chore: Remove unused 'trades' related code (#179)

celo-org · Jul 24, 2023 · b2ed396 · b2ed396
1 parent b98ff6b
commit b2ed396
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Showing 28 changed files with 99 additions and 744 deletions.
diff --git a/src/exchange_adapters/base.ts b/src/exchange_adapters/base.ts
@@ -1,19 +1,17 @@
-import { CeloContract } from '@celo/contractkit'
+import { Currency, Exchange, ExternalCurrency, megabytesToBytes, requireVariables } from '../utils'
+import { ExchangeApiRequestError, MetricCollector } from '../metric_collector'
+import fetch, { Response } from 'node-fetch'
+
 import BigNumber from 'bignumber.js'
+import { CeloContract } from '@celo/contractkit'
 import Logger from 'bunyan'
 import https from 'https'
-import fetch, { Response } from 'node-fetch'
 import tls from 'tls'
-import { ExchangeApiRequestError, MetricCollector } from '../metric_collector'
-import { Currency, Exchange, ExternalCurrency, megabytesToBytes, requireVariables } from '../utils'
 
 export enum DataType {
   TICKER = 'Ticker',
-  TRADE = 'Trade',
 }
 
-export type RawPriceData = Ticker | Trade
-
 type PriceMetadata = {
   /** the exchange this price data object came from */
   source: Exchange
@@ -53,25 +51,14 @@ export type Ticker = PriceMetadata & {
   timestamp: number
 }
 
-export type Trade = PriceMetadata & {
-  amount: BigNumber
-  cost: BigNumber
-  id: string
-  price: BigNumber
-  side?: string
-  timestamp: number
-}
-
 export enum ExchangeDataType {
   ORDERBOOK_STATUS = 'orderbook_status',
-  TRADE = 'trade',
   TICKER = 'ticker',
 }
 
 export interface ExchangeAdapter {
   exchangeName: Exchange
   pairSymbol: string
-  fetchTrades: () => Promise<Trade[]>
   fetchTicker: () => Promise<Ticker>
 }
 
@@ -192,13 +179,6 @@ export abstract class BaseExchangeAdapter {
    */
   abstract fetchTicker(): Promise<Ticker>
 
-  /**
-   * Fetches trades from the exchange, normalizes their format, and returns them
-   * in chronological order.
-   * It's not currently used by any BaseExchangeAdapter client.
-   */
-  abstract fetchTrades(): Promise<Trade[]>
-
   /**
    * Fetches from an exchange api endpoint and returns the json-parsed result.
    * Unless this is the fetch to get the orderbook status, it will confirm that
@@ -314,15 +294,6 @@ export abstract class BaseExchangeAdapter {
     requireVariables({ timestamp, bid, ask, lastPrice, baseVolume })
   }
 
-  /**
-   * Protect against bad or missing values from the api
-   * @param trade
-   */
-  protected verifyTrade(trade: Partial<Trade>): void {
-    const { id, timestamp, price, amount, cost } = trade
-    requireVariables({ id, timestamp, price, amount, cost })
-  }
-
   /**
    * Parses a value as a BigNumber and avoids the NaN or infinite case by
    * returning undefined instead

diff --git a/src/exchange_adapters/binance.ts b/src/exchange_adapters/binance.ts
@@ -1,5 +1,6 @@
+import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
 import { Exchange } from '../utils'
-import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker, Trade } from './base'
 
 export class BinanceAdapter extends BaseExchangeAdapter implements ExchangeAdapter {
   baseApiUrl = 'https://api.binance.com/api/v3'
@@ -24,15 +25,6 @@ export class BinanceAdapter extends BaseExchangeAdapter implements ExchangeAdapt
     return this.parseTicker(tickerJson)
   }
 
-  async fetchTrades(): Promise<Trade[]> {
-    const tradesJson = await this.fetchFromApi(
-      ExchangeDataType.TRADE,
-      `aggTrades?symbol=${this.pairSymbol}`
-    )
-    // sort order from API is chronological
-    return this.parseTrades(tradesJson)
-  }
-
   /**
    *
    * @param json parsed response from Binance's ticker endpoint
@@ -78,41 +70,6 @@ export class BinanceAdapter extends BaseExchangeAdapter implements ExchangeAdapt
     return ticker
   }
 
-  /**
-   *
-   * @param json response from Binance's trades endpoint
-   *
-   * [
-   *   {
-   *     "a": 683882,               // Aggregate tradeId
-   *     "p": "0.00008185",        // Price
-   *     "q": "5.30000000",       // Quantity
-   *     "f": 854278,            // First tradeId
-   *     "l": 854278,           // Last tradeId
-   *     "T": 1614665220705,   // Timestamp
-   *     "m": true,           // Was the buyer the maker?
-   *     "M": true           // Was the trade the best price match?
-   *   }
-   * ]
-   */
-  parseTrades(json: any): Trade[] {
-    return json.map((trade: any) => {
-      const price = this.safeBigNumberParse(trade.p)
-      const amount = this.safeBigNumberParse(trade.q)
-      const normalizedTrade = {
-        ...this.priceObjectMetadata,
-        amount,
-        cost: amount ? price?.times(amount) : undefined,
-        id: trade.a,
-        price,
-        side: trade.m ? 'sell' : 'buy',
-        timestamp: this.safeBigNumberParse(trade.T)?.toNumber()!,
-      }
-      this.verifyTrade(normalizedTrade)
-      return normalizedTrade
-    })
-  }
-
   async isOrderbookLive(): Promise<boolean> {
     const res = await this.fetchFromApi(ExchangeDataType.ORDERBOOK_STATUS, 'exchangeInfo')
 

diff --git a/src/exchange_adapters/bitget.ts b/src/exchange_adapters/bitget.ts
@@ -1,5 +1,6 @@
+import { BaseExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
 import { Exchange } from '../utils'
-import { BaseExchangeAdapter, ExchangeDataType, Ticker, Trade } from './base'
 
 export class BitgetAdapter extends BaseExchangeAdapter {
   baseApiUrl = 'https://api.bitget.com/api'
@@ -18,14 +19,6 @@ export class BitgetAdapter extends BaseExchangeAdapter {
     )
   }
 
-  async fetchTrades(): Promise<Trade[]> {
-    /**
-     * Trades are cool, but empty arrays are cooler.
-     *                          @bogdan, 01/2023
-     */
-    return []
-  }
-
   protected generatePairSymbol(): string {
     const base = BaseExchangeAdapter.standardTokenSymbolMap.get(this.config.baseCurrency)
     const quote = BaseExchangeAdapter.standardTokenSymbolMap.get(this.config.quoteCurrency)
@@ -75,7 +68,7 @@ export class BitgetAdapter extends BaseExchangeAdapter {
 
   /**
    * Checks if the orderbook for the relevant pair is live. If it's not, the price
-   * data from Ticker + Trade endpoints may be inaccurate.
+   * data from Ticker endpoint may be inaccurate.
    *
    * https://api.bitget.com/api/spot/v1/public/product?symbol=BTCBRL_SPBL
    *

diff --git a/src/exchange_adapters/bitmart.ts b/src/exchange_adapters/bitmart.ts
@@ -1,5 +1,6 @@
+import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
 import { Exchange } from '../utils'
-import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker, Trade } from './base'
 
 export class BitMartAdapter extends BaseExchangeAdapter implements ExchangeAdapter {
   baseApiUrl = 'https://api-cloud.bitmart.com'
@@ -22,14 +23,6 @@ export class BitMartAdapter extends BaseExchangeAdapter implements ExchangeAdapt
     return this.parseTicker(tickerJson)
   }
 
-  async fetchTrades(): Promise<Trade[]> {
-    // Trade data is not needed by oracle but is required by the parent class.
-    // This function along with all other functions that are not needed by the oracle will
-    // be removed in a future PR.
-    // -- @bayological ;) --
-    return []
-  }
-
   /**
    *
    * @param json parsed response from bitmart's ticker endpoint

diff --git a/src/exchange_adapters/bitso.ts b/src/exchange_adapters/bitso.ts
@@ -1,5 +1,6 @@
+import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
 import { Exchange } from '../utils'
-import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker, Trade } from './base'
 
 export class BitsoAdapter extends BaseExchangeAdapter implements ExchangeAdapter {
   baseApiUrl = 'https://api.bitso.com/api/v3'
@@ -24,14 +25,6 @@ export class BitsoAdapter extends BaseExchangeAdapter implements ExchangeAdapter
     return this.parseTicker(tickerJson.payload)
   }
 
-  async fetchTrades(): Promise<Trade[]> {
-    const tradesJson = await this.fetchFromApi(
-      ExchangeDataType.TRADE,
-      `trades?book=${this.pairSymbol}`
-    )
-    return this.parseTrades(tradesJson.payload).sort((a, b) => a.timestamp - b.timestamp)
-  }
-
   /**
    *
    * @param json parsed response from Bitso's ticker endpoint
@@ -70,39 +63,6 @@ export class BitsoAdapter extends BaseExchangeAdapter implements ExchangeAdapter
     return ticker
   }
 
-  /**
-   *
-   * @param json response from Bitso's trades endpoint
-   *
-   * [
-   *     {
-   *         "book": "btc_mxn",
-   *         "created_at": "2021-07-02T05:54:45+0000",
-   *         "amount": "0.00127843",
-   *         "maker_side": "buy",
-   *         "price": "659436.40",
-   *         "tid": 41827090
-   *     }
-   * ]
-   */
-  parseTrades(json: any): Trade[] {
-    return json.map((trade: any) => {
-      const price = this.safeBigNumberParse(trade.price)
-      const amount = this.safeBigNumberParse(trade.amount)
-      const normalizedTrade = {
-        ...this.priceObjectMetadata,
-        amount,
-        cost: amount ? price?.times(amount) : undefined,
-        id: trade.tid,
-        price,
-        side: trade.maker_side,
-        timestamp: this.safeDateParse(trade.created_at)!,
-      }
-      this.verifyTrade(normalizedTrade)
-      return normalizedTrade
-    })
-  }
-
   /**
    * No endpoint available to check this from Bitso.
    * @returns bool

diff --git a/src/exchange_adapters/bitstamp.ts b/src/exchange_adapters/bitstamp.ts
@@ -1,5 +1,6 @@
+import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
 import { Exchange } from '../utils'
-import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker, Trade } from './base'
 
 export class BitstampAdapter extends BaseExchangeAdapter implements ExchangeAdapter {
   baseApiUrl = 'https://www.bitstamp.net/api/v2'
@@ -20,14 +21,6 @@ export class BitstampAdapter extends BaseExchangeAdapter implements ExchangeAdap
     return this.parseTicker(tickerJson)
   }
 
-  async fetchTrades(): Promise<Trade[]> {
-    // Trade data is not needed by oracle but is required by the parent class.
-    // This function along with all other functions that are not needed by the oracle will
-    // be removed in a future PR.
-    // -- @bayological ;) --
-    return []
-  }
-
   /**
    *
    * @param json parsed response from bitstamps's ticker endpoint

diff --git a/src/exchange_adapters/bittrex.ts b/src/exchange_adapters/bittrex.ts
@@ -1,5 +1,6 @@
+import { BaseExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
 import { Exchange } from '../utils'
-import { BaseExchangeAdapter, ExchangeDataType, Ticker, Trade } from './base'
 
 export class BittrexAdapter extends BaseExchangeAdapter {
   baseApiUrl = 'https://api.bittrex.com/v3'
@@ -19,14 +20,6 @@ export class BittrexAdapter extends BaseExchangeAdapter {
     return this.parseTicker(tickerJson, summaryJson)
   }
 
-  async fetchTrades(): Promise<Trade[]> {
-    const tradeJson = await this.fetchFromApi(
-      ExchangeDataType.TRADE,
-      `markets/${this.pairSymbol}/trades`
-    )
-    return this.parseTrades(tradeJson)
-  }
-
   protected generatePairSymbol(): string {
     return `${BittrexAdapter.tokenSymbolMap.get(
       this.config.baseCurrency
@@ -78,41 +71,6 @@ export class BittrexAdapter extends BaseExchangeAdapter {
     return ticker
   }
 
-  /**
-   * Translates the json response from the Bittrex API into the standard Trade object
-   *
-   * @param json response from the trades endpoint
-   *    https://api.bittrex.com/v3/markets/{marketSymbol}/trades
-   *
-   *    [
-   *      {
-   *        id: "string (uuid)",
-   *        executedAt: "string (date-time)",
-   *        quantity: "number (double)",
-   *        rate: "number (double)",
-   *        takerSide: "string"
-   *      }
-   *    ]
-   */
-  parseTrades(json: any): Trade[] {
-    return json.map((trade: any) => {
-      const price = this.safeBigNumberParse(trade.rate)
-      const amount = this.safeBigNumberParse(trade.quantity)
-      const cost = amount ? price?.times(amount) : undefined
-      const normalizedTrade = {
-        ...this.priceObjectMetadata,
-        amount,
-        cost,
-        id: trade.id,
-        price,
-        side: trade.takerSide,
-        timestamp: this.safeDateParse(trade.executedAt)!,
-      }
-      this.verifyTrade(normalizedTrade)
-      return normalizedTrade
-    })
-  }
-
   /**
    * https://bittrex.github.io/api/v3#/definitions/Market
    *