Add sdex price feed

accounting/pnl/pnl.go

@@ -110,5 +110,13 @@ func loadAccount(client *horizon.Client, address string) horizon.Account {
 
 func makeCmcFeed(cmcRef string) (api.PriceFeed, error) {
 	url := fmt.Sprintf("https://api.coinmarketcap.com/v1/ticker/%s/", cmcRef)
-	return plugins.MakePriceFeed("crypto", url)
+	priceFeed, e := makePriceFeed(url)
+	if e != nil {
+		log.Fatal(e)
+	}
+	return priceFeed, nil
+}
+
+func makePriceFeed(url string) (api.PriceFeed, error) {
+	return plugins.NewCMCFeed(url), nil
 }

examples/configs/trader/sample_buysell.cfg

@@ -6,6 +6,7 @@
 #   fiat
 #   fixed
 #   exchange
+#   sdex
 #
 # We take the values from both feeds and divide them to get the center price.
 
@@ -34,6 +35,17 @@ DATA_FEED_B_URL="1.0"
 # you can use a service like apilayer.net to get prices for fiat if you want real-time updates. You will need to fill in the access_key in this url
 #DATA_FEED_B_URL="http://apilayer.net/api/live?access_key=&currencies=NGN"
 
+# sample priceFeed with the "sdex" type
+# this feed pulls from the SDEX, you can use the asset you're trading or something else, like the same coin from another issuer
+# DATA_TYPE_A = "sdex"
+# this is a string representing a SDEX pair; the format is CODE:ISSUER/CODE:ISSUER
+# for XLM leave the issuer string blank
+# DATA_FEED_A_URL="COUPON:GBMMZMK2DC4FFP4CAI6KCVNCQ7WLO5A7DQU7EC7WGHRDQBZB763X4OQI/XLM:"
+
+# this is a fixed value of 1 here because the sdex priceFeed provides a ratio of two assets.
+# DATA_TYPE_B="fixed"
+# DATA_FEED_B_URL="1.0"
+
 # what value of a price change triggers re-creating an offer. Price change refers to the existing price of the offer vs. what price we want to set. value is a percentage specified as a decimal number (0 < value < 1.00)
 PRICE_TOLERANCE=0.001
 

examples/configs/trader/sample_sell.cfg

@@ -36,6 +36,17 @@ DATA_FEED_B_URL="1.0"
 # you can use a service like apilayer.net to get prices for fiat if you want real-time updates. You will need to fill in the access_key in this url
 #DATA_FEED_B_URL="http://apilayer.net/api/live?access_key=&currencies=NGN"
 
+# sample priceFeed with the "sdex" type
+# this feed pulls from the SDEX, you can use the asset you're trading or something else, like the same coin from another issuer
+# DATA_TYPE_A = "sdex"
+# this is a string representing a SDEX pair; the format is CODE:ISSUER/CODE:ISSUER
+# for XLM leave the issuer string blank
+# DATA_FEED_A_URL="COUPON:GBMMZMK2DC4FFP4CAI6KCVNCQ7WLO5A7DQU7EC7WGHRDQBZB763X4OQI/XLM:"
+
+# this is a fixed value of 1 here because the sdex priceFeed provides a ratio of two assets.
+# DATA_TYPE_B="fixed"
+# DATA_FEED_B_URL="1.0"
+
 # what value of a price change triggers re-creating an offer. Price change refers to the existing price of the offer vs. what price we want to set. value is a percentage specified as a decimal number (0 < value < 1.00)
 PRICE_TOLERANCE=0.001
 

plugins/buysellStrategy.go

@@ -43,6 +43,7 @@ func makeBuySellStrategy(
 		percentFirst: config.RateOffsetPercentFirst,
 	}
 	sellSideFeedPair, e := MakeFeedPair(
+		sdex,
 		config.DataTypeA,
 		config.DataFeedAURL,
 		config.DataTypeB,
@@ -76,6 +77,7 @@ func makeBuySellStrategy(
 		invert:       true,
 	}
 	buySideFeedPair, e := MakeFeedPair(
+		sdex,
 		config.DataTypeB,
 		config.DataFeedBURL,
 		config.DataTypeA,

plugins/cmcFeed.go

@@ -45,8 +45,8 @@ type cmcFeed struct {
 // ensure that it implements PriceFeed
 var _ api.PriceFeed = &cmcFeed{}
 
-// newCMCFeed creates a new CMC Feed from a URL
-func newCMCFeed(url string) *cmcFeed {
+// NewCMCFeed creates a new CMC Feed from a URL
+func NewCMCFeed(url string) *cmcFeed {
 	m := new(cmcFeed)
 	m.url = url
 	m.client = http.Client{Timeout: 10 * time.Second}

plugins/priceFeed.go

@@ -9,10 +9,10 @@ import (
 )
 
 // MakePriceFeed makes a PriceFeed
-func MakePriceFeed(feedType string, url string) (api.PriceFeed, error) {
+func MakePriceFeed(sdex *SDEX, feedType, url string) (api.PriceFeed, error) {
 	switch feedType {
 	case "crypto":
-		return newCMCFeed(url), nil
+		return NewCMCFeed(url), nil
 	case "fiat":
 		return newFiatFeed(url), nil
 	case "fixed":
@@ -38,18 +38,24 @@ func MakePriceFeed(feedType string, url string) (api.PriceFeed, error) {
 		}
 		tickerAPI := api.TickerAPI(exchange)
 		return newExchangeFeed(url, &tickerAPI, &tradingPair), nil
+	case "sdex":
+		SDEXfeed, e := newSDEXFeed(sdex, url)
+		if e != nil {
+			return nil, fmt.Errorf("unable to create SDEX priceFeed ")
+		}
+		return SDEXfeed, nil
 	}
 	return nil, nil
 }
 
 // MakeFeedPair is the factory method that we expose
-func MakeFeedPair(dataTypeA, dataFeedAUrl, dataTypeB, dataFeedBUrl string) (*api.FeedPair, error) {
-	feedA, e := MakePriceFeed(dataTypeA, dataFeedAUrl)
+func MakeFeedPair(sdex *SDEX, dataTypeA, dataFeedAUrl, dataTypeB, dataFeedBUrl string) (*api.FeedPair, error) {
+	feedA, e := MakePriceFeed(sdex, dataTypeA, dataFeedAUrl)
 	if e != nil {
 		return nil, fmt.Errorf("cannot make a feed pair because of an error when making priceFeed A: %s", e)
 	}
 
-	feedB, e := MakePriceFeed(dataTypeB, dataFeedBUrl)
+	feedB, e := MakePriceFeed(sdex, dataTypeB, dataFeedBUrl)
 	if e != nil {
 		return nil, fmt.Errorf("cannot make a feed pair because of an error when making priceFeed B: %s", e)
 	}

plugins/sdex.go

@@ -94,9 +94,9 @@ func MakeSDEX(
 		threadTracker:                 threadTracker,
 		operationalBuffer:             operationalBuffer,
 		operationalBufferNonNativePct: operationalBufferNonNativePct,
-		simMode:  simMode,
-		pair:     pair,
-		assetMap: assetMap,
+		simMode:                       simMode,
+		pair:                          pair,
+		assetMap:                      assetMap,
 	}
 
 	log.Printf("Using network passphrase: %s\n", sdex.Network.Passphrase)
@@ -813,3 +813,13 @@ func (sdex *SDEX) GetLatestTradeCursor() (interface{}, error) {
 
 	return records[0].PT, nil
 }
+
+// GetOrderBook gets the SDEX order book
+func GetOrderBook(api *horizon.Client, assetBase *horizon.Asset, assetQuote *horizon.Asset) (orderBook horizon.OrderBookSummary, e error) {
+	b, e := api.LoadOrderBook(*assetBase, *assetQuote)
+	if e != nil {
+		log.Printf("Can't get SDEX orderbook: %s\n", e)
+		return
+	}
+	return b, e
+}

plugins/sdexFeed.go

@@ -0,0 +1,79 @@
+package plugins
+
+import (
+	"fmt"
+	"strings"
+
+	"github.com/interstellar/kelp/api"
+	"github.com/interstellar/kelp/support/utils"
+	"github.com/stellar/go/build"
+	"github.com/stellar/go/clients/horizon"
+)
+
+// sdexFeed represents a pricefeed from the SDEX
+type sdexFeed struct {
+	sdex       *SDEX
+	assetBase  *horizon.Asset
+	assetQuote *horizon.Asset
+}
+
+// ensure that it implements PriceFeed
+var _ api.PriceFeed = &sdexFeed{}
+
+// newSDEXFeed creates a price feed from buysell's url fields
+func newSDEXFeed(sdex *SDEX, url string) (*sdexFeed, error) {
+	s := new(sdexFeed)
+	s.sdex = sdex
+	urlParts := strings.Split(url, "/")
+
+	baseURL := strings.Split(urlParts[0], ":")
+	baseCode := baseURL[0]
+	baseIssuer := baseURL[1]
+	baseConvert, e := parseAsset(baseCode, baseIssuer)
+	if e != nil {
+		return nil, fmt.Errorf("unable to convert base asset url to sdex asset")
+	}
+	s.assetBase = baseConvert
+
+	quoteURL := strings.Split(urlParts[1], ":")
+	quoteCode := quoteURL[0]
+	quoteIssuer := quoteURL[1]
+	quoteConvert, e := parseAsset(quoteCode, quoteIssuer)
+	if e != nil {
+		return nil, fmt.Errorf("unable to convert quote asset url to sdex asset")
+	}
+	s.assetQuote = quoteConvert
+	return s, nil
+}
+
+// GetPrice returns the SDEX mid price for the trading pair
+func (s *sdexFeed) GetPrice() (float64, error) {
+	orderBook, e := GetOrderBook(s.sdex.API, s.assetBase, s.assetQuote)
+	if e != nil {
+		return 0, fmt.Errorf("unable to get sdex price: %s", e)
+	}
+	bids := orderBook.Bids
+	topBidPrice := utils.PriceAsFloat(bids[0].Price)
+	asks := orderBook.Asks
+	lowAskPrice := utils.PriceAsFloat(asks[0].Price)
+	centerPrice := (topBidPrice + lowAskPrice) / 2
+	return centerPrice, nil
+}
+
+func parseAsset(code string, issuer string) (*horizon.Asset, error) {
+	if code != "XLM" && issuer == "" {
+		return nil, fmt.Errorf("error: issuer can only be empty if asset is XLM")
+	}
+
+	if code == "XLM" && issuer != "" {
+		return nil, fmt.Errorf("error: issuer needs to be empty if asset is XLM")
+	}
+
+	if code == "XLM" {
+		asset := utils.Asset2Asset2(build.NativeAsset())
+		return &asset, nil
+	}
+
+	asset := utils.Asset2Asset2(build.CreditAsset(code, issuer))
+	return &asset, nil
+}

plugins/sellStrategy.go

@@ -39,6 +39,7 @@ func makeSellStrategy(
 	config *sellConfig,
 ) (api.Strategy, error) {
 	pf, e := MakeFeedPair(
+		sdex,
 		config.DataTypeA,
 		config.DataFeedAURL,
 		config.DataTypeB,