mirror of https://github.com/BTCPrivate/z-nomp.git
profitability data collection from Poloniex
This commit is contained in:
Jerry Brady
parent
da22dad482
commit
0af27316d3
|
|
@ -68,10 +68,16 @@
|
|||
}
|
||||
},
|
||||
|
||||
"profitSwitch": {
|
||||
"enabled": false,
|
||||
"updateInterval": 60,
|
||||
"depth": 0.80
|
||||
},
|
||||
|
||||
"redisBlockNotifyListener": {
|
||||
"enabled": false,
|
||||
"redisPort": 6379,
|
||||
"redisHost": "hostname",
|
||||
"psubscribeKey": "newblocks:*"
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
40
init.js
40
init.js
|
|
@ -12,6 +12,7 @@ var WorkerListener = require('./libs/workerListener.js');
|
|||
var PoolWorker = require('./libs/poolWorker.js');
|
||||
var PaymentProcessor = require('./libs/paymentProcessor.js');
|
||||
var Website = require('./libs/website.js');
|
||||
var ProfitSwitch = require('./libs/profitSwitch.js');
|
||||
|
||||
var algos = require('stratum-pool/lib/algoProperties.js');
|
||||
|
||||
|
|
@ -58,7 +59,7 @@ catch(e){
|
|||
|
||||
|
||||
if (cluster.isWorker){
|
||||
|
||||
|
||||
switch(process.env.workerType){
|
||||
case 'pool':
|
||||
new PoolWorker(logger);
|
||||
|
|
@ -69,6 +70,9 @@ if (cluster.isWorker){
|
|||
case 'website':
|
||||
new Website(logger);
|
||||
break;
|
||||
case 'profitSwitch':
|
||||
new ProfitSwitch(logger);
|
||||
break;
|
||||
}
|
||||
|
||||
return;
|
||||
|
|
@ -203,23 +207,19 @@ var startCoinswitchListener = function(portalConfig){
|
|||
logger.debug('Master', 'Coinswitch', text);
|
||||
});
|
||||
listener.on('switchcoin', function(message){
|
||||
|
||||
var ipcMessage = {type:'blocknotify', coin: message.coin, hash: message.hash};
|
||||
Object.keys(cluster.workers).forEach(function(id) {
|
||||
cluster.workers[id].send(ipcMessage);
|
||||
});
|
||||
var ipcMessage = {
|
||||
type:'switch',
|
||||
coin: message.coin
|
||||
};
|
||||
type:'switch',
|
||||
coin: message.coin
|
||||
};
|
||||
Object.keys(cluster.workers).forEach(function(id) {
|
||||
cluster.workers[id].send(ipcMessage);
|
||||
});
|
||||
|
||||
});
|
||||
listener.start();
|
||||
|
||||
|
||||
};
|
||||
|
||||
var startRedisBlockListener = function(portalConfig){
|
||||
|
|
@ -287,6 +287,28 @@ var startWebsite = function(portalConfig, poolConfigs){
|
|||
};
|
||||
|
||||
|
||||
var startProfitSwitch = function(portalConfig, poolConfigs){
|
||||
|
||||
if (!portalConfig.profitSwitch.enabled){
|
||||
logger.error('Master', 'Profit', 'Profit auto switching disabled');
|
||||
return;
|
||||
}
|
||||
|
||||
var worker = cluster.fork({
|
||||
workerType: 'profitSwitch',
|
||||
pools: JSON.stringify(poolConfigs),
|
||||
portalConfig: JSON.stringify(portalConfig)
|
||||
});
|
||||
worker.on('exit', function(code, signal){
|
||||
logger.error('Master', 'Profit', 'Profit switching process died, spawning replacement...');
|
||||
setTimeout(function(){
|
||||
startWebsite(portalConfig, poolConfigs);
|
||||
}, 2000);
|
||||
});
|
||||
};
|
||||
|
||||
|
||||
|
||||
(function init(){
|
||||
|
||||
var poolConfigs = buildPoolConfigs();
|
||||
|
|
@ -305,4 +327,6 @@ var startWebsite = function(portalConfig, poolConfigs){
|
|||
|
||||
startWebsite(portalConfig, poolConfigs);
|
||||
|
||||
startProfitSwitch(portalConfig, poolConfigs);
|
||||
|
||||
})();
|
||||
|
|
|
|||
|
|
@ -0,0 +1,212 @@
|
|||
var request = require('request');
|
||||
var nonce = require('nonce');
|
||||
|
||||
module.exports = function() {
|
||||
'use strict';
|
||||
|
||||
// Module dependencies
|
||||
|
||||
// Constants
|
||||
var version = '0.1.0',
|
||||
PUBLIC_API_URL = 'http://poloniex.com/public',
|
||||
PRIVATE_API_URL = 'https://poloniex.com/tradingApi',
|
||||
USER_AGENT = 'npm-crypto-apis/' + version
|
||||
|
||||
// Constructor
|
||||
function Poloniex(key, secret){
|
||||
// Generate headers signed by this user's key and secret.
|
||||
// The secret is encapsulated and never exposed
|
||||
this._getPrivateHeaders = function(parameters){
|
||||
var paramString, signature;
|
||||
|
||||
if (!key || !secret){
|
||||
throw 'Poloniex: Error. API key and secret required';
|
||||
}
|
||||
|
||||
// Sort parameters alphabetically and convert to `arg1=foo&arg2=bar`
|
||||
paramString = Object.keys(parameters).sort().map(function(param){
|
||||
return encodeURIComponent(param) + '=' + encodeURIComponent(parameters[param]);
|
||||
}).join('&');
|
||||
|
||||
signature = crypto.createHmac('sha512', secret).update(paramString).digest('hex');
|
||||
|
||||
return {
|
||||
Key: key,
|
||||
Sign: signature
|
||||
};
|
||||
};
|
||||
}
|
||||
|
||||
// If a site uses non-trusted SSL certificates, set this value to false
|
||||
Poloniex.STRICT_SSL = true;
|
||||
|
||||
// Helper methods
|
||||
function joinCurrencies(currencyA, currencyB){
|
||||
return currencyA + '_' + currencyB;
|
||||
}
|
||||
|
||||
// Prototype
|
||||
Poloniex.prototype = {
|
||||
constructor: Poloniex,
|
||||
|
||||
// Make an API request
|
||||
_request: function(options, callback){
|
||||
if (!('headers' in options)){
|
||||
options.headers = {};
|
||||
}
|
||||
|
||||
options.headers['User-Agent'] = USER_AGENT;
|
||||
options.json = true;
|
||||
options.strictSSL = Poloniex.STRICT_SSL;
|
||||
|
||||
request(options, function(err, response, body) {
|
||||
callback(err, body);
|
||||
});
|
||||
|
||||
return this;
|
||||
},
|
||||
|
||||
// Make a public API request
|
||||
_public: function(parameters, callback){
|
||||
var options = {
|
||||
method: 'GET',
|
||||
url: PUBLIC_API_URL,
|
||||
qs: parameters
|
||||
};
|
||||
|
||||
return this._request(options, callback);
|
||||
},
|
||||
|
||||
// Make a private API request
|
||||
_private: function(parameters, callback){
|
||||
var options;
|
||||
|
||||
parameters.nonce = nonce();
|
||||
options = {
|
||||
method: 'POST',
|
||||
url: PRIVATE_API_URL,
|
||||
form: parameters,
|
||||
headers: this._getPrivateHeaders(parameters)
|
||||
};
|
||||
|
||||
return this._request(options, callback);
|
||||
},
|
||||
|
||||
|
||||
/////
|
||||
|
||||
|
||||
// PUBLIC METHODS
|
||||
|
||||
getTicker: function(callback){
|
||||
var parameters = {
|
||||
command: 'returnTicker'
|
||||
};
|
||||
|
||||
return this._public(parameters, callback);
|
||||
},
|
||||
|
||||
get24hVolume: function(callback){
|
||||
var parameters = {
|
||||
command: 'return24hVolume'
|
||||
};
|
||||
|
||||
return this._public(parameters, callback);
|
||||
},
|
||||
|
||||
getOrderBook: function(currencyA, currencyB, callback){
|
||||
var parameters = {
|
||||
command: 'returnOrderBook',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._public(parameters, callback);
|
||||
},
|
||||
|
||||
getTradeHistory: function(currencyA, currencyB, callback){
|
||||
var parameters = {
|
||||
command: 'returnTradeHistory',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._public(parameters, callback);
|
||||
},
|
||||
|
||||
|
||||
/////
|
||||
|
||||
|
||||
// PRIVATE METHODS
|
||||
|
||||
myBalances: function(callback){
|
||||
var parameters = {
|
||||
command: 'returnBalances'
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
},
|
||||
|
||||
myOpenOrders: function(currencyA, currencyB, callback){
|
||||
var parameters = {
|
||||
command: 'returnOpenOrders',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
},
|
||||
|
||||
myTradeHistory: function(currencyA, currencyB, callback){
|
||||
var parameters = {
|
||||
command: 'returnTradeHistory',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
},
|
||||
|
||||
buy: function(currencyA, currencyB, rate, amount, callback){
|
||||
var parameters = {
|
||||
command: 'buy',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
rate: rate,
|
||||
amount: amount
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
},
|
||||
|
||||
sell: function(currencyA, currencyB, rate, amount, callback){
|
||||
var parameters = {
|
||||
command: 'sell',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
rate: rate,
|
||||
amount: amount
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
},
|
||||
|
||||
cancelOrder: function(currencyA, currencyB, orderNumber, callback){
|
||||
var parameters = {
|
||||
command: 'cancelOrder',
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
orderNumber: orderNumber
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
},
|
||||
|
||||
withdraw: function(currency, amount, address, callback){
|
||||
var parameters = {
|
||||
command: 'withdraw',
|
||||
currency: currency,
|
||||
amount: amount,
|
||||
address: address
|
||||
};
|
||||
|
||||
return this._private(parameters, callback);
|
||||
}
|
||||
};
|
||||
|
||||
return Poloniex;
|
||||
}();
|
||||
|
|
@ -0,0 +1,227 @@
|
|||
var async = require('async');
|
||||
|
||||
var Poloniex = require('./apiPoloniex.js');
|
||||
|
||||
module.exports = function(logger){
|
||||
|
||||
var _this = this;
|
||||
|
||||
var portalConfig = JSON.parse(process.env.portalConfig);
|
||||
var poolConfigs = JSON.parse(process.env.pools);
|
||||
|
||||
var logSystem = 'Profit';
|
||||
|
||||
//
|
||||
// build status tracker for collecting coin market information
|
||||
//
|
||||
var profitStatus = {};
|
||||
var profitSymbols = {};
|
||||
Object.keys(poolConfigs).forEach(function(coin){
|
||||
|
||||
var poolConfig = poolConfigs[coin];
|
||||
var algo = poolConfig.coin.algorithm;
|
||||
|
||||
if (!profitStatus.hasOwnProperty(algo)) {
|
||||
profitStatus[algo] = {};
|
||||
}
|
||||
var coinStatus = {
|
||||
name: poolConfig.coin.name,
|
||||
symbol: poolConfig.coin.symbol,
|
||||
difficulty: 0,
|
||||
reward: 0,
|
||||
avgPrice: { BTC: 0, LTC: 0 },
|
||||
avgDepth: { BTC: 0, LTC: 0 },
|
||||
avgVolume: { BTC: 0, LTC: 0 },
|
||||
prices: {},
|
||||
depths: {},
|
||||
volumes: {},
|
||||
};
|
||||
profitStatus[algo][poolConfig.coin.symbol] = coinStatus;
|
||||
profitSymbols[poolConfig.coin.symbol] = algo;
|
||||
});
|
||||
|
||||
|
||||
//
|
||||
// ensure we have something to switch
|
||||
//
|
||||
var isMoreThanOneCoin = false;
|
||||
Object.keys(profitStatus).forEach(function(algo){
|
||||
if (Object.keys(profitStatus[algo]).length > 1) {
|
||||
isMoreThanOneCoin = true;
|
||||
}
|
||||
});
|
||||
if (!isMoreThanOneCoin){
|
||||
logger.debug(logSystem, 'Config', 'No alternative coins to switch to in current config, switching disabled.');
|
||||
return;
|
||||
}
|
||||
logger.debug(logSystem, 'profitStatus', JSON.stringify(profitStatus));
|
||||
logger.debug(logSystem, 'profitStatus', JSON.stringify(profitSymbols));
|
||||
|
||||
|
||||
//
|
||||
// setup APIs
|
||||
//
|
||||
var poloApi = new Poloniex(
|
||||
// 'API_KEY',
|
||||
// 'API_SECRET'
|
||||
);
|
||||
|
||||
//
|
||||
// market data collection from Poloniex
|
||||
//
|
||||
this.getProfitDataPoloniex = function(callback){
|
||||
async.series([
|
||||
function(taskCallback){
|
||||
poloApi.getTicker(function(err, data){
|
||||
if (err){
|
||||
taskCallback(err);
|
||||
return;
|
||||
}
|
||||
Object.keys(profitSymbols).forEach(function(symbol){
|
||||
var btcPrice = new Number(0);
|
||||
var ltcPrice = new Number(0);
|
||||
|
||||
if (data.hasOwnProperty('BTC_' + symbol)) {
|
||||
btcPrice = new Number(data['BTC_' + symbol]);
|
||||
}
|
||||
if (data.hasOwnProperty('LTC_' + symbol)) {
|
||||
ltcPrice = new Number(data['LTC_' + symbol]);
|
||||
}
|
||||
|
||||
if (btcPrice > 0 || ltcPrice > 0) {
|
||||
var prices = {
|
||||
BTC: btcPrice,
|
||||
LTC: ltcPrice
|
||||
};
|
||||
profitStatus[profitSymbols[symbol]][symbol].prices['Poloniex'] = prices;
|
||||
}
|
||||
});
|
||||
taskCallback();
|
||||
});
|
||||
},
|
||||
function(taskCallback){
|
||||
poloApi.get24hVolume(function(err, data){
|
||||
if (err){
|
||||
taskCallback(err);
|
||||
return;
|
||||
}
|
||||
Object.keys(profitSymbols).forEach(function(symbol){
|
||||
var btcVolume = new Number(0);
|
||||
var ltcVolume = new Number(0);
|
||||
|
||||
if (data.hasOwnProperty('BTC_' + symbol)) {
|
||||
btcVolume = new Number(data['BTC_' + symbol].BTC);
|
||||
}
|
||||
if (data.hasOwnProperty('LTC_' + symbol)) {
|
||||
ltcVolume = new Number(data['LTC_' + symbol].LTC);
|
||||
}
|
||||
|
||||
if (btcVolume > 0 || ltcVolume > 0) {
|
||||
var volumes = {
|
||||
BTC: btcVolume,
|
||||
LTC: ltcVolume
|
||||
};
|
||||
profitStatus[profitSymbols[symbol]][symbol].volumes['Poloniex'] = volumes;
|
||||
}
|
||||
});
|
||||
taskCallback();
|
||||
});
|
||||
},
|
||||
function(taskCallback){
|
||||
var depthTasks = [];
|
||||
Object.keys(profitSymbols).forEach(function(symbol){
|
||||
var coinVolumes = profitStatus[profitSymbols[symbol]][symbol].volumes;
|
||||
var coinPrices = profitStatus[profitSymbols[symbol]][symbol].prices;
|
||||
|
||||
if (coinVolumes.hasOwnProperty('Poloniex') && coinPrices.hasOwnProperty('Poloniex')){
|
||||
var btcDepth = new Number(0);
|
||||
var ltcDepth = new Number(0);
|
||||
|
||||
if (coinVolumes['Poloniex']['BTC'] > 0 && coinPrices['Poloniex']['BTC'] > 0){
|
||||
var coinPrice = new Number(coinPrices['Poloniex']['BTC']);
|
||||
depthTasks.push(function(callback){
|
||||
_this.getMarketDepthFromPoloniex('BTC', symbol, coinPrice, callback)
|
||||
});
|
||||
}
|
||||
if (coinVolumes['Poloniex']['LTC'] > 0 && coinPrices['Poloniex']['LTC'] > 0){
|
||||
var coinPrice = new Number(coinPrices['Poloniex']['LTC']);
|
||||
depthTasks.push(function(callback){
|
||||
_this.getMarketDepthFromPoloniex('LTC', symbol, coinPrice, callback)
|
||||
});
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
if (depthTasks.length == 0){
|
||||
taskCallback;
|
||||
return;
|
||||
}
|
||||
async.parallel(depthTasks, function(err){
|
||||
if (err){
|
||||
logger.error(logSystem, 'Check', 'Error while checking profitability: ' + err);
|
||||
return;
|
||||
}
|
||||
taskCallback();
|
||||
});
|
||||
}
|
||||
], function(err){
|
||||
if (err){
|
||||
callback(err);
|
||||
return;
|
||||
}
|
||||
callback(null);
|
||||
});
|
||||
|
||||
};
|
||||
this.getMarketDepthFromPoloniex = function(symbolA, symbolB, coinPrice, callback){
|
||||
poloApi.getOrderBook(symbolA, symbolB, function(err, data){
|
||||
if (err){
|
||||
callback(err);
|
||||
return;
|
||||
}
|
||||
var depth = new Number(0);
|
||||
if (data.hasOwnProperty('bids')){
|
||||
data['bids'].forEach(function(order){
|
||||
var price = new Number(order[0]);
|
||||
var qty = new Number(order[1]);
|
||||
// only measure the depth down to configured depth
|
||||
if (price >= coinPrice * portalConfig.profitSwitch.depth){
|
||||
depth += (qty * price);
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
if (!profitStatus[profitSymbols[symbolB]][symbolB].depths.hasOwnProperty('Poloniex')){
|
||||
profitStatus[profitSymbols[symbolB]][symbolB].depths['Poloniex'] = {
|
||||
BTC: 0,
|
||||
LTC: 0
|
||||
};
|
||||
}
|
||||
profitStatus[profitSymbols[symbolB]][symbolB].depths['Poloniex'][symbolA] = depth;
|
||||
callback();
|
||||
});
|
||||
};
|
||||
|
||||
// TODO
|
||||
this.getProfitDataCryptsy = function(callback){
|
||||
callback(null);
|
||||
};
|
||||
|
||||
|
||||
var checkProfitability = function(){
|
||||
logger.debug(logSystem, 'Check', 'Running profitability checks.');
|
||||
|
||||
async.parallel([
|
||||
_this.getProfitDataPoloniex,
|
||||
_this.getProfitDataCryptsy
|
||||
], function(err){
|
||||
if (err){
|
||||
logger.error(logSystem, 'Check', 'Error while checking profitability: ' + err);
|
||||
return;
|
||||
}
|
||||
logger.debug(logSystem, 'Check', JSON.stringify(profitStatus));
|
||||
});
|
||||
};
|
||||
setInterval(checkProfitability, portalConfig.profitSwitch.updateInterval * 1000);
|
||||
|
||||
};
|
||||
|
|
@ -42,9 +42,11 @@
|
|||
"compression": "*",
|
||||
"dot": "*",
|
||||
"colors": "*",
|
||||
"node-watch": "*"
|
||||
"node-watch": "*",
|
||||
"request": "*",
|
||||
"nonce": "*"
|
||||
},
|
||||
"engines": {
|
||||
"node": ">=0.10"
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue