feat: add xignite fx adapter (#195)

src/data_aggregator.ts

@@ -40,6 +40,7 @@ import { OKCoinAdapter } from './exchange_adapters/okcoin'
 import { OKXAdapter } from './exchange_adapters/okx'
 import { OracleApplicationConfig } from './app'
 import { WhitebitAdapter } from './exchange_adapters/whitebit'
+import { XigniteAdapter } from './exchange_adapters/xignite'
 import { strict as assert } from 'assert'
 
 function adapterFromExchangeName(name: Exchange, config: ExchangeAdapterConfig): ExchangeAdapter {
@@ -80,6 +81,8 @@ function adapterFromExchangeName(name: Exchange, config: ExchangeAdapterConfig):
       return new AlphavantageAdapter(config)
     case Exchange.CURRENCYAPI:
       return new CurrencyApiAdapter(config)
+    case Exchange.XIGNITE:
+      return new XigniteAdapter(config)
   }
 }
 

src/exchange_adapters/xignite.ts

@@ -0,0 +1,93 @@
+import { BaseExchangeAdapter, ExchangeAdapter, ExchangeDataType, Ticker } from './base'
+
+import BigNumber from 'bignumber.js'
+import { Exchange } from '../utils'
+import { strict as assert } from 'assert'
+
+export class XigniteAdapter extends BaseExchangeAdapter implements ExchangeAdapter {
+  baseApiUrl = 'https://globalcurrencies.xignite.com/xGlobalCurrencies.json'
+  readonly _exchangeName: Exchange = Exchange.XIGNITE
+  // *.xignite.com - validity not after: 30/01/2024, 19:59:59 GMT-4
+  readonly _certFingerprint256 =
+    'AC:3B:21:EB:EE:92:8B:81:85:EF:85:DF:76:DE:9A:A0:2C:06:3D:D0:48:89:F2:29:76:9F:AB:E1:69:3A:D4:F4'
+
+  protected generatePairSymbol(): string {
+    const base = XigniteAdapter.standardTokenSymbolMap.get(this.config.baseCurrency)
+    const quote = XigniteAdapter.standardTokenSymbolMap.get(this.config.quoteCurrency)
+
+    return `${base}${quote}`
+  }
+
+  async fetchTicker(): Promise<Ticker> {
+    assert(this.config.apiKey !== undefined, 'XigniteAdapter API key was not set')
+
+    const tickerJson = await this.fetchFromApi(
+      ExchangeDataType.TICKER,
+      `GetRealTimeRate?Symbol=${this.pairSymbol}&_token=${this.config.apiKey}`
+    )
+    return this.parseTicker(tickerJson)
+  }
+
+  /**
+   *
+   * @param json parsed response from Xignite's rate endpoint
+   * {
+   *  "BaseCurrency": "EUR",
+   *  "QuoteCurrency": "XOF",
+   *  "Symbol": "EURXOF",
+   *  "Date": "09/29/2023",
+   *  "Time": "9:59:50 PM",
+   *  "QuoteType": "Calculated",
+   *  "Bid": 653.626,
+   *  "Mid": 654.993,
+   *  "Ask": 656.36,
+   *  "Spread": 2.734,
+   *  "Text": "1 European Union euro = 654.993 West African CFA francs",
+   *  "Source": "Rates calculated by crossing via ZAR(Morningstar).",
+   *  "Outcome": "Success",
+   *  "Message": null,
+   * "Identity": "Request",
+   *  "Delay": 0.0032363
+   * }
+   */
+  parseTicker(json: any): Ticker {
+    assert(
+      json.BaseCurrency === this.config.baseCurrency,
+      `Base currency mismatch in response: ${json.BaseCurrency} != ${this.config.baseCurrency}`
+    )
+    assert(
+      json.QuoteCurrency === this.config.quoteCurrency,
+      `Quote currency mismatch in response: ${json.QuoteCurrency} != ${this.config.quoteCurrency}`
+    )
+
+    const ticker = {
+      ...this.priceObjectMetadata,
+      ask: this.safeBigNumberParse(json.Ask)!,
+      bid: this.safeBigNumberParse(json.Bid)!,
+      lastPrice: this.safeBigNumberParse(json.Mid)!,
+      timestamp: this.toUnixTimestamp(json.Date, json.Time),
+      // These FX API's do not provide volume data,
+      // therefore we set all of them to 1 to weight them equally
+      baseVolume: new BigNumber(1),
+      quoteVolume: new BigNumber(1),
+    }
+    this.verifyTicker(ticker)
+    return ticker
+  }
+
+  toUnixTimestamp(date: string, time: string): number {
+    const [month, day, year] = date.split('/').map(Number) // date format: MM/DD/YYYY
+    const [hours, minutes, seconds] = time.split(' ')[0].split(':').map(Number) // time format: HH:MM:SS AM/PM
+
+    let adjustedHours = hours
+    if (time.includes('PM') && hours !== 12) adjustedHours += 12
+    if (time.includes('AM') && hours === 12) adjustedHours = 0
+
+    // month should be 0-indexed
+    return Date.UTC(year, month - 1, day, adjustedHours, minutes, seconds) / 1000
+  }
+
+  async isOrderbookLive(): Promise<boolean> {
+    return !BaseExchangeAdapter.fxMarketsClosed(Date.now())
+  }
+}

src/utils.ts

@@ -42,6 +42,7 @@ export enum Exchange {
   BITMART = 'BITMART',
   ALPHAVANTAGE = 'ALPHAVANTAGE',
   CURRENCYAPI = 'CURRENCYAPI',
+  XIGNITE = 'XIGNITE',
 }
 
 export enum ExternalCurrency {

test/exchange_adapters/xignite.test.ts

@@ -0,0 +1,112 @@
+import { Exchange, ExternalCurrency } from '../../src/utils'
+
+import BigNumber from 'bignumber.js'
+import { ExchangeAdapterConfig } from '../../src/exchange_adapters/base'
+import { XigniteAdapter } from '../../src/exchange_adapters/xignite'
+import { baseLogger } from '../../src/default_config'
+
+describe('Xignite adapter', () => {
+  let adapter: XigniteAdapter
+
+  const config: ExchangeAdapterConfig = {
+    baseCurrency: ExternalCurrency.EUR,
+    baseLogger,
+    quoteCurrency: ExternalCurrency.XOF,
+  }
+
+  beforeEach(() => {
+    adapter = new XigniteAdapter(config)
+  })
+
+  const validMockTickerJson = {
+    BaseCurrency: 'EUR',
+    QuoteCurrency: 'XOF',
+    Symbol: 'EURXOF',
+    Date: '09/29/2023',
+    Time: '9:59:50 PM',
+    QuoteType: 'Calculated',
+    Bid: 653.626,
+    Mid: 654.993,
+    Ask: 656.36,
+    Spread: 2.734,
+    Text: '1 European Union euro = 654.993 West African CFA francs',
+    Source: 'Rates calculated by crossing via ZAR(Morningstar).',
+    Outcome: 'Success',
+    Message: null,
+    Identity: 'Request',
+    Delay: 0.0032363,
+  }
+
+  const invalidJsonWithBaseCurrencyMissmatch = {
+    ...validMockTickerJson,
+    BaseCurrency: 'USD',
+  }
+
+  const invalidJsonWithQuoteCurrencyMissmatch = {
+    ...validMockTickerJson,
+    QuoteCurrency: 'USD',
+  }
+
+  const invalidJsonWithMissingFields = {
+    Spread: 0.000001459666,
+    Mid: 0.001524435453,
+    Delay: 0.0570077,
+    Time: '2:36:48 PM',
+    Date: '07/26/2023',
+    Symbol: 'EURXOF',
+    QuoteCurrency: 'XOF',
+    BaseCurrency: 'EUR',
+  }
+
+  describe('parseTicker', () => {
+    it('handles a response that matches the documentation', () => {
+      const ticker = adapter.parseTicker(validMockTickerJson)
+
+      expect(ticker).toEqual({
+        source: Exchange.XIGNITE,
+        symbol: adapter.standardPairSymbol,
+        ask: new BigNumber(656.36),
+        bid: new BigNumber(653.626),
+        lastPrice: new BigNumber(654.993),
+        timestamp: 1696024790,
+        baseVolume: new BigNumber(1),
+        quoteVolume: new BigNumber(1),
+      })
+    })
+
+    it('throws an error when the base currency does not match', () => {
+      expect(() => {
+        adapter.parseTicker(invalidJsonWithBaseCurrencyMissmatch)
+      }).toThrowError('Base currency mismatch in response: USD != EUR')
+    })
+
+    it('throws an error when the quote currency does not match', () => {
+      expect(() => {
+        adapter.parseTicker(invalidJsonWithQuoteCurrencyMissmatch)
+      }).toThrowError('Quote currency mismatch in response: USD != XOF')
+    })
+
+    it('throws an error when some required fields are missing', () => {
+      expect(() => {
+        adapter.parseTicker(invalidJsonWithMissingFields)
+      }).toThrowError('bid, ask not defined')
+    })
+  })
+
+  describe('toUnixTimestamp', () => {
+    it('handles date strings with AM time', () => {
+      expect(adapter.toUnixTimestamp('07/26/2023', '10:00:00 AM')).toEqual(1690365600)
+      expect(adapter.toUnixTimestamp('01/01/2023', '4:29:03 AM')).toEqual(1672547343)
+    })
+    it('handles date strins with PM time', () => {
+      expect(adapter.toUnixTimestamp('03/15/2023', '4:53:27 PM')).toEqual(1678899207)
+      expect(adapter.toUnixTimestamp('07/26/2023', '8:29:37 PM')).toEqual(1690403377)
+    })
+    it('handles 12 PM edge case', () => {
+      expect(adapter.toUnixTimestamp('07/20/2023', '12:53:15 PM')).toEqual(1689857595)
+    })
+    it('handles 12 AM edge case', () => {
+      expect(adapter.toUnixTimestamp('07/20/2023', '12:53:15 AM')).toEqual(1689814395)
+    })
+  })
+})