bfx_test_book_raw.js

/*
npm install ws lodash async moment
mkdir logs

node bfx_test_book_raw.js BTCUSD &
tail -f logs/ws-book-*

*/

var WS = require('ws')
var _ = require('lodash')
var async = require('async')
var fs = require('fs')
var moment = require('moment')

var pair = process.argv[2]

var conf = {
  wshost: "wss://api.bitfinex.com/ws/2"
}

var logfile = __dirname + '/logs/ws-book-err.log'

var BOOK = {
  bids: {},
  asks: {},
  psnap: {},
  mcnt: 0
}

console.log(pair, conf.wshost)

var cli = new WS(conf.wshost, { /*rejectUnauthorized: false*/ })
cli.on('open', function open() {
  console.log('WS open')
  cli.send(JSON.stringify({ event: "subscribe", channel: "book", pair: pair, prec: "R0" }))
})
cli.on('close', function open() {
  console.log('WS close')
})

cli.on('message', function(msg) {
  msg = JSON.parse(msg)
  if (msg.event) {
    return
  }

  if (msg[1] === 'hb') {
    return
  }

  if (BOOK.mcnt === 0) {
    _.each(msg[1], function(pp) {
      pp = { id: pp[0], price: pp[1], amount: pp[2] }
      var side = pp.amount >= 0 ? 'bids' : 'asks'
      pp.amount = Math.abs(pp.amount)
      BOOK[side][pp.id] = pp
    })
  } else {
    var pp = { id: msg[1], price: msg[2], amount: msg[3] }
    if (!pp.price) {
      var found = true
      if (pp.amount > 0) {
        if (BOOK['bids'][pp.id]) {
          delete BOOK['bids'][pp.id]
        } else {
          found = false
        }
      } else if (pp.amount < 0) {
        if (BOOK['asks'][pp.id]) {
          delete BOOK['asks'][pp.id]
        } else {
          found = false
        }
      }
      if (!found) {
        fs.appendFileSync(logfile, "[" + moment().format() + "] " + pair + " | " + JSON.stringify(pp) + " BOOK_RAW delete fail found\n")
      }
    } else {
      var side = pp.amount >= 0 ? 'bids' : 'asks'
      pp.amount = Math.abs(pp.amount)
      BOOK[side][pp.id] = pp
    }
  }

  BOOK.mcnt++
})