102 lines
2.2 KiB
TypeScript
102 lines
2.2 KiB
TypeScript
import { getNextBarTime } from './helpers'
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let subscriptionItem: any = {}
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// Create WebSocket connection.
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const socket = new WebSocket(`wss://api.mngo.cloud/fills/v1/`)
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// Connection opened
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socket.addEventListener('open', (_event) => {
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console.log('[socket] Connected mngo')
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})
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// Listen for messages
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socket.addEventListener('message', (msg) => {
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const data = JSON.parse(msg.data)
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if (!data.event) return console.warn(data)
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if (data.event.maker) return
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const currTime = new Date(data.event.timestamp).getTime()
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const lastBar = subscriptionItem.lastBar
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const resolution = subscriptionItem.resolution
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const nextBarTime = getNextBarTime(lastBar, resolution)
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const price = data.event.price
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const size = data.event.quantity
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let bar
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if (currTime >= nextBarTime) {
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bar = {
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time: nextBarTime,
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open: price,
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high: price,
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low: price,
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close: price,
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volume: size,
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}
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} else {
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bar = {
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...lastBar,
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high: Math.max(lastBar.high, price),
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low: Math.min(lastBar.low, price),
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close: price,
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volume: lastBar.volume + size,
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}
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}
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subscriptionItem.lastBar = bar
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subscriptionItem.callback(bar)
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})
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export function subscribeOnStream(
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symbolInfo: any,
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resolution: any,
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onRealtimeCallback: any,
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subscriberUID: any,
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onResetCacheNeededCallback: any,
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lastBar: any
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) {
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subscriptionItem = {
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resolution,
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lastBar,
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callback: onRealtimeCallback,
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}
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const msg = {
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command: 'subscribe',
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marketId: 'HwhVGkfsSQ9JSQeQYu2CbkRCLvsh3qRZxG6m4oMVwZpN',
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}
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if (!isOpen(socket)) {
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console.warn('Socket Closed')
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return
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}
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console.warn('[subscribeBars mngo]')
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socket.send(JSON.stringify(msg))
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}
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export function unsubscribeFromStream() {
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const msg = {
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command: 'unsubscribe',
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marketId: 'HwhVGkfsSQ9JSQeQYu2CbkRCLvsh3qRZxG6m4oMVwZpN',
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}
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if (!isOpen(socket)) {
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console.warn('Socket Closed')
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return
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}
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console.warn('[unsubscribeBars mngo]')
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socket.send(JSON.stringify(msg))
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}
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export function closeSocket() {
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if (!isOpen(socket)) {
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console.warn('Socket Closed mngo')
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return
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}
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console.warn('[closeSocket mngo]')
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socket.close()
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}
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export function isOpen(ws?: WebSocket) {
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const sock = ws || socket
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return sock.readyState === sock.OPEN
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}
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