okcoin-fix/example/okcoin.js

OKCoin FIX API wrapper

/**
 * Created by robi on 17/2/18.
 */
var OKCoin = require("../index.js");
var math = require('mathjs');

var key = process.argv[2] || 'your-api-key';
var secret = process.argv[3] || 'your-api-secret';

var subscribeUserBase =false;//true;
var subscribeUserPosition= false;//true;
var subscribeUserOrders= false;
var subscribeMarket= false;//true;
var subscribeTrades= false;
var subscribeOrderbook= false;

var longPos = {};
var shortPos = {};

var okclient = new OKCoin({
    key:        key,
    secret:     secret,
    host:       'fix.okex.com',
    port:       9880,
    //symbol:     'BTC/USD',
    symbol:     'btc_usd',
    contract:   'this_week',
    subscribeUserBase: subscribeUserBase,
    subscribeUserPosition: subscribeUserPosition,
    subscribeUserOrders: subscribeUserOrders,
    subscribeMarket: subscribeMarket,
    subscribeTrades: subscribeTrades,
    subscribeOrderbook: subscribeOrderbook,
    log: false,
    debug: false,
    onLogon : function (status) {
        console.log(`OKCoin FIX API logon status: ${status} \nSubscriptions[Base|Pos|MyOrders|Market|Trades|OrderBook] = [${subscribeUserBase ? 'Y':'N'}|${subscribeUserPosition ? 'Y':'N'}|${subscribeUserOrders ? 'Y':'N'}|${subscribeMarket ? 'Y':'N'}|${subscribeTrades ? 'Y':'N'}|${subscribeOrderbook ? 'Y':'N'}]`)

        //okclient.executeSpotsOrder('123', 2000, 0.05, true);

        //okclient.executeSpotsOrder({
        //    oid: '124',
        //    price: 5000,
        //    amount: 0.01,
        //    side: 2
        //}, function (data) {
        //    var d = data;
        //});

        //okclient.listSpotsOpenOrders(function (data) {
        //    console.log(`Found open order : ${data.exoid} and cancel it now!`);
        //})

        okclient.listFutureOpenOrders();

    },

    onOrderUpdated: function (status, order) {
        //okclient.executeSpotsCancelOrder(order, function(data) {
        //    console.log(`Order ${data.exoid} cancelled`);
        //});
        console.log(`Order ${status}:`);

        console.log(JSON.stringify(order));

        //testOpenPositionOrderMakeAndCancel(status, order);
        //testClosePositionOrderMakeAndCancel(status, order);
    },

    onUserInfo: function (data) {
        console.log(JSON.stringify(data));
        //okclient.listFutureOpenOrders();
    },

    onPositionInfo: function (data) {
        console.log(JSON.stringify(data));
        var pos = data.position;
        for (var i = 0 ; i < pos.length; ++i) {
            if (pos[i].direction < 0) {
                shortPos = pos[i];
            } else {
                longPos = pos[i];
            }
        }
        // to trigger testClosePositionOrderMakeAndCancel()
        //okclient.listFutureOpenOrders();
    },

    processTrades: function (data) {
        console.log(JSON.stringify(data));

    },

    processOrderbook: function (data) {
        console.log(JSON.stringify(data));

    }
});

okclient.start(function() {
    console.log("OKCoin FIX started!");
});

var step = 0;
var current_price = 1600;
var openbtc = 0.005;

function testOpenPositionOrderMakeAndCancel(status, order) {
    // test long position
    if (status === 'empty' && step == 0) {
        var direction = 1;
        var openPrice = current_price - 100;
        var order = {
            oid:    '_O' + new Date().getTime(),
            amount: calcAmount(openbtc, openPrice),
            price:  openPrice,
            position: 'O',
            side:   direction < 0 ? 2 : 1,
            lever:  20
        };

        okclient.executeFutureOrder(order);
    }

    if (status === 'new' && order.ordertype === 'open_long') {
        okclient.executeFutureCancelOrder(order);
        step = 1;
    }

    // test short position
    if (status === 'empty' && step == 1) {
        var direction = -1;
        var order = {
            oid:    new Date().getTime(),
            amount: 1,
            price:  current_price + 500,
            position: 'O',
            side:   direction < 0 ? 2 : 1,
            lever:  20
        };

        okclient.executeFutureOrder(order);
    }

    if (status === 'new' && order.ordertype === 'open_short') {
        okclient.executeFutureCancelOrder(order);
        step = 2;
    }

}

var newlong = false;
var newshort = false;
function testClosePositionOrderMakeAndCancel(status, order) {
    // test long position
    if (longPos.amount > 0 && !newlong) {
        var direction = longPos.direction;
        var order = {
            oid:    new Date().getTime(),
            amount: longPos.amount,
            price:  longPos.avgOpenPrice + 50,
            position: 'C',
            side:   direction < 0 ? 2 : 1,
            lever:  20
        };

        okclient.executeFutureOrder(order);
        newlong = true;
    }

    if (status === 'new' && order.ordertype === 'close_long') {
        okclient.executeFutureCancelOrder(order);
    }

    // test short position
    if (shortPos.amount > 0 && !newshort) {
        var direction = shortPos.direction;
        var order = {
            oid:    new Date().getTime(),
            amount: shortPos.amount,
            price:  shortPos.avgOpenPrice - 50,
            position: 'C',
            side:   direction < 0 ? 2 : 1,
            lever:  20
        };

        okclient.executeFutureOrder(order);
        newshort = true;
    }

    if (status === 'new' && order.ordertype === 'close_short') {
        okclient.executeFutureCancelOrder(order);
    }

}

function calcAmount(asset, price) {
    // Open 1BTC BOM
    var bom = calcMargin(1, price);
    // Open 1FUT BOM
    var fut = bom * (100/price);
    // How many fut can open
    return asset / fut;
}

function calcFee(openAmount, openPrice, currentPrice) {
    openAmount = math.floor(openAmount / (100 / openPrice));
    var f = math.divide(math.multiply(math.multiply(100,openAmount),0.0003),currentPrice);
    return math.round(f,5);
}

function calcMargin(openAmount, openPrice) {
    openAmount = math.floor(openAmount / (100 / openPrice));
    var fm = math.multiply(math.multiply(math.divide(100, openPrice),openAmount), math.divide(1,20));
    return math.round(fm,4);
}

process.stdin.resume();