Merge pull request #1763 from RafaelTaranto/backport/market-currency-…

…selector

LAM-551 backport: market currency selector

lib/exchange.js

@@ -1,6 +1,10 @@
+const _ = require('lodash/fp')
+const { ALL_CRYPTOS } = require('@lamassu/coins')
+
 const configManager = require('./new-config-manager')
 const ccxt = require('./plugins/exchange/ccxt')
 const mockExchange = require('./plugins/exchange/mock-exchange')
+const accounts = require('./new-admin/config/accounts')
 
 function lookupExchange (settings, cryptoCode) {
   const exchange = configManager.getWalletSettings(cryptoCode, settings.config).exchange
@@ -45,8 +49,26 @@ function active (settings, cryptoCode) {
   return !!lookupExchange(settings, cryptoCode)
 }
 
+function getMarkets () {
+  const filterExchanges = _.filter(it => it.class === 'exchange')
+  const availableExchanges = _.map(it => it.code, filterExchanges(accounts.ACCOUNT_LIST))
+
+  return _.reduce(
+    (acc, value) =>
+    Promise.all([acc, ccxt.getMarkets(value, ALL_CRYPTOS)])
+      .then(([a, markets]) => Promise.resolve({
+        ...a,
+        [value]: markets
+      })),
+    Promise.resolve({}),
+    availableExchanges
+  )
+}
+
 module.exports = {
+  fetchExchange,
   buy,
   sell,
-  active
+  active,
+  getMarkets
 }

lib/new-admin/graphql/resolvers/index.js

@@ -11,6 +11,7 @@ const funding = require('./funding.resolver')
 const log = require('./log.resolver')
 const loyalty = require('./loyalty.resolver')
 const machine = require('./machine.resolver')
+const market = require('./market.resolver')
 const notification = require('./notification.resolver')
 const pairing = require('./pairing.resolver')
 const rates = require('./rates.resolver')
@@ -35,6 +36,7 @@ const resolvers = [
   log,
   loyalty,
   machine,
+  market,
   notification,
   pairing,
   rates,

lib/new-admin/graphql/resolvers/market.resolver.js

@@ -0,0 +1,9 @@
+const exchange = require('../../../exchange')
+
+const resolvers = {
+  Query: {
+    getMarkets: () => exchange.getMarkets()
+  }
+}
+
+module.exports = resolvers

lib/new-admin/graphql/types/index.js

@@ -11,6 +11,7 @@ const funding = require('./funding.type')
 const log = require('./log.type')
 const loyalty = require('./loyalty.type')
 const machine = require('./machine.type')
+const market = require('./market.type')
 const notification = require('./notification.type')
 const pairing = require('./pairing.type')
 const rates = require('./rates.type')
@@ -35,6 +36,7 @@ const types = [
   log,
   loyalty,
   machine,
+  market,
   notification,
   pairing,
   rates,

lib/new-admin/graphql/types/market.type.js

@@ -0,0 +1,9 @@
+const { gql } = require('apollo-server-express')
+
+const typeDef = gql`
+  type Query {
+    getMarkets: JSONObject @auth
+  }
+`
+
+module.exports = typeDef

lib/plugins.js

@@ -475,25 +475,28 @@ function plugins (settings, deviceId) {
 
   function buyAndSell (rec, doBuy, tx) {
     const cryptoCode = rec.cryptoCode
-    const fiatCode = rec.fiatCode
-    const cryptoAtoms = doBuy ? commissionMath.fiatToCrypto(tx, rec, deviceId, settings.config) : rec.cryptoAtoms.negated()
-
-    const market = [fiatCode, cryptoCode].join('')
-
-    if (!exchange.active(settings, cryptoCode)) return
-
-    const direction = doBuy ? 'cashIn' : 'cashOut'
-    const internalTxId = tx ? tx.id : rec.id
-    logger.debug('[%s] Pushing trade: %d', market, cryptoAtoms)
-    if (!tradesQueues[market]) tradesQueues[market] = []
-    tradesQueues[market].push({
-      direction,
-      internalTxId,
-      fiatCode,
-      cryptoAtoms,
-      cryptoCode,
-      timestamp: Date.now()
-    })
+    return exchange.fetchExchange(settings, cryptoCode)
+      .then(_exchange => {
+        const fiatCode = _exchange.account.currencyMarket
+        const cryptoAtoms = doBuy ? commissionMath.fiatToCrypto(tx, rec, deviceId, settings.config) : rec.cryptoAtoms.negated()
+
+        const market = [fiatCode, cryptoCode].join('')
+
+        if (!exchange.active(settings, cryptoCode)) return
+
+        const direction = doBuy ? 'cashIn' : 'cashOut'
+        const internalTxId = tx ? tx.id : rec.id
+        logger.debug('[%s] Pushing trade: %d', market, cryptoAtoms)
+        if (!tradesQueues[market]) tradesQueues[market] = []
+        tradesQueues[market].push({
+          direction,
+          internalTxId,
+          fiatCode,
+          cryptoAtoms,
+          cryptoCode,
+          timestamp: Date.now()
+        })
+      })
   }
 
   function consolidateTrades (cryptoCode, fiatCode) {
@@ -550,19 +553,22 @@ function plugins (settings, deviceId) {
         const deviceIds = devices.map(device => device.deviceId)
         const lists = deviceIds.map(deviceId => {
           const localeConfig = configManager.getLocale(deviceId, settings.config)
-          const fiatCode = localeConfig.fiatCurrency
           const cryptoCodes = localeConfig.cryptoCurrencies
 
-          return cryptoCodes.map(cryptoCode => ({
-            fiatCode,
-            cryptoCode
+          return Promise.all(cryptoCodes.map(cryptoCode => {
+            return exchange.fetchExchange(settings, cryptoCode)
+              .then(exchange => ({
+                fiatCode: exchange.account.currencyMarket,
+                cryptoCode
+              }))
           }))
         })
-
-        const tradesPromises = _.uniq(_.flatten(lists))
-          .map(r => executeTradesForMarket(settings, r.fiatCode, r.cryptoCode))
-
-        return Promise.all(tradesPromises)
+
+        return Promise.all(lists)
+      })
+      .then(lists => {
+        return Promise.all(_.uniq(_.flatten(lists))
+          .map(r => executeTradesForMarket(settings, r.fiatCode, r.cryptoCode)))
       })
       .catch(logger.error)
   }

lib/plugins/common/ccxt.js

@@ -33,11 +33,8 @@ function buildMarket (fiatCode, cryptoCode, serviceName) {
   if (!_.includes(cryptoCode, ALL[serviceName].CRYPTO)) {
     throw new Error('Unsupported crypto: ' + cryptoCode)
   }
-  const fiatSupported = ALL[serviceName].FIAT
-  if (fiatSupported !== 'ALL_CURRENCIES' && !_.includes(fiatCode, fiatSupported)) {
-    logger.info('Building a market for an unsupported fiat. Defaulting to EUR market')
-    return cryptoCode + '/' + 'EUR'
-  }
+
+  if (_.isNil(fiatCode)) throw new Error('Market pair building failed: Missing fiat code')
   return cryptoCode + '/' + fiatCode
 }
 

lib/plugins/exchange/binance.js

@@ -7,7 +7,8 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
 const { BTC, BCH, XMR, ETH, LTC, ZEC, LN } = COINS
 const CRYPTO = [BTC, ETH, LTC, ZEC, BCH, XMR, LN]
 const FIAT = ['USD', 'EUR']
-const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
+const DEFAULT_FIAT_MARKET = 'EUR'
+const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
 
 const loadConfig = (account) => {
   const mapper = {
@@ -17,4 +18,4 @@ const loadConfig = (account) => {
   return { ...mapped, timeout: 3000 }
 }
 
-module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }
+module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }

lib/plugins/exchange/binanceus.js

@@ -7,7 +7,8 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
 const { BTC, BCH, DASH, ETH, LTC, ZEC, USDT, USDT_TRON, LN } = COINS
 const CRYPTO = [BTC, ETH, LTC, DASH, ZEC, BCH, USDT, USDT_TRON, LN]
 const FIAT = ['USD']
-const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
+const DEFAULT_FIAT_MARKET = 'USD'
+const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
 
 const loadConfig = (account) => {
   const mapper = {
@@ -17,4 +18,4 @@ const loadConfig = (account) => {
   return { ...mapped, timeout: 3000 }
 }
 
-module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }
+module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }

lib/plugins/exchange/bitfinex.js

@@ -7,6 +7,7 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
 const { BTC, ETH, LTC, BCH, USDT, LN } = COINS
 const CRYPTO = [BTC, ETH, LTC, BCH, USDT, LN]
 const FIAT = ['USD', 'EUR']
+const DEFAULT_FIAT_MARKET = 'EUR'
 const AMOUNT_PRECISION = 8
 const REQUIRED_CONFIG_FIELDS = ['key', 'secret']
 
@@ -18,4 +19,4 @@ const loadConfig = (account) => {
   return { ...mapped, timeout: 3000 }
 }
 
-module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
+module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, DEFAULT_FIAT_MARKET, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

lib/plugins/exchange/bitstamp.js

@@ -7,8 +7,9 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
 const { BTC, ETH, LTC, BCH, USDT, LN } = COINS
 const CRYPTO = [BTC, ETH, LTC, BCH, USDT, LN]
 const FIAT = ['USD', 'EUR']
+const DEFAULT_FIAT_MARKET = 'EUR'
 const AMOUNT_PRECISION = 8
-const REQUIRED_CONFIG_FIELDS = ['key', 'secret', 'clientId']
+const REQUIRED_CONFIG_FIELDS = ['key', 'secret', 'clientId', 'currencyMarket']
 
 const loadConfig = (account) => {
   const mapper = {
@@ -19,4 +20,4 @@ const loadConfig = (account) => {
   return { ...mapped, timeout: 3000 }
 }
 
-module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
+module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

lib/plugins/exchange/ccxt.js

@@ -1,9 +1,13 @@
 const { utils: coinUtils } = require('@lamassu/coins')
 const _ = require('lodash/fp')
 const ccxt = require('ccxt')
+const mem = require('mem')
 
 const { buildMarket, ALL, isConfigValid } = require('../common/ccxt')
 const { ORDER_TYPES } = require('./consts')
+const logger = require('../../logger')
+const { currencies } = require('../../new-admin/config')
+const T = require('../../time')
 
 const DEFAULT_PRICE_PRECISION = 2
 const DEFAULT_AMOUNT_PRECISION = 8
@@ -18,7 +22,8 @@ function trade (side, account, tradeEntry, exchangeName) {
     const { USER_REF, loadOptions, loadConfig = _.noop, REQUIRED_CONFIG_FIELDS, ORDER_TYPE, AMOUNT_PRECISION } = exchangeConfig
     if (!isConfigValid(account, REQUIRED_CONFIG_FIELDS)) throw Error('Invalid config')
 
-    const symbol = buildMarket(fiatCode, cryptoCode, exchangeName)
+    const selectedFiatMarket = account.currencyMarket
+    const symbol = buildMarket(selectedFiatMarket, cryptoCode, exchangeName)
     const precision = _.defaultTo(DEFAULT_AMOUNT_PRECISION, AMOUNT_PRECISION)
     const amount = coinUtils.toUnit(cryptoAtoms, cryptoCode).toFixed(precision)
     const accountOptions = _.isFunction(loadOptions) ? loadOptions(account) : {}
@@ -50,4 +55,36 @@ function calculatePrice (side, amount, orderBook) {
   throw new Error('Insufficient market depth')
 }
 
-module.exports = { trade }
+function _getMarkets (exchangeName, availableCryptos) {
+  try {
+    const exchange = new ccxt[exchangeName]()
+    const cryptosToQuoteAgainst = ['USDT']
+    const currencyCodes = _.concat(_.map(it => it.code, currencies), cryptosToQuoteAgainst)
+
+    return exchange.fetchMarkets()
+      .then(_.filter(it => (it.type === 'spot' || it.spot)))
+      .then(res =>
+        _.reduce((acc, value) => {
+          if (_.includes(value.base, availableCryptos) && _.includes(value.quote, currencyCodes)) {
+            if (value.quote === value.base) return acc
+
+            if (_.isNil(acc[value.quote])) {
+              return { ...acc, [value.quote]: [value.base] }
+            }
+
+            acc[value.quote].push(value.base)
+          }
+          return acc
+        }, {}, res)
+      )
+  } catch (e) {
+    logger.debug(`No CCXT exchange found for ${exchangeName}`)
+  }
+}
+
+const getMarkets = mem(_getMarkets, {
+  maxAge: T.week,
+  cacheKey: (exchangeName, availableCryptos) => exchangeName
+})
+
+module.exports = { trade, getMarkets }

lib/plugins/exchange/cex.js

@@ -7,7 +7,8 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
 const { BTC, BCH, DASH, ETH, LTC, USDT, TRX, USDT_TRON, LN } = COINS
 const CRYPTO = [BTC, ETH, LTC, DASH, BCH, USDT, TRX, USDT_TRON, LN]
 const FIAT = ['USD', 'EUR']
-const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
+const DEFAULT_FIAT_MARKET = 'EUR'
+const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
 
 const loadConfig = (account) => {
   const mapper = {
@@ -17,4 +18,4 @@ const loadConfig = (account) => {
   return { ...mapped, timeout: 3000 }
 }
 
-module.exports = { loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }
+module.exports = { loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE }

lib/plugins/exchange/itbit.js

@@ -7,8 +7,9 @@ const ORDER_TYPE = ORDER_TYPES.LIMIT
 const { BTC, ETH, USDT, LN } = COINS
 const CRYPTO = [BTC, ETH, USDT, LN]
 const FIAT = ['USD']
+const DEFAULT_FIAT_MARKET = 'USD'
 const AMOUNT_PRECISION = 4
-const REQUIRED_CONFIG_FIELDS = ['clientKey', 'clientSecret', 'userId', 'walletId']
+const REQUIRED_CONFIG_FIELDS = ['clientKey', 'clientSecret', 'userId', 'walletId', 'currencyMarket']
 
 const loadConfig = (account) => {
   const mapper = {
@@ -21,4 +22,4 @@ const loadConfig = (account) => {
 }
 const loadOptions = ({ walletId }) => ({ walletId })
 
-module.exports = { loadOptions, loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
+module.exports = { loadOptions, loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

lib/plugins/exchange/kraken.js

@@ -7,8 +7,9 @@ const ORDER_TYPE = ORDER_TYPES.MARKET
 const { BTC, BCH, DASH, ETH, LTC, ZEC, XMR, USDT, TRX, USDT_TRON, LN } = COINS
 const CRYPTO = [BTC, ETH, LTC, DASH, ZEC, BCH, XMR, USDT, TRX, USDT_TRON, LN]
 const FIAT = ['USD', 'EUR']
+const DEFAULT_FIAT_MARKET = 'EUR'
 const AMOUNT_PRECISION = 6
-const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey']
+const REQUIRED_CONFIG_FIELDS = ['apiKey', 'privateKey', 'currencyMarket']
 const USER_REF = 'userref'
 
 const loadConfig = (account) => {
@@ -26,4 +27,4 @@ const loadConfig = (account) => {
 
 const loadOptions = () => ({ expiretm: '+60' })
 
-module.exports = { USER_REF, loadOptions, loadConfig, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }
+module.exports = { USER_REF, loadOptions, loadConfig, DEFAULT_FIAT_MARKET, REQUIRED_CONFIG_FIELDS, CRYPTO, FIAT, ORDER_TYPE, AMOUNT_PRECISION }

migrations/1732874039534-market-currency.js

@@ -0,0 +1,30 @@
+const _ = require('lodash/fp')
+const { loadLatest, saveAccounts } = require('../lib/new-settings-loader')
+const { ACCOUNT_LIST } = require('../lib/new-admin/config/accounts')
+const { ALL } = require('../lib/plugins/common/ccxt')
+
+exports.up = function (next) {
+  return loadLatest()
+    .then(({ accounts }) => {
+      const allExchanges = _.map(it => it.code)(_.filter(it => it.class === 'exchange', ACCOUNT_LIST))
+      const configuredExchanges = _.intersection(allExchanges, _.keys(accounts))
+
+      const newAccounts = _.reduce(
+        (acc, value) => {
+          if (!_.isNil(accounts[value].currencyMarket)) return acc
+          if (_.includes('EUR', ALL[value].FIAT)) return { ...acc, [value]: { currencyMarket: 'EUR' } }
+          return { ...acc, [value]: { currencyMarket: ALL[value].DEFAULT_FIAT_CURRENCY } }
+        },
+        {},
+        configuredExchanges
+      )
+
+      return saveAccounts(newAccounts)
+    })
+    .then(next)
+    .catch(next)
+}
+
+module.exports.down = function (next) {
+  next()
+}