@nexex/orderbook
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"use strict";
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return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
var common_1 = require("@nestjs/common");
var global_model_1 = require("@nexex/orderbook/global/global.model");
var types_1 = require("@nexex/types");
var orderbook_1 = require("@nexex/types/orderbook");
var orderbook_2 = require("@nexex/types/tpl/orderbook");
var bignumber_js_1 = __importDefault(require("bignumber.js"));
var cerialize_1 = require("cerialize");
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 orderbook_service_1 = require("./orderbook.service");
var ObNewOrderHandler = /** @class */ (function () {
function ObNewOrderHandler(events$, orderbookService, orderService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
this.orderService = orderService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.NEW_ORDER_ONBOARD; }))
.subscribe(function (event) { return _this.handle(event); });
}
ObNewOrderHandler.prototype.handle = function (inputEvent) {
return __awaiter(this, void 0, void 0, function () {
var payload, source, marketId, event_1, e_1;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_a.sent();
payload = inputEvent.payload, source = inputEvent.source;
logger_1.default.debug('observice add order');
return [4 /*yield*/, this.orderService.orderExists(payload)];
case 2:
if (_a.sent()) {
logger_1.default.warn("order already exists " + payload.orderHash);
return [2 /*return*/];
}
_a.label = 3;
case 3:
_a.trys.push([3, 5, , 6]);
marketId = this.orderbookService.addOrder(payload);
event_1 = {
type: types_1.ObEventTypes.NEW_ORDER_ACCEPTED,
payload: {
order: payload,
marketId: marketId
},
source: orderbook_1.EventSource.SELF
};
return [4 /*yield*/, this.orderService.insertOrder(payload)];
case 4:
_a.sent();
this.events$.next(event_1);
this.events$.next({
type: types_1.ObEventTypes.PEER_EVENT,
payload: __assign({}, event_1, { source: orderbook_1.EventSource.PEER })
});
if (source === orderbook_1.EventSource.SELF) {
this.events$.next({
type: types_1.ObEventTypes.IPFS_PUBLISH,
payload: {
marketId: marketId,
order: payload.signedOrder
}
});
}
return [3 /*break*/, 6];
case 5:
e_1 = _a.sent();
logger_1.default.error('failed to add order', payload);
logger_1.default.error(e_1);
return [3 /*break*/, 6];
case 6: return [2 /*return*/];
}
});
});
};
ObNewOrderHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService,
order_service_1.OrderService])
], ObNewOrderHandler);
return ObNewOrderHandler;
}());
exports.ObNewOrderHandler = ObNewOrderHandler;
var NewOrderFromPeerHandler = /** @class */ (function () {
function NewOrderFromPeerHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.NEW_ORDER_ACCEPTED && event.source === orderbook_1.EventSource.PEER; }))
.subscribe(function (event) { return _this.handle(event.payload); });
}
NewOrderFromPeerHandler.prototype.handle = function (payload) {
return __awaiter(this, void 0, void 0, function () {
var order;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_a.sent();
logger_1.default.debug('observice add order');
try {
order = payload.order;
this.orderbookService.addOrder(order);
}
catch (e) {
logger_1.default.error('failed to add order', payload);
logger_1.default.error(e);
}
return [2 /*return*/];
}
});
});
};
NewOrderFromPeerHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], NewOrderFromPeerHandler);
return NewOrderFromPeerHandler;
}());
exports.NewOrderFromPeerHandler = NewOrderFromPeerHandler;
var OrderUpdateHandler = /** @class */ (function () {
function OrderUpdateHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.ORDER_BALANCE_UPDATE; }))
.subscribe(function (event) { return _this.handle(event.payload); });
}
OrderUpdateHandler.prototype.handle = function (payload) {
return __awaiter(this, void 0, void 0, function () {
var marketId, orderHash, orderSide, baseAmount, quoteAmount, lastUpdate;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_a.sent();
try {
marketId = payload.marketId, orderHash = payload.orderHash, orderSide = payload.orderSide, baseAmount = payload.baseAmount, quoteAmount = payload.quoteAmount, lastUpdate = payload.lastUpdate;
this.orderbookService.updateBalance(marketId, orderHash, orderSide, new bignumber_js_1.default(baseAmount), new bignumber_js_1.default(quoteAmount), lastUpdate);
}
catch (e) {
logger_1.default.error('failed to update order', payload);
logger_1.default.error(e);
}
return [2 /*return*/];
}
});
});
};
OrderUpdateHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], OrderUpdateHandler);
return OrderUpdateHandler;
}());
exports.OrderUpdateHandler = OrderUpdateHandler;
var OrderDelistHandler = /** @class */ (function () {
function OrderDelistHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.ORDER_DELIST; }))
.subscribe(function (event) { return _this.handle(event); });
}
OrderDelistHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var _a, marketId, orderHash, orderSide;
return __generator(this, function (_b) {
switch (_b.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_b.sent();
logger_1.default.debug('observice delist order');
try {
_a = event.payload, marketId = _a.marketId, orderHash = _a.orderHash, orderSide = _a.orderSide;
this.orderbookService.delistOrder(marketId, orderHash, orderSide);
}
catch (e) {
logger_1.default.error('failed to remove order');
logger_1.default.error(e);
}
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
payload: event,
to: event.payload.marketId
});
return [2 /*return*/];
}
});
});
};
OrderDelistHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], OrderDelistHandler);
return OrderDelistHandler;
}());
exports.OrderDelistHandler = OrderDelistHandler;
var WsOrderSnapshotHandler = /** @class */ (function () {
function WsOrderSnapshotHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.MARKET_SNAPSHOT; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsOrderSnapshotHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var _a, marketId, limit, snapshot;
return __generator(this, function (_b) {
switch (_b.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_b.sent();
_a = event.payload.params, marketId = _a[0], limit = _a[1];
return [4 /*yield*/, this.orderbookService.getSnapshot(marketId, limit, false)];
case 2:
snapshot = _b.sent();
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_SNAPSHOT,
payload: cerialize_1.Serialize(snapshot, orderbook_2.OrderbookTpl),
id: event.payload.id,
}
});
return [2 /*return*/];
}
});
});
};
WsOrderSnapshotHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], WsOrderSnapshotHandler);
return WsOrderSnapshotHandler;
}());
exports.WsOrderSnapshotHandler = WsOrderSnapshotHandler;
var WsTopOrderHandler = /** @class */ (function () {
function WsTopOrderHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.MARKET_TOP_ORDERS; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsTopOrderHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var _a, marketId, limit, decimals, topOrders;
return __generator(this, function (_b) {
switch (_b.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_b.sent();
_a = event.payload.params, marketId = _a[0], limit = _a[1], decimals = _a[2];
return [4 /*yield*/, this.orderbookService.topOrders(marketId, limit, decimals)];
case 2:
topOrders = _b.sent();
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_TOP_ORDERS,
payload: cerialize_1.Serialize(topOrders, orderbook_2.OrderbookAggregateTpl),
id: event.payload.id,
}
});
return [2 /*return*/];
}
});
});
};
WsTopOrderHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], WsTopOrderHandler);
return WsTopOrderHandler;
}());
exports.WsTopOrderHandler = WsTopOrderHandler;
var WsOrderAgQueryHandler = /** @class */ (function () {
function WsOrderAgQueryHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.MARKET_AG_BY_PRICE; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsOrderAgQueryHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var _a, marketId, side, price, _b, _c, decimalPart, decimals, order;
return __generator(this, function (_d) {
switch (_d.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_d.sent();
_a = event.payload.params, marketId = _a[0], side = _a[1], price = _a[2];
_b = price.split('.'), _c = _b[1], decimalPart = _c === void 0 ? '' : _c;
decimals = decimalPart.length;
return [4 /*yield*/, this.orderbookService.queryOrderAggregateByPrice(marketId, side, price, decimals)];
case 2:
order = _d.sent();
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_AG_BY_PRICE,
payload: cerialize_1.Serialize(order, orderbook_2.OrderAggregateTpl),
id: event.payload.id,
}
});
return [2 /*return*/];
}
});
});
};
WsOrderAgQueryHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], WsOrderAgQueryHandler);
return WsOrderAgQueryHandler;
}());
exports.WsOrderAgQueryHandler = WsOrderAgQueryHandler;
var WsOrderBatchQueryHandler = /** @class */ (function () {
function WsOrderBatchQueryHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.MARKET_ORDER_BATCH; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsOrderBatchQueryHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var _a, marketId, side, orderHashs, orders;
return __generator(this, function (_b) {
switch (_b.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_b.sent();
_a = event.payload.params, marketId = _a[0], side = _a[1], orderHashs = _a[2];
return [4 /*yield*/, this.orderbookService.buildFillUpToTx(marketId, side, orderHashs)];
case 2:
orders = _b.sent();
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_ORDER_BATCH,
payload: orders,
id: event.payload.id,
}
});
return [2 /*return*/];
}
});
});
};
WsOrderBatchQueryHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], WsOrderBatchQueryHandler);
return WsOrderBatchQueryHandler;
}());
exports.WsOrderBatchQueryHandler = WsOrderBatchQueryHandler;
var WsMarketQueryHandler = /** @class */ (function () {
function WsMarketQueryHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.MARKET_QUERY; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsMarketQueryHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var markets;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, this.orderbookService.whenReady()];
case 1:
_a.sent();
return [4 /*yield*/, this.orderbookService.getMarkets()];
case 2:
markets = _a.sent();
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_QUERY,
payload: markets,
id: event.payload.id,
}
});
return [2 /*return*/];
}
});
});
};
WsMarketQueryHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], WsMarketQueryHandler);
return WsMarketQueryHandler;
}());
exports.WsMarketQueryHandler = WsMarketQueryHandler;
var WsMarketConfigHandler = /** @class */ (function () {
function WsMarketConfigHandler(events$, config) {
var _this = this;
this.events$ = events$;
this.config = config;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.MARKET_CONFIG; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsMarketConfigHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var marketId;
return __generator(this, function (_a) {
marketId = event.payload.params[0];
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_ORDER,
payload: this.config.marketDefault,
id: event.payload.id,
}
});
return [2 /*return*/];
});
});
};
WsMarketConfigHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
global_model_1.ObConfig])
], WsMarketConfigHandler);
return WsMarketConfigHandler;
}());
exports.WsMarketConfigHandler = WsMarketConfigHandler;
var WsOrderPlaceHandler = /** @class */ (function () {
function WsOrderPlaceHandler(events$, orderbookService) {
var _this = this;
this.events$ = events$;
this.orderbookService = orderbookService;
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.WS_UPSTREAM_EVENT && event.payload.method === orderbook_1.WsRequests.ORDER_PLACE; }))
.subscribe(function (event) { return _this.handle(event); });
}
WsOrderPlaceHandler.prototype.handle = function (event) {
return __awaiter(this, void 0, void 0, function () {
var order, obOrder, e_2;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
order = event.payload.params[0];
_a.label = 1;
case 1:
_a.trys.push([1, 3, , 4]);
return [4 /*yield*/, this.orderbookService.validateOrder(order)];
case 2:
obOrder = _a.sent();
this.events$.next({
type: types_1.ObEventTypes.NEW_ORDER_ONBOARD,
payload: obOrder,
source: orderbook_1.EventSource.SELF
});
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_ORDER,
payload: { success: true },
id: event.payload.id,
}
});
return [3 /*break*/, 4];
case 3:
e_2 = _a.sent();
this.events$.next({
type: types_1.ObEventTypes.DOWNSTREAM_EVENT,
to: event.from,
payload: {
type: orderbook_1.WsRequests.MARKET_ORDER,
payload: { success: false, error: e_2.message },
id: event.payload.id,
}
});
return [3 /*break*/, 4];
case 4: return [2 /*return*/];
}
});
});
};
WsOrderPlaceHandler = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject(events_module_1.EventsModule.EventSubject)),
__metadata("design:paramtypes", [rxjs_1.Subject,
orderbook_service_1.OrderbookService])
], WsOrderPlaceHandler);
return WsOrderPlaceHandler;
}());
exports.WsOrderPlaceHandler = WsOrderPlaceHandler;
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