tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
73 lines (72 loc) • 4.43 kB
JavaScript
"use strict";
/***************************************************************************************************************************
* @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 SimpleRateCalculator_1 = require("../FXService/calculators/SimpleRateCalculator");
const Logger_1 = require("../utils/Logger");
const YahooFXProvider_1 = require("../FXService/providers/YahooFXProvider");
const OpenExchangeProvider_1 = require("../FXService/providers/OpenExchangeProvider");
const FXService_1 = require("../FXService/FXService");
const CoinMarketCapProvider_1 = require("../FXService/providers/CoinMarketCapProvider");
/**
* Create and return a new FXProvider.
* @param provider {string} Allowed values are 'yahoo' and 'openexhangerates'. OpenExchangeRates requires the API key to
* be specifies in the OPENEXCHANGERATE_KEY environment variable.
* @param logger {Logger} An existing logger object.
* @constructor
*/
function FXProviderFactory(provider, logger) {
const baseConfig = {
logger: logger
};
switch (provider.toLowerCase()) {
case 'yahoo':
return new YahooFXProvider_1.default(baseConfig);
case 'openexchangerates':
const config = Object.assign({}, baseConfig, { apiKey: process.env.OPENEXCHANGERATE_KEY });
return new OpenExchangeProvider_1.default(config);
case 'coinmarketcap':
return new CoinMarketCapProvider_1.default(baseConfig);
default:
return new YahooFXProvider_1.default(baseConfig);
}
}
exports.FXProviderFactory = FXProviderFactory;
/**
* Generate an return an FXService provider with sane defaults. If no arguments are specified, Yahoo Finance is used
* as the sole provider using a SimpleRateCalculator instance.
*
* The returned FXService has a default refresh interval of 10 minutes. By default, no currency pairs are set, so a
* recommended pattern is to set them directly after receiving the FXService, i.e.
*
* ```
* const service = SimpleFXServiceFactory().addCurrencyePair({ from: 'USD', to: 'EUR'});
* ```
*
* @param provider {string} Either 'yahoo', 'openexchangerates' or 'coinmarketcap'. For OER, the OPENEXCHANGE_KEY envar must be set
* @param logger {Logger} If not specified a new ConsoleLogger will be created
* @param refreshInterval {number} the period (in ms) to poll the underlying API for new prices
*/
function SimpleFXServiceFactory(provider = 'yahoo', logger, refreshInterval) {
const log = logger || Logger_1.ConsoleLoggerFactory();
const fxProvider = FXProviderFactory(provider, logger);
const calculator = new SimpleRateCalculator_1.default(fxProvider, log);
const config = {
logger: logger,
refreshInterval: refreshInterval || 10 * 60 * 1000,
calculator: calculator
};
return new FXService_1.FXService(config);
}
exports.SimpleFXServiceFactory = SimpleFXServiceFactory;