@nexex/orderbook
Version:
237 lines • 13.5 kB
JavaScript
"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
var common_1 = require("@nestjs/common");
var api_1 = require("@nexex/api");
var orderbook_1 = require("@nexex/types/tpl/orderbook");
var cerialize_1 = require("cerialize");
var global_model_1 = require("../global/global.model");
var types_1 = require("@nexex/types");
var orderbook_2 = require("@nexex/types/orderbook");
var bignumber_js_1 = __importDefault(require("bignumber.js"));
var utils_1 = require("ethers/utils");
var rxjs_1 = require("rxjs");
var operators_1 = require("rxjs/operators");
var events_module_1 = require("../events/events.module");
var logger_1 = __importDefault(require("../logger"));
var order_service_1 = require("../order/order.service");
var bignumber_1 = require("../utils/bignumber");
var OrderTaskHandler = /** @class */ (function () {
function OrderTaskHandler(events$, orderService, config, dex) {
var _this = this;
this.events$ = events$;
this.orderService = orderService;
this.config = config;
this.dex = dex;
events$
.pipe(operators_1.filter(function (event) { return event.type === orderbook_2.ObEventTypes.ORDER_UPDATE_TASK; }))
.subscribe(function (event) { return _this.handle(event.payload); });
}
OrderTaskHandler.prototype.handle = function (order) {
return __awaiter(this, void 0, void 0, function () {
var availableVolume, _a, _b, makerTokenAmount, takerTokenAmount, availableMakerVolume, remainingBaseTokenAmount, remainingQuoteTokenAmount, _c, minOrderBaseVolume, minOrderQuoteVolume, _d, baseToken, quoteToken, _e, lastUpdate, event_1, lastUpdate, event_2, e_1;
return __generator(this, function (_f) {
switch (_f.label) {
case 0:
_f.trys.push([0, 8, , 9]);
_a = bignumber_1.bignumberToBignumber;
return [4 /*yield*/, this.dex.exchange.availableVolume(order.signedOrder)];
case 1:
availableVolume = _a.apply(void 0, [_f.sent()]);
_b = order.signedOrder, makerTokenAmount = _b.makerTokenAmount, takerTokenAmount = _b.takerTokenAmount;
availableMakerVolume = availableVolume
.times(makerTokenAmount)
.div(takerTokenAmount)
.decimalPlaces(0, bignumber_js_1.default.ROUND_DOWN);
remainingBaseTokenAmount = void 0;
remainingQuoteTokenAmount = void 0;
if (order.side === types_1.OrderSide.ASK) {
remainingBaseTokenAmount = availableMakerVolume;
remainingQuoteTokenAmount = availableVolume;
}
else {
remainingBaseTokenAmount = availableVolume;
remainingQuoteTokenAmount = availableMakerVolume;
}
_c = this.config.marketDefault, minOrderBaseVolume = _c.minOrderBaseVolume, minOrderQuoteVolume = _c.minOrderQuoteVolume;
return [4 /*yield*/, this.dex.token.getToken(order.baseTokenAddress)];
case 2:
_e = [
_f.sent()
];
return [4 /*yield*/, this.dex.token.getToken(order.quoteTokenAddress)];
case 3:
_d = _e.concat([
_f.sent()
]), baseToken = _d[0], quoteToken = _d[1];
if (!(remainingBaseTokenAmount.lte(utils_1.parseUnits(String(minOrderBaseVolume), baseToken.decimals).toString()) ||
remainingQuoteTokenAmount.lte(utils_1.parseUnits(String(minOrderQuoteVolume), quoteToken.decimals).toString()))) return [3 /*break*/, 5];
lastUpdate = new Date();
return [4 /*yield*/, this.orderService.updateVolume({
orderHash: order.orderHash,
remainingBaseTokenAmount: remainingBaseTokenAmount,
remainingQuoteTokenAmount: remainingQuoteTokenAmount,
lastUpdate: lastUpdate,
state: types_1.OrderState.UNFUNDED
})];
case 4:
_f.sent();
event_1 = {
type: orderbook_2.ObEventTypes.ORDER_DELIST,
payload: {
marketId: order.baseTokenAddress.toLowerCase() + "-" + order.quoteTokenAddress.toLowerCase(),
orderSide: order.side,
orderHash: order.orderHash
},
source: orderbook_2.EventSource.SELF
};
this.events$.next(event_1);
this.events$.next({
type: orderbook_2.ObEventTypes.PEER_EVENT,
payload: event_1
});
return [3 /*break*/, 7];
case 5:
lastUpdate = new Date();
return [4 /*yield*/, this.orderService.updateVolume({
orderHash: order.orderHash,
remainingBaseTokenAmount: remainingBaseTokenAmount,
remainingQuoteTokenAmount: remainingQuoteTokenAmount,
lastUpdate: lastUpdate
})];
case 6:
_f.sent();
if (!order.remainingBaseTokenAmount.eq(remainingBaseTokenAmount) || !order.remainingQuoteTokenAmount.eq(remainingQuoteTokenAmount)) {
event_2 = {
type: orderbook_2.ObEventTypes.ORDER_BALANCE_UPDATE,
payload: {
marketId: order.baseTokenAddress + "-" + order.quoteTokenAddress,
orderSide: order.side,
baseAmount: remainingBaseTokenAmount.toString(),
quoteAmount: remainingQuoteTokenAmount.toString(),
lastUpdate: lastUpdate,
orderHash: order.orderHash
},
source: orderbook_2.EventSource.SELF
};
this.events$.next(event_2);
this.events$.next({
type: orderbook_2.ObEventTypes.PEER_EVENT,
payload: event_2
});
}
_f.label = 7;
case 7: return [3 /*break*/, 9];
case 8:
e_1 = _f.sent();
logger_1.default.error("failed to fetch availableVolume for incomming order: " + order.orderHash);
logger_1.default.error(e_1.stack);
return [3 /*break*/, 9];
case 9: return [2 /*return*/];
}
});
});
};
OrderTaskHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
order_service_1.OrderService,
global_model_1.ObConfig,
api_1.Dex])
], OrderTaskHandler);
return OrderTaskHandler;
}());
exports.OrderTaskHandler = OrderTaskHandler;
var WsMarketOrderHandler = /** @class */ (function () {
function WsMarketOrderHandler(events$, orderService) {
var _this = this;
this.events$ = events$;
this.orderService = orderService;
events$
.pipe(operators_1.filter(function (event) { return event.type === orderbook_2.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_2.WsRequests.MARKET_ORDER; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsMarketOrderHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var orderHash, order;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
orderHash = event.payload.params[0];
return [4 /*yield*/, this.orderService.findOrder(orderHash)];
case 1:
order = _a.sent();
this.events$.next({
type: orderbook_2.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_2.WsRequests.MARKET_ORDER,
payload: cerialize_1.Serialize(order, orderbook_1.OrderbookOrderTpl),
id: event.payload.id,
}
});
return [2 /*return*/];
}
});
});
};
WsMarketOrderHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
order_service_1.OrderService])
], WsMarketOrderHandler);
return WsMarketOrderHandler;
}());
exports.WsMarketOrderHandler = WsMarketOrderHandler;
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