Level2 Datafeed & demos

README.md

@@ -145,35 +145,22 @@ Signature is not required for this part
 
 ## Websocket Datafeed
 
-DEMO:
-```
-// ws demo
-const datafeed = new API.websocket.Datafeed();
-
-// close callback
-datafeed.onClose(() => {
-  console.log('ws closed, status ', datafeed.trustConnected);
-});
-
-// connect
-datafeed.connectSocket();
-
-// subscribe
-const topic = `/market/ticker:BTC-USDT`;
-const callbackId = datafeed.subscribe(topic, (message) => {
-  if (message.topic === topic) {
-    console.log(message.data);
-  }
-});
-
-console.log(`subscribe id: ${callbackId}`);
-setTimeout(() => {
-  // unsubscribe
-  datafeed.unsubscribe(topic, callbackId);
-  console.log(`unsubscribed: ${topic} ${callbackId}`);  
-}, 5000);
+### API.websocket.Datafeed
 
-```
+Manage websocket connect/private/subscribe/unsubscribe and get realtime datafeed.
+
+DEMO: [demo/ticker_demo.js](demo/ticker_demo.js)
+
+### API.websocket.Level2
+
+Get realtime orderbook in level2 datafeed.
+
+DEMO: [demo/level2_demo.js](demo/level2_demo.js)
+
+
+### API.websocket.Level3
+
+// TODO
 
 ## LICENSE
 

demo/index.js

@@ -10,31 +10,5 @@ const main = async () => {
   console.log(getStatusRl);
 };
 
-// run demo
+// run rest main
 main();
-
-// ws demo
-const datafeed = new API.websocket.Datafeed();
-
-// close callback
-datafeed.onClose(() => {
-  console.log('ws closed, status ', datafeed.trustConnected);
-});
-
-// connect
-datafeed.connectSocket();
-
-// subscribe
-const topic = `/market/ticker:BTC-USDT`;
-const callbackId = datafeed.subscribe(topic, (message) => {
-  if (message.topic === topic) {
-    console.log(message.data);
-  }
-});
-
-console.log(`subscribe id: ${callbackId}`);
-setTimeout(() => {
-  // unsubscribe
-  datafeed.unsubscribe(topic, callbackId);
-  console.log(`unsubscribed: ${topic} ${callbackId}`);  
-}, 5000);

demo/level2_demo.js

@@ -0,0 +1,70 @@
+const _ = require('lodash');
+const logUpdate = require('log-update');
+const API = require('../src');
+
+const config = require('./config');
+API.init({
+  ...config,
+  baseUrl: 'https://api.kucoin.io',
+});
+
+// ws demo
+const datafeed = new API.websocket.Datafeed();
+
+/*
+// close callback
+datafeed.onClose(() => {
+  console.log('ws closed, status ', datafeed.trustConnected);
+});
+
+// connect
+datafeed.connectSocket();
+
+// subscribe
+const topic = `/market/level2:BTC-USDT`;
+const callbackId = datafeed.subscribe(topic, (message) => {
+  if (message.topic === topic) {
+    console.log(JSON.stringify(message.data));
+  }
+});
+
+console.log(`subscribe id: ${callbackId}`);
+setTimeout(() => {
+  // unsubscribe
+  datafeed.unsubscribe(topic, callbackId);
+  console.log(`unsubscribed: ${topic} ${callbackId}`);  
+}, 5000);
+*/
+
+const { Level2 } = API.websocket;
+
+Level2.setLogger(() => {});
+
+const l2 = new Level2('BTC-USDT', datafeed);
+l2.listen();
+
+const interval = setInterval(async () => {
+  // read orderbook
+  const orderbook = l2.getOrderBook(5);
+
+  // show Level2
+  let asksStr = '';
+  _.eachRight(orderbook.asks, ([price, size]) => {
+    asksStr += `${price} -> ${size}\n`;
+  });
+
+  let bidsStr = '';
+  _.each(orderbook.bids, ([price, size]) => {
+    bidsStr += `${price} -> ${size}\n`;
+  });
+
+  logUpdate.clear();
+  logUpdate(`------------------------\n` +
+    `l2 ${orderbook.dirty ? 'Dirty Data' : 'Trust Data'}\n` +
+    `l2 seq:  ${orderbook.sequence}\n` +
+    `ping:    ${orderbook.ping} (ms)\n` +
+    `------------------------\n` +
+    `${asksStr}----------sep-----------\n` +
+    `${bidsStr}------------------------`
+  );
+}, 200);

demo/ticker_demo.js

@@ -0,0 +1,29 @@
+const API = require('../src');
+
+API.init(require('./config'));
+
+// ws demo
+const datafeed = new API.websocket.Datafeed();
+
+// close callback
+datafeed.onClose(() => {
+  console.log('ws closed, status ', datafeed.trustConnected);
+});
+
+// connect
+datafeed.connectSocket();
+
+// subscribe
+const topic = `/market/ticker:BTC-USDT`;
+const callbackId = datafeed.subscribe(topic, (message) => {
+  if (message.topic === topic) {
+    console.log(message.data);
+  }
+});
+
+console.log(`subscribe id: ${callbackId}`);
+setTimeout(() => {
+  // unsubscribe
+  datafeed.unsubscribe(topic, callbackId);
+  console.log(`unsubscribed: ${topic} ${callbackId}`);  
+}, 5000);

package.json

@@ -9,6 +9,7 @@
   "dependencies": {
     "event-emitter": "^0.3.5",
     "lodash": "^4.17.15",
+    "log-update": "^4.0.0",
     "md5": "^2.2.1",
     "node-fetch": "^2.6.0",
     "node-schedule": "^1.3.2",