Merge pull request coinbase#77 from coinbase/failover-info

Add FXCalculator reporting

package.json

@@ -50,7 +50,7 @@
     "@types/ws": "0.0.37",
     "bignumber.js": "4.0.2",
     "bintrees": "1.0.1",
-    "ccxt": "^1.9.186",
+    "ccxt": "1.9.275",
     "commander": "2.9.0",
     "crypto": "0.0.3",
     "gdax": "0.3.1",

src/FXService/FXRateCalculator.ts

@@ -21,4 +21,8 @@ export abstract class FXRateCalculator {
      * 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[]>;
+
+    getLastRequestInfo(): any {
+        return {};
+    }
 }

src/FXService/calculators/FailoverCalculator.ts

@@ -29,13 +29,18 @@ export interface FailoverCalculatorConfig {
 export default class FailoverCalculator extends FXRateCalculator {
     logger: Logger;
     calculators: FXRateCalculator[];
+    private lastCalculatorUsed: FXRateCalculator = null;
 
     constructor(config: FailoverCalculatorConfig) {
         super();
         this.calculators = config.calculators;
         this.logger = config.logger || ConsoleLoggerFactory();
     }
 
+    getLastRequestInfo(): any {
+        return { calculator: this.lastCalculatorUsed };
+    }
+
     calculateRatesFor(pairs: CurrencyPair[]): Promise<FXObject[]> {
         const promises: Promise<FXObject>[] = pairs.map((pair: CurrencyPair) => {
             return this.requestRateFor(pair);
@@ -46,6 +51,7 @@ export default class FailoverCalculator extends FXRateCalculator {
 
     private requestRateFor(pair: CurrencyPair): Promise<FXObject> {
         return tryUntil<FXRateCalculator, FXObject>(this.calculators, (calculator: FXRateCalculator) => {
+            this.lastCalculatorUsed = calculator;
             return calculator.calculateRatesFor([pair])
                 .then((result: FXObject[]) => {
                     if (result[0] === null || result[0].rate === null) {

src/FXService/calculators/RobustCalculator.ts

@@ -84,7 +84,7 @@ export class RobustCalculator extends FXRateCalculator {
         this.report.sources = this.sources.map((source: FXProvider) => source.name);
     }
 
-    get lastReport(): RobustCalculatorReport {
+    getLastRequestInfo(): RobustCalculatorReport {
         return this.report;
     }
 
@@ -124,7 +124,7 @@ export class RobustCalculator extends FXRateCalculator {
         const update: QueryStatus = { deltas: [], prices: [], rejectReason: [], errors: [], time: new Date(), valid: [], lastPrice: null };
         update.lastPrice = this.report.data[_pair] ? this.report.data[_pair].prices : [];
         rates.forEach((rate: FXObject | Error, i: number) => {
-            if (rate instanceof Error || !rate.rate.isFinite()) {
+            if (rate instanceof Error || !rate || !rate.rate || !rate.rate.isFinite()) {
                 update.errors[i] = rate instanceof Error ? rate : null;
                 update.rejectReason[i] = NO_CURRENT_PRICE_ERROR;
                 this.report.data[_pair] = update;

src/FXService/calculators/SimpleRateCalculator.ts

@@ -41,4 +41,8 @@ export default class SimpleRateCalculator extends FXRateCalculator {
         // Wait for all promises to resolve before sending results back
         return Promise.all(promises);
     }
+
+    getLastRequestInfo(): any {
+        return { provider: this.provider };
+    }
 }

src/FXService/providers/CryptoProvider.ts

@@ -11,7 +11,7 @@
  * 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 { CurrencyPair, FXObject, FXProvider, FXProviderConfig, pairAsString } from '../FXProvider';
+import { CurrencyPair, EFXRateUnavailable, FXObject, FXProvider, FXProviderConfig, pairAsString } from '../FXProvider';
 import { Product, PublicExchangeAPI } from '../../exchanges/PublicExchangeAPI';
 import { BigJS } from '../../lib/types';
 
@@ -58,6 +58,9 @@ export class CryptoProvider extends FXProvider {
                 rate: price
             };
             return result;
+        }).catch((err: Error) => {
+            this.log('warn', `${this.name} failed to download the ${pairAsString(pair)} rate`, err.message);
+            return Promise.reject(new EFXRateUnavailable(err.message, this.name));
         });
     }
 

src/samples/RobustRateDemo.ts

@@ -55,5 +55,5 @@ const fxService: FXService = new FXService({
 fxService.on('FXRateUpdate', (rates: FXRates) => {
     if (rates['BTC-USD'].rate) { logger.log('info', `BTC price: ${rates['BTC-USD'].rate.toFixed(5)}`); }
     if (rates['ETH-BTC'].rate) { logger.log('info', `ETH price: ${rates['ETH-BTC'].rate.toFixed(5)}`); }
-    logger.log('debug', 'RobustRate report', robustCalculator.lastReport);
+    logger.log('debug', 'RobustRate report', robustCalculator.getLastRequestInfo());
 });

yarn.lock

@@ -417,9 +417,9 @@ caseless@~0.12.0:
   version "0.12.0"
   resolved "https://registry.yarnpkg.com/caseless/-/caseless-0.12.0.tgz#1b681c21ff84033c826543090689420d187151dc"
 
-ccxt@^1.9.186:
-  version "1.9.248"
-  resolved "https://registry.yarnpkg.com/ccxt/-/ccxt-1.9.248.tgz#343dba34f7f8be9bfa2b8611cc7ac384a368d064"
+[email protected].275:
+  version "1.9.275"
+  resolved "https://registry.yarnpkg.com/ccxt/-/ccxt-1.9.275.tgz#e66abca58c020ffeb9fa95d869b2ab9fd03e2094"
   dependencies:
     crypto-js "3.1.9-1"
     node-fetch "2.0.0-alpha.8"