Bitfinex Managed Order Book Checksum Plugin for the Node.JS API

This plugin enables the order book checksum flag upon connecting, and maintains internal OrderBook model instances for all subscribed book channels. Upon receiving a checksum from the server, the relevant internal model is audited and an error event is emitted on checksum miss-match. Valid checksums are reported in debug output.

Note that the manager proxies the event as ws2:error. 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 internal OrderBook model instances
• Verfies managed OrderBook checksums with each incoming remote checksum packet
• Emits a ws2:error event on checksum miss-match

Installation

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

Docs

For an executable example, see examples/usage.js

Quickstart & Example

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

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

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

// Catch checksum errors
mgr.onWS('ws2:error', {}, (err) => {
  if (err.message.match(/ob checksum/)) {
    debug('recv ob checksum error: %s', err.message)
  }
})

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