added batchTickers option to handle single or batch

src/exchanges/binance-base.js

@@ -44,6 +44,7 @@ class BinanceBase extends BasicClient {
  restThrottleMs = 1000,
  l2updateSpeed = "",
  l2snapshotSpeed = "",
+ batchTickers,
  } = {}) {
  super(wssPath, name, undefined, watcherMs);
  this._restL2SnapshotPath = restL2SnapshotPath;
@@ -57,6 +58,7 @@ class BinanceBase extends BasicClient {
  this.hasCandles = true;
  this.hasLevel2Snapshots = true;
  this.hasLevel2Updates = true;
+ this.batchTickers = batchTickers;
 
  this._messageId = 0;
  this._tickersActive = false;
@@ -83,10 +85,11 @@ class BinanceBase extends BasicClient {
  _sendSubTicker(remote_id) {
  if (this._tickersActive) return;
  this._tickersActive = true;
+ const params = this.batchTickers ? ['!ticker@arr'] : [`${remote_id.toLowerCase()}@ticker`];
  this._wss.send(
  JSON.stringify({
  method: "SUBSCRIBE",
- params: [`${remote_id.toLowerCase()}@ticker`],
+ params: params,
  id: ++this._messageId,
  })
  );
@@ -95,10 +98,11 @@ class BinanceBase extends BasicClient {
  _sendUnsubTicker(remote_id) {
  if (this._tickerSubs.size > 1) return;
  this._tickersActive = false;
+ const params = this.batchTickers ? ['!ticker@arr'] : [`${remote_id.toLowerCase()}@ticker`];
  this._wss.send(
  JSON.stringify({
  method: "UNSUBSCRIBE",
- params: [`${remote_id}@ticker`],
+ params: params,
  id: ++this._messageId,
  })
  );
@@ -204,7 +208,20 @@ class BinanceBase extends BasicClient {
  return;
  }
 
- // ticker
+ // batch tickers
+ if (msg.stream === "!ticker@arr") {
+ for (let raw of msg.data) {
+ let remote_id = raw.s;
+ let market = this._tickerSubs.get(remote_id);
+ if (!market) continue;
+
+ let ticker = this._constructTicker(raw, market);
+ this.emit("ticker", ticker, market);
+ }
+ return;
+ }
+
+ // single ticker
  if (msg.stream.toLowerCase().endsWith("ticker")) {
  let remote_id = msg.data.s;
  let market = this._tickerSubs.get(remote_id);

src/exchanges/binance-client.js

@@ -10,6 +10,7 @@ class BinanceClient extends BinanceBase {
  watcherMs,
  l2updateSpeed,
  l2snapshotSpeed,
+ batchTickers = true,
  } = {}) {
  super({
  name: "Binance",
@@ -23,6 +24,7 @@ class BinanceClient extends BinanceBase {
  watcherMs,
  l2updateSpeed,
  l2snapshotSpeed,
+ batchTickers,
  });
  }
 }