dydx nodejs typescript wrapper WIP

dydx integration

const { DydxClient } = require('@dydxprotocol/v3-client')
const Web3 = require('web3')
const web31 = new Web3(process.env.RPC_NODE)
const web32 = new Web3(process.env.RPC_NODE)
const signer1 = web31.eth.accounts.wallet.add(process.env.TRADING_ZERO_PVT_KEY)
const signer2 = web32.eth.accounts.wallet.add(process.env.TRADING_ONE_PVT_KEY)


const { dateutils } = require('../utils')
const { iso8601, dateNowUTC, timeFmtDb } = dateutils

client1 = new DydxClient('https://api.dydx.exchange', {
  web3: web31,
  web3Provider: process.env.RPC_NODE
})

client2 = new DydxClient('https://api.dydx.exchange', {
  web3: web32,
  web3Provider: process.env.RPC_NODE
})

let inited = false

const init =  async () => {
  try {
    const apiCreds1 = await client1.onboarding.recoverDefaultApiCredentials(signer1.address)
    client1.apiKeyCredentials = apiCreds1
    const keyPairWithYCoordinate1 = await client1.onboarding.deriveStarkKey(signer1.address)
    client1.starkPrivateKey = keyPairWithYCoordinate1.privateKey

    const apiCreds2 = await client2.onboarding.recoverDefaultApiCredentials(signer2.address)
    client2.apiKeyCredentials = apiCreds2
    const keyPairWithYCoordinate2 = await client2.onboarding.deriveStarkKey(signer2.address)
    client2.starkPrivateKey = keyPairWithYCoordinate2.privateKey
    inited = true
  } catch (error) {
    console.log(error)
    console.log('WARNING: An error occurred initializing dydx client')
  }
}

module.exports = {

  getFills: async (market, createdBeforeOrAt, limit = 100, orderId = undefined, clientId = 1) => {
    try {
      if (!inited) await init()
      let req = {
        market: market,
        limit: limit,
        createdBeforeOrAt: createdBeforeOrAt,
      }
      if (typeof orderid !== 'undefined') {
        req['orderId'] = orderId
      }
      if (clientId === 1) {
        const resp = await client1.private.getFills(req)
        return resp.fills
      } else if (clientId === 2) {
        const resp = await client2.private.getFills(req)
        return resp.fills
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve fills')
    }
  },

 /*
  Get an order by id from the active orderbook and order history
  NOTE: a way to retrieve an unknown orderId is to poll for fills and then call for the exact orderId from the fill
  */
  getOrderById: async (orderId, clientId = 1) => {
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const resp = await client1.private.getOrderById(orderId)
        return resp.order
      } else if (clientId === 2) {
        const resp = await client2.private.getOrderById(orderId)
        return resp.order
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve order')
    }
  },

  /*
    Get active (not filled or canceled) orders for a user, stingey rate limit
   */
  getOrders: async (market, createdBeforeOrAt, limit = 100, clientId = 1) => {
    try {
      if (!inited) await init()
      let req = {
        market: market,
        limit: limit,
        createdBeforeOrAt: createdBeforeOrAt,
        returnLatestOrders: true
      }
      if (clientId === 1) {
        const orders = await client1.private.getOrders(req)
        return orders.orders
      } else if (clientId === 2) {
        const orders = await client2.private.getOrders(req)
        return orders.orders
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve orders')
    }
  },

  /*
    Get active (not filled or canceled) orders for a user, relaxed rate limit
    Bug: id is not optional, and should be
   */
  getActiveOrders: async (market, side, orderId, clientId = 1) => {
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const resp = await client1.private.getActiveOrders(market, side, orderId)
        return resp.orders
      } else if (clientId === 2) {
        const resp = await client2.private.getActiveOrders(market, side, orderId)
        return resp.orders
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve orders')
    }
  },

  /*
    contains price info for index and oracle
    also contains future funding rate for market
  */
  getMarket: async (market) => {
    try {
      if (!inited) await init()
      const orders = await client1.public.getMarkets(market)
      return orders.markets[market]
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve market')
    }
   },

  getHistoricalPrices: async (market, resolution, fromISO, toISO, limit) => {
    function translateCandle (resolution) {
      let res
      switch (resolution) {
        case "1d": res = "1DAY"; break;
        case "4h": res = "4HOURS"; break;
        case "1h": res = "1HOUR"; break;
        case "30m": res = "30MINS"; break;
        case "15m": res = "15MINS"; break;
        case "5m": res = "5MINS"; break;
        case "1m": res = "1MIN"; break;
        default: res = "1DAY"
      }
      return res
    }
    try {
      if (!inited) await init()
      const orders = await client1.public.getCandles({ market, resolution:translateCandle(resolution), fromISO, toISO, limit})
      return orders
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve historical prices')
    }
  },

  /* 
    gets funding rate for the past hours
  */
  getPastFundingRates: async (market, effectiveBeforeOrAt) => { 
    try {
      if (!inited) await init()
      const orders = await client1.public.getHistoricalFunding({ market, effectiveBeforeOrAt })
      return orders.historicalFunding
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve funding history')
    }
  },

  getFundingPayments: async (market, limit, effectiveBeforeOrAt, clientId = 1) => { 
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const payments = await client1.private.getFundingPayments({ market, limit, effectiveBeforeOrAt })
        return payments.fundingPayments
      } else if (clientId === 2) {
        const payments = await client2.private.getFundingPayments({ market, limit, effectiveBeforeOrAt })
        return payments.fundingPayments
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve funding payments')
    }
  },


  getHistoricalFunding: async (market, effectiveBeforeOrAt) => {
    try {
      if (!inited) await init()
      const funding = await client1.public.getHistoricalFunding({ market, effectiveBeforeOrAt })
      return funding.historicalFunding

    } catch (error) {
      console.log(error)
      console.log('Could not retrieve funding payments')
    }
  },

  getAccount: async(clientId = 1) => { 
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const account = (await client1.private.getAccount(signer1.address)).account
        return account
      } else if (clientId === 2) {
        const account = (await client2.private.getAccount(signer2.address)).account
        return account
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve account')
    }
  },

  getAccounts: async(clientId = 1) => { 
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const account = await client1.private.getAccounts()
        if (account.accounts.length > 0) {
          return account.accounts
        }
      } else if (clientId === 2) {
        const account = await client2.private.getAccounts()
        if (account.accounts.length > 0) {
          return account.accounts
        }
      }
      return []      
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve account')
    }
  },

  getPositions: async (market, status, limit, createdBeforeOrAt, clientId = 1) => { 
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const response = await client1.private.getPositions({
          market: market,
          status: status,
          limit: limit,
          createdBeforeOrAt: createdBeforeOrAt,
        })
        if (response.positions.length > 0) {
          return response.positions
        }
      } else if (clientId === 2) {
        const response = await client2.private.getPositions({
          market: market,
          status: status,
          limit: limit,
          createdBeforeOrAt: createdBeforeOrAt,
        })
        if (response.positions.length > 0) {
          return response.positions
        }
      }
      return []
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve account')
    }
  },

  /**
   *@description place a new order
   *
   * @market          BTC-USD ETH-USD etc
   * @side            BUY SELL
   * @type            MARKET LIMIT STOP_LIMIT TRAILING_STOP TAKE_PROFIT
   * @timeInForce     GTT FOK IOC
   * @postOnly        true false
   * @size 
   * @price 
   * @limitFee        highest accepted fee for the trade
   * @expiration      when the order will expire if not filled
   * @cancelId        if the order is replacing an existing one
   * @triggerPrice    price the order if the order is a triggerable order
   * @trailingPercent percent that the triggerPrice trails the index price of the market
   * @param           positionId associated with the order
   */
  placeOrder: async (market, side, type, timeInForce, postOnly, size, price, expiration, clientId = 1) => { 
    console.log('A dydx order was received:',market, side, type, timeInForce, postOnly, size, price, expiration)
    if (!inited) await init()
    try {
      if (clientId === 1) {
        const account = (await client1.private.getAccount(signer1.address)).account
        const user = (await client1.private.getUser()).user
        let req = {
          market: market,
          side: side.toUpperCase(),
          type: type.toUpperCase(),
          timeInForce: timeInForce,
          postOnly: postOnly,
          size: size,
          price: price,
          limitFee: user.takerFeeRate,
          expiration: expiration
        }
        const order = await client1.private.createOrder(req, account.positionId)
        return order
      } else if (clientId === 2) {
        const account = (await client2.private.getAccount(signer2.address)).account
        const user = (await client2.private.getUser()).user
        let req = {
          market: market,
          side: side.toUpperCase(),
          type: type.toUpperCase(),
          timeInForce: timeInForce,
          postOnly: postOnly,
          size: size,
          price: price,
          limitFee: user.takerFeeRate,
          expiration: expiration
        }
        const order = await client2.private.createOrder(req, account.positionId)
        return order
      }
    } catch (error) {
      console.log(error)
      console.log('An error occurred placing an order')
      console.log(Object.keys(error))
    }
  },

  cancelOrder: async (orderId, clientId = 1) => { 
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const result = await client1.private.cancelOrder(orderId)
        return result.cancelOrder
      } else if (clientId === 2) {
        const result = await client2.private.cancelOrder(orderId)
        return result.cancelOrder
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve apiKeys')
    }
  },

  cancelAllOrders: async (market, clientId = 1) => { 
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const result = await client1.private.cancelAllOrders(market)
        return result
      } else if (clientId === 2) {
        const result = await client2.private.cancelAllOrders(market)
        return result
      } 
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve apiKeys')
    }
  },

  getApikeys: async(clientId = 1) => {
    try {
      if (!inited) await init()
      if (clientId === 1) {
        const keys = await client1.private.getApiKeys()
        return keys.apiKeys
      } else if (clientId === 2) {
        const keys = await client2.private.getApiKeys()
        return keys.apiKeys
      }
    } catch (error) {
      console.log(error)
      console.log('Could not retrieve apiKeys')
    }
  }
}

  // ; (async () => {

  //   await init()

    // const orders = await module.exports.getActiveOrders('BTC-USD', 'BUY')
    // console.log(orders)

    // const fills = await module.exports.getFills('BTC-USD', iso8601(dateNowUTC()), 10)
    // console.log(fills)
    // for (let i = 0; i < fills.length; i++) {
    //   const order = await module.exports.getOrderById(fills[i].orderId)
    //   console.log(order)
    // }

    // const market = await module.exports.getMarket('BTC-USD')
    // console.log(market)

    // const days = 86400 * 1000 * 90
    // const past = iso8601(dateNowUTC() - days)
    // const histo = await module.exports.getHistoricalPrices('BTC-USD', '1h', past, iso8601(dateNowUTC()), 10)
    // console.log(histo)

    // const funding = await module.exports.getPastFundingRates('BTC-USD', iso8601(dateNowUTC()))
    // console.log(funding)

    // const effectiveBeforeOrAt = iso8601(dateNowUTC())
    // const fundingPayments = await module.exports.getFundingPayments('BTC-USD', 10, effectiveBeforeOrAt)
    // console.log(fundingPayments)

    // const account = await module.exports.getAccount()
    // console.log(account)

    // const accounts = await module.exports.getAccounts()
    // console.log(accounts)

    // const positions = await module.exports.getPositions('BTC-USD', 'OPEN', 100, iso8601(dateNowUTC()))
    // console.log(positions)

    // const apiKeys = await module.exports.getApikeys()
    // console.log(apiKeys)


    /*
    // create an order setup 
    const market = await module.exports.getMarket('BTC-USD') // last price of btc
    const user = (await client1.private.getUser()).user // get fee for user
    const account = (await client1.private.getAccount(signer1.address)).account // get positionId
    const plus30m = iso8601(dateNowUTC() + 1800000) // expiration time
    const response = await client1.private.getPositions({
      market: 'BTC-USD',
      status: 'OPEN',
      limit: 10,
      createdBeforeOrAt: iso8601(dateNowUTC()),
    })
    if (response.positions.length > 0) {
      let p = response.positions[0]
      console.log(p)

      // lets close whatever is open at market:
      let side
      switch (p.side) {
        case "SHORT":
            side = "BUY"
          break;
        case "LONG":
            side = "SELL"
          break;
        default: return;
      }

      const order = await module.exports.newOrder('BTC-USD', side, 'MARKET', 'FOK', false, String(Math.abs(p.size)), String(Math.floor(market.indexPrice)), user.takerFeeRate, plus30m, account.positionId)
      console.log(order)
    }
    */

    // cancel order setup
    // const orders = await module.exports.getActiveOrders('BTC-USD', 'BUY')
    // const result = await module.exports.cancelOrder(orders[0].id)
    // console.log(result)

    
    // const result = await module.exports.cancelAllOrders('ETH-USD')
    // console.log(result)

  // })()

dateutils.js

module.exports = {
  iso8601: (e) => {
    let epoch = e
    if (epoch.length === 10) epoch = e * 1000
    const date = new Date(epoch) // this unfortunately uses the local time
    let minutes = date.getMinutes()
    if (minutes < 10) minutes = '0' + String(minutes)
    let seconds = date.getSeconds()
    if (seconds < 10) seconds = '0' + String(seconds)
    let hours = date.getHours()
    let day = date.getDate()
    if (day < 10) day = '0' + String(day)
    if (hours < 10) hours = '0' + String(hours)
    let month = date.getMonth() + 1
    if (month < 10) month = '0' + month
    return (Number(date.getFullYear())) + '-' + month + '-' + day + 'T' + hours + ':' + minutes + ':' + seconds + 'Z'
  },

  dateNowUTC: () => { 
    const now = Date.now()
    const offset = Number(process.env.UTC_TZ_OFFSET) || 1
    const backInTime = now - (3600000 * offset)
    return backInTime
  },

}