fme-poloniex/poloniex.ts

API for fetching data from the Poloniex API

import {Log} from "fme-logger";
var L = new Log("poloniex");
import * as _m from "moment-timezone";
import {FmeQuote} from "fme-quotes-models";

import * as Poloniex from "poloniex-api-node";


type PoloniexQuote = {
    "date": number,        //unix time stamp
    "high": number,
    "low": number,
    "open": number,
    "close": number,
    "volume": number,
    "quoteVolume": number,
    "weightedAverage": number
}

export class PoloniexQuotes {
    version = "1.0.0";
    poloniex:any;


    constructor() {
      this.poloniex = new Poloniex();
    }

    getQuotes = async (symbol:string, minutes:number=5, startTime=_m().startOf("day").toDate(),endTime=_m().toDate()) => {
        var seconds = minutes*60;
        var start = _m(startTime).unix();
        var end = _m(endTime).unix();
        var pQuotes = [] as PoloniexQuote[];
        L.debug("Calling poloniex for chartdate with data",symbol, seconds, start,end);
        try {
           pQuotes = await this.poloniex.returnChartData(symbol, seconds, start, end) as PoloniexQuote[];
        } catch (err) {
            L.error("GetQuotes returend error",err,symbol,minutes,startTime,endTime);
        }
        L.debug("returnChartDate returned",pQuotes.length);

        var fQuotes = [] as FmeQuote[];
        for (var i in pQuotes) {
            fQuotes.push(this.convert(symbol,minutes,pQuotes[i]));
        }
        return fQuotes;
    }

    convert = (symbol:string, minutes:number, pQuote:PoloniexQuote) => {
        var fQuote = new 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;

    }

    

}