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exchange_utils.js
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exchange_utils.js
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var vars = require(__dirname + "/vars.js")
const binance = require("node-binance-api")
module.exports = {
initExchangeInfo: function(next) {
binance.exchangeInfo(function(error, data) {
if(data.symbols) {
for(var obj of data.symbols ) {
var filters = {status: obj.status}
for (var filter of obj.filters) {
if ( filter.filterType == "MIN_NOTIONAL" ) {
filters.minNotional = filter.minNotional
}
else if ( filter.filterType == "PRICE_FILTER" ) {
filters.minPrice = filter.minPrice
filters.maxPrice = filter.maxPrice
filters.tickSize = filter.tickSize
}
else if ( filter.filterType == "LOT_SIZE" ) {
filters.stepSize = filter.stepSize
filters.minQty = filter.minQty
filters.maxQty = filter.maxQty
}
}
filters.orderTypes = obj.orderTypes
filters.icebergAllowed = obj.icebergAllowed
vars.pairsInfo[obj.symbol] = {}
vars.pairsInfo[obj.symbol].tokenName = obj.baseAsset
vars.pairsInfo[obj.symbol].marketName = obj.quoteAsset
vars.pairsInfo[obj.symbol].filters = filters
}
}
next(error)
})
},
normalizeAmount: function(pair, amount, price) {
// Set minimum order amount with minQty
if ( amount < vars.pairsInfo[pair].filters.minQty ) amount = vars.pairsInfo[pair].filters.minQty
// Set minimum order amount with minNotional
if (price && price * amount < vars.pairsInfo[pair].filters.minNotional ) {
amount = vars.pairsInfo[pair].filters.minNotional / price
}
// Round to stepSize
return binance.roundStep(amount, vars.pairsInfo[pair].filters.stepSize)
},
fixPrice: function(pair, price) {
var index = String(vars.pairsInfo[pair].filters.tickSize).indexOf("1")
var count = index - 1
return parseFloat(price).toFixed(count)
},
accountBalance: function(token, next) {
binance.balance((error, balances) => {
next(error, balances[token])
})
},
accountTotalBalance: function(next) {
var tokens = {}
binance.prices((error, ticker) => {
if(error) {
next("Error reading prices: " + error)
return
}
for(var symbol in ticker) {
tokens[symbol] = parseFloat(ticker[symbol])
}
binance.balance((error, balances) => {
if(error) {
next("Error reading balances: " + error)
return
}
var accountBalance = {}
accountBalance.btcTotal = 0
accountBalance.btcAvailable = 0
accountBalance.usdtTotal = 0
accountBalance.bnbAmount = 0
for(var asset in balances) {
var obj = balances[asset]
var available = isNaN(obj.available) ? 0 : parseFloat(obj.available)
var inOrder = isNaN(obj.onOrder) ? 0 : parseFloat(obj.onOrder)
if(asset == "BNB") accountBalance.bnbAmount = available
if(asset == "BTC") {
accountBalance.btcTotal += available + inOrder
accountBalance.btcAvailable = available
}
else if(asset == "USDT") accountBalance.btcTotal += (available + inOrder) / tokens.BTCUSDT
else {
var btcValue = (available + inOrder) * tokens[asset+"BTC"]
if(!isNaN(btcValue)) accountBalance.btcTotal += btcValue
}
}
accountBalance.usdtTotal = accountBalance.btcTotal * tokens.BTCUSDT
next(null, accountBalance)
})
})
},
accountOpenOrders: function(pairName, next) {
binance.openOrders(pairName ? pairName : false, (error, response) => {
if (error) {
next("Error reading open orders: " + error)
return
}
var orders = []
for (var i = 0; i < response.length; ++i) {
var order = response[i]
orders.push({id: order["orderId"], pairName: order["symbol"], side: order["side"], amount: order["origQty"], price: order["price"]})
}
next(null, orders)
})
},
tokenPrice: function(pairName, next) {
binance.prices(pairName, (error, ticker) => {
next(error, ticker[pairName])
})
},
createLimitOrder: function(pairName, sideBuy, price, quantity, next) {
quantity = this.normalizeAmount(pairName, quantity, price)
price = this.fixPrice(pairName, price)
//BUY
if(sideBuy) {
binance.buy(pairName, quantity, price, {type:"LIMIT"}, function(error, response) {
next(error, response.orderId, quantity, response.status == "FILLED")
})
}
//SELL
else {
binance.sell(pairName, quantity, price, {type:"LIMIT"}, function(error, response) {
next(error, response.orderId, quantity, response.status == "FILLED")
})
}
},
createStopLimitOrder: function(pairName, sideBuy, price, stopPrice, quantity, next) {
quantity = this.normalizeAmount(pairName, quantity, price)
price = this.fixPrice(pairName, price)
stopPrice = this.fixPrice(pairName, stopPrice)
//BUY
if(sideBuy) {
binance.buy(pairName, quantity, price, {stopPrice: stopPrice, type: "STOP_LOSS_LIMIT"}, function(error, response) {
next(error, response.orderId, quantity)
})
}
//SELL
else {
binance.sell(pairName, quantity, price, {stopPrice: stopPrice, type: "STOP_LOSS_LIMIT"}, function(error, response) {
next(error, response.orderId, quantity)
})
}
},
cancelOrder: function(pairName, orderId, next) {
binance.cancel(pairName, orderId, function(error) {
next(error)
})
},
chartUpdate: function(pairName, interval, next) {
binance.candlesticks(pairName, interval, function(error, ticks, pairName) {
next(error, pairName, ticks)
})
},
startChartUpdate: function(pairName, interval, next) {
binance.websockets.chart(pairName, interval, (pairName, interval, chart) => {
next(pairName, interval, chart)
})
},
websocketActive: function(websocketName) {
var endpoints = Object.keys(binance.websockets.subscriptions())
return endpoints.indexOf(websocketName) != -1 ? true : false
},
terminateWebsocket: function(websocketName) {
var endpoints = Object.keys(binance.websockets.subscriptions())
if(endpoints.indexOf(websocketName) != -1) {
binance.websockets.terminate(websocketName)
}
}
}