282 lines
10 KiB
JavaScript
282 lines
10 KiB
JavaScript
const WebSocket = require('ws');
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const Helpers = require('./helpers')
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const isSubscribed = (streams, routingKey) => {
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for (const i in streams) {
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const stream = streams[i];
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if (routingKey.startsWith(stream) || routingKey.endsWith(stream)) {
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return true;
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}
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}
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return false;
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}
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const sendEvent = (ws, routingKey, event) => {
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try {
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if (isSubscribed(ws.streams, routingKey)) {
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const payload = {};
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payload[routingKey] = event;
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ws.send(JSON.stringify(payload));
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}
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} catch (error) {
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console.log(`failed to send ranger message: ${error}`);
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}
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}
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const tickersMock = (ws, markets) => () => {
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sendEvent(ws, "global.tickers", Helpers.getTickers(markets));
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};
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const balancesMock = (ws) => () => {
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sendEvent(ws, "balances", Helpers.getBalances());
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};
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/*
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Example: ["btcusd.update",{"asks":[["1000.0","0.1"]],"bids":[]}]
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*/
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const orderBookUpdateMock = (ws, marketId) => () => {
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sendEvent(ws, `${marketId}.update`, Helpers.getDepth(0));
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};
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// Inremental orderbook support
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const orderBookSnapshotMock = (ws, marketId) => () => {
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ws.sequences[marketId] = 1;
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console.log(`orderBookSnapshotMock called: ${marketId}`);
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try {
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if (isSubscribed(ws.streams, `${marketId}.ob-inc`)) {
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console.log(`orderBookSnapshotMock sending: ${marketId}`);
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const payload = {};
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payload[`${marketId}.ob-snap`] = Helpers.getDepth(ws.sequences[marketId]);
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ws.send(JSON.stringify(payload));
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}
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} catch (error) {
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console.log(`failed to send ranger message: ${error}`);
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}
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};
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const orderBookIncrementMock = (ws, marketId) => () => {
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var event = Helpers.getDepthIncrement();
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event.sequence = ++ws.sequences[marketId];
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sendEvent(ws, `${marketId}.ob-inc`, event);
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};
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/*
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Success order scenario:
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* Private messages:
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["order",{"id":758,"at":1546605232,"market":"macarstc","kind":"bid","price":"1.17","state":"wait","remaining_volume":"0.1","origin_volume":"0.1"}]
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["order",{"id":758,"at":1546605232,"market":"macarstc","kind":"bid","price":"1.17","state":"done","remaining_volume":"0.0","origin_volume":"0.1"}]
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["trade",{"id":312,"kind":"bid","at":1546605232,"price":"1.17","remaining_volume":"0.1","ask_id":651,"bid_id":758,"market":"macarstc"}]
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* Public messages:
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["macarstc.trades",{"trades":[{"tid":312,"type":"buy","date":1546605232,"price":"1.17","amount":"0.1"}]}]
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*/
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// Those functions are the same used in k-line mocked API
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const minDay = 6;
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const maxDay = 10;
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const fakePeriod = 86400;
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const timeToPrice = (time) => {
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return minDay + (maxDay - minDay) / 2 * (1 + Math.cos((time / fakePeriod) * 2 * Math.PI));
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};
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const timeToVolume = (time, periodInSeconds) => {
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return maxDay * 10 / 2 * (1 + Math.cos((time / fakePeriod) * 2 * Math.PI));
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};
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const kLine = (time, period) => {
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const periodInSeconds = parseInt(period * 60);
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const roundedTime = parseInt(time / periodInSeconds) * periodInSeconds;
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const open = timeToPrice(time);
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const close = timeToPrice(time + periodInSeconds);
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const delta = (maxDay - minDay) / fakePeriod * periodInSeconds * 2;
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const high = Math.max(open, close) + delta;
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const low = Math.min(open, close) - delta;
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const volume = timeToVolume(time, periodInSeconds);
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return [roundedTime, open, high, low, close, volume].map(String);
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}
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let tradeIndex = 100000;
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let orderIndex = 100;
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const matchedTradesMock = (ws, marketId) => {
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let kind = "bid";
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let price = 0.1;
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let volume = 1000;
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return function () {
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const shouldPushOrder = Math.random() < 0.1;
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const orderId = orderIndex++;
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const tradeId = tradeIndex++;
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kind = kind == "bid" ? "ask" : "bid";
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const takerType = Math.random() < 0.5 ? "buy" : "sell";
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const orderType = Math.random() < 0.5 ? "limit" : "market";
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price += price > 0.01 ? Math.random() < 0.5 ? +0.01 : -0.01 : 0.01;
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volume += 50;
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let bidId = kind == "bid" ? orderId : orderId - 10;
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let askId = kind == "ask" ? orderId : orderId - 10;
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let at = parseInt(Date.now() / 1000);
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let remainingVolume = volume;
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const executedVolume = volume - remainingVolume;
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const order = {
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"uuid": orderId + 1000000,
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"id": orderId,
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"at": at + 1,
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"market": marketId,
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"kind": kind,
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"price": price,
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"avg_price": price,
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"state": "wait",
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"remaining_volume": volume,
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"origin_volume": volume,
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"executed_volume": executedVolume,
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"side": takerType,
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"created_at": at,
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"updated_at": at + 1,
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"order_type": orderType,
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"trades_count": 0
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};
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const privateTrade = {
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"uuid": orderId + 1000000,
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"id": tradeId,
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"price": price,
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"total": (volume * price).toFixed(4),
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"amount": volume,
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"market": marketId,
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"at": at + 1,
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"created_at": at,
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"taker_type": takerType
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};
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const publicTrade = {
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"tid": tradeId,
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"date": at,
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"taker_type": takerType,
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"price": price,
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"amount": volume
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};
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if (ws.authenticated && shouldPushOrder) {
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sendEvent(ws, "order", order);
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setTimeout(() => {
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remainingVolume = volume / (Math.random() + 2);
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sendEvent(ws, "order", { ...order, "remaining_volume": String(remainingVolume) });
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setTimeout(() => {
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sendEvent(ws, "order", { ...order, "state": "done", "remaining_volume": "0.0" });
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sendEvent(ws, "trade", privateTrade);
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}, 10000);
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}, 5000);
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}
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sendEvent(ws, `${marketId}.trades`, { "trades": [publicTrade] });
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}
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};
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const klinesMock = (ws, marketId) => () => {
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let at = parseInt(Date.now() / 1000);
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sendEvent(ws, `${marketId}.kline-1m`, kLine(at, 1));
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sendEvent(ws, `${marketId}.kline-5m`, kLine(at, 5));
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sendEvent(ws, `${marketId}.kline-15m`, kLine(at, 15));
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sendEvent(ws, `${marketId}.kline-30m`, kLine(at, 30));
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sendEvent(ws, `${marketId}.kline-1h`, kLine(at, 60));
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sendEvent(ws, `${marketId}.kline-2h`, kLine(at, 120));
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sendEvent(ws, `${marketId}.kline-4h`, kLine(at, 240));
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sendEvent(ws, `${marketId}.kline-6h`, kLine(at, 360));
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sendEvent(ws, `${marketId}.kline-12h`, kLine(at, 720));
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sendEvent(ws, `${marketId}.kline-1d`, kLine(at, 1440));
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sendEvent(ws, `${marketId}.kline-3d`, kLine(at, 4320));
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sendEvent(ws, `${marketId}.kline-1w`, kLine(at, 10080));
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};
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class RangerMock {
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constructor(port, markets) {
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this.markets = markets;
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this.port = port;
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this.start();
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}
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start() {
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this.wss = new WebSocket.Server({ port: this.port });
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const url = `ws://0.0.0.0:${this.port}`.green
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console.log(`Ranger: listening on ${url}`);
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const ranger = this;
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this.wss.on('connection', function connection(ws, request) {
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ranger.initConnection(ws, request);
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ws.on('message', (message) => ranger.onMessage(ws, message));
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ws.on('close', () => ranger.closeConnection(ws));
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});
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}
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close() {
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this.wss.close();
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}
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initConnection(ws, request) {
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ws.authenticated = true;
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ws.timers = [];
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ws.streams = [];
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ws.sequences = {};
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console.log(`Ranger: connection accepted, url: ${request.url}`);
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this.subscribe(ws, Helpers.getStreamsFromUrl(request.url));
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ws.timers.push(setInterval(tickersMock(ws, this.markets), 3000));
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ws.timers.push(setInterval(balancesMock(ws), 3000));
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this.markets.forEach((name) => {
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let { baseUnit, quoteUnit, marketId } = Helpers.getMarketInfos(name);
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ws.timers.push(setInterval(orderBookIncrementMock(ws, marketId), 200));
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ws.timers.push(setInterval(orderBookUpdateMock(ws, marketId), 2000));
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ws.timers.push(setInterval(matchedTradesMock(ws, marketId), 10000));
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ws.timers.push(setInterval(klinesMock(ws, marketId), 2500));
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});
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ws.timers.push(setTimeout(() => {sendEvent(ws, "deposit_address", { address: "a4E49HU6CTHyYMmsYt3F1ar1q5W89t3hfQ?dt=1", currencies:["xrp"], type:"create" })}, 15000));
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}
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closeConnection() {
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console.log('Ranger: connection closed');
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}
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onMessage(ws, message) {
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if (message.length === 0)
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return;
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try {
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console.log('Ranger: received message: %s', message);
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var payload = JSON.parse(message);
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if ("jwt" in payload) {
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if (payload["jwt"] === "Bearer null") {
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ws.send(JSON.stringify({ "error": { "message": "Authentication failed." } }));
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} else {
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ws.send(JSON.stringify({ "success": { "message": "Authenticated." } }));
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ws.authenticated = true;
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}
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}
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switch (payload["event"]) {
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case "subscribe":
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this.subscribe(ws, payload["streams"]);
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break;
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case "unsubscribe":
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this.unsubscribe(ws, payload["streams"]);
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break;
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}
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} catch (err) {
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console.log(`Ranger: Something went wrong: ${err} (message: ${message})`);
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}
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}
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subscribe(ws, streams) {
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ws.streams = Helpers.unique(ws.streams.concat(streams));
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console.log(`subcribed to : ${ws.streams}`)
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this.markets.forEach((name) => {
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let { marketId } = Helpers.getMarketInfos(name);
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orderBookSnapshotMock(ws, marketId)();
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});
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ws.send(JSON.stringify({ "success": { "message": "subscribed", "streams": ws.streams } }))
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}
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unsubscribe(ws, streams) {
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ws.streams = ws.streams.filter((value) => streams.indexOf(value) === -1);
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ws.send(JSON.stringify({ "success": { "message": "unsubscribed", "streams": ws.streams } }))
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}
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}
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module.exports = RangerMock;
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