tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
47 lines (46 loc) • 2.93 kB
JavaScript
;
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
Object.defineProperty(exports, "__esModule", { value: true });
const FXRateCalculator_1 = require("../FXRateCalculator");
const Logger_1 = require("../../utils/Logger");
/**
* A simple FX rate calculator that uses a single FXProvider and return the current exchange rate from it directly.
* If the pair is unavailable, or some other error occurs, the calculator returns null for that pair
*/
class SimpleRateCalculator extends FXRateCalculator_1.FXRateCalculator {
constructor(provider, logger) {
super();
this.provider = provider;
this.logger = logger || Logger_1.ConsoleLoggerFactory();
}
calculateRatesFor(pairs) {
const promises = pairs.map((pair) => {
return this.provider.fetchCurrentRate(pair)
.catch((err) => {
this.logger.log('warn', err.message, err.details || null);
return Promise.resolve({
from: pair.from,
to: pair.to,
rate: null,
change: null,
time: new Date()
});
});
});
// Wait for all promises to resolve before sending results back
return Promise.all(promises);
}
}
exports.default = SimpleRateCalculator;