fenix-pipeline-sdk

Fenix Pipeline JavaScript SDK

The Fenix Pipeline JavaScript SDK facilitates connection to and interaction with the Fenix Pipeline API from any JavaScript application from either Node.JS or the browser.

Prerequisites and Notes

The following should be considered when using the SDK:

• The Fenix Pipeline API requires an authentication token. Tokens are currently only available to select beta customers.

Installation

Using npm:

$ npm i --save fenix-pipeline-sdk

For browser usage:

<script
    type="text/javascript"
    src="https://unpkg.com/fenix-pipeline-sdk"
></script> 

Sample Usage

The following program demonstrates the basic use of the SDK:

// When using Node.JS, require the 'fenix-pipeline-sdk' module
// When using in the browser via unpkg.com, the library will be available as a variable with the name 'fenixPipeline'
const fenixPipeline = require('fenix-pipeline-sdk');
 
// read the API key from a local environment variable called `FENIX_API_KEY`
const apiKey = process.env.FENIX_API_KEY;
 
// create a dataSocket with the api key
const dataSocket = new fenixPipeline.RawDataSocket(apiKey);
 
// connect to the Fenix service
dataSocket.connect(async () => {
    // handle incoming messages
    dataSocket.onMesssage(messaage => console.log(message));
 
    // subscribe to the `btc-usdt` stream
    dataSocket.subscribe(
        fenixPipeline.SubscriptionTypes.tradesByMarket,
        'btc-usdt'
    );
 
    // just receive messages for the next 10 seconds
    await new Promise(setTimeout(() => {}, 10 * 1000));
 
    // unsubscribe to all streams
    dataSocket.unsubscribe(fenixPipeline.SubscriptionTypes.allTrades);
 
    // close the connection
    dataSocket.close();
});

Detailed Documentation

The SDK consists of the RawDataSocket class and the SubscriptionType enum.

const { RawDataSocket, SubscriptionType } = require('fenix-pipeline-sdk');

RawDataSocket Class

The RawDataSocket class is used to connect to Fenix Pipeline API. Create a RawDataSocket by passing an API key, and then call connect(onConnectHandler) on the object to establish the connection:

const dataSocket = RawDataSocket(my_api_key);
 
dataSocket.connect(() => {
    // on connection code...
});

Subscribing to Channels

Once connected, you can call the subscribe(subscriptionType, name) function to subscribe to a given channel.

dataSocket.subscribe(SubscriptionTypes.tradesByMarket, 'btc-usdt');

Trade Data

You can get trade data in three basic subscription types. Each of these types is selectable from the SubscriptionTypes enum:

• SubscriptionTypes.tradesByExchange: all trades on any market within a certain exchange
• SubscriptionTypes.tradesByMarket: all trades from any exchange associated with a specific market (such as BTC-USDT)
• SubscriptionTypes.allTrades: every received trade regardless of market and regardless of exchange

All Trades

To subscribe to all trades:

dataSocket.subscribe(SubscriptionTypes.allTrades);

Note: the allTrades subscription will contain a very large number of trades; ensure your code is performant and your network connection is sufficient to avoid losing data in the stream.

Trades by Market

To subscribe to all trades within a given market (in this example, BTC-USDT):

dataSocket.subscribe(SubscriptionTypes.tradesByMarket, 'btc-usdt');

Trades by Exchange

To subscribe to all trades coming from a given exchange (in this example, Binance):

dataSocket.subscribe(SubscriptionTypes.tradesByExchange, 'binance');

Subscription Response

After sending a subscription request, a message will be sent back confirming the channel has been successfully subscribed:

dataSocket.subscribe(SubscriptionTypes.tradesByExchange, 'binance');

... will result in the following message being passed into the onMessage handler:

{ type: 'subscribed', message: 'trades/exchange/binance' }

You should then begin receiving trade data from that exchange being passed into the onMessage handler:

If you supply an invalid channel reference:

dataSocket.subscribe(SubscriptionTypes.tradesByMarket, 'btc-%');

... will result in the following message being passed into the onMessage handler:

{ type: 'error', message: 'trades/market/btc-% invalid'}

Duplicate Data

Note that subscriptions may include overlapping data; for instance, if you subscribe to all trades on the BTC-USDT market and also all trades on the Binance exchange, trades that take place on Binance related to the BTC-USDT market belong to both subscriptions.

Data coming from the API may contain duplicate entities as documented in the API reference documentation. This behavior applies equally to all subscription types.

Unsubscribing from Channels

Unsubscribing from channels is exactly like subscribing but calling the unsubscribe() method:

dataSocket.unsubscribe(SubscriptionTypes.tradesByExchange, 'binance');

... will result in the following message being passed into the onMessage handler:

{ type: 'unsubscribed', message: 'trades/exchange/binance' }

If you supply a reference to a channel you are not subscribed to:

dataSocket.unsubscribe(SubscriptionTypes.tradesByMarket, 'btc-eudt');

... will result in the following message being passed into the onMessage handler:

{ type: 'error', message: 'trades/market/btc-eudt not subscribed' }

Data Model

Apart from subscribe, unsubscribe, and error messages described above, the messages passed into the onMessage handler will depend on the type of object being transferred. Currently only Trade obejcts are supported; other types will be added in the future.

Trade Data

Trade data will be received as an object literal with a key type containing the value data and a channel starting with trades::

{
    type: 'data',
    message: {
        channel: 'trades:btc-usdt:binance',
        data: {
            exchange: 'kucoin',
            market: 'btc-usdt',
            euid: '12345',
            direction: 'sell',
            price: 8145.35,
            quantity: 0.003646,
            timestamp: 1570588205.321,
        },
    },
}

Schema notes:

• exchange: the exchange where the trade was effected
• market: the market the trade encompasses
• euid: the unique ID as reported by the exchange for that trade
  • the combination of exchange, market, and euid is globally unique amongst all trades in the API
• direction: buy or sell
• price: the price per unit of the trade
• quantity: the quantity traded
• timestamp: a timestamp in seconds since the epoch with millisecond resolution

Closing the Connection

Close the connection using the close() method:

dataSocket.close();

Support

The Fenix Pipeline JavaScript SDK is expected to work on the following contexts:

• browsers: all modern browsers that support websockets (IE 10+, Edge 12+, FF 11+, Chrome 16+, Safari 7+, Opera 12.1+, iOS Safari 6+)
• Node.JS: all current, active and mainetance LTS releases are supported: v8, v10, v12