Tests the delay between opening and reading an order via the Bitfinex REST api

rest_open_cancel_order.js

'use strict'

/**
 * DISCLAIMER: this script creates an order (price: 500, symbol: BTCUSD, amount: 0.001)
 *             please run at your own risk.
 * TO RUN:
 * $ export API_KEY={YOUR_API_KEY}
 * $ export API_SECRET={YOUR_API_SECRET}
 * $ npm install bitfinex-api-node
 * $ node rest_open_cancel_order.js
 */

process.env.DEBUG = 'bfx:examples:*'

const { Order } = require('bfx-api-node-models')
const bfx = require('bitfinex-api-node')
const { API_KEY, API_SECRET } = process.env
const rest = new bfx.RESTv2({
    apiKey: API_KEY,
    apiSecret: API_SECRET,
    transform: true
})
const log = (msg) => console.log(`[${Date.now()}] ${msg}`)
const sleep = async (ms) => new Promise(resolve => setTimeout(resolve, ms))

async function start() {
    // Submit new order
    log(`Submitting initial order`)
    const orderCid = Date.now()
    const o = new Order({
        cid: orderCid,
        symbol: 'tBTCUSD',
        price: 500,
        amount: 0.01,
        type: Order.type.LIMIT,
    }, rest)

    let timeBeforeOrder = Date.now()
    await o.submit()
    log(`Order submit took ${Date.now() - timeBeforeOrder}ms`)

    // Poll for new order
    // Here we are going to poll the /orders endpoint to see if there is
    // a delay between creating and reading the order - if so, how long?
    let orderSeen = false
    let numberOfPolls = 0
    let roundTripTime = 0
    do {
        let activeOrders = []
        let timeBeforeActiveOrders = Date.now()
        try {
            log('Querying for active orders...')
            activeOrders = await rest.activeOrders()
            log(`Done - active orders request took ${Date.now() - timeBeforeActiveOrders}ms`)
        } catch (e) {
            log(`ERROR: ${e} - took ${Date.now() - timeBeforeActiveOrders}ms`)
        } finally {
            numberOfPolls++
        }
        activeOrders.forEach((order) => {
            if (order.cid == orderCid) {
                roundTripTime = Date.now() - timeBeforeOrder
                log(`Order with cid ${orderCid} found - complete trip took ${roundTripTime}ms`)
                orderSeen = true
            }
        })
        if (!orderSeen) {
            log(`Order with cid ${orderCid} not found - trying again`)
            await sleep(100) // wait 100ms
        }
    } while (!orderSeen)

    // clean up original order
    await o.cancel()

    console.log()
    log('----- FINISHED')
    if (numberOfPolls > 1) {
        log(`Test failed: number of polls ${numberOfPolls}, took ${Date.now() - timeBeforeOrder}ms`)
    } else {
        log(`Test passed: number of polls ${numberOfPolls}, took ${Date.now() - timeBeforeOrder}ms`)
    }
}
start()