Merge pull request #89 from ExchangeUnion/feat/multi-cex-support

feat: add Kraken support

Author: Karl Ranna

.env-example

@@ -1,5 +1,6 @@
-BINANCE_API_KEY=123
-BINANCE_API_SECRET=abc
+CEX=Binance
+CEX_API_KEY=123
+CEX_API_SECRET=abc
 DATA_DIR=/home/user/arby/data
 OPENDEX_CERT_PATH=/home/user/.xud/tls.cert
 OPENDEX_RPC_HOST=localhost

src/centralized/ccxt/__snapshots__/exchange.spec.ts.snap

@@ -0,0 +1,3 @@
+// Jest Snapshot v1, https://goo.gl/fbAQLP
+
+exports[`getExchange throws for unsupported exchange 1`] = `[Error: Could not get centralized exchange. Invalide CEX configuration option]`;

src/centralized/ccxt/exchange.spec.ts

@@ -5,15 +5,50 @@ import { getExchange } from './exchange';
 jest.mock('ccxt');
 
 describe('getExchange', () => {
-  it('initializes exchange with API key and secret', () => {
-    const config = testConfig();
+  afterEach(() => {
+    jest.clearAllMocks();
+  });
+
+  it('initializes Binance with API key and secret', () => {
+    const config = {
+      ...testConfig(),
+      ...{ CEX: 'Binance' },
+    };
     getExchange(config);
     expect(ccxt.binance).toHaveBeenCalledTimes(1);
     expect(ccxt.binance).toHaveBeenCalledWith(
       expect.objectContaining({
-        apiKey: config.BINANCE_API_KEY,
-        secret: config.BINANCE_API_SECRET,
+        apiKey: config.CEX_API_KEY,
+        secret: config.CEX_API_SECRET,
+      })
+    );
+  });
+
+  it('initializes Kraken with API key and secret', () => {
+    const config = {
+      ...testConfig(),
+      ...{ CEX: 'Kraken' },
+    };
+    getExchange(config);
+    expect(ccxt.kraken).toHaveBeenCalledTimes(1);
+    expect(ccxt.kraken).toHaveBeenCalledWith(
+      expect.objectContaining({
+        apiKey: config.CEX_API_KEY,
+        secret: config.CEX_API_SECRET,
       })
     );
   });
+
+  it('throws for unsupported exchange', () => {
+    expect.assertions(1);
+    const config = {
+      ...testConfig(),
+      ...{ CEX: 'Michael' },
+    };
+    try {
+      getExchange(config);
+    } catch (e) {
+      expect(e).toMatchSnapshot();
+    }
+  });
 });

src/centralized/ccxt/exchange.ts

@@ -2,10 +2,22 @@ import ccxt, { Exchange } from 'ccxt';
 import { Config } from '../../config';
 
 const getExchange = (config: Config): Exchange => {
-  return new ccxt.binance({
-    apiKey: config.BINANCE_API_KEY,
-    secret: config.BINANCE_API_SECRET,
-  });
+  switch (config.CEX) {
+    case 'Binance':
+      return new ccxt.binance({
+        apiKey: config.CEX_API_KEY,
+        secret: config.CEX_API_SECRET,
+      });
+    case 'Kraken':
+      return new ccxt.kraken({
+        apiKey: config.CEX_API_KEY,
+        secret: config.CEX_API_SECRET,
+      });
+    default:
+      throw new Error(
+        'Could not get centralized exchange. Invalide CEX configuration option'
+      );
+  }
 };
 
 export { getExchange };

src/centralized/convert-balances.spec.ts

@@ -22,4 +22,13 @@ describe('convertBalances', () => {
       quoteAssetBalance: new BigNumber('2'),
     });
   });
+
+  it('returns 0 when CCXT balance does not exist', () => {
+    const config = testConfig();
+    const balances = ({} as unknown) as Balances;
+    expect(convertBalances(config, balances)).toEqual({
+      baseAssetBalance: new BigNumber('0'),
+      quoteAssetBalance: new BigNumber('0'),
+    });
+  });
 });

src/centralized/convert-balances.ts

@@ -7,8 +7,12 @@ const convertBalances = (
   config: Config,
   balances: Balances
 ): ExchangeAssetAllocation => {
-  const baseAssetBalance = new BigNumber(balances[config.BASEASSET].total);
-  const quoteAssetBalance = new BigNumber(balances[config.QUOTEASSET].total);
+  const baseAssetTotal =
+    (balances[config.BASEASSET] && balances[config.BASEASSET].total) || '0';
+  const baseAssetBalance = new BigNumber(baseAssetTotal);
+  const quoteAssetTotal =
+    (balances[config.QUOTEASSET] && balances[config.QUOTEASSET].total) || '0';
+  const quoteAssetBalance = new BigNumber(quoteAssetTotal);
   return {
     baseAssetBalance,
     quoteAssetBalance,

src/config.spec.ts

@@ -4,8 +4,9 @@ describe('checkConfigOptions', () => {
   it('allows BTC/USDT trading pair', () => {
     const dotEnvConfig = {
       LOG_LEVEL: 'trace',
-      BINANCE_API_KEY: '123',
-      BINANCE_API_SECRET: 'abc',
+      CEX: 'Binance',
+      CEX_API_KEY: '123',
+      CEX_API_SECRET: 'abc',
       DATA_DIR: '/some/data/path',
       OPENDEX_CERT_PATH: '/some/cert/path',
       OPENDEX_RPC_HOST: 'localhost',
@@ -27,8 +28,9 @@ describe('checkConfigOptions', () => {
   it('allows ETH/BTC trading pair', () => {
     const dotEnvConfig = {
       LOG_LEVEL: 'trace',
-      BINANCE_API_KEY: '123',
-      BINANCE_API_SECRET: 'abc',
+      CEX: 'Binance',
+      CEX_API_KEY: '123',
+      CEX_API_SECRET: 'abc',
       DATA_DIR: '/some/data/path',
       OPENDEX_CERT_PATH: '/some/cert/path',
       OPENDEX_RPC_HOST: 'localhost',
@@ -50,8 +52,9 @@ describe('checkConfigOptions', () => {
   it('does not allow LTC/LTC trading pair', () => {
     const dotEnvConfig = {
       LOG_LEVEL: 'trace',
-      BINANCE_API_KEY: '123',
-      BINANCE_API_SECRET: 'abc',
+      CEX: 'Binance',
+      CEX_API_KEY: '123',
+      CEX_API_SECRET: 'abc',
       DATA_DIR: '/some/data/path',
       OPENDEX_CERT_PATH: '/some/cert/path',
       OPENDEX_RPC_HOST: 'localhost',

src/config.ts

@@ -6,8 +6,9 @@ import { Asset } from './constants';
 
 export type Config = {
   LOG_LEVEL: Level;
-  BINANCE_API_KEY: string;
-  BINANCE_API_SECRET: string;
+  CEX: string;
+  CEX_API_KEY: string;
+  CEX_API_SECRET: string;
   DATA_DIR: string;
   OPENDEX_CERT_PATH: string;
   OPENDEX_RPC_HOST: string;
@@ -22,8 +23,9 @@ export type Config = {
 
 const REQUIRED_CONFIGURATION_OPTIONS = [
   'LOG_LEVEL',
-  'BINANCE_API_KEY',
-  'BINANCE_API_SECRET',
+  'CEX',
+  'CEX_API_KEY',
+  'CEX_API_SECRET',
   'DATA_DIR',
   'OPENDEX_CERT_PATH',
   'OPENDEX_RPC_HOST',

src/opendex/errors.ts

@@ -36,7 +36,7 @@ const errors = {
     code: errorCodes.CENTRALIZED_EXCHANGE_PRICE_FEED_ERROR,
   },
   CEX_INVALID_CREDENTIALS: {
-    message: 'Invalid BINANCE_API_KEY or BINANCE_API_SECRET',
+    message: 'Invalid CEX_API_KEY or CEX_API_SECRET',
     code: errorCodes.CEX_INVALID_CREDENTIALS,
   },
 };

src/test-utils.ts

@@ -4,8 +4,9 @@ import { Level, Loggers } from './logger';
 const testConfig = (): Config => {
   return {
     LOG_LEVEL: Level.Trace,
-    BINANCE_API_KEY: '123',
-    BINANCE_API_SECRET: 'abc',
+    CEX: 'Binance',
+    CEX_API_KEY: '123',
+    CEX_API_SECRET: 'abc',
     DATA_DIR: '',
     OPENDEX_CERT_PATH: `${__dirname}/../mock-data/tls.cert`,
     OPENDEX_RPC_HOST: 'localhost',