@melonproject/exchange-aggregator
Version:
Aggregates orderbooks across various exchanges.
71 lines (70 loc) • 2.96 kB
JavaScript
;
var __importStar = (this && this.__importStar) || function (mod) {
if (mod && mod.__esModule) return mod;
var result = {};
if (mod != null) for (var k in mod) if (Object.hasOwnProperty.call(mod, k)) result[k] = mod[k];
result["default"] = mod;
return result;
};
Object.defineProperty(exports, "__esModule", { value: true });
const R = __importStar(require("ramda"));
const debug = __importStar(require("../debug"));
const rxjs_1 = require("rxjs");
const types_1 = require("../types");
exports.cleanEvents = (initial = []) => (source) => {
return new rxjs_1.Observable(observer => {
let orders = initial;
return source.subscribe(message => {
if (message.event === types_1.NormalizedMessageType.SNAPSHOT) {
const snapshot = message;
snapshot.orders.forEach(current => {
if (!orders.find(R.equals(current))) {
observer.next({
event: types_1.NormalizedMessageType.SET,
exchange: snapshot.exchange,
network: snapshot.network,
base: snapshot.base,
quote: snapshot.quote,
id: current.id,
order: current,
});
}
});
orders.forEach(current => {
if (!snapshot.orders.find(R.propEq('id', current.id))) {
observer.next({
event: types_1.NormalizedMessageType.REMOVE,
exchange: snapshot.exchange,
network: snapshot.network,
base: snapshot.base,
quote: snapshot.quote,
id: current.id,
});
}
});
orders = snapshot.orders;
}
if (message.event === types_1.NormalizedMessageType.SET) {
const add = message;
if (!orders.find(R.equals(add.order))) {
orders.push(add.order);
observer.next(add);
}
else {
debug.log('Filtered event: Set order %s.', add.id);
}
}
if (message.event === types_1.NormalizedMessageType.REMOVE) {
const remove = message;
const before = orders.length;
orders = orders.filter(R.compose(R.not, R.propEq('id', remove.id)));
if (orders.length !== before) {
observer.next(remove);
}
else {
debug.log('Filtered event: Remove order %s.', remove.id);
}
}
}, observer.error, observer.complete);
});
};