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Текущая директория: /usr/lib/node_modules/bitgo-express/node_modules/ripple-lib/dist/npm/ledger

Просмотр файла: orderbook.js

'use strict'; // eslint-disable-line strict

var _ = require('lodash');
var utils = require('./utils');
var validate = utils.common.validate;

var parseOrderbookOrder = require('./parse/orderbook-order');


// account is to specify a "perspective", which affects which unfunded offers
// are returned
function getBookOffers(connection, account, ledgerVersion, limit, takerGets, takerPays) {
  return connection.request(utils.renameCounterpartyToIssuerInOrder({
    command: 'book_offers',
    taker_gets: takerGets,
    taker_pays: takerPays,
    ledger_index: ledgerVersion || 'validated',
    limit: limit,
    taker: account
  })).then(function (data) {
    return data.offers;
  });
}

function isSameIssue(a, b) {
  return a.currency === b.currency && a.counterparty === b.counterparty;
}

function directionFilter(direction, order) {
  return order.specification.direction === direction;
}

function flipOrder(order) {
  var specification = order.specification;
  var flippedSpecification = {
    quantity: specification.totalPrice,
    totalPrice: specification.quantity,
    direction: specification.direction === 'buy' ? 'sell' : 'buy'
  };
  var newSpecification = _.merge({}, specification, flippedSpecification);
  return _.merge({}, order, { specification: newSpecification });
}

function alignOrder(base, order) {
  var quantity = order.specification.quantity;
  return isSameIssue(quantity, base) ? order : flipOrder(order);
}

function formatBidsAndAsks(orderbook, offers) {
  // the "base" currency is the currency that you are buying or selling
  // the "counter" is the currency that the "base" is priced in
  // a "bid"/"ask" is an order to buy/sell the base, respectively
  // for bids: takerGets = totalPrice = counter, takerPays = quantity = base
  // for asks: takerGets = quantity = base, takerPays = totalPrice = counter
  // quality = takerPays / takerGets; price = totalPrice / quantity
  // for bids: lowest quality => lowest quantity/totalPrice => highest price
  // for asks: lowest quality => lowest totalPrice/quantity => lowest price
  // for both bids and asks, lowest quality is closest to mid-market
  // we sort the orders so that earlier orders are closer to mid-market
  var orders = _.sortBy(offers, 'quality').map(parseOrderbookOrder);
  var alignedOrders = orders.map(_.partial(alignOrder, orderbook.base));
  var bids = alignedOrders.filter(_.partial(directionFilter, 'buy'));
  var asks = alignedOrders.filter(_.partial(directionFilter, 'sell'));
  return { bids: bids, asks: asks };
}

function getOrderbook(address, orderbook) {
  var options = arguments.length > 2 && arguments[2] !== undefined ? arguments[2] : {};

  validate.getOrderbook({ address: address, orderbook: orderbook, options: options });

  var getter = _.partial(getBookOffers, this.connection, address, options.ledgerVersion, options.limit);
  var getOffers = _.partial(getter, orderbook.base, orderbook.counter);
  var getReverseOffers = _.partial(getter, orderbook.counter, orderbook.base);
  return Promise.all([getOffers(), getReverseOffers()]).then(function (data) {
    return formatBidsAndAsks(orderbook, _.flatten(data));
  });
}

module.exports = getOrderbook;

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