exports.newExchangeAPI = function newExchangeAPI(logger, authToken) { /* This module allows trading bots to connect to the exchange and do trading operations on it. So far it can only work with Poloniex. */ const _ = require('lodash') const isValidOrder = require('./exchangeUtils').isValidOrder const axios = require('axios') let MODULE_NAME = "Exchange API"; let thisObject = { initialize: initialize, getTicker: getTicker, getOpenPositions: getOpenPositions, getExecutedTrades: getExecutedTrades, putPosition: putPosition, movePosition: movePosition, getPublicTradeHistory: getPublicTradeHistory, getExchangeProperties: getExchangeProperties, getMaxDecimalPositions: getMaxDecimalPositions }; let apiClient; return thisObject; async function initialize(callBackFunction) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); } let botExchange = 'Poloniex'; let exchange = botExchange.toLowerCase() + 'Client.js'; let api = require('./wrappers/' + exchange); let accessToken let keyId let cloneId if (global.CURRENT_EXECUTION_AT === "Cloud") { keyId = process.env.KEY_ID cloneId = process.env.CLONE_ID let auth = require('../utils/auth') let authTokenCloud = await auth.authenticate() accessToken = 'Bearer ' + authTokenCloud } else if (global.CURRENT_EXECUTION_AT === "Browser") { accessToken = 'Bearer ' + authToken } let keyVaultAPI = createKeyVaultAPIClient(accessToken, keyId, cloneId) apiClient = api.newAPIClient(keyVaultAPI, logger); callBackFunction(global.DEFAULT_OK_RESPONSE); } catch (err) { logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } function createKeyVaultAPIClient(accessToken, keyId, cloneId) { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createKeyVaultAPIClient -> Entering function."); } const keyVaultAPI = {} keyVaultAPI.signTransaction = function (transaction, next) { axios({ url: global.GATEWAY_ENDPOINT, method: 'post', data: { query: ` mutation keyVault_SignTransaction($transaction: String!, $keyId: String, $cloneId: String){ keyVault_SignTransaction(transaction: $transaction, keyId: $keyId, cloneId: $cloneId){ key, signature, date } } `, variables: { transaction: transaction, keyId: keyId, cloneId: cloneId } }, headers: { authorization: accessToken } }).then(res => { if (res.errors) { next(undefined, 'Error from graphql: ' + res.errors); } else { let signature = { Key: res.data.data.keyVault_SignTransaction.key, Sign: res.data.data.keyVault_SignTransaction.signature } next(signature) } }).catch(error => { next(undefined, 'Error signing the message on the key vault: ' + error.message); }); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createKeyVaultAPIClient -> Returning graphql client."); } return keyVaultAPI; } /* * Position Object = { * id, String * type, String * rate, Number * amountA, Number * amountB, Number * fee, Number * datetime Date * }; */ function truncDecimals(pFloatValue) { let decimals = getMaxDecimalPositions(); return parseFloat(parseFloat(pFloatValue).toFixed(decimals)); } /* * Return number of decimals for the current market */ function getMaxDecimalPositions() { return getMarketConfig().maxDecimals; } /* * Return number of decimals for the current market */ function getMarketConfig() { return _.find(getExchangeProperties().markets, (p) => { return _.first(p.pair) === global.MARKET.assetA.toUpperCase() && _.last(p.pair) === global.MARKET.assetB.toUpperCase(); }); } /* * Return number of decimals for the current market */ function getExchangeProperties() { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExchangeProperties -> Entering function."); } return apiClient.getExchangeProperties(); } catch (err) { logger.write(MODULE_NAME, "[ERROR] getExchangeProperties -> err = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } /* * Returns the price for a given pair of assets. * The object returned is an array of trades: * ticker = { * bid, Number * ask, Number * last Number * }; */ function getTicker(pMarket, callBack) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getTicker -> Entering function."); } apiClient.getTicker(pMarket, callBack); } catch (err) { logger.write(MODULE_NAME, "[ERROR] getTicker -> err = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } /* * Returns the open positions ath the exchange for a given market and user account. * The object returned is an array of positions * */ function getOpenPositions(pMarket, callBack) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> Entering function."); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> pMarket = " + JSON.stringify(pMarket)); } apiClient.getOpenPositions(pMarket, callBack); } catch (err) { logger.write(MODULE_NAME, "[ERROR] getOpenPositions -> Error = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } /* * Returns the trades for a given order number. * The object returned is an array of positions */ function getExecutedTrades(pPositionId, callBack) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> Entering function."); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> pPositionId = " + pPositionId); } apiClient.getExecutedTrades(pPositionId, callBack); } catch (err) { logger.write(MODULE_NAME, "[ERROR] getExecutedTrades -> Error = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } /* * Creates a new buy or sell order. * The orderNumber is returned. String */ function putPosition(pMarket, pType, pRate, pAmountA, pAmountB, callBack) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Entering function."); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pMarket = " + JSON.stringify(pMarket)); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pType = " + pType); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pRate = " + truncDecimals(pRate)); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountA = " + truncDecimals(pAmountA)); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountB = " + truncDecimals(pAmountB)); } let check = isValidOrder({ market: getMarketConfig(), api: apiClient, amount: truncDecimals(pAmountB), price: truncDecimals(pRate) }); if (check.valid) { if (pType === "buy") { apiClient.buy(pMarket.assetA, pMarket.assetB, truncDecimals(pRate), truncDecimals(pAmountB), callBack); return; } if (pType === "sell") { apiClient.sell(pMarket.assetA, pMarket.assetB, truncDecimals(pRate), truncDecimals(pAmountB), callBack); return; } logger.write(MODULE_NAME, "[ERROR] putPosition -> pType must be either 'buy' or 'sell'."); callBack(global.DEFAULT_FAIL_RESPONSE); } else { logger.write(MODULE_NAME, "[ERROR] putPosition -> The order is invalid: " + check.reason); callBack(global.DEFAULT_FAIL_RESPONSE); } } catch (err) { logger.write(MODULE_NAME, "[ERROR] putPosition -> err = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } /* * Move an existing position to the new rate. * The new orderNumber is returned. */ function movePosition(pPosition, pNewRate, pNewAmountB, callBack) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> Entering function."); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); } if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pNewRate = " + truncDecimals(pNewRate)); } apiClient.movePosition(pPosition, truncDecimals(pNewRate), truncDecimals(pNewAmountB), callBack); } catch (err) { logger.write(MODULE_NAME, "[ERROR] movePosition -> err = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } /* * Returns all the trade history from the Exchange since startTime to endTime orderd by tradeId. * It's possible that the exchange doesn't support this method. * The object returned is an array of trades: * trade = { * tradeID, String * globalTradeID, String * type, String * rate, Number * amountA, Number * amountB, Number * date Date * }; */ function getPublicTradeHistory(assetA, assetB, startTime, endTime, callBack) { try { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getTradeHistory -> Entering function."); } apiClient.getPublicTradeHistory(assetA, assetB, startTime, endTime, callBack); } catch (err) { logger.write(MODULE_NAME, "[ERROR] getTradeHistory -> err = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } } };