Created
May 29, 2019 19:12
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import * as GTT from 'coinbase-pro-trading-toolkit'; | |
import { CoinbaseProFeed, CoinbaseProFeedConfig } from 'coinbase-pro-trading-toolkit/build/src/exchanges'; | |
import { LiveBookConfig, LiveOrderbook, SkippedMessageEvent, TradeMessage, LevelMessage } from "coinbase-pro-trading-toolkit/build/src/core"; | |
import { Ticker } from "coinbase-pro-trading-toolkit/build/src/exchanges/PublicExchangeAPI"; | |
import { CumulativePriceLevel } from "coinbase-pro-trading-toolkit/build/src/lib"; | |
const logger = GTT.utils.ConsoleLoggerFactory({ level: 'debug' }); | |
const product = 'BTC-USD'; | |
const [base, quote] = product.split('-'); | |
const options: CoinbaseProFeedConfig = { | |
logger: logger, | |
auth: { | |
key: process.env.COINBASE_PRO_KEY, | |
secret: process.env.COINBASE_PRO_SECRET, | |
passphrase: process.env.COINBASE_PRO_PASSPHRASE | |
}, | |
channels: null, | |
wsUrl: process.env.COINBASE_PRO_WS_URL || 'wss://ws-feed-public.sandbox.pro.coinbase.com', | |
apiUrl: process.env.COINBASE_PRO_API_URL || 'https://api-public.sandbox.pro.coinbase.com' | |
}; | |
GTT.Factories.CoinbasePro.getSubscribedFeeds(options, [product]).then((feed: CoinbaseProFeed) => { | |
const config: LiveBookConfig = { | |
product: product, | |
logger: logger | |
}; | |
const book = new LiveOrderbook(config); | |
book.on('LiveOrderbook.ticker', (ticker: Ticker) => { | |
logger.log('info', JSON.stringify(ticker)); | |
}) | |
book.on('LiveOrderbook.trade', (trade: TradeMessage) => { | |
logger.log('warn', JSON.stringify(trade)); | |
}) | |
book.on('LiveOrderbook.update', (msg: LevelMessage) => { | |
logger.log('info', JSON.stringify(msg)); | |
}) | |
book.on('error', (err) => { | |
logger.log('error', 'LiveOrderbook error: ', err); | |
feed.pipe(book); | |
}) | |
book.on('data', () => {}); | |
feed.pipe(book); | |
}); |
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