Bisq Markets API. WIP

This commit is contained in:
softsimon
2020-09-10 14:46:23 +07:00
parent 2b91f2fe16
commit bb0e644922
8 changed files with 905 additions and 94 deletions

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const config = require('../../../mempool-config.json');
import * as fs from 'fs';
import * as request from 'request';
import { BisqBlocks, BisqBlock, BisqTransaction, BisqStats, BisqTrade } from './interfaces';
import { Common } from '../common';
class Bisq {
private static BLOCKS_JSON_FILE_PATH = '/all/blocks.json';
private latestBlockHeight = 0;
private blocks: BisqBlock[] = [];
private transactions: BisqTransaction[] = [];
private transactionIndex: { [txId: string]: BisqTransaction } = {};
private blockIndex: { [hash: string]: BisqBlock } = {};
private addressIndex: { [address: string]: BisqTransaction[] } = {};
private stats: BisqStats = {
minted: 0,
burnt: 0,
addresses: 0,
unspent_txos: 0,
spent_txos: 0,
};
private price: number = 0;
private priceUpdateCallbackFunction: ((price: number) => void) | undefined;
private topDirectoryWatcher: fs.FSWatcher | undefined;
private subdirectoryWatcher: fs.FSWatcher | undefined;
constructor() {}
startBisqService(): void {
this.checkForBisqDataFolder();
this.loadBisqDumpFile();
setInterval(this.updatePrice.bind(this), 1000 * 60 * 60);
this.updatePrice();
this.startTopDirectoryWatcher();
this.startSubDirectoryWatcher();
}
getTransaction(txId: string): BisqTransaction | undefined {
return this.transactionIndex[txId];
}
getTransactions(start: number, length: number, types: string[]): [BisqTransaction[], number] {
let transactions = this.transactions;
if (types.length) {
transactions = transactions.filter((tx) => types.indexOf(tx.txType) > -1);
}
return [transactions.slice(start, length + start), transactions.length];
}
getBlock(hash: string): BisqBlock | undefined {
return this.blockIndex[hash];
}
getAddress(hash: string): BisqTransaction[] {
return this.addressIndex[hash];
}
getBlocks(start: number, length: number): [BisqBlock[], number] {
return [this.blocks.slice(start, length + start), this.blocks.length];
}
getStats(): BisqStats {
return this.stats;
}
setPriceCallbackFunction(fn: (price: number) => void) {
this.priceUpdateCallbackFunction = fn;
}
getLatestBlockHeight(): number {
return this.latestBlockHeight;
}
private checkForBisqDataFolder() {
if (!fs.existsSync(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH)) {
console.log(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH + ` doesn't exist. Make sure Bisq is running and the config is correct before starting the server.`);
return process.exit(1);
}
}
private startTopDirectoryWatcher() {
if (this.topDirectoryWatcher) {
this.topDirectoryWatcher.close();
}
let fsWait: NodeJS.Timeout | null = null;
this.topDirectoryWatcher = fs.watch(config.BSQ_BLOCKS_DATA_PATH, () => {
if (fsWait) {
clearTimeout(fsWait);
}
if (this.subdirectoryWatcher) {
this.subdirectoryWatcher.close();
}
fsWait = setTimeout(() => {
console.log(`Bisq restart detected. Resetting both watchers in 3 minutes.`);
setTimeout(() => {
this.startTopDirectoryWatcher();
this.startSubDirectoryWatcher();
this.loadBisqDumpFile();
}, 180000);
}, 15000);
});
}
private startSubDirectoryWatcher() {
if (this.subdirectoryWatcher) {
this.subdirectoryWatcher.close();
}
if (!fs.existsSync(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH)) {
console.log(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH + ` doesn't exist. Trying to restart sub directory watcher again in 3 minutes.`);
setTimeout(() => this.startSubDirectoryWatcher(), 180000);
return;
}
let fsWait: NodeJS.Timeout | null = null;
this.subdirectoryWatcher = fs.watch(config.BSQ_BLOCKS_DATA_PATH + '/all', () => {
if (fsWait) {
clearTimeout(fsWait);
}
fsWait = setTimeout(() => {
console.log(`Change detected in the Bisq data folder.`);
this.loadBisqDumpFile();
}, 2000);
});
}
private updatePrice() {
request('https://markets.bisq.network/api/trades/?market=bsq_btc', { json: true }, (err, res, trades: BisqTrade[]) => {
if (err) { return console.log(err); }
const prices: number[] = [];
trades.forEach((trade) => {
prices.push(parseFloat(trade.price) * 100000000);
});
prices.sort((a, b) => a - b);
this.price = Common.median(prices);
if (this.priceUpdateCallbackFunction) {
this.priceUpdateCallbackFunction(this.price);
}
});
}
private async loadBisqDumpFile(): Promise<void> {
try {
const data = await this.loadData();
await this.loadBisqBlocksDump(data);
this.buildIndex();
this.calculateStats();
} catch (e) {
console.log('loadBisqDumpFile() error.', e.message);
}
}
private buildIndex() {
const start = new Date().getTime();
this.transactions = [];
this.transactionIndex = {};
this.addressIndex = {};
this.blocks.forEach((block) => {
/* Build block index */
if (!this.blockIndex[block.hash]) {
this.blockIndex[block.hash] = block;
}
/* Build transactions index */
block.txs.forEach((tx) => {
this.transactions.push(tx);
this.transactionIndex[tx.id] = tx;
});
});
/* Build address index */
this.transactions.forEach((tx) => {
tx.inputs.forEach((input) => {
if (!this.addressIndex[input.address]) {
this.addressIndex[input.address] = [];
}
if (this.addressIndex[input.address].indexOf(tx) === -1) {
this.addressIndex[input.address].push(tx);
}
});
tx.outputs.forEach((output) => {
if (!this.addressIndex[output.address]) {
this.addressIndex[output.address] = [];
}
if (this.addressIndex[output.address].indexOf(tx) === -1) {
this.addressIndex[output.address].push(tx);
}
});
});
const time = new Date().getTime() - start;
console.log('Bisq data index rebuilt in ' + time + ' ms');
}
private calculateStats() {
let minted = 0;
let burned = 0;
let unspent = 0;
let spent = 0;
this.transactions.forEach((tx) => {
tx.outputs.forEach((output) => {
if (output.opReturn) {
return;
}
if (output.txOutputType === 'GENESIS_OUTPUT' || output.txOutputType === 'ISSUANCE_CANDIDATE_OUTPUT' && output.isVerified) {
minted += output.bsqAmount;
}
if (output.isUnspent) {
unspent++;
} else {
spent++;
}
});
burned += tx['burntFee'];
});
this.stats = {
addresses: Object.keys(this.addressIndex).length,
minted: minted,
burnt: burned,
spent_txos: spent,
unspent_txos: unspent,
};
}
private async loadBisqBlocksDump(cacheData: string): Promise<void> {
const start = new Date().getTime();
if (cacheData && cacheData.length !== 0) {
console.log('Processing Bisq data dump...');
const data: BisqBlocks = JSON.parse(cacheData);
if (data.blocks && data.blocks.length !== this.blocks.length) {
this.blocks = data.blocks.filter((block) => block.txs.length > 0);
this.blocks.reverse();
this.latestBlockHeight = data.chainHeight;
const time = new Date().getTime() - start;
console.log('Bisq dump processed in ' + time + ' ms');
} else {
throw new Error(`Bisq dump didn't contain any blocks`);
}
}
}
private loadData(): Promise<string> {
return new Promise((resolve, reject) => {
if (!fs.existsSync(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH)) {
return reject(Bisq.BLOCKS_JSON_FILE_PATH + ` doesn't exist`);
}
fs.readFile(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH, 'utf8', (err, data) => {
if (err) {
reject(err);
}
resolve(data);
});
});
}
}
export default new Bisq();

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export interface BisqBlocks {
chainHeight: number;
blocks: BisqBlock[];
}
export interface BisqBlock {
height: number;
time: number;
hash: string;
previousBlockHash: string;
txs: BisqTransaction[];
}
export interface BisqTransaction {
txVersion: string;
id: string;
blockHeight: number;
blockHash: string;
time: number;
inputs: BisqInput[];
outputs: BisqOutput[];
txType: string;
txTypeDisplayString: string;
burntFee: number;
invalidatedBsq: number;
unlockBlockHeight: number;
}
export interface BisqStats {
minted: number;
burnt: number;
addresses: number;
unspent_txos: number;
spent_txos: number;
}
interface BisqInput {
spendingTxOutputIndex: number;
spendingTxId: string;
bsqAmount: number;
isVerified: boolean;
address: string;
time: number;
}
interface BisqOutput {
txVersion: string;
txId: string;
index: number;
bsqAmount: number;
btcAmount: number;
height: number;
isVerified: boolean;
burntFee: number;
invalidatedBsq: number;
address: string;
scriptPubKey: BisqScriptPubKey;
time: any;
txType: string;
txTypeDisplayString: string;
txOutputType: string;
txOutputTypeDisplayString: string;
lockTime: number;
isUnspent: boolean;
spentInfo: SpentInfo;
opReturn?: string;
}
interface BisqScriptPubKey {
addresses: string[];
asm: string;
hex: string;
reqSigs: number;
type: string;
}
interface SpentInfo {
height: number;
inputIndex: number;
txId: string;
}
export interface BisqTrade {
direction: string;
price: string;
amount: string;
volume: string;
payment_method: string;
trade_id: string;
trade_date: number;
}
export interface Currencies { [txid: string]: Currency; }
export interface Currency {
code: string;
name: string;
precision: number;
type: string;
}
export interface Depth { [market: string]: Market; }
interface Market {
'buys': string[];
'sells': string[];
}
export interface HighLowOpenClose {
period_start: number;
open: string;
high: string;
low: string;
close: string;
volume_left: string;
volume_right: string;
avg: string;
}
export interface Markets { [txid: string]: Pair; }
interface Pair {
pair: string;
lname: string;
rname: string;
lsymbol: string;
rsymbol: string;
lprecision: number;
rprecision: number;
ltype: string;
rtype: string;
name: string;
}
export interface Offers { [market: string]: OffersMarket; }
interface OffersMarket {
buys: Offer[] | null;
sells: Offer[] | null;
}
export interface OffsersData {
direction: string;
currencyCode: string;
minAmount: number;
amount: number;
price: number;
date: number;
useMarketBasedPrice: boolean;
marketPriceMargin: number;
paymentMethod: string;
id: string;
currencyPair: string;
primaryMarketDirection: string;
priceDisplayString: string;
primaryMarketAmountDisplayString: string;
primaryMarketMinAmountDisplayString: string;
primaryMarketVolumeDisplayString: string;
primaryMarketMinVolumeDisplayString: string;
primaryMarketPrice: number;
primaryMarketAmount: number;
primaryMarketMinAmount: number;
primaryMarketVolume: number;
primaryMarketMinVolume: number;
}
export interface Offer {
offer_id: string;
offer_date: number;
direction: string;
min_amount: string;
amount: string;
price: string;
volume: string;
payment_method: string;
offer_fee_txid: any;
}
export interface Tickers { [market: string]: Ticker | null; }
export interface Ticker {
last: string;
high: string;
low: string;
volume_left: string;
volume_right: string;
buy: string | null;
sell: string | null;
}
export interface Trade {
direction: string;
price: string;
amount: string;
volume: string;
payment_method: string;
trade_id: string;
trade_date: number;
}
export interface TradesData {
currency: string;
direction: string;
tradePrice: number;
tradeAmount: number;
tradeDate: number;
paymentMethod: string;
offerDate: number;
useMarketBasedPrice: boolean;
marketPriceMargin: number;
offerAmount: number;
offerMinAmount: number;
offerId: string;
depositTxId?: string;
currencyPair: string;
primaryMarketDirection: string;
primaryMarketTradePrice: number;
primaryMarketTradeAmount: number;
primaryMarketTradeVolume: number;
_market: string;
_tradePrice: string;
_tradeAmount: string;
_tradeVolume: string;
_offerAmount: string;
}
export interface MarketVolume {
period_start: number;
volume: string;
num_trades: number;
}
export interface MarketsApiError {
success: number;
error: string;
}
export type Interval = 'minute' | 'half_hour' | 'hour' | 'half_day' | 'day' | 'week' | 'month' | 'year' | 'auto';

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

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const config = require('../../../mempool-config.json');
import * as fs from 'fs';
import { OffsersData, TradesData, Currency } from './interfaces';
import bisqMarket from './markets-api';
class Bisq {
private static MARKET_JSON_PATH = config.BSQ_MARKETS_DATA_PATH + '/btc_mainnet/db';
private static MARKET_JSON_FILE_PATHS = {
cryptoCurrency: '/crypto_currency_list.json',
fiatCurrency: '/fiat_currency_list.json',
offers: '/offers_statistics.json',
trades: '/trade_statistics.json',
};
private subdirectoryWatcher: fs.FSWatcher | undefined;
constructor() {}
startBisqService(): void {
this.checkForBisqDataFolder();
this.loadBisqDumpFile();
this.startSubDirectoryWatcher();
}
private checkForBisqDataFolder() {
if (!fs.existsSync(Bisq.MARKET_JSON_PATH + Bisq.MARKET_JSON_FILE_PATHS.cryptoCurrency)) {
console.log(Bisq.MARKET_JSON_PATH + Bisq.MARKET_JSON_FILE_PATHS.cryptoCurrency + ` doesn't exist. Make sure Bisq is running and the config is correct before starting the server.`);
return process.exit(1);
}
}
private startSubDirectoryWatcher() {
if (this.subdirectoryWatcher) {
this.subdirectoryWatcher.close();
}
if (!fs.existsSync(Bisq.MARKET_JSON_PATH + Bisq.MARKET_JSON_FILE_PATHS.cryptoCurrency)) {
console.log(Bisq.MARKET_JSON_PATH + Bisq.MARKET_JSON_FILE_PATHS.cryptoCurrency + ` doesn't exist. Trying to restart sub directory watcher again in 3 minutes.`);
setTimeout(() => this.startSubDirectoryWatcher(), 180000);
return;
}
let fsWait: NodeJS.Timeout | null = null;
this.subdirectoryWatcher = fs.watch(Bisq.MARKET_JSON_PATH, () => {
if (fsWait) {
clearTimeout(fsWait);
}
fsWait = setTimeout(() => {
console.log(`Change detected in the Bisq market data folder.`);
this.loadBisqDumpFile();
}, 2000);
});
}
private async loadBisqDumpFile(): Promise<void> {
const start = new Date().getTime();
console.log('Processing Bisq market data...');
try {
const cryptoCurrencyData = await this.loadData<Currency[]>(Bisq.MARKET_JSON_FILE_PATHS.cryptoCurrency);
const fiatCurrencyData = await this.loadData<Currency[]>(Bisq.MARKET_JSON_FILE_PATHS.fiatCurrency);
const offersData = await this.loadData<OffsersData[]>(Bisq.MARKET_JSON_FILE_PATHS.offers);
const tradesData = await this.loadData<TradesData[]>(Bisq.MARKET_JSON_FILE_PATHS.trades);
bisqMarket.setData(cryptoCurrencyData, fiatCurrencyData, offersData, tradesData);
const time = new Date().getTime() - start;
console.log('Bisq market data processed in ' + time + ' ms');
} catch (e) {
console.log('loadBisqMarketDataDumpFile() error.', e.message);
}
}
private loadData<T>(path: string): Promise<T> {
return new Promise((resolve, reject) => {
if (!fs.existsSync(Bisq.MARKET_JSON_PATH + path)) {
return reject(path + ` doesn't exist`);
}
fs.readFile(Bisq.MARKET_JSON_PATH + path, 'utf8', (err, data) => {
if (err) {
reject(err);
}
try {
const parsedData = JSON.parse(data);
resolve(parsedData);
} catch (e) {
reject('JSON parse error (' + path + ')');
}
});
});
}
}
export default new Bisq();