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deribit.js
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deribit.js
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import Exchange from '../services/exchange'
class Deribit extends Exchange {
constructor(options) {
super(options)
this.id = 'deribit'
this.endpoints = {
PRODUCTS: 'https://www.deribit.com/api/v1/public/getinstruments'
}
this.options = Object.assign(
{
url: () => {
return `wss://www.deribit.com/ws/api/v2`
}
},
this.options
)
this.initialize()
}
connect() {
const validation = super.connect()
if (!validation) return Promise.reject()
else if (validation instanceof Promise) return validation
return new Promise((resolve, reject) => {
this.api = new WebSocket(this.getUrl())
this.api.onmessage = event => this.queueTrades(this.formatLiveTrades(JSON.parse(event.data)))
this.api.onopen = e => {
this.api.send(
JSON.stringify({
method: 'public/subscribe',
params: {
channels: ['trades.' + this.pair + '.raw']
}
})
)
this.keepalive = setInterval(() => {
this.api.send(
JSON.stringify({
method: 'public/ping'
})
)
}, 60000)
this.emitOpen(e)
resolve()
}
this.api.onclose = event => {
this.emitClose(event)
clearInterval(this.keepalive)
}
this.api.onerror = () => {
this.emitError({ message: `${this.id} disconnected` })
reject()
}
})
}
disconnect() {
if (!super.disconnect()) return
if (this.api && this.api.readyState < 2) {
this.api.close()
}
}
formatLiveTrades(json) {
if (!json.params || !json.params.data || !json.params.data.length) {
return
}
return json.params.data.map(a => {
const trade = {
exchange: this.id,
timestamp: +a.timestamp,
price: +a.price,
size: a.amount / a.price,
side: a.direction
}
if (a.liquidation) {
trade.liquidation = true
}
return trade
})
}
formatProducts(data) {
return data.result.reduce((output, product) => {
output[product.settlement === 'perpetual' ? product.baseCurrency + product.currency : product.instrumentName] = product.instrumentName
return output
}, {})
}
}
export default Deribit