Refactor rates to use traits for historical data and be more event based. Add Bitpay.

This commit is contained in:
2025-04-30 14:06:29 +10:00
parent 38c581f352
commit b2ee21b2ea
8 changed files with 604 additions and 453 deletions
+232 -22
View File
@@ -1,43 +1,253 @@
import { Satoshis } from "@xocash/primitives";
import { BaseRates, type RateOptions } from "./base-rates.js";
export type RatesCompositePolicy = (rates: number[]) => number;
const ratesAveragePolicy: RatesCompositePolicy = (rates) => rates.reduce((acc, rate) => acc + rate, 0) / rates.length;
import { BaseRates } from './base-rates.js';
/**
* A composite rate that averages the rates of multiple rates.
* A composite rate adapter that combines rates from multiple rate sources
* using a configurable policy.
*/
export class RatesComposite extends BaseRates {
constructor(private rates: BaseRates[], private policy: RatesCompositePolicy = ratesAveragePolicy) {
// Track available pairs across all rate adapters
private availablePairs: Set<string> = new Set();
// Cache of the latest rates from each adapter
private rateCache: Map<string, Map<string, Map<number, number>>> = new Map();
// Off callbacks for unsubscribing from events
private unsubscribeFunctions: (() => void)[] = [];
/**
* Creates a new RatesComposite instance
*
* @param adapters Array of BaseRates adapters to combine
* @param policy Policy to determine how to combine rates (defaults to average)
* @param refreshIntervalMs How often to emit combined rates (defaults to 1000ms)
*/
constructor(
private adapters: BaseRates[],
private policy: RatesCompositePolicy = ratesAveragePolicy,
private refreshIntervalMs: number = 1000,
) {
super();
// Initialize rate cache
this.rateCache = new Map();
}
/**
* Start all rate adapters and setup event listeners
*/
public async start(): Promise<void> {
await Promise.all(this.rates.map((rate) => rate.start()));
// Start all adapters
await Promise.all(this.adapters.map((adapter) => adapter.start()));
// Setup event listeners for all adapters
for (let i = 0; i < this.adapters.length; i++) {
const adapter = this.adapters[i];
const adapterIndex = i;
const listener = (event: {
denominatorUnitCode: string;
numeratorUnitCode: string;
price: number;
}) => {
this.handleRateUpdate(adapterIndex, event);
};
// Use the returned unsubscribe function from the custom EventEmitter
const unsubscribe = adapter.on('rateUpdated', listener);
// Store unsubscribe function for cleanup
this.unsubscribeFunctions.push(unsubscribe);
}
// Start periodic refresh to emit combined rates
this.startPeriodicRefresh();
}
/**
* Stop all rate adapters and clean up event listeners
*/
public async stop(): Promise<void> {
await Promise.all(this.rates.map((rate) => rate.stop()));
// Stop periodic refresh
if (this.refreshTimer) {
clearInterval(this.refreshTimer);
this.refreshTimer = undefined;
}
// Clean up all event listeners by calling their unsubscribe functions
for (const unsubscribe of this.unsubscribeFunctions) {
unsubscribe();
}
this.unsubscribeFunctions = [];
// Stop all adapters
await Promise.all(this.adapters.map((adapter) => adapter.stop()));
}
public async getRate(currency: string, options?: Partial<RateOptions>): Promise<number> {
const rates = await Promise.all(this.rates.map((rate) => rate.getRate(currency, options)));
return this.policy(rates);
/**
* Returns a set of all available currency pairs across all adapters
*/
public async listPairs(): Promise<Set<string>> {
// Get available pairs from all adapters
const pairPromises = this.adapters.map((adapter) => adapter.listPairs());
const pairSets = await Promise.all(pairPromises);
// Combine all pairs
const allPairs = new Set<string>();
for (const pairSet of pairSets) {
for (const pair of pairSet) {
allPairs.add(pair);
}
}
return allPairs;
}
public async toBCH(amount: number, fromCurrency: string): Promise<Satoshis> {
const rate = await this.getRate(fromCurrency);
// Timer for periodic refresh
private refreshTimer?: ReturnType<typeof setInterval>;
const bchAmount = amount / rate;
return Satoshis.fromBCH(bchAmount);
/**
* Starts periodic refresh to emit combined rates
*/
private startPeriodicRefresh(): void {
// Clear any existing timer
if (this.refreshTimer) {
clearInterval(this.refreshTimer);
}
// Set up new timer
this.refreshTimer = setInterval(() => {
this.emitCombinedRates();
}, this.refreshIntervalMs);
// Emit initial rates immediately
this.emitCombinedRates();
}
public async fromBCH(amount: Satoshis, toCurrency: string): Promise<number> {
const rate = await this.getRate(toCurrency);
/**
* Handles a rate update from an adapter
*/
private handleRateUpdate(
adapterIndex: number,
event: {
denominatorUnitCode: string;
numeratorUnitCode: string;
price: number;
},
): void {
const { denominatorUnitCode, numeratorUnitCode, price } = event;
const result = amount.toBCH() * rate;
return result;
// Initialize maps if they don't exist
if (!this.rateCache.has(denominatorUnitCode)) {
this.rateCache.set(denominatorUnitCode, new Map());
}
const denomMap = this.rateCache.get(denominatorUnitCode)!;
if (!denomMap.has(numeratorUnitCode)) {
denomMap.set(numeratorUnitCode, new Map());
}
// Store the rate in the cache
const rateMap = denomMap.get(numeratorUnitCode)!;
rateMap.set(adapterIndex, price);
// Add pair to available pairs
this.availablePairs.add(`${numeratorUnitCode}/${denominatorUnitCode}`);
}
/**
* Emits combined rates for all available pairs
*/
private emitCombinedRates(): void {
// Process each denominator currency
for (const [denominator, numeratorMap] of this.rateCache.entries()) {
// Process each numerator currency
for (const [numerator, rateMap] of numeratorMap.entries()) {
// Get all rates for this pair
const rates = Array.from(rateMap.values());
// Apply policy to get combined rate
const combinedRate = this.policy(rates);
// Only emit if we have a valid rate
if (combinedRate !== null) {
this.emit('rateUpdated', {
denominatorUnitCode: denominator,
numeratorUnitCode: numerator,
price: combinedRate,
});
}
}
}
}
}
export type RatesCompositePolicy = (rates: number[]) => number | null;
/**
* Average policy: returns the average of all valid rates
* Returns null if no valid rates are available
*/
export const ratesAveragePolicy: RatesCompositePolicy = (rates) => {
const validRates = rates.filter((rate) => !isNaN(rate) && isFinite(rate));
return validRates.length > 0
? validRates.reduce((acc, rate) => acc + rate, 0) / validRates.length
: null;
};
/**
* Median policy: returns the median of all valid rates
* Returns null if no valid rates are available
*/
export const ratesMedianPolicy: RatesCompositePolicy = (rates) => {
const validRates = rates
.filter((rate) => !isNaN(rate) && isFinite(rate))
.sort((a, b) => a - b);
if (validRates.length === 0) return null;
const mid = Math.floor(validRates.length / 2);
return validRates.length % 2 === 0
? (validRates[mid - 1] + validRates[mid]) / 2
: validRates[mid];
};
/**
* Min policy: returns the minimum of all valid rates
* Returns null if no valid rates are available
*/
export const ratesMinPolicy: RatesCompositePolicy = (rates) => {
const validRates = rates.filter((rate) => !isNaN(rate) && isFinite(rate));
return validRates.length > 0 ? Math.min(...validRates) : null;
};
/**
* Max policy: returns the maximum of all valid rates
* Returns null if no valid rates are available
*/
export const ratesMaxPolicy: RatesCompositePolicy = (rates) => {
const validRates = rates.filter((rate) => !isNaN(rate) && isFinite(rate));
return validRates.length > 0 ? Math.max(...validRates) : null;
};
/**
* First Available policy: returns the first valid rate found
* Returns null if no valid rates are available
*/
export const ratesFirstAvailablePolicy: RatesCompositePolicy = (rates) => {
const validRate = rates.find((rate) => !isNaN(rate) && isFinite(rate));
return validRate !== undefined ? validRate : null;
};
/**
* Priority policy factory: returns a policy that uses rates in order of priority
* Returns the first valid rate from the adapters in the order they were provided
*/
export const ratesPriorityPolicyFactory = (): RatesCompositePolicy => {
return (rates) => {
for (const rate of rates) {
if (!isNaN(rate) && isFinite(rate)) {
return rate;
}
}
return null;
};
};