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node-binance-api.js
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node-binance-api.js
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/* ============================================================
* node-binance-api
* https://github.com/jaggedsoft/node-binance-api
* ============================================================
* Copyright 2017-, Jon Eyrick
* Released under the MIT License
* ============================================================ */
/**
* Node Binance API
* @module jaggedsoft/node-binance-api
* @return {object} instance to class object
*/
let api = function Binance() {
'use strict';
const WebSocket = require('ws');
const request = require('request');
const crypto = require('crypto');
const file = require('fs');
const url = require('url');
const dns = require('dns-sync');
const HttpsProxyAgent = require('https-proxy-agent');
const SocksProxyAgent = require('socks-proxy-agent');
const stringHash = require('string-hash');
const async = require('async');
const base = 'https://api.binance.com/api/';
const wapi = 'https://api.binance.com/wapi/';
const stream = 'wss://stream.binance.com:9443/ws/';
const combineStream = 'wss://stream.binance.com:9443/stream?streams=';
const userAgent = 'Mozilla/4.0 (compatible; Node Binance API)';
const contentType = 'application/x-www-form-urlencoded';
let subscriptions = {};
let depthCache = {};
let depthCacheContext = {};
let ohlcLatest = {};
let klineQueue = {};
let ohlc = {};
const default_options = {
recvWindow: 5000,
useServerTime: false,
reconnect: true,
verbose: false,
test: false,
log: function(...args) {
console.log(Array.prototype.slice.call(args));
}
};
let options = default_options;
let info = { timeOffset: 0 };
let socketHeartbeatInterval;
/**
* Replaces socks connection uri hostname with IP address
* @param {string} connString - socks conection string
* @return {string} modified string with ip address
*/
const proxyReplacewithIp = function(connString) {
let arr = connString.split( '/' );
let host = arr[2].split(':')[0];
let port = arr[2].split(':')[1];
return 'socks://' + dns.resolve(host) + ':' + port;
}
/**
* returns an array in the form of [host, port]
* @param {string} connString - conection string
* @return {array} array of host and port
*/
const parseProxy = function(connString) {
let arr = connString.split( '/' );
let host = arr[2].split(':')[0];
let port = arr[2].split(':')[1];
return [arr[0],host,port];
}
/**
* Checks to see of the boject is iterable
* @param {object} obj - The object check
* @return {boolean} true or false is iterable
*/
const isIterable = function(obj) {
// checks for null and undefined
if (obj === null) {
return false;
}
return typeof obj[Symbol.iterator] === 'function';
}
const addProxy = opt => {
let socksproxy = process.env.socks_proxy || false;
if ( socksproxy === false ) return opt;
socksproxy = proxyReplacewithIp(socksproxy);
if ( options.verbose ) options.log('using socks proxy server ' + socksproxy);
opt.agentClass = SocksProxyAgent;
opt.agentOptions = {
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
}
return opt;
}
const reqHandler = cb => (error, response, body) => {
if ( !cb ) return;
if ( error ) return cb(error, {});
if ( response && response.statusCode !== 200 ) return cb(response, {});
return cb(null, JSON.parse(body));
}
const proxyRequest = (opt, cb) => request(addProxy(opt), reqHandler(cb));
const reqObj = (url, data = {}, method = 'GET', key) => ({
url: url,
qs: data,
method: method,
timeout: options.recvWindow,
headers: {
'User-Agent': userAgent,
'Content-type': contentType,
'X-MBX-APIKEY': key || ''
}
})
/**
* Create a http request to the public API
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const publicRequest = function(url, data = {}, callback, method = 'GET') {
let opt = reqObj(url, data, method);
proxyRequest(opt, callback);
};
/**
* Create a http request to the public API
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const apiRequest = function(url, data = {}, callback, method = 'GET') {
if ( !options.APIKEY ) throw Error('apiRequest: Invalid API Key');
let opt = reqObj(
url,
data,
method,
options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Make market request
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const marketRequest = function(url, data = {}, callback, method = 'GET') {
if ( !options.APIKEY ) throw Error('apiRequest: Invalid API Key');
let query = Object.keys(data).reduce(function(a,k){a.push(k+'='+encodeURIComponent(data[k]));return a},[]).join('&');
let opt = reqObj(
url+(query ? '?'+query : ''),
data,
method,
options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Create a signed http request to the signed API
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const signedRequest = function(url, data = {}, callback, method = 'GET') {
if ( !options.APIKEY ) throw Error('apiRequest: Invalid API Key');
if ( !options.APISECRET ) throw Error('signedRequest: Invalid API Secret');
data.timestamp = new Date().getTime() + info.timeOffset;
if ( typeof data.recvWindow === 'undefined' ) data.recvWindow = options.recvWindow;
let query = Object.keys(data).reduce(function(a,k){a.push(k+'='+encodeURIComponent(data[k]));return a},[]).join('&');
let signature = crypto.createHmac('sha256', options.APISECRET).update(query).digest('hex'); // set the HMAC hash header
let opt = reqObj(
url+'?'+query+'&signature='+signature,
data,
method,
options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Create a signed http request to the signed API
* @param {string} side - BUY or SELL
* @param {string} symbol - The symbol to buy or sell
* @param {string} quantity - The quantity to buy or sell
* @param {string} price - The price per unit to transact each unit at
* @param {object} flags - additional order settings
* @param {function} callback - the callback function
* @return {undefined}
*/
const order = function(side, symbol, quantity, price, flags = {}, callback = false) {
let endpoint = 'v3/order';
if ( options.test ) endpoint += '/test';
let opt = {
symbol: symbol,
side: side,
type: 'LIMIT',
quantity: quantity
};
if ( typeof flags.type !== 'undefined' ) opt.type = flags.type;
if ( opt.type.includes('LIMIT') ) {
opt.price = price;
opt.timeInForce = 'GTC';
}
if ( typeof flags.timeInForce !== 'undefined' ) opt.timeInForce = flags.timeInForce;
if ( typeof flags.newOrderRespType !== 'undefined' ) opt.newOrderRespType = flags.newOrderRespType;
if ( typeof flags.newClientOrderId !== 'undefined' ) opt.newClientOrderId = flags.newClientOrderId;
/*
* STOP_LOSS
* STOP_LOSS_LIMIT
* TAKE_PROFIT
* TAKE_PROFIT_LIMIT
* LIMIT_MAKER
*/
if ( typeof flags.icebergQty !== 'undefined' ) opt.icebergQty = flags.icebergQty;
if ( typeof flags.stopPrice !== 'undefined' ) {
opt.stopPrice = flags.stopPrice;
if ( opt.type === 'LIMIT' ) throw Error('stopPrice: Must set "type" to one of the following: STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT');
}
signedRequest(base+endpoint, opt, function(error, response) {
if ( !response ) {
if ( callback ) callback(error, response);
else options.log('Order() error:', error);
return;
}
if ( typeof response.msg !== 'undefined' && response.msg === 'Filter failure: MIN_NOTIONAL' ) {
options.log('Order quantity too small. See exchangeInfo() for minimum amounts');
}
if ( callback ) callback(error, response);
else options.log(side+'('+symbol+','+quantity+','+price+') ',response);
}, 'POST');
};
/**
* No-operation function
* @return {undefined}
*/
const noop = function() {
// do nothing
};
/**
* Reworked Tuitio's heartbeat code into a shared single interval tick
* @return {undefined}
*/
const socketHeartbeat = function() {
/* sockets removed from `subscriptions` during a manual terminate()
will no longer be at risk of having functions called on them */
for ( let endpointId in subscriptions ) {
const ws = subscriptions[endpointId];
if ( ws.isAlive ) {
ws.isAlive = false;
if ( ws.readyState === WebSocket.OPEN) ws.ping(noop);
} else {
if ( options.verbose ) options.log('Terminating inactive/broken WebSocket: '+ws.endpoint);
if ( ws.readyState === WebSocket.OPEN) ws.terminate();
}
}
};
/**
* Called when socket is opened, subscriptiosn are registered for later reference
* @param {function} opened_callback - a callback function
* @return {undefined}
*/
const handleSocketOpen = function(opened_callback) {
this.isAlive = true;
if (Object.keys(subscriptions).length === 0) {
socketHeartbeatInterval = setInterval(socketHeartbeat, 30000);
}
subscriptions[this.endpoint] = this;
if ( typeof opened_callback === 'function' ) opened_callback(this.endpoint);
};
/**
* Called when socket is closed, subscriptiosn are deregistered for later reference
* @param {boolean} reconnect - true or false to reconnect the socket
* @param {string} code - code associated with the socket
* @param {string} reason - string with the response
* @return {undefined}
*/
const handleSocketClose = function(reconnect, code, reason) {
delete subscriptions[this.endpoint];
if (Object.keys(subscriptions).length === 0) {
clearInterval(socketHeartbeatInterval);
}
options.log('WebSocket closed: '+this.endpoint+
(code ? ' ('+code+')' : '')+
(reason ? ' '+reason : ''));
if ( options.reconnect && this.reconnect && reconnect ) {
if ( parseInt(this.endpoint.length, 10) === 60 ) options.log('Account data WebSocket reconnecting...');
else options.log('WebSocket reconnecting: '+this.endpoint+'...');
try {
reconnect();
} catch ( error ) {
options.log('WebSocket reconnect error: '+error.message);
}
}
};
/**
* Called when socket errors
* @param {object} error - error object message
* @return {undefined}
*/
const handleSocketError = function(error) {
/* Errors ultimately result in a `close` event.
see: https://github.com/websockets/ws/blob/828194044bf247af852b31c49e2800d557fedeff/lib/websocket.js#L126 */
options.log('WebSocket error: '+this.endpoint+
(error.code ? ' ('+error.code+')' : '')+
(error.message ? ' '+error.message : ''));
};
/**
* Called each time the socket heartsbeats
* @return {undefined}
*/
const handleSocketHeartbeat = function() {
this.isAlive = true;
};
/**
* Used to subscribe to a single websocket endpoint
* @param {string} endpoint - endpoint to connect to
* @param {function} callback - the function to called when infomration is received
* @param {boolean} reconnect - whether to reocnect on disconnect
* @param {object} opened_callback - the function to called when opened
* @return {WebSocket} - websocket reference
*/
const subscribe = function(endpoint, callback, reconnect = false, opened_callback = false) {
let httpsproxy = process.env.https_proxy || false;
let socksproxy = process.env.socks_proxy || false;
let ws = false;
if ( socksproxy !== false ) {
socksproxy = proxyReplacewithIp(socksproxy);
if ( options.verbose ) options.log('using socks proxy server ' + socksproxy);
let agent = new SocksProxyAgent({
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
});
ws = new WebSocket(stream+endpoint, { agent: agent });
} else if ( httpsproxy !== false ) {
if ( options.verbose ) options.log('using proxy server ' + agent);
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
ws = new WebSocket(stream+endpoint, { agent: agent });
} else {
ws = new WebSocket(stream+endpoint);
}
if ( options.verbose ) options.log('Subscribed to '+endpoint);
ws.reconnect = options.reconnect;
ws.endpoint = endpoint;
ws.isAlive = false;
ws.on('open', handleSocketOpen.bind(ws, opened_callback));
ws.on('pong', handleSocketHeartbeat);
ws.on('error', handleSocketError);
ws.on('close', handleSocketClose.bind(ws, reconnect));
ws.on('message', function(data) {
try {
callback(JSON.parse(data));
} catch (error) {
options.log('Parse error: '+error.message);
}
});
return ws;
};
/**
* Used to subscribe to a combined websocket endpoint
* @param {string} streams - streams to connect to
* @param {function} callback - the function to called when infomration is received
* @param {boolean} reconnect - whether to reocnect on disconnect
* @param {object} opened_callback - the function to called when opened
* @return {WebSocket} - websocket reference
*/
const subscribeCombined = function(streams, callback, reconnect = false, opened_callback = false) {
let httpsproxy = process.env.https_proxy || false;
let socksproxy = process.env.socks_proxy || false;
const queryParams = streams.join('/');
let ws = false;
if ( socksproxy !== false ) {
socksproxy = proxyReplacewithIp(socksproxy);
if ( options.verbose ) options.log('using socks proxy server ' + socksproxy);
let agent = new SocksProxyAgent({
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
});
ws = new WebSocket(combineStream+queryParams, { agent: agent });
} else if ( httpsproxy !== false ) {
if ( options.verbose ) options.log('using proxy server ' + httpsproxy);
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
ws = new WebSocket(combineStream+queryParams, { agent: agent });
} else {
ws = new WebSocket(combineStream+queryParams);
}
ws.reconnect = options.reconnect;
ws.endpoint = stringHash(queryParams);
ws.isAlive = false;
if ( options.verbose ) {
options.log('CombinedStream: Subscribed to ['+ws.endpoint+'] '+queryParams);
}
ws.on('open', handleSocketOpen.bind(ws, opened_callback));
ws.on('pong', handleSocketHeartbeat);
ws.on('error', handleSocketError);
ws.on('close', handleSocketClose.bind(ws, reconnect));
ws.on('message', function(data) {
try {
callback(JSON.parse(data).data);
} catch (error) {
options.log('CombinedStream: Parse error: '+error.message);
}
});
return ws;
};
/**
* Used to terminate a web socket
* @param {string} endpoint - endpoint identifier associated with the web socket
* @param {boolean} reconnect - auto reconnect after termination
* @return {undefined}
*/
const terminate = function(endpoint, reconnect = false) {
let ws = subscriptions[endpoint];
if ( !ws ) return;
ws.removeAllListeners('message');
ws.reconnect = reconnect;
ws.terminate();
}
/**
* Used as part of the userdata websockets callback
* @param {object} data - user data callback data type
* @return {undefined}
*/
const userDataHandler = function(data) {
let type = data.e;
if ( type === 'outboundAccountInfo' ) {
options.balance_callback(data);
} else if ( type === 'executionReport' ) {
if ( options.execution_callback ) options.execution_callback(data);
} else {
options.log('Unexpected userData: '+type);
}
};
/**
* Parses the previous day stream and calls the user callback with fiendly object
* @param {object} data - user data callback data type
* @param {function} callback - user data callback data type
* @return {undefined}
*/
const prevDayStreamHandler = function(data, callback) {
let {
e:eventType,
E:eventTime,
s:symbol,
p:priceChange,
P:percentChange,
w:averagePrice,
x:prevClose,
c:close,
Q:closeQty,
b:bestBid,
B:bestBidQty,
a:bestAsk,
A:bestAskQty,
o:open,
h:high,
l:low,
v:volume,
q:quoteVolume,
O:openTime,
C:closeTime,
F:firstTradeId,
L:lastTradeId,
n:numTrades
} = data;
callback(null, {
eventType,
eventTime,
symbol,
priceChange,
percentChange,
averagePrice,
prevClose,
close,
closeQty,
bestBid,
bestBidQty,
bestAsk,
bestAskQty,
open,
high,
low,
volume,
quoteVolume,
openTime,
closeTime,
firstTradeId,
lastTradeId,
numTrades
});
};
/**
* Gets the price of a given symbol or symbols
* @param {array} data - array of symbols
* @return {array} - symbols with their current prices
*/
const priceData = function(data) {
const prices = {};
if ( Array.isArray(data) ) {
for ( let obj of data ) {
prices[obj.symbol] = obj.price;
}
} else { // Single price returned
prices[data.symbol] = data.price;
}
return prices;
};
/**
* Used by bookTickers to format the bids and asks given given symbols
* @param {array} data - array of symbols
* @return {object} - symbols with their bids and asks data
*/
const bookPriceData = function(data) {
let prices = {};
for ( let obj of data ) {
prices[obj.symbol] = {
bid:obj.bidPrice,
bids:obj.bidQty,
ask:obj.askPrice,
asks:obj.askQty
};
}
return prices;
};
/**
* Used by balance to get the balance data
* @param {array} data - account info object
* @return {object} - balances hel with available, onorder amounts
*/
const balanceData = function(data) {
let balances = {};
if ( typeof data === 'undefined' ) return {};
if ( typeof data.balances === 'undefined' ) {
options.log('balanceData error', data);
return {};
}
for ( let obj of data.balances ) {
balances[obj.asset] = {available:obj.free, onOrder:obj.locked};
}
return balances;
};
/**
* Used by web sockets depth and populates ohlc and info
* @param {string} symbol - symbol to get candlestick info
* @param {string} interval - time interval, 1m, 3m, 5m ....
* @param {array} ticks - tick array
* @return {undefined}
*/
const klineData = function(symbol, interval, ticks) { // Used for /depth
let last_time = 0;
if (isIterable(ticks)) {
for ( let tick of ticks ) {
// eslint-disable-next-line no-unused-vars
let [time, open, high, low, close, volume, closeTime, assetVolume, trades, buyBaseVolume, buyAssetVolume, ignored] = tick;
ohlc[symbol][interval][time] = {open:open, high:high, low:low, close:close, volume:volume};
last_time = time;
}
info[symbol][interval].timestamp = last_time;
}
};
/**
* Combines all OHLC data with latest update
* @param {string} symbol - the symbol
* @param {string} interval - time interval, 1m, 3m, 5m ....
* @return {array} - interval data for given symbol
*/
const klineConcat = function(symbol, interval) {
let output = ohlc[symbol][interval];
if ( typeof ohlcLatest[symbol][interval].time === 'undefined' ) return output;
const time = ohlcLatest[symbol][interval].time;
const last_updated = Object.keys(ohlc[symbol][interval]).pop();
if ( time >= last_updated ) {
output[time] = ohlcLatest[symbol][interval];
delete output[time].time;
output[time].isFinal = false;
}
return output;
};
/**
* Used for websocket @kline
* @param {string} symbol - the symbol
* @param {object} kline - object with kline info
* @param {string} firstTime - time filter
* @return {undefined}
*/
const klineHandler = function(symbol, kline, firstTime = 0) {
// TODO: add Taker buy base asset volume
// eslint-disable-next-line no-unused-vars
let { e:eventType, E:eventTime, k:ticks } = kline;
// eslint-disable-next-line no-unused-vars
let { o:open, h:high, l:low, c:close, v:volume, i:interval, x:isFinal, q:quoteVolume, t:time } = ticks; //n:trades, V:buyVolume, Q:quoteBuyVolume
if ( time <= firstTime ) return;
if ( !isFinal ) {
if ( typeof ohlcLatest[symbol][interval].time !== 'undefined' ) {
if ( ohlcLatest[symbol][interval].time > time ) return;
}
ohlcLatest[symbol][interval] = {open:open, high:high, low:low, close:close, volume:volume, time:time};
return;
}
// Delete an element from the beginning so we don't run out of memory
const first_updated = Object.keys(ohlc[symbol][interval]).shift();
if ( first_updated ) delete ohlc[symbol][interval][first_updated];
ohlc[symbol][interval][time] = {open:open, high:high, low:low, close:close, volume:volume};
};
/**
* Used for /depth endpoint
* @param {object} data - containing the bids and asks
* @return {undefined}
*/
const depthData = function(data) {
if ( !data ) return {bids:[], asks:[]};
let bids = {}, asks = {}, obj;
if ( typeof data.bids !== 'undefined' ) {
for ( obj of data.bids ) {
bids[obj[0]] = parseFloat(obj[1]);
}
}
if ( typeof data.asks !== 'undefined' ) {
for ( obj of data.asks ) {
asks[obj[0]] = parseFloat(obj[1]);
}
}
return {lastUpdateId: data.lastUpdateId, bids:bids, asks:asks};
}
/**
* Used for /depth endpoint
* @param {object} depth - information
* @return {undefined}
*/
const depthHandler = function(depth) {
let symbol = depth.s, obj;
let context = depthCacheContext[symbol];
let updateDepthCache = function() {
for ( obj of depth.b ) { //bids
depthCache[symbol].bids[obj[0]] = parseFloat(obj[1]);
if ( obj[1] === '0.00000000' ) {
delete depthCache[symbol].bids[obj[0]];
}
}
for ( obj of depth.a ) { //asks
depthCache[symbol].asks[obj[0]] = parseFloat(obj[1]);
if ( obj[1] === '0.00000000' ) {
delete depthCache[symbol].asks[obj[0]];
}
}
context.skipCount = 0;
context.lastEventUpdateId = depth.u;
context.lastEventUpdateTime = depth.E;
}
// This now conforms 100% to the Binance docs constraints on managing a local order book
if ( context.lastEventUpdateId ) {
const expectedUpdateId = context.lastEventUpdateId + 1;
if ( depth.U <= expectedUpdateId ) {
updateDepthCache();
} else {
let msg = 'depthHandler: ['+symbol+'] The depth cache is out of sync.';
msg += ' Symptom: Unexpected Update ID. Expected "'+expectedUpdateId+'", got "'+depth.U+'"';
if ( options.verbose ) options.log(msg);
throw new Error(msg);
}
} else if ( depth.U > context.snapshotUpdateId + 1 ) {
/* In this case we have a gap between the data of the stream and the snapshot.
This is an out of sync error, and the connection must be torn down and reconnected. */
let msg = 'depthHandler: ['+symbol+'] The depth cache is out of sync.';
msg += ' Symptom: Gap between snapshot and first stream data.';
if ( options.verbose ) options.log(msg);
throw new Error(msg);
} else if ( depth.u < context.snapshotUpdateId + 1 ) {
/* In this case we've received data that we've already had since the snapshot.
This isn't really an issue, and we can just update the cache again, or ignore it entirely. */
// do nothing
} else {
// This is our first legal update from the stream data
updateDepthCache();
}
};
/**
* Gets depth cache for given symbol
* @param {string} symbol - the symbol to fetch
* @return {object} - the depth cache object
*/
const getDepthCache = function(symbol) {
if ( typeof depthCache[symbol] === 'undefined' ) return {bids: {}, asks: {}};
return depthCache[symbol];
};
/**
* Calculate Buy/Sell volume from DepthCache
* @param {string} symbol - the symbol to fetch
* @return {object} - the depth volume cache object
*/
const depthVolume = function(symbol) {
let cache = getDepthCache(symbol), quantity, price;
let bidbase = 0, askbase = 0, bidqty = 0, askqty = 0;
for ( price in cache.bids ) {
quantity = cache.bids[price];
bidbase+= parseFloat((quantity * parseFloat(price)).toFixed(8));
bidqty+= quantity;
}
for ( price in cache.asks ) {
quantity = cache.asks[price];
askbase+= parseFloat((quantity * parseFloat(price)).toFixed(8));
askqty+= quantity;
}
return {bids: bidbase, asks: askbase, bidQty: bidqty, askQty: askqty};
};
/**
* Checks whether or not an array contains any duplicate elements
* Note(keith1024): at the moment this only works for primitive types,
* will require modification to work with objects
* @param {array} array - the array to check
* @return {boolean} - true or false
*/
const isArrayUnique = function(array) {
let s = new Set(array);
return s.size === array.length;
};
return {
/**
* Gets depth cache for given symbol
* @param {symbol} symbol - get depch cache for this symbol
* @return {object} - object
*/
depthCache: function(symbol) {
return getDepthCache(symbol);
},
/**
* Gets depth volume for given symbol
* @param {symbol} symbol - get depch volume for this symbol
* @return {object} - object
*/
depthVolume: function(symbol) {
return depthVolume(symbol);
},
/**
* Count decimal places
* @param {float} float - get the price precision point
* @return {int} - number of place
*/
getPrecision: function(float) { //
return float.toString().split('.')[1].length || 0;
},
/**
* rounds number with given step
* @param {float} number - number to round
* @param {float} stepSize - step size
* @return {float} - number
*/
roundStep: function(number, stepSize) {
const precision = stepSize.toString().split('.')[1].length || 0;
return (( (number / stepSize) | 0 ) * stepSize).toFixed(precision);
},
/**
* Gets percetage of given numbers
* @param {float} min - the smaller number
* @param {float} max - the bigger number
* @param {int} width - percentage width
* @return {float} - percentage
*/
percent: function(min, max, width = 100) {
return ( min * 0.01 ) / ( max * 0.01 ) * width;
},
/**
* Gets the sum of an array of numbers
* @param {array} array - the number to add
* @return {float} - sum
*/
sum: function(array) {
return array.reduce((a, b) => a + b, 0);
},
/**
* Reversses the keys of an object
* @param {object} object - the object
* @return {object} - the object
*/
reverse: function(object) {
let range = Object.keys(object).reverse(), output = {};
for ( let price of range ) {
output[price] = object[price];
}
return output;
},
/**
* Converts an object to an array
* @param {object} obj - the object
* @return {array} - the array
*/
array: function(obj) {
return Object.keys(obj).map(function(key) {
return [Number(key), obj[key]];
});
},
/**
* Sorts bids
* @param {string} symbol - the object
* @param {int} max - the max number of bids
* @param {string} baseValue - the object
* @return {object} - the object
*/
sortBids: function(symbol, max = Infinity, baseValue = false) {
let object = {}, count = 0, cache;
if ( typeof symbol === 'object' ) cache = symbol;
else cache = getDepthCache(symbol).bids;
let sorted = Object.keys(cache).sort(function(a, b){return parseFloat(b)-parseFloat(a)});
let cumulative = 0;
for ( let price of sorted ) {
if ( baseValue === 'cumulative' ) {
cumulative+= parseFloat(cache[price]);
object[price] = cumulative;
} else if ( !baseValue ) object[price] = parseFloat(cache[price]);
else object[price] = parseFloat((cache[price] * parseFloat(price)).toFixed(8));
if ( ++count >= max ) break;
}
return object;
},
/**
* Sorts asks
* @param {string} symbol - the object
* @param {int} max - the max number of bids
* @param {string} baseValue - the object
* @return {object} - the object
*/
sortAsks: function(symbol, max = Infinity, baseValue = false) {
let object = {}, count = 0, cache;
if ( typeof symbol === 'object' ) cache = symbol;
else cache = getDepthCache(symbol).asks;
let sorted = Object.keys(cache).sort(function(a, b){return parseFloat(a)-parseFloat(b)});
let cumulative = 0;
for ( let price of sorted ) {
if ( baseValue === 'cumulative' ) {
cumulative+= parseFloat(cache[price]);
object[price] = cumulative;
} else if ( !baseValue ) object[price] = parseFloat(cache[price]);
else object[price] = parseFloat((cache[price] * parseFloat(price)).toFixed(8));
if ( ++count >= max ) break;
}
return object;
},
/**
* Returns the first property of an object
* @param {object} object - the object to get the first member
* @return {string} - the object key
*/
first: function(object) {
return Object.keys(object).shift();
},
/**
* Returns the last property of an object
* @param {object} object - the object to get the first member
* @return {string} - the object key
*/
last: function(object) {
return Object.keys(object).pop();
},
/**
* Returns an array of properties starting at start
* @param {object} object - the object to get the properties form
* @param {int} start - the starting index
* @return {array} - the array of entires
*/
slice: function(object, start = 0) {
return Object.entries(object).slice(start).map(entry => entry[0]);
},
/**
* Gets the minimum key form object
* @param {object} object - the object to get the properties form
* @return {string} - the minimum key
*/
min: function(object) {
return Math.min.apply(Math, Object.keys(object));
},
/**
* Gets the maximum key form object
* @param {object} object - the object to get the properties form
* @return {string} - the minimum key
*/
max: function(object) {
return Math.max.apply(Math, Object.keys(object));
},
/**
* Sets an option fiven a key and value
* @param {string} key - the key to set
* @param {object} value - the value of the key
* @return {undefined}
*/
setOption: function(key, value) {
options[key] = value;
},
/**
* Gets an option fiven a key
* @param {string} key - the key to set
* @return {undefined}
*/
getOption: function(key) {
return options[key];
},
/**
* returns the entire info object
* @return {object} - the info object
*/
getInfo: function() {
return info;
},
/**
* returns the entire options object
* @return {object} - the options object
*/
getOptions: function() {
return options;
},
/**
* Gets an option fiven a key
* @param {object} opt - the object with the class configuration
* @param {function} callback - the callback function
* @return {undefined}
*/