get-candles
Version:
Get market data service
182 lines • 9.48 kB
JavaScript
;
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __generator = (this && this.__generator) || function (thisArg, body) {
var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
function verb(n) { return function (v) { return step([n, v]); }; }
function step(op) {
if (f) throw new TypeError("Generator is already executing.");
while (_) try {
if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
if (y = 0, t) op = [op[0] & 2, t.value];
switch (op[0]) {
case 0: case 1: t = op; break;
case 4: _.label++; return { value: op[1], done: false };
case 5: _.label++; y = op[1]; op = [0]; continue;
case 7: op = _.ops.pop(); _.trys.pop(); continue;
default:
if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
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if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
var hitbtc_connect_1 = require("hitbtc-connect");
var moment_1 = __importDefault(require("moment"));
var stream_1 = require("stream");
var exchanges = {
hitbtc: new hitbtc_connect_1.Exchange()
};
function getExchange(exchange) {
return exchanges[exchange];
}
function getPairs(exchange) {
return getExchange(exchange).getPairs();
}
exports.getPairs = getPairs;
function getPeriods(exchange) {
return getExchange(exchange).getPeriods();
}
exports.getPeriods = getPeriods;
function getExchanges() {
return Object.keys(exchanges);
}
exports.getExchanges = getExchanges;
function streamCandle(_a) {
var _this = this;
var exchange = _a.exchange, currency = _a.currency, asset = _a.asset, period = _a.period, start = _a.start, end = _a.end;
var startMoment = moment_1.default.utc(start);
var rs = new stream_1.Readable({
read: function () { return __awaiter(_this, void 0, void 0, function () {
var now, delay, response;
var _this = this;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
if (!!end) return [3 /*break*/, 1];
now = moment_1.default().utc();
delay = Math.max(moment_1.default(startMoment)
.add(period, "m")
.diff(now), 0);
setTimeout(function () { return __awaiter(_this, void 0, void 0, function () {
var nowMoment, minutes, endMoment, response;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
nowMoment = moment_1.default().utc();
minutes = Math.floor(Math.floor(nowMoment.get("m") / period) * period);
endMoment = moment_1.default(nowMoment)
.startOf("h")
.minute(minutes)
.add(-1, "s");
return [4 /*yield*/, getExchange(exchange).getCandles({
currency: currency,
asset: asset,
period: period,
start: startMoment.toISOString(),
end: endMoment.toISOString()
})];
case 1:
response = _a.sent();
if (response.length) {
startMoment = moment_1.default
.utc(response[response.length - 1].time)
.add(period, "m");
rs.push(JSON.stringify(response));
}
else {
startMoment = moment_1.default(endMoment).add(1, "s");
rs.push(JSON.stringify([]));
}
return [2 /*return*/];
}
});
}); }, delay);
return [3 /*break*/, 4];
case 1:
if (!startMoment.isSameOrBefore(moment_1.default.utc(end))) return [3 /*break*/, 3];
return [4 /*yield*/, getExchange(exchange).getCandles({
currency: currency,
asset: asset,
period: period,
start: startMoment.toISOString(),
end: end
})];
case 2:
response = _a.sent();
if (response.length) {
startMoment = moment_1.default
.utc(response[response.length - 1].time)
.add(period, "m");
rs.push(JSON.stringify(response));
}
return [3 /*break*/, 4];
case 3:
rs.push(null);
_a.label = 4;
case 4: return [2 /*return*/];
}
});
}); }
});
return rs;
}
exports.streamCandle = streamCandle;
function importCandles(_a) {
var _this = this;
var exchange = _a.exchange, currency = _a.currency, asset = _a.asset, period = _a.period, begin = _a.begin, end = _a.end;
var beginMoment = moment_1.default.utc(begin);
var rs = new stream_1.Readable({
objectMode: true,
read: function () { return __awaiter(_this, void 0, void 0, function () {
var response;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
if (!beginMoment.isSameOrBefore(moment_1.default.utc(end))) return [3 /*break*/, 2];
return [4 /*yield*/, getExchange(exchange).getCandles({
currency: currency,
asset: asset,
period: period,
start: beginMoment.toISOString(),
end: end
})];
case 1:
response = _a.sent();
if (response.length) {
beginMoment = moment_1.default
.utc(response[response.length - 1].time)
.add(period, "m");
rs.push(response);
}
return [3 /*break*/, 3];
case 2:
rs.push(null);
_a.label = 3;
case 3: return [2 /*return*/];
}
});
}); }
});
return rs;
}
exports.importCandles = importCandles;
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