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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -36,4 +36,5 @@ dwsync.xml | |
| # Folders to ignore | ||
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| node_modules | ||
| candles.csv | ||
| candles.csv | ||
| cexio.db | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,222 @@ | ||
| var cexio = require('cexio'), | ||
| moment = require('moment'), | ||
| nedb = require('nedb'), | ||
| async = require('async'), | ||
| db = new nedb({filename: 'cexio.db', autoload: true}), | ||
| _ = require('lodash'), | ||
| util = require('../util'), | ||
| log = require('../log'); | ||
|
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| var Trader = function(config) { | ||
| this.user = config.username; | ||
| this.key = config.key; | ||
| this.secret = config.secret; | ||
| this.pair = 'ghs_' + config.currency.toLowerCase(); | ||
| this.name = 'cex.io'; | ||
| this.next_tid = 0; | ||
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| _.bindAll(this); | ||
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| this.cexio = new cexio(this.pair, this.user, | ||
| this.key, this.secret); | ||
| } | ||
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| Trader.prototype.getTrades = function(since, callback, descending) { | ||
| var self = this; | ||
| var last_tid = next_tid = 0; | ||
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| if(since && !_.isNumber(since)) | ||
| since = util.toMicro(since); | ||
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| var args = _.toArray(arguments); | ||
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| // FIXME: fetching and updating our db shall be done in an seperate | ||
| // thread (timeout-callback) rather than here. This method shall | ||
| // only fetch and return from local db. | ||
|
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||
| async.waterfall([ | ||
| function(callback) { | ||
| db.find({}, function(err, docs) { | ||
| if(!docs || docs.length === 0) | ||
| tid = 263000; | ||
| else | ||
| tid = 1 + _.max(docs, 'tid').tid; | ||
|
|
||
| //log.info(self.name, 'Updating cex.io historical data store'); | ||
| log.debug(self.name, 'fetching from tid ' + tid); | ||
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| self.cexio.trades({since: tid}, | ||
| function(err, trades) { | ||
| if(err || !trades || trades.length === 0) | ||
| return self.retry(self.getTrades, args); | ||
| else { | ||
| trades = trades.reverse(); | ||
| _.forEach(trades, function(trade) { | ||
| // convert to int | ||
| trade.amount = Number(trade.amount); | ||
| trade.price = Number(trade.price); | ||
| trade.tid = Number(trade.tid); | ||
| trade.date = Number(trade.date); | ||
| db.insert(trade); | ||
| }); | ||
| } | ||
| callback(); | ||
| }); | ||
| }); | ||
| }, | ||
| function(callback) { | ||
| if(!since) { | ||
| since = new Date().getTime() * 1000; | ||
| since -= (10 * 1000 * 1000); | ||
| } | ||
| since = Math.floor(since / 1000 / 1000); | ||
| log.debug('fetching since ' + since); | ||
|
|
||
| db.find({'date': {$gte: since}}, function(err, docs) { | ||
| docs = _.sortBy(docs, 'tid'); | ||
| // log.debug(self.name, docs); | ||
| if(!docs || docs.length === 0) | ||
| return self.retry(self.getTrades, args); | ||
| callback(null, docs); | ||
| }); | ||
| } | ||
| ], function(err, result) { | ||
| if(err) return log.error(self.name, 'error: ' + err); | ||
| callback(result); | ||
| }); | ||
| } | ||
|
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||
| Trader.prototype.buy = function(amount, price, callback) { | ||
| // Prevent "You incorrectly entered one of fields." | ||
| // because of more than 8 decimals. | ||
| amount *= 100000000; | ||
| amount = Math.floor(amount); | ||
| amount /= 100000000; | ||
|
|
||
| // test placing orders which will not be filled | ||
| //price /=10; price = price.toFixed(8); | ||
|
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| log.debug('BUY', amount, 'GHS @', price, 'BTC'); | ||
|
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| var set = function(err, data) { | ||
| if(err) | ||
| return log.error('unable to buy:', err); | ||
| if(data.error) | ||
| return log.error('unable to buy:', data.error); | ||
|
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||
| log.debug('BUY order placed. Order ID', data.id); | ||
| callback(data.id); | ||
| }; | ||
|
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| this.cexio.place_order('buy', amount, price, _.bind(set, this)); | ||
| } | ||
|
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||
| Trader.prototype.sell = function(amount, price, callback) { | ||
| // Prevent "You incorrectly entered one of fields." | ||
| // because of more than 8 decimals. | ||
| amount *= 100000000; | ||
| amount = Math.ceil(amount); | ||
| amount /= 100000000; | ||
|
|
||
| // test placing orders which will not be filled | ||
| //price *= 10; price = price.toFixed(8); | ||
|
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| log.debug('SELL', amount, 'GHS @', price, 'BTC'); | ||
|
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| var set = function(err, data) { | ||
| if(err) | ||
| return log.error('unable to sell:', err); | ||
| if(data.error) | ||
| return log.error('unable to sell:', data.error); | ||
|
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| log.debug('SELL order placed. Order ID', data.id); | ||
| callback(data.id); | ||
| }; | ||
|
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| this.cexio.place_order('sell', amount, price, _.bind(set, this)); | ||
| } | ||
|
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||
| Trader.prototype.retry = function(method, args) { | ||
| var wait = +moment.duration(10, 'seconds'); | ||
| log.debug(this.name, 'returned an error, retrying..'); | ||
|
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||
| var self = this; | ||
|
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||
| // make sure the callback (and any other fn) | ||
| // is bound to Trader | ||
| _.each(args, function(arg, i) { | ||
| if(_.isFunction(arg)) | ||
| args[i] = _.bind(arg, self); | ||
| }); | ||
|
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||
| // run the failed method again with the same | ||
| // arguments after wait | ||
| setTimeout( | ||
| function() { method.apply(self, args) }, | ||
| wait | ||
| ); | ||
| } | ||
|
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||
| Trader.prototype.getPortfolio = function(callback) { | ||
| var calculate = function(err, data) { | ||
| if(err) | ||
| return this.retry(this.cexio.getInfo, calculate); | ||
|
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||
| currency = parseFloat(data.BTC.available) - parseFloat(data.BTC.orders); | ||
| assets = parseFloat(data.GHS.available) - parseFloat(data.GHS.orders); | ||
|
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||
| var portfolio = []; | ||
| portfolio.push({name: 'BTC', amount: currency}); | ||
| portfolio.push({name: 'GHS', amount: assets}); | ||
| callback(err, portfolio); | ||
| } | ||
| this.cexio.balance(_.bind(calculate, this)); | ||
| } | ||
|
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||
| Trader.prototype.getTicker = function(callback) { | ||
| var set = function(err, data) { | ||
| var ticker = { | ||
| ask: data.ask, | ||
| bid: data.bid | ||
| }; | ||
| callback(err, ticker); | ||
| } | ||
| this.cexio.ticker(_.bind(set, this)); | ||
| } | ||
|
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||
| Trader.prototype.getFee = function(callback) { | ||
| // cexio does currently don't take a fee on trades | ||
| callback(false, 0.0); | ||
| } | ||
|
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||
| Trader.prototype.checkOrder = function(order, callback) { | ||
| var check = function(err, result) { | ||
|
|
||
| if(err) | ||
| callback(false, true); | ||
| if(result.error) | ||
| callback(false, true); | ||
|
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| var exists = false; | ||
| _.forEach(result, function(entry) { | ||
| if(entry.id === order) { | ||
| exists = true; return; | ||
| } | ||
| }); | ||
| callback(err, !exists); | ||
| }; | ||
|
|
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| this.cexio.open_orders(_.bind(check, this)); | ||
| } | ||
|
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| Trader.prototype.cancelOrder = function(order) { | ||
| var check= function(err, result) { | ||
| if(err) | ||
| log.error('cancel order failed:', err); | ||
| if(result.error) | ||
| log.error('cancel order failed:', result.error); | ||
| } | ||
| this.cexio.cancel_order(order, check); | ||
| } | ||
|
|
||
| module.exports = Trader; |
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