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