@icgio/icg-exchanges-wrapper 1.9.164 → 1.9.166

package/middleware/orders.js

@@ -104,6 +104,7 @@ module.exports = class Orders {
           query_order: 10 * 1000,
           rates: 1 * 1000,
           market_history: 2 * 1000,
+          ohlcv: 10 * 60 * 1000,
         }
       } else {
         this.interval_dict[exchange].balances = this.interval_dict[exchange].balances || 10 * 1000
@@ -113,6 +114,7 @@ module.exports = class Orders {
         this.interval_dict[exchange].query_order = this.interval_dict[exchange].query_order || 10 * 1000
         this.interval_dict[exchange].rates = this.interval_dict[exchange].rates || 1 * 1000
         this.interval_dict[exchange].market_history = this.interval_dict[exchange].market_history || 2 * 1000
+        this.interval_dict[exchange].ohlcv = this.interval_dict[exchange].ohlcv || 10 * 60 * 1000
       }
     }
     for (let exchange in this.exchange_basecur_curs_rates_only) {
@@ -125,6 +127,7 @@ module.exports = class Orders {
     this.query_order = {}
     this.rates = {}
     this.market_history = {}
+    this.ohlcv = {}
     this.cmc_rates = {}
     this.rates_combined_all = {}
     this.rates_combined_all_with_buy_sell_limits_against_reserve_balance = {}
@@ -143,6 +146,7 @@ module.exports = class Orders {
       query_order_check: false,
       rates_check: true,
       market_history_check: true,
+      ohlcv_check: false,
       cmc_rates_check: true,
     }
     this.info_log = (...args) => {
@@ -173,6 +177,9 @@ module.exports = class Orders {
     if (this.enabled.market_history_check) {
       this.check_market_history()
     }
+    if (this.enabled.ohlcv_check) {
+      this.check_ohlcv()
+    }
     if (this.enabled.cmc_rates_check) {
       this.check_cmc_rates(this.cmc_curs, 'curs')
     }
@@ -1265,7 +1272,7 @@ module.exports = class Orders {
   check_market_history() {
     let market_history_handler = (exchange, pair, res) => {
       if (res.success) {
-        _.set(this.market_history, [exchange, pair], Object.assign(res.body, { update_time: new Date() }))
+        _.set(this.market_history, [exchange, pair], { data: res.body, update_time: new Date() })
       } else if (_.get(this.market_history, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].market_history) {
         this.info_log('%s %s market_history expired: %j', exchange, pair, res)
         this.market_history[exchange] = _.omit(this.market_history[exchange], [pair])
@@ -1300,6 +1307,36 @@ module.exports = class Orders {
     }
     get_market_history(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
+  check_ohlcv() {
+    let ohlcv_handler = (exchange, pair, res) => {
+      if (res.success) {
+        _.set(this.ohlcv, [exchange, pair], { data: res.body, update_time: new Date() })
+      } else if (_.get(this.ohlcv, [exchange, pair, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].ohlcv) {
+        this.info_log('%s %s ohlcv expired: %j', exchange, pair, res)
+        this.ohlcv[exchange] = _.omit(this.ohlcv[exchange], [pair])
+      }
+    }
+    const OHLCV_DEFAULT_PAST_HOURS = 24
+    let get_ohlcv = (Exchanges, exchange_pairs, interval_dict) => {
+      for (let exchange in Exchanges) {
+        for (let pair of exchange_pairs[exchange]) {
+          if (Exchanges[exchange].ohlcv) {
+            let ohlcv_from_timetamp = new Date().floorHours(1).addHours(-OHLCV_DEFAULT_PAST_HOURS)
+            let ohlcv_to_timestamp = new Date().floorHours(1)
+            Exchanges[exchange].ohlcv(pair, ohlcv_from_timetamp, ohlcv_to_timestamp, (res) => {
+              ohlcv_handler(exchange, pair, res)
+            })
+            setInterval(() => {
+              Exchanges[exchange].ohlcv(pair, ohlcv_from_timetamp, ohlcv_to_timestamp, (res) => {
+                ohlcv_handler(exchange, pair, res)
+              })
+            }, interval_dict[exchange].ohlcv)
+          }
+        }
+      }
+    }
+    get_ohlcv(this.Exchanges, this.exchange_pairs, this.interval_dict)
+  }
   check_cmc_rates(data, type) {
     let check_cmc_rates_base = (data) => {
       get_coinmarketcap_rates(

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.164",
+  "version": "1.9.166",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,8 +17,8 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.27.114",
-    "@icgio/icg-exchanges-data": "^1.6.59",
+    "@icgio/icg-exchanges": "^1.27.116",
+    "@icgio/icg-exchanges-data": "^1.6.60",
     "@icgio/icg-utils": "^1.7.37",
     "influx": "^5.7.0",
     "lodash": "^4.17.20",