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Minor changes to cleanup code and remove un-required console.log for #14
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 and #15
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Gerard Moroney committed Jan 5, 2018
1 parent 1a05a86 commit fd9c5bf
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Showing 3 changed files with 189 additions and 59 deletions.
66 changes: 62 additions & 4 deletions config/default.json
View file
Original file line number Diff line number Diff line change
Expand Up @@ -300,7 +300,7 @@
{ "symbol": "ZRXBTC" },
{ "symbol": "ZRXETH" }
],
"active": "Y"
"active": "N"
},
{
"name": "hitbtc",
Expand All @@ -324,10 +324,68 @@
"docurl": "https://www.npmjs.com/package/node.bittrex.api",
"wssurl": "Not Available",
"pairs": [
{ "symbol": "BTC-ETH"},
{ "symbol": "BTC-XRP"}
{ "symbol": "BTC-XRP" },
{ "symbol": "BTC-ADA" },
{ "symbol": "BTC-XLM" },
{ "symbol": "BTC-XVG" },
{ "symbol": "BTC-ETH" },
{ "symbol": "BTC-DGB" },
{ "symbol": "BTC-SC" },
{ "symbol": "BTC-BCC" },
{ "symbol": "BTC-LTC" },
{ "symbol": "BTC-XEM" },
{ "symbol": "BTC-SNT" },
{ "symbol": "BTC-ETC" },
{ "symbol": "BTC-NXS" },
{ "symbol": "BTC-RDD" },
{ "symbol": "BTC-NEO" },
{ "symbol": "BTC-NXT" },
{ "symbol": "BTC-QTUM" },
{ "symbol": "BTC-VOX" },
{ "symbol": "BTC-BAY" },
{ "symbol": "BTC-FUN" },
{ "symbol": "BTC-RCN" },
{ "symbol": "BTC-STRAT" },
{ "symbol": "BTC-DOGE" },
{ "symbol": "BTC-PAY" },
{ "symbol": "BTC-OMG" },
{ "symbol": "BTC-STEEM" },
{ "symbol": "BTC-POWR" },
{ "symbol": "BTC-DASH" },
{ "symbol": "BTC-TIX" },
{ "symbol": "BTC-EMC2" },
{ "symbol": "BTC-GEO" },
{ "symbol": "BTC-XMR" },
{ "symbol": "BTC-DYN" },
{ "symbol": "BTC-LSK" },
{ "symbol": "BTC-MTL" },
{ "symbol": "BTC-BTG" },
{ "symbol": "BTC-SALT" },
{ "symbol": "BTC-KMD" },
{ "symbol": "BTC-SPHR" },
{ "symbol": "BTC-GRS" },
{ "symbol": "BTC-TRIG" },
{ "symbol": "BTC-ZCL" },
{ "symbol": "BTC-CFI" },
{ "symbol": "BTC-VTC" },
{ "symbol": "BTC-1ST" },
{ "symbol": "BTC-SYS" },
{ "symbol": "BTC-STORJ" },
{ "symbol": "BTC-WAVES" },
{ "symbol": "BTC-GNT" },
{ "symbol": "BTC-ARK" },
{ "symbol": "BTC-BAT" },
{ "symbol": "BTC-MCO" },
{ "symbol": "BTC-CVC" },
{ "symbol": "BTC-GUP" },
{ "symbol": "BTC-XDN" },
{ "symbol": "BTC-BURST" },
{ "symbol": "BTC-ZEC" },
{ "symbol": "BTC-EDG" },
{ "symbol": "BTC-THC" },
{ "symbol": "BTC-LBC" }
],
"active": "N"
"active": "Y"
},
{
"name": "okex",
Expand Down
110 changes: 55 additions & 55 deletions functions/exchange_functions.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -11,9 +11,7 @@ function processMessages (id,ts,exchange_name,exchange_symbol)
{
msg_time=new Date();
var sysmsg = [];
// for json better to write this to mongo collection or not do at all. Consider dropping ts and using mongo _id perhaps?
var msg_json = { "id": ts, "time": msg_time, "action": "none", "exchange_name": exchange_name, "exchange_symbol": exchange_symbol };
var msg_log = "|ID: " + ts + "|Time: " + msg_time + "|Exchange_Name: " + exchange_name + "|Exchange_Symbol: " + exchange_symbol;
var msg_log = "[ID]=" + ts + "[Time]=" + msg_time + "[Exchange_Name]=" + exchange_name + "[Exchange_Symbol]=" + exchange_symbol;

if ( id == 0 ) {
msg_action = "START_FUNCTION";
Expand All @@ -36,7 +34,7 @@ function processMessages (id,ts,exchange_name,exchange_symbol)
}

msg_json.action = msg_action;
msg_log = msg_log + "|Action: " + msg_action;
msg_log = msg_log + "|Action=" + msg_action;
console.log(msg_log);
}

Expand Down Expand Up @@ -76,18 +74,17 @@ function processBITFINEX(exchange_name,exchange_wss,exchange_symbol)
// Get channel and symbol from response
if ( head == "subscribed" )
{
//console.log( bc_queue, " channelID = ", resp.chanId, " currency = ", resp.pair);
processMessages ('300',ts,exchange_name,exchange_symbol);
} else {
if ( resp[1] == "tu")
{
// Transform message and send to Redis channel named exchange:symbol
var trade = [];
trade.tr_timestamp=new Date(resp[4]*1000);
trade.tr_id=resp[3];
trade.tr_price=resp[5];
trade.tr_amount=resp[6];
trade.tr_side=( tr_amount > 0 ? "buy" : "sell" );
trade.timestamp=new Date(resp[4]*1000);
trade.id=resp[3];
trade.price=resp[5];
trade.amount=resp[6];
trade.side=( tr_amount > 0 ? "buy" : "sell" );
publishRedis(bc_queue,trade);
}
}
Expand Down Expand Up @@ -126,25 +123,23 @@ function processHITBTC(exchange_name,exchange_wss,exchange_symbol)
wss.onmessage = (msg) => {

// parse response and create queue name
//var message = JSON.parse([msg.data]);
var message = JSON.parse(msg.data);

// Get channel and symbol from response
if ( message.method == "snapshotTrades" )
{
//console.log( bc_queue, " currency = ", message.params.symbol);
processMessages ('300',ts,exchange_name,exchange_symbol);
} else {
if ( message.method == "updateTrades")
{
// Transform message and send to Redis channel named exchange:symbol
for ( i = 0; i < message.params.data.length; i++ ) {
var trade = [];
trade.tr_timestamp=message.params.data[i].timestamp;
trade.tr_id=message.params.data[i].id;
trade.tr_price=message.params.data[i].price;
trade.tr_amount=message.params.data[i].amount;
trade.tr_side=message.params.data[i].side;
trade.timestamp=message.params.data[i].timestamp;
trade.id=message.params.data[i].id;
trade.price=message.params.data[i].price;
trade.amount=message.params.data[i].amount;
trade.side=message.params.data[i].side;
publishRedis(bc_queue,trade);
}
}
Expand All @@ -163,7 +158,6 @@ function processGEMINI(exchange_name,exchange_wss,exchange_symbol)
var bc_queue = exchange_name + ':' + exchange_symbol;
const WebSocket = require('ws');
wssurl = exchange_wss + '/' + exchange_symbol;
console.log(wssurl);
const wss = new WebSocket(wssurl);
processMessages ('100',ts,exchange_name,exchange_symbol);

Expand All @@ -174,19 +168,19 @@ function processGEMINI(exchange_name,exchange_wss,exchange_symbol)
var message = JSON.parse([msg.data]);

if (message.socket_sequence == 0 ) {
console.log( bc_queue, " currency = ", exchange_symbol);
processMessages ('300',ts,exchange_name,exchange_symbol);
}
// loop through event and extract trade reco
for ( i = 0; i < message.events.length; i++ )
{
if ( message.events[i].type == 'trade' )
{
var trade = [];
trade.tr_id=message.events[i].tid;
trade.tr_amount=message.events[i].amount;
trade.tr_price=message.events[i].price;
trade.tr_side=( message.events[i+1].side == 'ask' ? 'sell' : 'buy' );
trade.tr_timestamp=new Date(message.timestampms);
trade.id=message.events[i].tid;
trade.amount=message.events[i].amount;
trade.price=message.events[i].price;
trade.side=( message.events[i+1].side == 'ask' ? 'sell' : 'buy' );
trade.timestamp=new Date(message.timestampms);
publishRedis(bc_queue,trade);
}
}
Expand Down Expand Up @@ -240,7 +234,6 @@ function processHUOBIAPI(exchange_name,exchange_wss,exchange_symbol)
{
// Send request to subscribe
var symbol = exchange_symbol.toLowerCase();
console.log("Send: " + symbol);
wss.send(JSON.stringify(
{
"sub": "market." + symbol + ".kline.1min",
Expand All @@ -255,7 +248,7 @@ function processHUOBIAPI(exchange_name,exchange_wss,exchange_symbol)
// Seems to be to do with fact that it is a wrapper but not exactly sure why.
wss.on ('message', (data) => {
{
console.log("Receive message", data);
processMessages ('300',ts,exchange_name,exchange_symbol);
let text = pako.inflate(data, {
to: 'string'
});
Expand All @@ -269,37 +262,45 @@ function processHUOBIAPI(exchange_name,exchange_wss,exchange_symbol)
));
} else if (msg.tick) {
var trade = [];
trade.tr_id="DoNotKnow";
trade.tr_amount=msg.tick.amount;
trade.tr_price=msg.tick.close;
trade.tr_side="DoNotKnow";
trade.tr_timestamp=new Date(msg.ts);
trade.id="DoNotKnow";
trade.amount=msg.tick.amount;
trade.price=msg.tick.close;
trade.side="DoNotKnow";
trade.timestamp=new Date(msg.ts);
publishRedis(bc_queue,trade);
}

}});
}

// Function to subscribe to stream, transform data and publish to Redis from BITTREX
function processBITTREX(exchange_name,exchange_wss,exchange_symbol)
function processBITTREX(exchange_name,exchange_wss,exchange_symbol_list)
{
// Log Message
var ts = Math.round((new Date()).getTime() / 1000);
processMessages ('0',ts,exchange_name,exchange_symbol);
processMessages ('0',ts,exchange_name,'exchange_symbol');

// Define constants
var bc_queue = exchange_name + ':' + exchange_symbol;
var bittrex = require('../node_modules/node.bittrex.api/node.bittrex.api');
processMessages ('120',ts,exchange_name,exchange_symbol);
processMessages ('120',ts,exchange_name,exchange_symbol_list);

bittrex.options({
websockets: {
onConnect: function() {
console.log('Websocket connected');
bittrex.websockets.subscribe(['BTC-ETH','BTC-XRP'], function(data) {
bittrex.websockets.subscribe( exchange_symbol_list, function(data) {
if (data.M === 'updateExchangeState') {
data.A.forEach(function(data_for) {
console.log(data_for);
var bc_queue = exchange_name + ':' + data_for.MarketName;
trade_fills = data_for.Fills;
for ( var i=0; i < trade_fills.length; i++ ) {
var trade = [];
trade.side = trade_fills[i].OrderType;
trade.timestamp = trade_fills[i].TimeStamp;
trade.price = trade_fills[i].Rate;
trade.amount = trade_fills[i].Quantity;
trade.id = 'NotProvided';
publishRedis(bc_queue,trade);
}
});
}
});
Expand Down Expand Up @@ -354,7 +355,7 @@ function processOKEX(exchange_name,exchange_wss,exchange_symbol)
if ( resp_channel == "addChannel" )
{
// Output channel name if first record
console.log( bc_queue, " channel name = ", channelName );
processMessages ('300',ts,exchange_name,exchange_symbol);
} else if ( resp_channel == channelName )
{
// parse record for data and submit to redis
Expand All @@ -364,21 +365,20 @@ function processOKEX(exchange_name,exchange_wss,exchange_symbol)
// Have used this routine to convert time to GMT; it assumes source also has daylight saving time.
// This is not the best way to do it so will need to be revisited sometime.
var trade = [];

var tr_ts=records[i][3].split(":");
var tr_th=Number(tr_ts[0]) + 16;
tr_th=( tr_th > 23 ? tr_th = tr_th - 24 : tr_th );
var tr_d=moment().format("YYYY/MM/DD");
trade.tr_timestamp = new Date(tr_d + " " + tr_th + ":" + tr_ts[1] + ":" + tr_ts[2]);
trade.tr_id=records[i][0];
trade.tr_price=records[i][1];
trade.tr_amount=records[i][2];
trade.timestamp = new Date(tr_d + " " + tr_th + ":" + tr_ts[1] + ":" + tr_ts[2]);
trade.id=records[i][0];
trade.price=records[i][1];
trade.amount=records[i][2];
// https://tinyurl.com/ydet9asx
// The ask price is what sellers are willing to take for it.
// - if you are selling a stock, you are going to get the bid price,
// - if you are buying a stock you are going to get the ask price.
// not sure if what below is correct. Need to recheck
trade.tr_side=( records[i][4] == "ask" ? "buy" : "sell" );
trade.side=( records[i][4] == "ask" ? "buy" : "sell" );
publishRedis(bc_queue,trade);
}
} else {
Expand Down Expand Up @@ -423,12 +423,12 @@ function processGDAX(exchange_name,exchange_wss,exchange_symbol)
// filtering on 'match' as this is only JSON document that seems to have all fields
if (resp.type == 'match') {
var trade = [];
trade.tr_timestamp = resp.time;
trade.tr_id = resp.trade_id;
trade.tr_price = resp.price;
trade.timestamp = resp.time;
trade.id = resp.trade_id;
trade.price = resp.price;
// not sure if size is amount but was nearest match
trade.tr_amount = resp.size;
trade.tr_side = resp.side;
trade.amount = resp.size;
trade.side = resp.side;
publishRedis(bc_queue,trade);
}
};
Expand All @@ -452,11 +452,11 @@ function processBITSTAMP(exchange_name,exchange_wss,exchange_symbol)
socket.bind_all ( function(data)
{
var trade = [];
trade.tr_id = data.id;
trade.tr_amount = data.amount;
trade.tr_price = data.price;
trade.tr_side=( data.type == "0" ? "buy" : "sell" );
trade.tr_timestamp = new Date(data.timestamp * 1000 );
trade.id = data.id;
trade.amount = data.amount;
trade.price = data.price;
trade.side=( data.type == "0" ? "buy" : "sell" );
trade.timestamp = new Date(data.timestamp * 1000 );
publishRedis(bc_queue,trade);
});
}
Expand Down
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