Extend the StatusMessagesDeriv model with all the available values

CHANGELOG

@@ -1,3 +1,9 @@
+# 1.5.1
+- feature: add fundingEventTimestamp to StatusMessagesDeriv model
+- feature: add currentFunding to StatusMessagesDeriv model
+- feature: add markprice to StatusMessagesDeriv model
+- feature: add openInterest to StatusMessagesDeriv model
+
 # 1.5.0
 - feature: added isPaperTradeEnabled info in user info model
 

lib/index.js

@@ -28,6 +28,7 @@ module.exports = {
   UserInfo: require('./user_info'),
   Currency: require('./currency'),
   StatusMessagesDeriv: require('./status_messages_deriv'),
+  StatusMessagesDerivWS: require('./ws_status_messages_deriv'),
   Login: require('./login'),
   ChangeLog: require('./change_log'),
   PublicPulseProfile: require('./public_pulse_profile'),

lib/liquidations.js

@@ -1,5 +1,6 @@
 'use strict'
 
+const { preparePrice } = require('bfx-api-node-util')
 const numberValidator = require('./validators/number')
 const dateValidator = require('./validators/date')
 const amountValidator = require('./validators/amount')
@@ -16,7 +17,8 @@ const fields = {
   amount: 5,
   basePrice: 6,
   isMatch: 8,
-  isMarketSold: 9
+  isMarketSold: 9,
+  liquidationPrice: 11
 }
 
 /**
@@ -32,6 +34,7 @@ class Liquidations extends Model {
    * @param {number} data.basePrice - base price
    * @param {number|boolean} data.isMatch - matched flag
    * @param {number|boolean} data.isMarketSold - sold flag
+   * @param {number} data.liquidationPrice - Price at which the liquidation was triggered
    */
   constructor (data = {}) {
     super({ data, fields })
@@ -50,15 +53,16 @@ class Liquidations extends Model {
    */
   toString () {
     const {
-      mtsUpdated, symbol, amount, basePrice, isMatch, isMarketSold
+      mtsUpdated, symbol, amount, basePrice, isMatch, isMarketSold, liquidationPrice
     } = this
 
     return _compact(_flatten([
       new Date(mtsUpdated).toLocaleString(),
       symbol,
       [amount, '@', basePrice],
       isMatch && 'matched',
-      isMarketSold && 'sold'
+      isMarketSold && 'sold',
+      ['liq', preparePrice(liquidationPrice),]
     ])).join(' ')
   }
 
@@ -79,7 +83,8 @@ class Liquidations extends Model {
         amount: amountValidator,
         basePrice: priceValidator,
         isMatch: boolValidator,
-        isMarketSold: boolValidator
+        isMarketSold: boolValidator,
+        liquidationPrice: numberValidator
       }
     })
   }

lib/status_messages_deriv.js

@@ -10,8 +10,12 @@ const fields = {
   price: 3,
   priceSpot: 4,
   fundBal: 6,
+  fundingEventTimestamp: 8,
   fundingAccrued: 9,
   fundingStep: 10,
+  currentFunding: 12,
+  markprice: 15,
+  openInterest: 18,
   clampMin: 22,
   clampMax: 23
 }
@@ -27,8 +31,12 @@ class StatusMessagesDeriv extends Model {
    * @param {string} data.price - price
    * @param {string} data.priceSpot - spot price
    * @param {string} data.fundBal - funding balance
+   * @param {number} data.fundingEventTimestamp - timestamp
    * @param {string} data.fundingAccrued - accrued funding
    * @param {string} data.fundingStep - funding step
+   * @param {number} data.currentFunding - funding applied in the current 8h period,
+   * @param {number} data.markprice - markprice,
+   * @param {number} data.openInterest - total number of outstanding derivative contracts,
    * @param {number} data.clampMin - min clamp
    * @param {number} data.clampMax - max clamp
    */
@@ -60,8 +68,12 @@ class StatusMessagesDeriv extends Model {
         price: priceValidator,
         priceSpot: priceValidator,
         fundBal: priceValidator,
+        fundingEventTimestamp: stringValidator,
         fundingAccrued: priceValidator,
         fundingStep: priceValidator,
+        currentFunding: priceValidator,
+        markprice: priceValidator,
+        openInterest: priceValidator,
         clampMin: priceValidator,
         clampMax: priceValidator
       }

lib/ws_status_messages_deriv.js

@@ -0,0 +1,81 @@
+'use strict'
+
+const stringValidator = require('./validators/string')
+const priceValidator = require('./validators/price')
+const Model = require('./model')
+
+const fields = {
+  timestamp: 0,
+  price: 2,
+  priceSpot: 3,
+  fundBal: 5,
+  fundingEventTimestamp: 7,
+  fundingAccrued: 8,
+  fundingStep: 9,
+  currentFunding: 11,
+  markprice: 14,
+  openInterest: 17,
+  clampMin: 21,
+  clampMax: 22
+}
+
+/**
+ * Derivatives Status Message model used by the websocket
+ */
+class StatusMessagesDerivWS extends Model {
+  /**
+   * @param {object|Array} data - derivatives status message data
+   * @param {number} data.timestamp - timestamp
+   * @param {string} data.price - price
+   * @param {string} data.priceSpot - spot price
+   * @param {string} data.fundBal - funding balance
+   * @param {number} data.fundingEventTimestamp - timestamp
+   * @param {string} data.fundingAccrued - accrued funding
+   * @param {string} data.fundingStep - funding step
+   * @param {number} data.currentFunding - funding applied in the current 8h period,
+   * @param {number} data.markprice - markprice,
+   * @param {number} data.openInterest - total number of outstanding derivative contracts,
+   * @param {number} data.clampMin - min clamp
+   * @param {number} data.clampMax - max clamp
+   */
+  constructor (data = {}) {
+    super({ data, fields })
+  }
+
+  /**
+   * @param {object[]|object|Array[]|Array} data - data to convert to POJO
+   * @returns {object} pojo
+   */
+  static unserialize (data) {
+    return super.unserialize({ data, fields })
+  }
+
+  /**
+   * Validates a given public trade instance
+   *
+   * @param {object[]|object|PublicTrade[]|PublicTrade|Array} data - instance to validate
+   * @returns {string} error - null if instance is valid
+   */
+  static validate (data) {
+    return super.validate({
+      data,
+      fields,
+      validators: {
+        timestamp: stringValidator,
+        price: priceValidator,
+        priceSpot: priceValidator,
+        fundBal: priceValidator,
+        fundingEventTimestamp: stringValidator,
+        fundingAccrued: priceValidator,
+        fundingStep: priceValidator,
+        currentFunding: priceValidator,
+        markprice: priceValidator,
+        openInterest: priceValidator,
+        clampMin: priceValidator,
+        clampMax: priceValidator
+      }
+    })
+  }
+}
+
+module.exports = StatusMessagesDerivWS

package.json

@@ -1,6 +1,6 @@
 {
   "name": "bfx-api-node-models",
-  "version": "1.5.0",
+  "version": "1.5.1",
   "description": "Object models for usage with the Bitfinex node API",
   "engines": {
     "node": ">=8.3.0"

test/lib/models/liquidations.js

@@ -14,7 +14,7 @@ describe('Liquidations entry model', () => {
   testModel({
     model: Liquidations,
     orderedFields: [
-      null, 'posId', 'mtsUpdated', null, 'symbol', 'amount', 'basePrice', null, 'isMatch', 'isMarketSold'
+      null, 'posId', 'mtsUpdated', null, 'symbol', 'amount', 'basePrice', null, 'isMatch', 'isMarketSold', null, 'liquidationPrice'
     ]
   })
 
@@ -27,7 +27,8 @@ describe('Liquidations entry model', () => {
       amount: new Array(...(new Array(5))).map(() => Math.random()),
       basePrice: new Array(...(new Array(5))).map(() => Math.random()),
       isMatch: new Array(...(new Array(5))).map(() => Math.random() > 0.5),
-      isMarketSold: new Array(...(new Array(5))).map(() => Math.random() > 0.5)
+      isMarketSold: new Array(...(new Array(5))).map(() => Math.random() > 0.5),
+      liquidationPrice: new Array(...(new Array(5))).map(() => Math.random()) 
     }
   })
 
@@ -36,13 +37,15 @@ describe('Liquidations entry model', () => {
       const l = new Liquidations({
         symbol: 'tBTCUSD',
         amount: 42,
-        basePrice: 0.1
+        basePrice: 0.1,
+        liquidationPrice: 33
       })
 
       const str = l.toString()
       assert.ok(/BTCUSD/.test(str), 'symbol missing')
       assert.ok(_includes(str, '42'), 'amount missing')
       assert.ok(_includes(str, '0.1'), 'rate missing')
+      assert.ok(_includes(str, '33'), 'liquidationPrice missing')
     })
   })
 })

test/lib/models/status_messages_deriv.js

@@ -13,8 +13,9 @@ describe('Derivatives Status Message model', () => {
     model: StatusMessagesDeriv,
     orderedFields: [
       'key', 'timestamp', null, 'price', 'priceSpot', null, 'fundBal', null,
-      null, 'fundingAccrued', 'fundingStep', null, null, null, null, null,
-      null, null, null, null, null, null, 'clampMin', 'clampMax'
+      'fundingEventTimestamp', 'fundingAccrued', 'fundingStep', null,
+      'currentFunding', null, null, 'markprice', null, null, 'openInterest',
+      null, null, null, 'clampMin', 'clampMax'
     ]
   })
 
@@ -26,8 +27,12 @@ describe('Derivatives Status Message model', () => {
       price: new Array(5).fill().map(Math.random),
       priceSpot: new Array(5).fill().map(Math.random),
       fundBal: new Array(5).fill().map(Math.random),
+      fundingEventTimestamp: VALID_STRINGS,
       fundingAccrued: new Array(5).fill().map(Math.random),
       fundingStep: new Array(5).fill().map(Math.random),
+      currentFunding: new Array(5).fill().map(Math.random),
+      markprice: new Array(5).fill().map(Math.random),
+      openInterest: new Array(5).fill().map(Math.random),
       clampMin: new Array(5).fill().map(Math.random),
       clampMax: new Array(5).fill().map(Math.random)
     }