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TucskyTucsky
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feat: add Gateio
1 parent 456bef7 commit 4978222

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+289
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2 files changed

+289
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lines changed

‎src/exchanges/gateio.js‎

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const Exchange = require('../exchange')
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const axios = require('axios')
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const IS_USDT_SETTLEMENT_REGEX = /USDT$/
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class Gateio extends Exchange {
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constructor() {
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super()
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this.id = 'GATEIO'
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this.liquidationApi = {}
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this.maxConnectionsPerApi = 100
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this.endpoints = {
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PRODUCTS: [
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'https://api.gateio.ws/api/v4/spot/currency_pairs',
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'https://api.gateio.ws/api/v4/futures/usdt/contracts',
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'https://api.gateio.ws/api/v4/futures/btc/contracts'
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]
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}
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}
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async getUrl(pair) {
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if (typeof this.specs[pair] === 'number') {
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if (IS_USDT_SETTLEMENT_REGEX.test(pair)) {
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return 'wss://fx-ws.gateio.ws/v4/ws/usdt'
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}
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return 'wss://fx-ws.gateio.ws/v4/ws/btc'
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}
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return 'wss://api.gateio.ws/ws/v4/'
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}
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formatProducts(responses) {
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const products = []
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const specs = {}
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for (const response of responses) {
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for (const product of response) {
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if (product.id) {
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products.push(`${product.id}-SPOT`)
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} else {
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products.push(product.name)
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specs[product.name] = product.quanto_multiplier
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? parseFloat(product.quanto_multiplier)
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: 1
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}
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}
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}
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return { products, specs }
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}
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/**
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* Sub
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* @param {WebSocket} api
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* @param {string} pair
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*/
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async subscribe(api, pair) {
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const isFutures = typeof this.specs[pair] === 'number'
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if (isFutures) {
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const settlement = IS_USDT_SETTLEMENT_REGEX.test(pair) ? 'usdt' : 'btc'
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if (this.liquidationApi[settlement]) {
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const index = this.liquidationApi[settlement].pairs.indexOf(pair)
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if (index === -1) {
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this.liquidationApi[settlement].pairs.push(pair)
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}
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}
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}
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if (!(await super.subscribe(api, pair))) {
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return
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}
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api.send(
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JSON.stringify({
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channel: `${isFutures ? 'futures' : 'spot'}.trades`,
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event: 'subscribe',
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payload: [pair.replace('-SPOT', '')]
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})
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)
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return true
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}
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/**
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* Unsub
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* @param {WebSocket} api
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* @param {string} pair
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*/
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async unsubscribe(api, pair) {
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const isFutures = typeof this.specs[pair] === 'number'
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if (isFutures) {
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const settlement = IS_USDT_SETTLEMENT_REGEX.test(pair) ? 'usdt' : 'btc'
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if (this.liquidationApi[settlement]) {
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const index = this.liquidationApi[settlement].pairs.indexOf(pair)
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if (index !== -1) {
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this.liquidationApi[settlement].pairs.splice(index, 1)
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}
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}
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}
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if (!(await super.unsubscribe(api, pair))) {
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return
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}
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api.send(
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JSON.stringify({
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channel: `${isFutures ? 'futures' : 'spot'}.trades`,
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event: 'unsubscribe',
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payload: [pair.replace('-SPOT', '')]
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})
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)
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return true
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}
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formatSpotTrade(trade) {
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return {
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exchange: this.id,
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pair: trade.currency_pair + '-SPOT',
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timestamp: +trade.create_time_ms,
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price: +trade.price,
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size: +trade.amount,
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side: trade.side
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}
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}
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formatFuturesTrade(trade) {
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return {
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exchange: this.id,
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pair: trade.contract,
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timestamp: +trade.create_time_ms,
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price: +trade.price,
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size:
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this.specs[trade.contract] > 0
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? Math.abs(trade.size) * this.specs[trade.contract]
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: Math.abs(trade.size) / trade.price,
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side: trade.size > 0 ? 'buy' : 'sell'
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}
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}
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formatLiquidation(trade) {
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return {
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...this.formatFuturesTrade(trade),
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side: trade.size > 0 ? 'sell' : 'buy',
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liquidation: true
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}
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}
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onMessage(event, api) {
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const json = JSON.parse(event.data)
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if (!json) {
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return
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}
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if (json.event && json.event === 'update' && json.result) {
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if (json.result.length && json.channel === 'futures.trades') {
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const results = json.result
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.filter(trade => !trade.is_internal)
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.map(trade => this.formatFuturesTrade(trade))
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if (results.length) {
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return this.emitTrades(api.id, results)
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}
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}
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if (json.channel === 'spot.trades') {
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return this.emitTrades(api.id, [this.formatSpotTrade(json.result)])
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}
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}
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}
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onApiCreated(api) {
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const isFutures = /fx-ws/.test(api.url)
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if (isFutures) {
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const settlement = api.url.split('/').pop()
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this.startLiquidationInterval(settlement)
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}
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this.startKeepAlive(
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api,
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isFutures ? { channel: 'futures.ping' } : { channel: 'spot.ping' },
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18000
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)
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}
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onApiRemoved(api) {
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const isFutures = /fx-ws/.test(api.url)
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if (isFutures) {
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const settlement = api.url.split('/').pop()
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this.stopLiquidationInterval(settlement)
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}
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this.stopKeepAlive(api)
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}
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startLiquidationInterval(settlement) {
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if (!this.liquidationApi[settlement]) {
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this.liquidationApi[settlement] = {
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count: 0,
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interval: null,
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timestamp: null,
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pairs: []
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}
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}
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if (this.liquidationApi[settlement].interval) {
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this.liquidationApi[settlement].count++
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return
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}
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this.liquidationApi[settlement].count = 1
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this.liquidationApi[settlement].timestamp = +new Date()
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this.liquidationApi[settlement].interval = setInterval(
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() => {
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this.fetchLiquidations(settlement)
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},
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2000 + Math.random() * 1000
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)
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}
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stopLiquidationInterval(settlement) {
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if (!this.liquidationApi[settlement]) {
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return
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}
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if (this.liquidationApi[settlement].count) {
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this.liquidationApi[settlement].count--
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}
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if (
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!this.liquidationApi[settlement].count &&
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this.liquidationApi[settlement].interval
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) {
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clearInterval(this.liquidationApi[settlement].interval)
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this.liquidationApi[settlement].interval = null
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}
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}
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async fetchLiquidations(settlement) {
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if (this.liquidationApi[settlement].loading) {
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return
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}
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this.liquidationApi[settlement].loading = true
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try {
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const response = await axios.get(
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`https://api.gateio.ws/api/v4/futures/${settlement}/liq_orders?from=${Math.round(
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this.liquidationApi[settlement].timestamp / 1000
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)}`
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)
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if (response.data && response.data.length) {
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this.emitLiquidations(
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null,
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response.data
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.filter(
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liquidation =>
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this.liquidationApi[settlement].pairs.indexOf(
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liquidation.contract
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) !== -1
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)
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.map(liquidation =>
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this.formatLiquidation({
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create_time_ms: liquidation.time * 1000,
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price: liquidation.fill_price,
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contract: liquidation.contract,
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size: liquidation.size
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})
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)
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)
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}
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this.liquidationApi[settlement].timestamp = +new Date()
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return []
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} catch (error) {
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console.error(`[${this.id}.fetchLiquidations] ${error.message}`)
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} finally {
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this.liquidationApi[settlement].loading = false
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}
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}
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}
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module.exports = Gateio

‎src/exchanges/kraken.js‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,7 @@
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const Exchange = require('../exchange')
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const WebSocket = require('websocket').w3cwebsocket
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const axios = require('axios')
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const { getHms, sleep } = require('../helper')
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const { getHms } = require('../helper')
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class Kraken extends Exchange {
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constructor() {

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