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Alirun/trader.ts

Last active May 1, 2020
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SwapRate SDK Release: Example
import { Api, Utils } from '@opiumteam/swaprate-js'
import { PostOrdersFormRequestBody, PayReceiveType, AggregateType } from '@opiumteam/swaprate-js/lib/Utils/types'
const api = new Api()
// Define type of product we want to find: AAVE SUPPLY rate
const type = Utils.types.ProductType.AAVE
const subtype = Utils.types.ProductSubtype.SUPPLY
const tokenTitle = 'DAI'
// Define type of orders we want to pick up: receive fixed >= 3%
const quoteGte = 0.03
// Define order: 1000 DAI nominal order (10% -> 100 DAI margin)
const nominal = 1000
async function findTokenAndMaturity() {
const config = await api.getMetaConfig()
// Find DAI's address
const tokenAddress = config.supportedTokens.find(token => token.title === tokenTitle).address
// Get 3rd month from now
const maturity = config.supportedMaturities[2]
return {
tokenAddress,
maturity
}
}
async function findProduct(tokenAddress: string) {
// Get all products
const products = await api.getProducts()
// Find the one we need
return products.find(product => product.token === tokenAddress && product.subtype === subtype && product.type === type)
}
async function signMessage(message: any) {
/**
* Sign received blockchain message
*
* You can sign it using:
* 1) Web3
* web3.provider.eth.signTypedData(message)
* 2) Utils and Private key (below)
*/
const privateKey = Buffer.from('0x00112233', 'hex')
return Utils.signMessage({ data: message, privateKey })
}
async function login() {
// Get login data
const loginData = await api.getAuthLoginData()
// Sign login data
const signature = await signMessage(loginData.data)
const publicKey = '0x12345679abcdef...'
// Form access token from login data, address and signature
return Utils.formAccessToken({ ttl: loginData.ttl, address: publicKey, signature })
}
async function placeOrder(productId: string, quote: number, maturity: number) {
// Get access token
const accessToken = await login()
// Prepare order
const order: PostOrdersFormRequestBody = {
productId,
pay: {
type: PayReceiveType.FLOATING,
rate: null
},
receive: {
type: PayReceiveType.FIXED,
rate: quote
},
nominal,
maturity,
partialFill: true,
aggregate: AggregateType.NONE
}
// Post order in the orderbook and receive blockchain message for signing
const formedOrder = await api.postOrderForm(order, accessToken)
// Sign order
const signature = await signMessage(formedOrder.orderToSign)
// Post signed order
await api.postOrderSign({
formedOrderId: formedOrder.formedOrderId,
signature
}, accessToken)
}
async function start() {
/**
* Retrieve SwapRate configuration and get the DAI's address and maturity of swaps in 3 month
*/
const { tokenAddress, maturity } = await findTokenAndMaturity()
/**
* Find product with DAI token
*/
const product = await findProduct(tokenAddress)
/**
* Connect to charts (curves) updates to react on changes in the market
*
* 1) Setup reaction function `onCharts`
* 2) Subscribe to changes
*/
api.onCharts(charts => {
// Find quote for the desired maturity
const quote = charts.d.receiveFixed.find(data => data.timestamp === maturity).value
// If current quote on product is more than or equal desired, place an order to pick it up
if (quote >= quoteGte) {
placeOrder(product.productId, quote, maturity)
}
})
api.subscribeCharts(product.productId)
}
// Start bot
start()
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