polotest.js

let autobahn = require('autobahn');

const URL = 'wss://api.poloniex.com';
const REALM = 'realm1';

let PAIR = 'BTC_ETH';
let MAX_FOLLOWING_SEQ = 150;

let main = () => {
  let connection = new autobahn.Connection({
    url: URL,
    realm: REALM
  });

  connection.onopen = (session, details) => {
    console.log('Connected to poloniex socket at ' + URL);

    let seqs = {}; // Updates that will be processed
    let current = 0; // Current update to be processed

    // For debugging
    let lostseq = {}; // Lost sequence numbers
    let successful = 0; // Total number of updates successfully processed
    let t0 = null;

    session.subscribe(PAIR, (args, kwargs, details) => {
      let seq = kwargs.seq;
      seqs[seq] = args;

      if (current == 0) {
        current = seq;
        // For debugging
        t0 = process.hrtime();
      }

      if (seq in lostseq) {
        // Never happened in a huge amount of tests
        console.log(seq + ' => {"found": true}');
      }

      let next = current + 1;
      let length = Object.keys(seqs).length;

      // Iterate and process all remaining updates
      while (length != 0 && Object.keys(seqs)[0] <= next) {
        let key = Object.keys(seqs)[0];
        if (key == next) {
          // Apply the update
          //applyUpdate(seqs[next]);

          // Prepare for the next update
          current = next;
          next++;

          // For debugging
          t0 = process.hrtime();
          successful++;
        }

        delete seqs[key];
      }

      if (length > MAX_FOLLOWING_SEQ) {
        let lost = current + 1;
        lostseq[lost] = true;
        // NOTE: hrtime is not always accurate since the next 150 updates will be processed so fast because were already received
        let t1 = process.hrtime(t0);
        console.log(lost + ' => ' + JSON.stringify({"lost": true, "successful" : successful, "hrtime" : t1}));

        // Skip the lost update and try the next
        current++;
      }
    });
  };

  connection.onclose = (reason, details) => {
    console.log('Poloniex socket connection lost');
  };

  connection.open();
};

main();