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Merge pull request #107 from mempool/bisq-markets

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Bisq markets API
This commit is contained in:
wiz 2020-09-15 05:28:28 +09:00 committed by GitHub
commit c1c0521ab4
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11 changed files with 1284 additions and 104 deletions
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4
backend/mempool-config.sample.json
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@ -15,7 +15,9 @@
"TX_PER_SECOND_SPAN_SECONDS": 150,
"ELECTRS_API_URL": "http://localhost:50001",
"BISQ_ENABLED": false,
"BSQ_BLOCKS_DATA_PATH": "/bisq/data",
"BISQ_BLOCKS_DATA_PATH": "/bisq/seednode-data/btc_mainnet/db/json",
"BISQ_MARKET_ENABLED": false,
"BISQ_MARKETS_DATA_PATH": "/bisq/seednode-data/btc_mainnet/db",
"SSL": false,
"SSL_CERT_FILE_PATH": "/etc/letsencrypt/live/mysite/fullchain.pem",
"SSL_KEY_FILE_PATH": "/etc/letsencrypt/live/mysite/privkey.pem"

18
backend/package-lock.json generated
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@ -86,6 +86,11 @@
"@types/range-parser": "*"
}
},
"@types/locutus": {
"version": "0.0.6",
"resolved": "https://registry.npmjs.org/@types/locutus/-/locutus-0.0.6.tgz",
"integrity": "sha512-P+BQds4wrJhqKiIOBWAYpbsE9UOztnnqW9zHk4Bci7kCXjEQAA7FJrD9HX5JU2Z36fhE2WDctuuIpLvqDsciWQ=="
},
"@types/mime": {
"version": "2.0.3",
"resolved": "https://registry.npmjs.org/@types/mime/-/mime-2.0.3.tgz",
@ -446,6 +451,11 @@
"resolved": "https://registry.npmjs.org/encodeurl/-/encodeurl-1.0.2.tgz",
"integrity": "sha1-rT/0yG7C0CkyL1oCw6mmBslbP1k="
},
"es6-promise": {
"version": "4.2.8",
"resolved": "https://registry.npmjs.org/es6-promise/-/es6-promise-4.2.8.tgz",
"integrity": "sha512-HJDGx5daxeIvxdBxvG2cb9g4tEvwIk3i8+nhX0yGrYmZUzbkdg8QbDevheDB8gd0//uPj4c1EQua8Q+MViT0/w=="
},
"escape-html": {
"version": "1.0.3",
"resolved": "https://registry.npmjs.org/escape-html/-/escape-html-1.0.3.tgz",
@ -733,6 +743,14 @@
"verror": "1.10.0"
}
},
"locutus": {
"version": "2.0.12",
"resolved": "https://registry.npmjs.org/locutus/-/locutus-2.0.12.tgz",
"integrity": "sha512-wnzhY9xOdDb2djr17kQhTh9oZgEfp78zI27KRRiiV1GnPXWA2xfVODbpH3QgpIuUMLupM02+6X/rJXvktTpnoA==",
"requires": {
"es6-promise": "^4.2.5"
}
},
"long": {
"version": "4.0.0",
"resolved": "https://registry.npmjs.org/long/-/long-4.0.0.tgz",

2
backend/package.json
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@ -29,6 +29,7 @@
"express": "^4.17.1",
"mysql2": "^1.6.1",
"request": "^2.88.2",
"locutus": "^2.0.12",
"ws": "^7.3.1"
},
"devDependencies": {
@ -36,6 +37,7 @@
"@types/express": "^4.17.2",
"@types/request": "^2.48.2",
"@types/ws": "^6.0.4",
"@types/locutus": "^0.0.6",
"tslint": "~6.1.0",
"typescript": "~3.9.7"
}

22
backend/src/api/bisq.ts → backend/src/api/bisq/bisq.ts
View File

@ -1,8 +1,8 @@
const config = require('../../mempool-config.json');
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';
import { BisqBlocks, BisqBlock, BisqTransaction, BisqStats, BisqTrade } from './interfaces';
import { Common } from '../common';
class Bisq {
private static BLOCKS_JSON_FILE_PATH = '/all/blocks.json';
@ -72,8 +72,8 @@ class Bisq {
}
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.`);
if (!fs.existsSync(config.BISQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH)) {
console.log(config.BISQ_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);
}
}
@ -83,7 +83,7 @@ class Bisq {
this.topDirectoryWatcher.close();
}
let fsWait: NodeJS.Timeout | null = null;
this.topDirectoryWatcher = fs.watch(config.BSQ_BLOCKS_DATA_PATH, () => {
this.topDirectoryWatcher = fs.watch(config.BISQ_BLOCKS_DATA_PATH, () => {
if (fsWait) {
clearTimeout(fsWait);
}
@ -105,13 +105,13 @@ class Bisq {
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.`);
if (!fs.existsSync(config.BISQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH)) {
console.log(config.BISQ_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', () => {
this.subdirectoryWatcher = fs.watch(config.BISQ_BLOCKS_DATA_PATH + '/all', () => {
if (fsWait) {
clearTimeout(fsWait);
}
@ -243,10 +243,10 @@ class Bisq {
private loadData(): Promise<string> {
return new Promise((resolve, reject) => {
if (!fs.existsSync(config.BSQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH)) {
if (!fs.existsSync(config.BISQ_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) => {
fs.readFile(config.BISQ_BLOCKS_DATA_PATH + Bisq.BLOCKS_JSON_FILE_PATH, 'utf8', (err, data) => {
if (err) {
reject(err);
}

258
backend/src/api/bisq/interfaces.ts Normal file
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@ -0,0 +1,258 @@
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;
market?: string;
}
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;
_tradePriceStr: string;
_tradeAmountStr: string;
_tradeVolumeStr: string;
_offerAmountStr: string;
_tradePrice: number;
_tradeAmount: number;
_tradeVolume: number;
_offerAmount: number;
}
export interface MarketVolume {
period_start: number;
num_trades: number;
volume: string;
}
export interface MarketsApiError {
success: number;
error: string;
}
export type Interval = 'minute' | 'half_hour' | 'hour' | 'half_day' | 'day' | 'week' | 'month' | 'year' | 'auto';
export interface SummarizedIntervals { [market: string]: SummarizedInterval; }
export interface SummarizedInterval {
'period_start': number;
'open': number;
'close': number;
'high': number;
'low': number;
'avg': number;
'volume_right': number;
'volume_left': number;
}

611
backend/src/api/bisq/markets-api.ts Normal file
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@ -0,0 +1,611 @@
import { Currencies, OffsersData, TradesData, Depth, Currency, Interval, HighLowOpenClose,
Markets, Offers, Offer, BisqTrade, MarketVolume, Tickers, Ticker, SummarizedIntervals, SummarizedInterval } from './interfaces';
import * as datetime from 'locutus/php/datetime';
class BisqMarketsApi {
private cryptoCurrencyData: Currency[] = [];
private fiatCurrencyData: Currency[] = [];
private offersData: OffsersData[] = [];
private tradesData: TradesData[] = [];
private fiatCurrenciesIndexed: { [code: string]: true } = {};
private tradeDataByMarket: { [market: string]: TradesData[] } = {};
constructor() { }
public setData(cryptoCurrency: Currency[], fiatCurrency: Currency[], offers: OffsersData[], trades: TradesData[]) {
this.cryptoCurrencyData = cryptoCurrency,
this.fiatCurrencyData = fiatCurrency;
this.offersData = offers;
this.tradesData = trades;
// 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);
});
}
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.primaryMarketDirection === '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.primaryMarketDirection === '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.primaryMarketDirection === 'BUY')
.sort((a, b) => b.price - a.price)
.map((offer) => this.offerDataToOffer(offer));
}
if (!direction || direction === 'sell') {
sells = this.offersData
.filter((offer) => offer.currencyPair === currencyPair && offer.primaryMarketDirection === 'SELL')
.sort((a, b) => a.price - b.price)
.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);
const _market = market === 'all' ? undefined : market;
if (!timestamp_from) {
timestamp_from = new Date('2016-01-01').getTime() / 1000;
}
if (!timestamp_to) {
timestamp_to = new Date().getTime() / 1000;
}
const matches = this.getTradesByCriteria(_market, timestamp_to, timestamp_from, trade_id_to, trade_id_from, direction, sort, limit);
if (sort === 'asc') {
matches.sort((a, b) => a.tradeDate - b.tradeDate);
} else {
matches.sort((a, b) => b.tradeDate - a.tradeDate);
}
return matches.map((trade) => {
const bsqTrade: BisqTrade = {
direction: trade.primaryMarketDirection,
price: trade._tradePriceStr,
amount: trade._tradeAmountStr,
volume: trade._tradeVolumeStr,
payment_method: trade.paymentMethod,
trade_id: trade.offerId,
trade_date: trade.tradeDate,
};
if (market === 'all') {
bsqTrade.market = trade._market;
}
return bsqTrade;
});
}
getVolumes(
market?: string,
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 | 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(
market: string,
interval: Interval = 'auto',
timestamp_from?: number,
timestamp_to?: number,
milliseconds?: boolean,
): HighLowOpenClose[] {
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 = this.getTradesSummarized(trades, timestamp_from, interval);
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 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 = {};
for (const trade of trades) {
const traded_at = trade.tradeDate / 1000;
const interval_start = !interval ? timestamp_from : this.intervalStart(traded_at, interval);
if (!intervals[interval_start]) {
intervals[interval_start] = {
'open': 0,
'close': 0,
'high': 0,
'low': 0,
'avg': 0,
'volume_right': 0,
'volume_left': 0,
};
intervals_prices[interval_start] = [];
}
const period = intervals[interval_start];
const price = trade._tradePrice;
if (!intervals_prices[interval_start]['leftvol']) {
intervals_prices[interval_start]['leftvol'] = [];
}
if (!intervals_prices[interval_start]['rightvol']) {
intervals_prices[interval_start]['rightvol'] = [];
}
intervals_prices[interval_start]['leftvol'].push(trade._tradeAmount);
intervals_prices[interval_start]['rightvol'].push(trade._tradeVolume);
if (price) {
const plow = period['low'];
period['period_start'] = interval_start;
period['open'] = period['open'] || price;
period['close'] = price;
period['high'] = price > period['high'] ? price : period['high'];
period['low'] = (plow && price > plow) ? period['low'] : price;
period['avg'] = intervals_prices[interval_start]['rightvol'].reduce((p: number, c: number) => c + p, 0)
/ intervals_prices[interval_start]['leftvol'].reduce((c: number, p: number) => c + p, 0) * 100000000;
period['volume_left'] += trade._tradeAmount;
period['volume_right'] += trade._tradeVolume;
}
}
return intervals;
}
private getTradesByCriteria(
market: string | undefined,
timestamp_to: number,
timestamp_from: number,
trade_id_to: string | undefined,
trade_id_from: string | undefined,
direction: 'buy' | 'sell' | undefined,
sort: string, limit: number,
integerAmounts: boolean = true,
): TradesData[] {
let trade_id_from_ts: number | null = null;
let trade_id_to_ts: number | null = null;
const allCurrencies = this.getCurrencies();
const timestampFromMilli = timestamp_from * 1000;
const timestampToMilli = timestamp_to * 1000;
// 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 (timestampFromMilli && timestampFromMilli > trade.tradeDate) {
continue;
}
if (timestampToMilli && timestampToMilli < 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]];
if (!currencyLeft || !currencyRight) {
continue;
}
const tradePrice = trade.primaryMarketTradePrice * Math.pow(10, 8 - currencyRight.precision);
const tradeAmount = trade.primaryMarketTradeAmount * Math.pow(10, 8 - currencyLeft.precision);
const tradeVolume = trade.primaryMarketTradeVolume * Math.pow(10, 8 - currencyRight.precision);
if (integerAmounts) {
trade._tradePrice = tradePrice;
trade._tradeAmount = tradeAmount;
trade._tradeVolume = tradeVolume;
trade._offerAmount = trade.offerAmount;
} else {
trade._tradePriceStr = this.intToBtc(tradePrice);
trade._tradeAmountStr = this.intToBtc(tradeAmount);
trade._tradeVolumeStr = this.intToBtc(tradeVolume);
trade._offerAmountStr = 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;
}
private intervalStart(ts: number, interval: string): number {
switch (interval) {
case 'minute':
return (ts - (ts % 60));
case '10_minute':
return (ts - (ts % 600));
case 'half_hour':
return (ts - (ts % 1800));
case 'hour':
return (ts - (ts % 3600));
case 'half_day':
return (ts - (ts % (3600 * 12)));
case 'day':
return datetime.strtotime('midnight today', ts);
case 'week':
return datetime.strtotime('midnight sunday last week', ts);
case 'month':
return datetime.strtotime('midnight first day of this month', ts);
case 'year':
return datetime.strtotime('midnight first day of january', ts);
default:
throw new Error('Unsupported interval: ' + interval);
}
}
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();

90
backend/src/api/bisq/markets.ts Normal file
View File

@ -0,0 +1,90 @@
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.BISQ_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.startBisqDirectoryWatcher();
}
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 startBisqDirectoryWatcher() {
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.startBisqDirectoryWatcher(), 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();

20
backend/src/index.ts
View File

@ -15,7 +15,8 @@ import diskCache from './api/disk-cache';
import statistics from './api/statistics';
import websocketHandler from './api/websocket-handler';
import fiatConversion from './api/fiat-conversion';
import bisq from './api/bisq';
import bisq from './api/bisq/bisq';
import bisqMarkets from './api/bisq/markets';
class Server {
wss: WebSocket.Server;
@ -61,6 +62,10 @@ class Server {
bisq.setPriceCallbackFunction((price) => websocketHandler.setExtraInitProperties('bsq-price', price));
}
if (config.BISQ_MARKET_ENABLED) {
bisqMarkets.startBisqService();
}
this.server.listen(config.HTTP_PORT, () => {
console.log(`Server started on port ${config.HTTP_PORT}`);
});
@ -107,6 +112,19 @@ class Server {
.get(config.API_ENDPOINT + 'bisq/txs/:index/:length', routes.getBisqTransactions)
;
}
if (config.BISQ_MARKET_ENABLED) {
this.app
.get(config.API_ENDPOINT + 'bisq/markets/currencies', routes.getBisqMarketCurrencies.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/depth', routes.getBisqMarketDepth.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/hloc', routes.getBisqMarketHloc.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/markets', routes.getBisqMarketMarkets.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/offers', routes.getBisqMarketOffers.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/ticker', routes.getBisqMarketTicker.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/trades', routes.getBisqMarketTrades.bind(routes))
.get(config.API_ENDPOINT + 'bisq/markets/volumes', routes.getBisqMarketVolumes.bind(routes))
;
}
}
}

93
backend/src/interfaces.ts
View File

@ -231,94 +231,9 @@ export interface VbytesPerSecond {
vSize: number;
}
export interface BisqBlocks {
chainHeight: number;
blocks: BisqBlock[];
}
export interface RequiredSpec { [name: string]: RequiredParams; }
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;
interface RequiredParams {
required: boolean;
types: ('@string' | '@number' | '@boolean' | string)[];
}

268
backend/src/routes.ts
View File

@ -5,7 +5,10 @@ import feeApi from './api/fee-api';
import backendInfo from './api/backend-info';
import mempoolBlocks from './api/mempool-blocks';
import mempool from './api/mempool';
import bisq from './api/bisq';
import bisq from './api/bisq/bisq';
import bisqMarket from './api/bisq/markets-api';
import { RequiredSpec } from './interfaces';
import { MarketsApiError } from './api/bisq/interfaces';
class Routes {
private cache = {};
@ -161,6 +164,269 @@ class Routes {
res.status(404).send('Bisq address not found');
}
}
public getBisqMarketCurrencies(req: Request, res: Response) {
const constraints: RequiredSpec = {
'type': {
required: false,
types: ['crypto', 'fiat', 'all']
},
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getCurrencies(p.type);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketCurrencies error'));
}
}
public getBisqMarketDepth(req: Request, res: Response) {
const constraints: RequiredSpec = {
'market': {
required: true,
types: ['@string']
},
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getDepth(p.market);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketDepth error'));
}
}
public getBisqMarketMarkets(req: Request, res: Response) {
const result = bisqMarket.getMarkets();
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketMarkets error'));
}
}
public getBisqMarketTrades(req: Request, res: Response) {
const constraints: RequiredSpec = {
'market': {
required: true,
types: ['@string']
},
'timestamp_from': {
required: false,
types: ['@number']
},
'timestamp_to': {
required: false,
types: ['@number']
},
'trade_id_to': {
required: false,
types: ['@string']
},
'trade_id_from': {
required: false,
types: ['@string']
},
'direction': {
required: false,
types: ['buy', 'sell']
},
'limit': {
required: false,
types: ['@number']
},
'sort': {
required: false,
types: ['asc', 'desc']
}
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getTrades(p.market, p.timestamp_from,
p.timestamp_to, p.trade_id_from, p.trade_id_to, p.direction, p.limit, p.sort);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketTrades error'));
}
}
public getBisqMarketOffers(req: Request, res: Response) {
const constraints: RequiredSpec = {
'market': {
required: true,
types: ['@string']
},
'direction': {
required: false,
types: ['buy', 'sell']
},
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getOffers(p.market, p.direction);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketOffers error'));
}
}
public getBisqMarketVolumes(req: Request, res: Response) {
const constraints: RequiredSpec = {
'market': {
required: false,
types: ['@string']
},
'interval': {
required: false,
types: ['minute', 'half_hour', 'hour', 'half_day', 'day', 'week', 'month', 'year', 'auto']
},
'timestamp_from': {
required: false,
types: ['@number']
},
'timestamp_to': {
required: false,
types: ['@number']
},
'milliseconds': {
required: false,
types: ['@boolean']
},
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getVolumes(p.market, p.timestamp_from, p.timestamp_to, p.interval, p.milliseconds);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketVolumes error'));
}
}
public getBisqMarketHloc(req: Request, res: Response) {
const constraints: RequiredSpec = {
'market': {
required: true,
types: ['@string']
},
'interval': {
required: false,
types: ['minute', 'half_hour', 'hour', 'half_day', 'day', 'week', 'month', 'year', 'auto']
},
'timestamp_from': {
required: false,
types: ['@number']
},
'timestamp_to': {
required: false,
types: ['@number']
},
'milliseconds': {
required: false,
types: ['@boolean']
},
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getHloc(p.market, p.interval, p.timestamp_from, p.timestamp_to, p.milliseconds);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketHloc error'));
}
}
public getBisqMarketTicker(req: Request, res: Response) {
const constraints: RequiredSpec = {
'market': {
required: false,
types: ['@string']
},
};
const p = this.parseRequestParameters(req, constraints);
if (p.error) {
res.status(400).json(this.getBisqMarketErrorResponse(p.error));
return;
}
const result = bisqMarket.getTicker(p.market);
if (result) {
res.json(result);
} else {
res.status(500).json(this.getBisqMarketErrorResponse('getBisqMarketTicker error'));
}
}
private parseRequestParameters(req: Request, params: RequiredSpec): { [name: string]: any; } {
const final = {};
for (const i in params) {
if (params.hasOwnProperty(i)) {
if (params[i].required && !req.query[i]) {
return { error: i + ' parameter missing'};
}
if (typeof req.query[i] === 'string') {
const str = (req.query[i] || '').toString().toLowerCase();
if (params[i].types.indexOf('@number') > -1) {
const number = parseInt((str).toString(), 10);
final[i] = number;
} else if (params[i].types.indexOf('@string') > -1) {
final[i] = str;
} else if (params[i].types.indexOf('@boolean') > -1) {
final[i] = str === 'true' || str === 'yes';
} else if (params[i].types.indexOf(str) > -1) {
final[i] = str;
} else {
return { error: i + ' parameter invalid'};
}
}
}
}
return final;
}
private getBisqMarketErrorResponse(message: string): MarketsApiError {
return {
'success': 0,
'error': message
};
}
}
export default new Routes();

2
production/mempool-config.bisq.json
View File

@ -14,7 +14,7 @@
"TX_PER_SECOND_SPAN_SECONDS": 150,
"ELECTRS_API_URL": "http://[::1]:3000",
"BISQ_ENABLED": true,
"BSQ_BLOCKS_DATA_PATH": "/bisq/data",
"BISQ_BLOCKS_DATA_PATH": "/bisq/data",
"SSL": false,
"SSL_CERT_FILE_PATH": "/etc/letsencrypt/live/mysite/fullchain.pem",
"SSL_KEY_FILE_PATH": "/etc/letsencrypt/live/mysite/privkey.pem"