feat(config): allow different BASEASSET and QUOTEASSET for CEX and DEX (#103)

* feat(config): allow different BASEASSET and QUOTEASSET for CEX and DEX
* feat: remove valid trading pair config check

Author: Karl Ranna

src/__snapshots__/config.spec.ts.snap

@@ -1,7 +1,5 @@
 // Jest Snapshot v1, https://goo.gl/fbAQLP
 
-exports[`checkConfigOptions LIVE_CEX disabled does not allow LTC/LTC trading pair 1`] = `"Invalid trading pair LTC/LTC. Supported trading pairs are: ETH/BTC, BTC/USDT, BTC/DAI, LTC/BTC, LTC/USDT, USDT/DAI"`;
-
 exports[`checkConfigOptions LIVE_CEX disabled requires TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE 1`] = `"Incomplete configuration. Please add the following options to .env or as environment variables: TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE"`;
 
 exports[`checkConfigOptions LIVE_CEX disabled requires TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE 1`] = `"Incomplete configuration. Please add the following options to .env or as environment variables: TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE"`;

src/arby.ts

@@ -47,8 +47,10 @@ const logConfig = (config: Config, logger: Logger) => {
     OPENDEX_RPC_HOST,
     OPENDEX_RPC_PORT,
     MARGIN,
-    BASEASSET,
-    QUOTEASSET,
+    CEX_BASEASSET,
+    CEX_QUOTEASSET,
+    OPENDEX_BASEASSET,
+    OPENDEX_QUOTEASSET,
     TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE,
     TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE,
     LIVE_CEX,
@@ -63,8 +65,10 @@ OPENDEX_CERT_PATH: ${OPENDEX_CERT_PATH}
 OPENDEX_RPC_HOST: ${OPENDEX_RPC_HOST}
 OPENDEX_RPC_PORT: ${OPENDEX_RPC_PORT}
 MARGIN: ${MARGIN}
-BASEASSET: ${BASEASSET}
-QUOTEASSET: ${QUOTEASSET}
+OPENDEX_BASEASSET: ${OPENDEX_BASEASSET}
+OPENDEX_QUOTEASSET: ${OPENDEX_QUOTEASSET}
+CEX_BASEASSET: ${CEX_BASEASSET}
+CEX_QUOTEASSET: ${CEX_QUOTEASSET}
 TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: ${TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE}
 TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: ${TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE}`);
 };

src/centralized/ccxt/cancel-order.spec.ts

@@ -12,8 +12,8 @@ describe('CCXT', () => {
     } as unknown) as Exchange;
     const orderId = '123';
     const config = testConfig();
-    const { BASEASSET, QUOTEASSET } = config;
-    const tradingPair = `${BASEASSET}/${QUOTEASSET}`;
+    const { CEX_BASEASSET, CEX_QUOTEASSET } = config;
+    const tradingPair = `${CEX_BASEASSET}/${CEX_QUOTEASSET}`;
     const orders$ = cancelOrder$(exchange, config, orderId);
     orders$.subscribe({
       next: actualResponse => {

src/centralized/ccxt/cancel-order.ts

@@ -9,7 +9,10 @@ const cancelOrder$ = (
 ): Observable<Order> => {
   return defer(() =>
     from(
-      exchange.cancelOrder(orderId, `${config.BASEASSET}/${config.QUOTEASSET}`)
+      exchange.cancelOrder(
+        orderId,
+        `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`
+      )
     )
   );
 };

src/centralized/ccxt/create-order.spec.ts

@@ -21,12 +21,12 @@ describe('CCXT', () => {
     const config: Config = {
       ...testConfig(),
       ...{
-        BASEASSET: 'ETH',
-        QUOTEASSET: 'BTC',
+        CEX_BASEASSET: 'ETH',
+        CEX_QUOTEASSET: 'BTC',
         CEX: 'Binance',
       },
     };
-    const expectedSymbol = `${config.BASEASSET}/${config.QUOTEASSET}`;
+    const expectedSymbol = `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`;
     const sellOrder$ = createOrder$({
       config,
       exchange,
@@ -61,13 +61,13 @@ describe('CCXT', () => {
     const config: Config = {
       ...testConfig(),
       ...{
-        BASEASSET: 'BTC',
-        QUOTEASSET: 'USDT',
+        CEX_BASEASSET: 'BTC',
+        CEX_QUOTEASSET: 'USDT',
         CEX: 'Binance',
       },
     };
     orderQuantity = new BigNumber('0.12345678');
-    const expectedSymbol = `${config.BASEASSET}/${config.QUOTEASSET}`;
+    const expectedSymbol = `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`;
     const buyOrder$ = createOrder$({
       config,
       exchange,
@@ -102,12 +102,12 @@ describe('CCXT', () => {
     const config: Config = {
       ...testConfig(),
       ...{
-        BASEASSET: 'BTC',
-        QUOTEASSET: 'USDT',
+        CEX_BASEASSET: 'BTC',
+        CEX_QUOTEASSET: 'USDT',
         CEX: 'Kraken',
       },
     };
-    const expectedSymbol = `${config.BASEASSET}/${config.QUOTEASSET}`;
+    const expectedSymbol = `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`;
     const buyOrder$ = createOrder$({
       config,
       exchange,
@@ -144,12 +144,12 @@ describe('CCXT', () => {
     const config: Config = {
       ...testConfig(),
       ...{
-        BASEASSET: 'ETH',
-        QUOTEASSET: 'BTC',
+        CEX_BASEASSET: 'ETH',
+        CEX_QUOTEASSET: 'BTC',
         CEX: 'Kraken',
       },
     };
-    const expectedSymbol = `${config.BASEASSET}/${config.QUOTEASSET}`;
+    const expectedSymbol = `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`;
     const sellOrder$ = createOrder$({
       config,
       exchange,

src/centralized/ccxt/create-order.ts

@@ -23,7 +23,7 @@ const createOrder$ = ({
       config.CEX === 'Kraken' ? { trading_agreement: 'agree' } : undefined;
     return from(
       exchange.createMarketOrder(
-        `${config.BASEASSET}/${config.QUOTEASSET}`,
+        `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`,
         side,
         parseFloat(quantity.toFixed(4, BigNumber.ROUND_DOWN)),
         price,

src/centralized/ccxt/fetch-open-orders.ts

@@ -7,7 +7,11 @@ const fetchOpenOrders$ = (
   config: Config
 ): Observable<Order[]> => {
   return defer(() =>
-    from(exchange.fetchOpenOrders(`${config.BASEASSET}/${config.QUOTEASSET}`))
+    from(
+      exchange.fetchOpenOrders(
+        `${config.CEX_BASEASSET}/${config.CEX_QUOTEASSET}`
+      )
+    )
   );
 };
 

src/centralized/ccxt/fetch-orders.spec.ts

@@ -11,8 +11,8 @@ describe('CCXT', () => {
       fetchOpenOrders: fetchOpenOrdersMock,
     } as unknown) as Exchange;
     const config = testConfig();
-    const { BASEASSET, QUOTEASSET } = config;
-    const tradingPair = `${BASEASSET}/${QUOTEASSET}`;
+    const { CEX_BASEASSET, CEX_QUOTEASSET } = config;
+    const tradingPair = `${CEX_BASEASSET}/${CEX_QUOTEASSET}`;
     const orders$ = fetchOpenOrders$(exchange, config);
     orders$.subscribe({
       next: actualOrders => {

src/centralized/convert-balances.spec.ts

@@ -7,12 +7,12 @@ describe('convertBalances', () => {
   it('converts CCXT Balances to ExchangeAssetAllocation', () => {
     const config = testConfig();
     const balances = ({} as unknown) as Balances;
-    balances[config.BASEASSET] = {
+    balances[config.CEX_BASEASSET] = {
       free: 10,
       used: 10,
       total: 20,
     };
-    balances[config.QUOTEASSET] = {
+    balances[config.CEX_QUOTEASSET] = {
       free: 1,
       used: 1,
       total: 2,

src/centralized/convert-balances.ts

@@ -8,10 +8,13 @@ const convertBalances = (
   balances: Balances
 ): ExchangeAssetAllocation => {
   const baseAssetTotal =
-    (balances[config.BASEASSET] && balances[config.BASEASSET].total) || '0';
+    (balances[config.CEX_BASEASSET] && balances[config.CEX_BASEASSET].total) ||
+    '0';
   const baseAssetBalance = new BigNumber(baseAssetTotal);
   const quoteAssetTotal =
-    (balances[config.QUOTEASSET] && balances[config.QUOTEASSET].total) || '0';
+    (balances[config.CEX_QUOTEASSET] &&
+      balances[config.CEX_QUOTEASSET].total) ||
+    '0';
   const quoteAssetBalance = new BigNumber(quoteAssetTotal);
   return {
     baseAssetBalance,