Add CoinMarketCap, Coinbase & Coinbase Pro

.github/workflows/publish-reload.yml

@@ -3,7 +3,7 @@ name: Publish & reload atomicagent
 on:
   create:
     tags:
-      - v*
+      - 'v*'
 
 jobs:
   publish:

package.json

@@ -38,6 +38,7 @@
     "agendash": "^1.0.0",
     "axios": "^0.19.2",
     "bignumber.js": "^9.0.0",
+    "bluebird": "^3.7.2",
     "body-parser": "^1.19.0",
     "commander": "^2.20.3",
     "compression": "^1.7.4",

sample.config.toml

@@ -10,6 +10,26 @@ maxJobRetry = 5
 jobRetryDelay = "5 seconds"
 # jobReporter = "/Users/user/slack.js"
 
+[rate]
+  updateInterval = "5 minutes"
+
+  [rate.pairs.BTC-ETH]
+  provider = "coinbase-pro"
+  type = "pair"
+  flip = true
+
+  [rate.pairs.ETH-BTC]
+  provider = "coinbase-pro"
+  type = "pair"
+
+  [rate.pairs.DAI-BTC]
+  provider = "coinmarketcap"
+  type = "pair"
+
+[rateProvider]
+  [rateProvider.coinmarketcap]
+  apiKey = ""
+
 [assets]
   [assets.BTC]
   network = "bitcoin_regtest"

src/worker/index.js

@@ -66,7 +66,7 @@ module.exports.start = async () => {
   })
 
   await agenda.start()
-  await agenda.every('5 minutes', 'update-market-data')
+  await agenda.every(config.rate.updateInterval, 'update-market-data')
 }
 
 module.exports.stop = () => {

src/worker/jobs/update-market-data.js

@@ -1,34 +1,50 @@
-const axios = require('axios')
+const Sentry = require('@sentry/node')
+const Bluebird = require('bluebird')
 const BN = require('bignumber.js')
-const Market = require('../../models/Market')
 const debug = require('debug')('liquality:agent:worker')
 
+const Market = require('../../models/Market')
+const config = require('../../config')
+const rateProviders = require('../rate')
+
 module.exports = agenda => async job => {
   debug('Updating market data')
 
   const markets = await Market.find({ status: 'ACTIVE' }).exec()
-  const currencies = Array.from(new Set([].concat(...markets.map(market => [market.from, market.to]))))
-  const MAP = {}
 
-  await Promise.all(currencies.map(currency => {
-    return axios(`https://api.coinbase.com/v2/prices/${currency}-USD/spot`)
-      .then(res => {
-        MAP[currency] = res.data.data.amount
-      })
-  }))
+  await Bluebird.map(markets, async market => {
+    const pair = `${market.from}-${market.to}`
+
+    try {
+      const pairConfig = config.rate.pairs[pair]
+      const { provider, type, base, flip } = pairConfig
+      let { from, to } = market
 
-  await Promise.all(markets.map(market => {
-    const from = BN(MAP[market.from])
-    const to = BN(MAP[market.to])
+      if (flip) {
+        from = market.to
+        to = market.from
+      }
 
-    let rate = from.div(to) // Market rate
-    rate = rate.times(BN(1).minus(BN(market.spread))) // Remove spread
-    rate = rate.dp(8)
+      const providerFn = rateProviders[provider][type]
 
-    market.rate = rate
+      let rate = await providerFn(from, to, base)
 
-    debug(`${market.from}_${market.to}`, market.rate)
+      if (flip) {
+        rate = BN(1).div(rate)
+      }
+
+      market.rate = BN(rate).times(BN(1).minus(BN(market.spread))).dp(8).toNumber()
+
+      debug(pair, market.rate)
+
+      return market.save()
+    } catch (e) {
+      Sentry.withScope(scope => {
+        scope.setTag('pair', pair)
+        Sentry.captureException(e)
+      })
 
-    return market.save()
-  }))
+      debug(e)
+    }
+  }, { concurrency: 1 })
 }

src/worker/rate/coinbase-pro.js

@@ -0,0 +1,21 @@
+const axios = require('axios')
+const Bluebird = require('bluebird')
+const BN = require('bignumber.js')
+
+module.exports.pair = async (from, to) => {
+  const { data } = await axios(`https://api.pro.coinbase.com/products/${from}-${to}/ticker`)
+
+  return BN(data.price)
+}
+
+module.exports.convert = async (from, to, base) => {
+  const MAP = {}
+
+  await Bluebird.map([from, to], async currency => {
+    const { data } = await axios(`https://api.coinbase.com/v2/prices/${currency}-${base}/spot`)
+
+    MAP[currency] = BN(data.data.amount)
+  }, { concurrency: 1 })
+
+  return MAP[from].div(MAP[to])
+}

src/worker/rate/coinbase.js

@@ -0,0 +1,21 @@
+const axios = require('axios')
+const Bluebird = require('bluebird')
+const BN = require('bignumber.js')
+
+module.exports.pair = async (from, to) => {
+  const { data } = await axios(`https://api.coinbase.com/v2/prices/${from}-${to}/spot`)
+
+  return BN(data.data.amount)
+}
+
+module.exports.convert = async (from, to, base) => {
+  const MAP = {}
+
+  await Bluebird.map([from, to], async currency => {
+    const { data } = await axios(`https://api.coinbase.com/v2/prices/${currency}-${base}/spot`)
+
+    MAP[currency] = BN(data.data.amount)
+  }, { concurrency: 1 })
+
+  return MAP[from].div(MAP[to])
+}

src/worker/rate/coinmarketcap.js

@@ -0,0 +1,24 @@
+const _ = require('lodash')
+const axios = require('axios')
+const BN = require('bignumber.js')
+
+const config = require('../../config')
+
+module.exports.pair = async (from, to) => {
+  const apiKey = _.get(config, 'rateProvider.coinmarketcap.apiKey')
+  if (!apiKey) throw new Error('Coinmarketcap requires rateProvider.coinmarketcap.apiKey')
+
+  const { data } = await axios({
+    url: `https://pro-api.coinmarketcap.com/v1/tools/price-conversion`,
+    params: {
+      amount: 1,
+      symbol: from,
+      convert: to
+    },
+    headers: {
+      'X-CMC_PRO_API_KEY': apiKey
+    }
+  })
+
+  return BN(data.data.quote[to].price).dp(8)
+}

src/worker/rate/index.js

@@ -0,0 +1,5 @@
+module.exports = {
+  'coinbase-pro': require('./coinbase-pro'),
+  coinbase: require('./coinbase'),
+  coinmarketcap: require('./coinmarketcap')
+}