Merge branch 'master' into tighten-gdax-feed-messages-types

.npmignore

@@ -6,7 +6,7 @@ node_modules/
 !types/
 docs/apiref
 
-src/
+/src/
 npm-shrinkwrap.json
 yarn.lock
 tsconfig.json

package.json

@@ -40,12 +40,11 @@
     "@types/commander": "2.3.31",
     "@types/crypto-js": "3.1.32",
     "@types/nock": "8.2.0",
-    "@types/node": "6.0.51",
+    "@types/node": "7.0.58",
     "@types/query-string": "3.0.30",
     "@types/simple-mock": "0.0.27",
     "@types/superagent": "2.0.35",
-    "@types/uuid": "2.0.29",
-    "@types/winston": "2.2.0",
+    "@types/winston": "2.3.8",
     "@types/ws": "0.0.37",
     "bignumber.js": "4.0.2",
     "bintrees": "1.0.1",
@@ -72,11 +71,10 @@
     "nock": "9.0.2",
     "nyc": "11.1.0",
     "source-map-support": "0.4.16",
-    "ts-node": "^3.3.0",
-    "tslint": "5.6.0",
+    "ts-node": "^5.0.1",
+    "tslint": "^5.9.1",
     "typedoc": "0.8.0",
-    "typescript": "^2.5.3",
-    "uuid": "3.0.0"
+    "typescript": "^2.7.2"
   },
   "resolutions": {
     "deasync": "^0.1.12"

src/FXService/FXProvider.ts

@@ -87,13 +87,13 @@ export abstract class FXProvider {
                 return this.supportsPair(inversePair).then<FXObject>((inverseOk: boolean) => {
                     if (inverseOk) {
                         return this.getPromiseForRate(inversePair).then((inverse: FXObject) => {
-                            const rate = {
+                            const rate: FXObject = {
                                 from: pair.from,
                                 to: pair.to,
                                 rate: ONE.div(inverse.rate),
                                 time: inverse.time
                             };
-                            return Promise.resolve<FXObject>(rate);
+                            return rate;
                         });
                     } else {
                         return Promise.reject(new EFXRateUnavailable(`Currency pair ${pair.from}-${pair.to} or its inverse is not supported`, this.name));

src/FXService/FXService.ts

@@ -73,7 +73,7 @@ export class FXService extends EventEmitter {
     /**
      * Replaces the [[FXRateCalculator]] instance and returns `this` so that you can chain setter calls.
      */
-    setCalculator(value: FXRateCalculator) {
+    setCalculator(value: FXRateCalculator): this {
         this._calculator = value;
         return this;
     }
@@ -88,7 +88,7 @@ export class FXService extends EventEmitter {
     /**
      * Sets a logger for the service  and returns `this` so that you can chain setter calls.
      */
-    setLogger(value: Logger) {
+    setLogger(value: Logger): this {
         this._logger = value;
         return this;
     }
@@ -103,7 +103,7 @@ export class FXService extends EventEmitter {
     /**
      * Assigns a new polling interval for calculating exchange rates (in ms). Returns `this` so that you can chain setter calls.
      */
-    setRefreshInterval(value: number) {
+    setRefreshInterval(value: number): this {
         this._refreshInterval = value;
         if (this.timer) {
             clearInterval(this.timer);
@@ -124,7 +124,7 @@ export class FXService extends EventEmitter {
     /**
      * Replace all current pairs with the array of pairs provided. Returns `this` so that you can chain setter calls.
      */
-    setActivePairs(pairs: CurrencyPair[]) {
+    setActivePairs(pairs: CurrencyPair[]): this {
         this._currencyPairs = [];
         pairs.forEach((pair) => this.addCurrencyPair(pair));
         return this;
@@ -134,7 +134,7 @@ export class FXService extends EventEmitter {
      * Adds a single currency pair to the service without removing any that are already being queried. If the pair is already
      * in the list, this function has no effect. Returns `this` so that you can chain setter calls.
      */
-    addCurrencyPair(pair: CurrencyPair) {
+    addCurrencyPair(pair: CurrencyPair): this {
         if (this.indexOf(pair) >= 0) {
             return this;
         }
@@ -228,7 +228,6 @@ export class FXService extends EventEmitter {
                 this._rates[index] = Object.assign({ change: change }, rate);
             });
             this.errorState = false;
-            return Promise.resolve();
         }, (err: Error) => {
             this.log('warn', 'An error occurred fetching latest exchange rates', err.message);
             this.errorState = true;
@@ -239,7 +238,7 @@ export class FXService extends EventEmitter {
             // because we emit a message above, client errors will be caught and returned here.
             this.log('error', 'A client error has caused an FXUpdate failure', err);
             this.errorState = true;
-            return Promise.resolve(null);
+            return null;
         });
     }
 }

src/FXService/calculators/RobustCalculator.ts

@@ -113,7 +113,7 @@ export class RobustCalculator extends FXRateCalculator {
                 rate: rate && Big(rate),
                 change: null
             };
-            return Promise.resolve(result);
+            return result;
         });
     }
 

src/FXService/providers/CoinMarketCapProvider.ts

@@ -83,12 +83,11 @@ export default class CoinMarketCapProvider extends FXProvider {
                         REVERSE_MAP[currency.id] = currency.symbol;
                         SUPPORTED_BASE_CURRENCIES.push(currency.symbol);
                     });
-                    return Promise.resolve();
                 });
             this.initializing = initCodeMap;
         }
         return initCodeMap.then(() => {
-            return Promise.resolve(SUPPORTED_BASE_CURRENCIES.includes(pair.from));
+            return SUPPORTED_BASE_CURRENCIES.includes(pair.from);
         });
     }
 

src/FXService/providers/OpenExchangeProvider.ts

@@ -63,7 +63,7 @@ export default class OpenExchangeProvider extends FXProvider {
             .then((res: Response) => {
                 const curs: { [cur: string]: string } = res.body;
                 supportedCurrencies = Object.keys(curs);
-                return Promise.resolve(isSupported(pair));
+                return isSupported(pair);
             });
     }
 

src/FXService/providers/YahooFXProvider.ts

@@ -46,7 +46,7 @@ export default class YahooFinanceFXProvider extends FXProvider {
                         SUPPORTED_PAIRS.push(tag.slice(0, tag.length - 2));
                     }
                 });
-                return Promise.resolve(this.isSupportedPair(pair));
+                return this.isSupportedPair(pair);
             }, (err: Error) => Promise.reject(err));
     }
 
@@ -73,12 +73,12 @@ export default class YahooFinanceFXProvider extends FXProvider {
                 } catch (err) {
                     return Promise.reject(error);
                 }
-                return Promise.resolve<FXObject>({
+                const r: FXObject = {
                     time: new Date(created),
                     from: pair.from,
                     to: pair.to,
-                    rate: Big(rate)
-                });
+                    rate: Big(rate)};
+                return r;
             }, (result: Response) => {
                 let details = {};
                 try {

src/consoles/gdaxConsole.ts

@@ -22,7 +22,9 @@ import { Ticker } from '../exchanges/PublicExchangeAPI';
 import { Balances } from '../exchanges/AuthenticatedExchangeAPI';
 import { PlaceOrderMessage } from '../core/Messages';
 import { LiveOrder } from '../lib/Orderbook';
-import { AuthCallOptions, GDAXAuthConfig, GDAXConfig } from '../exchanges/gdax/GDAXInterfaces';
+import { AuthCallOptions,
+         GDAXAuthConfig,
+         GDAXConfig } from '../exchanges/gdax/GDAXInterfaces';
 import { TransferRequest, TransferResult } from '../exchanges/ExchangeTransferAPI';
 import { Big } from '../lib/types';
 
@@ -142,11 +144,11 @@ if (program.newMarketOrder && hasAuth()) {
     }
     const vals = program.newMarketOrder.split(',');
     const params: PlaceOrderMessage = {
+        type: 'placeOrder',
         time: new Date(),
         clientId: null,
         side: vals[0],
         size: vals[1],
-        type: 'market',
         productId: program.product,
         price: null,
         orderType: 'market'
@@ -165,11 +167,11 @@ if (program.newLimitOrder && hasAuth()) {
     }
     const [side, size, price] = program.newLimitOrder.split(',');
     const params: PlaceOrderMessage = {
+        type: 'placeOrder',
         time: new Date(),
         clientId: null,
         side: side,
         size: size,
-        type: 'market',
         productId: program.product,
         price: price,
         orderType: 'limit'

src/core/ExchangeRateFilter.ts

@@ -12,7 +12,8 @@
  * License for the specific language governing permissions and limitations under the License.                              *
  ***************************************************************************************************************************/
 
-import { AbstractMessageTransform, MessageTransformConfig } from '../lib/AbstractMessageTransform';
+import { AbstractMessageTransform,
+         MessageTransformConfig } from '../lib/AbstractMessageTransform';
 import { StreamMessage } from './Messages';
 import { CurrencyPair, FXObject, pairAsString } from '../FXService/FXProvider';
 import { FXRates, FXService } from '../FXService/FXService';

src/core/HFTFilter.ts

@@ -12,7 +12,12 @@
  * License for the specific language governing permissions and limitations under the License.                              *
  ***************************************************************************************************************************/
 
-import { BaseOrderMessage, ChangedOrderMessage, isOrderMessage, isStreamMessage, NewOrderMessage, StreamMessage } from './Messages';
+import { BaseOrderMessage,
+         ChangedOrderMessage,
+         isOrderMessage,
+         isStreamMessage,
+         NewOrderMessage,
+         StreamMessage } from './Messages';
 import { RBTree } from 'bintrees';
 import { Duplex } from 'stream';
 import { MessageTransformConfig } from '../lib/AbstractMessageTransform';

src/core/LiveOrderbook.ts

@@ -13,8 +13,14 @@
  ***************************************************************************************************************************/
 
 import { Big, BigJS, Biglike, ZERO } from '../lib/types';
-import { CumulativePriceLevel, Level3Order, Orderbook, OrderbookState } from '../lib/Orderbook';
-import { AggregatedLevelFactory, AggregatedLevelWithOrders, BookBuilder, StartPoint } from '../lib/BookBuilder';
+import { CumulativePriceLevel,
+         Level3Order,
+         Orderbook,
+         OrderbookState } from '../lib/Orderbook';
+import { AggregatedLevelFactory,
+         AggregatedLevelWithOrders,
+         BookBuilder,
+         StartPoint } from '../lib/BookBuilder';
 import { Logger } from '../utils/Logger';
 import { Ticker } from '../exchanges/PublicExchangeAPI';
 import {
@@ -292,8 +298,7 @@ export class LiveOrderbook extends Duplex implements Orderbook {
         // If we're using an order pool, then we only remove orders that we're aware of. GDAX, for example might
         // send a done message for a stop order that is cancelled (and was not previously known to us).
         // Also filled orders will already have been removed by the time a GDAX done order reaches here
-        const book: BookBuilder = this._book;
-        if (!book.hasOrder(msg.orderId)) {
+        if (!this._book.hasOrder(msg.orderId)) {
             return;
         }
         if (!(this._book.remove(msg.orderId))) {

src/core/MessageQueue.ts

@@ -23,7 +23,7 @@ import { Duplex } from 'stream';
  *
  * @param logger {Logger} An optional logging interface
  *
- * @param product {string} A product to filter for. A single feed might be producing messages form multiple products (each with their own
+ * @param product {string} A product to filter for. A single feed might be producing messages from multiple products (each with their own
  * sequence numbers). This selects for the product so that all messages can be emitted in strictly increasing sequence number.
  *
  * @param targetQueueLength {number} Tries to maintain the queue length at this value. Default is zero, but you can increase to

src/core/Messages.ts

@@ -55,6 +55,7 @@ export function isErrorMessage(msg: any): boolean {
  * Any context-rich information can be extracted into the `extra` field, and the original message should be attached to the `origin` field as usual.
  */
 export interface UnknownMessage extends StreamMessage {
+    type: 'unknown';
     sequence?: number;
     productId?: string;
     tag?: string;
@@ -166,6 +167,7 @@ export interface TickerMessage extends StreamMessage, Ticker {
  * in the extra field, which can be handled by the target trade engine.
  */
 export interface PlaceOrderMessage extends StreamMessage {
+    type: 'placeOrder';
     productId: string;
     clientId?: string;
     side: string;
@@ -178,14 +180,15 @@ export interface PlaceOrderMessage extends StreamMessage {
 }
 
 export interface CancelOrderRequestMessage extends StreamMessage {
-    type: string; // cancelOrder
+    type: 'cancelOrder';
     orderId: string;
 }
 
 /**
  * Emitted from a feed when one of my orders has been matched. (An authenticated feed is required)
  */
 export interface TradeExecutedMessage extends StreamMessage {
+    type: 'tradeExecuted';
     productId: string;
     orderId: string;
     side: string;
@@ -196,6 +199,7 @@ export interface TradeExecutedMessage extends StreamMessage {
 }
 
 export interface TradeFinalizedMessage extends StreamMessage {
+    type: 'tradeFinalized';
     productId: string;
     orderId: string;
     side: string;
@@ -205,6 +209,7 @@ export interface TradeFinalizedMessage extends StreamMessage {
 }
 
 export interface MyOrderPlacedMessage extends StreamMessage {
+    type: 'myOrderPlaced';
     productId: string;
     orderId: string;
     side: string;

src/core/ProductFilter.ts

@@ -12,7 +12,9 @@
  * License for the specific language governing permissions and limitations under the License.                              *
  ***************************************************************************************************************************/
 
-import { AbstractMessageTransform, MessageTransformConfig } from '../lib/AbstractMessageTransform';
+import { AbstractMessageTransform,
+         MessageTransformConfig } from '../lib/AbstractMessageTransform';
+import { StreamMessage } from '../core/Messages';
 
 export interface ProductFilterConfig extends MessageTransformConfig {
     productId: string;
@@ -29,8 +31,8 @@ export class ProductFilter extends AbstractMessageTransform {
         this.productId = config.productId;
     }
 
-    transformMessage(msg: any): any {
-        if (!msg || !msg.productId || msg.productId !== this.productId) {
+    transformMessage(msg: StreamMessage): StreamMessage {
+        if (!msg || !(msg as any).productId || (msg as any).productId !== this.productId) {
             return null;
         }
         return msg;