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gdax.js
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import Exchange from '../services/exchange'
class Gdax extends Exchange {
constructor(options) {
super(options)
this.id = 'gdax'
this.endpoints = {
PRODUCTS: 'https://api.pro.coinbase.com/products',
TRADES: () => `https://api.pro.coinbase.com/products/${this.pair}/trades`
}
this.matchPairName = pair => {
if (Array.isArray(this.products)) {
// todo: remove starting dec 12th
if (this.products.indexOf(pair) !== -1) {
return pair.substr(0, 3) + '-' + pair.substr(3, pair.length)
}
} else if (this.products && typeof this.products === 'object' && this.products[pair]) {
return this.products[pair]
}
return false
}
this.options = Object.assign(
{
url: 'wss://ws-feed.pro.coinbase.com'
},
this.options
)
this.initialize()
}
connect() {
const validation = super.connect()
if (!validation) return Promise.reject()
else if (validation instanceof Promise) return validation
return new Promise((resolve, reject) => {
this.api = new WebSocket(this.getUrl())
this.api.onmessage = event => this.queueTrades(this.formatLiveTrades(JSON.parse(event.data)))
this.api.onopen = e => {
this.api.send(
JSON.stringify({
type: 'subscribe',
channels: [{ name: 'matches', product_ids: [this.pair] }]
})
)
this.emitOpen(e)
resolve()
}
this.api.onclose = this.emitClose.bind(this)
this.api.onerror = () => {
this.emitError({ message: `${this.id} disconnected` })
reject()
}
})
}
disconnect() {
if (!super.disconnect()) return
if (this.api && this.api.readyState < 2) {
this.api.close()
}
}
formatLiveTrades(json) {
if (json && json.size > 0) {
this.queueTrades([
{
exchange: this.id,
timestamp: +new Date(json.time),
price: +json.price,
size: +json.size,
side: json.side === 'buy' ? 'sell' : 'buy'
}
])
}
}
formatProducts(data) {
return data.reduce((products, product) => {
products[product.base_currency + product.quote_currency] = product.id
return products
}, {})
}
/* formatRecentsTrades(response) {
if (response && response.length) {
return response.map(trade => [
this.id,
+new Date(trade.time),
+trade.price,
+trade.size,
trade.side === 'buy' ? 0 : 1,
])
}
} */
}
export default Gdax