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node-binance-api.js
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node-binance-api.js
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/* ============================================================
* node-binance-api
* https://github.com/jaggedsoft/node-binance-api
* ============================================================
* Copyright 2017-, Jon Eyrick
* Released under the MIT License
* ============================================================ */
/**
* Node Binance API
* @module jaggedsoft/node-binance-api
* @return {object} instance to class object
*/
let api = function Binance() {
let Binance = this; // eslint-disable-line consistent-this
'use strict'; // eslint-disable-line no-unused-expressions
const WebSocket = require('ws');
const request = require('request');
const crypto = require('crypto');
const file = require('fs');
const url = require('url');
const HttpsProxyAgent = require('https-proxy-agent');
const SocksProxyAgent = require('socks-proxy-agent');
const stringHash = require('string-hash');
const async = require('async');
const base = 'https://api.binance.com/api/';
const wapi = 'https://api.binance.com/wapi/';
const stream = 'wss:https://stream.binance.com:9443/ws/';
const combineStream = 'wss:https://stream.binance.com:9443/stream?streams=';
const userAgent = 'Mozilla/4.0 (compatible; Node Binance API)';
const contentType = 'application/x-www-form-urlencoded';
Binance.subscriptions = {};
Binance.depthCache = {};
Binance.depthCacheContext = {};
Binance.ohlcLatest = {};
Binance.klineQueue = {};
Binance.ohlc = {};
const default_options = {
recvWindow: 5000,
useServerTime: false,
reconnect: true,
verbose: false,
test: false,
log: function (...args) {
console.log(Array.prototype.slice.call(args));
}
};
Binance.options = default_options;
Binance.info = { timeOffset: 0 };
Binance.socketHeartbeatInterval = null;
/**
* Replaces socks connection uri hostname with IP address
* @param {string} connString - socks connection string
* @return {string} modified string with ip address
*/
const proxyReplacewithIp = function (connString) {
return connString;
}
/**
* Returns an array in the form of [host, port]
* @param {string} connString - connection string
* @return {array} array of host and port
*/
const parseProxy = function (connString) {
let arr = connString.split('/');
let host = arr[2].split(':')[0];
let port = arr[2].split(':')[1];
return [arr[0], host, port];
}
/**
* Checks to see of the object is iterable
* @param {object} obj - The object check
* @return {boolean} true or false is iterable
*/
const isIterable = function (obj) {
// checks for null and undefined
if (obj === null) {
return false;
}
return typeof obj[Symbol.iterator] === 'function';
}
const addProxy = opt => {
let socksproxy = process.env.socks_proxy || false;
if (socksproxy === false) return opt;
socksproxy = proxyReplacewithIp(socksproxy);
if (Binance.options.verbose) Binance.options.log('using socks proxy server ' + socksproxy);
opt.agentClass = SocksProxyAgent;
opt.agentOptions = {
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
}
return opt;
}
const reqHandler = cb => (error, response, body) => {
if (!cb) return;
if (error) return cb(error, {});
if (response && response.statusCode !== 200) return cb(response, {});
return cb(null, JSON.parse(body));
}
const proxyRequest = (opt, cb) => request(addProxy(opt), reqHandler(cb));
const reqObj = (url, data = {}, method = 'GET', key) => ({
url: url,
qs: data,
method: method,
timeout: Binance.options.recvWindow,
headers: {
'User-Agent': userAgent,
'Content-type': contentType,
'X-MBX-APIKEY': key || ''
}
})
/**
* Create a http request to the public API
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const publicRequest = function (url, data = {}, callback, method = 'GET') {
let opt = reqObj(url, data, method);
proxyRequest(opt, callback);
};
/**
* Create a http request to the public API
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const apiRequest = function (url, data = {}, callback, method = 'GET') {
if (!Binance.options.APIKEY) throw Error('apiRequest: Invalid API Key');
let opt = reqObj(
url,
data,
method,
Binance.options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Make market request
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const marketRequest = function (url, data = {}, callback, method = 'GET') {
if (!Binance.options.APIKEY) throw Error('apiRequest: Invalid API Key');
let query = Object.keys(data).reduce(function (a, k) {
a.push(k + '=' + encodeURIComponent(data[k]));
return a;
}, []).join('&');
let opt = reqObj(
url + (query ? '?' + query : ''),
data,
method,
Binance.options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Create a signed http request to the signed API
* @param {string} url - The http endpoint
* @param {object} data - The data to send
* @param {function} callback - The callback method to call
* @param {string} method - the http method
* @return {undefined}
*/
const signedRequest = function (url, data = {}, callback, method = 'GET') {
if (!Binance.options.APIKEY) throw Error('apiRequest: Invalid API Key');
if (!Binance.options.APISECRET) throw Error('signedRequest: Invalid API Secret');
data.timestamp = new Date().getTime() + Binance.info.timeOffset;
if (typeof data.recvWindow === 'undefined') data.recvWindow = Binance.options.recvWindow;
let query = Object.keys(data).reduce(function (a, k) {
a.push(k + '=' + encodeURIComponent(data[k]));
return a;
}, []).join('&');
let signature = crypto.createHmac('sha256', Binance.options.APISECRET).update(query).digest('hex'); // set the HMAC hash header
let opt = reqObj(
url + '?' + query + '&signature=' + signature,
data,
method,
Binance.options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Create a signed http request to the signed API
* @param {string} side - BUY or SELL
* @param {string} symbol - The symbol to buy or sell
* @param {string} quantity - The quantity to buy or sell
* @param {string} price - The price per unit to transact each unit at
* @param {object} flags - additional order settings
* @param {function} callback - the callback function
* @return {undefined}
*/
const order = function (side, symbol, quantity, price, flags = {}, callback = false) {
let endpoint = 'v3/order';
if (Binance.options.test) endpoint += '/test';
let opt = {
symbol: symbol,
side: side,
type: 'LIMIT',
quantity: quantity
};
if (typeof flags.type !== 'undefined') opt.type = flags.type;
if (opt.type.includes('LIMIT')) {
opt.price = price;
opt.timeInForce = 'GTC';
}
if (typeof flags.timeInForce !== 'undefined') opt.timeInForce = flags.timeInForce;
if (typeof flags.newOrderRespType !== 'undefined') opt.newOrderRespType = flags.newOrderRespType;
if (typeof flags.newClientOrderId !== 'undefined') opt.newClientOrderId = flags.newClientOrderId;
/*
* STOP_LOSS
* STOP_LOSS_LIMIT
* TAKE_PROFIT
* TAKE_PROFIT_LIMIT
* LIMIT_MAKER
*/
if (typeof flags.icebergQty !== 'undefined') opt.icebergQty = flags.icebergQty;
if (typeof flags.stopPrice !== 'undefined') {
opt.stopPrice = flags.stopPrice;
if (opt.type === 'LIMIT') throw Error('stopPrice: Must set "type" to one of the following: STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT');
}
signedRequest(base + endpoint, opt, function (error, response) {
if (!response) {
if (callback) callback(error, response);
else Binance.options.log('Order() error:', error);
return;
}
if (typeof response.msg !== 'undefined' && response.msg === 'Filter failure: MIN_NOTIONAL') {
Binance.options.log('Order quantity too small. See exchangeInfo() for minimum amounts');
}
if (callback) callback(error, response);
else Binance.options.log(side + '(' + symbol + ',' + quantity + ',' + price + ') ', response);
}, 'POST');
};
/**
* No-operation function
* @return {undefined}
*/
const noop = function () {
// do nothing
};
/**
* Reworked Tuitio's heartbeat code into a shared single interval tick
* @return {undefined}
*/
const socketHeartbeat = function () {
/* sockets removed from `subscriptions` during a manual terminate()
will no longer be at risk of having functions called on them */
for (let endpointId in Binance.subscriptions) {
const ws = Binance.subscriptions[endpointId];
if (ws.isAlive) {
ws.isAlive = false;
if (ws.readyState === WebSocket.OPEN) ws.ping(noop);
} else {
if (Binance.options.verbose) Binance.options.log('Terminating inactive/broken WebSocket: ' + ws.endpoint);
if (ws.readyState === WebSocket.OPEN) ws.terminate();
}
}
};
/**
* Called when socket is opened, subscriptions are registered for later reference
* @param {function} opened_callback - a callback function
* @return {undefined}
*/
const handleSocketOpen = function (opened_callback) {
this.isAlive = true;
if (Object.keys(Binance.subscriptions).length === 0) {
Binance.socketHeartbeatInterval = setInterval(socketHeartbeat, 30000);
}
Binance.subscriptions[this.endpoint] = this;
if (typeof opened_callback === 'function') opened_callback(this.endpoint);
};
/**
* Called when socket is closed, subscriptions are de-registered for later reference
* @param {boolean} reconnect - true or false to reconnect the socket
* @param {string} code - code associated with the socket
* @param {string} reason - string with the response
* @return {undefined}
*/
const handleSocketClose = function (reconnect, code, reason) {
delete Binance.subscriptions[this.endpoint];
if ( Binance.subscriptions && Object.keys(Binance.subscriptions).length === 0 ) {
clearInterval(Binance.socketHeartbeatInterval);
}
Binance.options.log('WebSocket closed: ' + this.endpoint +
(code ? ' (' + code + ')' : '') +
(reason ? ' ' + reason : ''));
if ( Binance.options.reconnect && this.reconnect && reconnect) {
if ( this.endpoint && parseInt(this.endpoint.length, 10) === 60) Binance.options.log('Account data WebSocket reconnecting...');
else Binance.options.log('WebSocket reconnecting: ' + this.endpoint + '...');
try {
reconnect();
} catch (error) {
Binance.options.log('WebSocket reconnect error: ' + error.message);
}
}
};
/**
* Called when socket errors
* @param {object} error - error object message
* @return {undefined}
*/
const handleSocketError = function (error) {
/* Errors ultimately result in a `close` event.
see: https://github.com/websockets/ws/blob/828194044bf247af852b31c49e2800d557fedeff/lib/websocket.js#L126 */
Binance.options.log('WebSocket error: ' + this.endpoint +
(error.code ? ' (' + error.code + ')' : '') +
(error.message ? ' ' + error.message : ''));
};
/**
* Called on each socket heartbeat
* @return {undefined}
*/
const handleSocketHeartbeat = function () {
this.isAlive = true;
};
/**
* Used to subscribe to a single websocket endpoint
* @param {string} endpoint - endpoint to connect to
* @param {function} callback - the function to called when information is received
* @param {boolean} reconnect - whether to reconnect on disconnect
* @param {object} opened_callback - the function to called when opened
* @return {WebSocket} - websocket reference
*/
const subscribe = function (endpoint, callback, reconnect = false, opened_callback = false) {
let httpsproxy = process.env.https_proxy || false;
let socksproxy = process.env.socks_proxy || false;
let ws = false;
if (socksproxy !== false) {
socksproxy = proxyReplacewithIp(socksproxy);
if (Binance.options.verbose) Binance.options.log('using socks proxy server ' + socksproxy);
let agent = new SocksProxyAgent({
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
});
ws = new WebSocket(stream + endpoint, { agent: agent });
} else if (httpsproxy !== false) {
if (Binance.options.verbose) Binance.options.log('using proxy server ' + agent);
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
ws = new WebSocket(stream + endpoint, { agent: agent });
} else {
ws = new WebSocket(stream + endpoint);
}
if (Binance.options.verbose) Binance.options.log('Subscribed to ' + endpoint);
ws.reconnect = Binance.options.reconnect;
ws.endpoint = endpoint;
ws.isAlive = false;
ws.on('open', handleSocketOpen.bind(ws, opened_callback));
ws.on('pong', handleSocketHeartbeat);
ws.on('error', handleSocketError);
ws.on('close', handleSocketClose.bind(ws, reconnect));
ws.on('message', function (data) {
try {
callback(JSON.parse(data));
} catch (error) {
Binance.options.log('Parse error: ' + error.message);
}
});
return ws;
};
/**
* Used to subscribe to a combined websocket endpoint
* @param {string} streams - streams to connect to
* @param {function} callback - the function to called when information is received
* @param {boolean} reconnect - whether to reconnect on disconnect
* @param {object} opened_callback - the function to called when opened
* @return {WebSocket} - websocket reference
*/
const subscribeCombined = function (streams, callback, reconnect = false, opened_callback = false) {
let httpsproxy = process.env.https_proxy || false;
let socksproxy = process.env.socks_proxy || false;
const queryParams = streams.join('/');
let ws = false;
if (socksproxy !== false) {
socksproxy = proxyReplacewithIp(socksproxy);
if (Binance.options.verbose) Binance.options.log('using socks proxy server ' + socksproxy);
let agent = new SocksProxyAgent({
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
});
ws = new WebSocket(combineStream + queryParams, { agent: agent });
} else if (httpsproxy !== false) {
if (Binance.options.verbose) Binance.options.log('using proxy server ' + httpsproxy);
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
ws = new WebSocket(combineStream + queryParams, { agent: agent });
} else {
ws = new WebSocket(combineStream + queryParams);
}
ws.reconnect = Binance.options.reconnect;
ws.endpoint = stringHash(queryParams);
ws.isAlive = false;
if (Binance.options.verbose) {
Binance.options.log('CombinedStream: Subscribed to [' + ws.endpoint + '] ' + queryParams);
}
ws.on('open', handleSocketOpen.bind(ws, opened_callback));
ws.on('pong', handleSocketHeartbeat);
ws.on('error', handleSocketError);
ws.on('close', handleSocketClose.bind(ws, reconnect));
ws.on('message', function (data) {
try {
callback(JSON.parse(data).data);
} catch (error) {
Binance.options.log('CombinedStream: Parse error: ' + error.message);
}
});
return ws;
};
/**
* Used to terminate a web socket
* @param {string} endpoint - endpoint identifier associated with the web socket
* @param {boolean} reconnect - auto reconnect after termination
* @return {undefined}
*/
const terminate = function (endpoint, reconnect = false) {
let ws = Binance.subscriptions[endpoint];
if (!ws) return;
ws.removeAllListeners('message');
ws.reconnect = reconnect;
ws.terminate();
}
/**
* Used as part of the user data websockets callback
* @param {object} data - user data callback data type
* @return {undefined}
*/
const userDataHandler = function (data) {
let type = data.e;
if (type === 'outboundAccountInfo') {
Binance.options.balance_callback(data);
} else if (type === 'executionReport') {
if (Binance.options.execution_callback) Binance.options.execution_callback(data);
} else {
Binance.options.log('Unexpected userData: ' + type);
}
};
/**
* Parses the previous day stream and calls the user callback with friendly object
* @param {object} data - user data callback data type
* @param {function} callback - user data callback data type
* @return {undefined}
*/
const prevDayStreamHandler = function (data, callback) {
let {
e: eventType,
E: eventTime,
s: symbol,
p: priceChange,
P: percentChange,
w: averagePrice,
x: prevClose,
c: close,
Q: closeQty,
b: bestBid,
B: bestBidQty,
a: bestAsk,
A: bestAskQty,
o: open,
h: high,
l: low,
v: volume,
q: quoteVolume,
O: openTime,
C: closeTime,
F: firstTradeId,
L: lastTradeId,
n: numTrades
} = data;
callback(null, {
eventType,
eventTime,
symbol,
priceChange,
percentChange,
averagePrice,
prevClose,
close,
closeQty,
bestBid,
bestBidQty,
bestAsk,
bestAskQty,
open,
high,
low,
volume,
quoteVolume,
openTime,
closeTime,
firstTradeId,
lastTradeId,
numTrades
});
};
/**
* Gets the price of a given symbol or symbols
* @param {array} data - array of symbols
* @return {array} - symbols with their current prices
*/
const priceData = function (data) {
const prices = {};
if (Array.isArray(data)) {
for (let obj of data) {
prices[obj.symbol] = obj.price;
}
} else { // Single price returned
prices[data.symbol] = data.price;
}
return prices;
};
/**
* Used by bookTickers to format the bids and asks given given symbols
* @param {array} data - array of symbols
* @return {object} - symbols with their bids and asks data
*/
const bookPriceData = function (data) {
let prices = {};
for (let obj of data) {
prices[obj.symbol] = {
bid: obj.bidPrice,
bids: obj.bidQty,
ask: obj.askPrice,
asks: obj.askQty
};
}
return prices;
};
/**
* Used by balance to get the balance data
* @param {array} data - account info object
* @return {object} - balances hel with available, onorder amounts
*/
const balanceData = function (data) {
let balances = {};
if (typeof data === 'undefined') return {};
if (typeof data.balances === 'undefined') {
Binance.options.log('balanceData error', data);
return {};
}
for (let obj of data.balances) {
balances[obj.asset] = { available: obj.free, onOrder: obj.locked };
}
return balances;
};
/**
* Used by web sockets depth and populates OHLC and info
* @param {string} symbol - symbol to get candlestick info
* @param {string} interval - time interval, 1m, 3m, 5m ....
* @param {array} ticks - tick array
* @return {undefined}
*/
const klineData = function (symbol, interval, ticks) { // Used for /depth
let last_time = 0;
if (isIterable(ticks)) {
for (let tick of ticks) {
// eslint-disable-next-line no-unused-vars
let [time, open, high, low, close, volume, closeTime, assetVolume, trades, buyBaseVolume, buyAssetVolume, ignored] = tick;
Binance.ohlc[symbol][interval][time] = { open: open, high: high, low: low, close: close, volume: volume };
last_time = time;
}
Binance.info[symbol][interval].timestamp = last_time;
}
};
/**
* Combines all OHLC data with latest update
* @param {string} symbol - the symbol
* @param {string} interval - time interval, 1m, 3m, 5m ....
* @return {array} - interval data for given symbol
*/
const klineConcat = function (symbol, interval) {
let output = Binance.ohlc[symbol][interval];
if (typeof Binance.ohlcLatest[symbol][interval].time === 'undefined') return output;
const time = Binance.ohlcLatest[symbol][interval].time;
const last_updated = Object.keys(Binance.ohlc[symbol][interval]).pop();
if (time >= last_updated) {
output[time] = Binance.ohlcLatest[symbol][interval];
delete output[time].time;
output[time].isFinal = false;
}
return output;
};
/**
* Used for websocket @kline
* @param {string} symbol - the symbol
* @param {object} kline - object with kline info
* @param {string} firstTime - time filter
* @return {undefined}
*/
const klineHandler = function (symbol, kline, firstTime = 0) {
// TODO: add Taker buy base asset volume
// eslint-disable-next-line no-unused-vars
let { e: eventType, E: eventTime, k: ticks } = kline;
// eslint-disable-next-line no-unused-vars
let { o: open, h: high, l: low, c: close, v: volume, i: interval, x: isFinal, q: quoteVolume, t: time } = ticks; //n:trades, V:buyVolume, Q:quoteBuyVolume
if (time <= firstTime) return;
if (!isFinal) {
if (typeof Binance.ohlcLatest[symbol][interval].time !== 'undefined') {
if (Binance.ohlcLatest[symbol][interval].time > time) return;
}
Binance.ohlcLatest[symbol][interval] = { open: open, high: high, low: low, close: close, volume: volume, time: time };
return;
}
// Delete an element from the beginning so we don't run out of memory
const first_updated = Object.keys(Binance.ohlc[symbol][interval]).shift();
if (first_updated) delete Binance.ohlc[symbol][interval][first_updated];
Binance.ohlc[symbol][interval][time] = { open: open, high: high, low: low, close: close, volume: volume };
};
/**
* Used for /depth endpoint
* @param {object} data - containing the bids and asks
* @return {undefined}
*/
const depthData = function (data) {
if (!data) return { bids: [], asks: [] };
let bids = {}, asks = {}, obj;
if (typeof data.bids !== 'undefined') {
for (obj of data.bids) {
bids[obj[0]] = parseFloat(obj[1]);
}
}
if (typeof data.asks !== 'undefined') {
for (obj of data.asks) {
asks[obj[0]] = parseFloat(obj[1]);
}
}
return { lastUpdateId: data.lastUpdateId, bids: bids, asks: asks };
}
/**
* Used for /depth endpoint
* @param {object} depth - information
* @return {undefined}
*/
const depthHandler = function (depth) {
let symbol = depth.s, obj;
let context = Binance.depthCacheContext[symbol];
let updateDepthCache = function () {
for (obj of depth.b) { //bids
Binance.depthCache[symbol].bids[obj[0]] = parseFloat(obj[1]);
if (obj[1] === '0.00000000') {
delete Binance.depthCache[symbol].bids[obj[0]];
}
}
for (obj of depth.a) { //asks
Binance.depthCache[symbol].asks[obj[0]] = parseFloat(obj[1]);
if (obj[1] === '0.00000000') {
delete Binance.depthCache[symbol].asks[obj[0]];
}
}
context.skipCount = 0;
context.lastEventUpdateId = depth.u;
context.lastEventUpdateTime = depth.E;
}
// This now conforms 100% to the Binance docs constraints on managing a local order book
if (context.lastEventUpdateId) {
const expectedUpdateId = context.lastEventUpdateId + 1;
if (depth.U <= expectedUpdateId) {
updateDepthCache();
} else {
let msg = 'depthHandler: [' + symbol + '] The depth cache is out of sync.';
msg += ' Symptom: Unexpected Update ID. Expected "' + expectedUpdateId + '", got "' + depth.U + '"';
if (Binance.options.verbose) Binance.options.log(msg);
throw new Error(msg);
}
} else if (depth.U > context.snapshotUpdateId + 1) {
/* In this case we have a gap between the data of the stream and the snapshot.
This is an out of sync error, and the connection must be torn down and reconnected. */
let msg = 'depthHandler: [' + symbol + '] The depth cache is out of sync.';
msg += ' Symptom: Gap between snapshot and first stream data.';
if (Binance.options.verbose) Binance.options.log(msg);
throw new Error(msg);
} else if (depth.u < context.snapshotUpdateId + 1) {
/* In this case we've received data that we've already had since the snapshot.
This isn't really an issue, and we can just update the cache again, or ignore it entirely. */
// do nothing
} else {
// This is our first legal update from the stream data
updateDepthCache();
}
};
/**
* Gets depth cache for given symbol
* @param {string} symbol - the symbol to fetch
* @return {object} - the depth cache object
*/
const getDepthCache = function (symbol) {
if (typeof Binance.depthCache[symbol] === 'undefined') return { bids: {}, asks: {} };
return Binance.depthCache[symbol];
};
/**
* Calculate Buy/Sell volume from DepthCache
* @param {string} symbol - the symbol to fetch
* @return {object} - the depth volume cache object
*/
const depthVolume = function (symbol) {
let cache = getDepthCache(symbol), quantity, price;
let bidbase = 0, askbase = 0, bidqty = 0, askqty = 0;
for (price in cache.bids) {
quantity = cache.bids[price];
bidbase += parseFloat((quantity * parseFloat(price)).toFixed(8));
bidqty += quantity;
}
for (price in cache.asks) {
quantity = cache.asks[price];
askbase += parseFloat((quantity * parseFloat(price)).toFixed(8));
askqty += quantity;
}
return { bids: bidbase, asks: askbase, bidQty: bidqty, askQty: askqty };
};
/**
* Checks whether or not an array contains any duplicate elements
* Note(keith1024): at the moment this only works for primitive types,
* will require modification to work with objects
* @param {array} array - the array to check
* @return {boolean} - true or false
*/
const isArrayUnique = function (array) {
let s = new Set(array);
return s.size === array.length;
};
return {
/**
* Gets depth cache for given symbol
* @param {symbol} symbol - get depch cache for this symbol
* @return {object} - object
*/
depthCache: function (symbol) {
return getDepthCache(symbol);
},
/**
* Gets depth volume for given symbol
* @param {symbol} symbol - get depch volume for this symbol
* @return {object} - object
*/
depthVolume: function (symbol) {
return depthVolume(symbol);
},
/**
* Count decimal places
* @param {float} float - get the price precision point
* @return {int} - number of place
*/
getPrecision: function (float) { //
return float.toString().split('.')[1].length || 0;
},
/**
* rounds number with given step
* @param {float} qty - quantity to round
* @param {float} stepSize - stepSize as specified by exchangeInfo
* @return {float} - number
*/
roundStep: function (qty, stepSize) {
const precision = stepSize.toString().split('.')[1].length || 0;
return ((Math.round(qty / stepSize) | 0) * stepSize).toFixed(precision);
},
/**
* rounds price to required precision
* @param {float} price - price to round
* @param {float} tickSize - tickSize as specified by exchangeInfo
* @return {float} - number
*/
roundTicks: function (price, tickSize) {
const formatter = new Intl.NumberFormat('en-US', { style: 'decimal', minimumFractionDigits: 0, maximumFractionDigits: 8 });
const precision = formatter.format(tickSize).split('.')[1].length || 0;
if ( typeof price === 'string' ) price = parseFloat(price);
return price.toFixed(precision);
},
/**
* Gets percentage of given numbers
* @param {float} min - the smaller number
* @param {float} max - the bigger number
* @param {int} width - percentage width
* @return {float} - percentage
*/
percent: function (min, max, width = 100) {
return (min * 0.01) / (max * 0.01) * width;
},
/**
* Gets the sum of an array of numbers
* @param {array} array - the number to add
* @return {float} - sum
*/
sum: function (array) {
return array.reduce((a, b) => a + b, 0);
},
/**
* Reverses the keys of an object
* @param {object} object - the object
* @return {object} - the object
*/
reverse: function (object) {
let range = Object.keys(object).reverse(), output = {};
for (let price of range) {
output[price] = object[price];
}
return output;
},
/**
* Converts an object to an array
* @param {object} obj - the object
* @return {array} - the array
*/
array: function (obj) {
return Object.keys(obj).map(function (key) {
return [Number(key), obj[key]];
});
},
/**
* Sorts bids
* @param {string} symbol - the object
* @param {int} max - the max number of bids
* @param {string} baseValue - the object
* @return {object} - the object
*/
sortBids: function (symbol, max = Infinity, baseValue = false) {
let object = {}, count = 0, cache;
if (typeof symbol === 'object') cache = symbol;
else cache = getDepthCache(symbol).bids;
let sorted = Object.keys(cache).sort(function (a, b) {
return parseFloat(b) - parseFloat(a)
});
let cumulative = 0;
for (let price of sorted) {
if (baseValue === 'cumulative') {
cumulative += parseFloat(cache[price]);
object[price] = cumulative;
} else if (!baseValue) object[price] = parseFloat(cache[price]);
else object[price] = parseFloat((cache[price] * parseFloat(price)).toFixed(8));
if (++count >= max) break;
}
return object;
},
/**
* Sorts asks
* @param {string} symbol - the object
* @param {int} max - the max number of bids
* @param {string} baseValue - the object
* @return {object} - the object
*/
sortAsks: function (symbol, max = Infinity, baseValue = false) {
let object = {}, count = 0, cache;
if (typeof symbol === 'object') cache = symbol;
else cache = getDepthCache(symbol).asks;
let sorted = Object.keys(cache).sort(function (a, b) {
return parseFloat(a) - parseFloat(b);
});
let cumulative = 0;
for (let price of sorted) {
if (baseValue === 'cumulative') {
cumulative += parseFloat(cache[price]);
object[price] = cumulative;
} else if (!baseValue) object[price] = parseFloat(cache[price]);
else object[price] = parseFloat((cache[price] * parseFloat(price)).toFixed(8));
if (++count >= max) break;
}
return object;
},
/**
* Returns the first property of an object
* @param {object} object - the object to get the first member
* @return {string} - the object key
*/
first: function (object) {
return Object.keys(object).shift();
},
/**
* Returns the last property of an object
* @param {object} object - the object to get the first member
* @return {string} - the object key
*/
last: function (object) {
return Object.keys(object).pop();
},
/**
* Returns an array of properties starting at start
* @param {object} object - the object to get the properties form
* @param {int} start - the starting index
* @return {array} - the array of entires
*/
slice: function (object, start = 0) {
return Object.entries(object).slice(start).map(entry => entry[0]);
},
/**
* Gets the minimum key form object
* @param {object} object - the object to get the properties form
* @return {string} - the minimum key
*/
min: function (object) {
return Math.min.apply(Math, Object.keys(object));
},
/**
* Gets the maximum key form object
* @param {object} object - the object to get the properties form
* @return {string} - the minimum key
*/
max: function (object) {
return Math.max.apply(Math, Object.keys(object));
},
/**
* Sets an option given a key and value
* @param {string} key - the key to set
* @param {object} value - the value of the key
* @return {undefined}
*/
setOption: function (key, value) {
Binance.options[key] = value;
},
/**
* Gets an option given a key
* @param {string} key - the key to set
* @return {undefined}
*/
getOption: function (key) {
return Binance.options[key];
},
/**
* Returns the entire info object