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bts-account-market.js
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bts-account-market.js
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'use strict';
const cache = require('./bts-cache');
const marketData = require('./bts-market-data');
// 获取 帐号的 value(quote_asset) / ( value(base_asset) + value(quote_asset) )
function get_account_asset_ratio(account, base_asset_symbol, quote_asset_symbol, price) {
var pa = [
cache.get_full_account(account, true),
cache.get_assets([base_asset_symbol, quote_asset_symbol])
];
if (!price) {
pa.push(marketData.getLatestFillPrice(base_asset_symbol, quote_asset_symbol));
pa.push(marketData.getMarketPrice(base_asset_symbol, quote_asset_symbol));
}
return Promise.all(pa).then(results => {
var balances = results[0].balances;
var base_asset = results[1][0];
var quote_asset = results[1][1];
var filledPrice, marketPrice;
if (price) {
marketPrice = price;
}
else {
filledPrice = results[2];
marketPrice = results[3];
if (marketPrice < 0) {
marketPrice = filledPrice;
}
}
var base_balance, quote_balance;
balances.forEach((balance) => {
if (balance.asset_type == base_asset.id) {
base_balance = balance.balance / Math.pow(10, base_asset.precision);
}
else if (balance.asset_type == quote_asset.id) {
quote_balance = balance.balance / Math.pow(10, quote_asset.precision);
}
})
results[0].limit_orders.forEach(o => {
if (o.sell_price.base.asset_id == base_asset.id) {
base_balance += o.for_sale / Math.pow(10, base_asset.precision);
}
else if (o.sell_price.base.asset_id == quote_asset.id) {
quote_balance += o.for_sale / Math.pow(10, quote_asset.precision);
}
});
if (!base_balance) {
return 1;
}
if (!quote_balance) {
return 0;
}
return {
price: marketPrice,
ratio: quote_balance * marketPrice / (base_balance + quote_balance * marketPrice)
}
})
}
function get_target_order_data(account, base_asset_symbol, quote_asset_symbol, target_price, target_ratio) {
return Promise.all([
cache.get_full_account(account, true),
cache.get_assets([base_asset_symbol, quote_asset_symbol]),
]).then(results => {
var balances = results[0].balances;
var base_asset = results[1][0];
var quote_asset = results[1][1];
var base_balance, quote_balance;
balances.forEach((balance) => {
if (balance.asset_type == base_asset.id) {
base_balance = balance.balance / Math.pow(10, base_asset.precision);
}
else if (balance.asset_type == quote_asset.id) {
quote_balance = balance.balance / Math.pow(10, quote_asset.precision);
}
})
results[0].limit_orders.forEach(o => {
if (o.sell_price.base.asset_id == base_asset.id) {
base_balance += o.for_sale / Math.pow(10, base_asset.precision);
}
else if (o.sell_price.base.asset_id == quote_asset.id) {
quote_balance += o.for_sale / Math.pow(10, quote_asset.precision);
}
});
var targetRatio = target_ratio / (1 - target_ratio)
var diff_base = (base_balance * targetRatio - quote_balance * target_price) / (1.0 + targetRatio);
var diff_quote = diff_base / target_price;
return {
is_buy: diff_quote > 0,
quote_amount: Math.abs(diff_quote),
base_amount: Math.abs(diff_base)
}
// target_ratio = (quote_balance + qdiff)*target_price / (base_balance - qdiff *target_price + (quote_balance + qdiff)*target_price)
// target_ratio * (base_balance - qdiff *target_price + (quote_balance + qdiff)*target_price) =(quote_balance + qdiff)*target_price
// target_ratio * base_balance - qdiff * target_price * target_ratio
})
}
function get_account_balances(account, base_asset_symbol, quote_asset_symbol) {
return Promise.all([
cache.get_full_account(account, true),
cache.get_assets([base_asset_symbol, quote_asset_symbol]),
]).then(results => {
var balances = results[0].balances;
var base_asset = results[1][0];
var quote_asset = results[1][1];
var base_balance, quote_balance;
balances.forEach((balance) => {
if (balance.asset_type == base_asset.id) {
base_balance = balance.balance / Math.pow(10, base_asset.precision);
}
else if (balance.asset_type == quote_asset.id) {
quote_balance = balance.balance / Math.pow(10, quote_asset.precision);
}
})
results[0].limit_orders.forEach(o => {
if (o.sell_price.base.asset_id == base_asset.id) {
base_balance += o.for_sale / Math.pow(10, base_asset.precision);
}
else if (o.sell_price.base.asset_id == quote_asset.id) {
quote_balance += o.for_sale / Math.pow(10, quote_asset.precision);
}
});
return {
base_balance: base_balance,
quote_balance: quote_balance
}
})
}
function get_account_orders(account, base_asset_symbol, quote_asset_symbol) {
return Promise.all([
cache.get_full_account(account, true),
cache.get_assets([base_asset_symbol, quote_asset_symbol]),
]).then(results => {
var base_asset = results[1][0];
var quote_asset = results[1][1];
var orders = results[0].limit_orders.filter(o => {
return o.sell_price.base.asset_id == base_asset.id && o.sell_price.quote.asset_id == quote_asset.id
|| o.sell_price.base.asset_id == quote_asset.id && o.sell_price.quote.asset_id == base_asset.id;
});
return orders.map(o => {
var r = { raw_order: o, parsed: {} };
r.parsed.is_buy = o.sell_price.base.asset_id == base_asset.id;
if (r.parsed.is_buy) {
r.parsed.base_amount = o.sell_price.base.amount / Math.pow(10, base_asset.precision);
r.parsed.quote_amount = o.sell_price.quote.amount / Math.pow(10, quote_asset.precision);
}
else {
r.parsed.base_amount = o.sell_price.quote.amount / Math.pow(10, base_asset.precision);
r.parsed.quote_amount = o.sell_price.base.amount / Math.pow(10, quote_asset.precision);
}
r.parsed.price = r.parsed.base_amount / r.parsed.quote_amount;
return r;
});
});
}
module.exports = {
get_account_asset_ratio: get_account_asset_ratio,
get_target_order_data: get_target_order_data,
get_account_balances: get_account_balances,
get_account_orders: get_account_orders,
}