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