From 616bbe776059a87b7117c0ebdc592739e78ae29a Mon Sep 17 00:00:00 2001 From: Uzair Inamdar Date: Sun, 17 May 2020 05:38:23 -0700 Subject: [PATCH] Updated documentation and customizability of exchages Apologies as documentation did not mention anything about database migrations. Also added a check to see if database is connected. If connections fails, suggestions will be outputted. You can now disable exchanges if exchanges if you don't want data from them. This is still a work in progress, and the implementation isn't the cleanest but it works. Ideally I would want to ignore if an exchange is unable to get data for a certain cryptocurrency. Any help would be appreciated. --- README.md | 3 +- bin/www | 161 +- config.js | 12 + db/index.js | 12 +- lib/trades/{gdax.js => coibase.js} | 8 +- package-lock.json | 3171 ++++------------------------ package.json | 26 +- 7 files changed, 591 insertions(+), 2802 deletions(-) rename lib/trades/{gdax.js => coibase.js} (89%) diff --git a/README.md b/README.md index 2de120a..e13de70 100644 --- a/README.md +++ b/README.md @@ -50,9 +50,10 @@ You might notice I haven't used any of the exchanges' respective node modules in echo "DATABASE_URL=$USER@localhost:5432/" >> .env ``` + There is another optional environment variable for directing alerts to a test chat for development and testing purposes. If you want to do so, add the following on a new line to the ".env" file: `TESTING=true` -7. Run `npm install`, and run the app via `npm run start`. +7. Run `npm install`, and run the app via `npm run start`. **Notes**: +* If you get Database errors, try running `npm run db:migrate`. **IMPORTANT**: This command deletes and recreates all tables. Run this only the first time. * A lot of the major hosting services come preinstalled with PostgreSQL or provide some plugin. Therefore the steps for creating and setting up the database may differ. For example, [Heroku](https://www.heroku.com/) has an excellend PostgreSQL plugin which upon installation automatically adds the environment variable for the database URL. * On your local machine, the app will be served on port 3000 of localhost. diff --git a/bin/www b/bin/www index 7b1d3be..a8be73a 100644 --- a/bin/www +++ b/bin/www @@ -12,13 +12,11 @@ const WebSocket = require('ws'); const trade = require('../lib/trades'); const wall = require('../lib/orders'); const {getPairs} = require('../lib/pairs'); +const exchanges = require('../config.js').exchanges; // ========================================== WebSockets ======================================== -let sockets = { - bitfinex: new WebSocket('wss://api.bitfinex.com/ws/2'), - gdax: new WebSocket('wss://ws-feed.gdax.com') -} +let sockets = {} const buildBinanceSocket = () => { let stream = ""; @@ -31,90 +29,101 @@ const buildBinanceSocket = () => { }); return stream; } -sockets.binance = new WebSocket('wss://stream.binance.com:9443/stream?streams='+ buildBinanceSocket()); - - - -// sockets.binance.close(); -// sockets.bitfinex.close(); -// soclets.gdax.close(); - -const refreshStream = () => { - sockets.binance = new WebSocket('wss://stream.binance.com:9443/stream?streams='+ buildBinanceSocket()); -} -// Binance API documentation says the streams expire after 24 hours. -// Re-subscribing to the stream after 20 hours -setInterval(refreshStream, 72000000); - -sockets.binance.on('message', function(data) { - let obj = JSON.parse(data).data; - if(obj.e == "aggTrade") - trade.binance(obj); - else if(obj.e == "depthUpdate") - wall.binance(obj); -}); - -sockets.bitfinex.on('open', () => { - const symbols = getPairs(); - - let request_object = { - event: "subscribe", - channel: "trades", - symbol: "" +if(exchanges.binance) { + sockets.binance = new WebSocket('wss://stream.binance.com:9443/stream?streams='+ buildBinanceSocket()); + + const refreshStream = () => { + sockets.binance = new WebSocket('wss://stream.binance.com:9443/stream?streams='+ buildBinanceSocket()); } - - symbols.forEach(symbol => { - request_object.symbol = symbol; - sockets.bitfinex.send(JSON.stringify(request_object)) + + // Binance API documentation says the streams expire after 24 hours. + // Re-subscribing to the stream after 20 hours + setInterval(refreshStream, 72000000); + + sockets.binance.on('message', function(data) { + let obj = JSON.parse(data).data; + if(obj.e == "aggTrade") + trade.binance(obj); + else if(obj.e == "depthUpdate") + wall.binance(obj); }); +} - request_object = { - event: "subscribe", - channel: "book", - symbol: "", - prec: "P0", // Aggregation of price levels - freq: "F1", // Frequency of stream: F1 - Every 2 seconds - length: "25" - } +if(exchanges.bitfinex) { + sockets.bitfinex = new WebSocket('wss://api.bitfinex.com/ws/2'), - symbols.forEach(symbol => { - request_object.symbol = symbol; - sockets.bitfinex.send(JSON.stringify(request_object)) + sockets.bitfinex.on('open', () => { + const symbols = getPairs(); + + let request_object = { + event: "subscribe", + channel: "trades", + symbol: "" + } + + symbols.forEach(symbol => { + request_object.symbol = symbol; + sockets.bitfinex.send(JSON.stringify(request_object)) + }); + + request_object = { + event: "subscribe", + channel: "book", + symbol: "", + prec: "P0", // Aggregation of price levels + freq: "F1", // Frequency of stream: F1 - Every 2 seconds + length: "25" + } + + symbols.forEach(symbol => { + request_object.symbol = symbol; + sockets.bitfinex.send(JSON.stringify(request_object)) + }); + + }); + + sockets.bitfinex.on('message', (data) => { + let obj = JSON.parse(data); + if(obj.channel == "trades" || obj[2] != undefined) + trade.bitfinex(obj); + else if(obj.event != "info") { + wall.bitfinex(obj); + } }); -}); +} -sockets.bitfinex.on('message', (data) => { - let obj = JSON.parse(data); - if(obj.channel == "trades" || obj[2] != undefined) - trade.bitfinex(obj); - else if(obj.event != "info") { - wall.bitfinex(obj); - } -}) +if(exchanges.coinbase) { + sockets.coinbase = new WebSocket('wss://ws-feed.pro.coinbase.com') -sockets.gdax.on('open', () => { + sockets.coinbase.on('open', () => { - let request_object = { - "type": "subscribe", - "product_ids": getPairs("gdax"), - "channels": ["matches"] - } - - sockets.gdax.send(JSON.stringify(request_object)) + let request_object = { + "type": "subscribe", + "product_ids": getPairs("coinbase"), + "channels": ["matches"] + } + + sockets.coinbase.send(JSON.stringify(request_object)) + + request_object.channels = ["level2"]; + sockets.coinbase.send(JSON.stringify(request_object)) + }); + + sockets.coinbase.on('message', (data) => { + let obj = JSON.parse(data); + if(obj.type == "last_match" || obj.type == "match") + trade.coinbase(obj); + // else if(obj.type == "l2update") + // wall.coinbase(obj); + }) +} - request_object.channels = ["level2"]; - sockets.gdax.send(JSON.stringify(request_object)) -}); -sockets.gdax.on('message', (data) => { - let obj = JSON.parse(data); - if(obj.type == "last_match" || obj.type == "match") - trade.gdax(obj); - // else if(obj.type == "l2update") - // wall.gdax(obj); -}) +// sockets.binance.close(); +// sockets.bitfinex.close(); +// soclets.coinbase.close(); // ========================================== WebSockets ======================================== diff --git a/config.js b/config.js index 151557e..f073974 100644 --- a/config.js +++ b/config.js @@ -5,6 +5,18 @@ module.exports = { TESTING: (process.env.TESTING === 'true'), // Ignore, unless you want to send alerts to a seperate channel while testing, set this to true TEST_CHAT_ID: (process.env.TEST_CHAT_ID?process.env.TEST_CHAT_ID:""), // Used when "TESTING" is set to true. + /** + * These are only names of existing exchanges. + * + * Just adding the name will not add the exchange to the subscriptions. + * If you add an exchange here, you also have to implement it. :) + */ + exchanges: { + "binance": true, + "bitfinex": true, + "coinbase": true + }, + currencies: [ "BTCUSD", "ETHUSD", "EOSUSD", "LTCUSD", // USD Comparative (use USD even for USDT) "ETHBTC", "EOSBTC", "LTCBTC", // BTC Comparative diff --git a/db/index.js b/db/index.js index 6ee61ca..9e5471b 100644 --- a/db/index.js +++ b/db/index.js @@ -1,4 +1,14 @@ require('dotenv').config(); const pg = require("pg-promise")(); -const db = pg(process.env.DATABASE_URL); +let db; +try { + db = pg(process.env.DATABASE_URL); + console.log('\033[92m\u2713\033[0m DB connected'); +} catch { + console.log('\033[91m\u2717\033[0m Could not connect to database.'); + console.log('Please make sure you have run \'npm run db:migrate\' first'); + console.log('Also, make sure correct environment variables are set.'); + process.exit(1); +} + module.exports = db; diff --git a/lib/trades/gdax.js b/lib/trades/coibase.js similarity index 89% rename from lib/trades/gdax.js rename to lib/trades/coibase.js index d1e79ae..1663fa8 100644 --- a/lib/trades/gdax.js +++ b/lib/trades/coibase.js @@ -28,7 +28,7 @@ const updateLimits = () => { }); } -const gdax = (trade) => { +const coinbase = (trade) => { let isAggregate = false; let maker_order_id = trade.maker_order_id; let taker_order_id = trade.taker_order_id; @@ -55,13 +55,13 @@ const gdax = (trade) => { (usdExp.test(base)?1:usd_values[base]); if(trade_worth > min_worth[currency]) { - let volume = volumes.gdax[symbol]; + let volume = volumes.coinbase[symbol]; let messageObj = { event: "TRADE", symbol, quantity, price, - exchange: "gdax", + exchange: "coinbase", isAggregate, taker_order_id, maker_order_id @@ -75,4 +75,4 @@ const gdax = (trade) => { } } -module.exports = {gdax, updateLimits}; \ No newline at end of file +module.exports = {coinbase, updateLimits}; \ No newline at end of file diff --git a/package-lock.json b/package-lock.json index b73d741..9841b4f 100644 --- a/package-lock.json +++ b/package-lock.json @@ -4,214 +4,81 @@ "lockfileVersion": 1, "requires": true, "dependencies": { - "abbrev": { - "version": "1.1.1", - "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.1.tgz", - "integrity": "sha512-nne9/IiQ/hzIhY6pdDnbBtz7DjPTKrY00P/zvPSm5pOFkl6xuGrGnXn/VtTNNfNtAfZ9/1RtehkszU9qcTii0Q==", - "dev": true - }, "accepts": { - "version": "1.3.5", - "resolved": "https://registry.npmjs.org/accepts/-/accepts-1.3.5.tgz", - "integrity": "sha1-63d99gEXI6OxTopywIBcjoZ0a9I=", + "version": "1.3.7", + "resolved": "https://registry.npmjs.org/accepts/-/accepts-1.3.7.tgz", + "integrity": "sha512-Il80Qs2WjYlJIBNzNkK6KYqlVMTbZLXgHx2oT0pU/fjRHyEp+PEfEPY0R3WCwAGVOtauxh1hOxNgIf5bv7dQpA==", "requires": { - 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