Highchart market depth binance-node-api

binance-node-api

// by jaggedsoft https://github.com/binance-exchange/node-binance-api/issues/111#issuecomment-370715955
const file = require('fs');
binance.websockets.depthCache(['BTCUSDT','BNBBTC'], (symbol, depth) => {
	const limit = 1000;
	let bids = binance.sortBids(depth.bids, limit, 'cumulative');
	let asks = binance.sortAsks(depth.asks, limit, 'cumulative');
	console.log(symbol+" depth cache update");
	console.log("best bid: "+binance.first(bids));
	console.log("best ask: "+binance.first(asks));
	let output = {bids:binance.array(bids), asks:binance.array(asks)};
	// save information to json file
	file.writeFile("json/depth/"+symbol+".json", JSON.stringify(output, null, 4), (err)=>{});
});