btc-api-node 1.12.7

package/lib/transports/ws.js

@@ -0,0 +1,323 @@
+'use strict'
+
+const { EventEmitter } = require('events')
+const debug = require('debug')('bitfinex:ws')
+const WebSocket = require('ws')
+
+const { isSnapshot, genAuthSig } = require('../util')
+
+const WS_URL = 'wss://api.bitfinex.com/ws/'
+
+/**
+ * Communicates with v1 of the Bitfinex WebSocket API
+ */
+class WSv1 extends EventEmitter {
+  /**
+   * @param {sting} opts.apiKey
+   * @param {string} opts.apiSecret
+   * @param {string} opts.url - ws connection url
+   */
+  constructor (opts = { apiKey: '', apiSecret: '', url: WS_URL }) {
+    super()
+
+    this._apiKey = opts.apiKey || ''
+    this._apiSecret = opts.apiSecret || ''
+    this._url = opts.url || WS_URL
+    this._channelMap = {} // map channel IDs to events
+  }
+
+  open () {
+    this._ws = new WebSocket(this._url)
+
+    this._ws.on('message', this._onWSMessage.bind(this))
+    this._ws.on('open', this._onWSOpen.bind(this))
+    this._ws.on('error', this._onWSError.bind(this))
+    this._ws.on('close', this._onWSClose.bind(this))
+  }
+
+  _onWSMessage (msgJSON, flags) {
+    let msg
+
+    try {
+      msg = JSON.parse(msgJSON)
+    } catch (e) {
+      debug('[bfx ws2 error] received invalid json')
+      debug('[bfx ws2 error] %j', msgJSON)
+      return
+    }
+
+    debug('Received message: %j', msg)
+    this.emit('message', msg, flags)
+    debug('Emmited message event')
+
+    // Drop out early if channel data
+    if (Array.isArray(msg) || !msg.event) {
+      return this._handleChannel(msg)
+    }
+
+    if (msg.event === 'subscribed') {
+      debug('Subscription report received')
+      this._channelMap[msg.chanId] = msg
+    } else if (msg.event === 'auth') {
+      if (msg.status !== 'OK') {
+        debug('Emitting \'error\' %j', msg)
+        this.emit('error', msg)
+        return
+      }
+
+      this._channelMap[msg.chanId] = { channel: 'auth' }
+    }
+
+    debug('Emitting \'%s\' %j', msg.event, msg)
+    this.emit(msg.event, msg)
+  }
+
+  _handleChannel (msg) {
+    // First element of Array is the channelId, the rest is the info.
+    const channelId = msg.shift() // Pop the first element
+    const event = this._channelMap[channelId]
+
+    if (msg[0] === 'hb') {
+      return debug(`received heartbeat in ${event.channel}`)
+    }
+
+    if (event) {
+      debug('Message in \'%s\' channel', event.channel)
+
+      if (event.channel === 'book') {
+        this._processBookEvent(msg, event)
+      } else if (event.channel === 'trades') {
+        this._processTradeEvent(msg, event)
+      } else if (event.channel === 'ticker') {
+        this._processTickerEvent(msg, event)
+      } else if (event.channel === 'auth') {
+        this._processUserEvent(msg)
+      } else {
+        debug('Message in unknown channel')
+      }
+    }
+  }
+
+  _processUserEvent (msg) {
+    const event = msg[0]
+    const data = msg[1]
+
+    if (Array.isArray(data[0])) {
+      data[0].forEach((ele) => {
+        debug('Emitting \'%s\' %j', event, ele)
+        this.emit(event, ele)
+      })
+    } else if (data.length) {
+      debug('Emitting \'%s\', %j', event, data)
+      this.emit(event, data)
+    }
+  }
+
+  _processTickerEvent (msg, event) {
+    if (msg.length > 9) { // Update
+      // All values are numbers
+      const update = {
+        bid: msg[0],
+        bidSize: msg[1],
+        ask: msg[2],
+        askSize: msg[3],
+        dailyChange: msg[4],
+        dailyChangePerc: msg[5],
+        lastPrice: msg[6],
+        volume: msg[7],
+        high: msg[8],
+        low: msg[9]
+      }
+
+      debug('Emitting ticker, %s, %j', event.pair, update)
+      this.emit('ticker', event.pair, update)
+    }
+  }
+
+  _processTradeEvent (msg, event) {
+    if (isSnapshot(msg)) {
+      const snapshot = msg[0].map(el => ({
+        seq: el[0],
+        timestamp: el[1],
+        price: el[2],
+        amount: el[3]
+      }))
+
+      debug('Emitting trade snapshot, %s, %j', event.pair, snapshot)
+      this.emit('trade', event.pair, snapshot)
+      return
+    }
+
+    if (msg[0] !== 'te' && msg[0] !== 'tu') return
+
+    // seq is a string, other payload members are nums
+    const update = { seq: msg[1] }
+
+    if (msg[0] === 'te') { // Trade executed
+      update.timestamp = msg[2]
+      update.price = msg[3]
+      update.amount = msg[4]
+    } else { // Trade updated
+      update.id = msg[2]
+      update.timestamp = msg[3]
+      update.price = msg[4]
+      update.amount = msg[5]
+    }
+
+    // See http://docs.bitfinex.com/#trades75
+    debug('Emitting trade, %s, %j', event.pair, update)
+    this.emit('trade', event.pair, update)
+  }
+
+  _processBookEvent (msg, event) {
+    // TODO: Maybe break this up into snapshot/normal handlers? Also trade event
+    if (!isSnapshot(msg[0]) && msg.length > 2) {
+      let update
+
+      if (event.prec === 'R0') {
+        update = {
+          price: msg[1],
+          orderId: msg[0],
+          amount: msg[2]
+        }
+      } else {
+        update = {
+          price: msg[0],
+          count: msg[1],
+          amount: msg[2]
+        }
+      }
+
+      debug('Emitting orderbook, %s, %j', event.pair, update)
+      this.emit('orderbook', event.pair, update)
+      return
+    }
+
+    msg = msg[0]
+
+    if (isSnapshot(msg)) {
+      const snapshot = msg.map((el) => {
+        if (event.prec === 'R0') {
+          return {
+            orderId: el[0],
+            price: el[1],
+            amount: el[2]
+          }
+        }
+
+        return {
+          price: el[0],
+          count: el[1],
+          amount: el[2]
+        }
+      })
+
+      debug('Emitting orderbook snapshot, %s, %j', event.pair, snapshot)
+      this.emit('orderbook', event.pair, snapshot)
+    }
+  }
+
+  close () {
+    this._ws.close()
+  }
+
+  _onWSOpen () {
+    this._channelMap = {}
+    this.emit('open')
+  }
+
+  _onWSError (error) {
+    this.emit('error', error)
+  }
+
+  _onWSClose () {
+    this.emit('close')
+  }
+
+  send (msg) {
+    debug('Sending %j', msg)
+    this._ws.send(JSON.stringify(msg))
+  }
+
+  /**
+   * Subscribe to order book updates. Snapshot will be sent as multiple updates.
+   * Event will be emited as `PAIRNAME_book`.
+   *
+   * @param {string} pair - BTCUSD, LTCUSD or LTCBTC. Default BTCUSD
+   * @param {string} precision - price aggregation level (P0 (def), P1, P2, P3)
+   * @param {string} length - number of price points. 25 (default) or 100.
+   * @see http://docs.bitfinex.com/#order-books
+   */
+  subscribeOrderBook (pair = 'BTCUSD', prec = 'P0', len = '25') {
+    this.send({
+      event: 'subscribe',
+      channel: 'book',
+      pair,
+      prec,
+      len
+    })
+  }
+
+  /**
+   * Subscribe to trades. Snapshot will be sent as multiple updates.
+   * Event will be emited as `PAIRNAME_trades`.
+   *
+   * @param {string} pair - BTCUSD, LTCUSD or LTCBTC. Default BTCUSD
+   * @see http://docs.bitfinex.com/#trades75
+   */
+  subscribeTrades (pair = 'BTCUSD') {
+    this.send({
+      event: 'subscribe',
+      channel: 'trades',
+      pair
+    })
+  }
+
+  /**
+   * Subscribe to ticker updates. The ticker is a high level overview of the
+   * state of the market. It shows you the current best bid and ask, as well as
+   * the last trade price.
+   *
+   * Event will be emited as `PAIRNAME_ticker`.
+   *
+   * @param {string} - pair BTCUSD, LTCUSD or LTCBTC. Default BTCUSD
+   * @see http://docs.bitfinex.com/#ticker76
+   */
+  subscribeTicker (pair = 'BTCUSD') {
+    this.send({
+      event: 'subscribe',
+      channel: 'ticker',
+      pair
+    })
+  }
+
+  /**
+   * Unsubscribe from a channel.
+   *
+   * @param {number} chanId - ID of the channel received on `subscribed` event
+   */
+  unsubscribe (chanId) {
+    this.send({
+      event: 'unsubscribe',
+      chanId
+    })
+  }
+
+  /**
+   * Authenticate the user. Will receive executed traded updates.
+   *
+   * @see http://docs.bitfinex.com/#wallet-updates
+   */
+  auth () {
+    const { sig, payload } = genAuthSig(this._apiSecret)
+
+    this.send({
+      event: 'auth',
+      apiKey: this._apiKey,
+      authSig: sig,
+      authPayload: payload
+    })
+  }
+}
+
+module.exports = WSv1