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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
* ============================================================
* @module jaggedsoft/node-binance-api
* @return {object} instance to class object */
let api = function Binance(options = {}) {
if (!new.target) return new api(options); // Legacy support for calling the constructor without 'new'
let Binance = this; // eslint-disable-line consistent-this
const WebSocket = require('ws');
const request = require('request');
const crypto = require('crypto');
const file = require('fs');
const url = require('url');
const JSONbig = require('json-bigint');
const HttpsProxyAgent = require('https-proxy-agent');
const SocksProxyAgent = require('socks-proxy-agent');
const stringHash = require('string-hash');
const async = require('async');
let base = 'https://api.binance.com/api/';
let wapi = 'https://api.binance.com/wapi/';
let sapi = 'https://api.binance.com/sapi/';
let fapi = 'https://fapi.binance.com/fapi/';
let dapi = 'https://dapi.binance.com/dapi/';
let fapiTest = 'https://testnet.binancefuture.com/fapi/';
let dapiTest = 'https://testnet.binancefuture.com/dapi/';
let fstream = 'wss://fstream.binance.com/stream?streams=';
let fstreamSingle = 'wss://fstream.binance.com/ws/';
let fstreamSingleTest = 'wss://stream.binancefuture.com/ws/';
let fstreamTest = 'wss://stream.binancefuture.com/stream?streams=';
let dstream = 'wss://dstream.binance.com/stream?streams=';
let dstreamSingle = 'wss://dstream.binance.com/ws/';
let dstreamSingleTest = 'wss://dstream.binancefuture.com/ws/';
let dstreamTest = 'wss://dstream.binancefuture.com/stream?streams=';
let stream = 'wss://stream.binance.com:9443/ws/';
let combineStream = 'wss://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.futuresSubscriptions = {};
Binance.futuresInfo = {};
Binance.futuresMeta = {};
Binance.futuresTicks = {};
Binance.futuresRealtime = {};
Binance.futuresKlineQueue = {};
Binance.deliverySubscriptions = {};
Binance.deliveryInfo = {};
Binance.deliveryMeta = {};
Binance.deliveryTicks = {};
Binance.deliveryRealtime = {};
Binance.deliveryKlineQueue = {};
Binance.depthCache = {};
Binance.depthCacheContext = {};
Binance.ohlcLatest = {};
Binance.klineQueue = {};
Binance.ohlc = {};
const default_options = {
recvWindow: 5000,
useServerTime: false,
reconnect: true,
keepAlive: true,
verbose: false,
test: false,
hedgeMode: false,
localAddress: false,
family: false,
log: function (...args) {
console.log(Array.prototype.slice.call(args));
}
};
Binance.options = default_options;
Binance.info = {
usedWeight: 0,
futuresLatency: false,
lastRequest: false,
lastURL: false,
statusCode: 0,
orderCount1s: 0,
orderCount1m: 0,
orderCount1h: 0,
orderCount1d: 0,
timeOffset: 0
};
Binance.socketHeartbeatInterval = null;
if (options) setOptions(options);
function setOptions(opt = {}, callback = false) {
if (typeof opt === 'string') { // Pass json config filename
Binance.options = JSON.parse(file.readFileSync(opt));
} else Binance.options = opt;
if (typeof Binance.options.recvWindow === 'undefined') Binance.options.recvWindow = default_options.recvWindow;
if (typeof Binance.options.useServerTime === 'undefined') Binance.options.useServerTime = default_options.useServerTime;
if (typeof Binance.options.reconnect === 'undefined') Binance.options.reconnect = default_options.reconnect;
if (typeof Binance.options.test === 'undefined') Binance.options.test = default_options.test;
if (typeof Binance.options.hedgeMode === 'undefined') Binance.options.hedgeMode = default_options.hedgeMode;
if (typeof Binance.options.log === 'undefined') Binance.options.log = default_options.log;
if (typeof Binance.options.verbose === 'undefined') Binance.options.verbose = default_options.verbose;
if (typeof Binance.options.keepAlive === 'undefined') Binance.options.keepAlive = default_options.keepAlive;
if (typeof Binance.options.localAddress === 'undefined') Binance.options.localAddress = default_options.localAddress;
if (typeof Binance.options.family === 'undefined') Binance.options.family = default_options.family;
if (typeof Binance.options.urls !== 'undefined') {
const { urls } = Binance.options;
if (typeof urls.base === 'string') base = urls.base;
if (typeof urls.wapi === 'string') wapi = urls.wapi;
if (typeof urls.sapi === 'string') sapi = urls.sapi;
if (typeof urls.fapi === 'string') fapi = urls.fapi;
if (typeof urls.fapiTest === 'string') fapiTest = urls.fapiTest;
if (typeof urls.stream === 'string') stream = urls.stream;
if (typeof urls.combineStream === 'string') combineStream = urls.combineStream;
if (typeof urls.fstream === 'string') fstream = urls.fstream;
if (typeof urls.fstreamSingle === 'string') fstreamSingle = urls.fstreamSingle;
if (typeof urls.fstreamTest === 'string') fstreamTest = urls.fstreamTest;
if (typeof urls.fstreamSingleTest === 'string') fstreamSingleTest = urls.fstreamSingleTest;
if (typeof urls.dstream === 'string') dstream = urls.dstream;
if (typeof urls.dstreamSingle === 'string') dstreamSingle = urls.dstreamSingle;
if (typeof urls.dstreamTest === 'string') dstreamTest = urls.dstreamTest;
if (typeof urls.dstreamSingleTest === 'string') dstreamSingleTest = urls.dstreamSingleTest;
}
if (Binance.options.useServerTime) {
publicRequest(base + 'v3/time', {}, function (error, response) {
Binance.info.timeOffset = response.serverTime - new Date().getTime();
//Binance.options.log("server time set: ", response.serverTime, Binance.info.timeOffset);
if (callback) callback();
});
} else if (callback) callback();
return this;
}
/**
* Replaces socks connection uri hostname with IP address
* @param {string} connString - socks connection string
* @return {string} modified string with ip address
*/
const proxyReplacewithIp = 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 = 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 = obj => {
if (obj === null) return false;
return typeof obj[Symbol.iterator] === 'function';
}
const addProxy = opt => {
if (Binance.options.proxy) {
const proxyauth = Binance.options.proxy.auth ? `${Binance.options.proxy.auth.username}:${Binance.options.proxy.auth.password}@` : '';
opt.proxy = `http://${proxyauth}${Binance.options.proxy.host}:${Binance.options.proxy.port}`;
}
return opt;
}
const reqHandler = cb => (error, response, body) => {
Binance.info.lastRequest = new Date().getTime();
if (response) {
Binance.info.statusCode = response.statusCode || 0;
if (response.request) Binance.info.lastURL = response.request.uri.href;
if (response.headers) {
Binance.info.usedWeight = response.headers['x-mbx-used-weight-1m'] || 0;
Binance.info.orderCount1s = response.headers['x-mbx-order-count-1s'] || 0;
Binance.info.orderCount1m = response.headers['x-mbx-order-count-1m'] || 0;
Binance.info.orderCount1h = response.headers['x-mbx-order-count-1h'] || 0;
Binance.info.orderCount1d = response.headers['x-mbx-order-count-1d'] || 0;
}
}
if (!cb) return;
if (error) return cb(error, {});
if (response && response.statusCode !== 200) return cb(response, {});
return cb(null, JSONbig.parse(body));
}
const proxyRequest = (opt, cb) => {
const req = request(addProxy(opt), reqHandler(cb)).on('error', (err) => {
cb(err, {})
});
return req;
}
const reqObj = (url, data = {}, method = 'GET', key) => ({
url: url,
qs: data,
method: method,
family: Binance.options.family,
localAddress: Binance.options.localAddress,
timeout: Binance.options.recvWindow,
forever: Binance.options.keepAlive,
headers: {
'User-Agent': userAgent,
'Content-type': contentType,
'X-MBX-APIKEY': key || ''
}
})
const reqObjPOST = (url, data = {}, method = 'POST', key) => ({
url: url,
form: data,
method: method,
family: Binance.options.family,
localAddress: Binance.options.localAddress,
timeout: Binance.options.recvWindow,
forever: Binance.options.keepAlive,
qsStringifyOptions: {
arrayFormat: 'repeat'
},
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 = (url, data = {}, callback, method = 'GET') => {
let opt = reqObj(url, data, method);
proxyRequest(opt, callback);
};
// XXX: This one works with array (e.g. for dust.transfer)
// XXX: I _guess_ we could use replace this function with the `qs` module
const makeQueryString = q =>
Object.keys(q)
.reduce((a, k) => {
if (Array.isArray(q[k])) {
q[k].forEach(v => {
a.push(k + "=" + encodeURIComponent(v))
})
} else if (q[k] !== undefined) {
a.push(k + "=" + encodeURIComponent(q[k]));
}
return a;
}, [])
.join("&");
/**
* 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 = (url, data = {}, callback, method = 'GET') => {
requireApiKey('apiRequest');
let opt = reqObj(
url,
data,
method,
Binance.options.APIKEY
);
proxyRequest(opt, callback);
};
// Check if API key is empty or invalid
const requireApiKey = function (source = 'requireApiKey', fatalError = true) {
if (!Binance.options.APIKEY) {
if (fatalError) throw Error(`${source}: Invalid API Key!`);
return false;
}
return true;
}
// Check if API secret is present
const requireApiSecret = function (source = 'requireApiSecret', fatalError = true) {
if (!Binance.options.APIKEY) {
if (fatalError) throw Error(`${source}: Invalid API Key!`);
return false;
}
if (!Binance.options.APISECRET) {
if (fatalError) throw Error(`${source}: Invalid API Secret!`);
return false;
}
return true;
}
/**
* 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 = (url, data = {}, callback, method = 'GET') => {
requireApiKey('marketRequest');
let query = makeQueryString(data);
let opt = reqObj(
url + (query ? '?' + query : ''),
data,
method,
Binance.options.APIKEY
);
proxyRequest(opt, callback);
};
/**
* Create a signed http 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
* @param {boolean} noDataInSignature - Prevents data from being added to signature
* @return {undefined}
*/
const signedRequest = (url, data = {}, callback, method = 'GET', noDataInSignature = false) => {
requireApiSecret('signedRequest');
data.timestamp = new Date().getTime() + Binance.info.timeOffset;
if (typeof data.recvWindow === 'undefined') data.recvWindow = Binance.options.recvWindow;
let query = method === 'POST' && noDataInSignature ? '' : makeQueryString(data);
let signature = crypto.createHmac('sha256', Binance.options.APISECRET).update(query).digest('hex'); // set the HMAC hash header
if (method === 'POST') {
let opt = reqObjPOST(
url,
data,
method,
Binance.options.APIKEY
);
opt.form.signature = signature;
proxyRequest(opt, callback);
} else {
let opt = reqObj(
url + '?' + query + '&signature=' + signature,
data,
method,
Binance.options.APIKEY
);
proxyRequest(opt, callback);
}
};
/**
* Create a signed spot order
* @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 = (side, symbol, quantity, price, flags = {}, callback = false) => {
let endpoint = flags.type === 'OCO' ? 'v3/order/oco' : '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;
if (opt.type !== 'LIMIT_MAKER') {
opt.timeInForce = 'GTC';
}
}
if (opt.type === 'OCO') {
opt.price = price;
opt.stopLimitPrice = flags.stopLimitPrice;
opt.stopLimitTimeInForce = 'GTC';
delete opt.type;
if (typeof flags.listClientOrderId !== 'undefined') opt.listClientOrderId = flags.listClientOrderId;
if (typeof flags.limitClientOrderId !== 'undefined') opt.limitClientOrderId = flags.limitClientOrderId;
if (typeof flags.stopClientOrderId !== 'undefined') opt.stopClientOrderId = flags.stopClientOrderId;
}
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, (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');
};
/**
* Create a signed margin order
* @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 marginOrder = (side, symbol, quantity, price, flags = {}, callback = false) => {
let endpoint = 'v1/margin/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 (typeof flags.isIsolated !== 'undefined') opt.isIsolated = flags.isIsolated;
if (opt.type.includes('LIMIT')) {
opt.price = price;
if (opt.type !== 'LIMIT_MAKER') {
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;
if (typeof flags.sideEffectType !== 'undefined') opt.sideEffectType = flags.sideEffectType;
/*
* STOP_LOSS
* STOP_LOSS_LIMIT
* TAKE_PROFIT
* TAKE_PROFIT_LIMIT
*/
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(sapi + 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');
};
// Futures internal functions
const futuresOrder = async (side, symbol, quantity, price = false, params = {}) => {
params.symbol = symbol;
params.side = side;
if (quantity) params.quantity = quantity;
// if in the binance futures setting Hedged mode is active, positionSide parameter is mandatory
if (typeof params.positionSide === 'undefined' && Binance.options.hedgeMode) {
params.positionSide = side === 'BUY' ? 'LONG' : 'SHORT';
}
// LIMIT STOP MARKET STOP_MARKET TAKE_PROFIT TAKE_PROFIT_MARKET
// reduceOnly stopPrice
if (price) {
params.price = price;
if (typeof params.type === 'undefined') params.type = 'LIMIT';
} else {
if (typeof params.type === 'undefined') params.type = 'MARKET';
}
if (!params.timeInForce && (params.type.includes('LIMIT') || params.type === 'STOP' || params.type === 'TAKE_PROFIT')) {
params.timeInForce = 'GTX'; // Post only by default. Use GTC for limit orders.
}
return promiseRequest('v1/order', params, { base: fapi, type: 'TRADE', method: 'POST' });
};
const deliveryOrder = async (side, symbol, quantity, price = false, params = {}) => {
params.symbol = symbol;
params.side = side;
params.quantity = quantity;
// if in the binance futures setting Hedged mode is active, positionSide parameter is mandatory
if (Binance.options.hedgeMode) {
params.positionSide = side === 'BUY' ? 'LONG' : 'SHORT';
}
// LIMIT STOP MARKET STOP_MARKET TAKE_PROFIT TAKE_PROFIT_MARKET
// reduceOnly stopPrice
if (price) {
params.price = price;
if (typeof params.type === 'undefined') params.type = 'LIMIT';
} else {
if (typeof params.type === 'undefined') params.type = 'MARKET';
}
if (!params.timeInForce && (params.type.includes('LIMIT') || params.type === 'STOP' || params.type === 'TAKE_PROFIT')) {
params.timeInForce = 'GTX'; // Post only by default. Use GTC for limit orders.
}
return promiseRequest('v1/order', params, { base: dapi, type: 'TRADE', method: 'POST' });
};
const promiseRequest = async (url, data = {}, flags = {}) => {
return new Promise((resolve, reject) => {
let query = '', headers = {
'User-Agent': userAgent,
'Content-type': 'application/x-www-form-urlencoded'
};
if (typeof flags.method === 'undefined') flags.method = 'GET'; // GET POST PUT DELETE
if (typeof flags.type === 'undefined') flags.type = false; // TRADE, SIGNED, MARKET_DATA, USER_DATA, USER_STREAM
else {
if (typeof data.recvWindow === 'undefined') data.recvWindow = Binance.options.recvWindow;
requireApiKey('promiseRequest');
headers['X-MBX-APIKEY'] = Binance.options.APIKEY;
}
let baseURL = typeof flags.base === 'undefined' ? base : flags.base;
if (Binance.options.test && baseURL === fapi) baseURL = fapiTest;
if (Binance.options.test && baseURL === dapi) baseURL = dapiTest;
let opt = {
headers,
url: baseURL + url,
method: flags.method,
timeout: Binance.options.recvWindow,
followAllRedirects: true
};
if (flags.type === 'SIGNED' || flags.type === 'TRADE' || flags.type === 'USER_DATA') {
if (!requireApiSecret('promiseRequest')) return reject('promiseRequest: Invalid API Secret!');
data.timestamp = new Date().getTime() + Binance.info.timeOffset;
query = makeQueryString(data);
data.signature = crypto.createHmac('sha256', Binance.options.APISECRET).update(query).digest('hex'); // HMAC hash header
opt.url = `${baseURL}${url}?${query}&signature=${data.signature}`;
}
opt.qs = data;
/*if ( flags.method === 'POST' ) {
opt.form = data;
} else {
opt.qs = data;
}*/
try {
request(addProxy(opt), (error, response, body) => {
if (error) return reject(error);
try {
Binance.info.lastRequest = new Date().getTime();
if (response) {
Binance.info.statusCode = response.statusCode || 0;
if (response.request) Binance.info.lastURL = response.request.uri.href;
if (response.headers) {
Binance.info.usedWeight = response.headers['x-mbx-used-weight-1m'] || 0;
Binance.info.futuresLatency = response.headers['x-response-time'] || 0;
}
}
if (!error && response.statusCode == 200) return resolve(JSONbig.parse(body));
if (typeof response.body !== 'undefined') {
return resolve(JSONbig.parse(response.body));
}
return reject(response);
} catch (err) {
return reject(`promiseRequest error #${response.statusCode}`);
}
}).on('error', reject);
} catch (err) {
return reject(err);
}
});
};
/**
* No-operation function
* @return {undefined}
*/
const noop = () => {
}; // Do nothing.
/**
* Reworked Tuitio's heartbeat code into a shared single interval tick
* @return {undefined}
*/
const socketHeartbeat = () => {
/* 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 call when information is received
* @param {boolean} reconnect - whether to reconnect on disconnect
* @param {object} opened_callback - the function to call 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) {
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
if (Binance.options.verbose) Binance.options.log('using proxy server ' + agent);
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', 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 call when information is received
* @param {boolean} reconnect - whether to reconnect on disconnect
* @param {object} opened_callback - the function to call 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', 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();
}
/**
* Futures heartbeat code with a shared single interval tick
* @return {undefined}
*/
const futuresSocketHeartbeat = () => {
/* 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.futuresSubscriptions) {
const ws = Binance.futuresSubscriptions[endpointId];
if (ws.isAlive) {
ws.isAlive = false;
if (ws.readyState === WebSocket.OPEN) ws.ping(noop);
} else {
if (Binance.options.verbose) Binance.options.log(`Terminating zombie futures WebSocket: ${ws.endpoint}`);
if (ws.readyState === WebSocket.OPEN) ws.terminate();
}
}
};
/**
* Called when a futures socket is opened, subscriptions are registered for later reference
* @param {function} openCallback - a callback function
* @return {undefined}
*/
const handleFuturesSocketOpen = function (openCallback) {
this.isAlive = true;
if (Object.keys(Binance.futuresSubscriptions).length === 0) {
Binance.socketHeartbeatInterval = setInterval(futuresSocketHeartbeat, 30000);
}
Binance.futuresSubscriptions[this.endpoint] = this;
if (typeof openCallback === 'function') openCallback(this.endpoint);
};
/**
* Called when futures websocket 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 handleFuturesSocketClose = function (reconnect, code, reason) {
delete Binance.futuresSubscriptions[this.endpoint];
if (Binance.futuresSubscriptions && Object.keys(Binance.futuresSubscriptions).length === 0) {
clearInterval(Binance.socketHeartbeatInterval);
}
Binance.options.log('Futures 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('Futures account data WebSocket reconnecting...');
else Binance.options.log('Futures WebSocket reconnecting: ' + this.endpoint + '...');
try {
reconnect();
} catch (error) {
Binance.options.log('Futures WebSocket reconnect error: ' + error.message);
}
}
};
/**
* Called when a futures websocket errors
* @param {object} error - error object message
* @return {undefined}
*/
const handleFuturesSocketError = function (error) {
Binance.options.log('Futures WebSocket error: ' + this.endpoint +
(error.code ? ' (' + error.code + ')' : '') +
(error.message ? ' ' + error.message : ''));
};
/**
* Called on each futures socket heartbeat
* @return {undefined}
*/
const handleFuturesSocketHeartbeat = function () {
this.isAlive = true;
};
/**
* Used to subscribe to a single futures websocket endpoint
* @param {string} endpoint - endpoint to connect to
* @param {function} callback - the function to call when information is received
* @param {object} params - Optional reconnect {boolean} (whether to reconnect on disconnect), openCallback {function}, id {string}
* @return {WebSocket} - websocket reference
*/
const futuresSubscribeSingle = function (endpoint, callback, params = {}) {
if (typeof params === 'boolean') params = { reconnect: params };
if (!params.reconnect) params.reconnect = false;
if (!params.openCallback) params.openCallback = false;
if (!params.id) params.id = 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(`futuresSubscribeSingle: using socks proxy server: ${socksproxy}`);
let agent = new SocksProxyAgent({
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
});
ws = new WebSocket((Binance.options.test ? fstreamSingleTest : fstreamSingle) + endpoint, { agent });
} else if (httpsproxy !== false) {
if (Binance.options.verbose) Binance.options.log(`futuresSubscribeSingle: using proxy server: ${agent}`);
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
ws = new WebSocket((Binance.options.test ? fstreamSingleTest : fstreamSingle) + endpoint, { agent });
} else {
ws = new WebSocket((Binance.options.test ? fstreamSingleTest : fstreamSingle) + endpoint);
}
if (Binance.options.verbose) Binance.options.log('futuresSubscribeSingle: Subscribed to ' + endpoint);
ws.reconnect = Binance.options.reconnect;
ws.endpoint = endpoint;
ws.isAlive = false;
ws.on('open', handleFuturesSocketOpen.bind(ws, params.openCallback));
ws.on('pong', handleFuturesSocketHeartbeat);
ws.on('error', handleFuturesSocketError);
ws.on('close', handleFuturesSocketClose.bind(ws, params.reconnect));
ws.on('message', data => {
try {
callback(JSON.parse(data));
} catch (error) {
Binance.options.log('Parse error: ' + error.message);
}
});
return ws;
};
/**
* Used to subscribe to a combined futures websocket endpoint
* @param {string} streams - streams to connect to
* @param {function} callback - the function to call when information is received
* @param {object} params - Optional reconnect {boolean} (whether to reconnect on disconnect), openCallback {function}, id {string}
* @return {WebSocket} - websocket reference
*/
const futuresSubscribe = function (streams, callback, params = {}) {
if (typeof streams === 'string') return futuresSubscribeSingle(streams, callback, params);
if (typeof params === 'boolean') params = { reconnect: params };
if (!params.reconnect) params.reconnect = false;
if (!params.openCallback) params.openCallback = false;
if (!params.id) params.id = 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(`futuresSubscribe: using socks proxy server ${socksproxy}`);
let agent = new SocksProxyAgent({
protocol: parseProxy(socksproxy)[0],
host: parseProxy(socksproxy)[1],
port: parseProxy(socksproxy)[2]
});
ws = new WebSocket((Binance.options.test ? fstreamTest : fstream) + queryParams, { agent });
} else if (httpsproxy !== false) {
if (Binance.options.verbose) Binance.options.log(`futuresSubscribe: using proxy server ${httpsproxy}`);
let config = url.parse(httpsproxy);
let agent = new HttpsProxyAgent(config);
ws = new WebSocket((Binance.options.test ? fstreamTest : fstream) + queryParams, { agent });
} else {
ws = new WebSocket((Binance.options.test ? fstreamTest : fstream) + queryParams);
}
ws.reconnect = Binance.options.reconnect;
ws.endpoint = stringHash(queryParams);
ws.isAlive = false;
if (Binance.options.verbose) {
Binance.options.log(`futuresSubscribe: Subscribed to [${ws.endpoint}] ${queryParams}`);
}
ws.on('open', handleFuturesSocketOpen.bind(ws, params.openCallback));
ws.on('pong', handleFuturesSocketHeartbeat);
ws.on('error', handleFuturesSocketError);
ws.on('close', handleFuturesSocketClose.bind(ws, params.reconnect));
ws.on('message', data => {
try {
callback(JSON.parse(data).data);
} catch (error) {
Binance.options.log(`futuresSubscribe: Parse error: ${error.message}`);
}
});
return ws;
};
/**
* Used to terminate a futures websocket
* @param {string} endpoint - endpoint identifier associated with the web socket
* @param {boolean} reconnect - auto reconnect after termination
* @return {undefined}
*/
const futuresTerminate = function (endpoint, reconnect = false) {
let ws = Binance.futuresSubscriptions[endpoint];
if (!ws) return;
ws.removeAllListeners('message');
ws.reconnect = reconnect;
ws.terminate();
}
/**
* Combines all futures OHLC data with the latest update
* @param {string} symbol - the symbol
* @param {string} interval - time interval
* @return {array} - interval data for given symbol
*/
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;