add EXMO exchange (askmike#2620)

* add EXMO exchange

* move crypto-js dep to exchange/package.json

exchange/package.json

@@ -26,6 +26,7 @@
     "bitx": "^1.5.0",
     "bluebird": "^3.5.1",
     "coinfalcon": "^1.0.3",
+    "crypto-js": "^3.1.9-1",
     "gdax": "^0.7.0",
     "kraken-api": "askmike/npm-kraken-api#a69dfb3eb296b9c795cfa48dd31edcdc1b3d5398",
     "lodash": "^4.17.5",

exchange/wrappers/exmo-markets.json

@@ -0,0 +1,43 @@
+{
+  "assets": [
+    "BTC",
+    "ETH"
+  ],
+  "currencies": [
+    "EUR",
+    "USD",
+    "LTC"
+  ],
+  "markets": [
+    {
+      "pair": [
+        "USD",
+        "BTC"
+      ],
+      "minimalOrder": {
+        "amount": "0.001",
+        "unit": "asset"
+      }
+    },
+    {
+      "pair": [
+        "EUR",
+        "BTC"
+      ],
+      "minimalOrder": {
+        "amount": "0.001",
+        "unit": "asset"
+      }
+    },
+    {
+      "pair": [
+        "LTC",
+        "ETH"
+      ],
+      "minimalOrder": {
+        "amount": "0.01",
+        "unit": "asset"
+      }
+    }
+  ]
+}

exchange/wrappers/exmo.js

@@ -0,0 +1,239 @@
+const _ = require('lodash');
+const moment = require('moment');
+const retry = require('../exchangeUtils').retry;
+
+
+const CryptoJS = require("crypto-js");
+const querystring = require('querystring');
+const request = require('request');
+
+API_URL='https://api.exmo.com/v1/';
+
+const marketData = require('./exmo-markets.json');
+
+
+const Trader = function(config) {
+  _.bindAll(this);
+  this.key="";
+  this.secret="";
+
+  if(_.isObject(config)) {
+      if(_.isString(config.key)) this.key = config.key;
+      if(_.isString(config.secret)) this.secret = config.secret;
+      this.currency = config.currency;
+      this.asset = config.asset;
+      this.pair = this.asset + '_' + this.currency;
+  };
+
+  this.name = 'EXMO';
+  this.nonce = new Date() * 1000;
+}
+
+
+const recoverableErrors = [
+  'SOCKETTIMEDOUT',
+  'TIMEDOUT',
+  'CONNRESET',
+  'CONNREFUSED',
+  'NOTFOUND',
+  'EHOSTUNREACH',
+];
+
+const includes = (str, list) => {
+  if(!_.isString(str))
+    return false;
+
+  return _.some(list, item => str.includes(item));
+}
+
+
+Trader.prototype.api_query = function(method, params, callback){
+	params.nonce = this.nonce++;
+	var post_data = querystring.stringify(params);
+
+	var options = {
+	  url: API_URL + method,
+	  headers: {'Key': this.key,'Sign': CryptoJS.HmacSHA512(post_data, this.secret).toString(CryptoJS.enc.hex) },
+	  form: params
+	};
+
+ 	request.post(options, function (error, response, body) {
+        if (!error && response.statusCode == 200) {
+            data=JSON.parse(body);          
+            if(data.error) error = { message: data.error }
+            else if (data.result!=undefined && data.result==false)  error = { message: '"result": false' } ;
+            callback(error, data);
+        } else {
+            console.log('cb request error');
+            console.log(body);
+
+			if(error) {
+			  if(includes(error.message, recoverableErrors)) {
+				error.notFatal = true;
+			  }
+            console.log(error);
+        	callback(error);
+            };
+       };
+     });
+};
+
+Trader.prototype.getTrades = function(since, callback, descending) {
+  const processResponse = (error, data) => {
+    if (error) return callback(error);
+
+    data=data[this.pair];
+
+    var parsedTrades =  _.map(data, function(trade) {   
+        return {
+          tid: trade.trade_id,
+          date: trade.date,
+          price: +trade.price,
+          amount: +trade.quantity
+        };
+     });
+
+    if (descending) callback(undefined, parsedTrades);
+    else callback(undefined, parsedTrades.reverse());
+  };
+
+  const fetch = cb => this.api_query("trades", { pair: this.pair} , cb);
+  retry(null, fetch, processResponse); 
+
+}
+
+Trader.prototype.getTicker = function(callback) {
+  const processResponse = (err, data) => {
+    if (err)
+      return callback(err);
+
+    data=data[this.pair];
+
+    callback(undefined, {bid: +data.sell_price, ask: +data.buy_price});
+  };
+
+  const fetch = cb => this.api_query("ticker", { pair: this.pair} , cb);
+  retry(null, fetch, processResponse);
+}
+
+Trader.prototype.getFee = function(callback) {
+  callback(undefined, 0.002);
+}
+
+Trader.prototype.roundAmount = function(amount) {
+  return _.floor(amount, 8);
+};
+
+Trader.prototype.roundPrice = function(price) {
+  return price;
+}
+
+Trader.prototype.submitOrder = function(type, amount, price, callback) {
+  const processResponse = (err, data) => {
+    if (err)
+      return callback(err);
+
+    callback(null, data.order_id);
+  }
+
+  const fetch = cb => this.api_query("order_create", { pair: this.pair, quantity: amount, price: price, type: type } , cb);
+  retry(null, fetch, processResponse);
+  //callback(null, 1177669837);
+}
+
+Trader.prototype.buy = function(amount, price, callback) {
+  this.submitOrder('buy', amount, price, callback);
+}
+
+Trader.prototype.sell = function(amount, price, callback) {
+  this.submitOrder('sell', amount, price, callback);
+}
+
+Trader.prototype.getOrder = function(order_id, callback) {
+  const processResponse = (err, data) => {
+
+    if(err) 
+      return callback(err);
+
+    data=data[this.pair];
+
+    if(data==undefined) return callback(new Error('Orders not found'));
+
+    const order = _.find(data, function(o) { return o.order_id === +order_id });
+
+    if(!order) return callback(new Error('Order not found'));
+
+    callback(undefined, { price: order.price, amount: order.amount, date: moment.unix(order.date) });
+  }
+
+  const fetch = cb => this.api_query("user_trades", { pair: this.pair} , cb);
+  retry(null, fetch, processResponse); 
+}
+
+Trader.prototype.checkOrder = function(order_id, callback) {
+  const processResponse = (err, data) => {
+
+    if(err) 
+      return callback(err);
+
+    data=data[this.pair];
+
+    if(data==undefined) {
+      return callback(undefined, { executed: true, open: false });
+    }
+
+    const order = _.find(data, function(o) { return o.order_id === +order_id });
+    if(!order) 
+      return callback(undefined, { executed: true, open: false });
+
+    callback(undefined, { executed: false, open: true /*, filledAmount: order.startingAmount - order.amount*/ });
+  }
+
+  const fetch = cb => this.api_query("user_open_orders", { } , cb);
+  retry(null, fetch, processResponse);
+}
+
+Trader.prototype.cancelOrder = function(order_id, callback) {
+  const processResponse = (err, data) => {
+    if (err) {
+      return callback(err);
+    }
+
+    return callback(undefined, false);
+  }
+
+  const fetch = cb => this.api_query("order_cancel", { order_id } , cb);
+  retry(null, fetch, processResponse);
+}
+
+Trader.prototype.getPortfolio = function(callback) {
+  const processResponse = (err, data) => {
+    if (err) return callback(err);
+
+    data=data["balances"];
+    const balances = _.map(data, function (v,k){ return {name: k, amount: +v};});
+    const portfolio = balances.filter(c => c.name===this.asset || c.name===this.currency)
+
+    callback(undefined, portfolio);
+  };
+
+  const fetch = cb => this.api_query("user_info", {}, cb);
+  retry(null, fetch, processResponse);
+}
+
+Trader.getCapabilities = function () {
+  return {
+    name: 'EXMO',
+    slug: 'exmo',
+    currencies: marketData.currencies,
+    assets: marketData.assets,
+    markets: marketData.markets,
+    requires: ['key', 'secret'],
+    providesHistory: false,
+    tid: 'tid',
+    tradable: true,
+    gekkoBroker: 0.6
+  };
+}
+
+module.exports = Trader;