tlab-trading-toolkit
Version:
A trading toolkit for building advanced trading bots on the GDAX platform
56 lines (55 loc) • 2.83 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. *
***************************************************************************************************************************/
;
exports.__esModule = true;
var GTT = require("gdax-trading-toolkit");
var logger = GTT.utils.ConsoleLoggerFactory();
var products = ['BTC-USD', 'ETH-USD', 'LTC-USD'];
var tallies = {};
products.forEach(function (product) {
tallies[product] = {};
});
var count = 0;
GTT.Factories.GDAX.FeedFactory(logger, products).then(function (feed) {
feed.on('data', function (msg) {
count++;
if (!msg.productId) {
tallies.other += 1;
}
else {
var tally = tallies[msg.productId];
if (!tally[msg.type]) {
tally[msg.type] = 0;
}
tally[msg.type] += 1;
}
if (count % 1000 === 0) {
printTallies();
}
});
})["catch"](function (err) {
logger.log('error', err.message);
process.exit(1);
});
function printTallies() {
console.log(count + " messages received");
var _loop_1 = function (p) {
var types = Object.keys(tallies[p]).sort();
var tally = types.map(function (t) { return t + ": " + tallies[p][t]; }).join('\t');
console.log(p + ": " + tally);
};
for (var p in tallies) {
_loop_1(p);
}
}