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ccxws

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Websocket client for 37 cryptocurrency exchanges

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/* eslint-disable @typescript-eslint/member-ordering */ /* eslint-disable @typescript-eslint/no-unsafe-call */ /* eslint-disable @typescript-eslint/no-unsafe-member-access */ /* eslint-disable @typescript-eslint/unbound-method */ /* eslint-disable @typescript-eslint/no-unsafe-assignment */ import { BasicClient } from "../BasicClient"; import { ClientOptions } from "../ClientOptions"; import { Level2Point } from "../Level2Point"; import { Level2Snapshot } from "../Level2Snapshots"; import { Level2Update } from "../Level2Update"; import { NotImplementedFn } from "../NotImplementedFn"; import { Ticker } from "../Ticker"; import { Trade } from "../Trade"; import * as zlib from "../ZlibUtils"; /** * Implements the exchange according to API specifications: * https://github.com/DigiFinex/api/blob/master/Websocket_API_en.md */ export class DigifinexClient extends BasicClient { public id: number; constructor({ wssPath = "wss://openapi.digifinex.com/ws/v1/", watcherMs }: ClientOptions = {}) { super(wssPath, "Digifinex", undefined, watcherMs); this.hasTickers = true; this.hasTrades = true; this.hasLevel2Updates = true; this.id = 0; this._onMessageInf = this._onMessageInf.bind(this); } protected _sendSubTicker(remote_id) { this._wss.send( JSON.stringify({ method: "ticker.subscribe", params: [remote_id], id: ++this.id, }), ); } protected _sendUnsubTicker(remote_id) { this._wss.send( JSON.stringify({ method: "ticker.unsubscribe", params: [remote_id], id: ++this.id, }), ); } protected _sendSubTrades(remote_id) { this._wss.send( JSON.stringify({ method: "trades.subscribe", params: [remote_id], id: ++this.id, }), ); } protected _sendUnsubTrades(remote_id) { this._wss.send( JSON.stringify({ method: "trades.unsubscribe", params: [remote_id], id: ++this.id, }), ); } protected _sendSubLevel2Updates(remote_id) { this._wss.send( JSON.stringify({ method: "depth.subscribe", params: [remote_id], id: ++this.id, }), ); } protected _sendUnsubLevel2Updates(remote_id) { this._wss.send( JSON.stringify({ method: "depth.unsubscribe", params: [remote_id], id: ++this.id, }), ); } protected _sendSubCandles = NotImplementedFn; protected _sendUnsubCandles = NotImplementedFn; protected _sendSubLevel2Snapshots = NotImplementedFn; protected _sendUnsubLevel2Snapshots = NotImplementedFn; protected _sendSubLevel3Snapshots = NotImplementedFn; protected _sendUnsubLevel3Snapshots = NotImplementedFn; protected _sendSubLevel3Updates = NotImplementedFn; protected _sendUnsubLevel3Updates = NotImplementedFn; protected _onMessage(raw) { zlib.inflate(raw, this._onMessageInf); } protected _onMessageInf(err, raw) { // handle inflate error if (err) { this.emit("error", err); return; } // handle parse error let msg; try { msg = JSON.parse(raw); } catch (err) { this.emit("error", err, raw); return; } // handle subscription success if (msg.result && msg.result.status === "success") { return; } // handle errors if (msg.error) { this.emit("error", msg.error); return; } // handle ticker if (msg.method === "ticker.update") { for (const datum of msg.params) { const remote_id = datum.symbol; const market = this._tickerSubs.get(remote_id.toUpperCase()) || this._tickerSubs.get(remote_id.toLowerCase()); if (!market) continue; const ticker = this._constructTicker(datum, market); this.emit("ticker", ticker, market); } return; } // handle trades if (msg.method == "trades.update") { const remote_id = msg.params[2]; const market = this._tradeSubs.get(remote_id.toUpperCase()) || this._tradeSubs.get(remote_id.toLowerCase()); if (!market) return; // trades arrive newest first for (const datum of msg.params[1].reverse()) { const trade = this._constructTrade(datum, market); this.emit("trade", trade, market); } return; } // handle updates if (msg.method === "depth.update") { const remote_id = msg.params[2]; const market = this._level2UpdateSubs.get(remote_id.toUpperCase()) || this._level2UpdateSubs.get(remote_id.toLowerCase()); if (!market) return; const snapshot = msg.params[0]; if (snapshot) { const snapshot = this._constructL2Snapshot(msg.params[1], market); this.emit("l2snapshot", snapshot, market); } else { const update = this._constructL2Update(msg.params[1], market); this.emit("l2update", update, market); } return; } } /** { "method": "ticker.update", "params": [{ "symbol": "BTC_USDT", "open_24h": "1760", "low_24h": "1.00", "base_volume_24h": "11.40088557", "quote_volume_24h": "29786.30588557", "last": "4000", "last_qty": "1", "best_bid": "3375", "best_bid_size": "0.003", "best_ask": "4000", "best_ask_size": "108.2542", "timestamp": 1586762545336 }], "id": null } */ protected _constructTicker(data, market) { const change = Number(data.last) - Number(data.open_24h); const changePercent = (change / Number(data.open_24h)) * 100; return new Ticker({ exchange: this.name, base: market.base, quote: market.quote, timestamp: data.timestamp, last: data.last, open: data.open_24h, high: data.high_24h, low: data.low_24h, volume: data.base_volume_24h, quoteVolume: data.quote_volume_24h, change: change.toFixed(8), changePercent: changePercent.toFixed(2), ask: data.best_ask, askVolume: data.best_ask_size, bid: data.best_bid, bidVolume: data.best_bid_size, }); } /** { "method": "trades.update", "params": [ true, [ { id: 3282939928, time: 1597419159, amount: '0.1', price: '11687.04', type: 'sell' } ], "ETH_USDT" ], "id": null } */ protected _constructTrade(datum, market) { const { id, time, price, amount, type } = datum; return new Trade({ exchange: this.name, base: market.base, quote: market.quote, tradeId: id.toString(), side: type, unix: Math.trunc(time * 1000), price, amount, }); } /** { "method": "depth.update", "params": [ true, { "asks": [ ["11702.01", "0.001"], ["11700.24", "0.8716"], ["11699.57", "0.1029"] ], "bids": [ ["11697.89", "0.2184"], ["11697.13", "7.0356"], ["11696.79", "0.2149"] ] }, "BTC_USDT" ], "id": null } */ protected _constructL2Snapshot(datum, market) { const asks = datum.asks.map(p => new Level2Point(p[0], p[1])).reverse(); const bids = datum.bids.map(p => new Level2Point(p[0], p[1])); return new Level2Snapshot({ exchange: this.name, base: market.base, quote: market.quote, asks, bids, }); } /** { "method": "depth.update", "params": [ false, { "asks": [ ["11702.81", "0.001"], ["11699.92", "0.008"], ["11788.73", "0"], ["11787.24", "0"] ], "bids": [ ["11642.72", "13.1172"], ["11627.05", "2.1258"], ["11621.42", "0"], ["11620.87", "0"] ] }, "BTC_USDT" ], "id": null } */ protected _constructL2Update(datum, market) { const asks = datum.asks.map(p => new Level2Point(p[0], p[1])); const bids = datum.bids.map(p => new Level2Point(p[0], p[1])); return new Level2Update({ exchange: this.name, base: market.base, quote: market.quote, asks, bids, }); } }