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API Reference

Price

CcyConv.Price — Type
Price <: AbstractPrice

A type representing the price of currency pair.

Fields

  • from_asset::String: Base currency name.
  • to_asset::String: Quote currency name.
  • price::Float64: The currency pair price.
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CcyConv.to_asset — Function
to_asset(x::AbstractPrice) -> String

Returns the name of the quote currency of x.

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CcyConv.price — Function
price(x::AbstractPrice) -> Float64

Returns price of the currency pair x.

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price(ctx::AbstractCtx, x::AbstractPrice) -> Float64

Advanced function for getting the price of a currency pair x that can take into account the context of the ctx.

Note

This function is called when searching for a currency conversion path and can be overloaded to achieve advanced functionality using context (for example, caching the requested data for subsequent requests). See context guide.

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FXGraph

CcyConv.FXGraph — Type
FXGraph

This type describes a weighted directed graph in which:

  • The nodes are currencies.
  • The edges between such nodes represent a currency pair.
  • The direction of the edge determines the base and quote currency.
  • The weight of the edge is determined by the conversion price of the currency pair.

Fields

  • edge_nodes::Dict{NTuple{2,UInt64},Vector{AbstractPrice}}: Dictionary containing information about conversion prices between nodes.
  • edge_encode::Dict{String,UInt64}: A dictionary containing the names of currencies as keys and their identification numbers as values.
  • graph::Graphs.SimpleGraph{Int64}: A graph containing basic information about vertices and edges.
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CcyConv.conv_ccys — Function
conv_ccys(fx::FXGraph) -> Vector{String}

Returns the names of all currencies stored in the graph fx.

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Base.push! — Function
Base.push!(fx::FXGraph, node::AbstractPrice)

Adds a new edge to the graph fx corresponding to the currency pair node.

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Base.append! — Function
Base.append!(fx::FXGraph, nodes::Vector{AbstractPrice})

Does the same as push! but can pass several currency pairs nodes at once.

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ConvRate

CcyConv.ConvRate — Type
ConvRate

An object describing the price and conversion path between two currencies.

Fields

  • from_asset::String: The name of an initial curreny.
  • to_asset::String: The name of a target currency.
  • conv::Float64: Total currency conversion price.
  • chain::Vector{AbstractPrice}: Chain of currency pairs involved in conversion.
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CcyConv.conv_safe_value — Function
conv_safe_value(x::ConvRate) -> Float64

Asserts that the conversion rate of x is not a NaN value and then returns it. Otherwise throws an AssertionError.

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Pathfinding

Available pathfinding algorithms:

  • a_star_alg: The most basic algorithm for finding the shortest path between two currencies.
CcyConv.conv_a_star — Function
conv_a_star(fx::FXGraph, from_asset::String, to_asset::String) -> ConvRate

Uses an A* search algorithm to find the shortest path between from_asset and to_asset currencies in graph fx.

Examples

julia> crypto = FXGraph();

julia> append!(
           crypto,
           [
               Price("ADA",  "USDT", 0.4037234),
               Price("USDT", "BTC",  0.0000237),
               Price("BTC",  "ETH",  18.808910),
               Price("ETH",  "ALGO", 14735.460),
           ],
       );

julia> conv = conv_a_star(crypto, "ADA", "BTC");

julia> conv_value(conv)
0.000009582698067

julia> conv_chain(conv)
2-element Vector{CcyConv.AbstractPrice}:
 Price("ADA",  "USDT", 0.4037234)
 Price("USDT", "BTC",  0.0000237)
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CcyConv.FXGraph — Method
(fx::FXGraph)(ctx::AbstractCtx, path_alg::Function, from_asset::String, to_asset::String) -> ConvRate

Applies algorithm path_alg to find a path on graph fx between base currency from_asset and target currency to_asset using context ctx.

Note

This method is low-level and is required when using a custom context.

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