ex-services

Exchange Module structure

Installation

npm install ex-services

Initilization

usage should be like this:

exchangeServices = require('ex-services');
var marketData = exchangeServices.marketData()
new exchangeServices.SERVICE_NAME({apiKey, apiSecret, marketData, onError, onOrderUpdate})'

SERVICE_NAME can be: BinanceService, HitbtcService, HuobiService, IdexService, KucoinService, EthfinexService, LiquiService, LivecoinService, GateService, CoinexService, PoloniexService, bcexService, BiboxService, OkexService, BilaxyService, CoinbeneService, IdaxService, ExratesService, BittrexService, LbankService, DigifinexService,ZbService, BitForexService, BitfinexService, YobitService, HitbtcService, BinanceService

If apikey and apisecret passed, after socket login, module should be automatically subscribe to order updates (new, filled, canceled, partially filled)

marketData

This module will inject into the exchange module and handles exchange data. It contains some methods to handling data which receives from exchange. when you receive new data from exchange, call these functions:

• newTicker: function (market, bid, ask, last, volumeQuote)
• orderbookSnapshot: function (market, asks, bids)
• orderbookUpdate: function (market, asks, bids)
• ordersSnapshot: function (orders)
• orderUpdate: function (order)
• candleSnapshot: function (market, snapshot)
• candleUpdate: function (market, candle)

All needed data will store in a variable named data. For ease of use, inside exchange module assign this.data to marketData.data

this.data = marketData.data

The data object structure:

{
  tickers: { market: {last, bid, ask, volumeQuote, lastUpdate}, ... }, 
  orderbooks: { 
    market: { ask:[{Quantity, Rate},...], bid:[{Quantity, Rate},...], lastUpdate } 
    ,...
  }, 
  candles: { 
    market: {lastUpdate,[ {timestamp, open, close, high, low, volumeQuote, volume}, ...]}
    ...
  },
  // OrderType: "LIMIT_BUY" / "LIMIT_SELL"
  orders: [ {symbol,OrderType, OrderUuid, Price, Opened, Quantity, Closed, ExecutedQuantity}, ...], 
  filledOrders: [{symbol, OrderType, OrderUuid, Price, Opened, Quantity, Closed, ExecutedQuantity}, ...]
}

Candle patterns

Candles are presented in multiple periods/patterns. Each service might support some or all of the patterns.

• minute : M1 M3 M5 M15 M30
• hour : H1 H2 H4 H6 H8 H12
• day : D1 D7
• month : 1M
• year : Y1

Functions to implement

• getSymbols (callback)
• getTradeHistory (symbol, maxnumber, callback)
• subscribeTrades (symbols, callback)
• checkBuyVolume (string symbol, number buyVolume,bid, function callback)
• getMinQuantity (symbol, callback)
• roundPrice (market, price, callback)
• roundQuantity (market, quantity, callback)
• subscribeTicker (market, callback)
• subscribeOrderbook (market, callback)
• subscribeCandles (market, callback)
• subscribeToMarket (options) <options: {market(required), onNewTicker, onOrderFilled, onOrderbookUpdate}>
• placeOrder (market, side, quantity, price, success, fail, retries = 10)
• updateOrder (clientOrderId, price, quantity, success, fail, order)
• cancelOrder (clientOrderId, success, fail, order)
• orderHistory (success, fail)
• balance (currency, success, fail)
• balances (success, fail)
• openOrders (market, success, fail)