exchangeFeed.go

package plugins

import (
	"fmt"
	"log"

	"github.com/stellar/kelp/api"
	"github.com/stellar/kelp/model"
)

// encapsulates a priceFeed from a tickerAPI
type exchangeFeed struct {
	name      string
	tickerAPI *api.TickerAPI
	pairs     []model.TradingPair
	modifier  string
}

// ensure that it implements PriceFeed
var _ api.PriceFeed = &exchangeFeed{}

func newExchangeFeed(name string, tickerAPI *api.TickerAPI, pair *model.TradingPair, modifier string) (*exchangeFeed, error) {
	if modifier != "mid" && modifier != "ask" && modifier != "bid" && modifier != "last" {
		return nil, fmt.Errorf("unsupported modifier '%s' on exchange type URL", modifier)
	}

	return &exchangeFeed{
		name:      name,
		tickerAPI: tickerAPI,
		pairs:     []model.TradingPair{*pair},
		modifier:  modifier,
	}, nil
}

// GetPrice impl
func (f *exchangeFeed) GetPrice() (float64, error) {
	tickerAPI := *f.tickerAPI
	m, e := tickerAPI.GetTickerPrice(f.pairs)
	if e != nil {
		return 0, fmt.Errorf("error while getting price from exchange feed: %s", e)
	}

	p, ok := m[f.pairs[0]]
	if !ok {
		return 0, fmt.Errorf("could not get price for trading pair: %s", f.pairs[0].String())
	}

	midPrice := p.BidPrice.Add(*p.AskPrice).Scale(0.5)
	var price *model.Number
	if f.modifier == "ask" {
		price = p.AskPrice
	} else if f.modifier == "bid" {
		price = p.BidPrice
	} else if f.modifier == "last" {
		price = p.LastPrice
	} else {
		// LOH-2 - support backward-compatible case of defaulting to "mid" price when left unspecified
		price = midPrice
	}

	log.Printf("(modifier: %s) price from exchange feed (%s): bidPrice=%s, askPrice=%s, midPrice=%s, lastTradePrice=%s; price=%s",
		f.modifier,
		f.name,
		p.BidPrice.AsString(),
		p.AskPrice.AsString(),
		midPrice.AsString(),
		p.LastPrice.AsString(),
		price.AsString(),
	)
	return price.AsFloat(), nil
}