liquidation, add status_message_deriv for WS

Author: fieldfoxWim

lib/liquidations.js

@@ -1,5 +1,6 @@
 'use strict'
 
+const { preparePrice } = require('bfx-api-node-util')
 const numberValidator = require('./validators/number')
 const dateValidator = require('./validators/date')
 const amountValidator = require('./validators/amount')
@@ -52,15 +53,16 @@ class Liquidations extends Model {
    */
   toString () {
     const {
-      mtsUpdated, symbol, amount, basePrice, isMatch, isMarketSold
+      mtsUpdated, symbol, amount, basePrice, isMatch, isMarketSold, liquidationPrice
     } = this
 
     return _compact(_flatten([
       new Date(mtsUpdated).toLocaleString(),
       symbol,
       [amount, '@', basePrice],
       isMatch && 'matched',
-      isMarketSold && 'sold'
+      isMarketSold && 'sold',
+      ['liq', preparePrice(liquidationPrice),]
     ])).join(' ')
   }
 

lib/ws_status_messages_deriv.js

@@ -0,0 +1,81 @@
+'use strict'
+
+const stringValidator = require('./validators/string')
+const priceValidator = require('./validators/price')
+const Model = require('./model')
+
+const fields = {
+  timestamp: 0,
+  price: 2,
+  priceSpot: 3,
+  fundBal: 5,
+  fundingEventTimestamp: 7,
+  fundingAccrued: 8,
+  fundingStep: 9,
+  currentFunding: 11,
+  markprice: 14,
+  openInterest: 17,
+  clampMin: 21,
+  clampMax: 22
+}
+
+/**
+ * Derivatives Status Message model used by the websocket
+ */
+class StatusMessagesDerivWS extends Model {
+  /**
+   * @param {object|Array} data - derivatives status message data
+   * @param {number} data.timestamp - timestamp
+   * @param {string} data.price - price
+   * @param {string} data.priceSpot - spot price
+   * @param {string} data.fundBal - funding balance
+   * @param {number} data.fundingEventTimestamp - timestamp
+   * @param {string} data.fundingAccrued - accrued funding
+   * @param {string} data.fundingStep - funding step
+   * @param {number} data.currentFunding - funding applied in the current 8h period,
+   * @param {number} data.markprice - markprice,
+   * @param {number} data.openInterest - total number of outstanding derivative contracts,
+   * @param {number} data.clampMin - min clamp
+   * @param {number} data.clampMax - max clamp
+   */
+  constructor (data = {}) {
+    super({ data, fields })
+  }
+
+  /**
+   * @param {object[]|object|Array[]|Array} data - data to convert to POJO
+   * @returns {object} pojo
+   */
+  static unserialize (data) {
+    return super.unserialize({ data, fields })
+  }
+
+  /**
+   * Validates a given public trade instance
+   *
+   * @param {object[]|object|PublicTrade[]|PublicTrade|Array} data - instance to validate
+   * @returns {string} error - null if instance is valid
+   */
+  static validate (data) {
+    return super.validate({
+      data,
+      fields,
+      validators: {
+        timestamp: stringValidator,
+        price: priceValidator,
+        priceSpot: priceValidator,
+        fundBal: priceValidator,
+        fundingEventTimestamp: stringValidator,
+        fundingAccrued: priceValidator,
+        fundingStep: priceValidator,
+        currentFunding: priceValidator,
+        markprice: priceValidator,
+        openInterest: priceValidator,
+        clampMin: priceValidator,
+        clampMax: priceValidator
+      }
+    })
+  }
+}
+
+module.exports = StatusMessagesDerivWS

test/lib/models/liquidations.js

@@ -14,7 +14,7 @@ describe('Liquidations entry model', () => {
   testModel({
     model: Liquidations,
     orderedFields: [
-      null, 'posId', 'mtsUpdated', null, 'symbol', 'amount', 'basePrice', null, 'isMatch', 'isMarketSold'
+      null, 'posId', 'mtsUpdated', null, 'symbol', 'amount', 'basePrice', null, 'isMatch', 'isMarketSold', null, 'liquidationPrice'
     ]
   })
 
@@ -27,7 +27,8 @@ describe('Liquidations entry model', () => {
       amount: new Array(...(new Array(5))).map(() => Math.random()),
       basePrice: new Array(...(new Array(5))).map(() => Math.random()),
       isMatch: new Array(...(new Array(5))).map(() => Math.random() > 0.5),
-      isMarketSold: new Array(...(new Array(5))).map(() => Math.random() > 0.5)
+      isMarketSold: new Array(...(new Array(5))).map(() => Math.random() > 0.5),
+      liquidationPrice: new Array(...(new Array(5))).map(() => Math.random()) 
     }
   })
 
@@ -36,13 +37,15 @@ describe('Liquidations entry model', () => {
       const l = new Liquidations({
         symbol: 'tBTCUSD',
         amount: 42,
-        basePrice: 0.1
+        basePrice: 0.1,
+        liquidationPrice: 33
       })
 
       const str = l.toString()
       assert.ok(/BTCUSD/.test(str), 'symbol missing')
       assert.ok(_includes(str, '42'), 'amount missing')
       assert.ok(_includes(str, '0.1'), 'rate missing')
+      assert.ok(_includes(str, '33'), 'liquidationPrice missing')
     })
   })
 })