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Bitfinex WS Fixes: Reconnect and crash on previously non-traded assets/currency #474

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merged 3 commits into from
Aug 15, 2017
Merged

Bitfinex WS Fixes: Reconnect and crash on previously non-traded assets/currency #474

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c639a4f
Bitfinex WS: Fix reconnect
crubb Aug 14, 2017
1e6f954
Bitfinex WS: Report wallet balance as 0, when an unknown pair is trad…
crubb Aug 14, 2017
3990efd
Bitfinex WS: Removed a bunch of trailing white spaces
crubb Aug 14, 2017
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70 changes: 35 additions & 35 deletions extensions/exchanges/bitfinex/exchange.js
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Original file line number Diff line number Diff line change
Expand Up @@ -8,19 +8,19 @@ module.exports = function container (get, set, clear) {
var c = get('conf')
var s = {options: minimist(process.argv)}
var so = s.options

var ws_connecting = false
var ws_connected = false
var ws_timeout = 60000
var ws_retry = 10000
var ws_wait_on_apikey_error = 60000 * 5

var pair, public_client, ws_client

var ws_trades = []
var ws_balance = []
var ws_orders = []
var ws_ticker = []
var ws_orders = []
var ws_ticker = []
var ws_hb = []
var ws_walletCalcDone

Expand All @@ -35,7 +35,7 @@ module.exports = function container (get, set, clear) {
} else if (trades[0] === "te") {
return
}

trades.forEach(function (trade) {
newTrade = {
trade_id: Number(trade.ID),
Expand All @@ -46,13 +46,13 @@ module.exports = function container (get, set, clear) {
}
ws_trades.push(newTrade)
})

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@nedievas nedievas Aug 15, 2017 •
edited
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remove

if (ws_trades.length > 1010)
ws_trades.shift()
}

function wsUpdateTicker (pair, ticker) {
ws_ticker = ticker
ws_ticker = ticker
}

function wsMessage (message) {
Expand All @@ -65,7 +65,7 @@ module.exports = function container (get, set, clear) {
if (message[0] != "undefined")
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remove at 64

ws_hb[message[0]] = Date.now()
}

function wsUpdateOrder (ws_order) {
cid = ws_order[2]

Expand Down Expand Up @@ -94,9 +94,9 @@ module.exports = function container (get, set, clear) {
order.price = ws_order[16]
order.price_avg = ws_order[17]

ws_orders['~' + cid] = order
ws_orders['~' + cid] = order
}

function wsUpdateOrderCancel (ws_order) {
cid = ws_order[2]

Expand All @@ -114,15 +114,15 @@ module.exports = function container (get, set, clear) {

wsUpdateOrder(ws_order)
}

function wsUpdateReqOrder (error) {
if (error[6] === 'ERROR' && error[7].match(/^Invalid order: not enough .* balance for/)) {
cid = error[4][2]
ws_orders['~' + cid].status = 'rejected'
ws_orders['~' + cid].reject_reason = 'balance'
}
}

function updateWallet (wallets) {
if (typeof(wallets[0]) !== "object") wallets = [wallets]

Expand Down Expand Up @@ -201,7 +201,7 @@ module.exports = function container (get, set, clear) {
ws_connected = false

ws_client = new BFX(c.bitfinex.key, c.bitfinex.secret, {version: 2, transform: true}).ws

ws_client
.on('open', wsOpen)
.on('close', wsClose)
Expand All @@ -217,16 +217,16 @@ module.exports = function container (get, set, clear) {
.on('ou', wsUpdateOrder)
.on('oc', wsUpdateOrderCancel)

setTimeout(function() {
setInterval(function() {
wsConnect()
}, ws_retry)
}
}

function joinProduct (product_id) {
return product_id.split('-')[0] + '' + product_id.split('-')[1]
}

function retry (method, args, cb) {
setTimeout(function () {
exchange[method].call(exchange, args, cb)
Expand All @@ -238,24 +238,24 @@ module.exports = function container (get, set, clear) {
exchange[method].call(exchange, args, cb)
}, 50)
}

function encodeQueryData(data) {
let ret = []
for (let d in data)
ret.push(encodeURIComponent(d) + '=' + encodeURIComponent(data[d]))
return ret.join('&')
}

var exchange = {
name: 'bitfinex',
historyScan: 'backward',
makerFee: 0.1,
takerFee: 0.2,

getProducts: function () {
return require('./products.json')
},

getTrades: function (opts, cb) {
if (!pair) { pair = joinProduct(opts.product_id) }

Expand Down Expand Up @@ -292,7 +292,7 @@ module.exports = function container (get, set, clear) {
}
})
cb(null, trades)
})
})
} else {
// We're live now (i.e. opts.from is set), use websockets
if (!ws_client) { wsClient() }
Expand All @@ -301,7 +301,7 @@ module.exports = function container (get, set, clear) {
cb(null, trades)
}
},

getBalance: function (opts, cb) {
if (!pair) { pair = joinProduct(opts.asset + '-' + opts.currency) }

Expand Down Expand Up @@ -353,8 +353,8 @@ module.exports = function container (get, set, clear) {
}
else {
balance = {}
balance.currency = n(ws_balance[opts.currency].balance).format('0.00000000')
balance.asset = n(ws_balance[opts.asset].balance).format('0.00000000')
balance.currency = ws_balance[opts.currency].balance ? n(ws_balance[opts.currency].balance).format('0.00000000') : n(0).format('0.00000000')
balance.asset = ws_balance[opts.asset].balance ? n(ws_balance[opts.asset].balance).format('0.00000000') : n(0).format('0.00000000')

balance.currency_hold = ws_balance[opts.currency].available ? n(ws_balance[opts.currency].balance).subtract(ws_balance[opts.currency].available).format('0.00000000') : n(0).format('0.00000000')
balance.asset_hold = ws_balance[opts.asset].available ? n(ws_balance[opts.asset].balance).subtract(ws_balance[opts.asset].available).format('0.00000000') : n(0).format('0.00000000')
Expand All @@ -365,11 +365,11 @@ module.exports = function container (get, set, clear) {
cb(null, balance)
}
},

getQuote: function (opts, cb) {
cb(null, { bid : String(ws_ticker.BID), ask : String(ws_ticker.ASK) })
},

cancelOrder: function (opts, cb) {
order = ws_orders['~' + opts.order_id]
ws_orders['~' + opts.order_id].reject_reason = "zenbot cancel"
Expand All @@ -395,7 +395,7 @@ module.exports = function container (get, set, clear) {
}
cb()
},

trade: function (action, opts, cb) {
if (!pair) { pair = joinProduct(opts.product_id) }
var symbol = 't' + pair
Expand Down Expand Up @@ -429,7 +429,7 @@ module.exports = function container (get, set, clear) {
filled_size: 0,
ordertype: opts.order_type
}

var ws_order = [
0,
'on',
Expand Down Expand Up @@ -461,22 +461,22 @@ module.exports = function container (get, set, clear) {

return cb(null, order)
},

buy: function (opts, cb) {
exchange.trade('buy', opts, cb)
},

sell: function (opts, cb) {
exchange.trade('sell', opts, cb)
},

getOrder: function (opts, cb) {
var order = ws_orders['~' + opts.order_id]

if (order.status === 'rejected' && order.reject_reason === 'post only') {
if (order.status === 'rejected' && order.reject_reason === 'post only') {
return cb(null, order)
} else if (order.status === 'rejected' && order.reject_reason === 'zenbot canceled') {
return cb(null, order)
return cb(null, order)
}

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if (order.status == "done") {
Expand All @@ -486,7 +486,7 @@ module.exports = function container (get, set, clear) {

cb(null, order)
},

// return the property used for range querying.
getCursor: function (trade) {
return (trade.time || trade)
Expand Down