fme-poloniex/poloniex.js

API for fetching data from the Poloniex API

"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
    return new (P || (P = Promise))(function (resolve, reject) {
        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
        function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
        step((generator = generator.apply(thisArg, _arguments || [])).next());
    });
};
Object.defineProperty(exports, "__esModule", { value: true });
const fme_logger_1 = require("fme-logger");
var L = new fme_logger_1.Log("poloniex");
const _m = require("moment-timezone");
const fme_quotes_models_1 = require("fme-quotes-models");
const Poloniex = require("poloniex-api-node");
class PoloniexQuotes {
    constructor() {
        this.version = "1.0.0";
        this.getQuotes = (symbol, minutes = 5, startTime = _m().startOf("day").toDate(), endTime = _m().toDate()) => __awaiter(this, void 0, void 0, function* () {
            var seconds = minutes * 60;
            var start = _m(startTime).unix();
            var end = _m(endTime).unix();
            var pQuotes = [];
            L.debug("Calling poloniex for chartdate with data", symbol, seconds, start, end);
            try {
                pQuotes = (yield this.poloniex.returnChartData(symbol, seconds, start, end));
            }
            catch (err) {
                L.error("GetQuotes returend error", err, symbol, minutes, startTime, endTime);
            }
            L.debug("returnChartDate returned", pQuotes.length);
            var fQuotes = [];
            for (var i in pQuotes) {
                fQuotes.push(this.convert(symbol, minutes, pQuotes[i]));
            }
            return fQuotes;
        });
        this.convert = (symbol, minutes, pQuote) => {
            var fQuote = new fme_quotes_models_1.FmeQuote();
            fQuote.YYYYMMDD = _m.unix(pQuote.date).format("YYYYMMDD");
            fQuote.timeHHMM = _m.unix(pQuote.date).format("HHmm");
            fQuote.time = _m.unix(pQuote.date).hours() * 60 + _m(pQuote.date).minutes();
            fQuote.timestamp = _m.unix(pQuote.date).toDate();
            fQuote.symbol = symbol;
            fQuote.open = pQuote.open;
            fQuote.high = pQuote.high;
            fQuote.low = pQuote.low;
            fQuote.close = pQuote.close;
            fQuote.avg = pQuote.weightedAverage;
            fQuote.volume = pQuote.volume;
            fQuote.source = "Poloniex";
            fQuote.decimalPoints = 2;
            fQuote.interval = minutes;
            fQuote.type = "minutes";
            return fQuote;
        };
        this.poloniex = new Poloniex();
    }
}
exports.PoloniexQuotes = PoloniexQuotes;