Merge pull request #78 from BoltzExchange/configurable-fee

feat: new fee structure

lib/Config.ts

@@ -44,7 +44,7 @@ class Config {
       host: '127.0.0.1',
       port: 9001,
 
-      interval: 15,
+      interval: 5,
     };
 
     this.boltz = {
@@ -90,16 +90,22 @@ class Config {
       {
         base: 'LTC',
         quote: 'BTC',
+
+        fee: 1,
       },
       {
         base: 'BTC',
         quote: 'BTC',
+
+        fee: 0.5,
         rate: 1,
       },
       {
         base: 'LTC',
         quote: 'LTC',
+
         rate: 1,
+        fee: 0.5,
       },
     ];
   }

lib/Utils.ts

@@ -190,9 +190,9 @@ export const getFeeSymbol = (pairId: string, orderSide: OrderSide, isReverse: bo
   const { base, quote } = splitPairId(pairId);
 
   if (isReverse) {
-    return orderSide === OrderSide.BUY ? quote : base;
-  } else {
     return orderSide === OrderSide.BUY ? base : quote;
+  } else {
+    return orderSide === OrderSide.BUY ? quote : base;
   }
 };
 
@@ -216,3 +216,16 @@ export const getSuccessfulTrades = async (swapRepository: SwapRepository, revers
     reverseSwaps,
   };
 };
+
+/**
+ * Converts the reponse of the backend method "getFeeEstimation" to an object
+ */
+export const feeMapToObject = (feesMap: [string, number][]) => {
+  const response: any = {};
+
+  feesMap.forEach(([symbol, fee]) => {
+    response[symbol] = fee;
+  });
+
+  return response;
+};

lib/api/Api.ts

@@ -36,7 +36,6 @@ class Api {
   private registerRoutes = (controller: Controller) => {
     // GET requests
     this.app.route('/getpairs').get(controller.getPairs);
-    this.app.route('/getlimits').get(controller.getLimits);
     this.app.route('/getfeeestimation').get(controller.getFeeEstimation);
 
     // POST requests

lib/api/Controller.ts

@@ -55,10 +55,6 @@ class Controller {
     this.successResponse(res, this.service.getPairs());
   }
 
-  public getLimits = async (_req: Request, res: Response) => {
-    this.successResponse(res, this.service.getLimits());
-  }
-
   public getFeeEstimation = async (_req: Request, res: Response) => {
     this.successResponse(res, await this.service.getFeeEstimation());
   }

lib/consts/Types.ts

@@ -22,3 +22,14 @@ export type CurrencyConfig = {
   minLocalBalance: number;
   minRemoteBalance: number;
 };
+
+export type PairConfig = {
+  base: string;
+  quote: string;
+
+  // Percentage of the amount that will be charged as fee
+  fee?: number;
+
+  // If there is a hardcoded rate the CryptoCompare API will not be queried
+  rate?: number;
+};

lib/notifications/CommandHandler.ts

@@ -1,3 +1,4 @@
+import Logger from '../Logger';
 import Service from '../service/Service';
 import DiscordClient from './DiscordClient';
 import BoltzClient from '../boltz/BoltzClient';
@@ -22,6 +23,7 @@ class CommandHandler {
   private commands: Map<string, CommandInfo>;
 
   constructor(
+    private logger: Logger,
     private service: Service,
     private boltz: BoltzClient,
     private discord: DiscordClient) {
@@ -44,7 +46,9 @@ class CommandHandler {
         const commandInfo = this.commands.get(command.toLowerCase());
 
         if (commandInfo) {
+          this.logger.silly(`Executing command: ${command}`);
           await commandInfo.executor(args);
+
           return;
         }
       }

lib/notifications/NotificationProvider.ts

@@ -49,6 +49,7 @@ class NotificationProvider {
     this.listenToService();
 
     new CommandHandler(
+      this.logger,
       this.service,
       this.boltz,
       this.discord,

lib/rates/FeeProvider.ts

@@ -0,0 +1,54 @@
+import Logger from '../Logger';
+import { PairConfig } from '../consts/Types';
+import BoltzClient from '../boltz/BoltzClient';
+import { mapToObject, getPairId, feeMapToObject, stringify } from '../Utils';
+
+class FeeProvider {
+  // A map between the symbols of the pairs and their percentage fees
+  public percentageFees = new Map<string, number>();
+
+  public static transactionSizes = {
+    normalClaim: 140,
+
+    reverseLockup: 153,
+    reverseClaim: 138,
+  };
+
+  constructor(private logger: Logger, private boltz: BoltzClient) {}
+
+  public init = (pairs: PairConfig[]) => {
+    pairs.forEach((pair) => {
+      // Set the configured fee or fallback to 1% if it is not defined
+      const percentage = pair.fee !== undefined ? pair.fee : 1;
+      this.percentageFees.set(getPairId(pair), percentage / 100);
+    });
+
+    this.logger.debug(`Prepared data for fee estimations: ${stringify(mapToObject(this.percentageFees))}`);
+  }
+
+  public getFee = async (pair: string, chainCurrency: string, amount: number, isReverse: boolean) => {
+    const feeReponse = await this.boltz.getFeeEstimation(chainCurrency);
+    const feeMap = feeMapToObject(feeReponse.feesMap);
+
+    const baseFee = this.getBaseFee(feeMap[chainCurrency], isReverse);
+
+    // Multiply the amount with the percentage fee or with 0 if there is no percentage fee for that pair
+    const percentageFee = Math.ceil((this.percentageFees.get(pair) || 0) * amount);
+
+    return baseFee + percentageFee;
+  }
+
+  private getBaseFee = (satPerVbyte: number, isReverse: boolean) => {
+    if (isReverse) {
+      // The lockup transaction which spends a P2WPKH output (possibly more but we assume a best case scenario here),
+      // locks up funds in a P2WSH swap and sends the change back to a P2WKH output has about 153 vbytes
+      return satPerVbyte * FeeProvider.transactionSizes.reverseLockup;
+    } else {
+      // The claim transaction which spends a nested SegWit swap output and
+      // sends it to a P2WPKH address has about 140 vbytes
+      return satPerVbyte * FeeProvider.transactionSizes.normalClaim;
+    }
+  }
+}
+
+export default FeeProvider;