Add exchange GMO Coin

.github/workflows/node.yml

@@ -62,6 +62,7 @@ jobs:
  - ftx-us
  - gateio
  - gemini
+ - gmocoin
  - hitbtc
  - huobi
  - huobi-futures

README.md

@@ -76,6 +76,7 @@ binance.subscribeLevel2Snapshots(market);
 | FTX US | 1 | FtxUs | ✓ | ✓ | - | - | ✓\* | - | - |
 | Gate.io | 3 | Gateio | ✓ | ✓ | - | - | ✓\* | - | - |
 | Gemini | 1 | Gemini | - | ✓ | - | - | ✓\* | - | - |
+| GMOCoin | 1 | GMOCoin | ✓ | ✓ | - | ✓ | - | - | - |
 | HitBTC | 2 | HitBTC | ✓ | ✓ | ✓ | - | ✓\* | - | - |
 | Huobi Global | 1 | Huobi | ✓ | ✓ | ✓ | ✓ | - | - | - |
 | Huobi Global Futures | 1 | HuobiFutures | ✓ | ✓ | ✓ | ✓ | ✓\* | - | - |

__tests__/exchanges/gmocoin-client.spec.js

@@ -0,0 +1,74 @@
+const { testClient } = require("../test-runner");
+const GMOCoinClient = require("../../src/exchanges/gmocoin-client");
+
+testClient({
+ clientFactory: () => new GMOCoinClient(),
+ clientName: "GMOCoinClient",
+ exchangeName: "GMOCoin",
+ markets: [
+ {
+ id: "BTC",
+ base: "BTC",
+ quote: "JPY",
+ },
+ {
+ id: "ETH",
+ base: "ETH",
+ quote: "JPY",
+ },
+ {
+ id: "BCH",
+ base: "BCH",
+ quote: "JPY",
+ },
+ {
+ id: "LTC",
+ base: "LTC",
+ quote: "JPY",
+ },
+ {
+ id: "XRP",
+ base: "XRP",
+ quote: "JPY",
+ },
+ ],
+
+ testConnectEvents: true,
+ testDisconnectEvents: true,
+ testReconnectionEvents: true,
+ testCloseEvents: true,
+
+ hasTickers: true,
+ hasTrades: true,
+ hasCandles: false,
+ hasLevel2Snapshots: true,
+ hasLevel2Updates: false,
+ hasLevel3Snapshots: false,
+ hasLevel3Updates: false,
+
+ ticker: {
+ hasTimestamp: true,
+ hasLast: true,
+ hasOpen: false,
+ hasHigh: true,
+ hasLow: true,
+ hasVolume: true,
+ hasQuoteVolume: false,
+ hasChange: false,
+ hasChangePercent: false,
+ hasBid: true,
+ hasBidVolume: false,
+ hasAsk: true,
+ hasAskVolume: false,
+ },
+
+ trade: {
+ hasTradeId: false,
+ },
+
+ l2snapshot: {
+ hasTimestampMs: true,
+ hasSequenceId: false,
+ hasCount: false,
+ },
+});

src/exchanges/gmocoin-client.js

@@ -0,0 +1,175 @@
+const BasicClient = require("../basic-client");
+const { throttle } = require("../flowcontrol/throttle");
+const Ticker = require("../ticker");
+const Trade = require("../trade");
+const Level2Point = require("../level2-point");
+const Level2Snapshot = require("../level2-snapshot");
+const moment = require("moment");
+
+class GMOCoinClient extends BasicClient {
+ constructor({
+ wssPath = "wss:https://api.coin.z.com/ws/public/v1",
+ throttleMs = 1000,
+ watcherMs,
+ } = {}) {
+ super(wssPath, "GMOCoin", undefined, watcherMs);
+
+ this.hasTickers = true;
+ this.hasTrades = true;
+ this.hasLevel2Snapshots = true;
+ this._send = throttle(this._send.bind(this), throttleMs);
+ }
+
+ _send(message) {
+ this._wss.send(message);
+ }
+
+ _sendPong(id) {
+ this._wss.send(JSON.stringify({ pong: id }));
+ }
+
+ _sendSubTicker(remote_id) {
+ this._wss.send(
+ JSON.stringify({
+ command: "subscribe",
+ channel: "ticker",
+ symbol: remote_id,
+ })
+ );
+ }
+
+ _sendUnsubTicker(remote_id) {
+ this._wss.send(
+ JSON.stringify({
+ command: "unsubscribe",
+ channel: "ticker",
+ symbol: remote_id,
+ })
+ );
+ }
+
+ _sendSubTrades(remote_id) {
+ this._wss.send(
+ JSON.stringify({
+ command: "subscribe",
+ channel: "trades",
+ symbol: remote_id,
+ // option:'TAKER_ONLY'
+ })
+ );
+ }
+
+ _sendUnsubTrades(remote_id) {
+ this._wss.send(
+ JSON.stringify({
+ command: "unsubscribe",
+ channel: "trades",
+ symbol: remote_id,
+ // option:'TAKER_ONLY'
+ })
+ );
+ }
+
+ _sendSubLevel2Snapshots(remote_id) {
+ this._wss.send(
+ JSON.stringify({
+ command: "subscribe",
+ channel: "orderbooks",
+ symbol: remote_id,
+ })
+ );
+ }
+
+ _sendUnsubLevel2Snapshots(remote_id) {
+ this._wss.send(
+ JSON.stringify({
+ command: "unsubscribe",
+ channel: "orderbooks",
+ symbol: remote_id,
+ })
+ );
+ }
+
+ _onMessage(raw) {
+ let msg = JSON.parse(raw);
+
+ if (msg.ping) {
+ this._sendPong(msg.ping);
+ return;
+ }
+
+ // tickers
+ if (msg.channel === "ticker") {
+ let market = this._tickerSubs.get(msg.symbol);
+ if (!market) return;
+
+ let ticker = this._constructTicker(msg, market);
+ this.emit("ticker", ticker, market);
+ return;
+ }
+
+ // trade
+ if (msg.channel === "trades") {
+ let market = this._tradeSubs.get(msg.symbol);
+ if (!market) return;
+
+ let trade = this._constructTrade(msg, market);
+ this.emit("trade", trade, market);
+ return;
+ }
+
+ // l2 snapshot
+ if (msg.channel === "orderbooks") {
+ let market = this._level2SnapshotSubs.get(msg.symbol);
+ if (!market) return;
+
+ let snapshot = this._constructLevel2Snapshot(msg, market);
+ this.emit("l2snapshot", snapshot, market);
+ return;
+ }
+ }
+
+ _constructTicker(msg, market) {
+ let { ask, bid, high, last, low, timestamp, volume } = msg;
+ return new Ticker({
+ exchange: this._name,
+ base: market.base,
+ quote: market.quote,
+ timestamp: moment.utc(timestamp).valueOf(),
+ last: last,
+ high: high,
+ low: low,
+ volume: volume,
+ bid,
+ ask,
+ });
+ }
+
+ _constructTrade(datum, market) {
+ let { price, side, size, timestamp } = datum;
+ let unix = moment(timestamp).valueOf();
+ return new Trade({
+ exchange: this._name,
+ base: market.base,
+ quote: market.quote,
+ side: side.toLowerCase(),
+ unix,
+ price: price,
+ amount: size,
+ });
+ }
+
+ _constructLevel2Snapshot(msg, market) {
+ let asks = msg.asks.map(p => new Level2Point(p.price, p.size));
+ let bids = msg.bids.map(p => new Level2Point(p.price, p.size));
+ return new Level2Snapshot({
+ exchange: this._name,
+ base: market.base,
+ quote: market.quote,
+ timestampMs: moment.utc(msg.timestamp).valueOf(),
+ asks,
+ bids,
+ });
+ }
+}
+module.exports = GMOCoinClient;

src/index.js

@@ -14,6 +14,7 @@ const ethfinex = require("./exchanges/ethfinex-client");
 const ftx = require("./exchanges/ftx-client");
 const gateio = require("./exchanges/gateio-client");
 const gemini = require("./exchanges/gemini-client");
+const gmocoin = require("./exchanges/gmocoin-client");
 const hitbtc = require("./exchanges/hitbtc-client");
 const huobi = require("./exchanges/huobi-client");
 const kucoin = require("./exchanges/kucoin-client");
@@ -42,6 +43,7 @@ module.exports = {
  ftx,
  gateio,
  gemini,
+ gmocoin,
  hitbtc,
  hitbtc2: hitbtc,
  huobi,
@@ -79,6 +81,7 @@ module.exports = {
  FtxUs: require("./exchanges/ftx-us-client"),
  Gateio: gateio,
  Gemini: gemini,
+ GMOCoin: gmocoin,
  HitBTC: hitbtc,
  Huobi: huobi,
  HuobiFutures: require("./exchanges/huobi-futures-client"),