ccxws2

v0.1.21

Published

10 months ago

Websocket client for cryptocurrency exchanges

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bitmex binance binanceus coinex gateio coinbase cryptocurrency exchange websocket realtime

CryptoCurrency eXchange WebSockets

ccxws2 is a Fork from ccxws

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

CCXWS2 provides a standardized eventing interface for connection to public APIs. Currently CCXWS2 support ticker, trade and orderbook events.

The CCXWS2 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.

CCXWS2 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 CCXWS.

Check out the FAQS for more inforamtion on common issues you may encounter.

Check out the CONTRIBUTING guide for how to get involved.

Getting Started

Install ccxws2

npm install ccxws2

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

import { BinanceClient } from "ccxws2";
const binance = new BinanceClient();

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

// 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 | API | Class | ---------------------- | --- | ------------------------- | Bibox | 1 | BiboxClient | Binance | 1 | BinanceClient | Binance Futures Coin-M | 1 | BinanceFuturesCoinmClient | Binance Futures USDT-M | 1 | BinanceFuturesUsdtmClient | Binance US | 1 | BinanceUsClient | Bitfinex | 2 | BitfinexClient | bitFlyer | 1 | BitflyerClient | Bithumb | 1 | BithumbClient | BitMEX | 1 | BitmexClient | Bitstamp | 2 | BitstampClient | Cex.io | 1 | CexClient | Coinbase Pro | 1 | CoinbaseProClient | Coinex | 1 | CoinexClient | Deribit | 2 | DeribitClient | Digifinex | 1 | DigifinexClient | ErisX | 3.4 | ErisXClient | Gate.io | 3 | GateioClient | Gemini | 1 | GeminiClient | HitBTC | 2 | HitBtcClient | Huobi Global | 1 | HuobiClient | Huobi Global Futures | 1 | HuobiFuturesClient | Huobi Global Swaps | 1 | HuobiSwapsClient | Huobi Japan | 1 | HuobiJapanClient | Huobi Korea | 1 | HuobiKoreaClient | KuCoin | 2 | KucoinClient | Kraken | 0 | KrakenClient | LedgerX | 1 | LedgerXClient | Liquid | 2 | LiquidClient | OKEx | 3 | OkexClient | Poloniex | 2 | PoloniexClient | Upbit | 1 | UpbitClient | ZB | 1 | ZbClient | Ticker | Trades | Candles | OB-L2 Snapshot | OB-L2 Updates | OB-L3 Snapshot | OB-L3 Updates | AUTH | | -------- | -------- | -------- | -------------- | ------------- | -------------- | ------------- |---------| | ✓ | ✓ | ✓ | ✓ | | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓** | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓** | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓** | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓** | - | - | | | ✓ | ✓ | - | - | ✓* | - | ✓* | | | ✓ | ✓ | - | - | ✓** | - | - | | | ✓ | ✓ | - | - | ✓** | - | - | | | ✓ | ✓ | ✓ | - | ✓* | - | - | | | - | ✓ | - | ✓ | ✓** | - | - | | | ✓ | ✓ | ✓ | ✓ | | - | - |✓ | | ✓ | ✓ | - | - | ✓* | - | ✓ | | | ✓ | ✓ | ✓ | - | ✓* | - | - |✓ | | ✓ | ✓ | ✓ | - | ✓* | - | - | | | ✓ | ✓ | - | - | ✓* | - | - | | | - | ✓ | - | - | - | - | ✓* | | | ✓ | ✓ | - | - | ✓* | - | - |✓ | | - | ✓ | - | - | ✓* | - | - | | | ✓ | ✓ | ✓ | - | ✓* | - | - | | | ✓ | ✓ | ✓ | ✓ | - | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓* | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓* | - | - | | | ✓ | ✓ | ✓ | ✓ | - | - | - | | | ✓ | ✓ | ✓ | ✓ | - | - | - | | | ✓ | ✓ | ✓ | - | ✓** | - | ✓* | | | ✓ | ✓ | ✓ | - | ✓* | - | - | | | - | ✓ | - | - | - | - | ✓* | | | ✓ | ✓ | - | - | ✓ | - | - | | | ✓ | ✓ | ✓ | ✓ | ✓* | - | - | | | ✓ | ✓ | - | - | ✓* | - | - | | | ✓ | ✓ | - | ✓ | - | - | - | | | ✓ | ✓ | - | ✓ | - | - | - | |

Notes:

✓* broadcasts a snapshot event at startup
✓** broadcasts a snapshot by using the REST API

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.

These properties are required by CCXWS2.

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
type: string - the type of market: spot, futures, option, swap

`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.

const binance = new ccxws2.Binance();
const coinbase = new ccxws2.CoinbasePro();

Clients can be instantiated with an options object that has several properties properties:

wssPath: string - allows customization of the web socket path. When this is configured, additional rules surrounding connection may be ignored.
watcherMs: number - allows customization of the reconnection watcher. This value is the duration of time that must pass without a message for a reconnection is peroformed. This value can be customized depending on the type and liquidity of markets that you are subscribing to.
apiKey: string - any API key needed for the exchange
apiSecret: string - any API secret needed for the exchange

Events

Subscribe to events by addding an event handler to the client .on(<event>) 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<X> methods.

All events emit the market used to subscribe to the event as a second property of the event handler.

binance.on("error", err => console.error(err));
binance.on("trades", (trade, market) => console.log(trade, market));
binance.on("l2snapshot", (snapshot, market) => console.log(snapshot, market));

`error` emits `Error`

You must subscribe to the error event to prevent the process exiting. More information in the Node.js Events Documentation

If an EventEmitter does not have at least one listener registered for the 'error' event, and an 'error' event is emitted, the error is thrown, a stack trace is printed, and the Node.js process exits.

`ticker` emits `Ticker`, `Market`

Fired when a ticker update is received. Returns an instance of Ticker and the Market used to subscribe to the event.

`trade` emits `Trade`, `Market`

Fired when a trade is received. Returns an instance of Trade and the Market used to subscribe to the event.

`candle` emits `Candle`, `Market`

Fired when a candle is received. Returns an instance of Candle and the Market used to subscribe to the event.

`l2snapshot` emits `Level2Snapshot`, `Market`

Fired when a orderbook level 2 snapshot is received. Returns an instance of Level2Snapshot and the Market used to subscribe to the event.

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` emits `Level2Update`, `Market`

Fired when a orderbook level 2 update is recieved. Returns an instance of Level2Update and the Market used to subscribe to the event.

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

`l3snapshot` emits `Level3Snapshot`, `Market`

Fired when a orderbook level 3 snapshot is received. Returns an instance of Level3Snapshot and the Market used to subscribe to the event.

`l3update` emits `Level3Update`, `Market`

Fired when a level 3 update is recieved. Returns an instance of Level3Update and the Market used to subscribe to the event.

Connection Events

Clients emit events as their state changes.

   +-------+
   |       |
   | start |
   |       |
   +---+---+
       |
       |
       |
       | subscribe
       |
       |
       |
+------v-------+       initiate
|              |       reconnect
|  connecting  <------------------------+
|              |                        |
+------+-------+                        |
       |                                |
       |                        +-------+-------+
       |                        |               |
       | socket                 | disconnected  |
       | open                   |               |
       |                        +-------^-------+
       |                                |
+------v-------+                        |
|              |                        |
|  connected   +------------------------+
|              |        socket
+------+-------+        closed
       |
       |
       |
       | close
       | requested
       |
       |
       |
+------v-------+                  +--------------+
|              |                  |              |
|   closing    +------------------>    closed    |
|              |     socket       |              |
+--------------+     closed       +--------------+

`connecting`

Fires prior to a socket initiating the connection. This event also fires when a reconnection starts.

`connected`

Fires when a socket has connected. This event will also fire for reconnection completed.

`disconnected`

Fires when a socket prematurely disconnects. Automatic reconnection will be triggered. The expected flow is disconnected -> connecting -> connected.

`closing`

Fires when the client is preparing to close its connection(s). This event is not fired during reconnections.

`closed`

Fires when the client has closed its connection(s). This event is not fired during reconnections, it is fired when the close method is called and the connection(s) are successfully closed.

`reconnecting`

Fires when a socket has initiated the reconnection process due to inactivity. This is fired at the start of the reconnection process reconnecting -> closing -> closed -> connecting -> connected

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.