From d4a6ccdb36b84bdc02c8f52f78e8f086965aa5f0 Mon Sep 17 00:00:00 2001
From: mtyszczak <mateusz.tyszczak@gmail.com>
Date: Wed, 8 Jan 2025 12:37:13 +0100
Subject: [PATCH] Add internal market filter and provider
---
.../filters/internal-market-filter.ts | 34 +++++++
.../providers/feed-price-provider.ts | 2 +-
.../providers/internal-market-provider.ts | 95 +++++++++++++++++++
src/queen.ts | 9 ++
4 files changed, 139 insertions(+), 1 deletion(-)
create mode 100644 src/chain-observers/filters/internal-market-filter.ts
create mode 100644 src/chain-observers/providers/internal-market-provider.ts
diff --git a/src/chain-observers/filters/internal-market-filter.ts b/src/chain-observers/filters/internal-market-filter.ts
new file mode 100644
index 0000000..8f2d1a9
--- /dev/null
+++ b/src/chain-observers/filters/internal-market-filter.ts
@@ -0,0 +1,34 @@
+import type { WorkerBee } from "../../bot";
+import { OperationClassifier } from "../classifiers";
+import type { TRegisterEvaluationContext } from "../classifiers/collector-classifier-base";
+import type { DataEvaluationContext } from "../factories/data-evaluation-context";
+import { FilterBase } from "./filter-base";
+
+export class InternalMarketFilter extends FilterBase {
+ public constructor(
+ worker: WorkerBee
+ ) {
+ super(worker);
+ }
+
+ public usedContexts(): Array<TRegisterEvaluationContext> {
+ return [
+ OperationClassifier
+ ];
+ }
+
+ public async match(data: DataEvaluationContext): Promise<boolean> {
+ const { operationsPerType } = await data.get(OperationClassifier);
+
+ for(const {} of (operationsPerType.limit_order_create2 ?? []))
+ return true;
+
+ for(const {} of (operationsPerType.limit_order_cancel ?? []))
+ return true;
+
+ for(const {} of (operationsPerType.limit_order_create ?? []))
+ return true;
+
+ return false;
+ }
+}
diff --git a/src/chain-observers/providers/feed-price-provider.ts b/src/chain-observers/providers/feed-price-provider.ts
index 4e413c3..a927d75 100644
--- a/src/chain-observers/providers/feed-price-provider.ts
+++ b/src/chain-observers/providers/feed-price-provider.ts
@@ -1,5 +1,5 @@
import { price } from "@hiveio/wax";
-import { WorkerBeeIterable } from "src/types/iterator";
+import { WorkerBeeIterable } from "../../types/iterator";
import { FeedPriceClassifier } from "../classifiers";
import { TRegisterEvaluationContext } from "../classifiers/collector-classifier-base";
import { DataEvaluationContext } from "../factories/data-evaluation-context";
diff --git a/src/chain-observers/providers/internal-market-provider.ts b/src/chain-observers/providers/internal-market-provider.ts
new file mode 100644
index 0000000..1d12c2a
--- /dev/null
+++ b/src/chain-observers/providers/internal-market-provider.ts
@@ -0,0 +1,95 @@
+import { price, type asset } from "@hiveio/wax";
+import { WorkerBeeIterable } from "../../types/iterator";
+import { TRegisterEvaluationContext } from "../classifiers/collector-classifier-base";
+import { OperationClassifier, IOperationTransactionPair } from "../classifiers/operation-classifier";
+import { DataEvaluationContext } from "../factories/data-evaluation-context";
+import { ProviderBase } from "./provider-base";
+
+export interface IInternalMarketOperationBase {
+ owner: string;
+ orderId: number;
+}
+
+export interface IInternalMarketCancelOperation extends IInternalMarketOperationBase {
+ cancel: true;
+}
+
+export interface IInternalMarketCreateOperation extends IInternalMarketOperationBase {
+ cancel: false;
+ amountToSell: asset;
+ filled: boolean;
+ exchangeRate: price;
+ expiration: Date;
+}
+
+export type TInternalMarketOperation = IInternalMarketCancelOperation | IInternalMarketCreateOperation;
+
+export interface IInternalMarketProviderData {
+ internalMarketOperations: WorkerBeeIterable<IOperationTransactionPair<TInternalMarketOperation>>;
+};
+
+export class InternalMarketProvider extends ProviderBase {
+ public usedContexts(): Array<TRegisterEvaluationContext> {
+ return [
+ OperationClassifier
+ ]
+ }
+
+ public async provide(data: DataEvaluationContext): Promise<IInternalMarketProviderData> {
+ const operations = await data.get(OperationClassifier);
+
+ const orderCreate = operations.operationsPerType["limit_order_create"];
+ const orderCreate2 = operations.operationsPerType["limit_order_create2"];
+ const orderCancel = operations.operationsPerType["limit_order_cancel"];
+
+ const internalMarketOperations: IOperationTransactionPair<TInternalMarketOperation>[] = [];
+
+ if(orderCancel)
+ for(const op of orderCancel)
+ internalMarketOperations.push({
+ operation: {
+ cancel: true,
+ owner: op.operation.owner,
+ orderId: op.operation.orderid
+ },
+ transaction: op.transaction
+ });
+
+ if(orderCreate)
+ for(const op of orderCreate)
+ internalMarketOperations.push({
+ operation: {
+ cancel: false,
+ owner: op.operation.owner,
+ orderId: op.operation.orderid,
+ amountToSell: op.operation.amount_to_sell!,
+ filled: op.operation.fill_or_kill,
+ exchangeRate: {
+ base: op.operation.amount_to_sell,
+ quote: op.operation.min_to_receive
+ },
+ expiration: new Date(`${op.operation.expiration}Z`)
+ },
+ transaction: op.transaction
+ });
+
+ if(orderCreate2)
+ for(const op of orderCreate2)
+ internalMarketOperations.push({
+ operation: {
+ cancel: false,
+ owner: op.operation.owner,
+ orderId: op.operation.orderid,
+ amountToSell: op.operation.amount_to_sell!,
+ filled: op.operation.fill_or_kill,
+ exchangeRate: op.operation.exchange_rate!,
+ expiration: new Date(`${op.operation.expiration}Z`)
+ },
+ transaction: op.transaction
+ });
+
+ return {
+ internalMarketOperations: new WorkerBeeIterable(internalMarketOperations)
+ };
+ }
+}
diff --git a/src/queen.ts b/src/queen.ts
index 9fb9337..7b1c8dc 100644
--- a/src/queen.ts
+++ b/src/queen.ts
@@ -14,6 +14,7 @@ import { FeedPriceNoChangeFilter } from "./chain-observers/filters/feed-price-no
import type { FilterBase } from "./chain-observers/filters/filter-base";
import { FollowFilter } from "./chain-observers/filters/follow-filter";
import { ImpactedAccountFilter } from "./chain-observers/filters/impacted-account-filter";
+import { InternalMarketFilter } from "./chain-observers/filters/internal-market-filter";
import { BlockChangedFilter } from "./chain-observers/filters/new-block-filter";
import { PostFilter } from "./chain-observers/filters/post-filter";
import { PostMentionFilter } from "./chain-observers/filters/post-mention";
@@ -27,6 +28,7 @@ import { BlockHeaderProvider } from "./chain-observers/providers/block-header-pr
import { BlockProvider } from "./chain-observers/providers/block-provider";
import { ExchangeTransferProvider } from "./chain-observers/providers/exchange-transfer-provider";
import { FeedPriceProvider } from "./chain-observers/providers/feed-price-provider";
+import { InternalMarketProvider } from "./chain-observers/providers/internal-market-provider";
import { MentionedAccountProvider } from "./chain-observers/providers/mention-provider";
import { ProviderBase } from "./chain-observers/providers/provider-base";
import { RcAccountProvider } from "./chain-observers/providers/rc-account-provider";
@@ -190,6 +192,13 @@ export class QueenBee<TPreviousSubscriberData extends object = {}> {
return this;
}
+ public onInternalMarketOperation(): QueenBee<TPreviousSubscriberData & Awaited<ReturnType<InternalMarketProvider["provide"]>>> {
+ this.operands.push(new InternalMarketFilter(this.worker));
+ this.providers.push(new InternalMarketProvider());
+
+ return this;
+ }
+
public onBlock(): QueenBee<TPreviousSubscriberData & Awaited<ReturnType<BlockHeaderProvider["provide"]>>> {
this.operands.push(new BlockChangedFilter(this.worker));
this.providers.push(new BlockHeaderProvider());
--
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