Add FailoverCalculator

src/FXService/FXRateCalculator.ts

@@ -15,5 +15,10 @@
 import { CurrencyPair, FXObject } from './FXProvider';
 
 export abstract class FXRateCalculator {
+    /**
+     * Makes a request for the calculator to calculate and return the most recent exchange rate for the given currency pairs.
+     * If the Calculator is unable to complete a request for any of the pairs, it should return `null` for that pair and the other rates
+     * will still be accepted. However, it can also reject the entire Promise if it is unable to calculate rates for any of the given pairs
+     */
     abstract calculateRatesFor(pairs: CurrencyPair[]): Promise<FXObject[]>;
 }

src/FXService/calculators/FailoverCalculator.ts

@@ -0,0 +1,66 @@
+/**********************************************************************************************************************
+ * @license                                                                                                           *
+ * Copyright 2017 Coinbase, Inc.                                                                                      *
+ *                                                                                                                    *
+ * Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance     *
+ * with the License. You may obtain a copy of the License at                                                          *
+ *                                                                                                                    *
+ * http://www.apache.org/licenses/LICENSE-2.0                                                                         *
+ *                                                                                                                    *
+ * Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on*
+ * an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the                 *
+ * License for the specific language governing permissions and limitations under the License.                         *
+ **********************************************************************************************************************/
+
+import { FXRateCalculator } from '../FXRateCalculator';
+import { CurrencyPair, FXObject } from '../FXProvider';
+import { ConsoleLoggerFactory, Logger } from '../../utils/Logger';
+import { tryUntil } from '../../utils/promises';
+
+export interface FailoverCalculatorConfig {
+    calculators: FXRateCalculator[];
+    logger?: Logger;
+}
+
+/**
+ * A simple FX rate calculator that uses a single FXProvider and return the current exchange rate from it directly.
+ * If the pair is unavailable, or some other error occurs, the calculator returns null for that pair
+ */
+export default class FailoverCalculator extends FXRateCalculator {
+    logger: Logger;
+    calculators: FXRateCalculator[];
+
+    constructor(config: FailoverCalculatorConfig) {
+        super();
+        this.calculators = config.calculators;
+        this.logger = config.logger || ConsoleLoggerFactory();
+    }
+
+    calculateRatesFor(pairs: CurrencyPair[]): Promise<FXObject[]> {
+        const promises: Promise<FXObject>[] = pairs.map((pair: CurrencyPair) => {
+            return this.requestRateFor(pair);
+        });
+        // Wait for all promises to resolve before sending results back
+        return Promise.all(promises);
+    }
+
+    private requestRateFor(pair: CurrencyPair): Promise<FXObject> {
+        return tryUntil<FXRateCalculator, FXObject>(this.calculators, (calculator: FXRateCalculator) => {
+            return calculator.calculateRatesFor([pair])
+                .then((result: FXObject[]) => {
+                    if (result[0] === null || result[0].rate === null) {
+                        return false;
+                    }
+                    return result[0];
+                })
+                .catch(() => {
+                    return false;
+                });
+        }).then((result: FXObject | false) => {
+            if (result === false) {
+                return null;
+            }
+            return result;
+        });
+    }
+}

src/FXService/calculators/SimpleRateCalculator.ts

@@ -35,13 +35,7 @@ export default class SimpleRateCalculator extends FXRateCalculator {
             return this.provider.fetchCurrentRate(pair)
                 .catch((err: Error) => {
                 this.logger.log('warn', err.message, (err as any).details || null);
-                return Promise.resolve({
-                    from: pair.from,
-                    to: pair.to,
-                    rate: null,
-                    change: null,
-                    time: new Date()
-                });
+                return null;
             });
         });
         // Wait for all promises to resolve before sending results back

test/FXService/FailoverCalculatorTest.ts

@@ -0,0 +1,123 @@
+/**********************************************************************************************************************
+ * @license                                                                                                           *
+ * Copyright 2017 Coinbase, Inc.                                                                                      *
+ *                                                                                                                    *
+ * Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance     *
+ * with the License. You may obtain a copy of the License at                                                          *
+ *                                                                                                                    *
+ * http://www.apache.org/licenses/LICENSE-2.0                                                                         *
+ *                                                                                                                    *
+ * Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on*
+ * an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the                 *
+ * License for the specific language governing permissions and limitations under the License.                         *
+ **********************************************************************************************************************/
+
+import { CryptoProvider } from '../../src/FXService/providers/CryptoProvider';
+import { NullLogger } from '../../src/utils/Logger';
+import { DefaultAPI as GDAX } from '../../src/factories/gdaxFactories';
+import { DefaultAPI as Bitfinex } from '../../src/factories/bitfinexFactories';
+import { FXObject } from '../../src/FXService/FXProvider';
+import FailoverCalculator from '../../src/FXService/calculators/FailoverCalculator';
+import SimpleRateCalculator from '../../src/FXService/calculators/SimpleRateCalculator';
+
+const assert = require('assert');
+const nock = require('nock');
+
+describe('FailoverCalculator', () => {
+    let calculator: FailoverCalculator;
+
+    before(() => {
+        const provider1 = new CryptoProvider({ logger: NullLogger, exchange: GDAX(NullLogger) });
+        const provider2 = new CryptoProvider({ logger: NullLogger, exchange: Bitfinex(NullLogger) });
+        const calc1 = new SimpleRateCalculator(provider1, NullLogger);
+        const calc2 = new SimpleRateCalculator(provider2, NullLogger);
+        calculator = new FailoverCalculator({
+            logger: NullLogger,
+            calculators: [calc1, calc2]
+        });
+    });
+
+    it('returns spot rate from first calculator is supported', () => {
+        nock('https://api.gdax.com:443')
+            .get('/products')
+            .reply(200, [{
+                id: 'BTC-USD',
+                base_currency: 'BTC',
+                quote_currency: 'USD',
+                base_min_size: '0.01',
+                base_max_size: '1000000',
+                quote_increment: '0.01',
+                display_name: 'BTC/USD'
+            }])
+            .get('/products/BTC-USD/ticker')
+            .reply(200, {
+                trade_id: 10000,
+                price: '10500.00',
+                bid: '10400.00',
+                ask: '10600.00',
+                time: '2017-10-26T06:17:41.579000Z'
+            });
+        return calculator.calculateRatesFor([{ from: 'BTC', to: 'USD' }]).then((results: FXObject[]) => {
+            assert.equal(results[0].rate.toNumber(), 10500);
+            assert.equal(results[0].from, 'BTC');
+            assert.equal(results[0].to, 'USD');
+        });
+    });
+
+    it('returns spot rate from 2nd calculator is first is not supported', () => {
+        nock('https://api.bitfinex.com:443')
+            .get('/v1/symbols_details')
+            .reply(200, [{ pair: 'ethusd' }, { pair: 'btcusd' }])
+            .get('/v1/pubticker/ethusd')
+            .reply(200, {
+                mid: '500.00',
+                bid: '499.00',
+                ask: '501.00',
+                last_price: '495.49'
+            });
+        return calculator.calculateRatesFor([{ from: 'ETH', to: 'USD' }]).then((results: FXObject[]) => {
+            assert.equal(results[0].rate.toNumber(), 500);
+            assert.equal(results[0].from, 'ETH');
+            assert.equal(results[0].to, 'USD');
+        });
+    });
+
+    it('returns null for unsupported currencies', () => {
+        nock('https://api.gdax.com:443')
+            .get('/products/BTC-XYZ/ticker')
+            .reply(404, { message: 'NotFound' });
+        return calculator.calculateRatesFor([{ from: 'BTC', to: 'XYZ' }]).then((results: FXObject[]) => {
+            assert.equal(results[0], null);
+        });
+    });
+
+    it('returns spot rate from both calculators', () => {
+        nock('https://api.gdax.com:443')
+            .get('/products/BTC-USD/ticker')
+            .reply(200, {
+                trade_id: 10000,
+                price: '10500.00',
+                bid: '10400.00',
+                ask: '10500.00',
+                time: '2017-10-26T06:17:41.579000Z'
+            });
+        nock('https://api.bitfinex.com:443')
+            .get('/v1/pubticker/ethusd')
+            .reply(200, {
+                bid: '400.00',
+                ask: '410.00',
+                last_price: '410.0'
+            });
+        return calculator.calculateRatesFor([{ from: 'BTC', to: 'USD' }, { from: 'ETH', to: 'USD' }]).then((results: FXObject[]) => {
+            assert.equal(results.length, 2);
+
+            assert.equal(results[0].rate.toNumber(), 10450);
+            assert.equal(results[0].from, 'BTC');
+            assert.equal(results[0].to, 'USD');
+
+            assert.equal(results[1].rate.toNumber(), 405);
+            assert.equal(results[1].from, 'ETH');
+            assert.equal(results[1].to, 'USD');
+        });
+    });
+});