tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
49 lines (48 loc) • 2.94 kB
JavaScript
;
/***************************************************************************************************************************
* @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. *
***************************************************************************************************************************/
Object.defineProperty(exports, "__esModule", { value: true });
const Logger_1 = require("../utils/Logger");
const bitfinexFactories_1 = require("../factories/bitfinexFactories");
const logger = Logger_1.ConsoleLoggerFactory();
let seq = null;
bitfinexFactories_1.FeedFactory(logger, ['BTC-USD']).then((bitfinexFeed) => {
bitfinexFeed.on('data', (message) => {
switch (message.type) {
case 'ticker':
case 'snapshot':
logger.log('info', message.type, JSON.stringify(message));
break;
case 'level':
process.stdout.write(message.side === 'buy' ? '^' : 'v');
// Sequence counter check
if (!seq) {
seq = message.sequence;
}
else {
if (seq + 1 !== message.sequence) {
logger.log('warn', `Message skipped: ${seq + 1}`, message);
}
seq = message.sequence;
if (seq % 500 === 0) {
logger.log('info', `${seq} messages processed`);
}
}
break;
}
});
bitfinexFeed.on('error', (err) => {
logger.log('error', 'Error', err);
});
});