Add exchange bitbank

.github/workflows/node.yml

@@ -46,6 +46,7 @@ jobs:
           - binance-futures-usdtm
           - binanceje
           - binanceus
+          - bitbank
           - bitfinex
           - bitflyer
           - bithumb

README.md

@@ -59,6 +59,7 @@ binance.subscribeLevel2Snapshots(market);
 | Binance Futures USDT-M | 1   | BinanceFuturesUsdtM | ✓ | ✓ | ✓ | ✓           | ✓\*\*      | -                  | -                 |
 | Binance Jersey         | 1   | BinanceJe           | ✓ | ✓ | ✓ | ✓           | ✓\*\*      | -                  | -                 |
 | Binance US             | 1   | BinanceUs           | ✓ | ✓ | ✓ | ✓           | ✓\*\*      | -                  | -                 |
+| bitbank                | 1   | Bitbank             | ✓ | ✓ | -        | ✓           | ✓          | -                  | -                 |
 | Bitfinex               | 2   | Bitfinex            | ✓ | ✓ | -        | -                  | ✓\*        | -                  | ✓\*        |
 | bitFlyer               | 1   | Bitflyer            | ✓ | ✓ | -        | -                  | ✓\*\*      | -                  | -                 |
 | Bithumb                | 1   | Bithumb             | ✓ | ✓ | -        | -                  | ✓\*\*      | -                  | -                 |

__tests__/exchanges/bitbank-client.spec.js

@@ -0,0 +1,121 @@
+const { testClient } = require("../test-runner");
+const BitbankClient = require("../../src/exchanges/bitbank-client");
+
+testClient({
+  clientFactory: () => new BitbankClient(),
+  clientName: "bitbankClient",
+  exchangeName: "bitbank",
+  markets: [
+    {
+      id: "btc_jpy",
+      base: "BTC",
+      quote: "JPY",
+    },
+    {
+      id: "xrp_jpy",
+      base: "XRP",
+      quote: "JPY",
+    },
+    {
+      id: "xrp_btc",
+      base: "XRP",
+      quote: "BTC",
+    },
+    {
+      id: "ltc_jpy",
+      base: "LTC",
+      quote: "JPY",
+    },
+    {
+      id: "ltc_btc",
+      base: "LTC",
+      quote: "BTC",
+    },
+    {
+      id: "eth_jpy",
+      base: "XRP",
+      quote: "JPY",
+    },
+    {
+      id: "eth_btc",
+      base: "XRP",
+      quote: "BTC",
+    },
+    {
+      id: "mona_jpy",
+      base: "MONA",
+      quote: "JPY",
+    },
+    {
+      id: "mona_btc",
+      base: "MONA",
+      quote: "BTC",
+    },
+    {
+      id: "bcc_jpy",
+      base: "BCC",
+      quote: "JPY",
+    },
+    {
+      id: "bcc_btc",
+      base: "BCC",
+      quote: "BTC",
+    },
+    {
+      id: "xlm_jpy",
+      base: "XLM",
+      quote: "JPY",
+    },
+    {
+      id: "xlm_btc",
+      base: "XLM",
+      quote: "BTC",
+    },
+  ],
+
+  testConnectEvents: false,
+  testDisconnectEvents: false,
+  testReconnectionEvents: false,
+  testCloseEvents: false,
+
+  hasTickers: true,
+  hasTrades: true,
+  hasCandles: false,
+  hasLevel2Snapshots: true,
+  hasLevel2Updates: true,
+  hasLevel3Snapshots: false,
+  hasLevel3Updates: false,
+
+  ticker: {
+    hasTimestamp: true,
+    hasLast: true,
+    hasOpen: false,
+    hasHigh: true,
+    hasLow: true,
+    hasVolume: true,
+    hasQuoteVolume: false,
+    hasChange: false,
+    hasChangePercent: false,
+    hasBid: true,
+    hasBidVolume: false,
+    hasAsk: true,
+    hasAskVolume: false,
+  },
+
+  trade: {
+    hasTradeId: true,
+  },
+
+  l2snapshot: {
+    hasTimestampMs: true,
+    hasSequenceId: false,
+    hasCount: false,
+  },
+
+  l2update: {
+    hasSnapshot: false,
+    hasTimestampMs: true,
+    hasSequenceId: false,
+    hasCount: false,
+  },
+});

src/exchanges/bitbank-client.js

@@ -0,0 +1,178 @@
+const BasicClient = require("../basic-client");
+const Ticker = require("../ticker");
+const Trade = require("../trade");
+const Level2Point = require("../level2-point");
+const Level2Snapshot = require("../level2-snapshot");
+const Level2Update = require("../level2-update");
+
+class BitbankClient extends BasicClient {
+  constructor({
+    wssPath = "wss://stream.bitbank.cc/socket.io/?EIO=3&transport=websocket",
+    watcherMs,
+  } = {}) {
+    super(wssPath, "bitbank", undefined, watcherMs);
+
+    this.hasTickers = true;
+    this.hasTrades = true;
+    this.hasLevel2Snapshots = true;
+    this.hasLevel2Updates = true;
+  }
+
+  _sendSubTicker(remote_id) {
+    this._wss.send(`42["join-room", "ticker_${remote_id}"]`);
+  }
+
+  _sendUnsubTicker(remote_id) {
+    this._wss.send(`42["left-room", "ticker_${remote_id}"]`);
+  }
+
+  _sendSubTrades(remote_id) {
+    this._wss.send(`42["join-room", "transactions_${remote_id}"]`);
+  }
+
+  _sendUnsubTrades(remote_id) {
+    this._wss.send(`42["left-room", "transactions_${remote_id}"]`);
+  }
+
+  _sendSubLevel2Snapshots(remote_id) {
+    this._wss.send(`42["join-room", "depth_whole_${remote_id}"]`);
+  }
+
+  _sendUnsubLevel2Snapshots(remote_id) {
+    this._wss.send(`42["left-room", "depth_whole_${remote_id}"]`);
+  }
+
+  _sendSubLevel2Updates(remote_id) {
+    this._wss.send(`42["join-room", "depth_diff_${remote_id}"]`);
+  }
+
+  _sendUnsubLevel2Updates(remote_id) {
+    this._wss.send(`42["left-room", "depth_diff_${remote_id}"]`);
+  }
+
+  _onMessage(raw) {
+    let ep = parseInt(raw.slice(0, 1)); // engine.io-protocol
+    let sp; // socket.io-protocol
+    let content;
+
+    if (ep === 4) {
+      sp = parseInt(raw.slice(1, 2));
+      if (sp === 2) {
+        content = raw.slice(2);
+      }
+    }
+    if (!(ep === 4 && sp === 2)) {
+      return;
+    }
+    let msg = JSON.parse(content)[1]["message"]["data"];
+    let room = JSON.parse(content)[1]["room_name"];
+
+    // tickers
+    if (room.startsWith("ticker_")) {
+      const id = room.replace("ticker_", "");
+      let market = this._tickerSubs.get(id);
+      if (!market) return;
+
+      let ticker = this._constructTicker(msg, market);
+      this.emit("ticker", ticker, market);
+
+      return;
+    }
+
+    // trade
+    if (room.startsWith("transactions_")) {
+      const id = room.replace("transactions_", "");
+      for (let tx of msg.transactions) {
+        let market = this._tradeSubs.get(id);
+        if (!market) return;
+
+        let trade = this._constructTradesFromMessage(tx, market);
+        this.emit("trade", trade, market);
+      }
+      return;
+    }
+
+    // l2 snapshot
+    if (room.startsWith("depth_whole_")) {
+      const id = room.replace("depth_whole_", "");
+      let market = this._level2SnapshotSubs.get(id);
+      if (!market) return;
+
+      let snapshot = this._constructLevel2Snapshot(msg, market);
+      this.emit("l2snapshot", snapshot, market);
+      return;
+    }
+
+    // l2 update
+    if (room.startsWith("depth_diff_")) {
+      const id = room.replace("depth_diff_", "");
+      let market = this._level2UpdateSubs.get(id);
+      if (!market) return;
+
+      let update = this._constructLevel2Updates(msg, market);
+      this.emit("l2update", update, market);
+      return;
+    }
+  }
+
+  _constructTicker(msg, market) {
+    let { last, timestamp, sell, vol, buy, high, low } = msg;
+
+    return new Ticker({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      timestamp: timestamp,
+      last: last,
+      high: high,
+      low: low,
+      volume: vol,
+      bid: sell,
+      ask: buy,
+    });
+  }
+
+  _constructTradesFromMessage(msg, market) {
+    let { side, executed_at, amount, price, transaction_id } = msg;
+
+    return new Trade({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      side: side.toLowerCase(),
+      unix: executed_at,
+      price: price,
+      amount: amount,
+      tradeId: transaction_id.toFixed(),
+    });
+  }
+
+  _constructLevel2Snapshot(msg, market) {
+    let asks = msg.asks.map(p => new Level2Point(p[0], p[1]));
+    let bids = msg.bids.map(p => new Level2Point(p[0], p[1]));
+
+    return new Level2Snapshot({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      timestampMs: msg.timestamp,
+      asks,
+      bids,
+    });
+  }
+
+  _constructLevel2Updates(msg, market) {
+    let asks = msg.a.map(p => new Level2Point(p[0], p[1]));
+    let bids = msg.b.map(p => new Level2Point(p[0], p[1]));
+
+    return new Level2Update({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      timestampMs: msg.t,
+      asks,
+      bids,
+    });
+  }
+}
+module.exports = BitbankClient;

src/index.js

@@ -2,6 +2,7 @@ const bibox = require("./exchanges/bibox-client");
 const binance = require("./exchanges/binance-client");
 const binanceje = require("./exchanges/binanceje-client");
 const binanceus = require("./exchanges/binanceus-client");
+const bitbank = require("./exchanges/bitbank-client");
 const bitfinex = require("./exchanges/bitfinex-client");
 const bitflyer = require("./exchanges/bitflyer-client");
 const bitmex = require("./exchanges/bitmex-client");
@@ -30,6 +31,7 @@ module.exports = {
   binance,
   binanceje,
   binanceus,
+  bitbank,
   bitfinex,
   bitflyer,
   bitmex,
@@ -62,6 +64,7 @@ module.exports = {
   BinanceFuturesUsdtM: require("./exchanges/binance-futures-usdtm-client"),
   BinanceJe: binanceje,
   BinanceUs: binanceus,
+  Bitbank: bitbank,
   Bitfinex: bitfinex,
   Bitflyer: bitflyer,
   Bithumb: require("./exchanges/bithumb-client"),