machankura/mempool
3
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

* /volumes API

Browse Source 
* /ticker API
This commit is contained in:
softsimon
2020-09-15 03:11:52 +07:00
parent bafe2db094
commit a11135f358
7 changed files with 246 additions and 88 deletions
Download Patch File Download Diff File Expand all files Collapse all files

272
backend/src/api/bisq/markets-api.ts
View File

@@ -1,5 +1,5 @@
import { Currencies, OffsersData, TradesData, Depth, Currency, Interval, HighLowOpenClose,
Markets, Offers, Offer, BisqTrade, MarketVolume, Tickers } from './interfaces';
Markets, Offers, Offer, BisqTrade, MarketVolume, Tickers, Ticker, SummarizedIntervals, SummarizedInterval } from './interfaces';
import * as datetime from 'locutus/php/datetime';
@@ -8,6 +8,8 @@ class BisqMarketsApi {
private fiatCurrencyData: Currency[] = [];
private offersData: OffsersData[] = [];
private tradesData: TradesData[] = [];
private fiatCurrenciesIndexed: { [code: string]: true } = {};
private tradeDataByMarket: { [market: string]: TradesData[] } = {};
constructor() { }
@@ -17,10 +19,18 @@ class BisqMarketsApi {
this.offersData = offers;
this.tradesData = trades;
this.fiatCurrencyData.forEach((currency) => currency._type = 'fiat');
// Handle data for smarter memory caching
this.fiatCurrencyData.forEach((currency) => {
currency._type = 'fiat';
this.fiatCurrenciesIndexed[currency.code] = true;
});
this.cryptoCurrencyData.forEach((currency) => currency._type = 'crypto');
this.tradesData.forEach((trade) => {
trade._market = trade.currencyPair.toLowerCase().replace('/', '_');
if (!this.tradeDataByMarket[trade._market]) {
this.tradeDataByMarket[trade._market] = [];
}
this.tradeDataByMarket[trade._market].push(trade);
});
}
@@ -153,7 +163,7 @@ class BisqMarketsApi {
sort: 'asc' | 'desc' = 'desc',
): BisqTrade[] {
limit = Math.min(limit, 2000);
const _market = market === 'all' ? null : market;
const _market = market === 'all' ? undefined : market;
if (!timestamp_from) {
timestamp_from = new Date('2016-01-01').getTime() / 1000;
@@ -188,18 +198,149 @@ class BisqMarketsApi {
}
getVolumes(
timestamp_from: number,
timestamp_to: number,
interval: Interval,
market?: string,
): MarketVolume[] {
return [];
timestamp_from?: number,
timestamp_to?: number,
interval: Interval = 'auto',
milliseconds?: boolean,
): MarketVolume[] {
if (milliseconds) {
timestamp_from = timestamp_from ? timestamp_from / 1000 : timestamp_from;
timestamp_to = timestamp_to ? timestamp_to / 1000 : timestamp_to;
}
if (!timestamp_from) {
timestamp_from = new Date('2016-01-01').getTime() / 1000;
}
if (!timestamp_to) {
timestamp_to = new Date().getTime() / 1000;
}
const trades = this.getTradesByCriteria(market, timestamp_to, timestamp_from,
undefined, undefined, undefined, 'asc', Number.MAX_SAFE_INTEGER);
if (interval === 'auto') {
const range = timestamp_to - timestamp_from;
interval = this.getIntervalFromRange(range);
}
const intervals: any = {};
const marketVolumes: MarketVolume[] = [];
for (const trade of trades) {
const traded_at = trade['tradeDate'] / 1000;
const interval_start = this.intervalStart(traded_at, interval);
if (!intervals[interval_start]) {
intervals[interval_start] = {
'volume': 0,
'num_trades': 0,
};
}
const period = intervals[interval_start];
period['period_start'] = interval_start;
period['volume'] += this.fiatCurrenciesIndexed[trade.currency] ? trade._tradeAmount : trade._tradeVolume;
period['num_trades']++;
}
for (const p in intervals) {
if (intervals.hasOwnProperty(p)) {
const period = intervals[p];
marketVolumes.push({
period_start: period['period_start'],
num_trades: period['num_trades'],
volume: this.intToBtc(period['volume']),
});
}
}
return intervals;
}
getTicker(
market?: string,
): Tickers {
return {};
): Tickers | Ticker | null {
if (market) {
return this.getTickerFromMarket(market);
}
const allMarkets = this.getMarkets();
const tickers = {};
for (const m in allMarkets) {
if (allMarkets.hasOwnProperty(m)) {
tickers[allMarkets[m].pair] = this.getTickerFromMarket(allMarkets[m].pair);
}
}
return tickers;
}
getTickerFromMarket(market: string): Ticker | null {
let ticker: Ticker;
const timestamp_from = datetime.strtotime('-24 hour');
const timestamp_to = new Date().getTime() / 1000;
const trades = this.getTradesByCriteria(market, timestamp_to, timestamp_from,
undefined, undefined, undefined, 'asc', Number.MAX_SAFE_INTEGER);
const periods: SummarizedInterval[] = Object.values(this.getTradesSummarized(trades, timestamp_from));
const allCurrencies = this.getCurrencies();
const currencyRight = allCurrencies[market.split('_')[1].toUpperCase()];
if (periods[0]) {
ticker = {
'last': this.intToBtc(periods[0].close),
'high': this.intToBtc(periods[0].high),
'low': this.intToBtc(periods[0].low),
'volume_left': this.intToBtc(periods[0].volume_left),
'volume_right': this.intToBtc(periods[0].volume_right),
'buy': null,
'sell': null,
};
} else {
const lastTrade = this.tradeDataByMarket[market];
if (!lastTrade) {
return null;
}
const tradePrice = lastTrade[0].primaryMarketTradePrice * Math.pow(10, 8 - currencyRight.precision);
const lastTradePrice = this.intToBtc(tradePrice);
ticker = {
'last': lastTradePrice,
'high': lastTradePrice,
'low': lastTradePrice,
'volume_left': '0',
'volume_right': '0',
'buy': null,
'sell': null,
};
}
const timestampFromMilli = timestamp_from * 1000;
const timestampToMilli = timestamp_to * 1000;
const currencyPair = market.replace('_', '/').toUpperCase();
const offersData = this.offersData.slice().sort((a, b) => a.price - b.price);
const buy = offersData.find((offer) => offer.currencyPair === currencyPair
&& offer.primaryMarketDirection === 'BUY'
&& offer.date >= timestampFromMilli
&& offer.date <= timestampToMilli
);
const sell = offersData.find((offer) => offer.currencyPair === currencyPair
&& offer.primaryMarketDirection === 'SELL'
&& offer.date >= timestampFromMilli
&& offer.date <= timestampToMilli
);
if (buy) {
ticker.buy = this.intToBtc(buy.primaryMarketPrice * Math.pow(10, 8 - currencyRight.precision));
}
if (sell) {
ticker.sell = this.intToBtc(sell.primaryMarketPrice * Math.pow(10, 8 - currencyRight.precision));
}
return ticker;
}
getHloc(
@@ -220,53 +361,73 @@ class BisqMarketsApi {
timestamp_to = new Date().getTime() / 1000;
}
const range = timestamp_to - timestamp_from;
const trades = this.getTradesByCriteria(market, timestamp_to, timestamp_from,
undefined, undefined, undefined, 'asc', Number.MAX_SAFE_INTEGER);
if (interval === 'auto') {
// two days range loads minute data
if (range <= 3600) {
// up to one hour range loads minutely data
interval = 'minute';
} else if (range <= 1 * 24 * 3600) {
// up to one day range loads half-hourly data
interval = 'half_hour';
} else if (range <= 3 * 24 * 3600) {
// up to 3 day range loads hourly data
interval = 'hour';
} else if (range <= 7 * 24 * 3600) {
// up to 7 day range loads half-daily data
interval = 'half_day';
} else if (range <= 60 * 24 * 3600) {
// up to 2 month range loads daily data
interval = 'day';
} else if (range <= 12 * 31 * 24 * 3600) {
// up to one year range loads weekly data
interval = 'week';
} else if (range <= 12 * 31 * 24 * 3600) {
// up to 5 year range loads monthly data
interval = 'month';
} else {
// greater range loads yearly data
interval = 'year';
}
const range = timestamp_to - timestamp_from;
interval = this.getIntervalFromRange(range);
}
const hlocs = this.getTradesSummarized(trades, timestamp_from, interval);
const intervals = this.getTradesSummarized(trades, timestamp_from, interval);
return hlocs;
const hloc: HighLowOpenClose[] = [];
for (const p in intervals) {
if (intervals.hasOwnProperty(p)) {
const period = intervals[p];
hloc.push({
period_start: period['period_start'],
open: this.intToBtc(period['open']),
close: this.intToBtc(period['close']),
high: this.intToBtc(period['high']),
low: this.intToBtc(period['low']),
avg: this.intToBtc(period['avg']),
volume_right: this.intToBtc(period['volume_right']),
volume_left: this.intToBtc(period['volume_left']),
});
}
}
return hloc;
}
private getTradesSummarized(trades: TradesData[], timestamp_from, interval: string): HighLowOpenClose[] {
private getIntervalFromRange(range: number): Interval {
// two days range loads minute data
if (range <= 3600) {
// up to one hour range loads minutely data
return 'minute';
} else if (range <= 1 * 24 * 3600) {
// up to one day range loads half-hourly data
return 'half_hour';
} else if (range <= 3 * 24 * 3600) {
// up to 3 day range loads hourly data
return 'hour';
} else if (range <= 7 * 24 * 3600) {
// up to 7 day range loads half-daily data
return 'half_day';
} else if (range <= 60 * 24 * 3600) {
// up to 2 month range loads daily data
return 'day';
} else if (range <= 12 * 31 * 24 * 3600) {
// up to one year range loads weekly data
return 'week';
} else if (range <= 12 * 31 * 24 * 3600) {
// up to 5 year range loads monthly data
return 'month';
} else {
// greater range loads yearly data
return 'year';
}
}
private getTradesSummarized(trades: TradesData[], timestamp_from: number, interval?: string): SummarizedIntervals {
const intervals: any = {};
const intervals_prices: any = {};
const one_period = false;
for (const trade of trades) {
const traded_at = trade.tradeDate / 1000;
const interval_start = one_period ? timestamp_from : this.intervalStart(traded_at, interval);
const interval_start = !interval ? timestamp_from : this.intervalStart(traded_at, interval);
if (!intervals[interval_start]) {
intervals[interval_start] = {
@@ -306,30 +467,11 @@ class BisqMarketsApi {
period['volume_right'] += trade._tradeVolume;
}
}
const hloc: HighLowOpenClose[] = [];
for (const p in intervals) {
if (intervals.hasOwnProperty(p)) {
const period = intervals[p];
hloc.push({
period_start: period['period_start'],
open: this.intToBtc(period['open']),
close: this.intToBtc(period['close']),
high: this.intToBtc(period['high']),
low: this.intToBtc(period['low']),
avg: this.intToBtc(period['avg']),
volume_right: this.intToBtc(period['volume_right']),
volume_left: this.intToBtc(period['volume_left']),
});
}
}
return hloc;
return intervals;
}
private getTradesByCriteria(
market: string | null,
market: string | undefined,
timestamp_to: number,
timestamp_from: number,
trade_id_to: string | undefined,
@@ -422,7 +564,7 @@ class BisqMarketsApi {
return matches;
}
private intervalStart(ts: number, interval: string) {
private intervalStart(ts: number, interval: string): number {
switch (interval) {
case 'minute':
return (ts - (ts % 60));