feat: support liquid trades import

starsoccer · Dec 13, 2022 · 09bcb6b · 09bcb6b
1 parent 97b3986
commit 09bcb6b
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Showing 3 changed files with 94 additions and 0 deletions.
diff --git a/src/parsers/trades/index.ts b/src/parsers/trades/index.ts
@@ -4,6 +4,7 @@ import binanceParser from './binance';
 import bittrexParser from './bittrex';
 import geminiParser from './gemini';
 import krakenParser from './kraken';
+import liquidParser from './liquid';
 import poloniexParser from './poloniex';
 import revolutParser from './revolut';
 
@@ -12,6 +13,7 @@ const parserMapping: {[key in EXCHANGES]: any} = {
     [EXCHANGES.Bittrex]: bittrexParser,
     [EXCHANGES.Gemini]: geminiParser,
     [EXCHANGES.Kraken]: krakenParser,
+    [EXCHANGES.Liquid]: liquidParser,
     [EXCHANGES.Poloniex]: poloniexParser,
     [EXCHANGES.Revolut]: revolutParser,
 }

diff --git a/src/parsers/trades/liquid/index.ts b/src/parsers/trades/liquid/index.ts
@@ -0,0 +1,88 @@
+import { getCSVData } from '../../';
+import { EXCHANGES, IImport, IPartialTrade, ITrade } from '../../../types';
+import { createDateAsUTC, createID } from '../../utils';
+
+interface ILiquid {
+    exchange: string;
+    currency_type: string;
+    direction: string;
+    transaction_id: string;
+    transaction_type: string;
+    gross_amount: string;
+    currency: string;
+    execution_id: string;
+    generated_for_type: string;
+    generated_for_id: string;
+    transaction_hash: string;
+    from_address: string;
+    to_address: string;
+    state: string;
+    created_at_jst: string;
+    updated_at_jst: string;
+    created_at_utc: string;
+    updated_at: string;
+    notes: string;
+    used_id: string;
+    account_id: string;
+}
+
+export default async function processData(importDetails: IImport): Promise<ITrade[]> {
+    const data: ILiquid[] = await getCSVData(importDetails.data) as ILiquid[];
+    const internalFormat: ITrade[] = [];
+    if (data.length < 1) {
+        return internalFormat;
+    }
+    let splitTrade = data[0];
+    let lineContinuity = 0;
+    for (const trade of data) {
+        const tradeToAdd: IPartialTrade = {
+            date : createDateAsUTC(new Date(trade.updated_at)).getTime(),
+            exchange : EXCHANGES.Liquid,
+            exchangeID : trade.execution_id,
+        };
+        switch (trade.transaction_type) {
+            case 'rebate_trade_fee':
+            case 'trade_fee':
+            case 'quick_exchange':
+            case 'trade': {
+                switch (lineContinuity) {
+                    case 0: {
+                        splitTrade = trade;
+                        lineContinuity = 1;
+                        continue;
+                    }
+                    case 1: {
+                        lineContinuity = 0;
+                        if (trade.direction === "pay" && splitTrade.direction === "receive") {
+                            tradeToAdd.boughtCurrency = splitTrade.currency;
+                            tradeToAdd.soldCurrency = trade.currency;
+                            tradeToAdd.amountSold = Math.abs(parseFloat(trade.gross_amount));
+                            tradeToAdd.rate = Math.abs(parseFloat(trade.gross_amount) / parseFloat(splitTrade.gross_amount));
+                        } else if (trade.direction === "receive" && splitTrade.direction === "pay") {
+                            tradeToAdd.soldCurrency = splitTrade.currency;
+                            tradeToAdd.boughtCurrency = trade.currency;
+                            tradeToAdd.amountSold = Math.abs(parseFloat(splitTrade.gross_amount));
+                            tradeToAdd.rate = Math.abs(parseFloat(splitTrade.gross_amount) / parseFloat(trade.gross_amount));
+                        } else {
+                            console.error(`Error parsing ${trade.exchange} trade splitTrade.direction=${splitTrade.direction} and trade.direction=${trade.direction}`);
+                            break;
+                        }
+                        tradeToAdd.ID = createID(tradeToAdd);
+                        internalFormat.push(tradeToAdd as ITrade);
+                        continue;
+                    }
+                    default: {
+                        console.error(`Error parsing ${trade.exchange} trade lineContinuity=${lineContinuity}`);
+                        break;
+                    }
+                }
+                break;
+            }
+            default: {
+                console.log(`Ignored ${trade.exchange} trade of type ${trade.transaction_type}`);
+                continue;
+            }
+        }
+    }
+    return internalFormat;
+}
diff --git a/src/types/locations.ts b/src/types/locations.ts
@@ -3,6 +3,8 @@ export type Location = EXCHANGES | string;
 export enum EXCHANGES {
     Bittrex = 'BITTREX',
     Gemini= 'GEMINI',
+    Kraken = 'KRAKEN',
+    Liquid = 'LIQUID',
     Poloniex = 'POLONIEX',
     Kraken = 'KRAKEN',
     Binance = 'BINANCE',
@@ -16,6 +18,8 @@ export enum IncomeImportTypes {
 export enum ExchangesTradeHeaders {
     BITTREX = '07230399aaa8d1f15e88e38bd43a01c5ef1af6c1f9131668d346e196ff090d80',
     GEMINI = '996edee25db7f3d1dd16c83c164c6cff8c6d0f5d6b3aafe6d1700f2a830f6c9e',
+    KRAKEN = '85bf27e799cc0a30fe5b201cd6a4724e4a52feb433f41a1e8b046924e3bf8dc5',
+    LIQUID = '12c125c9080e41e087ff0955826bba94568d637214b166a296447e53ae469abe',
     POLONIEX = 'd7484d726e014edaa059c0137ac91183a7eaa9ee5d52713aa48bb4104b01afb0',
     KRAKEN = '85bf27e799cc0a30fe5b201cd6a4724e4a52feb433f41a1e8b046924e3bf8dc5',
     BINANCE = '4d0d5df894fe488872e513f6148dfa14ff29272e759b7fb3c86d264687a7cf99',