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tlab-trading-toolkit

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A trading toolkit for building advanced trading bots on the GDAX platform

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"use strict"; /*************************************************************************************************************************** * @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 printers_1 = require("../utils/printers"); const poloniexFactories_1 = require("../factories/poloniexFactories"); const LiveOrderbook_1 = require("../core/LiveOrderbook"); const product = 'ZRX-ETH'; const logger = Logger_1.ConsoleLoggerFactory(); poloniexFactories_1.FeedFactory(logger, [product]).then((feed) => { const liveBookConfig = { product: product, logger: logger }; const book = new LiveOrderbook_1.LiveOrderbook(liveBookConfig); book.on('LiveOrderbook.snapshot', () => { logger.log('info', 'Snapshot received'); setInterval(() => { console.log(printers_1.printOrderbook(book, 20, 4, 6)); }, 2000); }); book.on('LiveOrderbook.ticker', (ticker) => { console.log(printers_1.printTicker(ticker, 6)); }); book.on('LiveOrderbook.trade', (trade) => { logger.log('info', `${trade.side} ${trade.size} on ${trade.productId} at ${trade.price}`); }); book.on('end', () => { console.log('Orderbook closed'); }); feed.pipe(book); });