fix mexc spot listing fix bitfinex swapping pair id recover okex liquidations

Author: Tucsky

scripts/coinalize/utils.js

@@ -29,19 +29,21 @@ const COINALIZE_REQ_KEY_PATH = 'products/coinalize.key'
 const BARS_PER_REQUEST = 300
 
 const baseHeaders = {
-  accept: '*/*',
-  'accept-language': 'en-US,en;q=0.9,fr-FR;q=0.8,fr;q=0.7',
-  'cache-control': 'no-cache',
-  pragma: 'no-cache',
-  'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="97", "Chromium";v="97"',
-  'sec-ch-ua-mobile': '?0',
-  'sec-ch-ua-platform': '"Windows"',
-  'sec-fetch-dest': 'empty',
-  'sec-fetch-mode': 'cors',
-  'sec-fetch-site': 'same-origin',
-  cookie: 'p_sid=s%3ARY_H7HfwdvenT8Pz2XjPjBq-mHVLMsmL.ONSYPlNqShlYwQoVZ4Ez8igcJZ1r1wAG6pw7HQ%2FJ2WE',
-  Referer: 'https://coinalyze.net/bitcoin/usd/binance/btcusd_perp/price-chart-live/',
-  'Referrer-Policy': 'strict-origin-when-cross-origin',
+    "accept": "*/*",
+    "accept-language": "en-US,en;q=0.9",
+    "cache-control": "no-cache",
+    "content-type": "application/json",
+    "pragma": "no-cache",
+    "sec-ch-ua": "\"Not.A/Brand\";v=\"8\", \"Chromium\";v=\"114\", \"Google Chrome\";v=\"114\"",
+    "sec-ch-ua-mobile": "?0",
+    "sec-ch-ua-platform": "\"Windows\"",
+    "sec-fetch-dest": "empty",
+    "sec-fetch-mode": "cors",
+    "sec-fetch-site": "same-origin",
+    "x-requested-with": "XMLHttpRequest",
+    "cookie": "cookies_accepted=1; p_sid=s%3A944WOtc4HxnJXvGuR5KtvuG1yIpHEYeT.r3vU6rPl3k4tjB4xGW472GoQPOjJi%2FbfMIyW0R1bRkM",
+    "Referer": "https://coinalyze.net/bitcoin/usd/binance/btcusd_perp/price-chart-live/",
+    "Referrer-Policy": "strict-origin-when-cross-origin"
 }
 
 const baseJSONHeaders = {

src/config.js

@@ -234,9 +234,9 @@ if (process.argv.length > 2) {
 let userSettings = {}
 
 let configPath =
-  commandSettings?.config ||
-  commandSettings?.configFile ||
-  commandSettings?.configPath ||
+  commandSettings.config ||
+  commandSettings.configFile ||
+  commandSettings.configPath ||
   'config.json'
 
 try {

src/exchanges/binance.js

@@ -11,10 +11,10 @@ class Binance extends Exchange {
     this.subscriptions = {}
 
     this.endpoints = {
-      PRODUCTS: 'https://data.binance.com/api/v3/exchangeInfo'
+      PRODUCTS: 'https://data-api.binance.vision/api/v3/exchangeInfo',
     }
 
-    this.url = () => `wss://data-stream.binance.com:9443/ws`
+    this.url = () => `wss://data-stream.binance.vision:9443/ws`
   }
 
   formatProducts(data) {
@@ -98,10 +98,12 @@ class Binance extends Exchange {
     const startTime = range.from
     const below1HEndTime = Math.min(range.to, startTime + 1000 * 60 * 60)
 
-    const endpoint = `https://data.binance.com/api/v3/aggTrades?symbol=${range.pair.toUpperCase()}&startTime=${
+    const endpoint = `https://data-api.binance.vision/api/v3/aggTrades?symbol=${range.pair.toUpperCase()}&startTime=${
       startTime + 1
     }&endTime=${below1HEndTime}&limit=1000`
 
+    console.log(endpoint)
+
     return axios
       .get(endpoint)
       .then(response => {

src/exchanges/bitfinex.js

@@ -63,9 +63,7 @@ class Bitfinex extends Exchange {
     }
 
     if (api._connected.length === 0) {
-      const chanId = Object.keys(this.channels).find(
-        id => this.channels[id].name === 'status'
-      )
+      const chanId = Object.keys(this.channels[api.id]).find((chanId) => this.channels[api.id][chanId].name === 'status')
 
       if (chanId) {
         api.send(
@@ -75,13 +73,12 @@ class Bitfinex extends Exchange {
           })
         )
 
-        delete this.channels[chanId]
+        delete this.channels[api.id][chanId]
       }
     }
 
-    const channelsToUnsubscribe = Object.keys(this.channels).filter(
-      id =>
-        this.channels[id].pair === pair && this.channels[id].apiId === api.id
+    const channelsToUnsubscribe = Object.keys(this.channels[api.id]).filter(
+      (chanId) => this.channels[api.id][chanId].pair === pair
     )
 
     if (!channelsToUnsubscribe.length) {
@@ -92,35 +89,36 @@ class Bitfinex extends Exchange {
       return
     }
 
-    for (let id of channelsToUnsubscribe) {
+    for (let chanId of channelsToUnsubscribe) {
       api.send(
         JSON.stringify({
           event: 'unsubscribe',
-          chanId: id
+          chanId,
         })
       )
-      delete this.channels[id]
+      delete this.channels[api.id][chanId]
     }
   }
 
   onMessage(event, api) {
     const json = JSON.parse(event.data)
 
     if (json.event === 'subscribed' && json.chanId) {
-      // console.debug(`[${this.id}] register channel ${json.chanId} (${json.channel}:${json.pair})`)
-      this.channels[json.chanId] = {
+      // console.debug(`[${this.id}.${api.id}] register channel ${json.chanId} (${json.channel}:${json.pair})`)
+      this.channels[api.id][json.chanId] = {
         name: json.channel,
-        pair: json.pair,
-        apiId: api.id
+        pair: json.pair
       }
       return
     }
 
-    if (!this.channels[json[0]] || json[1] === 'hb') {
+    const chanId = json[0]
+
+    if (!this.channels[api.id][chanId] || json[1] === 'hb') {
       return
     }
 
-    const channel = this.channels[json[0]]
+    const channel = this.channels[api.id][chanId]
 
     if (!channel.hasSentInitialMessage) {
       // console.debug(`[${this.id}] skip first payload ${channel.name}:${channel.pair}`)
@@ -240,18 +238,12 @@ class Bitfinex extends Exchange {
       })
   }
 
-  onApiRemoved(api) {
-    console.log(
-      `[${this.id}] has ${Object.keys(this.channels).length} channels`
-    )
-
-    const apiChannels = Object.keys(this.channels).filter(
-      id => this.channels[id].apiId === api.id
-    )
+  onApiCreated(api) {
+    this.channels[api.id] = {}
+  }
 
-    for (const id of apiChannels) {
-      delete this.channels[id]
-    }
+  onApiRemoved(api) {
+    delete this.channels[api.id]
   }
 }
 

src/exchanges/huobi.js

@@ -183,8 +183,8 @@ class Huobi extends Exchange {
     return {
       exchange: this.id,
       pair: pair,
-      timestamp: +new Date(),
-      price: this.prices[pair] || trade.price,
+      timestamp: trade.created_at,
+      price: +trade.price || this.prices[pair],
       size: +trade.amount,
       side: trade.direction,
       liquidation: true

src/exchanges/mexc.js

@@ -11,9 +11,8 @@ class Mexc extends Exchange {
 
     this.endpoints = {
       PRODUCTS: [
-        'https://api.mexc.com/api/v3/defaultSymbols',
-        'https://contract.mexc.com/api/v1/contract/detail'
-      ]
+        'https://api.mexc.com/api/v3/exchangeInfo',
+        'https://contract.mexc.com/api/v1/contract/detail']
     }
 
     this.url = pair => {
@@ -29,18 +28,19 @@ class Mexc extends Exchange {
     const products = []
     const contractSizes = {}
     const inversed = {}
+    const [spot, perp] = responses
 
-    for (const response of responses) {
-      const type = ['spot', 'contract'][responses.indexOf(response)]
-
-      for (const product of response.data) {
-        if (type === 'contract') {
-          products.push(product.symbol)
-          contractSizes[product.symbol] = product.contractSize
-          inversed[product.symbol] = product.quoteCoin === product.settleCoin
-        } else {
-          products.push(product)
-        }
+    if (spot) {
+      for (const product of spot.symbols) {
+        products.push(product.symbol)
+      }
+    }
+
+    if (perp) {
+      for (const product of perp.data) {
+        products.push(product.symbol)
+        contractSizes[product.symbol] = product.contractSize
+        inversed[product.symbol] = product.quoteCoin === product.settleCoin
       }
     }