Bisq Markets API. WIP
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softsimon
291
backend/src/api/bisq/markets-api.ts
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291
backend/src/api/bisq/markets-api.ts
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import { Currencies, OffsersData, TradesData, Depth, Currency, Interval, HighLowOpenClose,
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Markets, Offers, Offer, BisqTrade, MarketVolume, Tickers } from './interfaces';
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class BisqMarketsApi {
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private cryptoCurrencyData: Currency[] = [];
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private fiatCurrencyData: Currency[] = [];
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private offersData: OffsersData[] = [];
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private tradesData: TradesData[] = [];
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constructor() { }
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public setData(cryptoCurrency: Currency[], fiatCurrency: Currency[], offers: OffsersData[], trades: TradesData[]) {
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this.cryptoCurrencyData = cryptoCurrency,
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this.fiatCurrencyData = fiatCurrency;
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this.offersData = offers;
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this.tradesData = trades;
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this.fiatCurrencyData.forEach((currency) => currency.type = 'fiat');
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this.cryptoCurrencyData.forEach((currency) => currency.type = 'crypto');
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this.tradesData.forEach((trade) => {
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trade._market = trade.currencyPair.toLowerCase().replace('/', '_');
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});
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}
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getCurrencies(
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type: 'crypto' | 'fiat' | 'all' = 'all',
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): Currencies {
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let currencies: Currency[];
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switch (type) {
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case 'fiat':
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currencies = this.fiatCurrencyData;
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break;
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case 'crypto':
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currencies = this.cryptoCurrencyData;
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break;
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case 'all':
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default:
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currencies = this.cryptoCurrencyData.concat(this.fiatCurrencyData);
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}
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const result = {};
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currencies.forEach((currency) => {
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result[currency.code] = currency;
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});
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return result;
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}
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getDepth(
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market: string,
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): Depth {
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const currencyPair = market.replace('_', '/').toUpperCase();
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const buys = this.offersData
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.filter((offer) => offer.currencyPair === currencyPair && offer.direction === 'BUY')
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.map((offer) => offer.price)
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.sort((a, b) => b - a)
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.map((price) => this.intToBtc(price));
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const sells = this.offersData
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.filter((offer) => offer.currencyPair === currencyPair && offer.direction === 'SELL')
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.map((offer) => offer.price)
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.sort((a, b) => a - b)
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.map((price) => this.intToBtc(price));
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const result = {};
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result[market] = {
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'buys': buys,
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'sells': sells,
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};
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return result;
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}
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getOffers(
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market: string,
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direction?: 'BUY' | 'SELL',
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): Offers {
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const currencyPair = market.replace('_', '/').toUpperCase();
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let buys: Offer[] | null = null;
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let sells: Offer[] | null = null;
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if (!direction || direction === 'BUY') {
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buys = this.offersData
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.filter((offer) => offer.currencyPair === currencyPair && offer.direction === 'BUY')
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.map((offer) => this.offerDataToOffer(offer));
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}
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if (!direction || direction === 'SELL') {
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sells = this.offersData
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.filter((offer) => offer.currencyPair === currencyPair && offer.direction === 'SELL')
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.map((offer) => this.offerDataToOffer(offer));
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}
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const result: Offers = {};
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result[market] = {
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'buys': buys,
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'sells': sells,
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};
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return result;
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}
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getMarkets(): Markets {
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const allCurrencies = this.getCurrencies();
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const markets = {};
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for (const currency of Object.keys(allCurrencies)) {
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if (allCurrencies[currency].code === 'BTC') {
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continue;
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}
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const isFiat = allCurrencies[currency].type === 'fiat';
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const pmarketname = allCurrencies['BTC']['name'];
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const lsymbol = isFiat ? 'BTC' : currency;
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const rsymbol = isFiat ? currency : 'BTC';
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const lname = isFiat ? pmarketname : allCurrencies[currency].name;
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const rname = isFiat ? allCurrencies[currency].name : pmarketname;
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const ltype = isFiat ? 'crypto' : allCurrencies[currency].type;
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const rtype = isFiat ? 'fiat' : 'crypto';
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const lprecision = 8;
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const rprecision = isFiat ? 2 : 8;
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const pair = lsymbol.toLowerCase() + '_' + rsymbol.toLowerCase();
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markets[pair] = {
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'pair': pair,
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'lname': lname,
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'rname': rname,
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'lsymbol': lsymbol,
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'rsymbol': rsymbol,
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'lprecision': lprecision,
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'rprecision': rprecision,
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'ltype': ltype,
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'rtype': rtype,
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'name': lname + '/' + rname,
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};
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}
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return markets;
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}
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getTrades(
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market: string,
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timestamp_from?: number,
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timestamp_to?: number,
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trade_id_from?: string,
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trade_id_to?: string,
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direction?: 'buy' | 'sell',
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limit: number = 100,
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sort: 'asc' | 'desc' = 'desc',
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): BisqTrade[] {
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limit = Math.min(limit, 2000);
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let trade_id_from_ts: number | null = null;
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let trade_id_to_ts: number | null = null;
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const _market = market === 'all' ? null : market;
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if (!timestamp_from) {
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timestamp_from = new Date('2016-01-01').getTime();
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}
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if (!timestamp_to) {
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timestamp_to = new Date().getTime();
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}
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const allCurrencies = this.getCurrencies();
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// note: the offer_id_from/to depends on iterating over trades in
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// descending chronological order.
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const tradesDataSorted = this.tradesData.slice();
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if (sort === 'asc') {
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tradesDataSorted.reverse();
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}
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let matches: TradesData[] = [];
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for (const trade of tradesDataSorted) {
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if (trade_id_from === trade.offerId) {
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trade_id_from_ts = trade.tradeDate;
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}
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if (trade_id_to === trade.offerId) {
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trade_id_to_ts = trade.tradeDate;
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}
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if (trade_id_to && trade_id_to_ts === null) {
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continue;
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}
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if (trade_id_from && trade_id_from_ts != null && trade_id_from_ts !== trade.tradeDate ) {
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continue;
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}
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if (_market && _market !== trade._market) {
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continue;
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}
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if (timestamp_from && timestamp_from > trade.tradeDate) {
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continue;
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}
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if (timestamp_to && timestamp_to < trade.tradeDate) {
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continue;
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}
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if (direction && direction !== trade.direction.toLowerCase() ) {
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continue;
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}
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// Filter out bogus trades with BTC/BTC or XXX/XXX market.
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// See github issue: https://github.com/bitsquare/bitsquare/issues/883
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const currencyPairs = trade.currencyPair.split('/');
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if (currencyPairs[0] === currencyPairs[1]) {
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continue;
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}
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const currencyLeft = allCurrencies[currencyPairs[0]];
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const currencyRight = allCurrencies[currencyPairs[1]];
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trade.tradePrice = trade.primaryMarketTradePrice * Math.pow(10, 8 - currencyRight.precision);
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trade.tradeAmount = trade.primaryMarketTradeAmount * Math.pow(10, 8 - currencyLeft.precision);
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const tradeVolume = trade.primaryMarketTradeVolume * Math.pow(10, 8 - currencyRight.precision);
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trade._tradePrice = this.intToBtc(trade.tradePrice);
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trade._tradeAmount = this.intToBtc(trade.tradeAmount);
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trade._tradeVolume = this.intToBtc(tradeVolume);
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trade._offerAmount = this.intToBtc(trade.offerAmount);
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matches.push(trade);
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if (matches.length >= limit) {
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break;
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}
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}
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if ((trade_id_from && !trade_id_from_ts) || (trade_id_to && !trade_id_to_ts) ) {
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matches = [];
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}
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return matches.map((trade) => {
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return {
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direction: trade.direction,
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price: trade._tradePrice,
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amount: trade._tradeAmount,
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volume: trade._tradeVolume,
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payment_method: trade.paymentMethod,
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trade_id: trade.offerId,
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trade_date: trade.tradeDate,
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};
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});
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}
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getVolumes(
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timestamp_from: number,
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timestamp_to: number,
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interval: Interval,
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market?: string,
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): MarketVolume[] {
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return [];
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}
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getTicker(
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market?: string,
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): Tickers {
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return {};
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}
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getHloc(
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market: string,
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interval: Interval = 'auto',
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timestamp_from?: number,
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timestamp_to?: number,
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): HighLowOpenClose[] {
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if (!timestamp_from) {
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timestamp_from = new Date('2016-01-01').getTime();
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}
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if (!timestamp_to) {
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timestamp_to = new Date().getTime();
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}
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return [];
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}
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private offerDataToOffer(offer: OffsersData): Offer {
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return {
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offer_id: offer.id,
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offer_date: offer.date,
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direction: offer.direction,
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min_amount: this.intToBtc(offer.minAmount),
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amount: this.intToBtc(offer.amount),
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price: this.intToBtc(offer.price),
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volume: this.intToBtc(offer.primaryMarketVolume),
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payment_method: offer.paymentMethod,
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offer_fee_txid: null,
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};
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}
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private intToBtc(val: number): string {
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return (val / 100000000).toFixed(8);
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}
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}
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export default new BisqMarketsApi();
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