bfx-api-node-plugin-managed-ob

1.0.4 • Public • Published

Bitfinex Managed OrderBook Plugin for the Node.JS API

Build Status

This plugin maintains an internal OrderBook model and keeps it up to date with incoming ws2 data packets. On each update, a data:managed:book event is emitted on the socket, providing a complete OrderBook model instance (from bfx-api-node-models).

Note that the manager proxies the event as managed:book. If subscribing on a socket instance (wsState.ev.on(...)) use the internal event name, otherwise use the manager name with manager.onWS(...).

Features

  • Maintains up-to-date OrderBook models internally
  • Emits a new 'managed:book' event with a full OrderBook instance on each update

Installation

npm i --save bfx-api-node-plugin-managed-ob

Quickstart

const { Manager } = require('bfx-api-node-core')
const ManagedOBPlugin = require('bfx-api-node-plugin-managed-ob')

const mgr = new Manager({
  plugins: [ManagedOBPlugin()]
})

// set up a connection, event listeners, etc

mgr.onWS('managed:book', {}, (ob) => {
  debug('checksum: %s', ob.checksum())
})

Docs

For an executable example, see examples/usage.js

Example

const debug = require('debug')('bfx:api:plugins:managed-ob:example')
const { Manager, subscribe } = require('bfx-api-node-core')
const ManagedOBPlugin = require('../')

const SYMBOL = 'tBTCUSD'
const mgr = new Manager({
  transform: true,
  plugins: [ManagedOBPlugin()]
})

mgr.onWS('open', {}, () => debug('connection open'))

// Receive updated ob
mgr.onWS('managed:book', {}, (ob) => {
  debug('--')
  debug('recv ob update')
  debug('spread %f, mid price %f', ob.spread(), ob.midPrice())
  debug('best ask %f, total ask size %f', ob.topAsk(), ob.askAmount())
  debug('best bid %f, total bid size %f', ob.topBid(), ob.bidAmount())
  debug('checksum: %s', ob.checksum())
})

const wsState = mgr.openWS()

subscribe(wsState, 'book', {
  symbol: SYMBOL,
  len: '25',
  prec: 'P0',
})

Contributing

  1. Fork it
  2. Create your feature branch (git checkout -b my-new-feature)
  3. Commit your changes (git commit -am 'Add some feature')
  4. Push to the branch (git push origin my-new-feature)
  5. Create a new Pull Request

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Install

npm i bfx-api-node-plugin-managed-ob

Weekly Downloads

4

Version

1.0.4

License

MIT

Unpacked Size

8.49 kB

Total Files

15

Last publish

Collaborators

  • bitfinexorg
  • vigan-abd
  • prdn