liquid-qex

LiquidQex Javascript Client

A javascript client for interacting with the Quick Exchange server through Tap.

This is dependent on the LiquidTap client library.

Quick Start

npm install --save liquid-tap
npm install --save liquid-qex

import { TapClient } from "liquid-tap";
import { QexClient, ProductType, SIDE } from "liquid-qex";

const tap = new TapClient();
const qex = new QexClient(tap);

const channel = qex.quoteStream(
  "BTC/JPY",
  "JPY",
  SIDE.BUY,
  500
);

channel.bind("updated", data => console.log(JSON.stringify(data, null, 2)));

Authentication

For informaiton on how to authenticate, see LiquidTap

In the example below, the QEX server will tick back indicative quotes only (not tradable).

import LiquidTap from 'liquid-tap';
import { QexClient }, { SIDE } from 'liquid-qex';


const tap = new LiquidTap();
const qex = new LiquidQex(tap)

const channel = qex.quoteStream('BTC/JPY', 'JPY', SIDE.BUY, 500);

channel.bind('updated', quote => {
  console.log(quote.client_ask.state);
  // INDICATIVE
});

Once a user in authenticated, the quotes (can) be dealable

import LiquidTap from 'liquid-tap';
import { QexClient }, { SIDE } from 'liquid-qex';


const tap = new LiquidTap();
const qex = new LiquidQex(tap)

tap.authenticate(signedJwt);

const channel = qex.quoteStream('BTC/JPY', 'JPY', SIDE.BUY, 500);

channel.bind('updated', quote => {
  console.log(quote.client_ask.state);
  
  qex.tradeOnQuote(quote, side, vendorId, allowPriceImprovement, account, openingUserId)
});

Buy Sell Helper Class

A helper class exists to simplify the construction and side selection of the quote stream request.

Initialization

let request = new BuySellHelperImmutable({ sellCcy: 'USD', buyCcy: 'BTC', fixSide: SIDE.SELL });

Argument	Type	Description
ccy1	string	(Optional) Short uppercase currency
ccy2	string	(Optional) Short uppercase currency
ccy	string	(Optional) Short uppercase currency
side	string	(Optional) Derived from the SIDE enum

Input Methods

Purpose	Sell side	Buy side	Convenience Wrapper
Specify Currencies	r.setSellCcy(ccy)	r.setBuyCcy(ccy)	r.setCcy(SIDE.BUY / SIDE.SELL, ccy)
Fix a currency value	r.fixSellQty()	r.fixBuyQty()	r.fixQty(SIDE.BUY / SIDE.SELL, qty)

Output Methods

Method	Purpose
r.symbol()	Returns the symbol to use.
r.currency()	Returns the currency to use.
r.side()	Returns the side to use.
r.rateField()	Returns the rate field from the quote to use. (either client_bid or client_ask)

Quote Parser

const quoteParser = new QuoteParser(request, quote);

Output Methods

Method	Returns	Purpose
.hasQuote()	boolean	Returns whether a quote has been provided
.client_x()	Rate object.	Return either the client_bid or client_ask, which ever is present.
.price()	string (containing number)	The effective price of the quote.
.sellRate()	string (containing number)	The rate for (sellQty - fee) * rate = buyQty
.buyRate()	string (containing number)	The rate for buyQty * rate = (sellQty - fee), excluding any fees.
.state()	QUOTE_STATE (enum)	Returns the rate field from the quote to use. (either client_bid or client_ask)
.dealable()	boolean	True if the quote state is dealable.
.error()	boolean	True if there is some error
.quantityAccepted()	boolean	True if the requested quantaty matches the dealable quantity
.dealableQuantity()	boolean	Quantity available for dealing (should match the quantity in the quote request
.quantityTooSmall()	boolean	True if the requested quantity is too small
.quantityTooLarge()	boolean	True if the requested quantity is too large
.sellQuantityValid()	boolean	True if the sell quantity is a valid float
.buyQuantityValid()	boolean	True if the buy quantity is a valid float
.baseCcy()	string (Curency)	Left side currency of the symbol
.termsCcy()	string (Currency)	Right side currency of the symbol
.sellIsBase()	boolean	True if the sell currency is on the left sid eof the symbol
.buyIdBase()	boolean	True if the buy currency is on the left side of the symbol
.fee()	QuoteFeeRaw | null	Returns the fee object from the quote if present

Useage

import { QexClient, BuySellHelperImmutable } from '../src/index';
const defaultQuantity = 50;
const helper = new BuySellHelperImmutable({sellCcy: 'USD', buyCcy: 'BTC', fixSide: SIDE.SELL, quantity: defaultQuantity});
...
const channel = qex.quoteStream(helper.symbol(), helper.currency(), helper.side(), 500);
channel.bind('updated', (quote) => {
  console.log("Rate: " + quote[helper.rateField()].value);
});

There also can be used with ReactJS.

import { QexClient, RequestHelperImmutable } from '../src/index';
const tapClient = new TapClient();
const qexClient = new QexClient(tapClient);
class MyComponent extends React.Component {
  constructor() {
    this.state = {
      request: new RequestHelperImmutable('USD', 'BTC');
      quoteRaw: new QuoteParser();
    }
  }

  openStreamingQuote(request) {    
    this.setState({ request })
    const channel = qexClient.quoteStreamFromHelper(helper);
    channel.bind('updated', (quoteStr) => {
      this.setState({quoteRaw: JSON.parse(quoteStr)})
    });    
  }

  handleUserInputOnTextBox1 = (event) => {
    // user changes quantity in funding side textbox
    openStreamingQuote(request.fixCcy1(event.target.value));
  }

  handleUserInputOnTextBox2 = (event) => {
    // user changes quantity in payout side textbox
    openStreamingQuote(helper.fixCcy2(event.target.value));
  }

  handleChangeCurrency1 = (event) => {
    // user changes funding currency
    openStreamingQuote(helper.setCcy1(event.target.value));
  }

  handleChangeCurrency2 = (event) => {
    // user changes payout currency
    openStreamingQuote(helper.setCcy2(event.target.value));
  }

  render(){
    const {request, quoteRaw} = this.state;
    const quoteParser = new QuoteParser(request, quoteRaw);
    return (
      <div>
        <input type="number" value={quoteParser.sellQty()} onChange={this.handleUserInputOnTextBox1}/>
        <input type="number" value={quoteParser.buyQty()} onChange={this.handleUserInputOnTextBox1}/>
      </div>
    )
  }
 
}

References

Function Requirements https://quoine.atlassian.net/wiki/spaces/PRODM/pages/865739240/Quick+Exchange+Functional+Requirements