z-nomp/libs/profitSwitch.js

547 lines
24 KiB
JavaScript

var async = require('async');
var net = require('net');
var bignum = require('bignum');
var algos = require('stratum-pool/lib/algoProperties.js');
var util = require('stratum-pool/lib/util.js');
var Cryptsy = require('./apiCryptsy.js');
var Poloniex = require('./apiPoloniex.js');
var Mintpal = require('./apiMintpal.js');
var Stratum = require('stratum-pool');
module.exports = function(logger){
var _this = this;
var portalConfig = JSON.parse(process.env.portalConfig);
var poolConfigs = JSON.parse(process.env.pools);
var logSystem = 'Profit';
//
// build status tracker for collecting coin market information
//
var profitStatus = {};
var symbolToAlgorithmMap = {};
Object.keys(poolConfigs).forEach(function(coin){
var poolConfig = poolConfigs[coin];
var algo = poolConfig.coin.algorithm;
if (!profitStatus.hasOwnProperty(algo)) {
profitStatus[algo] = {};
}
var coinStatus = {
name: poolConfig.coin.name,
symbol: poolConfig.coin.symbol,
difficulty: 0,
reward: 0,
exchangeInfo: {}
};
profitStatus[algo][poolConfig.coin.symbol] = coinStatus;
symbolToAlgorithmMap[poolConfig.coin.symbol] = algo;
});
//
// ensure we have something to switch
//
Object.keys(profitStatus).forEach(function(algo){
if (Object.keys(profitStatus[algo]).length <= 1) {
delete profitStatus[algo];
Object.keys(symbolToAlgorithmMap).forEach(function(symbol){
if (symbolToAlgorithmMap[symbol] === algo)
delete symbolToAlgorithmMap[symbol];
});
}
});
if (Object.keys(profitStatus).length == 0){
logger.debug(logSystem, 'Config', 'No alternative coins to switch to in current config, switching disabled.');
return;
}
//
// setup APIs
//
var poloApi = new Poloniex(
// 'API_KEY',
// 'API_SECRET'
);
var cryptsyApi = new Cryptsy(
// 'API_KEY',
// 'API_SECRET'
);
var mintpalApi = new Mintpal(
// 'API_KEY',
// 'API_SECRET'
);
//
// market data collection from Poloniex
//
this.getProfitDataPoloniex = function(callback){
async.series([
function(taskCallback){
poloApi.getTicker(function(err, data){
if (err){
taskCallback(err);
return;
}
Object.keys(symbolToAlgorithmMap).forEach(function(symbol){
var exchangeInfo = profitStatus[symbolToAlgorithmMap[symbol]][symbol].exchangeInfo;
if (!exchangeInfo.hasOwnProperty('Poloniex'))
exchangeInfo['Poloniex'] = {};
var marketData = exchangeInfo['Poloniex'];
if (data.hasOwnProperty('BTC_' + symbol)) {
if (!marketData.hasOwnProperty('BTC'))
marketData['BTC'] = {};
var btcData = data['BTC_' + symbol];
marketData['BTC'].ask = new Number(btcData.lowestAsk);
marketData['BTC'].bid = new Number(btcData.highestBid);
marketData['BTC'].last = new Number(btcData.last);
marketData['BTC'].baseVolume = new Number(btcData.baseVolume);
marketData['BTC'].quoteVolume = new Number(btcData.quoteVolume);
}
if (data.hasOwnProperty('LTC_' + symbol)) {
if (!marketData.hasOwnProperty('LTC'))
marketData['LTC'] = {};
var ltcData = data['LTC_' + symbol];
marketData['LTC'].ask = new Number(ltcData.lowestAsk);
marketData['LTC'].bid = new Number(ltcData.highestBid);
marketData['LTC'].last = new Number(ltcData.last);
marketData['LTC'].baseVolume = new Number(ltcData.baseVolume);
marketData['LTC'].quoteVolume = new Number(ltcData.quoteVolume);
}
// save LTC to BTC exchange rate
if (marketData.hasOwnProperty('LTC') && data.hasOwnProperty('BTC_LTC')) {
var btcLtc = data['BTC_LTC'];
marketData['LTC'].ltcToBtc = new Number(btcLtc.highestBid);
}
});
taskCallback();
});
},
function(taskCallback){
var depthTasks = [];
Object.keys(symbolToAlgorithmMap).forEach(function(symbol){
var marketData = profitStatus[symbolToAlgorithmMap[symbol]][symbol].exchangeInfo['Poloniex'];
if (marketData.hasOwnProperty('BTC') && marketData['BTC'].bid > 0){
depthTasks.push(function(callback){
_this.getMarketDepthFromPoloniex('BTC', symbol, marketData['BTC'].bid, callback)
});
}
if (marketData.hasOwnProperty('LTC') && marketData['LTC'].bid > 0){
depthTasks.push(function(callback){
_this.getMarketDepthFromPoloniex('LTC', symbol, marketData['LTC'].bid, callback)
});
}
});
if (!depthTasks.length){
taskCallback();
return;
}
async.series(depthTasks, function(err){
if (err){
taskCallback(err);
return;
}
taskCallback();
});
}
], function(err){
if (err){
callback(err);
return;
}
callback(null);
});
};
this.getMarketDepthFromPoloniex = function(symbolA, symbolB, coinPrice, callback){
poloApi.getOrderBook(symbolA, symbolB, function(err, data){
if (err){
callback(err);
return;
}
var depth = new Number(0);
var totalQty = new Number(0);
if (data.hasOwnProperty('bids')){
data['bids'].forEach(function(order){
var price = new Number(order[0]);
var limit = new Number(coinPrice * portalConfig.profitSwitch.depth);
var qty = new Number(order[1]);
// only measure the depth down to configured depth
if (price >= limit){
depth += (qty * price);
totalQty += qty;
}
});
}
var marketData = profitStatus[symbolToAlgorithmMap[symbolB]][symbolB].exchangeInfo['Poloniex'];
marketData[symbolA].depth = depth;
if (totalQty > 0)
marketData[symbolA].weightedBid = new Number(depth / totalQty);
callback();
});
};
this.getProfitDataCryptsy = function(callback){
async.series([
function(taskCallback){
cryptsyApi.getTicker(function(err, data){
if (err || data.success != 1){
taskCallback(err);
return;
}
Object.keys(symbolToAlgorithmMap).forEach(function(symbol){
var exchangeInfo = profitStatus[symbolToAlgorithmMap[symbol]][symbol].exchangeInfo;
if (!exchangeInfo.hasOwnProperty('Cryptsy'))
exchangeInfo['Cryptsy'] = {};
var marketData = exchangeInfo['Cryptsy'];
var results = data.return.markets;
if (results && results.hasOwnProperty(symbol + '/BTC')) {
if (!marketData.hasOwnProperty('BTC'))
marketData['BTC'] = {};
var btcData = results[symbol + '/BTC'];
marketData['BTC'].last = new Number(btcData.lasttradeprice);
marketData['BTC'].baseVolume = new Number(marketData['BTC'].last / btcData.volume);
marketData['BTC'].quoteVolume = new Number(btcData.volume);
if (btcData.sellorders != null)
marketData['BTC'].ask = new Number(btcData.sellorders[0].price);
if (btcData.buyorders != null) {
marketData['BTC'].bid = new Number(btcData.buyorders[0].price);
var limit = new Number(marketData['BTC'].bid * portalConfig.profitSwitch.depth);
var depth = new Number(0);
var totalQty = new Number(0);
btcData['buyorders'].forEach(function(order){
var price = new Number(order.price);
var qty = new Number(order.quantity);
if (price >= limit){
depth += (qty * price);
totalQty += qty;
}
});
marketData['BTC'].depth = depth;
if (totalQty > 0)
marketData['BTC'].weightedBid = new Number(depth / totalQty);
}
}
if (results && results.hasOwnProperty(symbol + '/LTC')) {
if (!marketData.hasOwnProperty('LTC'))
marketData['LTC'] = {};
var ltcData = results[symbol + '/LTC'];
marketData['LTC'].last = new Number(ltcData.lasttradeprice);
marketData['LTC'].baseVolume = new Number(marketData['LTC'].last / ltcData.volume);
marketData['LTC'].quoteVolume = new Number(ltcData.volume);
if (ltcData.sellorders != null)
marketData['LTC'].ask = new Number(ltcData.sellorders[0].price);
if (ltcData.buyorders != null) {
marketData['LTC'].bid = new Number(ltcData.buyorders[0].price);
var limit = new Number(marketData['LTC'].bid * portalConfig.profitSwitch.depth);
var depth = new Number(0);
var totalQty = new Number(0);
ltcData['buyorders'].forEach(function(order){
var price = new Number(order.price);
var qty = new Number(order.quantity);
if (price >= limit){
depth += (qty * price);
totalQty += qty;
}
});
marketData['LTC'].depth = depth;
if (totalQty > 0)
marketData['LTC'].weightedBid = new Number(depth / totalQty);
}
}
});
taskCallback();
});
}
], function(err){
if (err){
callback(err);
return;
}
callback(null);
});
};
this.getProfitDataMintpal = function(callback){
async.series([
function(taskCallback){
mintpalApi.getTicker(function(err, response){
if (err || !response.data){
taskCallback(err);
return;
}
Object.keys(symbolToAlgorithmMap).forEach(function(symbol){
response.data.forEach(function(market){
var exchangeInfo = profitStatus[symbolToAlgorithmMap[symbol]][symbol].exchangeInfo;
if (!exchangeInfo.hasOwnProperty('Mintpal'))
exchangeInfo['Mintpal'] = {};
var marketData = exchangeInfo['Mintpal'];
if (market.exchange == 'BTC' && market.code == symbol) {
if (!marketData.hasOwnProperty('BTC'))
marketData['BTC'] = {};
marketData['BTC'].last = new Number(market.last_price);
marketData['BTC'].baseVolume = new Number(market['24hvol']);
marketData['BTC'].quoteVolume = new Number(market['24hvol'] / market.last_price);
marketData['BTC'].ask = new Number(market.top_ask);
marketData['BTC'].bid = new Number(market.top_bid);
}
if (market.exchange == 'LTC' && market.code == symbol) {
if (!marketData.hasOwnProperty('LTC'))
marketData['LTC'] = {};
marketData['LTC'].last = new Number(market.last_price);
marketData['LTC'].baseVolume = new Number(market['24hvol']);
marketData['LTC'].quoteVolume = new Number(market['24hvol'] / market.last_price);
marketData['LTC'].ask = new Number(market.top_ask);
marketData['LTC'].bid = new Number(market.top_bid);
}
});
});
taskCallback();
});
},
function(taskCallback){
var depthTasks = [];
Object.keys(symbolToAlgorithmMap).forEach(function(symbol){
var marketData = profitStatus[symbolToAlgorithmMap[symbol]][symbol].exchangeInfo['Mintpal'];
if (marketData.hasOwnProperty('BTC') && marketData['BTC'].bid > 0){
depthTasks.push(function(callback){
_this.getMarketDepthFromMintpal('BTC', symbol, marketData['BTC'].bid, callback)
});
}
if (marketData.hasOwnProperty('LTC') && marketData['LTC'].bid > 0){
depthTasks.push(function(callback){
_this.getMarketDepthFromMintpal('LTC', symbol, marketData['LTC'].bid, callback)
});
}
});
if (!depthTasks.length){
taskCallback();
return;
}
async.series(depthTasks, function(err){
if (err){
taskCallback(err);
return;
}
taskCallback();
});
}
], function(err){
if (err){
callback(err);
return;
}
callback(null);
});
};
this.getMarketDepthFromMintpal = function(symbolA, symbolB, coinPrice, callback){
mintpalApi.getBuyOrderBook(symbolA, symbolB, function(err, response){
if (err){
callback(err);
return;
}
var depth = new Number(0);
if (response.hasOwnProperty('data')){
var totalQty = new Number(0);
response['data'].forEach(function(order){
var price = new Number(order.price);
var limit = new Number(coinPrice * portalConfig.profitSwitch.depth);
var qty = new Number(order.amount);
// only measure the depth down to configured depth
if (price >= limit){
depth += (qty * price);
totalQty += qty;
}
});
}
var marketData = profitStatus[symbolToAlgorithmMap[symbolB]][symbolB].exchangeInfo['Mintpal'];
marketData[symbolA].depth = depth;
if (totalQty > 0)
marketData[symbolA].weightedBid = new Number(depth / totalQty);
callback();
});
};
this.getCoindDaemonInfo = function(callback){
var daemonTasks = [];
Object.keys(profitStatus).forEach(function(algo){
Object.keys(profitStatus[algo]).forEach(function(symbol){
var coinName = profitStatus[algo][symbol].name;
var poolConfig = poolConfigs[coinName];
var daemonConfig = poolConfig.shareProcessing.internal.daemon;
daemonTasks.push(function(callback){
_this.getDaemonInfoForCoin(symbol, daemonConfig, callback)
});
});
});
if (daemonTasks.length == 0){
callback();
return;
}
async.series(daemonTasks, function(err){
if (err){
callback(err);
return;
}
callback(null);
});
};
this.getDaemonInfoForCoin = function(symbol, cfg, callback){
var daemon = new Stratum.daemon.interface([cfg]);
daemon.on('error', function(error){
logger.error(logSystem, symbol, JSON.stringify(error));
callback(null); // fail gracefully for each coin
}).init();
daemon.cmd('getblocktemplate', [{"capabilities": [ "coinbasetxn", "workid", "coinbase/append" ]}], function(result) {
if (result[0].error != null) {
logger.error(logSystem, symbol, 'Error while reading daemon info: ' + JSON.stringify(result[0]));
callback(null); // fail gracefully for each coin
return;
}
var coinStatus = profitStatus[symbolToAlgorithmMap[symbol]][symbol];
var response = result[0].response;
// some shitcoins dont provide target, only bits, so we need to deal with both
var target = response.target ? bignum(response.target, 16) : util.bignumFromBitsHex(response.bits);
coinStatus.difficulty = parseFloat((diff1 / target.toNumber()).toFixed(9));
logger.debug(logSystem, symbol, 'difficulty is ' + coinStatus.difficulty);
coinStatus.reward = response.coinbasevalue / 100000000;
callback(null);
});
};
this.getMiningRate = function(callback){
var daemonTasks = [];
Object.keys(profitStatus).forEach(function(algo){
Object.keys(profitStatus[algo]).forEach(function(symbol){
var coinStatus = profitStatus[symbolToAlgorithmMap[symbol]][symbol];
coinStatus.blocksPerMhPerHour = 86400 / ((coinStatus.difficulty * Math.pow(2,32)) / (1 * 1000 * 1000));
coinStatus.coinsPerMhPerHour = coinStatus.reward * coinStatus.blocksPerMhPerHour;
});
});
callback(null);
};
this.switchToMostProfitableCoins = function() {
Object.keys(profitStatus).forEach(function(algo) {
var algoStatus = profitStatus[algo];
var bestExchange;
var bestCoin;
var bestBtcPerMhPerHour = 0;
Object.keys(profitStatus[algo]).forEach(function(symbol) {
var coinStatus = profitStatus[algo][symbol];
Object.keys(coinStatus.exchangeInfo).forEach(function(exchange){
var exchangeData = coinStatus.exchangeInfo[exchange];
if (exchangeData.hasOwnProperty('BTC') && exchangeData['BTC'].hasOwnProperty('weightedBid')){
var btcPerMhPerHour = exchangeData['BTC'].weightedBid * coinStatus.coinsPerMhPerHour;
if (btcPerMhPerHour > bestBtcPerMhPerHour){
bestBtcPerMhPerHour = btcPerMhPerHour;
bestExchange = exchange;
bestCoin = profitStatus[algo][symbol].name;
}
coinStatus.btcPerMhPerHour = btcPerMhPerHour;
logger.debug(logSystem, 'CALC', 'BTC/' + symbol + ' on ' + exchange + ' with ' + coinStatus.btcPerMhPerHour.toFixed(8) + ' BTC/day per Mh/s');
}
if (exchangeData.hasOwnProperty('LTC') && exchangeData['LTC'].hasOwnProperty('weightedBid')){
var btcPerMhPerHour = (exchangeData['LTC'].weightedBid * coinStatus.coinsPerMhPerHour) * exchangeData['LTC'].ltcToBtc;
if (btcPerMhPerHour > bestBtcPerMhPerHour){
bestBtcPerMhPerHour = btcPerMhPerHour;
bestExchange = exchange;
bestCoin = profitStatus[algo][symbol].name;
}
coinStatus.btcPerMhPerHour = btcPerMhPerHour;
logger.debug(logSystem, 'CALC', 'LTC/' + symbol + ' on ' + exchange + ' with ' + coinStatus.btcPerMhPerHour.toFixed(8) + ' BTC/day per Mh/s');
}
});
});
logger.debug(logSystem, 'RESULT', 'Best coin for ' + algo + ' is ' + bestCoin + ' on ' + bestExchange + ' with ' + bestBtcPerMhPerHour.toFixed(8) + ' BTC/day per Mh/s');
var client = net.connect(portalConfig.cliPort, function () {
client.write(JSON.stringify({
command: 'coinswitch',
params: [bestCoin],
options: {algorithm: algo}
}) + '\n');
}).on('error', function(error){
if (error.code === 'ECONNREFUSED')
logger.error(logSystem, 'CLI', 'Could not connect to NOMP instance on port ' + portalConfig.cliPort);
else
logger.error(logSystem, 'CLI', 'Socket error ' + JSON.stringify(error));
});
});
};
var checkProfitability = function(){
logger.debug(logSystem, 'Check', 'Collecting profitability data.');
profitabilityTasks = [];
if (portalConfig.profitSwitch.usePoloniex)
profitabilityTasks.push(_this.getProfitDataPoloniex);
if (portalConfig.profitSwitch.useCryptsy)
profitabilityTasks.push(_this.getProfitDataCryptsy);
if (portalConfig.profitSwitch.useMintpal)
profitabilityTasks.push(_this.getProfitDataMintpal);
profitabilityTasks.push(_this.getCoindDaemonInfo);
profitabilityTasks.push(_this.getMiningRate);
// has to be series
async.series(profitabilityTasks, function(err){
if (err){
logger.error(logSystem, 'Check', 'Error while checking profitability: ' + err);
return;
}
//
// TODO offer support for a userConfigurable function for deciding on coin to override the default
//
_this.switchToMostProfitableCoins();
});
};
setInterval(checkProfitability, portalConfig.profitSwitch.updateInterval * 1000);
};