first commit

exchange/exchangeUtils.js

@@ -0,0 +1,154 @@
+// generic low level reusuable utils for interacting with exchanges.
+
+const retry = require('retry');
+const errors = require('./exchangeErrors');
+const _ = require('lodash');
+
+const retryInstance = (options, checkFn, callback, e) => {
+  if(!options) {
+    options = {
+      retries: 100,
+      factor: 1.2,
+      minTimeout: 1 * 1000,
+      maxTimeout: 4 * 1000
+    };
+  }
+
+  let attempt = 0;
+
+  const operation = retry.operation(options);
+  operation.attempt(function(currentAttempt) {
+    checkFn((err, result) => {
+
+      if(!err) {
+        return callback(undefined, result);
+      }
+
+      console.log(new Date, err.message);
+
+      let maxAttempts = err.retry;
+      if(maxAttempts === true)
+        maxAttempts = 10;
+
+      if(err.retry && attempt++ < maxAttempts) {
+        return operation.retry(err);
+      }
+
+      if(err.notFatal) {
+        if(err.backoffDelay) {
+          return setTimeout(() => operation.retry(err), err.backoffDelay);
+        }
+
+        return operation.retry(err);
+      }
+
+      callback(err, result);
+    });
+  });
+}
+
+// es6 bind all: https://github.com/posrix/es6-class-bind-all/blob/master/lib/es6ClassBindAll.js
+const allMethods = targetClass => {
+  const propertys = Object.getOwnPropertyNames(Object.getPrototypeOf(targetClass))
+  propertys.splice(propertys.indexOf('constructor'), 1)
+  return propertys
+}
+
+const bindAll = (targetClass, methodNames = []) => {
+  for (const name of !methodNames.length ? allMethods(targetClass) : methodNames) {
+    targetClass[name] = targetClass[name].bind(targetClass)
+  }
+}
+
+const isValidOrder = ({api, market, amount, price}) => {
+  let reason = false;
+
+  // Check amount
+  if(amount < market.minimalOrder.amount) {
+    reason = 'Amount is too small';
+  }
+
+  // Some exchanges have restrictions on prices
+  if(
+    _.isFunction(api.isValidPrice) &&
+    !api.isValidPrice(price)
+  ) {
+    reason = 'Price is not valid';
+  }
+
+  if(
+    _.isFunction(api.isValidLot) &&
+    !api.isValidLot(price, amount)
+  ) {
+    reason = 'Lot size is too small';
+  }
+
+  return {
+    reason,
+    valid: !reason
+  }
+}
+
+
+// https://gist.github.com/jiggzson/b5f489af9ad931e3d186
+const scientificToDecimal = num => {
+  if(/\d+\.?\d*e[\+\-]*\d+/i.test(num)) {
+    const zero = '0';
+    const parts = String(num).toLowerCase().split('e'); // split into coeff and exponent
+    const e = parts.pop(); // store the exponential part
+    const l = Math.abs(e); // get the number of zeros
+    const sign = e/l;
+    const coeff_array = parts[0].split('.');
+    if(sign === -1) {
+      num = zero + '.' + new Array(l).join(zero) + coeff_array.join('');
+    } else {
+      const dec = coeff_array[1];
+      if(dec) {
+        l = l - dec.length;
+      }
+      num = coeff_array.join('') + new Array(l+1).join(zero);
+    }
+  } else {
+    // make sure we always cast to string
+    num = num + '';
+  }
+
+  return num;
+}
+
+// TEMP until we have proper scheduling
+const cacheFn = (fn, timeout) => {
+  let nextCall = false;
+  let cache = false;
+  let inflight = false;
+  let callbackQueue = [];
+
+  return next => {
+    if(inflight) {
+      return callbackQueue.push(next);
+    }
+
+    const now = +new Date;
+    if(cache && now >= nextCall) {
+      return next(res.error, res.result);
+    }
+
+    inflight = true;
+    fn((error, result) => {
+      cache = {error, result};
+      nextCall = now + timeout;
+      next(error, result);
+      callbackQueue.forEach(cb => cb(error, result));
+      callbackQueue = [];
+      inflight = false;
+    })
+  }
+}
+
+module.exports = {
+  retry: retryInstance,
+  bindAll,
+  isValidOrder,
+  scientificToDecimal,
+  cacheFn
+}