mirror of
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Fix getOrderbook (#970)
* Fix `getOrderbook` (Fix #766) * Add `formatBidsAndAsks` as a recommended alternative to `getOrderbook` * Add `renameCounterpartyToIssuer`
This commit is contained in:
Elliot Lee
331
docs/index.md
331
docs/index.md
@@ -38,6 +38,9 @@
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- [request](#request)
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- [hasNextPage](#hasnextpage)
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- [requestNextPage](#requestnextpage)
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- [Static Methods](#static-methods)
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- [renameCounterpartyToIssuer](#renamecounterpartytoissuer)
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- [formatBidsAndAsks](#formatbidsandasks)
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- [API Methods](#api-methods)
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- [connect](#connect)
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- [disconnect](#disconnect)
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@@ -950,6 +953,326 @@ return api.request(command, params).then(response => {
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}).catch(console.error);
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```
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# Static Methods
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## renameCounterpartyToIssuer
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`renameCounterpartyToIssuer(issue: {currency: string, counterparty: address}): {currency: string, issuer: address}`
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Returns an object with the `counterparty` field renamed to `issuer`. This is useful because RippleAPI generally uses the name `counterparty` while the rippled API generally uses the name `issuer`.
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This is a static method on the `RippleAPI` class.
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### Parameters
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This method takes one parameter, an object with a `counterparty` field.
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### Return Value
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This method returns a new object similar to the source object, but with `issuer` instead of `counterparty`.
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### Example
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```javascript
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"counter": {
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"currency": "BTC",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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};
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console.log(RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base))
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console.log(RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter))
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```
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```
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{ currency: 'USD', issuer: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' }
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{ currency: 'BTC', issuer: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' }
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```
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## formatBidsAndAsks
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`formatBidsAndAsks(orderbookInfo: {base: Issue, counter: Issue}, offers: BookOffer[]): orderbook`
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Returns formatted bids and asks, which make up an orderbook.
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This is a static method on the `RippleAPI` class.
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### Parameters
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This method takes two parameters.
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1. An `OrderbookInfo` object: `{ base: Issue, counter: Issue }`.
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2. An array of `BookOffer` objects.
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### Return Value
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This method returns an object with two properties: `bids` and `asks`, each of which is an array of bids (buy orders) or asks (sell orders), respectively. (Note: the structures of `bids` and `asks` are identical.)
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Object structure:
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Name | Type | Description
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---- | ---- | -----------
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bids | array | The buy orders in the order book.
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bids[] | object | An order in the order book.
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*bids[].* specification | [order](#order) | An order specification that would create an order equivalent to the current state of this order.
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*bids[].* properties | object | Properties of the order not in the specification.
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*bids[].properties.* maker | [address](#address) | The address of the account that submitted the order.
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*bids[].properties.* sequence | [sequence](#account-sequence-number) | The account sequence number of the transaction that created this order.
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*bids[].properties.* makerExchangeRate | [value](#value) | The exchange rate from the point of view of the account that submitted the order (also known as "quality").
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*bids[].data.* \* | object |
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*bids[].* state | object | *Optional* The state of the order.
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*bids[].state.* fundedAmount | [amount](#amount) | How much of the amount the maker would have to pay that the maker currently holds.
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*bids[].state.* priceOfFundedAmount | [amount](#amount) | How much the `fundedAmount` would convert to through the exchange rate of this order.
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asks | array | The sell orders in the order book.
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asks[] | object | An order in the order book.
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*asks[].* specification | [order](#order) | An order specification that would create an order equivalent to the current state of this order.
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*asks[].* properties | object | Properties of the order not in the specification.
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*asks[].properties.* maker | [address](#address) | The address of the account that submitted the order.
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*asks[].properties.* sequence | [sequence](#account-sequence-number) | The account sequence number of the transaction that created this order.
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*asks[].properties.* makerExchangeRate | [value](#value) | The exchange rate from the point of view of the account that submitted the order (also known as "quality").
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*asks[].data.* \* | object |
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*asks[].* state | object | *Optional* The state of the order.
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*asks[].state.* fundedAmount | [amount](#amount) | How much of the amount the maker would have to pay that the maker currently holds.
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*asks[].state.* priceOfFundedAmount | [amount](#amount) | How much the `fundedAmount` would convert to through the exchange rate of this order.
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**Raw order data:** The response includes a `data` property containing the raw order data. This may include `owner_funds`, `Flags`, and other fields.
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For details, see the rippled method [book_offers](https://ripple.com/build/rippled-apis/#book-offers).
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### Example
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```javascript
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const orderbookInfo = {
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"base": {
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"currency": "USD",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"counter": {
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"currency": "BTC",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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};
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const address = 'r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59';
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return Promise.all(
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[
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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}),
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this.api.request('book_offers', {
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taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
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taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
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ledger_index: 'validated',
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limit: 20,
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taker: address
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})
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]
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).then((directOfferResults, reverseOfferResults) => {
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const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
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const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
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console.log(JSON.stringify(orderbook, null, 2));
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});
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```
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```
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{
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"bids": [
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{
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"specification": {
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"direction": "buy",
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"quantity": {
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"currency": "USD",
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"value": "0.71800168",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"totalPrice": {
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"currency": "BTC",
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"value": "0.00016708342",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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},
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"properties": {
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"maker": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
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"sequence": 262660,
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"makerExchangeRate": "4297.264683713081"
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},
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"data": {
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"Account": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
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"BookDirectory": "6EAB7C172DEFA430DBFAD120FDC373B5F5AF8B191649EC98580F4456E6FA8239",
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"BookNode": "0000000000000000",
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"Flags": 0,
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"LedgerEntryType": "Offer",
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"OwnerNode": "000000000000001D",
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"PreviousTxnID": "16D75506C6317723FC03543130B5E0AAB13E8AD22514C1DB098BE05771C90447",
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"PreviousTxnLgrSeq": 43127860,
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"Sequence": 262660,
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"TakerGets": {
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"currency": "BTC",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "0.00016708342"
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},
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"TakerPays": {
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"currency": "USD",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "0.71800168"
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},
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"index": "DE877FB94EF892A4BCC58DB8CDE063D97AB5133201905DE6C8650B5DEA19E11B",
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"owner_funds": "0.03358376764081196",
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"quality": "4297.264683713081"
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}
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},
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{
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"specification": {
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"direction": "buy",
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"quantity": {
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"currency": "USD",
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"value": "1.6770875",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"totalPrice": {
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"currency": "BTC",
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"value": "0.00038681218",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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},
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"properties": {
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"maker": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
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"sequence": 231459,
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"makerExchangeRate": "4335.663628792661"
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},
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"data": {
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"Account": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
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"BookDirectory": "6EAB7C172DEFA430DBFAD120FDC373B5F5AF8B191649EC98580F67435A75B355",
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"BookNode": "0000000000000000",
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"Flags": 0,
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"LedgerEntryType": "Offer",
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"OwnerNode": "0000000000000001",
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"PreviousTxnID": "F049EAFDDDA7B99970F77533743D95C9E12A16FE6C56215A0B09C32C4D23163F",
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"PreviousTxnLgrSeq": 43127094,
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"Sequence": 231459,
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"TakerGets": {
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"currency": "BTC",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "0.00038681218"
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},
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"TakerPays": {
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"currency": "USD",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "1.6770875"
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},
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"index": "3B314A51BD57601CA1509834DF9462037BF4B05AFCC1E1EFD334DB4E2D7B2AA6",
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"owner_funds": "0.03906802968738533",
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"quality": "4335.663628792661"
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}
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},
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// ... trimmed for brevity ...
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],
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"asks": [
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{
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"specification": {
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"direction": "sell",
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"quantity": {
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"currency": "USD",
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"value": "0.71085738",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"totalPrice": {
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"currency": "BTC",
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"value": "0.00016876265",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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},
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"properties": {
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"maker": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
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"sequence": 262664,
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"makerExchangeRate": "0.0002374071856720401"
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},
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"data": {
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"Account": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
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"BookDirectory": "20294C923E80A51B487EB9547B3835FD483748B170D2D0A451086F34ADB0EA11",
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"BookNode": "0000000000000000",
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"Flags": 0,
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"LedgerEntryType": "Offer",
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"OwnerNode": "000000000000001D",
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"PreviousTxnID": "54CE0B2783AF973718FAFA35E864A3C172BE488EBBB6F2852611C6DAC8893BDF",
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"PreviousTxnLgrSeq": 43127875,
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"Sequence": 262664,
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"TakerGets": {
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"currency": "USD",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "0.71085738"
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},
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"TakerPays": {
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"currency": "BTC",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "0.00016876265"
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},
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"index": "2D4ED103D6B3FEFA21BC385C53B63359F5678E5AA5429DDE6E1D8FE8B41CD6A8",
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"owner_funds": "142.8821425048244",
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"quality": "0.0002374071856720401"
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}
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},
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{
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"specification": {
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"direction": "sell",
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"quantity": {
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"currency": "USD",
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"value": "1.6438778",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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},
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"totalPrice": {
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"currency": "BTC",
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"value": "0.00039462656",
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
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}
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},
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"properties": {
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"maker": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
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"sequence": 231483,
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"makerExchangeRate": "0.0002400583303698121"
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},
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"data": {
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"Account": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
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"BookDirectory": "20294C923E80A51B487EB9547B3835FD483748B170D2D0A4510887515B1216C9",
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"BookNode": "0000000000000000",
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"Flags": 0,
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"LedgerEntryType": "Offer",
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"OwnerNode": "0000000000000001",
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"PreviousTxnID": "6FA370F52C45F6149482156FF7B4226713AECE991FB7D053F74172CB0B8F24E9",
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"PreviousTxnLgrSeq": 43127158,
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"Sequence": 231483,
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"TakerGets": {
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"currency": "USD",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
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"value": "1.6438778"
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},
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"TakerPays": {
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"currency": "BTC",
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"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
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"value": "0.00039462656"
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},
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"index": "735F9661AD006BA0776859BE371D445555FC0815604603AC056469C16AC84AE3",
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"owner_funds": "166.0316626329364",
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"quality": "0.0002400583303698121"
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}
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},
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// ... trimmed for brevity ...
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]
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}
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```
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# API Methods
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## connect
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@@ -2442,6 +2765,10 @@ return api.getOrders(address).then(orders =>
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Returns open orders for the specified account. Open orders are orders that have not yet been fully executed and are still in the order book.
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**Breaking change:** In ripple-lib 1.1.0 and earlier, orders returned by this method were not sorted correctly. Orders are now sorted correctly, from best to worst.
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**See also:** An alternative way to get orderbooks is with `request` and [`formatBidsAndAsks`](#formatbidsandasks).
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### Parameters
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Name | Type | Description
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@@ -2484,9 +2811,7 @@ asks[] | object | An order in the order book.
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*asks[].state.* fundedAmount | [amount](#amount) | How much of the amount the maker would have to pay that the maker currently holds.
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*asks[].state.* priceOfFundedAmount | [amount](#amount) | How much the `fundedAmount` would convert to through the exchange rate of this order.
|
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|
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### Raw order data
|
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|
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(Requires ripple-lib 0.22.0 or higher.) The response includes a `data` property containing the raw order data. This may include `owner_funds`, `Flags`, and other fields.
|
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**Raw order data:** The response includes a `data` property containing the raw order data. This may include `owner_funds`, `Flags`, and other fields.
|
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|
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For details, see the rippled method [book_offers](https://ripple.com/build/rippled-apis/#book-offers).
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254
docs/src/formatBidsAndAsks.md.ejs
Normal file
254
docs/src/formatBidsAndAsks.md.ejs
Normal file
@@ -0,0 +1,254 @@
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## formatBidsAndAsks
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|
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`formatBidsAndAsks(orderbookInfo: {base: Issue, counter: Issue}, offers: BookOffer[]): orderbook`
|
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|
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Returns formatted bids and asks, which make up an orderbook.
|
||||
|
||||
This is a static method on the `RippleAPI` class.
|
||||
|
||||
### Parameters
|
||||
|
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This method takes two parameters.
|
||||
|
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1. An `OrderbookInfo` object: `{ base: Issue, counter: Issue }`.
|
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2. An array of `BookOffer` objects.
|
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|
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### Return Value
|
||||
|
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This method returns an object with two properties: `bids` and `asks`, each of which is an array of bids (buy orders) or asks (sell orders), respectively. (Note: the structures of `bids` and `asks` are identical.)
|
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|
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Object structure:
|
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|
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<%- renderSchema('output/get-orderbook.json') %>
|
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|
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**Raw order data:** The response includes a `data` property containing the raw order data. This may include `owner_funds`, `Flags`, and other fields.
|
||||
|
||||
For details, see the rippled method [book_offers](https://ripple.com/build/rippled-apis/#book-offers).
|
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|
||||
### Example
|
||||
|
||||
```javascript
|
||||
const orderbookInfo = {
|
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"base": {
|
||||
"currency": "USD",
|
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"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
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"counter": {
|
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"currency": "BTC",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
};
|
||||
|
||||
const address = 'r9cZA1mLK5R5Am25ArfXFmqgNwjZgnfk59';
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
console.log(JSON.stringify(orderbook, null, 2));
|
||||
});
|
||||
```
|
||||
|
||||
```
|
||||
{
|
||||
"bids": [
|
||||
{
|
||||
"specification": {
|
||||
"direction": "buy",
|
||||
"quantity": {
|
||||
"currency": "USD",
|
||||
"value": "0.71800168",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"totalPrice": {
|
||||
"currency": "BTC",
|
||||
"value": "0.00016708342",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
},
|
||||
"properties": {
|
||||
"maker": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
|
||||
"sequence": 262660,
|
||||
"makerExchangeRate": "4297.264683713081"
|
||||
},
|
||||
"data": {
|
||||
"Account": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
|
||||
"BookDirectory": "6EAB7C172DEFA430DBFAD120FDC373B5F5AF8B191649EC98580F4456E6FA8239",
|
||||
"BookNode": "0000000000000000",
|
||||
"Flags": 0,
|
||||
"LedgerEntryType": "Offer",
|
||||
"OwnerNode": "000000000000001D",
|
||||
"PreviousTxnID": "16D75506C6317723FC03543130B5E0AAB13E8AD22514C1DB098BE05771C90447",
|
||||
"PreviousTxnLgrSeq": 43127860,
|
||||
"Sequence": 262660,
|
||||
"TakerGets": {
|
||||
"currency": "BTC",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "0.00016708342"
|
||||
},
|
||||
"TakerPays": {
|
||||
"currency": "USD",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "0.71800168"
|
||||
},
|
||||
"index": "DE877FB94EF892A4BCC58DB8CDE063D97AB5133201905DE6C8650B5DEA19E11B",
|
||||
"owner_funds": "0.03358376764081196",
|
||||
"quality": "4297.264683713081"
|
||||
}
|
||||
},
|
||||
{
|
||||
"specification": {
|
||||
"direction": "buy",
|
||||
"quantity": {
|
||||
"currency": "USD",
|
||||
"value": "1.6770875",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"totalPrice": {
|
||||
"currency": "BTC",
|
||||
"value": "0.00038681218",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
},
|
||||
"properties": {
|
||||
"maker": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
|
||||
"sequence": 231459,
|
||||
"makerExchangeRate": "4335.663628792661"
|
||||
},
|
||||
"data": {
|
||||
"Account": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
|
||||
"BookDirectory": "6EAB7C172DEFA430DBFAD120FDC373B5F5AF8B191649EC98580F67435A75B355",
|
||||
"BookNode": "0000000000000000",
|
||||
"Flags": 0,
|
||||
"LedgerEntryType": "Offer",
|
||||
"OwnerNode": "0000000000000001",
|
||||
"PreviousTxnID": "F049EAFDDDA7B99970F77533743D95C9E12A16FE6C56215A0B09C32C4D23163F",
|
||||
"PreviousTxnLgrSeq": 43127094,
|
||||
"Sequence": 231459,
|
||||
"TakerGets": {
|
||||
"currency": "BTC",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "0.00038681218"
|
||||
},
|
||||
"TakerPays": {
|
||||
"currency": "USD",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "1.6770875"
|
||||
},
|
||||
"index": "3B314A51BD57601CA1509834DF9462037BF4B05AFCC1E1EFD334DB4E2D7B2AA6",
|
||||
"owner_funds": "0.03906802968738533",
|
||||
"quality": "4335.663628792661"
|
||||
}
|
||||
},
|
||||
// ... trimmed for brevity ...
|
||||
],
|
||||
"asks": [
|
||||
{
|
||||
"specification": {
|
||||
"direction": "sell",
|
||||
"quantity": {
|
||||
"currency": "USD",
|
||||
"value": "0.71085738",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"totalPrice": {
|
||||
"currency": "BTC",
|
||||
"value": "0.00016876265",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
},
|
||||
"properties": {
|
||||
"maker": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
|
||||
"sequence": 262664,
|
||||
"makerExchangeRate": "0.0002374071856720401"
|
||||
},
|
||||
"data": {
|
||||
"Account": "rUKoQ1Zhn6c8EfPsaVa2Yx5NqaKN1JQSvq",
|
||||
"BookDirectory": "20294C923E80A51B487EB9547B3835FD483748B170D2D0A451086F34ADB0EA11",
|
||||
"BookNode": "0000000000000000",
|
||||
"Flags": 0,
|
||||
"LedgerEntryType": "Offer",
|
||||
"OwnerNode": "000000000000001D",
|
||||
"PreviousTxnID": "54CE0B2783AF973718FAFA35E864A3C172BE488EBBB6F2852611C6DAC8893BDF",
|
||||
"PreviousTxnLgrSeq": 43127875,
|
||||
"Sequence": 262664,
|
||||
"TakerGets": {
|
||||
"currency": "USD",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "0.71085738"
|
||||
},
|
||||
"TakerPays": {
|
||||
"currency": "BTC",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "0.00016876265"
|
||||
},
|
||||
"index": "2D4ED103D6B3FEFA21BC385C53B63359F5678E5AA5429DDE6E1D8FE8B41CD6A8",
|
||||
"owner_funds": "142.8821425048244",
|
||||
"quality": "0.0002374071856720401"
|
||||
}
|
||||
},
|
||||
{
|
||||
"specification": {
|
||||
"direction": "sell",
|
||||
"quantity": {
|
||||
"currency": "USD",
|
||||
"value": "1.6438778",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"totalPrice": {
|
||||
"currency": "BTC",
|
||||
"value": "0.00039462656",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
},
|
||||
"properties": {
|
||||
"maker": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
|
||||
"sequence": 231483,
|
||||
"makerExchangeRate": "0.0002400583303698121"
|
||||
},
|
||||
"data": {
|
||||
"Account": "rpmL45YbZWKgp8AH8EjBSknWo5c8dNuuBM",
|
||||
"BookDirectory": "20294C923E80A51B487EB9547B3835FD483748B170D2D0A4510887515B1216C9",
|
||||
"BookNode": "0000000000000000",
|
||||
"Flags": 0,
|
||||
"LedgerEntryType": "Offer",
|
||||
"OwnerNode": "0000000000000001",
|
||||
"PreviousTxnID": "6FA370F52C45F6149482156FF7B4226713AECE991FB7D053F74172CB0B8F24E9",
|
||||
"PreviousTxnLgrSeq": 43127158,
|
||||
"Sequence": 231483,
|
||||
"TakerGets": {
|
||||
"currency": "USD",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "1.6438778"
|
||||
},
|
||||
"TakerPays": {
|
||||
"currency": "BTC",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B",
|
||||
"value": "0.00039462656"
|
||||
},
|
||||
"index": "735F9661AD006BA0776859BE371D445555FC0815604603AC056469C16AC84AE3",
|
||||
"owner_funds": "166.0316626329364",
|
||||
"quality": "0.0002400583303698121"
|
||||
}
|
||||
},
|
||||
// ... trimmed for brevity ...
|
||||
]
|
||||
}
|
||||
```
|
||||
@@ -4,6 +4,10 @@
|
||||
|
||||
Returns open orders for the specified account. Open orders are orders that have not yet been fully executed and are still in the order book.
|
||||
|
||||
**Breaking change:** In ripple-lib 1.1.0 and earlier, orders returned by this method were not sorted correctly. Orders are now sorted correctly, from best to worst.
|
||||
|
||||
**See also:** An alternative way to get orderbooks is with `request` and [`formatBidsAndAsks`](#formatbidsandasks).
|
||||
|
||||
### Parameters
|
||||
|
||||
<%- renderSchema('input/get-orderbook.json') %>
|
||||
@@ -14,9 +18,7 @@ This method returns a promise that resolves with an object with the following st
|
||||
|
||||
<%- renderSchema('output/get-orderbook.json') %>
|
||||
|
||||
### Raw order data
|
||||
|
||||
(Requires ripple-lib 0.22.0 or higher.) The response includes a `data` property containing the raw order data. This may include `owner_funds`, `Flags`, and other fields.
|
||||
**Raw order data:** The response includes a `data` property containing the raw order data. This may include `owner_funds`, `Flags`, and other fields.
|
||||
|
||||
For details, see the rippled method [book_offers](https://ripple.com/build/rippled-apis/#book-offers).
|
||||
|
||||
|
||||
@@ -8,6 +8,11 @@
|
||||
<% include request.md.ejs %>
|
||||
<% include hasNextPage.md.ejs %>
|
||||
<% include requestNextPage.md.ejs %>
|
||||
|
||||
<% include staticMethods.md.ejs %>
|
||||
<% include renameCounterpartyToIssuer.md.ejs %>
|
||||
<% include formatBidsAndAsks.md.ejs %>
|
||||
|
||||
<% include methods.md.ejs %>
|
||||
<% include connect.md.ejs %>
|
||||
<% include disconnect.md.ejs %>
|
||||
|
||||
37
docs/src/renameCounterpartyToIssuer.md.ejs
Normal file
37
docs/src/renameCounterpartyToIssuer.md.ejs
Normal file
@@ -0,0 +1,37 @@
|
||||
## renameCounterpartyToIssuer
|
||||
|
||||
`renameCounterpartyToIssuer(issue: {currency: string, counterparty: address}): {currency: string, issuer: address}`
|
||||
|
||||
Returns an object with the `counterparty` field renamed to `issuer`. This is useful because RippleAPI generally uses the name `counterparty` while the rippled API generally uses the name `issuer`.
|
||||
|
||||
This is a static method on the `RippleAPI` class.
|
||||
|
||||
### Parameters
|
||||
|
||||
This method takes one parameter, an object with a `counterparty` field.
|
||||
|
||||
### Return Value
|
||||
|
||||
This method returns a new object similar to the source object, but with `issuer` instead of `counterparty`.
|
||||
|
||||
### Example
|
||||
|
||||
```javascript
|
||||
const orderbookInfo = {
|
||||
"base": {
|
||||
"currency": "USD",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"counter": {
|
||||
"currency": "BTC",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
};
|
||||
console.log(RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base))
|
||||
console.log(RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter))
|
||||
```
|
||||
|
||||
```
|
||||
{ currency: 'USD', issuer: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' }
|
||||
{ currency: 'BTC', issuer: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' }
|
||||
```
|
||||
1
docs/src/staticMethods.md.ejs
Normal file
1
docs/src/staticMethods.md.ejs
Normal file
@@ -0,0 +1 @@
|
||||
# Static Methods
|
||||
10
src/api.ts
10
src/api.ts
@@ -22,7 +22,8 @@ import getBalances from './ledger/balances'
|
||||
import getBalanceSheet from './ledger/balance-sheet'
|
||||
import getPaths from './ledger/pathfind'
|
||||
import getOrders from './ledger/orders'
|
||||
import getOrderbook from './ledger/orderbook'
|
||||
import {getOrderbook,
|
||||
formatBidsAndAsks} from './ledger/orderbook'
|
||||
import {getSettings, parseAccountFlags} from './ledger/settings'
|
||||
import getAccountInfo from './ledger/accountinfo'
|
||||
import getAccountObjects from './ledger/accountobjects'
|
||||
@@ -69,7 +70,7 @@ import * as ledgerUtils from './ledger/utils'
|
||||
import * as transactionUtils from './transaction/utils'
|
||||
import * as schemaValidator from './common/schema-validator'
|
||||
import {getServerInfo, getFee} from './common/serverinfo'
|
||||
import {clamp} from './ledger/utils'
|
||||
import {clamp, renameCounterpartyToIssuer} from './ledger/utils'
|
||||
import {Instructions, Prepare} from './transaction/types'
|
||||
|
||||
export type APIOptions = {
|
||||
@@ -114,6 +115,9 @@ class RippleAPI extends EventEmitter {
|
||||
schemaValidator
|
||||
}
|
||||
|
||||
static renameCounterpartyToIssuer = renameCounterpartyToIssuer
|
||||
static formatBidsAndAsks = formatBidsAndAsks
|
||||
|
||||
constructor(options: APIOptions = {}) {
|
||||
super()
|
||||
validate.apiOptions(options)
|
||||
@@ -295,8 +299,8 @@ class RippleAPI extends EventEmitter {
|
||||
getBalances = getBalances
|
||||
getBalanceSheet = getBalanceSheet
|
||||
getPaths = getPaths
|
||||
getOrders = getOrders
|
||||
getOrderbook = getOrderbook
|
||||
getOrders = getOrders
|
||||
getSettings = getSettings
|
||||
getAccountInfo = getAccountInfo
|
||||
getAccountObjects = getAccountObjects
|
||||
|
||||
@@ -8,6 +8,7 @@ import {validate} from '../common'
|
||||
import {Amount, Issue} from '../common/types/objects'
|
||||
import {BookOffer} from '../common/types/commands'
|
||||
import {RippleAPI} from '../api'
|
||||
import BigNumber from 'bignumber.js'
|
||||
|
||||
export type FormattedOrderbook = {
|
||||
bids: FormattedOrderbookOrder[],
|
||||
@@ -38,7 +39,7 @@ function alignOrder(base: Amount, order: FormattedOrderbookOrder) {
|
||||
return isSameIssue(quantity, base) ? order : flipOrder(order)
|
||||
}
|
||||
|
||||
function formatBidsAndAsks(
|
||||
export function formatBidsAndAsks(
|
||||
orderbook: OrderbookInfo, offers: BookOffer[]) {
|
||||
// the "base" currency is the currency that you are buying or selling
|
||||
// the "counter" is the currency that the "base" is priced in
|
||||
@@ -50,7 +51,10 @@ function formatBidsAndAsks(
|
||||
// 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
|
||||
const orders = _.sortBy(offers, 'quality').map(parseOrderbookOrder)
|
||||
const orders = offers.sort((a, b) => {
|
||||
return (new BigNumber(a.quality)).comparedTo(b.quality)
|
||||
}).map(parseOrderbookOrder)
|
||||
|
||||
const alignedOrders = orders.map(_.partial(alignOrder, orderbook.base))
|
||||
const bids = alignedOrders.filter(_.partial(directionFilter, 'buy'))
|
||||
const asks = alignedOrders.filter(_.partial(directionFilter, 'sell'))
|
||||
@@ -87,7 +91,7 @@ export type OrderbookInfo = {
|
||||
counter: Issue
|
||||
}
|
||||
|
||||
export default async function getOrderbook(
|
||||
export async function getOrderbook(
|
||||
this: RippleAPI,
|
||||
address: string,
|
||||
orderbook: OrderbookInfo,
|
||||
@@ -105,5 +109,6 @@ export default async function getOrderbook(
|
||||
directOfferResult => directOfferResult.offers)
|
||||
const reverseOffers = _.flatMap(reverseOfferResults,
|
||||
reverseOfferResult => reverseOfferResult.offers)
|
||||
return formatBidsAndAsks(orderbook, [...directOffers, ...reverseOffers])
|
||||
return formatBidsAndAsks(orderbook,
|
||||
[...directOffers, ...reverseOffers])
|
||||
}
|
||||
|
||||
373
test/api-test.js
373
test/api-test.js
@@ -2272,6 +2272,315 @@ describe('RippleAPI', function () {
|
||||
});
|
||||
});
|
||||
|
||||
describe('formatBidsAndAsks', function () {
|
||||
|
||||
it('normal', function () {
|
||||
const orderbookInfo = {
|
||||
"base": {
|
||||
"currency": "USD",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"counter": {
|
||||
"currency": "BTC",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
};
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
assert.deepEqual(orderbook, responses.getOrderbook.normal);
|
||||
});
|
||||
});
|
||||
|
||||
it('with XRP', function () {
|
||||
const orderbookInfo = {
|
||||
"base": {
|
||||
"currency": "USD",
|
||||
"counterparty": "rp8rJYTpodf8qbSCHVTNacf8nSW8mRakFw"
|
||||
},
|
||||
"counter": {
|
||||
"currency": "XRP"
|
||||
}
|
||||
};
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
assert.deepEqual(orderbook, responses.getOrderbook.withXRP);
|
||||
});
|
||||
});
|
||||
|
||||
function checkSortingOfOrders(orders) {
|
||||
let previousRate = '0';
|
||||
for (var i = 0; i < orders.length; i++) {
|
||||
const order = orders[i];
|
||||
let rate;
|
||||
|
||||
// We calculate the quality of output/input here as a test.
|
||||
// This won't hold in general because when output and input amounts get tiny,
|
||||
// the quality can differ significantly. However, the offer stays in the
|
||||
// order book where it was originally placed. It would be more consistent
|
||||
// to check the quality from the offer book, but for the test data set,
|
||||
// this calculation holds.
|
||||
|
||||
if (order.specification.direction === 'buy') {
|
||||
rate = (new BigNumber(order.specification.quantity.value))
|
||||
.dividedBy(order.specification.totalPrice.value)
|
||||
.toString();
|
||||
} else {
|
||||
rate = (new BigNumber(order.specification.totalPrice.value))
|
||||
.dividedBy(order.specification.quantity.value)
|
||||
.toString();
|
||||
}
|
||||
assert((new BigNumber(rate)).greaterThanOrEqualTo(previousRate),
|
||||
'Rates must be sorted from least to greatest: ' +
|
||||
rate + ' should be >= ' + previousRate);
|
||||
previousRate = rate;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
it('sample XRP/JPY book has orders sorted correctly', function () {
|
||||
const orderbookInfo = {
|
||||
"base": { // the first currency in pair
|
||||
"currency": 'XRP'
|
||||
},
|
||||
"counter": {
|
||||
"currency": 'JPY',
|
||||
"counterparty": "rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS"
|
||||
}
|
||||
};
|
||||
|
||||
const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 400, // must match `test/fixtures/rippled/requests/1-taker_gets-XRP-taker_pays-JPY.json`
|
||||
taker: myAddress
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 400, // must match `test/fixtures/rippled/requests/2-taker_gets-JPY-taker_pays-XRP.json`
|
||||
taker: myAddress
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
assert.deepStrictEqual([], orderbook.bids);
|
||||
return checkSortingOfOrders(orderbook.asks);
|
||||
});
|
||||
});
|
||||
|
||||
it('sample USD/XRP book has orders sorted correctly', function () {
|
||||
const orderbookInfo = { counter: { currency: 'XRP' },
|
||||
base: { currency: 'USD',
|
||||
counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' } };
|
||||
|
||||
const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 400, // must match `test/fixtures/rippled/requests/1-taker_gets-XRP-taker_pays-JPY.json`
|
||||
taker: myAddress
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 400, // must match `test/fixtures/rippled/requests/2-taker_gets-JPY-taker_pays-XRP.json`
|
||||
taker: myAddress
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
return checkSortingOfOrders(orderbook.bids) && checkSortingOfOrders(orderbook.asks);
|
||||
});
|
||||
});
|
||||
|
||||
it('sorted so that best deals come first', function () {
|
||||
const orderbookInfo = {
|
||||
"base": {
|
||||
"currency": "USD",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"counter": {
|
||||
"currency": "BTC",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
};
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
|
||||
const bidRates = orderbook.bids.map(bid => bid.properties.makerExchangeRate);
|
||||
const askRates = orderbook.asks.map(ask => ask.properties.makerExchangeRate);
|
||||
// makerExchangeRate = quality = takerPays.value/takerGets.value
|
||||
// so the best deal for the taker is the lowest makerExchangeRate
|
||||
// bids and asks should be sorted so that the best deals come first
|
||||
assert.deepEqual(_.sortBy(bidRates, x => Number(x)), bidRates);
|
||||
assert.deepEqual(_.sortBy(askRates, x => Number(x)), askRates);
|
||||
});
|
||||
});
|
||||
|
||||
it('currency & counterparty are correct', function () {
|
||||
const orderbookInfo = {
|
||||
"base": {
|
||||
"currency": "USD",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"counter": {
|
||||
"currency": "BTC",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
};
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
|
||||
const orders = _.flatten([orderbook.bids, orderbook.asks]);
|
||||
_.forEach(orders, order => {
|
||||
const quantity = order.specification.quantity;
|
||||
const totalPrice = order.specification.totalPrice;
|
||||
const { base, counter } = requests.getOrderbook.normal;
|
||||
assert.strictEqual(quantity.currency, base.currency);
|
||||
assert.strictEqual(quantity.counterparty, base.counterparty);
|
||||
assert.strictEqual(totalPrice.currency, counter.currency);
|
||||
assert.strictEqual(totalPrice.counterparty, counter.counterparty);
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
it('direction is correct for bids and asks', function () {
|
||||
const orderbookInfo = {
|
||||
"base": {
|
||||
"currency": "USD",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"counter": {
|
||||
"currency": "BTC",
|
||||
"counterparty": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
}
|
||||
};
|
||||
|
||||
return Promise.all(
|
||||
[
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
}),
|
||||
this.api.request('book_offers', {
|
||||
taker_gets: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.counter),
|
||||
taker_pays: RippleAPI.renameCounterpartyToIssuer(orderbookInfo.base),
|
||||
ledger_index: 'validated',
|
||||
limit: 20,
|
||||
taker: address
|
||||
})
|
||||
]
|
||||
).then((directOfferResults, reverseOfferResults) => {
|
||||
const directOffers = (directOfferResults ? directOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const reverseOffers = (reverseOfferResults ? reverseOfferResults : []).reduce((acc, res) => acc.concat(res.offers), [])
|
||||
const orderbook = RippleAPI.formatBidsAndAsks(orderbookInfo, [...directOffers, ...reverseOffers]);
|
||||
|
||||
assert(
|
||||
_.every(orderbook.bids, bid => bid.specification.direction === 'buy'));
|
||||
assert(
|
||||
_.every(orderbook.asks, ask => ask.specification.direction === 'sell'));
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
describe('getOrderbook', function () {
|
||||
|
||||
it('normal', function () {
|
||||
@@ -2296,7 +2605,69 @@ describe('RippleAPI', function () {
|
||||
_.partial(checkResult, responses.getOrderbook.withXRP, 'getOrderbook'));
|
||||
});
|
||||
|
||||
it('sorted so that best deals come first', function () {
|
||||
function checkSortingOfOrders(orders) {
|
||||
let previousRate = '0';
|
||||
for (var i = 0; i < orders.length; i++) {
|
||||
const order = orders[i];
|
||||
let rate;
|
||||
|
||||
// We calculate the quality of output/input here as a test.
|
||||
// This won't hold in general because when output and input amounts get tiny,
|
||||
// the quality can differ significantly. However, the offer stays in the
|
||||
// order book where it was originally placed. It would be more consistent
|
||||
// to check the quality from the offer book, but for the test data set,
|
||||
// this calculation holds.
|
||||
|
||||
if (order.specification.direction === 'buy') {
|
||||
rate = (new BigNumber(order.specification.quantity.value))
|
||||
.dividedBy(order.specification.totalPrice.value)
|
||||
.toString();
|
||||
} else {
|
||||
rate = (new BigNumber(order.specification.totalPrice.value))
|
||||
.dividedBy(order.specification.quantity.value)
|
||||
.toString();
|
||||
}
|
||||
assert((new BigNumber(rate)).greaterThanOrEqualTo(previousRate),
|
||||
'Rates must be sorted from least to greatest: ' +
|
||||
rate + ' should be >= ' + previousRate);
|
||||
previousRate = rate;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
it('sample XRP/JPY book has orders sorted correctly', function () {
|
||||
const orderbookInfo = {
|
||||
"base": { // the first currency in pair
|
||||
"currency": 'XRP'
|
||||
},
|
||||
"counter": {
|
||||
"currency": 'JPY',
|
||||
"counterparty": "rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS"
|
||||
}
|
||||
};
|
||||
|
||||
const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
|
||||
|
||||
return this.api.getOrderbook(myAddress, orderbookInfo).then(orderbook => {
|
||||
assert.deepStrictEqual([], orderbook.bids);
|
||||
return checkSortingOfOrders(orderbook.asks);
|
||||
});
|
||||
});
|
||||
|
||||
it('sample USD/XRP book has orders sorted correctly', function () {
|
||||
const orderbookInfo = { counter: { currency: 'XRP' },
|
||||
base: { currency: 'USD',
|
||||
counterparty: 'rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B' } };
|
||||
|
||||
const myAddress = 'rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR';
|
||||
|
||||
return this.api.getOrderbook(myAddress, orderbookInfo).then(orderbook => {
|
||||
return checkSortingOfOrders(orderbook.bids) && checkSortingOfOrders(orderbook.asks);
|
||||
});
|
||||
});
|
||||
|
||||
// WARNING: This test fails to catch the sorting bug, issue #766
|
||||
it('sorted so that best deals come first [bad test]', function () {
|
||||
return this.api.getOrderbook(address, requests.getOrderbook.normal)
|
||||
.then(data => {
|
||||
const bidRates = data.bids.map(bid => bid.properties.makerExchangeRate);
|
||||
|
||||
13
test/fixtures/rippled/requests/1-taker_gets-XRP-taker_pays-JPY.json
vendored
Normal file
13
test/fixtures/rippled/requests/1-taker_gets-XRP-taker_pays-JPY.json
vendored
Normal file
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"taker_gets": {
|
||||
"currency": "XRP"
|
||||
},
|
||||
"taker_pays": {
|
||||
"currency": "JPY",
|
||||
"issuer": "rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS"
|
||||
},
|
||||
"ledger_index": "validated",
|
||||
"limit": 400,
|
||||
"taker": "rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR",
|
||||
"command": "book_offers"
|
||||
}
|
||||
13
test/fixtures/rippled/requests/2-taker_gets-JPY-taker_pays-XRP.json
vendored
Normal file
13
test/fixtures/rippled/requests/2-taker_gets-JPY-taker_pays-XRP.json
vendored
Normal file
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"taker_gets": {
|
||||
"currency": "JPY",
|
||||
"issuer": "rB3gZey7VWHYRqJHLoHDEJXJ2pEPNieKiS"
|
||||
},
|
||||
"taker_pays": {
|
||||
"currency": "XRP"
|
||||
},
|
||||
"ledger_index": "validated",
|
||||
"limit": 400,
|
||||
"taker": "rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR",
|
||||
"command": "book_offers"
|
||||
}
|
||||
13
test/fixtures/rippled/requests/3-taker_gets-USD-taker_pays-XRP.json
vendored
Normal file
13
test/fixtures/rippled/requests/3-taker_gets-USD-taker_pays-XRP.json
vendored
Normal file
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"taker_gets": {
|
||||
"currency": "USD",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"taker_pays": {
|
||||
"currency": "XRP"
|
||||
},
|
||||
"ledger_index": "validated",
|
||||
"limit": 400,
|
||||
"taker": "rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR",
|
||||
"command": "book_offers"
|
||||
}
|
||||
13
test/fixtures/rippled/requests/4-taker_gets-XRP-taker_pays-USD.json
vendored
Normal file
13
test/fixtures/rippled/requests/4-taker_gets-XRP-taker_pays-USD.json
vendored
Normal file
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"taker_gets": {
|
||||
"currency": "XRP"
|
||||
},
|
||||
"taker_pays": {
|
||||
"currency": "USD",
|
||||
"issuer": "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B"
|
||||
},
|
||||
"ledger_index": "validated",
|
||||
"limit": 400,
|
||||
"taker": "rE9qNjzJXpiUbVomdv7R4xhrXVeH2oVmGR",
|
||||
"command": "book_offers"
|
||||
}
|
||||
3001
test/fixtures/rippled/responses/1-taker_gets-XRP-taker_pays-JPY-res.json
vendored
Normal file
3001
test/fixtures/rippled/responses/1-taker_gets-XRP-taker_pays-JPY-res.json
vendored
Normal file
File diff suppressed because it is too large
Load Diff
6
test/fixtures/rippled/responses/2-taker_gets-JPY-taker_pays-XRP-res.json
vendored
Normal file
6
test/fixtures/rippled/responses/2-taker_gets-JPY-taker_pays-XRP-res.json
vendored
Normal file
@@ -0,0 +1,6 @@
|
||||
{
|
||||
"ledger_hash": "C4F68C1CF2E0BFC09284690067ED7B1A38D4509A09DF26D66EABCE4F196CE9E9",
|
||||
"ledger_index": 42595629,
|
||||
"offers": [],
|
||||
"validated": true
|
||||
}
|
||||
6024
test/fixtures/rippled/responses/3-taker_gets-USD-taker_pays-XRP-res.json
vendored
Normal file
6024
test/fixtures/rippled/responses/3-taker_gets-USD-taker_pays-XRP-res.json
vendored
Normal file
File diff suppressed because it is too large
Load Diff
8091
test/fixtures/rippled/responses/4-taker_gets-XRP-taker_pays-USD-res.json
vendored
Normal file
8091
test/fixtures/rippled/responses/4-taker_gets-XRP-taker_pays-USD-res.json
vendored
Normal file
File diff suppressed because it is too large
Load Diff
@@ -11,6 +11,7 @@ const accountLinesResponse = require('./fixtures/rippled/account-lines');
|
||||
const accountObjectsResponse = require('./fixtures/rippled/account-objects');
|
||||
const fullLedger = require('./fixtures/rippled/ledger-full-38129.json');
|
||||
const { getFreePort } = require('./utils/net-utils');
|
||||
const fs = require('fs');
|
||||
|
||||
function isUSD(json) {
|
||||
return json === 'USD' || json === '0000000000000000000000005553440000000000';
|
||||
@@ -464,6 +465,8 @@ module.exports = function createMockRippled(port) {
|
||||
}
|
||||
});
|
||||
|
||||
let requestsCache = undefined;
|
||||
|
||||
mock.on('request_book_offers', function (request, conn) {
|
||||
if (request.taker_pays.issuer === 'rp8rJYTpodf8qbSCHVTNacf8nSW8mRakFw') {
|
||||
conn.send(createResponse(request, fixtures.book_offers.xrp_usd));
|
||||
@@ -479,6 +482,30 @@ module.exports = function createMockRippled(port) {
|
||||
conn.send(
|
||||
fixtures.book_offers.fabric.requestBookOffersAsksResponse(request));
|
||||
} else {
|
||||
const rippledDir = 'test/fixtures/rippled';
|
||||
if (!requestsCache) {
|
||||
requestsCache = fs.readdirSync(rippledDir + '/requests');
|
||||
}
|
||||
for (var i = 0; i < requestsCache.length; i++) {
|
||||
const file = requestsCache[i];
|
||||
const json = fs.readFileSync(rippledDir + '/requests/' + file, 'utf8');
|
||||
const r = JSON.parse(json);
|
||||
const requestWithoutId = Object.assign({}, request);
|
||||
delete requestWithoutId.id;
|
||||
if (JSON.stringify(requestWithoutId) === JSON.stringify(r)) {
|
||||
const responseFile = rippledDir + '/responses/' + file.split('.')[0] + '-res.json';
|
||||
const res = fs.readFileSync(responseFile, 'utf8');
|
||||
const response = createResponse(request, {
|
||||
"id": 0,
|
||||
"type": "response",
|
||||
"status": "success",
|
||||
"result": JSON.parse(res)
|
||||
});
|
||||
conn.send(response);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
assert(false, 'Unrecognized order book: ' + JSON.stringify(request));
|
||||
}
|
||||
});
|
||||
|
||||
Reference in New Issue
Block a user