Bitfinex Managed OrderBook Plugin for the Node.JS API

This plugin maintains an internal OrderBook model and keeps it up to date with incoming ws2 data packets. On each update, a data:managed:book event is emitted on the socket, providing a complete OrderBook model instance (from bfx-api-node-models).

Note that the manager proxies the event as managed:book. If subscribing on a socket instance (wsState.ev.on(...)) use the internal event name, otherwise use the manager name with manager.onWS(...).

Features

• Maintains up-to-date OrderBook models internally
• Emits a new 'managed:book' event with a full OrderBook instance on each update

Installation

npm i --save bfx-api-node-plugin-managed-ob

Quickstart

const { Manager } = require('bfx-api-node-core')
const ManagedOBPlugin = require('bfx-api-node-plugin-managed-ob')

const mgr = new Manager({
  plugins: [ManagedOBPlugin()]
})

// set up a connection, event listeners, etc

mgr.onWS('managed:book', {}, (ob) => {
  debug('checksum: %s', ob.checksum())
})

Docs

For an executable example, see examples/usage.js

Example

const debug = require('debug')('bfx:api:plugins:managed-ob:example')
const { Manager, subscribe } = require('bfx-api-node-core')
const ManagedOBPlugin = require('../')

const SYMBOL = 'tBTCUSD'
const mgr = new Manager({
  transform: true,
  plugins: [ManagedOBPlugin()]
})

mgr.onWS('open', {}, () => debug('connection open'))

// Receive updated ob
mgr.onWS('managed:book', {}, (ob) => {
  debug('--')
  debug('recv ob update')
  debug('spread %f, mid price %f', ob.spread(), ob.midPrice())
  debug('best ask %f, total ask size %f', ob.topAsk(), ob.askAmount())
  debug('best bid %f, total bid size %f', ob.topBid(), ob.bidAmount())
  debug('checksum: %s', ob.checksum())
})

const wsState = mgr.openWS()

subscribe(wsState, 'book', {
  symbol: SYMBOL,
  len: '25',
  prec: 'P0',
})

Contributing

1. Fork it
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin my-new-feature)
5. Create a new Pull Request