ccxws
Version:
Websocket client for 37 cryptocurrency exchanges
304 lines (302 loc) • 10.9 kB
JavaScript
;
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
}) : (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
o["default"] = v;
});
var __importStar = (this && this.__importStar) || function (mod) {
if (mod && mod.__esModule) return mod;
var result = {};
if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
__setModuleDefault(result, mod);
return result;
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.BitstampClient = void 0;
/* eslint-disable prefer-const */
/* eslint-disable @typescript-eslint/restrict-plus-operands */
/* eslint-disable @typescript-eslint/no-misused-promises */
/* eslint-disable @typescript-eslint/no-unsafe-call */
/* eslint-disable @typescript-eslint/no-unsafe-member-access */
/* eslint-disable @typescript-eslint/no-unsafe-assignment */
const semaphore = require("semaphore");
const Level2Point_1 = require("../Level2Point");
const BasicClient_1 = require("../BasicClient");
const Level2Snapshots_1 = require("../Level2Snapshots");
const Util_1 = require("../Util");
const https = __importStar(require("../Https"));
const NotImplementedFn_1 = require("../NotImplementedFn");
const Trade_1 = require("../Trade");
const Level2Update_1 = require("../Level2Update");
/**
* BistampClient v2 no longer uses Pusher. We can leverage the
* BasicClient now instead of performing custom actions.
*
* Documentation for Version 2
* https://www.bitstamp.net/websocket/v2/
*/
class BitstampClient extends BasicClient_1.BasicClient {
constructor({ wssPath = "wss://ws.bitstamp.net", watcherMs } = {}) {
super(wssPath, "Bitstamp", undefined, watcherMs);
this._sendSubTicker = NotImplementedFn_1.NotImplementedFn;
this._sendSubCandles = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubCandles = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubTicker = NotImplementedFn_1.NotImplementedFn;
this._sendSubLevel3Snapshots = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubLevel3Snapshots = NotImplementedFn_1.NotImplementedFn;
this._sendSubLevel3Updates = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubLevel3Updates = NotImplementedFn_1.NotImplementedFn;
this.requestSnapshot = true;
this.hasTrades = true;
this.hasLevel2Snapshots = true;
this.hasLevel2Updates = true;
this._restSem = semaphore(1);
this.REST_REQUEST_DELAY_MS = 250;
}
_sendSubTrades(remote_id) {
this._wss.send(JSON.stringify({
event: "bts:subscribe",
data: {
channel: `live_trades_${remote_id}`,
},
}));
}
_sendUnsubTrades(remote_id) {
this._wss.send(JSON.stringify({
event: "bts:unsubscribe",
data: {
channel: `live_trades_${remote_id}`,
},
}));
}
_sendSubLevel2Snapshots(remote_id) {
this._wss.send(JSON.stringify({
event: "bts:subscribe",
data: {
channel: `order_book_${remote_id}`,
},
}));
}
_sendUnsubLevel2Snapshots(remote_id) {
this._wss.send(JSON.stringify({
event: "bts:unsubscribe",
data: {
channel: `order_book_${remote_id}`,
},
}));
}
_sendSubLevel2Updates(remote_id) {
if (this.requestSnapshot)
this._requestLevel2Snapshot(this._level2UpdateSubs.get(remote_id));
this._wss.send(JSON.stringify({
event: "bts:subscribe",
data: {
channel: `diff_order_book_${remote_id}`,
},
}));
}
_sendUnsubLevel2Updates(remote_id) {
this._wss.send(JSON.stringify({
event: "bts:unsubscribe",
data: {
channel: `diff_order_book_${remote_id}`,
},
}));
}
/////////////////////////////////////////////
_onMessage(raw) {
const msg = JSON.parse(raw);
if (msg.event === "trade" && msg.channel.startsWith("live_trades")) {
this._onTrade(msg);
return;
}
if (msg.event === "data" && msg.channel.startsWith("order_book")) {
this._onLevel2Snapshot(msg);
return;
}
if (msg.event === "data" && msg.channel.startsWith("diff_order_book")) {
this._onLevel2Update(msg);
return;
}
// Handle forced reconnection events which may be triggered by
// maintenance. Upon reconnection, the request will transition
// to a new server.
if (msg.event === "bts.request_reconnect") {
this.reconnect();
return;
}
}
/**
Process trade events
{
"data": {
"microtimestamp": "1560180218394137",
"amount": 0.0063150000000000003,
"buy_order_id": 3486145418,
"sell_order_id": 3486144483,
"amount_str": "0.00631500",
"price_str": "7917.13",
"timestamp": "1560180218",
"price": 7917.1300000000001,
"type": 0,
"id": 90350862
},
"event": "trade",
"channel": "live_trades_btcusd"
}
*/
_onTrade(msg) {
const remote_id = msg.channel.substr(msg.channel.lastIndexOf("_") + 1);
const market = this._tradeSubs.get(remote_id);
if (!market)
return;
const data = msg.data;
const trade = new Trade_1.Trade({
exchange: "Bitstamp",
base: market.base,
quote: market.quote,
tradeId: data.id.toFixed(),
unix: Math.round(parseInt(data.microtimestamp) / 1000),
side: data.type === 1 ? "sell" : "buy",
price: data.price_str,
amount: data.amount_str,
buyOrderId: data.buy_order_id,
sellOrderId: data.sell_order_id,
});
this.emit("trade", trade, market);
}
/**
Process level2 snapshot message
{
"data": {
"timestamp": "1560181957",
"microtimestamp": "1560181957623999",
"bids": [
["7929.20", "1.10000000"],
["7927.07", "1.14028647"],
["7926.92", "0.02000000"],
["7926.31", "3.35799775"],
["7926.30", "0.10000000"]
],
"asks": [
["7936.73", "0.50000000"],
["7937.10", "1.00000000"],
["7937.12", "0.02000000"],
["7937.13", "0.20101742"],
["7937.15", "0.06000000"]
]
},
"event": "data",
"channel": "order_book_btcusd"
}
*/
_onLevel2Snapshot(msg) {
const remote_id = msg.channel.substr(msg.channel.lastIndexOf("_") + 1);
const market = this._level2SnapshotSubs.get(remote_id);
if (!market)
return;
let { bids, asks, microtimestamp } = msg.data;
bids = bids.map(([price, size]) => new Level2Point_1.Level2Point(price, size));
asks = asks.map(([price, size]) => new Level2Point_1.Level2Point(price, size));
const spot = new Level2Snapshots_1.Level2Snapshot({
exchange: "Bitstamp",
base: market.base,
quote: market.quote,
timestampMs: Math.round(parseInt(microtimestamp) / 1000),
bids,
asks,
});
this.emit("l2snapshot", spot, market);
}
/**
Process level2 update message
{
"data": {
"timestamp": "1560182488",
"microtimestamp": "1560182488522670",
"bids": [
["7937.24", "0.00000000"],
["7937.10", "0.00000000"],
["7935.33", "3.14680000"],
["7935.01", "0.00000000"],
["7934.55", "0.00000000"]
],
"asks": [
["7945.54", "0.10000000"],
["7945.64", "0.06000000"],
["7946.48", "4.00000000"],
["7947.75", "3.14700000"],
["7948.10", "0.00000000"]
]
},
"event": "data",
"channel": "diff_order_book_btcusd"
}
*/
_onLevel2Update(msg) {
const remote_id = msg.channel.substr(msg.channel.lastIndexOf("_") + 1);
const market = this._level2UpdateSubs.get(remote_id);
if (!market)
return;
let { bids, asks, microtimestamp } = msg.data;
bids = bids.map(([price, size]) => new Level2Point_1.Level2Point(price, size));
asks = asks.map(([price, size]) => new Level2Point_1.Level2Point(price, size));
const update = new Level2Update_1.Level2Update({
exchange: "Bitstamp",
base: market.base,
quote: market.quote,
timestampMs: Math.round(parseInt(microtimestamp) / 1000),
bids,
asks,
});
this.emit("l2update", update, market);
}
/////////////////////////////////////////////
// SNAPSHOTS
/////////////////////////////////////////////
_requestLevel2Snapshots() {
if (this.requestSnapshot) {
for (const market of Array.from(this._level2UpdateSubs.values())) {
this._requestLevel2Snapshot(market);
}
}
}
_requestLevel2Snapshot(market) {
this._restSem.take(async () => {
try {
const remote_id = market.id;
const uri = `https://www.bitstamp.net/api/v2/order_book/${remote_id}?group=1`;
const raw = await https.get(uri);
const timestampMs = raw.timestamp * 1000;
const asks = raw.asks.map(p => new Level2Point_1.Level2Point(p[0], p[1]));
const bids = raw.bids.map(p => new Level2Point_1.Level2Point(p[0], p[1]));
const snapshot = new Level2Snapshots_1.Level2Snapshot({
exchange: "Bitstamp",
base: market.base,
quote: market.quote,
timestampMs,
asks,
bids,
});
this.emit("l2snapshot", snapshot, market);
}
catch (ex) {
this.emit("error", ex);
this._requestLevel2Snapshot(market);
}
finally {
await (0, Util_1.wait)(this.REST_REQUEST_DELAY_MS);
this._restSem.leave();
}
});
}
}
exports.BitstampClient = BitstampClient;
//# sourceMappingURL=BitstampClient.js.map