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270 lines (234 loc) · 7.38 KB
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const test = process.env.BINANCE_PRODUCTION ? false : true;
const binance = require('node-binance-api')().options({
APIKEY: process.env.BINANCE_APIKEY,
APISECRET: process.env.BINANCE_APISECRET,
useServerTime: true, // If you get timestamp errors, synchronize to server time at startup
test: test // If you want to use sandbox mode where orders are simulated
});
const SymbolInfo = {};
(function updateExchangeInfo() {
binance.exchangeInfo((err, res) => {
if (err) {
console.error(err);
return;
}
for (let symbol of res.symbols) {
let filters = {}
symbol.filters.forEach((filter) => {
filters[filter.filterType] = filter;
});
symbol.filters = filters;
SymbolInfo[symbol.symbol] = symbol;
}
})
setTimeout(updateExchangeInfo, 600000);
})();
module.exports = {
getPrice: async function(base, quote) {
return new Promise((resolve, reject) => {
binance.prices(`${base}${quote}`, (error, ticker) => {
if (error) {
reject(error);
return
}
resolve(ticker[`${base}${quote}`]);
});
})
},
buy: async function(base, quote, sizeRel) {
return new Promise((resolve, reject) => {
binance.balance((err, res) => {
if (err) {
reject(err)
return;
}
binance.prices(`${base}${quote}`, (err, ticker) => {
if (err) {
reject(err);
return
}
let price = ticker[`${base}${quote}`];
price = parseFloat(price);
let pair = `${base}${quote}`;
let balance = res[quote]
let balAbs = sizeRel * balance.available;
let baseSize = balAbs / price;
if (balance === undefined) {
reject(new Error(`Unable to retrieve ${quote} balance`))
return
}
if (!balAbs) {
reject(new Error(`Inufficient ${quote} balance`))
return
}
let minQty, maxQty, stepSize;
if (SymbolInfo.hasOwnProperty(pair) &&
SymbolInfo[pair].hasOwnProperty('filters') &&
SymbolInfo[pair].filters.hasOwnProperty('LOT_SIZE')) {
minQty = parseFloat(SymbolInfo[pair].filters['LOT_SIZE'].minQty);
maxQty = parseFloat(SymbolInfo[pair].filters['LOT_SIZE'].maxQty);
stepSize = parseFloat(SymbolInfo[pair].filters['LOT_SIZE'].stepSize);
}
if (stepSize) {
baseSize = Math.trunc(baseSize / stepSize);
baseSize = baseSize * stepSize;
}
if (minQty && (baseSize < minQty)) {
reject(new Error(`Minimum order size is ${minQty}`))
return
}
if (maxQty && (baseSize > maxQty)) {
reject(new Error(`Maximum order size is ${maxQty}`))
return
}
binance.marketBuy(pair, `${baseSize}`, (err, res) => {
if (err) {
reject(new Error(err.body));
return;
}
//
if (test && Object.keys(res).length === 0) {
res = {
symbol: pair,
orderId: 'test',
clientOrderId: 'test',
transactTime: 1509049376261,
price: '0.00000000',
origQty: `${baseSize}`,
executedQty: `${baseSize}`,
status: 'FILLED',
timeInForce: 'GTC',
type: 'MARKET',
side: 'BUY'
}
}
binance.balance((err, bal) => {
if (err) {
reject(err)
return;
}
res.remainingBalance = `${bal[quote].available}`;
resolve(res);
});
});
});
})
})
},
sell: async function (base, quote, size) {
return new Promise((resolve, reject) => {
binance.balance((err, res) => {
if (err) {
reject(err)
return;
}
binance.prices(`${base}${quote}`, (err, ticker) => {
if (err) {
reject(err);
return
}
let price = ticker[`${base}${quote}`];
price = parseFloat(price);
let pair = `${base}${quote}`;
let balance = res[base].available;
if (balance === undefined) {
reject(new Error(`Unable to retrieve ${base} balance`))
return
}
let baseSize = 0;
try {
baseSize = parseFloat(size);
balance = parseFloat(balance);
} catch(err) {
reject(new Error(`Unable to convert ${size} or ${balance} to a number`));
return;
}
if (balance < baseSize) {
reject(new Error(`Inufficient ${base} balance`))
return
}
let stepSize;
if (SymbolInfo.hasOwnProperty(pair) &&
SymbolInfo[pair].hasOwnProperty('filters') &&
SymbolInfo[pair].filters.hasOwnProperty('LOT_SIZE')) {
stepSize = parseFloat(SymbolInfo[pair].filters['LOT_SIZE'].stepSize);
}
if (stepSize) {
baseSize = Math.trunc(baseSize / stepSize);
baseSize = baseSize * stepSize;
}
binance.marketSell(pair, `${baseSize}`, (err, res) => {
if (err) {
reject(new Error(err.body));
return;
}
if (test && Object.keys(res).length === 0) {
res = {
symbol: pair,
orderId: 'test',
clientOrderId: 'test',
transactTime: 1509049376261,
price: '0.00000000',
origQty: `${baseSize}`,
executedQty: `${baseSize}`,
status: 'FILLED',
timeInForce: 'GTC',
type: 'MARKET',
side: 'SELL'
}
}
binance.balance((err, bal) => {
if (err) {
reject(err)
return;
}
res.remainingBalance = `${bal[quote].available}`;
resolve(res);
});
});
});
})
})
},
getTradeData: async function (symbol, id) {
return new Promise((resolve, reject) => {
binance.trades(symbol, (error, trades, symbol) => {
if (error) {
reject(error);
return;
}
let matched = [];
id = parseInt(id);
for (let trade of trades) {
if (trade.orderId === id) {
matched.push(trade)
}
}
resolve(matched);
return;
});
});
}
}
// //get list of current balances
// binance.balance((error, balances) => {
// console.log("balances()", balances);
// console.log("ETH balance: ", balances.ETH.available);
// });
// //get list of prices
// binance.prices((error, ticker) => {
// console.log("prices()", ticker);
// console.log("Price of BTC: ", ticker.BTCUSDT);
// });
// //get bid/ask for a symbol
// binance.bookTickers('BNBBTC', (error, ticker) => {
// console.log("bookTickers", ticker);
// });
// //placing a limit order
// var quantity = 1, price = 0.069;
// binance.buy("ETHBTC", quantity, price);
// binance.sell("ETHBTC", quantity, price);
// //placing a market order
// var quantity = 1;
// binance.marketBuy("BNBBTC", quantity);
// binance.marketSell("ETHBTC", quantity);