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https://github.com/saytoken/ccew

CryptoCurrency Exchange Trade WebSocket Api
https://github.com/saytoken/ccew

bitcoin blockchain ccxt cryptocurrency eos ethereum exchange

Last synced: 25 days ago
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CryptoCurrency Exchange Trade WebSocket Api

Host: GitHub
URL: https://github.com/saytoken/ccew
Owner: saytoken
License: mit
Created: 2018-06-29T10:00:11.000Z (over 6 years ago)
Default Branch: master
Last Pushed: 2019-04-16T13:25:20.000Z (over 5 years ago)
Last Synced: 2024-08-03T18:13:40.789Z (4 months ago)
Topics: bitcoin, blockchain, ccxt, cryptocurrency, eos, ethereum, exchange
Language: JavaScript
Size: 122 KB
Stars: 15
Watchers: 7
Forks: 4
Open Issues: 1
Metadata Files:
- Readme: README.md
- License: LICENSE

Awesome Lists containing this project

awesome-ccxt - ccew - has the same scheme as ccxt, but provide data by websocket (Other)

README

# CryptoCurrency eXchange WebSockets

[![CircleCI](https://circleci.com/gh/altangent/ccew/tree/master.svg?style=shield)](https://circleci.com/gh/altangent/ccew/tree/master)
[![Coverage Status](https://coveralls.io/repos/github/altangent/ccew/badge.svg?branch=master)](https://coveralls.io/github/altangent/ccew?branch=master)

A JavaScript library for connecting to realtime public APIs on all cryptocurrency exchanges.

ccew can be used by those wishing to use a standardized eventing interface for connection to these public APIs. Currently ccew support trade and orderbook events. Support for tickers and candle events will be added in the future.

The ccew socket client performs automatic reconnection when there are disconnections. It also has silent reconnection logic to assist when no data has been seen by the client, but the socket remains open.

ccew uses similar market structures to those generated by the CCXT library. This allows interoperability between the RESTful interfaces provided by CCXT and the realtime interfaces provided by ccew.

## Getting Started

Install ccew

```bash
npm install ccew
```

Create a new client for an exchange. Subscribe to the events that you want to listen to by supplying a market.

```javascript
const ccew = require("ccew");
const binance = new ccew.Binance();

// market could be from CCXT or genearted by the user
const market = {
id: "ADABTC", // remote_id used by the exchange
base: "ADA", // standardized base symbol for Cardano
quote: "BTC", // standardized quote symbol for Bitcoin
};

// handle trade events
binance.on("trade", trade => console.log(trade));

// handle level2 orderbook snapshots
binance.on("l2snapshot", snapshot => console.log(snapshot));

// subscribe to trades
binance.subscribeTrades(market);

// subscribe to level2 orderbook snapshots
binance.subscribeLevel2Snapshots(market);
```

## Exchanges

| Exchange | Class | Ticker | Trades | OB-L2 Snapshot | OB-L2 Updates | OB-L3 Snapshot | OB-L3 Updates |
| -------- | -------- | ------- | ------- | -------------- | ------------- | -------------- | ------------- |
| Binance | binance | Support | Support | Support | Support | - | - |
| Bitfinex | bitfinex | Support | Support | - | Support\* | - | Support\* |
| bitFlyer | bitflyer | Support | Support | - | Support | - | - |
| BitMEX | bitmex | | Support | - | Support\* | - | - |
| Bitstamp | bitstamp | - | Support | Support | Support | - | Support |
| Bittrex | bittrex | Support | Support | - | Support\* | - | - |
| GDAX | gdax | Support | Support | - | Support\* | - | Support |
| Gemini | gemini | - | Support | - | Support\* | - | - |
| HitBTC | hitbtc | Support | Support | - | Support\* | - | - |
| Huobi | huobi | Support | Support | Support | - | - | - |
| OKEx | okex | Support | Support | Support | Support | - | - |
| Poloniex | poloniex | Support | Support | - | Support\* | - | - |

Notes:

* Support\*: Broadcasts a snapshot event at startup

## Definitions

Trades - A maker/taker match has been made. Broadcast as an aggregated event.

Orderbook level 2 - has aggregated price points for bids/asks that include the price and total volume at that point. Some exchange may include the number of orders making up the volume at that price point.

Orderbook level 3 - this is the most granual order book information. It has raw order information for bids/asks that can be used to build aggregated volume information for the price points.

## API

### `Market`

Markets are used as input to many of the client functions. Markets can be generated and stored by you the developer or loaded from the CCXT library.

The following properties are used by ccew.

* `id: string` - the identifier used by the remote exchange
* `base: string` - the normalized base symbol for the market
* `quote: string` - the normalized quote symbol for the market

### `Client`

A websocket client that connects to a specific exchange. There is an implementation of this class for each exchange that governs the specific rules for managing the realtime connections to the exchange. You must instantiate the specific exchanges client to conncet to the exchange.

```javascript
const binance = new ccew.Binance();
const gdax = new ccew.GDAX();
```

#### Properties

##### `reconnectIntervalMs: int` - default 90000

Property that controls silent socket drop checking. This will enable a check at the reconnection interval that looks for ANY broadcast message from the server. If there has not been a message since the last check a reconnection (close, connect) operation is performed. This property must be set before the first subscription (and subsequent connection).

#### Events

Subscribe to events by addding an event handler to the client `.on()` method of the client. Multiple event handlers can be added for the same event.

Once an event handler is attached you can start the stream using the `subscribe` methods.

```javascript
binance.on("trades", trade => console.log(trade));
binance.on("l2snapshot", snapshot => console.log(snapshot));
```

##### `ticker: Ticker`

Fired when a ticker update is received. Returns an instance of `Ticker`.

##### `trade: Trade`

Fired when a trade is received. Returns an instance of `Trade`.

##### `l2snapshot: Level2Snapshot`

Fired when a orderbook level 2 snapshot is received. Returns an instance of `Level2Snapshot`.

The level of detail will depend on the specific exchange and may include 5/10/20/50/100/1000 bids and asks.

This event is also fired when subscribing to the `l2update` event on many exchanges.

##### `l2update: Level2Update`

Fired when a orderbook level 2 update is recieved. Returns an instance of `Level2Update`.

Subscribing to this event may trigger an initial `l2snapshot` event for many exchanges.

##### `l3snapshot: Level3Snapshot`

Fired when a orderbook level 3 snapshot is received. Returns an instance of `Level3Snapshot`.

##### `l3update: Level3Update` - orderbook level 3 Update

Fired when a level 3 update is recieved. Returns an instance of `Level3Update`.

#### Methods

##### `subscribeTicker(market): void`

Subscribes to a ticker feed for a market. This method will cause the client to emit `ticker` events that have a payload of the `Ticker` object.

##### `unsubscribeTicker(market): void`

Unsubscribes from a ticker feed for a market.

##### `subscribeTrades(market): void`

Subscribes to a trade feed for a market. This method will cause the client to emit `trade` events that have a payload of the `Trade` object.

##### `unsubscribeTrades(market): void`

Unsubscribes from a trade feed for a market.