "@riocrypto/common";
+export declare const getExchangeRates: (from: Fiat, to: Fiat) => Promise<{
+    conversionRate: number;
+    conversionRateWithVolatilityMarkup: number;
+    conversionRateWithAllMarkups: number;
+}>;

package/build/helpers/getExchangeRates.js

@@ -0,0 +1,73 @@
+"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.getExchangeRates = void 0;
+const common_1 = require("@riocrypto/common");
+const currency_api_client_1 = require("../clients/currency-api-client");
+const QUOTE_DURATION_MINUTES = 10;
+const getExchangeRates = (from, to) => __awaiter(void 0, void 0, void 0, function* () {
+    const currencyAPIClient = yield (0, currency_api_client_1.buildCurrencyAPIClient)();
+    const { startDate, endDate } = getDateRange();
+    const data = yield currencyAPIClient.getHistoricalExchangeRates(from, to, startDate.toISOString(), endDate.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);
+    const currentPrice = values[values.length - 1];
+    const previousPrice = values[values.length - 2];
+    const priceChange = currentPrice - previousPrice;
+    let priceDirection;
+    if (Math.abs(priceChange) > volatility) {
+        priceDirection = priceChange > 0 ? "increase" : "decrease";
+    }
+    else {
+        priceDirection = "stable";
+    }
+    const maximumPriceChange = volatility * QUOTE_DURATION_MINUTES;
+    const conversionRate = yield currencyAPIClient.convert(from, to);
+    let conversionRateWithVolatilityMarkup;
+    if (priceDirection === "increase") {
+        conversionRateWithVolatilityMarkup = conversionRate + maximumPriceChange;
+    }
+    else if (priceDirection === "decrease") {
+        conversionRateWithVolatilityMarkup = conversionRate - maximumPriceChange;
+    }
+    else {
+        conversionRateWithVolatilityMarkup = conversionRate;
+    }
+    let exchangeRateMultiplier = 0.999;
+    if (from === common_1.Fiat.PEN || to === common_1.Fiat.PEN) {
+        const now = new Date();
+        const peruTimezoneOffset = -5; // Peru is in the UTC-5 time zone
+        const peruTime = new Date(now.getTime() + peruTimezoneOffset * 60 * 60 * 1000);
+        const isPastSixPmInPeru = peruTime.getHours() >= 18;
+        if (isPastSixPmInPeru) {
+            exchangeRateMultiplier = 0.997;
+        }
+    }
+    const conversionRateWithAllMarkups = to === from
+        ? conversionRateWithVolatilityMarkup
+        : conversionRateWithVolatilityMarkup * exchangeRateMultiplier;
+    return {
+        conversionRate,
+        conversionRateWithVolatilityMarkup,
+        conversionRateWithAllMarkups,
+    };
+});
+exports.getExchangeRates = getExchangeRates;
+function getDateRange() {
+    const endDate = new Date(); // Current time
+    // Subtract 10 minutes from the end_date
+    const startDate = new Date(endDate.getTime() - QUOTE_DURATION_MINUTES * 60 * 1000);
+    return { startDate, endDate };
+}

package/build/index.d.ts

@@ -46,5 +46,4 @@ 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";
+export * from "./helpers/getExchangeRates";

package/build/index.js

@@ -62,5 +62,4 @@ __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);
+__exportStar(require("./helpers/getExchangeRates"), exports);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@riocrypto/common-server",
-  "version": "1.0.791",
+  "version": "1.0.793",
   "description": "",
   "main": "./build/index.js",
   "types": "./build/index.d.ts",

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

@@ -1 +0,0 @@
-export declare const calculateExchangeRateWithVolatilityMarkup: (conversionRateFromUSD: number, volatility: number, minutes: number, priceDirection: "increase" | "decrease" | "stable") => number;

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

@@ -1,18 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateExchangeRateWithVolatilityMarkup = void 0;
-const calculateExchangeRateWithVolatilityMarkup = (conversionRateFromUSD, volatility, minutes, priceDirection) => {
-    const maximumPriceChange = volatility * minutes;
-    let priceWithMarkup;
-    if (priceDirection === "increase") {
-        priceWithMarkup = conversionRateFromUSD + maximumPriceChange;
-    }
-    else if (priceDirection === "decrease") {
-        priceWithMarkup = conversionRateFromUSD - maximumPriceChange;
-    }
-    else {
-        priceWithMarkup = conversionRateFromUSD;
-    }
-    return priceWithMarkup;
-};
-exports.calculateExchangeRateWithVolatilityMarkup = calculateExchangeRateWithVolatilityMarkup;

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

@@ -1,7 +0,0 @@
-import { Fiat } from "@riocrypto/common";
-interface VolatilityResult {
-    volatility: number;
-    priceDirection: string;
-}
-export declare const calculateVolatility: (from: Fiat, to: Fiat, start: Date, end: Date) => Promise<VolatilityResult>;
-export {};

package/build/helpers/calculate-volatility.js

@@ -1,38 +0,0 @@
-"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);
-    const currentPrice = values[values.length - 1];
-    const previousPrice = values[values.length - 2];
-    const priceChange = currentPrice - previousPrice;
-    let priceDirection;
-    if (Math.abs(priceChange) > volatility) {
-        priceDirection = priceChange > 0 ? "increase" : "decrease";
-    }
-    else {
-        priceDirection = "stable";
-    }
-    return {
-        volatility,
-        priceDirection,
-    };
-});
-exports.calculateVolatility = calculateVolatility;