feat: support liquid trades import #281
There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,224 @@ | ||
| import { getCSVData } from '../../'; | ||
| import { EXCHANGES, IImport, IPartialTrade, ITrade } from '../../../types'; | ||
| import { createDateAsUTC, createID } from '../../utils'; | ||
|
|
||
| enum LiquidOrderDirection { | ||
| PAY = 'PAY', | ||
| RECEIVE = 'RECEIVE', | ||
| } | ||
|
|
||
| interface ILiquid { | ||
| exchange: string; | ||
| currency_type: string; | ||
| direction: string; | ||
| transaction_id: string; | ||
| transaction_type: string; | ||
| gross_amount: string; | ||
| currency: string; | ||
| execution_id: string; | ||
| generated_for_type: string; | ||
| generated_for_id: string; | ||
| transaction_hash: string; | ||
| from_address: string; | ||
| to_address: string; | ||
| state: string; | ||
| created_at_jst: string; | ||
| updated_at_jst: string; | ||
| created_at_utc: string; | ||
| updated_at: string; | ||
| notes: string; | ||
| used_id: string; | ||
| account_id: string; | ||
| } | ||
|
|
||
| interface ILiquidGroup { | ||
| [key: string]: ILiquid[]; | ||
| } | ||
|
|
||
| function groupByExecutionID(group: ILiquidGroup, line: ILiquid) { | ||
| group[line.execution_id] = group[line.execution_id] ?? []; | ||
| group[line.execution_id].push(line); | ||
| return group; | ||
| } | ||
|
|
||
| function groupByCreatedAtUTC(group: ILiquidGroup, line: ILiquid) { | ||
| group[line.created_at_utc] = group[line.created_at_utc] ?? []; | ||
| group[line.created_at_utc].push(line); | ||
| return group; | ||
| } | ||
|
|
||
| export default async function processData(importDetails: IImport): Promise<ITrade[]> { | ||
| let data2: ILiquid[] = []; | ||
| if (importDetails.data2 !== undefined ) { | ||
| data2 = await getCSVData(importDetails.data2) as ILiquid[]; | ||
| } | ||
| const data: ILiquid[] = (await getCSVData(importDetails.data) as ILiquid[]).concat(data2); | ||
| const internalFormat: ITrade[] = []; | ||
| const sorted = data.sort(function(a, b){ | ||
| const dateA = createDateAsUTC(new Date(a.created_at_utc)).getTime(); | ||
| const dateB = createDateAsUTC(new Date(b.created_at_utc)).getTime(); | ||
| return dateA - dateB; | ||
| }); | ||
| const grouped = sorted.reduce(groupByExecutionID, {}); | ||
| for (const execution in grouped) { | ||
| const trades = grouped[execution]; | ||
| const tradeToAdd: IPartialTrade = { | ||
| date : createDateAsUTC(new Date(trades[0].created_at_utc)).getTime(), | ||
| exchange : EXCHANGES.Liquid, | ||
| exchangeID : execution, | ||
| }; | ||
| if (execution === '') { | ||
|
Contributor
Author
There was a problem hiding this comment. I don’t know that notation. Here I’m testing if the executionID is '', when the cell is empty in the csv
Contributor
Author
There was a problem hiding this comment. I tried to replace the condition with |
||
| const dateGrouped = trades.reduce(groupByCreatedAtUTC, {}); | ||
| for (const date in dateGrouped) { | ||
| const groupedTrades = dateGrouped[date]; | ||
| const firstLine = groupedTrades[0]; | ||
| switch (firstLine.transaction_type) { | ||
| /*case 'funding': { | ||
| // TODO: create a deposit transaction | ||
| break; | ||
| } | ||
| case 'withdrawal': { | ||
| // TODO: create a withdrawal transaction | ||
| break; | ||
| }*/ | ||
| case 'quick_exchange': { | ||
| if (groupedTrades.length == 2) { | ||
| internalFormat.push(addTrade(tradeToAdd, groupedTrades[0], groupedTrades[1])); | ||
| } else { | ||
| console.error(`Error parsing ${tradeToAdd.exchange} quick exchange. | ||
| It extends over ${groupedTrades.length} lines`); | ||
| } | ||
| break; | ||
| } | ||
| default: { | ||
| console.log(`Ignored ${tradeToAdd.exchange} trade of type ${firstLine.transaction_type}`); | ||
| } | ||
| } | ||
| } | ||
| continue; | ||
| } | ||
| switch (trades[0].transaction_type) { | ||
| case 'trade': { | ||
| switch (trades.length) { | ||
| case 1: { | ||
| internalFormat.push(addSingleLineTrade(tradeToAdd, trades[0])); | ||
| break; | ||
| } | ||
| case 2: { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[1])); | ||
| break; | ||
| } | ||
| case 3: { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[1], trades[2])); | ||
| break; | ||
| } | ||
| case 4: { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[1], trades[2], trades[3])); | ||
| break; | ||
| } | ||
| case 6: { | ||
| let secondTrade = tradeToAdd; | ||
| if (trades[0].direction !== trades[2].direction) { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[2], trades[4], trades[5])); | ||
| internalFormat.push(addTrade(secondTrade, trades[1], trades[3])); | ||
| } else { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[3], trades[4], trades[5])); | ||
| internalFormat.push(addTrade(secondTrade, trades[1], trades[2])); | ||
| } | ||
| break; | ||
| } | ||
| case 8: { | ||
| let secondTrade = tradeToAdd; | ||
| if (trades[0].direction !== trades[2].direction) { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[2], trades[4], trades[5])); | ||
| internalFormat.push(addTrade(secondTrade, trades[1], trades[3], trades[6], trades[7])); | ||
| } else { | ||
| internalFormat.push(addTrade(tradeToAdd, trades[0], trades[3], trades[4], trades[5])); | ||
| internalFormat.push(addTrade(secondTrade, trades[1], trades[2], trades[6], trades[7])); | ||
| } | ||
| break; | ||
| } | ||
| default: { | ||
| console.error(`Error parsing ${tradeToAdd.exchange} trade. | ||
| It extends over ${trades.length} lines`); | ||
| console.info(trades); | ||
| } | ||
| } | ||
| break; | ||
| } | ||
| case 'rebate_trade_fee': | ||
| case 'trade_fee': { | ||
| console.error(`Error parsing ${tradeToAdd.exchange} trade. | ||
| First line should not be of type ${trades[0].transaction_type}`); | ||
| break; | ||
| } | ||
| default: { | ||
| console.log(`Ignored ${tradeToAdd.exchange} trade of type ${trades[0].transaction_type}`); | ||
| } | ||
| } | ||
| } | ||
| return internalFormat; | ||
| } | ||
|
|
||
| function addSingleLineTrade( | ||
| tradeToAdd: IPartialTrade, | ||
| trade: ILiquid, | ||
| ) : ITrade { | ||
| if (trade.direction.toUpperCase() === LiquidOrderDirection.PAY) { | ||
| tradeToAdd.boughtCurrency = trade.currency; | ||
| tradeToAdd.soldCurrency = trade.currency; | ||
| tradeToAdd.amountSold = 0; | ||
| tradeToAdd.rate = 1; | ||
| tradeToAdd.tradeFee = parseFloat(trade.gross_amount); | ||
| tradeToAdd.tradeFeeCurrency = trade.currency; | ||
| } else if (trade.direction.toUpperCase() === LiquidOrderDirection.RECEIVE) { | ||
| // TODO: Replace by an income | ||
| tradeToAdd.soldCurrency = 'USDT'; | ||
| tradeToAdd.boughtCurrency = trade.currency; | ||
| tradeToAdd.amountSold = 0; | ||
| tradeToAdd.rate = 0 / parseFloat(trade.gross_amount); | ||
| } | ||
| else { | ||
| console.info(trade); | ||
| throw new Error(`Error parsing ${tradeToAdd.exchange} trade.direction=${trade.direction}`); | ||
| } | ||
| tradeToAdd.ID = createID(tradeToAdd); | ||
| return tradeToAdd as ITrade; | ||
| } | ||
|
|
||
| function addTrade( | ||
| tradeToAdd: IPartialTrade, | ||
| firstHalf: ILiquid, | ||
| secondHalf: ILiquid, | ||
| feeTrade?: ILiquid, | ||
| rebateFeeTrade?: ILiquid, | ||
| ): ITrade { | ||
| let firstHalfDirection = firstHalf.direction.toUpperCase(); | ||
| let secondHalfDirection = secondHalf.direction.toUpperCase(); | ||
| if (firstHalfDirection === LiquidOrderDirection.PAY && secondHalfDirection === LiquidOrderDirection.RECEIVE) { | ||
| tradeToAdd.boughtCurrency = secondHalf.currency; | ||
| tradeToAdd.soldCurrency = firstHalf.currency; | ||
| tradeToAdd.amountSold = Math.abs(parseFloat(firstHalf.gross_amount)); | ||
| tradeToAdd.rate = Math.abs(parseFloat(firstHalf.gross_amount) / parseFloat(secondHalf.gross_amount)); | ||
| } else if (firstHalfDirection === LiquidOrderDirection.RECEIVE && secondHalfDirection === LiquidOrderDirection.PAY) { | ||
| tradeToAdd.soldCurrency = secondHalf.currency; | ||
| tradeToAdd.boughtCurrency = firstHalf.currency; | ||
| tradeToAdd.amountSold = Math.abs(parseFloat(secondHalf.gross_amount)); | ||
| tradeToAdd.rate = Math.abs(parseFloat(secondHalf.gross_amount) / parseFloat(firstHalf.gross_amount)); | ||
| } else { | ||
| console.info(firstHalf); | ||
| console.info(secondHalf); | ||
| throw new Error(`Error parsing ${tradeToAdd.exchange} firstHalf.direction=${firstHalf.direction} | ||
| and secondHalf.direction=${secondHalf.direction}`); | ||
| } | ||
| if (feeTrade !== undefined) { | ||
| let amount = parseFloat(feeTrade.gross_amount); | ||
| if (rebateFeeTrade !== undefined) { | ||
| amount -= parseFloat(rebateFeeTrade.gross_amount); | ||
| } | ||
| tradeToAdd.tradeFee = amount; | ||
| tradeToAdd.tradeFeeCurrency = feeTrade.currency; | ||
| } | ||
| tradeToAdd.ID = createID(tradeToAdd); | ||
| return tradeToAdd as ITrade; | ||
| } | ||
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Uh oh!
There was an error while loading. Please reload this page.