rofex/lib/websocket.js

Primary REST API. Websocket API

var RofexAuth = require('./auth.js');
var WebSocketClient = require('websocket').client;
const EventEmitter = require('events');
class WebSocket extends EventEmitter {
    constructor(
        user,
        pass,
        timeout = 15000,
        test = false
    ) {
        super();
        this.waitFor = [];
        this._baseUrl = 'wss://api.primary.com.ar';

        if (test) {
            this._baseUrl = 'ws://demo-api.primary.com.ar';
        }



        this.WSclient = new WebSocketClient();
        this.WSclient.on('connectFailed', function (error) {
            console.log('Connect Error: ' + error.toString());
        });

        this.WSclient.on('connect', (connection) => {
            console.log('WebSocket Client Connected');
            connection.on('error', function (error) {
                console.log("Connection Error: " + error.toString());
            });
            connection.on('close', function () {
                console.log('echo-protocol Connection Closed');
            });
            connection.on('message', (message) => {
                if (message.type === 'utf8') {
                    //console.log("Received: '" + message.utf8Data + "'");
                    var data = JSON.parse(message.utf8Data);
                    var event = '';
                    switch (data.type) {
                        case 'or':
                            event = 'orderReport';
                            break;
                        case 'Md':
                            event = 'marketData';
                            break;;
                    }
                    this.emit(event, data);
                }

            });
        });
        this.WSclient.on('close', function () {
            console.log('echo-protocol Client Closed');
        });
        this.Auth = new RofexAuth(user, pass, timeout, test);
        this.Auth.getToken()
            .then(token => {
                var Headers = { 'X-Auth-Token': token };
                console.log(Headers, this._baseUrl);
                this.WSclient.connect(this._baseUrl, null, null, Headers);
            })
            .catch(console.error);
    }



    marketData(marketId, symbol, entries = ['BI', 'OF', 'LA'], level = 1, depth = 2) {
        var request = {
            "type": "smd",
            "level": level,
            "entries": entries,
            "products": [{ "symbol": symbol, "marketId": marketId }],
            "depth": depth
        };


        this.WSclient.on('connect', function (connection) {
            if (connection.connected) {
                connection.sendUTF(JSON.stringify(request));
            }
        });
    }

    executionReport(){
        var request = { type:"os"};
        this.WSclient.on('connect', function (connection) {
            if (connection.connected) {
                console.log(request);
                connection.sendUTF(JSON.stringify(request));
            }
        });
    }

    /**
     * 
     * @param {*} marketId 
     * @param {*} symbol 
     * @param {*} side [Sell|Buy]
     */
    order(marketId, symbol, price, quantity, side, timeInForce = 'Day', account, wsClOrdId = null, iceberg = null, expireDate = null, displayQuantity = null ) {
        var request = {
            type: "no",
            product: { symbol: symbol, marketId: marketId },
            price: price,
            quantity: quantity,
            side: side,
            account: account,
            timeInForce : timeInForce
        };

        //Mensaje para el envío de una orden para un contrato Mayorista:
        if(allOrNone!=null){
           request.allOrNone = allOrNone
        }
        //Mensaje para el envío de una orden con identificador (wsClOrdId):
        if (wsClOrdId) {
            request.wsClOrdId = wsClOrdId;
        }

        //Mensaje para el envío de una orden Iceberg:
        if (iceberg!==null) {
            request.iceberg = iceberg
        }
        if(displayQty!==null){
            request.displayQuantity = displayQuantity;
        }

        //Mensaje para el envío de una orden GTD:
        if (expireDate !==null) {
            request.expireDate = expireDate;
        }

    }
}


module.exports = WebSocket;