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fetchUri from 'node-fetch'\nimport * as sax from 'sax'\nimport BigNumber from 'bignumber.js'\nimport { AccountInfo } from '../types/accounts'\nimport { BackendInstance, BackendServices } from '../types/backend'\n\nimport { create as createLogger } from '../common/log'\nconst log = createLogger('ecb')\n\nconst RATES_API = 'https://www.ecb.europa.eu/stats/eurofxref/eurofxref-daily.xml'\n\nexport interface ECBBackendOptions {\n spread: number,\n ratesApiUrl: string,\n mockData: ECBAPIData\n}\n\nexport interface ECBSaxNode {\n name: string,\n attributes: {\n time?: number\n currency?: string\n rate?: number\n }\n}\n\nexport interface ECBAPIData {\n base: string\n date?: number\n rates: {\n [key: string]: number\n }\n}\n\n/**\n * Dummy backend that uses the ECB API for FX rates\n */\nexport default class ECBBackend implements BackendInstance {\n protected spread: number\n protected ratesApiUrl: string\n protected getInfo: (accountId: string) => AccountInfo | undefined\n\n protected rates: {\n [key: string]: number\n }\n protected currencies: string[]\n private mockData: ECBAPIData\n\n /**\n * Constructor.\n *\n * @param opts.spread The spread we will use to mark up the FX rates\n * @param opts.ratesApiUrl The URL for querying the ECB API\n * @param api.getInfo Method which maps account IDs to AccountInfo objects\n * @param api.getAssetCode Method which maps account IDs to asset code\n */\n constructor (opts: ECBBackendOptions, api: BackendServices) {\n this.spread = opts.spread || 0\n this.ratesApiUrl = opts.ratesApiUrl || RATES_API\n this.mockData = opts.mockData\n this.getInfo = api.getInfo\n // this.ratesCacheTtl = opts.ratesCacheTtl || 24 * 3600000\n\n this.rates = {}\n this.currencies = []\n }\n\n /**\n * Get the rates from the API\n *\n * Mock data can be provided for testing purposes\n */\n async connect () {\n let apiData: ECBAPIData\n if (this.mockData) {\n log.info('connect using mock data.')\n apiData = this.mockData\n } else {\n log.info('connect. uri=' + this.ratesApiUrl)\n let result = await fetchUri(this.ratesApiUrl)\n apiData = await parseXMLResponse(await result.text())\n }\n this.rates = apiData.rates\n this.rates[apiData.base] = 1\n this.currencies = Object.keys(this.rates)\n this.currencies.sort()\n log.info('data loaded. numCurrencies=' + this.currencies.length)\n }\n\n _formatAmount (amount: string) {\n return new BigNumber(amount).toFixed(2)\n }\n\n _formatAmountCeil (amount: string) {\n return new BigNumber(amount).decimalPlaces(2, BigNumber.ROUND_CEIL).toFixed(2)\n }\n\n /**\n * Get a rate for the given parameters.\n *\n * @param sourceAccount The account ID of the source account\n * @param destinationAccount The account ID of the next hop account\n * @returns Exchange rate with spread applied\n */\n async getRate (sourceAccount: string, destinationAccount: string) {\n const sourceInfo = this.getInfo(sourceAccount)\n const destinationInfo = this.getInfo(destinationAccount)\n\n if (!sourceInfo) {\n log.error('unable to fetch account info for source account. accountId=%s', sourceAccount)\n throw new Error('unable to fetch account info for source account. accountId=' + sourceAccount)\n }\n if (!destinationInfo) {\n log.error('unable to fetch account info for destination account. accountId=%s', destinationAccount)\n throw new Error('unable to fetch account info for destination account. accountId=' + destinationAccount)\n }\n\n const sourceCurrency = sourceInfo.assetCode\n const destinationCurrency = destinationInfo.assetCode\n\n // Get ratio between currencies and apply spread\n const sourceRate = this.rates[sourceCurrency]\n const destinationRate = this.rates[destinationCurrency]\n\n if (!sourceRate) {\n log.error('no rate available for source currency. currency=%s', sourceCurrency)\n throw new Error('no rate available. currency=' + sourceCurrency)\n }\n\n if (!destinationRate) {\n log.error('no rate available for destination currency. currency=%s', destinationCurrency)\n throw new Error('no rate available. currency=' + destinationCurrency)\n }\n\n // The spread is subtracted from the rate when going in either direction,\n // so that the DestinationAmount always ends up being slightly less than\n // the (equivalent) SourceAmount -- regardless of which of the 2 is fixed:\n //\n // SourceAmount * Rate * (1 - Spread) = DestinationAmount\n //\n const rate = new BigNumber(destinationRate).shiftedBy(destinationInfo.assetScale)\n .div(new BigNumber(sourceRate).shiftedBy(sourceInfo.assetScale))\n .times(new BigNumber(1).minus(this.spread))\n .toPrecision(15)\n\n log.trace('quoted rate. from=%s to=%s fromCur=%s toCur=%s rate=%s spread=%s', sourceAccount, destinationAccount, sourceCurrency, destinationCurrency, rate, this.spread)\n\n return Number(rate)\n }\n\n /**\n * This method is called to allow statistics to be collected by the backend.\n *\n * The ECB backend does not support this functionality.\n */\n async submitPayment () {\n return Promise.resolve(undefined)\n }\n}\n\nfunction parseXMLResponse (data: string): Promise<ECBAPIData> {\n const parser = sax.parser(true, {})\n const apiData: ECBAPIData = { base: 'EUR', rates: {} }\n parser.onopentag = (node: ECBSaxNode) => {\n if (node.name === 'Cube' && node.attributes.time) {\n apiData.date = node.attributes.time\n }\n if (node.name === 'Cube' && node.attributes.currency && node.attributes.rate) {\n apiData.rates[node.attributes.currency] = node.attributes.rate\n }\n }\n return new Promise((resolve, reject) => {\n parser.onerror = reject\n parser.onend = () => resolve(apiData)\n parser.write(data).close()\n })\n}\n"]} |