Added market.base and market.quote facts (#4)

README.md

@@ -300,6 +300,44 @@ Facts can be used in any of the following, recursively.
 # Built-in facts
 Strategy engine comes with some built in facts.
 
+## Market base symbol: `market.base` 
+This fact provides the base symbol of `market`.
+
+**Example**
+```json
+{
+  "fact": "market.base",
+  "params": {
+    "market": "BTC/USDT"
+  }
+}
+// Returns BTC
+```
+
+### Properties
+Property | Default  | Description
+-------- | -------- | -----------
+`market` |          | The market to get the base symbol from.
+
+## Market quote symbol: `market.quote` 
+This fact provides the quote symbol of `market`.
+
+**Example**
+```json
+{
+  "fact": "market.quote",
+  "params": {
+    "market": "BTC/USDT"
+  }
+}
+// Returns USDT
+```
+
+### Properties
+Property | Default  | Description
+-------- | -------- | -----------
+`market` |          | The market to get the quote symbol from.
+
 ## Exponential Moving Average: `ta.ema` 
 This fact provides the EMA of `values` for a `period`.
 

lib/facts/base.js

@@ -1,5 +1,3 @@
-const _ = require('lodash')
-
 const { ValidationError } = require('../errors')
 const { validate } = require('../validator')
 
@@ -20,8 +18,7 @@ class Fact {
     return {}
   }
 
-  value (originalParams = {}) {
-    const params = _.cloneDeep(originalParams)
+  value (params = {}) {
     this.#validateAndSanitize(params)
 
     return params

lib/facts/index.js

@@ -1,3 +1,4 @@
 module.exports = {
-  ta: require('./ta')
+  ta: require('./ta'),
+  market: require('./market')
 }

lib/facts/market/base.js

@@ -0,0 +1,30 @@
+const Fact = require('../base')
+
+class Base extends Fact {
+  get id () {
+    return 'market.base'
+  }
+
+  get name () {
+    return 'Base symbol for market'
+  }
+
+  get description () {
+    return 'Get the base symbol from a market symbol'
+  }
+
+  get schema () {
+    return {
+      market: { type: 'market', required: true, description: 'The market symbol.' },
+      $$strict: 'remove'
+    }
+  }
+
+  async value (params = {}) {
+    params = super.value(params)
+
+    return params.market.split('/')[0]
+  }
+}
+
+module.exports = Base

lib/facts/market/index.js

@@ -0,0 +1,4 @@
+const base = require('./base')
+const quote = require('./quote')
+
+module.exports = { base, quote }

lib/facts/market/quote.js

@@ -0,0 +1,30 @@
+const Fact = require('../base')
+
+class Quote extends Fact {
+  get id () {
+    return 'market.quote'
+  }
+
+  get name () {
+    return 'Quote symbol for market'
+  }
+
+  get description () {
+    return 'Get the quote symbol from a market symbol'
+  }
+
+  get schema () {
+    return {
+      market: { type: 'market', required: true, description: 'The market symbol.' },
+      $$strict: 'remove'
+    }
+  }
+
+  async value (params = {}) {
+    params = super.value(params)
+
+    return params.market.split('/')[1]
+  }
+}
+
+module.exports = Quote

lib/strategyEngine.js

@@ -24,8 +24,10 @@ class StrategyEngine {
 
     opts.facts.forEach(fact => this.addFact(fact))
 
-    for (const name in facts.ta) {
-      const fact = new facts.ta[name]()
+    const factsArray = this.#factsToArray(facts)
+
+    for (const factConstructor of factsArray) {
+      const fact = new factConstructor() /* eslint-disable-line new-cap */
 
       if (!this.engine.facts.has(fact.id)) {
         this.addFact(fact)
@@ -131,6 +133,26 @@ class StrategyEngine {
     return params
   }
 
+  #factsToArray (facts = {}) {
+    const array = []
+    const keys = Object.keys(facts)
+
+    for (let i = 0; i < keys.length; i++) {
+      const key = keys[i]
+      const value = facts[key]
+
+      if (typeof value === 'function') {
+        if (!value.toString().toLowerCase().includes('backtest')) {
+          array.push(value)
+        }
+      } else {
+        array.push(...this.#factsToArray(value))
+      }
+    }
+
+    return array
+  }
+
   #validateAndSanitizeOpts (opts) {
     const valid = validate(opts, {
       rules: { type: 'array', items: 'object', optional: true, default: [], convert: false },

test/facts/market/base.spec.js

@@ -0,0 +1,44 @@
+const { expect, chance } = require('../../helpers')
+const Base = require('../../../lib/facts/market/base')
+
+describe('Fact market.base', () => {
+  describe('#value', () => {
+    const fact = new Base()
+
+    describe('params', () => {
+      describe('market', () => {
+        it('is required', async () => {
+          let thrownErr = null
+
+          try {
+            await fact.value()
+          } catch (err) {
+            thrownErr = err
+          }
+
+          expect(thrownErr.type).to.eql('VALIDATION_ERROR')
+          expect(thrownErr.data[0].message).to.eql('market is required')
+        })
+
+        it('must be a string', async () => {
+          let thrownErr = null
+
+          try {
+            await fact.value({ market: chance.bool() })
+          } catch (err) {
+            thrownErr = err
+          }
+
+          expect(thrownErr.type).to.eql('VALIDATION_ERROR')
+          expect(thrownErr.data[0].message).to.eql('market must be a string')
+        })
+      })
+    })
+
+    it('returns the base symbol', async () => {
+      const result = await fact.value({ market: 'BTC/USD' })
+
+      expect(result).to.eql('BTC')
+    })
+  })
+})

test/facts/market/quote.spec.js

@@ -0,0 +1,44 @@
+const { expect, chance } = require('../../helpers')
+const Quote = require('../../../lib/facts/market/quote')
+
+describe('Fact market.quote', () => {
+  describe('#value', () => {
+    const fact = new Quote()
+
+    describe('params', () => {
+      describe('market', () => {
+        it('is required', async () => {
+          let thrownErr = null
+
+          try {
+            await fact.value()
+          } catch (err) {
+            thrownErr = err
+          }
+
+          expect(thrownErr.type).to.eql('VALIDATION_ERROR')
+          expect(thrownErr.data[0].message).to.eql('market is required')
+        })
+
+        it('must be a string', async () => {
+          let thrownErr = null
+
+          try {
+            await fact.value({ market: chance.bool() })
+          } catch (err) {
+            thrownErr = err
+          }
+
+          expect(thrownErr.type).to.eql('VALIDATION_ERROR')
+          expect(thrownErr.data[0].message).to.eql('market must be a string')
+        })
+      })
+    })
+
+    it('returns the quote symbol', async () => {
+      const result = await fact.value({ market: 'BTC/USDT' })
+
+      expect(result).to.eql('USDT')
+    })
+  })
+})

test/strategyEngine.spec.js

@@ -170,6 +170,18 @@ describe('StrategyEngine', () => {
         await expect(engine.engine.facts.get('ta.sma').calculationMethod()).to.eventually.eql(true)
       })
 
+      it('has market.base', () => {
+        const engine = new StrategyEngine()
+
+        expect(engine.engine.facts.has('market.base')).to.eql(true)
+      })
+
+      it('has market.quote', () => {
+        const engine = new StrategyEngine()
+
+        expect(engine.engine.facts.has('market.quote')).to.eql(true)
+      })
+
       it('has ta.sma', () => {
         const engine = new StrategyEngine()