Add core fn for lookup trx with realized or unrealized profit

workers/loc.api/sync/transaction.tax.report/helpers/index.js

@@ -3,9 +3,11 @@
 const TRX_TAX_STRATEGIES = require('./trx.tax.strategies')
 const remapTrades = require('./remap-trades')
 const remapMovements = require('./remap-movements')
+const lookUpTrades = require('./look-up-trades')
 
 module.exports = {
   TRX_TAX_STRATEGIES,
   remapTrades,
-  remapMovements
+  remapMovements,
+  lookUpTrades
 }

workers/loc.api/sync/transaction.tax.report/helpers/look-up-trades.js

@@ -0,0 +1,331 @@
+'use strict'
+
+const { setImmediate } = require('node:timers/promises')
+const splitSymbolPairs = require(
+  'bfx-report/workers/loc.api/helpers/split-symbol-pairs'
+)
+
+const {
+  isForexSymb,
+  getBackIterable
+} = require('../../helpers')
+
+const {
+  CurrencyConversionError,
+  CurrencyPairSeparationError
+} = require('../../../errors')
+
+module.exports = async (trades, opts) => {
+  const {
+    isBackIterativeSaleLookUp = false,
+    isBackIterativeBuyLookUp = false,
+    isBuyTradesWithUnrealizedProfitRequired = false,
+    isNotGainOrLossRequired = false
+  } = opts ?? {}
+
+  const saleTradesWithRealizedProfit = []
+  const buyTradesWithUnrealizedProfit = []
+
+  if (
+    !Array.isArray(trades) ||
+    trades.length === 0
+  ) {
+    return {
+      saleTradesWithRealizedProfit,
+      buyTradesWithUnrealizedProfit
+    }
+  }
+
+  let lastLoopUnlockMts = Date.now()
+  const tradeIterator = isBackIterativeSaleLookUp
+    ? getBackIterable(trades)
+    : trades
+
+  for (const [i, trade] of tradeIterator.entries()) {
+    const currentLoopUnlockMts = Date.now()
+
+    /*
+     * Trx hist restoring is a hard sync operation,
+     * to prevent EventLoop locking more than 1sec
+     * it needs to resolve async queue
+     */
+    if ((currentLoopUnlockMts - lastLoopUnlockMts) > 1000) {
+      await setImmediate()
+
+      lastLoopUnlockMts = currentLoopUnlockMts
+    }
+
+    trade.isAdditionalTrxMovements = trade.isAdditionalTrxMovements ?? false
+
+    trade.isSaleTrx = trade.isSaleTrx ?? false
+    trade.isSaleTrxHistFilled = trade.isSaleTrxHistFilled ?? false
+    trade.saleFilledAmount = trade.saleFilledAmount ?? 0
+    trade.costForSaleTrxUsd = trade.costForSaleTrxUsd ?? 0
+    trade.buyTrxsForRealizedProfit = trade
+      .buyTrxsForRealizedProfit ?? []
+
+    trade.isBuyTrx = trade.isBuyTrx ?? false
+    trade.isBuyTrxHistFilled = trade.isBuyTrxHistFilled ?? false
+    trade.buyFilledAmount = trade.buyFilledAmount ?? 0
+    trade.proceedsForBuyTrxUsd = trade.proceedsForBuyTrxUsd ?? 0
+    trade.saleTrxsForRealizedProfit = trade
+      .saleTrxsForRealizedProfit ?? []
+
+    if (
+      !trade?.symbol ||
+      !Number.isFinite(trade?.execPrice) ||
+      (
+        !isBuyTradesWithUnrealizedProfitRequired &&
+        trade.execPrice === 0
+      ) ||
+      !Number.isFinite(trade?.execAmount) ||
+      trade.execAmount === 0
+    ) {
+      continue
+    }
+
+    const [firstSymb, lastSymb] = (
+      trade?.firstSymb &&
+      trade?.lastSymb
+    )
+      ? [trade?.firstSymb, trade?.lastSymb]
+      : splitSymbolPairs(trade.symbol)
+    trade.firstSymb = firstSymb
+    trade.lastSymb = lastSymb
+
+    /*
+     * Exapmle of considered trxs as sale:
+     *  - buy ETC:BTC -> amount 5, price 0.5 (here needs to be considered as 2 trxs: buy ETC and sale BTC)
+     *  - sale ETC:BTC -> amount -2, price 0.6 (here needs to be considered as 2 trxs: sale ETC and buy BTC)
+     *  - sale ETC:USD -> amount -3, price 4000
+     *  - sale UST:EUR - > amount -3, price 0.9 (here needs to be considered EUR price and converted to USD)
+     */
+    const isLastSymbForex = isForexSymb(lastSymb)
+    const isDistinctSale = trade.execAmount < 0
+    const isSaleBetweenCrypto = (
+      trade.execAmount > 0 &&
+      !isLastSymbForex
+    )
+    trade.isSaleTrx = isDistinctSale || isSaleBetweenCrypto
+    trade.isBuyTrx = (
+      trade.execAmount > 0 ||
+      !isLastSymbForex
+    )
+
+    if (
+      !trade.isSaleTrx ||
+      trade.isBuyTradesWithUnrealizedProfitForPrevPeriod
+    ) {
+      continue
+    }
+    if (
+      !firstSymb ||
+      !lastSymb
+    ) {
+      throw new CurrencyPairSeparationError({
+        symbol: trade.symbol,
+        firstSymb,
+        lastSymb
+      })
+    }
+
+    const saleAmount = trade.execAmount < 0
+      ? Math.abs(trade.execAmount)
+      : Math.abs(trade.execAmount * trade.execPrice)
+    const _salePriceUsd = isDistinctSale
+      ? trade.firstSymbPriceUsd
+      : trade.lastSymbPriceUsd
+    const salePriceUsd = isNotGainOrLossRequired ? 0 : _salePriceUsd
+    const saleAsset = isDistinctSale
+      ? firstSymb
+      : lastSymb
+
+    if (!Number.isFinite(salePriceUsd)) {
+      throw new CurrencyConversionError({
+        symbol: saleAsset,
+        priceUsd: salePriceUsd
+      })
+    }
+
+    const startPoint = isBackIterativeBuyLookUp
+      ? trades.length - 1
+      : i + 1
+    const checkPoint = (j) => (
+      isBackIterativeBuyLookUp
+        ? i < j
+        : trades.length > j
+    )
+    const shiftPoint = (j) => (
+      isBackIterativeBuyLookUp
+        ? j - 1
+        : j + 1
+    )
+
+    for (let j = startPoint; checkPoint(j); j = shiftPoint(j)) {
+      if (trade.isSaleTrxHistFilled) {
+        break
+      }
+
+      const tradeForLookup = trades[j]
+
+      if (
+        tradeForLookup?.isBuyTrxHistFilled ||
+        !tradeForLookup?.symbol ||
+        !Number.isFinite(tradeForLookup?.execAmount) ||
+        tradeForLookup.execAmount === 0 ||
+        !Number.isFinite(tradeForLookup?.execPrice) ||
+        (
+          !isBuyTradesWithUnrealizedProfitRequired &&
+          tradeForLookup.execPrice === 0
+        )
+      ) {
+        continue
+      }
+
+      tradeForLookup.isBuyTrx = tradeForLookup.isBuyTrx ?? false
+      tradeForLookup.isBuyTrxHistFilled = tradeForLookup
+        .isBuyTrxHistFilled ?? false
+      tradeForLookup.buyFilledAmount = tradeForLookup
+        .buyFilledAmount ?? 0
+      tradeForLookup.proceedsForBuyTrxUsd = tradeForLookup.proceedsForBuyTrxUsd ?? 0
+      tradeForLookup.saleTrxsForRealizedProfit = tradeForLookup
+        .saleTrxsForRealizedProfit ?? []
+
+      const [firstSymbForLookup, lastSymbForLookup] = (
+        tradeForLookup?.firstSymb &&
+        tradeForLookup?.lastSymb
+      )
+        ? [tradeForLookup?.firstSymb, tradeForLookup?.lastSymb]
+        : splitSymbolPairs(tradeForLookup.symbol)
+      tradeForLookup.firstSymb = firstSymbForLookup
+      tradeForLookup.lastSymb = lastSymbForLookup
+
+      if (
+        !firstSymbForLookup ||
+        !lastSymbForLookup
+      ) {
+        throw new CurrencyPairSeparationError({
+          symbol: tradeForLookup.symbol,
+          firstSymb: firstSymbForLookup,
+          lastSymb: lastSymbForLookup
+        })
+      }
+
+      if (
+        tradeForLookup.execAmount < 0 &&
+        isForexSymb(lastSymbForLookup)
+      ) {
+        continue
+      }
+
+      tradeForLookup.isBuyTrx = true
+
+      const buyAsset = tradeForLookup.execAmount > 0
+        ? firstSymbForLookup
+        : lastSymbForLookup
+
+      if (saleAsset !== buyAsset) {
+        continue
+      }
+
+      tradeForLookup.saleTrxsForRealizedProfit.push(trade)
+      trade.buyTrxsForRealizedProfit.push(tradeForLookup)
+
+      const buyAmount = tradeForLookup.execAmount > 0
+        ? Math.abs(tradeForLookup.execAmount)
+        : Math.abs(tradeForLookup.execAmount * tradeForLookup.execPrice)
+      const _buyPriceUsd = tradeForLookup.execAmount > 0
+        ? tradeForLookup.firstSymbPriceUsd
+        : tradeForLookup.lastSymbPriceUsd
+      const buyPriceUsd = isNotGainOrLossRequired ? 0 : _buyPriceUsd
+      const buyRestAmount = buyAmount - tradeForLookup.buyFilledAmount
+      const saleRestAmount = saleAmount - trade.saleFilledAmount
+
+      if (!Number.isFinite(buyPriceUsd)) {
+        throw new CurrencyConversionError({
+          symbol: buyAsset,
+          priceUsd: buyPriceUsd
+        })
+      }
+
+      if (buyRestAmount < saleRestAmount) {
+        tradeForLookup.buyFilledAmount = buyAmount
+        trade.saleFilledAmount += buyRestAmount
+        tradeForLookup.proceedsForBuyTrxUsd += buyRestAmount * salePriceUsd
+        trade.costForSaleTrxUsd += buyRestAmount * buyPriceUsd
+        tradeForLookup.isBuyTrxHistFilled = true
+      }
+      if (buyRestAmount > saleRestAmount) {
+        tradeForLookup.buyFilledAmount += saleRestAmount
+        trade.saleFilledAmount = saleAmount
+        tradeForLookup.proceedsForBuyTrxUsd += saleRestAmount * salePriceUsd
+        trade.costForSaleTrxUsd += saleRestAmount * buyPriceUsd
+        trade.isSaleTrxHistFilled = true
+      }
+      if (buyRestAmount === saleRestAmount) {
+        tradeForLookup.buyFilledAmount = buyAmount
+        trade.saleFilledAmount = saleAmount
+        tradeForLookup.proceedsForBuyTrxUsd += buyRestAmount * salePriceUsd
+        trade.costForSaleTrxUsd += buyRestAmount * buyPriceUsd
+        tradeForLookup.isBuyTrxHistFilled = true
+        trade.isSaleTrxHistFilled = true
+      }
+
+      if (tradeForLookup.isBuyTrxHistFilled) {
+        tradeForLookup.buyAsset = buyAsset
+        tradeForLookup.buyAmount = buyAmount
+        tradeForLookup.mtsAcquiredForBuyTrx = tradeForLookup.mtsCreate
+        tradeForLookup.mtsSoldForBuyTrx = trade.mtsCreate
+        tradeForLookup.costForBuyTrxUsd = buyAmount * buyPriceUsd
+        tradeForLookup.gainOrLossForBuyTrxUsd = tradeForLookup.proceedsForBuyTrxUsd - tradeForLookup.costForBuyTrxUsd
+      }
+    }
+
+    trade.saleAsset = saleAsset
+    trade.saleAmount = saleAmount
+    trade.mtsAcquiredForSaleTrx = (
+      trade.buyTrxsForRealizedProfit[0]?.mtsCreate >
+      trade.buyTrxsForRealizedProfit[trade.buyTrxsForRealizedProfit.length - 1]?.mtsCreate
+    )
+      ? trade.buyTrxsForRealizedProfit[trade.buyTrxsForRealizedProfit.length - 1]?.mtsCreate
+      : trade.buyTrxsForRealizedProfit[0]?.mtsCreate
+    trade.mtsSoldForSaleTrx = trade.mtsCreate
+    trade.proceedsForSaleTrxUsd = saleAmount * salePriceUsd
+    trade.gainOrLossUsd = trade.proceedsForSaleTrxUsd - trade.costForSaleTrxUsd
+  }
+
+  for (const trade of trades) {
+    if (
+      isBuyTradesWithUnrealizedProfitRequired &&
+      trade?.isBuyTrx &&
+      !trade?.isBuyTrxHistFilled
+    ) {
+      trade.isBuyTradesWithUnrealizedProfitForPrevPeriod = true
+      buyTradesWithUnrealizedProfit.push(trade)
+    }
+
+    if (
+      isBuyTradesWithUnrealizedProfitRequired ||
+      trade?.isBuyTradesWithUnrealizedProfitForPrevPeriod ||
+      !trade?.isSaleTrx ||
+      trade?.isAdditionalTrxMovements
+    ) {
+      continue
+    }
+
+    saleTradesWithRealizedProfit.push({
+      asset: trade.saleAsset,
+      amount: trade.saleAmount,
+      mtsAcquired: trade.mtsAcquiredForSaleTrx,
+      mtsSold: trade.mtsSoldForSaleTrx,
+      proceeds: trade.proceedsForSaleTrxUsd,
+      cost: trade.costForSaleTrxUsd,
+      gainOrLoss: trade.gainOrLossUsd
+    })
+  }
+
+  return {
+    saleTradesWithRealizedProfit,
+    buyTradesWithUnrealizedProfit
+  }
+}