btc-api-node 1.12.7

package/lib/models/alert.js

@@ -0,0 +1,25 @@
+'use strict'
+
+const Model = require('../model')
+
+class Alert extends Model {
+  serialize () {
+    return [
+      this.key,
+      this.type,
+      this.symbol,
+      this.price
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      key: arr[0],
+      type: arr[1],
+      symbol: arr[2],
+      price: arr[3]
+    }
+  }
+}
+
+module.exports = Alert

package/lib/models/balance_info.js

@@ -0,0 +1,21 @@
+'use strict'
+
+const Model = require('../model')
+
+class BalanceInfo extends Model {
+  serialize () {
+    return [
+      this.amount,
+      this.amountNet
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      amount: arr[0],
+      amountNet: arr[1]
+    }
+  }
+}
+
+module.exports = BalanceInfo

package/lib/models/candle.js

@@ -0,0 +1,33 @@
+'use strict'
+
+const Model = require('../model')
+
+class Candle extends Model {
+  serialize () {
+    return [
+      this.mts,
+      this.open,
+      this.close,
+      this.high,
+      this.low,
+      this.volume
+    ]
+  }
+
+  static unserialize (arr) {
+    if (Array.isArray(arr[0])) {
+      return arr.map(candle => Candle.unserialize(candle))
+    }
+
+    return {
+      mts: arr[0],
+      open: arr[1],
+      close: arr[2],
+      high: arr[3],
+      low: arr[4],
+      volume: arr[5]
+    }
+  }
+}
+
+module.exports = Candle

package/lib/models/funding_credit.js

@@ -0,0 +1,61 @@
+'use strict'
+
+const Model = require('../model')
+
+class FundingCredit extends Model {
+  serialize () {
+    return [
+      this.id,
+      this.symbol,
+      this.side,
+      this.mtsCreate,
+      this.mtsUpdate,
+      this.amount,
+      this.flags,
+      this.status,
+      this.rate,
+      this.period,
+      this.mtsOpening,
+      this.mtsLastPayout,
+      this.notify ? 1 : 0,
+      this.hidden ? 1 : 0,
+      this.insure ? 1 : 0,
+      this.renew ? 1 : 0,
+      this.rateReal,
+      this.noClose ? 1 : 0,
+      this.positionPair
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      id: arr[0],
+      symbol: arr[1],
+      side: arr[2],
+      mtsCreate: arr[3],
+      mtsUpdate: arr[4],
+      amount: arr[5],
+      flags: arr[6],
+      status: arr[7],
+      rate: arr[8],
+      period: arr[9],
+      mtsOpening: arr[10],
+      mtsLastPayout: arr[11],
+      notify: arr[12] === 1,
+      hidden: arr[13] === 1,
+      insure: arr[14] === 1,
+      renew: arr[15] === 1,
+      rateReal: arr[16],
+      noClose: arr[17] === 1,
+      positionPair: arr[18]
+    }
+  }
+}
+
+FundingCredit.status = {}
+const statuses = ['ACTIVE', 'EXECUTED', 'PARTIALLY FILLED', 'CANCELLED']
+statuses.forEach((s) => {
+  FundingCredit.status[s.split(' ').join('_')] = s
+})
+
+module.exports = FundingCredit

package/lib/models/funding_info.js

@@ -0,0 +1,16 @@
+'use strict'
+
+const Model = require('../model')
+
+// TODO: documentation isn't clear, check it on the wire
+class FundingInfo extends Model {
+  serialize () {
+    throw new Error('unimplemented')
+  }
+
+  static unserialize (arr) {
+    throw new Error('unimplemented')
+  }
+}
+
+module.exports = FundingInfo

package/lib/models/funding_loan.js

@@ -0,0 +1,64 @@
+'use strict'
+
+const Model = require('../model')
+
+class FundingLoan extends Model {
+  serialize () {
+    return [
+      this.id,
+      this.symbol,
+      this.side,
+      this.mtsCreate,
+      this.mtsUpdate,
+      this.amount,
+      this.flags,
+      this.status,
+      this.rate,
+      this.period,
+      this.mtsOpening,
+      this.mtsLastPayout,
+      this.notify ? 1 : 0,
+      this.hidden ? 1 : 0,
+      this.insure ? 1 : 0,
+      this.renew ? 1 : 0,
+      this.rateReal,
+      this.noClose ? 1 : 0
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      id: arr[0],
+      symbol: arr[1],
+      side: arr[2],
+      mtsCreate: arr[3],
+      mtsUpdate: arr[4],
+      amount: arr[5],
+      flags: arr[6],
+      status: arr[7],
+      rate: arr[8],
+      period: arr[9],
+      mtsOpening: arr[10],
+      mtsLastPayout: arr[11],
+      notify: arr[12] === 1,
+      hidden: arr[13] === 1,
+      insure: arr[14] === 1,
+      renew: arr[15] === 1,
+      rateReal: arr[16],
+      noClose: arr[17] === 1
+    }
+  }
+}
+
+FundingLoan.status = {}
+FundingLoan.side = { // TODO: enquire about case sensitivity
+  LEND: 'Lend',
+  LOAN: 'Loan'
+}
+
+const statuses = ['ACTIVE', 'EXECUTED', 'PARTIALLY FILLED', 'CANCELLED']
+statuses.forEach((s) => {
+  FundingLoan.status[s.split(' ').join('_')] = s
+})
+
+module.exports = FundingLoan

package/lib/models/funding_offer.js

@@ -0,0 +1,60 @@
+'use strict'
+
+const Model = require('../model')
+
+class FundingOffer extends Model {
+  serialize () {
+    return [
+      this.id,
+      this.symbol,
+      this.mtsCreate,
+      this.mtsUpdate,
+      this.amount,
+      this.amountOrig,
+      this.type,
+      this.flags,
+      this.status,
+      this.rate,
+      this.period,
+      this.notify ? 1 : 0,
+      this.hidden ? 1 : 0,
+      this.insure ? 1 : 0,
+      this.renew ? 1 : 0,
+      this.rateReal
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      id: arr[0],
+      symbol: arr[1],
+      mtsCreate: arr[2],
+      mtsUpdate: arr[3],
+      amount: arr[4],
+      amountOrig: arr[5],
+      type: arr[6],
+      flags: arr[7],
+      status: arr[8],
+      rate: arr[9],
+      period: arr[10],
+      notify: arr[11] === 1,
+      hidden: arr[12] === 1,
+      insure: arr[13] === 1,
+      renew: arr[14] === 1,
+      rateReal: arr[15]
+    }
+  }
+}
+
+FundingOffer.status = {}
+FundingOffer.type = { // TODO: enquire about case sensitivity
+  LEND: 'lend',
+  LOAN: 'loan'
+}
+
+const statuses = ['ACTIVE', 'EXECUTED', 'PARTIALLY FILLED', 'CANCELLED']
+statuses.forEach((s) => {
+  FundingOffer.status[s.split(' ').join('_')] = s
+})
+
+module.exports = FundingOffer

package/lib/models/funding_trade.js

@@ -0,0 +1,33 @@
+'use strict'
+
+const Model = require('../model')
+
+class FundingTrade extends Model {
+  serialize () {
+    return [
+      this.id,
+      this.symbol,
+      this.mtsCreate,
+      this.offerID,
+      this.amount,
+      this.rate,
+      this.period,
+      this.maker // TODO: {0,1} or something else?
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      id: arr[0],
+      symbol: arr[1],
+      mtsCreate: arr[2],
+      offerID: arr[3],
+      amount: arr[4],
+      rate: arr[5],
+      period: arr[6],
+      maker: arr[7]
+    }
+  }
+}
+
+module.exports = FundingTrade

package/lib/models/index.js

@@ -0,0 +1,23 @@
+'use strict'
+
+const models = {
+  OrderBook: require('./order_book'),
+  BalanceInfo: require('./balance_info'),
+  FundingCredit: require('./funding_credit'),
+  FundingInfo: require('./funding_info'),
+  FundingLoan: require('./funding_loan'),
+  FundingOffer: require('./funding_offer'),
+  FundingTrade: require('./funding_trade'),
+  MarginInfo: require('./margin_info'),
+  Notification: require('./notification'),
+  Order: require('./order'),
+  Position: require('./position'),
+  Trade: require('./trade'),
+  Wallet: require('./wallet'),
+  Alert: require('./alert'),
+  Tick: require('./tick'),
+  TradeTick: require('./trade_tick'),
+  Candle: require('./candle')
+}
+
+module.exports = models

package/lib/models/margin_info.js

@@ -0,0 +1,29 @@
+'use strict'
+
+const Model = require('../model')
+
+class MarginInfo extends Model {
+  serialize () {
+    return [
+      this.userPL,
+      this.userSwaps,
+      this.symbol,
+      this.tradeableBalance,
+      this.marginBalance,
+      this.marginNet
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      userPL: arr[0],
+      userSwaps: arr[1],
+      symbol: arr[2],
+      tradeableBalance: arr[3],
+      marginBalance: arr[4],
+      marginNet: arr[5]
+    }
+  }
+}
+
+module.exports = MarginInfo

package/lib/models/notification.js

@@ -0,0 +1,31 @@
+'use strict'
+
+const Model = require('../model')
+
+class Notification extends Model {
+  serialize () {
+    return [
+      this.mts,
+      this.type,
+      this.messageID,
+      this.notifyInfo,
+      this.code,
+      this.status,
+      this.text
+    ]
+  }
+
+  static unserialize (arr) {
+    return {
+      mts: arr[0],
+      type: arr[1],
+      messageID: arr[2],
+      notifyInfo: arr[3],
+      code: arr[4],
+      status: arr[5],
+      text: arr[6]
+    }
+  }
+}
+
+module.exports = Notification

package/lib/models/order.js

@@ -0,0 +1,288 @@
+'use strict'
+
+const Promise = require('bluebird')
+const Model = require('../model')
+let lastCID = Date.now()
+
+/**
+ * High level order model; provides methods for execution & can stay updated via
+ * a WSv2 connection
+ */
+class Order extends Model {
+  /**
+   * @param {Object|Array} data - either a map of order fields or a raw array
+   * @param {WSv2} ws - optional, saved for a later call to registerListeners()
+   */
+  constructor (data, ws) {
+    super(data)
+
+    this._ws = ws
+    this._lastAmount = this.amount
+
+    this._onWSOrderNew = this._onWSOrderNew.bind(this)
+    this._onWSOrderUpdate = this._onWSOrderUpdate.bind(this)
+    this._onWSOrderClose = this._onWSOrderClose.bind(this)
+  }
+
+  /**
+   * Registers for updates/persistence on the specified ws2 instance
+   *
+   * @param {WSv2} ws - optional, defaults to internal ws
+   */
+  registerListeners (ws = this._ws) {
+    if (!ws) return
+
+    const chanData = {
+      symbol: this.symbol,
+      cid: this.cid || null,
+      cbGID: this.cbGID()
+    }
+
+    ws.onOrderNew(chanData, this._onWSOrderNew)
+    ws.onOrderUpdate(chanData, this._onWSOrderUpdate)
+    ws.onOrderClose(chanData, this._onWSOrderClose)
+
+    this._ws = ws
+  }
+
+  /**
+   * Removes update listeners from the specified ws2 instance
+   *
+   * @param {WSv2} ws - optional, defaults to internal ws
+   */
+  removeListeners (ws = this._ws) {
+    if (ws) ws.removeListeners(this.cbGID())
+  }
+
+  /**
+   * @return {string} cbGID
+   */
+  cbGID () {
+    return `${this.gid}.${this.cid}`
+  }
+
+  /**
+   * @param {WSv2} ws - optional, defaults to internal ws
+   * @return {Promise} p
+   */
+  submit (ws = this._ws) {
+    if (!ws) return Promise.reject(new Error('no ws connection'))
+
+    return ws.submitOrder(this).then((orderArr) => {
+      Object.assign(this, Order.unserialize(orderArr))
+
+      return this
+    })
+  }
+
+  /**
+   * @param {WSv2} ws - optional, defaults to internal ws
+   * @return {Promise} p
+   */
+  cancel (ws = this._ws) {
+    if (!ws) return Promise.reject(new Error('no ws connection'))
+    if (!this.id) return Promise.reject(new Error('order has no ID'))
+
+    return ws.cancelOrder(this.id)
+  }
+
+  /**
+   * Equivalent to calling cancel() followed by submit()
+   *
+   * @param {WSv2} ws - optional, defaults to internal ws
+   * @return {Promise} p
+   */
+  recreate (ws = this._ws) {
+    if (!ws) return Promise.reject(new Error('no ws connection'))
+    if (!this.id) return Promise.reject(new Error('order has no ID'))
+
+    return this.cancel(ws).then(() => {
+      this.id = null
+
+      return this.submit(ws)
+    })
+  }
+
+  /**
+   * Query the amount that was filled on the last order update
+   *
+   * @return {number} amount
+   */
+  getLastFillAmount () {
+    return this._lastAmount - this.amount
+  }
+
+  /**
+   * @return {string} currency
+   */
+  getBaseCurrency () {
+    return this.symbol.substring(1, 4)
+  }
+
+  /**
+   * @return {string} currency
+   */
+  getQuoteCurrency () {
+    return this.symbol.substring(4)
+  }
+
+  /**
+   * @return {number} value
+   */
+  getNotionalValue () {
+    return Math.abs(this.amount * this.price)
+  }
+
+  /**
+   * @param {Array} order
+   * @private
+   */
+  _onWSOrderUpdate (order) {
+    this._lastAmount = this.amount
+    Object.assign(this, Order.unserialize(order))
+
+    this.emit('update')
+  }
+
+  /**
+   * @param {Array} order
+   * @private
+   */
+  _onWSOrderClose (order) {
+    this._lastAmount = this.amount
+    Object.assign(this, Order.unserialize(order))
+
+    this.emit('close')
+  }
+
+  /**
+   * @param {Array} order
+   * @private
+   */
+  _onWSOrderNew (order) {
+    this._lastAmount = this.amount
+    Object.assign(this, Order.unserialize(order))
+
+    this.emit('update')
+  }
+
+  /**
+   * @return {Array} o
+   */
+  serialize () {
+    return [
+      this.id,
+      this.gid,
+      this.cid,
+      this.symbol,
+      this.mtsCreate,
+      this.mtsUpdate,
+      this.amount,
+      this.amountOrig,
+      this.type,
+      this.typePrev,
+      null,
+      null,
+      this.flags,
+      this.status,
+      null,
+      null,
+      this.price,
+      this.priceAvg,
+      this.priceTrailing,
+      this.priceAuxLimit,
+      null,
+      null,
+      null,
+      this.notify ? 1 : 0,
+      this.hidden ? 1 : 0,
+      this.placedId
+    ]
+  }
+
+  /**
+   * Creates an order map that can be passed to the `on` command.
+   *
+   * @return {Object} o
+   */
+  toNewOrderPacket () {
+    return {
+      gid: this.gid,
+      cid: isNaN(this.cid) ? lastCID++ : this.cid,
+      symbol: this.symbol,
+      type: this.type,
+      price_trailing: `${this.priceTrailing || ''}`,
+      price_aux_limit: `${this.priceAuxLimit || ''}`,
+      price: `${this.price}`,
+      amount: `${this.amount}`,
+      hidden: this.hidden ? 1 : 0,
+      postonly: this.postonly ? 1 : 0
+    }
+  }
+
+  /**
+   * @param {Array} arr
+   * @return {Object} order
+   */
+  static unserialize (arr) {
+    return {
+      id: arr[0],
+      gid: arr[1],
+      cid: arr[2],
+      symbol: arr[3],
+      mtsCreate: arr[4],
+      mtsUpdate: arr[5],
+      amount: arr[6],
+      amountOrig: arr[7],
+      type: arr[8],
+      typePrev: arr[9],
+      flags: arr[12],
+      status: arr[13],
+      price: arr[16],
+      priceAvg: arr[17],
+      priceTrailing: arr[18],
+      priceAuxLimit: arr[19],
+      notify: arr[23] === 1,
+      hidden: arr[24] === 1,
+      placedId: arr[25]
+    }
+  }
+
+  /**
+   * @param {Array} arr - order in ws2 array format
+   * @return {string} currency - base currency from symbol
+   */
+  static getBaseCurrency (arr = []) {
+    return (arr[3] || '').substring(1, 4).toUpperCase()
+  }
+
+  /**
+   * @param {Array} arr - order in ws2 array format
+   * @return {string} currency - quote currency from symbol
+   */
+  static getQuoteCurrency (arr = []) {
+    return (arr[3] || '').substring(4).toUpperCase()
+  }
+}
+
+Order.type = {}
+Order.status = {}
+
+const statuses = ['ACTIVE', 'EXECUTED', 'PARTIALLY FILLED', 'CANCELLED']
+const types = [
+  'MARKET', 'EXCHANGE MARKET', 'LIMIT', 'EXCHANGE LIMIT', 'STOP',
+  'EXCHANGE STOP', 'TRAILING STOP', 'EXCHANGE TRAILING STOP', 'FOK',
+  'EXCHANGE FOK', 'STOP LIMIT', 'EXCHANGE STOP LIMIT'
+]
+
+statuses.forEach((s) => {
+  Order.type[s] = s
+  Order.status[s.split(' ').join('_')] = s
+})
+
+types.forEach((t) => {
+  Order.type[t] = t
+  Order.type[t.split(' ').join('_')] = t
+})
+
+module.exports = Order