/
node-binance-api.js
3137 lines (2947 loc) · 134 KB
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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
* ============================================================
* @module jaggedsoft/node-binance-api
* @return {object} instance to class object */
let api = function Binance() {
let Binance = this; // eslint-disable-line consistent-this
'use strict'; // eslint-disable-line no-unused-expressions
const WebSocket = require( 'ws' );
const request = require( 'request' );
const crypto = require( 'crypto' );
const file = require( 'fs' );
const url = require( 'url' );
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 sapi = 'https://api.binance.com/sapi/';
const fapi = 'https://fapi.binance.com/fapi/';
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';
Binance.subscriptions = {};
Binance.depthCache = {};
Binance.depthCacheContext = {};
Binance.ohlcLatest = {};
Binance.klineQueue = {};
Binance.ohlc = {};
const default_options = {
recvWindow: 5000,
useServerTime: false,
reconnect: true,
verbose: false,
test: false,
log: function ( ...args ) {
console.log( Array.prototype.slice.call( args ) );
}
};
Binance.options = default_options;
Binance.info = { timeOffset: 0 };
Binance.socketHeartbeatInterval = null;
/**
* Replaces socks connection uri hostname with IP address
* @param {string} connString - socks connection string
* @return {string} modified string with ip address
*/
const proxyReplacewithIp = connString => {
return connString;
}
/**
* Returns an array in the form of [host, port]
* @param {string} connString - connection string
* @return {array} array of host and port
*/
const parseProxy = 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 object is iterable
* @param {object} obj - The object check
* @return {boolean} true or false is iterable
*/
const isIterable = obj => {
if ( obj === null ) return false;
return typeof obj[Symbol.iterator] === 'function';
}
const addProxy = opt => {
if ( Binance.options.proxy ) {
const proxyauth = Binance.options.proxy.auth ? `${Binance.options.proxy.auth.username}:${Binance.options.proxy.auth.password}@` : '';
opt.proxy = `http://${proxyauth}${Binance.options.proxy.host}:${Binance.options.proxy.port}`;
}
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: Binance.options.recvWindow,
headers: {
'User-Agent': userAgent,
'Content-type': contentType,
'X-MBX-APIKEY': key || ''
}
} )
const reqObjPOST = ( url, data = {}, method = 'POST', key ) => ( {
url: url,
form: data,
method: method,
timeout: Binance.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 = ( url, data = {}, callback, method = 'GET' ) => {
let opt = reqObj( url, data, method );
proxyRequest( opt, callback );
};
const makeQueryString = q => Object.keys( q ).reduce( ( a,k )=>{
if (q[k] !== undefined) {
a.push( k+'='+encodeURIComponent( q[k] ) )
}
return a
}, []).join( '&' );
/**
* 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 = ( url, data = {}, callback, method = 'GET' ) => {
if ( !Binance.options.APIKEY ) throw Error( 'apiRequest: Invalid API Key' );
let opt = reqObj(
url,
data,
method,
Binance.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 = ( url, data = {}, callback, method = 'GET' ) => {
if ( !Binance.options.APIKEY ) throw Error( 'apiRequest: Invalid API Key' );
let query = makeQueryString( data );
let opt = reqObj(
url + ( query ? '?' + query : '' ),
data,
method,
Binance.options.APIKEY
);
proxyRequest( opt, callback );
};
/**
* Create a signed http 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
* @param {boolean} noDataInSignature - Prevents data from being added to signature
* @return {undefined}
*/
const signedRequest = ( url, data = {}, callback, method = 'GET', noDataInSignature = false ) => {
if ( !Binance.options.APIKEY ) throw Error( 'apiRequest: Invalid API Key' );
if ( !Binance.options.APISECRET ) throw Error( 'signedRequest: Invalid API Secret' );
data.timestamp = new Date().getTime() + Binance.info.timeOffset;
if ( typeof data.recvWindow === 'undefined' ) data.recvWindow = Binance.options.recvWindow;
let query = method === 'POST' && noDataInSignature ? '' : makeQueryString( data );
let signature = crypto.createHmac( 'sha256', Binance.options.APISECRET ).update( query ).digest( 'hex' ); // set the HMAC hash header
if ( method === 'POST' ) {
let opt = reqObjPOST(
url + '?signature=' + signature,
data,
method,
Binance.options.APIKEY
);
proxyRequest( opt, callback );
} else {
let opt = reqObj(
url + '?' + query + '&signature=' + signature,
data,
method,
Binance.options.APIKEY
);
proxyRequest( opt, callback );
}
};
/**
* Create a signed http request
* @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 = ( side, symbol, quantity, price, flags = {}, callback = false ) => {
let endpoint = flags.type === 'OCO' ? 'v3/order/oco' : 'v3/order';
if ( Binance.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;
if ( opt.type !== 'LIMIT_MAKER' ) {
opt.timeInForce = 'GTC';
}
}
if ( opt.type === 'OCO' ) {
opt.price = price;
opt.stopLimitPrice = flags.stopLimitPrice;
opt.stopLimitTimeInForce = 'GTC';
delete opt.type;
}
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, ( error, response ) => {
if ( !response ) {
if ( callback ) callback( error, response );
else Binance.options.log( 'Order() error:', error );
return;
}
if ( typeof response.msg !== 'undefined' && response.msg === 'Filter failure: MIN_NOTIONAL' ) {
Binance.options.log( 'Order quantity too small. See exchangeInfo() for minimum amounts' );
}
if ( callback ) callback( error, response );
else Binance.options.log( side + '(' + symbol + ',' + quantity + ',' + price + ') ', response );
}, 'POST' );
};
/**
* Create a signed http request
* @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 marginOrder = ( side, symbol, quantity, price, flags = {}, callback = false ) => {
let endpoint = 'v1/margin/order';
if ( Binance.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;
if ( opt.type !== 'LIMIT_MAKER' ) {
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
*/
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( sapi + endpoint, opt, function ( error, response ) {
if ( !response ) {
if ( callback ) callback( error, response );
else Binance.options.log( 'Order() error:', error );
return;
}
if ( typeof response.msg !== 'undefined' && response.msg === 'Filter failure: MIN_NOTIONAL' ) {
Binance.options.log( 'Order quantity too small. See exchangeInfo() for minimum amounts' );
}
if ( callback ) callback( error, response );
else Binance.options.log( side + '(' + symbol + ',' + quantity + ',' + price + ') ', response );
}, 'POST' );
};
// Futures internal functions
const futuresOrder = async ( side, symbol, quantity, price = false, params = {} ) => {
params.symbol = symbol;
params.side = side;
params.quantity = quantity;
// LIMIT STOP MARKET STOP_MARKET TAKE_PROFIT TAKE_PROFIT_MARKET
// reduceOnly stopPrice
if ( price ) {
params.price = price;
if ( typeof params.type === 'undefined' ) params.type = 'LIMIT';
} else {
if ( typeof params.type === 'undefined' ) params.type = 'MARKET';
}
if ( params.type.includes( 'LIMIT' ) || params.type === 'STOP' || params.type === 'TAKE_PROFIT' ) params.timeInForce = 'GTC';
return promiseRequest( 'v1/order', params, {base:fapi, type:'TRADE', method:'POST'} );
};
const promiseRequest = async ( url, data = {}, flags = {} ) => {
return new Promise( ( resolve, reject ) => {
let query = '', headers = {
'User-Agent': userAgent,
'Content-type': 'application/x-www-form-urlencoded'
};
if ( typeof flags.method === 'undefined' ) flags.method = 'GET'; // GET POST PUT DELETE
if ( typeof flags.type === 'undefined' ) flags.type = false; // TRADE, SIGNED, MARKET_DATA, USER_DATA, USER_STREAM
else {
if ( typeof data.recvWindow === 'undefined' ) data.recvWindow = Binance.options.recvWindow;
headers['X-MBX-APIKEY'] = Binance.options.APIKEY;
if ( !Binance.options.APIKEY ) return reject( 'Invalid API Key' );
}
let baseURL = typeof flags.base === 'undefined' ? base : flags.base;
let opt = {
headers,
url: baseURL + url,
method: flags.method,
timeout: Binance.options.recvWindow,
followAllRedirects: true
};
if ( flags.type === 'SIGNED' || flags.type === 'TRADE' || flags.type === 'USER_DATA' ) {
if ( !Binance.options.APISECRET ) return reject( 'Invalid API Secret' );
data.timestamp = new Date().getTime() + Binance.info.timeOffset;
query = makeQueryString( data );
data.signature = crypto.createHmac( 'sha256', Binance.options.APISECRET ).update( query ).digest( 'hex' ); // HMAC hash header
opt.url = `${baseURL}${url}?${query}&signature=${data.signature}`;
}
opt.qs = data;
/*if ( flags.method === 'POST' ) {
opt.form = data;
} else {
opt.qs = data;
}*/
request( addProxy( opt ), ( error, response, body ) => {
if ( error ) return reject( error );
if ( !error && response.statusCode == 200 ) return resolve( JSON.parse( body ) );
if ( typeof response.body !== 'undefined' ) return resolve( JSON.parse( response.body ) );
return reject( response );
} );
} );
};
/**
* No-operation function
* @return {undefined}
*/
const noop = () => {
// Do nothing
};
/**
* Reworked Tuitio's heartbeat code into a shared single interval tick
* @return {undefined}
*/
const socketHeartbeat = () => {
/* Sockets removed from `subscriptions` during a manual terminate()
will no longer be at risk of having functions called on them */
for ( let endpointId in Binance.subscriptions ) {
const ws = Binance.subscriptions[endpointId];
if ( ws.isAlive ) {
ws.isAlive = false;
if ( ws.readyState === WebSocket.OPEN ) ws.ping( noop );
} else {
if ( Binance.options.verbose ) Binance.options.log( 'Terminating inactive/broken WebSocket: ' + ws.endpoint );
if ( ws.readyState === WebSocket.OPEN ) ws.terminate();
}
}
};
/**
* Called when socket is opened, subscriptions 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( Binance.subscriptions ).length === 0 ) {
Binance.socketHeartbeatInterval = setInterval( socketHeartbeat, 30000 );
}
Binance.subscriptions[this.endpoint] = this;
if ( typeof opened_callback === 'function' ) opened_callback( this.endpoint );
};
/**
* Called when socket is closed, subscriptions are de-registered 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 Binance.subscriptions[this.endpoint];
if ( Binance.subscriptions && Object.keys( Binance.subscriptions ).length === 0 ) {
clearInterval( Binance.socketHeartbeatInterval );
}
Binance.options.log( 'WebSocket closed: ' + this.endpoint +
( code ? ' (' + code + ')' : '' ) +
( reason ? ' ' + reason : '' ) );
if ( Binance.options.reconnect && this.reconnect && reconnect ) {
if ( this.endpoint && parseInt( this.endpoint.length, 10 ) === 60 ) Binance.options.log( 'Account data WebSocket reconnecting...' );
else Binance.options.log( 'WebSocket reconnecting: ' + this.endpoint + '...' );
try {
reconnect();
} catch ( error ) {
Binance.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 */
Binance.options.log( 'WebSocket error: ' + this.endpoint +
( error.code ? ' (' + error.code + ')' : '' ) +
( error.message ? ' ' + error.message : '' ) );
};
/**
* Called on each socket heartbeat
* @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 call when information is received
* @param {boolean} reconnect - whether to reconnect on disconnect
* @param {object} opened_callback - the function to call 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 ( Binance.options.verbose ) Binance.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 ( Binance.options.verbose ) Binance.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 ( Binance.options.verbose ) Binance.options.log( 'Subscribed to ' + endpoint );
ws.reconnect = Binance.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', data => {
try {
callback( JSON.parse( data ) );
} catch ( error ) {
Binance.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 call when information is received
* @param {boolean} reconnect - whether to reconnect on disconnect
* @param {object} opened_callback - the function to call 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 ( Binance.options.verbose ) Binance.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 ( Binance.options.verbose ) Binance.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 = Binance.options.reconnect;
ws.endpoint = stringHash( queryParams );
ws.isAlive = false;
if ( Binance.options.verbose ) {
Binance.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', data => {
try {
callback( JSON.parse( data ).data );
} catch ( error ) {
Binance.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 = Binance.subscriptions[endpoint];
if ( !ws ) return;
ws.removeAllListeners( 'message' );
ws.reconnect = reconnect;
ws.terminate();
}
/**
* Used as part of the user data websockets callback
* @param {object} data - user data callback data type
* @return {undefined}
*/
const userDataHandler = data => {
let type = data.e;
if ( type === 'outboundAccountInfo' ) {
Binance.options.balance_callback( data );
} else if ( type === 'executionReport' ) {
if ( Binance.options.execution_callback ) Binance.options.execution_callback( data );
} else if ( type === 'listStatus' ) {
if ( Binance.options.list_status_callback ) Binance.options.list_status_callback( data );
} else if ( type === 'outboundAccountPosition' ) {
// TODO: Does this mean something?
} else {
Binance.options.log( 'Unexpected userData: ' + type );
}
};
/**
* Used as part of the user data websockets callback
* @param {object} data - user data callback data type
* @return {undefined}
*/
const userMarginDataHandler = data => {
let type = data.e;
if ( type === 'outboundAccountInfo' ) {
Binance.options.margin_balance_callback( data );
} else if ( type === 'executionReport' ) {
if ( Binance.options.margin_execution_callback ) Binance.options.margin_execution_callback( data );
} else if ( type === 'listStatus' ) {
if ( Binance.options.margin_list_status_callback ) Binance.options.margin_list_status_callback( data );
} else if ( type === 'outboundAccountPosition' ) {
// TODO: Does this mean something?
} else {
Binance.options.log( 'Unexpected userMarginData: ' + type );
}
};
/**
* Converts the previous day stream into friendly object
* @param {object} data - user data callback data type
* @return {object} - user friendly data type
*/
const prevDayConvertData = data => {
let convertData = data => {
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;
return {
eventType,
eventTime,
symbol,
priceChange,
percentChange,
averagePrice,
prevClose,
close,
closeQty,
bestBid,
bestBidQty,
bestAsk,
bestAskQty,
open,
high,
low,
volume,
quoteVolume,
openTime,
closeTime,
firstTradeId,
lastTradeId,
numTrades
};
}
if ( Array.isArray( data ) ) {
const result = [];
for ( let obj of data ) {
let converted = convertData( obj );
result.push( converted );
}
return result;
// eslint-disable-next-line no-else-return
} else {
return convertData( data );
}
}
/**
* Parses the previous day stream and calls the user callback with friendly object
* @param {object} data - user data callback data type
* @param {function} callback - user data callback data type
* @return {undefined}
*/
const prevDayStreamHandler = ( data, callback ) => {
const converted = prevDayConvertData( data );
callback( null, converted );
};
/**
* Gets the price of a given symbol or symbols
* @param {array} data - array of symbols
* @return {array} - symbols with their current prices
*/
const priceData = ( 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 = 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 = data => {
let balances = {};
if ( typeof data === 'undefined' ) return {};
if ( typeof data.balances === 'undefined' ) {
Binance.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 = ( 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;
Binance.ohlc[symbol][interval][time] = { open: open, high: high, low: low, close: close, volume: volume };
last_time = time;
}
Binance.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 = ( symbol, interval ) => {
let output = Binance.ohlc[symbol][interval];
if ( typeof Binance.ohlcLatest[symbol][interval].time === 'undefined' ) return output;
const time = Binance.ohlcLatest[symbol][interval].time;
const last_updated = Object.keys( Binance.ohlc[symbol][interval] ).pop();
if ( time >= last_updated ) {
output[time] = Binance.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 = ( 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 Binance.ohlcLatest[symbol][interval].time !== 'undefined' ) {
if ( Binance.ohlcLatest[symbol][interval].time > time ) return;
}
Binance.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( Binance.ohlc[symbol][interval] ).shift();
if ( first_updated ) delete Binance.ohlc[symbol][interval][first_updated];
Binance.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 = 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 = depth => {
let symbol = depth.s, obj;
let context = Binance.depthCacheContext[symbol];
let updateDepthCache = () => {
Binance.depthCache[symbol].eventTime = depth.E;
for ( obj of depth.b ) { //bids
if ( obj[1] === '0.00000000' ) {
delete Binance.depthCache[symbol].bids[obj[0]];
} else {
Binance.depthCache[symbol].bids[obj[0]] = parseFloat( obj[1] );
}
}
for ( obj of depth.a ) { //asks
if ( obj[1] === '0.00000000' ) {
delete Binance.depthCache[symbol].asks[obj[0]];
} else {
Binance.depthCache[symbol].asks[obj[0]] = parseFloat( obj[1] );
}
}
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 ( Binance.options.verbose ) Binance.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 ( Binance.options.verbose ) Binance.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 = symbol => {
if ( typeof Binance.depthCache[symbol] === 'undefined' ) return { bids: {}, asks: {} };
return Binance.depthCache[symbol];
};
/**
* Calculate Buy/Sell volume from DepthCache
* @param {string} symbol - the symbol to fetch
* @return {object} - the depth volume cache object
*/
const depthVolume = 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
* @param {array} array - the array to check
* @return {boolean} - true or false
*/
const isArrayUnique = 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: symbol => {
return getDepthCache( symbol );
},
/**
* Gets depth volume for given symbol
* @param {symbol} symbol - get depch volume for this symbol
* @return {object} - object
*/
depthVolume: symbol => {
return depthVolume( symbol );
},
/**
* Count decimal places
* @param {float} float - get the price precision point
* @return {int} - number of place
*/
getPrecision: function ( float ) {
if ( !float || Number.isInteger( float ) ) return 0;
return float.toString().split( '.' )[1].length || 0;
},
/**
* rounds number with given step
* @param {float} qty - quantity to round
* @param {float} stepSize - stepSize as specified by exchangeInfo
* @return {float} - number
*/
roundStep: function ( qty, stepSize ) {
// Integers do not require rounding
if ( Number.isInteger( qty ) ) return qty;
const qtyString = qty.toFixed( 16 );
const desiredDecimals = Math.max( stepSize.indexOf( '1' ) - 1, 0 );
const decimalIndex = qtyString.indexOf( '.' );
return parseFloat( qtyString.slice( 0, decimalIndex + desiredDecimals + 1 ) );
},
/**
* rounds price to required precision