This repository has been archived by the owner on Jun 13, 2021. It is now read-only.
forked from beastlybeast/SignificantTrades
-
Notifications
You must be signed in to change notification settings - Fork 211
/
bybit.js
102 lines (79 loc) · 2.21 KB
/
bybit.js
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
import Exchange from '../services/exchange'
class Bybit extends Exchange {
constructor(options) {
super(options)
this.id = 'bybit'
this.products = ['BTCUSD', 'ETHUSD', 'EOSUSD', 'XRPUSD']
this.endpoints = {
// PRODUCTS: 'not available yet'
}
this.options = Object.assign(
{
url: () => {
return `wss://stream.bybit.com/realtime`
}
},
this.options
)
this.initialize()
}
connect() {
const validation = super.connect()
if (!validation) return Promise.reject()
else if (validation instanceof Promise) return validation
return new Promise((resolve, reject) => {
this.api = new WebSocket(this.getUrl())
this.api.onmessage = event => this.queueTrades(this.formatLiveTrades(JSON.parse(event.data)))
this.api.onopen = () => {
this.skip = true
this.api.send(
JSON.stringify({
op: 'subscribe',
args: ['trade']
})
)
/* this.keepalive = setInterval(() => {
this.api.send(JSON.stringify({
op: 'ping',
}));
}, 60000); */
this.emitOpen(event)
resolve()
}
this.api.onclose = event => {
this.emitClose(event)
}
this.api.onerror = () => {
this.emitError({ message: `${this.id} disconnected` })
reject()
}
})
}
disconnect() {
if (!super.disconnect()) return
if (this.api && this.api.readyState < 2) {
this.api.close()
}
}
formatLiveTrades(json) {
if (!json.data || json.topic !== 'trade.' + this.pair || !json.data.length) {
return
}
return json.data.map(trade => {
return {
exchange: this.id,
timestamp: +new Date(trade.timestamp),
price: +trade.price,
size: trade.size / trade.price,
side: trade.side === 'Buy' ? 'buy' : 'sell'
}
})
}
formatProducts(data) {
return data.result.reduce((output, product) => {
output[product.settlement === 'perpetual' ? product.baseCurrency + product.currency : product.instrumentName] = product.instrumentName
return output
}, {})
}
}
export default Bybit