@melonproject/exchange-aggregator
v0.1.20
Published
Aggregates orderbooks across various exchanges.
Downloads
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Readme
Exchange aggregator
Installation
# With yarn
yarn add @melonproject/exchange-aggregator
# With npm
npm install @melonproject/exchange-aggregator
Usage example
Please note, that not all asset pairs are available on all exchanges.
import { createToken } from '@melonproject/token-math';
import { Network, exchanges, aggregateOrders, createOrderbook } from '@melonproject/exchange-aggregator';
const options = {
network: Network.MAINNET,
pair: {
// The token pair is used for constructing the proper
// requests (e.g. endpoint urls) and calculations in
// token-math.
base: createToken('ZRX', undefined, 18),
quote: createToken('WETH', undefined, 18),
},
};
const environment = constructEnvironment({
endpoint: 'ws://localhost:8545',
});
const promises = await Promise.all([
exchanges.radarrelay.fetch(options),
// Some exchanges require extra configuration.
exchanges.oasisdex.fetch({
...options,
environment,
}),
]);
// Concatenate the api responses into a single array.
const orders = [].concat(...promises);
// Aggregate all orders into a sorted orderbook with
// cummulative volume information.
const orderbook = createOrderbook(options, orders);