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Fixed futuresChart isFinal inacurracy #847

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Fixed futuresChart isFinal inacurracy #847

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Fixed futuresChart isFinal inacurracy
  • Loading branch information
@jinusean
jinusean committed Jul 22, 2022
commit ab8c00e8d12378fede26a2734c6b528f876154ef
78 changes: 78 additions & 0 deletions examples/futuresChart.js
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Original file line number Diff line number Diff line change
@@ -0,0 +1,78 @@
const Binance = require( '../node-binance-api.js' )


const parseFuturesCandles = ( data ) => {
const [ time, open, high, low, close, volume, closeTime, quoteVolume, trades, takerBuyBaseVolume, takerBuyQuoteVolume ] = data
return {
time,
open,
high,
low,
close,
volume,
closeTime,
quoteVolume,
trades,
takerBuyBaseVolume,
takerBuyQuoteVolume
}
}

const sleep = async ( ms ) => {
return new Promise( resolve => {
setTimeout( resolve, ms )
} )
}

const main = async () => {
const binance = new Binance()

const symbol = 'ETHUSDT'
const interval = '1m'
binance.futuresChart( symbol, interval, async ( symbol, interval, wsChart ) => {
const candles = Object.values( wsChart ).reverse()
const latestCandle = candles[0]
if ( latestCandle.isFinal ) {
console.log( 'Candle closed for', new Date( latestCandle.time ).toLocaleDateString() )
// check with rest api if the candle values are identical
// sleep a bit to give Binance servers some time to update their REST apis
await sleep( 1000 )
let restChart = await binance.futuresCandles( symbol, interval )
restChart = restChart.map( parseFuturesCandles )

let hasMismatch = false
for ( const restKline of restChart ) {
const wsKline = wsChart[restKline.time]
if ( !wsKline ) {
console.log( restKline )
console.error( `WS Cache does not have kline for timestamp: ${ new Date( restKline.time ).toLocaleDateString() }` )
continue
}

if ( wsKline.isFinal ) {
// compare both now

for ( const key of Object.keys( restKline ) ) {
if ( key === 'isFinal' ) {
continue
}
const restValue = restKline[key]
const wsValue = wsKline[key]
if ( restValue !== wsValue ) {
console.log( `"${ key }" mismatch: ${ restValue } and ${ wsValue }` )
hasMismatch = true
}
}
}
}
if ( !hasMismatch ) {
console.log( '-- REST and WS in sync' )
}

}
} )

}

main()

101 changes: 52 additions & 49 deletions node-binance-api.js
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Original file line number Diff line number Diff line change
Expand Up @@ -189,7 +189,7 @@ let api = function Binance( options = {} ) {
}

const proxyRequest = ( opt, cb ) => {
const req = request( addProxy( opt ), reqHandler( cb ) ).on('error', (err) => { cb( err, {} ) });
const req = request( addProxy( opt ), reqHandler( cb ) ).on( 'error', ( err ) => { cb( err, {} ) } );
return req;
}

Expand Down Expand Up @@ -434,7 +434,7 @@ let api = function Binance( options = {} ) {
quantity: quantity
};
if ( typeof flags.type !== 'undefined' ) opt.type = flags.type;
if (typeof flags.isIsolated !== 'undefined') opt.isIsolated = flags.isIsolated;
if ( typeof flags.isIsolated !== 'undefined' ) opt.isIsolated = flags.isIsolated;
if ( opt.type.includes( 'LIMIT' ) ) {
opt.price = price;
if ( opt.type !== 'LIMIT_MAKER' ) {
Expand Down Expand Up @@ -987,18 +987,22 @@ let api = function Binance( options = {} ) {
*/
const futuresKlineConcat = ( symbol, interval ) => {
let output = Binance.futuresTicks[symbol][interval];
if ( typeof Binance.futuresRealtime[symbol][interval].time === 'undefined' ) return output;
const time = Binance.futuresRealtime[symbol][interval].time;
const last_updated = Object.keys( Binance.futuresTicks[symbol][interval] ).pop();
if ( time >= last_updated ) {
output[time] = Binance.futuresRealtime[symbol][interval];
//delete output[time].time;
output[last_updated].isFinal = true;
output[time].isFinal = false;
let realTimeCandle = Binance.futuresRealtime[symbol][interval]
if ( typeof realTimeCandle.time !== 'undefined' ) {
// there is no current candle
// possible causes: ws is not yet connected or ws candle just finalized.
const latestTimestamp = realTimeCandle.time;
const earliestTimestamp = Object.keys( output ).pop();
if ( latestTimestamp >= earliestTimestamp ) {
output[latestTimestamp] = realTimeCandle;
output[earliestTimestamp].isFinal = true;
}
}

return output;
};


/**
* Used for websocket futures @kline
* @param {string} symbol - the symbol
Expand All @@ -1011,17 +1015,15 @@ let api = function Binance( options = {} ) {
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, V: takerBuyBaseVolume, Q: takerBuyQuoteVolume, n: trades, t: time, T:closeTime } = ticks;
let parsedKline = { time, closeTime, open, high, low, close, volume, quoteVolume, takerBuyBaseVolume, takerBuyQuoteVolume, trades, isFinal }
if ( time <= firstTime ) return;
if ( !isFinal ) {
// if ( typeof Binance.futuresRealtime[symbol][interval].time !== 'undefined' ) {
// if ( Binance.futuresRealtime[symbol][interval].time > time ) return;
// }
Binance.futuresRealtime[symbol][interval] = { time, closeTime, open, high, low, close, volume, quoteVolume, takerBuyBaseVolume, takerBuyQuoteVolume, trades, isFinal };
return;
if ( isFinal ) {
// Most recent candle just closed, prune the earliest candle
const firstCandleTimestamp = Object.keys( Binance.futuresTicks[symbol][interval] ).shift();
if ( firstCandleTimestamp ) delete Binance.futuresTicks[symbol][interval][firstCandleTimestamp];
}
const first_updated = Object.keys( Binance.futuresTicks[symbol][interval] ).shift();
if ( first_updated ) delete Binance.futuresTicks[symbol][interval][first_updated];
Binance.futuresTicks[symbol][interval][time] = { time, closeTime, open, high, low, close, volume, quoteVolume, takerBuyBaseVolume, takerBuyQuoteVolume, trades, isFinal:false };

Binance.futuresTicks[symbol][interval][time] = parsedKline;
};

/**
Expand Down Expand Up @@ -2390,15 +2392,13 @@ let api = function Binance( options = {} ) {
* @return {undefined}
*/
const futuresKlineData = ( symbol, interval, ticks ) => {
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, quoteVolume, trades, takerBuyBaseVolume, takerBuyQuoteVolume, ignored ] = tick;
Binance.futuresTicks[symbol][interval][time] = { time, closeTime, open, high, low, close, volume, quoteVolume, takerBuyBaseVolume, takerBuyQuoteVolume, trades };
last_time = time;
Binance.futuresMeta[symbol][interval].timestamp = time
}
Binance.futuresMeta[symbol][interval].timestamp = last_time;
}
};

Expand Down Expand Up @@ -2920,7 +2920,7 @@ let api = function Binance( options = {} ) {
* @param {function} callback - the callback function
* @return {promise or undefined} - omitting the callback returns a promise
*/
marketSell: function ( symbol, quantity, flags = { type: 'MARKET' }, callback = false ) {
marketSell: function ( symbol, quantity, flags = { type: 'MARKET' }, callback = false ) {
if ( typeof flags === 'function' ) { // Accept callback as third parameter
callback = flags;
flags = { type: 'MARKET' };
Expand Down Expand Up @@ -4393,8 +4393,8 @@ let api = function Binance( options = {} ) {
* @param {string} isIsolated - the isolate margin option
* @return {undefined}
*/
mgOrder: function ( side, symbol, quantity, price, flags = {}, callback = false,isIsolated='FALSE' ) {
marginOrder( side, symbol, quantity, price, {...flags,isIsolated}, callback );
mgOrder: function ( side, symbol, quantity, price, flags = {}, callback = false, isIsolated = 'FALSE' ) {
marginOrder( side, symbol, quantity, price, { ...flags, isIsolated }, callback );
},

/**
Expand All @@ -4407,8 +4407,8 @@ let api = function Binance( options = {} ) {
* @param {string} isIsolated - the isolate margin option
* @return {undefined}
*/
mgBuy: function ( symbol, quantity, price, flags = {}, callback = false,isIsolated='FALSE' ) {
marginOrder( 'BUY', symbol, quantity, price, {...flags,isIsolated}, callback );
mgBuy: function ( symbol, quantity, price, flags = {}, callback = false, isIsolated = 'FALSE' ) {
marginOrder( 'BUY', symbol, quantity, price, { ...flags, isIsolated }, callback );
},

/**
Expand All @@ -4421,8 +4421,8 @@ let api = function Binance( options = {} ) {
* @param {string} isIsolated - the isolate margin option
* @return {undefined}
*/
mgSell: function ( symbol, quantity, price, flags = {}, callback = false,isIsolated='FALSE' ) {
marginOrder( 'SELL', symbol, quantity, price, {...flags,isIsolated}, callback );
mgSell: function ( symbol, quantity, price, flags = {}, callback = false, isIsolated = 'FALSE' ) {
marginOrder( 'SELL', symbol, quantity, price, { ...flags, isIsolated }, callback );
},

/**
Expand All @@ -4434,13 +4434,13 @@ let api = function Binance( options = {} ) {
* @param {string} isIsolated - the isolate margin option
* @return {undefined}
*/
mgMarketBuy: function ( symbol, quantity, flags = { type: 'MARKET' }, callback = false,isIsolated='FALSE' ) {
mgMarketBuy: function ( symbol, quantity, flags = { type: 'MARKET' }, callback = false, isIsolated = 'FALSE' ) {
if ( typeof flags === 'function' ) { // Accept callback as third parameter
callback = flags;
flags = { type: 'MARKET' };
}
if ( typeof flags.type === 'undefined' ) flags.type = 'MARKET';
marginOrder( 'BUY', symbol, quantity, 0, {...flags,isIsolated}, callback );
marginOrder( 'BUY', symbol, quantity, 0, { ...flags, isIsolated }, callback );
},

/**
Expand All @@ -4452,13 +4452,13 @@ let api = function Binance( options = {} ) {
* @param {string} isIsolated - the isolate margin option
* @return {undefined}
*/
mgMarketSell: function ( symbol, quantity, flags = { type: 'MARKET' }, callback = false, isIsolated='FALSE' ) {
mgMarketSell: function ( symbol, quantity, flags = { type: 'MARKET' }, callback = false, isIsolated = 'FALSE' ) {
if ( typeof flags === 'function' ) { // Accept callback as third parameter
callback = flags;
flags = { type: 'MARKET' };
}
if ( typeof flags.type === 'undefined' ) flags.type = 'MARKET';
marginOrder( 'SELL', symbol, quantity, 0, {...flags,isIsolated}, callback );
marginOrder( 'SELL', symbol, quantity, 0, { ...flags, isIsolated }, callback );
},

/**
Expand All @@ -4468,8 +4468,8 @@ let api = function Binance( options = {} ) {
* @param {function} callback - the callback function
* @return {undefined}
*/
mgCancel: function ( symbol, orderid, callback = false,isIsolated='FALSE') {
signedRequest( sapi + 'v1/margin/order', { symbol: symbol, orderId: orderid,isIsolated }, function ( error, data ) {
mgCancel: function ( symbol, orderid, callback = false, isIsolated = 'FALSE' ) {
signedRequest( sapi + 'v1/margin/order', { symbol: symbol, orderId: orderid, isIsolated }, function ( error, data ) {
if ( callback ) return callback.call( this, error, data, symbol );
}, 'DELETE' );
},
Expand Down Expand Up @@ -4644,14 +4644,14 @@ let api = function Binance( options = {} ) {
* @param {string} symbol - symbol for isolated margin
* @return {undefined}
*/
mgBorrow: function ( asset, amount, callback, isIsolated='FALSE',symbol=null ) {
mgBorrow: function ( asset, amount, callback, isIsolated = 'FALSE', symbol = null ) {
let parameters = Object.assign( { asset: asset, amount: amount } );
if (isIsolated ==='TRUE' && !symbol) throw new Error('If "isIsolated" = "TRUE", "symbol" must be sent')
const isolatedObj = isIsolated === 'TRUE'?{
if ( isIsolated === 'TRUE' && !symbol ) throw new Error( 'If "isIsolated" = "TRUE", "symbol" must be sent' )
const isolatedObj = isIsolated === 'TRUE' ? {
isIsolated,
symbol
}:{}
signedRequest( sapi + 'v1/margin/loan', {...parameters,...isolatedObj}, function ( error, data ) {
} : {}
signedRequest( sapi + 'v1/margin/loan', { ...parameters, ...isolatedObj }, function ( error, data ) {
if ( callback ) return callback( error, data );
}, 'POST' );
},
Expand All @@ -4665,14 +4665,14 @@ let api = function Binance( options = {} ) {
* @param {string} symbol - symbol for isolated margin
* @return {undefined}
*/
mgRepay: function ( asset, amount, callback ,isIsolated='FALSE',symbol=null ) {
mgRepay: function ( asset, amount, callback, isIsolated = 'FALSE', symbol = null ) {
let parameters = Object.assign( { asset: asset, amount: amount } );
if (isIsolated ==='TRUE' && !symbol) throw new Error('If "isIsolated" = "TRUE", "symbol" must be sent')
const isolatedObj = isIsolated === 'TRUE'?{
if ( isIsolated === 'TRUE' && !symbol ) throw new Error( 'If "isIsolated" = "TRUE", "symbol" must be sent' )
const isolatedObj = isIsolated === 'TRUE' ? {
isIsolated,
symbol
}:{}
signedRequest( sapi + 'v1/margin/repay', {...parameters,...isolatedObj}, function ( error, data ) {
} : {}
signedRequest( sapi + 'v1/margin/repay', { ...parameters, ...isolatedObj }, function ( error, data ) {
if ( callback ) return callback( error, data );
}, 'POST' );
},
Expand All @@ -4682,8 +4682,8 @@ let api = function Binance( options = {} ) {
* @param {boolean} isIsolated - the callback function
* @return {undefined}
*/
mgAccount: function( callback ,isIsolated = false) {
const endpoint = 'v1/margin' + (isIsolated?'/isolated':'') + '/account'
mgAccount: function( callback, isIsolated = false ) {
const endpoint = 'v1/margin' + ( isIsolated ? '/isolated' : '' ) + '/account'
signedRequest( sapi + endpoint, {}, function( error, data ) {
if( callback ) return callback( error, data );
} );
Expand Down Expand Up @@ -4887,7 +4887,8 @@ let api = function Binance( options = {} ) {
let handleFuturesKlineStream = kline => {
let symbol = kline.s, interval = kline.k.i;
if ( !Binance.futuresMeta[symbol][interval].timestamp ) {
if ( typeof ( Binance.futuresKlineQueue[symbol][interval] ) !== 'undefined' && kline !== null ) {
// kline snapshot not yet fetched
if ( typeof ( Binance.futuresKlineQueue[symbol][interval] ) !== 'undefined' ) {
Binance.futuresKlineQueue[symbol][interval].push( kline );
}
} else {
Expand All @@ -4902,7 +4903,9 @@ let api = function Binance( options = {} ) {
futuresKlineData( symbol, interval, data );
//Binance.options.log('/futures klines at ' + Binance.futuresMeta[symbol][interval].timestamp);
if ( typeof Binance.futuresKlineQueue[symbol][interval] !== 'undefined' ) {
for ( let kline of Binance.futuresKlineQueue[symbol][interval] ) futuresKlineHandler( symbol, kline, Binance.futuresMeta[symbol][interval].timestamp );
for ( let kline of Binance.futuresKlineQueue[symbol][interval] ) {
futuresKlineHandler( symbol, kline, Binance.futuresMeta[symbol][interval].timestamp )
}
delete Binance.futuresKlineQueue[symbol][interval];
}
if ( callback ) callback( symbol, interval, futuresKlineConcat( symbol, interval ) );
Expand Down
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