Merge pull request #432 from isocolsky/feat/rate-service

Fiat exchange rate service
This commit is contained in:
Matias Alejo Garcia 2016-01-13 16:35:30 -03:00
commit 3ce7a66b15
13 changed files with 591 additions and 2 deletions

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@ -52,6 +52,10 @@ var config = {
subjectPrefix: '',
pushServerUrl: 'http://localhost:8000/send',
},
fiatRateServiceOpts: {
defaultProvider: 'BitPay',
fetchInterval: 10, // in minutes
},
// To use email notifications uncomment this:
// emailOpts: {
// host: 'localhost',

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@ -0,0 +1,16 @@
#!/usr/bin/env node
'use strict';
var config = require('../config');
var FiatRateService = require('../lib/fiatrateservice');
var service = new FiatRateService();
service.init(config, function(err) {
if (err) throw err;
service.startCron(config, function(err) {
if (err) throw err;
console.log('Fiat rate service started');
});
});

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@ -40,4 +40,8 @@ Defaults.FEE_LEVELS = [{
// Minimum nb of addresses a wallet must have to start using 2-step balance optimization
Defaults.TWO_STEP_BALANCE_THRESHOLD = 100;
Defaults.FIAT_RATE_PROVIDER = 'BitPay';
Defaults.FIAT_RATE_FETCH_INTERVAL = 10; // In minutes
Defaults.FIAT_RATE_MAX_LOOK_BACK_TIME = 120; // In minutes
module.exports = Defaults;

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@ -5,7 +5,6 @@ var async = require('async');
var log = require('npmlog');
var express = require('express');
var querystring = require('querystring');
var bodyParser = require('body-parser')
var WalletService = require('./server');
@ -114,7 +113,7 @@ ExpressApp.prototype.start = function(opts, cb) {
};
};
function getServer(req, res, cb) {
function getServer(req, res) {
var opts = {
clientVersion: req.header('x-client-version'),
};
@ -501,6 +500,25 @@ ExpressApp.prototype.start = function(opts, cb) {
});
});
router.get('/v1/fiatrates/:code/', function(req, res) {
getServerWithAuth(req, res, function(server) {
var opts = {
code: req.params['code'],
source: req.query.source,
ts: +req.query.ts,
};
server.getFiatRate(opts, function(err, rates) {
if (err) returnError({
code: 500,
message: err,
});
res.json(rates);
res.end();
});
});
});
this.app.use(opts.basePath || '/bws/api', router);
WalletService.initialize(opts, cb);

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@ -0,0 +1,18 @@
var _ = require('lodash');
var provider = {
name: 'BitPay',
url: 'https://bitpay.com/api/rates/',
parseFn: function(raw) {
var rates = _.compact(_.map(raw, function(d) {
if (!d.code || !d.rate) return null;
return {
code: d.code,
value: d.rate,
};
}));
return rates;
},
};
module.exports = provider;

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@ -0,0 +1,12 @@
var provider = {
name: 'Bitstamp',
url: 'https://www.bitstamp.net/api/ticker/',
parseFn: function(raw) {
return [{
code: 'USD',
value: parseFloat(raw.last)
}];
}
};
module.exports = provider;

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@ -0,0 +1,6 @@
var Providers = {
BitPay: require('./bitpay'),
Bitstamp: require('./bitstamp'),
}
module.exports = Providers;

138
lib/fiatrateservice.js Normal file
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@ -0,0 +1,138 @@
'use strict';
var _ = require('lodash');
var $ = require('preconditions').singleton();
var async = require('async');
var log = require('npmlog');
log.debug = log.verbose;
var request = require('request');
var Common = require('./common');
var Defaults = Common.Defaults;
var Storage = require('./storage');
var Model = require('./model');
function FiatRateService() {};
FiatRateService.prototype.init = function(opts, cb) {
var self = this;
opts = opts || {};
self.request = opts.request || request;
self.defaultProvider = opts.defaultProvider || Defaults.FIAT_RATE_PROVIDER;
async.parallel([
function(done) {
if (opts.storage) {
self.storage = opts.storage;
done();
} else {
self.storage = new Storage();
self.storage.connect(opts.storageOpts, done);
}
},
], function(err) {
if (err) {
log.error(err);
}
return cb(err);
});
};
FiatRateService.prototype.startCron = function(opts, cb) {
var self = this;
opts = opts || {};
self.providers = _.values(require('./fiatrateproviders'));
var interval = opts.fetchInterval || Defaults.FIAT_RATE_FETCH_INTERVAL;
if (interval) {
self._fetch();
setInterval(function() {
self._fetch();
}, interval * 60 * 1000);
}
return cb();
};
FiatRateService.prototype._fetch = function(cb) {
var self = this;
cb = cb || function() {};
async.each(self.providers, function(provider, next) {
self._retrieve(provider, function(err, res) {
if (err) {
log.warn('Error retrieving data for ' + provider.name, err);
return next();
}
self.storage.storeFiatRate(provider.name, res, function(err) {
if (err) {
log.warn('Error storing data for ' + provider.name, err);
}
return next();
});
});
}, cb);
};
FiatRateService.prototype._retrieve = function(provider, cb) {
var self = this;
log.debug('Fetching data for ' + provider.name);
self.request.get({
url: provider.url,
json: true,
}, function(err, res, body) {
if (err || !body) {
return cb(err);
}
log.debug('Data for ' + provider.name + ' fetched successfully');
if (!provider.parseFn) {
return cb(new Error('No parse function for provider ' + provider.name));
}
var rates = provider.parseFn(body);
return cb(null, rates);
});
};
FiatRateService.prototype.getRate = function(opts, cb) {
var self = this;
$.shouldBeFunction(cb);
opts = opts || {};
var now = Date.now();
var provider = opts.provider || self.defaultProvider;
var ts = (_.isNumber(opts.ts) || _.isArray(opts.ts)) ? opts.ts : now;
async.map([].concat(ts), function(ts, cb) {
self.storage.fetchFiatRate(provider, opts.code, ts, function(err, rate) {
if (err) return cb(err);
if (rate && (now - rate.ts) > Defaults.FIAT_RATE_MAX_LOOK_BACK_TIME * 60 * 1000) rate = null;
return cb(null, {
ts: +ts,
rate: rate ? rate.value : undefined,
fetchedOn: rate ? rate.ts : undefined,
});
});
}, function(err, res) {
if (err) return cb(err);
if (!_.isArray(ts)) res = res[0];
return cb(null, res);
});
};
module.exports = FiatRateService;

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@ -22,6 +22,7 @@ var Lock = require('./lock');
var Storage = require('./storage');
var MessageBroker = require('./messagebroker');
var BlockchainExplorer = require('./blockchainexplorer');
var FiatRateService = require('./fiatrateservice');
var Model = require('./model');
var Wallet = Model.Wallet;
@ -33,6 +34,7 @@ var storage;
var blockchainExplorer;
var blockchainExplorerOpts;
var messageBroker;
var fiatRateService;
var serviceVersion;
var HISTORY_LIMIT = 10;
@ -50,6 +52,7 @@ function WalletService() {
this.blockchainExplorer = blockchainExplorer;
this.blockchainExplorerOpts = blockchainExplorerOpts;
this.messageBroker = messageBroker;
this.fiatRateService = fiatRateService;
this.notifyTicker = 0;
};
@ -101,6 +104,22 @@ WalletService.initialize = function(opts, cb) {
return cb();
};
function initFiatRateService(cb) {
if (opts.fiatRateService) {
fiatRateService = opts.fiatRateService;
return cb();
} else {
var newFiatRateService = new FiatRateService();
var opts2 = opts.fiatRateServiceOpts || {};
opts2.storage = storage;
newFiatRateService.init(opts2, function(err) {
if (err) return cb(err);
fiatRateService = newFiatRateService;
return cb();
});
}
};
async.series([
function(next) {
@ -109,6 +128,9 @@ WalletService.initialize = function(opts, cb) {
function(next) {
initMessageBroker(next);
},
function(next) {
initFiatRateService(next);
},
], function(err) {
if (err) {
log.error('Could not initialize', err);
@ -2365,6 +2387,26 @@ WalletService.prototype.startScan = function(opts, cb) {
});
};
/**
* Returns exchange rate for the specified currency & timestamp.
* @param {Object} opts
* @param {string} opts.code - Currency ISO code.
* @param {Date} [opts.ts] - A timestamp to base the rate on (default Date.now()).
* @param {String} [opts.provider] - A provider of exchange rates (default 'BitPay').
* @returns {Object} rates - The exchange rate.
*/
WalletService.prototype.getFiatRate = function(opts, cb) {
var self = this;
if (!Utils.checkRequired(opts, ['code']))
return cb(new ClientError('Required argument missing'));
self.fiatRateService.getRate(opts, function(err, rate) {
if (err) return cb(err);
return cb(null, rate);
});
};
module.exports = WalletService;
module.exports.ClientError = ClientError;

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@ -21,6 +21,7 @@ var collections = {
PREFERENCES: 'preferences',
EMAIL_QUEUE: 'email_queue',
CACHE: 'cache',
FIAT_RATES: 'fiat_rates',
};
var Storage = function(opts) {
@ -572,6 +573,38 @@ Storage.prototype.fetchActiveAddresses = function(walletId, cb) {
});
};
Storage.prototype.storeFiatRate = function(providerName, rates, cb) {
var self = this;
var now = Date.now();
async.each(rates, function(rate, next) {
self.db.collection(collections.FIAT_RATES).insert({
provider: providerName,
ts: now,
code: rate.code,
value: rate.value,
}, {
w: 1
}, next);
}, cb);
};
Storage.prototype.fetchFiatRate = function(providerName, code, ts, cb) {
var self = this;
self.db.collection(collections.FIAT_RATES).find({
provider: providerName,
code: code,
ts: {
$lte: ts
},
}).sort({
ts: -1
}).limit(1).toArray(function(err, result) {
if (err || _.isEmpty(result)) return cb(err);
return cb(null, result[0]);
});
};
Storage.prototype._dump = function(cb, fn) {
fn = fn || console.log;
cb = cb || function() {};

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@ -34,5 +34,6 @@ run_program messagebroker/messagebroker.js pids/messagebroker.pid logs/messagebr
run_program bcmonitor/bcmonitor.js pids/bcmonitor.pid logs/bcmonitor.log
run_program emailservice/emailservice.js pids/emailservice.pid logs/emailservice.log
run_program pushnotificationsservice/pushnotificationsservice.js pids/pushnotificationsservice.pid logs/pushnotificationsservice.log
run_program fiatrateservice/fiatrateservice.js pids/fiatrateservice.pid logs/fiatrateservice.log
run_program bws.js pids/bws.pid logs/bws.log

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@ -11,6 +11,7 @@ stop_program ()
}
stop_program pids/bws.pid
stop_program pids/fiatrateservice.pid
stop_program pids/emailservice.pid
stop_program pids/bcmonitor.pid
stop_program pids/pushnotificationsservice.pid

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@ -0,0 +1,296 @@
'use strict';
var _ = require('lodash');
var async = require('async');
var chai = require('chai');
var sinon = require('sinon');
var should = chai.should();
var log = require('npmlog');
log.debug = log.verbose;
log.level = 'info';
var helpers = require('./helpers');
var FiatRateService = require('../../lib/fiatrateservice');
describe('Fiat rate service', function() {
var service, request;
before(function(done) {
helpers.before(done);
});
after(function(done) {
helpers.after(done);
});
beforeEach(function(done) {
helpers.beforeEach(function() {
service = new FiatRateService();
request = sinon.stub();
request.get = sinon.stub();
service.init({
storage: helpers.getStorage(),
request: request,
}, function(err) {
should.not.exist(err);
service.startCron({}, done);
});
});
});
describe('#getRate', function() {
it('should get current rate', function(done) {
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: 123.45,
}], function(err) {
should.not.exist(err);
service.getRate({
code: 'USD'
}, function(err, res) {
should.not.exist(err);
res.rate.should.equal(123.45);
done();
});
});
});
it('should get current rate for different currency', function(done) {
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: 123.45,
}], function(err) {
should.not.exist(err);
service.storage.storeFiatRate('BitPay', [{
code: 'EUR',
value: 345.67,
}], function(err) {
should.not.exist(err);
service.getRate({
code: 'EUR'
}, function(err, res) {
should.not.exist(err);
res.rate.should.equal(345.67);
done();
});
});
});
});
it('should get current rate for different provider', function(done) {
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: 100.00,
}], function(err) {
should.not.exist(err);
service.storage.storeFiatRate('Bitstamp', [{
code: 'USD',
value: 200.00,
}], function(err) {
should.not.exist(err);
service.getRate({
code: 'USD'
}, function(err, res) {
should.not.exist(err);
res.rate.should.equal(100.00, 'Should use default provider');
service.getRate({
code: 'USD',
provider: 'Bitstamp',
}, function(err, res) {
should.not.exist(err);
res.rate.should.equal(200.00);
done();
});
});
});
});
});
it('should get rate for specific ts', function(done) {
var clock = sinon.useFakeTimers(0, 'Date');
clock.tick(20);
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: 123.45,
}], function(err) {
should.not.exist(err);
clock.tick(100);
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: 345.67,
}], function(err) {
should.not.exist(err);
service.getRate({
code: 'USD',
ts: 50,
}, function(err, res) {
should.not.exist(err);
res.ts.should.equal(50);
res.rate.should.equal(123.45);
res.fetchedOn.should.equal(20);
clock.restore();
done();
});
});
});
});
it('should get rates for a series of ts', function(done) {
var clock = sinon.useFakeTimers(0, 'Date');
async.each([1.00, 2.00, 3.00, 4.00], function(value, next) {
clock.tick(100);
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: value,
}, {
code: 'EUR',
value: value,
}], next);
}, function(err) {
should.not.exist(err);
service.getRate({
code: 'USD',
ts: [50, 100, 199, 500],
}, function(err, res) {
should.not.exist(err);
res.length.should.equal(4);
res[0].ts.should.equal(50);
should.not.exist(res[0].rate);
should.not.exist(res[0].fetchedOn);
res[1].ts.should.equal(100);
res[1].rate.should.equal(1.00);
res[1].fetchedOn.should.equal(100);
res[2].ts.should.equal(199);
res[2].rate.should.equal(1.00);
res[2].fetchedOn.should.equal(100);
res[3].ts.should.equal(500);
res[3].rate.should.equal(4.00);
res[3].fetchedOn.should.equal(400);
clock.restore();
done();
});
});
});
it('should not get rate older than 2hs', function(done) {
var clock = sinon.useFakeTimers(0, 'Date');
service.storage.storeFiatRate('BitPay', [{
code: 'USD',
value: 123.45,
}], function(err) {
should.not.exist(err);
clock.tick((120 * 60 - 1) * 1000); // Almost 2 hours
service.getRate({
code: 'USD',
}, function(err, res) {
should.not.exist(err);
res.rate.should.equal(123.45);
res.fetchedOn.should.equal(0);
clock.restore();
clock.tick(2 * 1000); // 2 seconds later...
service.getRate({
code: 'USD',
}, function(err, res) {
should.not.exist(err);
should.not.exist(res.rate);
clock.restore();
done();
});
});
});
});
});
describe('#fetch', function() {
it('should fetch rates from all providers', function(done) {
var clock = sinon.useFakeTimers(100, 'Date');
var bitpay = [{
code: 'USD',
rate: 123.45,
}, {
code: 'EUR',
rate: 234.56,
}];
var bitstamp = {
last: 120.00,
};
request.get.withArgs({
url: 'https://bitpay.com/api/rates/',
json: true
}).yields(null, null, bitpay);
request.get.withArgs({
url: 'https://www.bitstamp.net/api/ticker/',
json: true
}).yields(null, null, bitstamp);
service._fetch(function(err) {
should.not.exist(err);
service.getRate({
code: 'USD'
}, function(err, res) {
should.not.exist(err);
res.fetchedOn.should.equal(100);
res.rate.should.equal(123.45);
service.getRate({
code: 'USD',
provider: 'Bitstamp',
}, function(err, res) {
should.not.exist(err);
res.fetchedOn.should.equal(100);
res.rate.should.equal(120.00);
service.getRate({
code: 'EUR'
}, function(err, res) {
should.not.exist(err);
res.fetchedOn.should.equal(100);
res.rate.should.equal(234.56);
clock.restore();
done();
});
});
});
});
});
it('should not stop when failing to fetch provider', function(done) {
var clock = sinon.useFakeTimers(100, 'Date');
var bitstamp = {
last: 120.00,
};
request.get.withArgs({
url: 'https://bitpay.com/api/rates/',
json: true
}).yields('dummy error', null, null);
request.get.withArgs({
url: 'https://www.bitstamp.net/api/ticker/',
json: true
}).yields(null, null, bitstamp);
service._fetch(function(err) {
should.not.exist(err);
service.getRate({
code: 'USD'
}, function(err, res) {
should.not.exist(err);
res.ts.should.equal(100);
should.not.exist(res.rate)
should.not.exist(res.fetchedOn)
service.getRate({
code: 'USD',
provider: 'Bitstamp'
}, function(err, res) {
should.not.exist(err);
res.fetchedOn.should.equal(100);
res.rate.should.equal(120.00);
clock.restore();
done();
});
});
});
});
});
});