tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
68 lines (67 loc) • 3.56 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
/***************************************************************************************************************************
* @license *
* Copyright 2017 Coinbase, Inc. *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance *
* with the License. You may obtain a copy of the License at *
* *
* http://www.apache.org/licenses/LICENSE-2.0 *
* *
* Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on *
* an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the *
* License for the specific language governing permissions and limitations under the License. *
***************************************************************************************************************************/
const ProductMap_1 = require("../exchanges/ProductMap");
const BitmexMarketFeed_1 = require("../exchanges/bitmex/BitmexMarketFeed");
const ExchangeFeed_1 = require("../exchanges/ExchangeFeed");
function getExchangeProduct(genericProduct) {
return ProductMap_1.ProductMap.ExchangeMap.get('Bitmex').getExchangeProduct(genericProduct);
}
function getSubscribedFeeds(options, symbol) {
return new Promise((resolve, reject) => {
const config = {
wsUrl: null,
auth: null,
logger: options.logger,
};
const feed = ExchangeFeed_1.getFeed(BitmexMarketFeed_1.BitmexMarketFeed, config);
if (!feed.isConnected()) {
feed.reconnect(0);
feed.on('websocket-open', () => {
feed.subscribe(symbol).then(() => {
return resolve(feed);
}).catch((err) => {
console.log('error', 'A websocket connection to Bitmex was established, but product subscription failed.', { reason: err.message });
return reject(err);
});
return resolve(feed);
});
}
else {
return resolve(feed);
}
});
}
exports.getSubscribedFeeds = getSubscribedFeeds;
function FeedFactory(logger, productIDs, auth) {
auth = auth || {
key: process.env.GEMINI_KEY,
secret: process.env.GEMINI_SECRET
};
productIDs = productIDs.map((genericProduct) => {
return getExchangeProduct(genericProduct) || genericProduct;
});
return getSubscribedFeeds({ auth: auth, logger: logger }, productIDs)
.catch((err) => {
if (logger) {
logger.error(err);
}
else {
console.error(err);
}
return null;
});
}
exports.FeedFactory = FeedFactory;