tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
57 lines (56 loc) • 3.04 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 BittrexFeed_1 = require("../exchanges/bittrex/BittrexFeed");
const LiveOrderbook_1 = require("../core/LiveOrderbook");
const printers_1 = require("../utils/printers");
const logger = Logger_1.ConsoleLoggerFactory();
const product = 'BTC-ETH';
const config = {
logger: logger,
auth: null,
wsUrl: null
};
const feed = new BittrexFeed_1.BittrexFeed(config);
feed.on('websocket-connection', () => {
feed.subscribe([product]);
});
const book = new LiveOrderbook_1.LiveOrderbook({ logger: logger, product: product, strictMode: false });
book.on('LiveOrderbook.snapshot', () => {
logger.log('info', 'Snapshot received by LiveOrderbook Demo');
setInterval(() => {
console.log(printers_1.printOrderbook(book, 10, 4, 4));
}, 5000);
});
book.on('LiveOrderbook.ticker', (ticker) => {
console.log(printers_1.printTicker(ticker));
});
book.on('LiveOrderbook.trade', (trade) => {
logger.log('info', `${trade.side} ${trade.size} on ${trade.productId} at ${trade.price}`);
});
book.on('LiveOrderbook.skippedMessage', (details) => {
console.log('SKIPPED MESSAGE', details);
console.log('Reconnecting to feed');
feed.reconnect(1000);
});
book.on('end', () => {
console.log('Orderbook closed');
});
book.on('error', (err) => {
console.log('Livebook errored: ', err);
feed.pipe(book);
});
feed.pipe(book);