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CEXIO backfill, balance and incorrect nonce bugfix #644

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merged 4 commits into from
Oct 24, 2017
Merged

CEXIO backfill, balance and incorrect nonce bugfix #644

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9d3b362
CEXIO balance and incorrect nonce bugfix
nedievas Oct 18, 2017
fe33a68
backfill fix
nedievas Oct 19, 2017
6c6e9a3
quick and dirty getTrades() fix
nedievas Oct 23, 2017
bea1d81
fix nit whitespace
DeviaVir Oct 24, 2017
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23 changes: 13 additions & 10 deletions extensions/exchanges/cexio/exchange.js
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,9 @@ module.exports = function container (get, set, clear) {
if (!c.cexio || !c.cexio.username || !c.cexio.key || c.cexio.key === 'YOUR-API-KEY') {
throw new Error('please configure your CEX.IO credentials in ' + path.resolve(__dirname, 'conf.js'))
}
var nonce = Math.floor(new Date().getTime() / 1000)
authed_client = new CEX(c.cexio.username, c.cexio.key, c.cexio.secret).rest
authed_client.nonce = function () { return nonce++ }
}
return authed_client
}
Expand All @@ -41,6 +43,7 @@ module.exports = function container (get, set, clear) {
var exchange = {
name: 'cexio',
historyScan: 'forward',
backfillRateLimit: 0,
makerFee: 0,
takerFee: 0.2,

Expand All @@ -50,11 +53,14 @@ module.exports = function container (get, set, clear) {

getTrades: function (opts, cb) {
var func_args = [].slice.call(arguments)
var args = opts.from
var args
if (opts.from) {
args = opts.from
}
var client = publicClient()
var pair = joinProduct(opts.product_id)
client.trade_history(pair, args, function (err, body) {
if (err || typeof body === 'undefined') return retry('getTrades', func_args, err)
if (err || body === undefined || body === 'error: Rate limit exceeded') return retry('getTrades', func_args, err)
var trades = body.map(function (trade) {
return {
trade_id: Number(trade.tid),
Expand All @@ -72,11 +78,11 @@ module.exports = function container (get, set, clear) {
var func_args = [].slice.call(arguments)
var client = authedClient()
client.account_balance(function (err, body) {
if (err || typeof body === 'undefined') return retry('getBalance', func_args, err)
if (err || typeof body === 'undefined' || body === 'error: Nonce must be incremented') return retry('getBalance', func_args, err)
var balance = { asset: 0, currency: 0 }
balance.currency = n(body[opts.currency].available).format('0.00000000')
balance.currency = n(body[opts.currency].available).add(body[opts.currency].orders).format('0.00000000')
balance.currency_hold = n(body[opts.currency].orders).format('0.00000000')
balance.asset = n(body[opts.asset].available).format('0.00000000')
balance.asset = n(body[opts.asset].available).add(body[opts.asset].orders).format('0.00000000')
balance.asset_hold = n(body[opts.asset].orders).format('0.00000000')
cb(null, balance)
})
Expand All @@ -96,7 +102,6 @@ module.exports = function container (get, set, clear) {
var func_args = [].slice.call(arguments)
var client = authedClient()
client.cancel_order(opts.order_id, function (err, body) {
if (body === 'Order canceled') return cb()
if (err) return retry('cancelOrder', func_args, err)
cb()
})
Expand All @@ -112,7 +117,6 @@ module.exports = function container (get, set, clear) {
opts.size = n(opts.size).multiply(opts.orig_price).value() // CEXIO estimates asset size and uses free currency to performe margin buy
opts.type = 'market'
}
delete opts.order_type
client.place_order(pair, 'buy', opts.size, opts.price, opts.type, function (err, body) {
if (body === 'error: Error: Place order error: Insufficient funds.') {
var order = {
Expand Down Expand Up @@ -146,7 +150,6 @@ module.exports = function container (get, set, clear) {
delete opts.post_only
opts.type = 'market'
}
delete opts.order_type
client.place_order(pair, 'sell', opts.size, opts.price, opts.type, function (err, body) {
if (body === 'error: Error: Place order error: Insufficient funds.') {
var order = {
Expand Down Expand Up @@ -176,15 +179,15 @@ module.exports = function container (get, set, clear) {
var order = orders['~' + opts.order_id]
var client = authedClient()
client.get_order_details(opts.order_id, function (err, body) {
if (err || typeof body === 'undefined') return retry('getOrder', func_args, err)
if (err || body === 'error: Invalid Order ID') return retry('getOrder', func_args, err)
if (body.status === 'c') {
order.status = 'rejected'
order.reject_reason = 'canceled'
}
if (body.status === 'd' || body.status === 'cd') {
order.status = 'done'
order.done_at = new Date().getTime()
order.filled_size = n(opts.size).subtract(body.remains).format('0.00000000')
order.filled_size = n(body.amount).subtract(body.remains).format('0.00000000')
}
cb(null, order)
})
Expand Down