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Convert from Flow to Typescript (#816)
* convert to typescript * add docs for custom node typing * update webpack, gulpfile
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committed by
Elliot Lee
parent
5979ff6197
commit
8204f6c648
109
src/ledger/orderbook.ts
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109
src/ledger/orderbook.ts
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import * as _ from 'lodash'
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import * as utils from './utils'
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import parseOrderbookOrder from './parse/orderbook-order'
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import {validate} from '../common'
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import {Connection} from '../common'
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import {OrdersOptions, OrderSpecification} from './types'
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import {Amount, Issue} from '../common/types'
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type Orderbook = {
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base: Issue,
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counter: Issue
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}
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type OrderbookItem = {
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specification: OrderSpecification,
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properties: {
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maker: string,
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sequence: number,
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makerExchangeRate: string
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},
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state?: {
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fundedAmount: Amount,
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priceOfFundedAmount: Amount
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}
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}
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type OrderbookOrders = Array<OrderbookItem>
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type GetOrderbook = {
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bids: OrderbookOrders,
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asks: OrderbookOrders
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}
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// account is to specify a "perspective", which affects which unfunded offers
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// are returned
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function getBookOffers(connection: Connection, account: string,
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ledgerVersion: number|undefined, limit: number|undefined, takerGets: Issue,
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takerPays: Issue
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): Promise<Object[]> {
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const orderData = utils.renameCounterpartyToIssuerInOrder({
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taker_gets: takerGets,
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taker_pays: takerPays
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})
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return connection.request({
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command: 'book_offers',
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taker_gets: orderData.taker_gets,
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taker_pays: orderData.taker_pays,
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ledger_index: ledgerVersion || 'validated',
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limit: limit,
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taker: account
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}).then(data => data.offers)
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}
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function isSameIssue(a: Amount, b: Amount) {
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return a.currency === b.currency && a.issuer === b.issuer
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}
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function directionFilter(direction: string, order: OrderbookItem) {
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return order.specification.direction === direction
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}
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function flipOrder(order: OrderbookItem) {
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const specification = order.specification
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const flippedSpecification = {
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quantity: specification.totalPrice,
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totalPrice: specification.quantity,
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direction: specification.direction === 'buy' ? 'sell' : 'buy'
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}
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const newSpecification = _.merge({}, specification, flippedSpecification)
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return _.merge({}, order, {specification: newSpecification})
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}
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function alignOrder(base: Amount, order: OrderbookItem) {
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const quantity = order.specification.quantity
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return isSameIssue(quantity, base) ? order : flipOrder(order)
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}
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function formatBidsAndAsks(orderbook: Orderbook, offers) {
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// the "base" currency is the currency that you are buying or selling
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// the "counter" is the currency that the "base" is priced in
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// a "bid"/"ask" is an order to buy/sell the base, respectively
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// for bids: takerGets = totalPrice = counter, takerPays = quantity = base
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// for asks: takerGets = quantity = base, takerPays = totalPrice = counter
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// quality = takerPays / takerGets; price = totalPrice / quantity
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// for bids: lowest quality => lowest quantity/totalPrice => highest price
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// for asks: lowest quality => lowest totalPrice/quantity => lowest price
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// for both bids and asks, lowest quality is closest to mid-market
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// we sort the orders so that earlier orders are closer to mid-market
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const orders = _.sortBy(offers, 'quality').map(parseOrderbookOrder)
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const alignedOrders = orders.map(_.partial(alignOrder, orderbook.base))
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const bids = alignedOrders.filter(_.partial(directionFilter, 'buy'))
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const asks = alignedOrders.filter(_.partial(directionFilter, 'sell'))
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return {bids, asks}
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}
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function getOrderbook(address: string, orderbook: Orderbook,
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options: OrdersOptions = {}
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): Promise<GetOrderbook> {
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validate.getOrderbook({address, orderbook, options})
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const getter = _.partial(getBookOffers, this.connection, address,
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options.ledgerVersion, options.limit)
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const getOffers = _.partial(getter, orderbook.base, orderbook.counter)
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const getReverseOffers = _.partial(getter, orderbook.counter, orderbook.base)
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return Promise.all([getOffers(), getReverseOffers()]).then(data =>
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formatBidsAndAsks(orderbook, _.flatten(data)))
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}
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export default getOrderbook
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