Added Binance to Zenbot

extensions/exchanges/binance/_codemap.js

@@ -0,0 +1,6 @@
+module.exports = {
+  _ns: 'zenbot',
+
+  'exchanges.binance': require('./exchange'),
+  'exchanges.list[]': '#exchanges.binance'
+}

extensions/exchanges/binance/exchange.js

@@ -0,0 +1,256 @@
+const ccxt = require('ccxt')
+  , path = require('path')
+  , colors = require('colors')
+  , moment = require('moment')
+  , _ = require('lodash')
+  , n = require('numbro')
+
+module.exports = function container (get, set, clear) {
+  var c = get('conf')
+
+  var public_client, authed_client
+
+  function publicClient () {
+    if (!public_client) public_client = new ccxt.binance({ 'apiKey': '', 'secret': '' })
+    return public_client
+  }
+
+  function authedClient () {
+    if (!authed_client) {
+      if (!c.binance || !c.binance.key || !c.binance.key === 'YOUR-API-KEY') {
+        throw new Error('please configure your Binance credentials in ' + path.resolve(__dirname, 'conf.js'))
+      }
+      authed_client = new ccxt.binance({ 'apiKey': c.binance.key, 'secret': c.binance.secret })
+    }
+    return authed_client
+  }
+
+  function joinProduct(product_id) {
+    return product_id.split('-')[0] + '/' + product_id.split('-')[1]
+  }
+
+  function retry (method, args, err) {
+    if (method !== 'getTrades') {
+      console.error(('\nBinance API is down! unable to call ' + method + ', retrying in 20s').red)
+      if (err) console.error(err)
+      console.error(args.slice(0, -1))
+    }
+    setTimeout(function () {
+      exchange[method].apply(exchange, args)
+    }, 20000)
+  }
+
+  var orders = {}
+
+  var exchange = {
+    name: 'binance',
+    historyScan: 'forward',
+    makerFee: 0.1,
+    takerFee: 0.1,
+
+    getProducts: function () {
+      return require('./products.json')
+    },
+
+    getTrades: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+
+      var args = {};
+      if (opts.from) {
+        args.startTime = opts.from
+      }
+      if (opts.to) {
+        args.endTime = opts.to
+      }
+      if (args.startTime && !args.endTime) {
+        // add 12 hours
+        args.endTime = args.startTime + 43200000
+      }
+      else if (args.endTime && !args.startTime) {
+        // subtract 12 hours
+        args.startTime = args.endTime - 43200000
+      }
+
+      var client = publicClient()
+      client.fetchTrades(joinProduct(opts.product_id), '','', args).then(result => {
+        var trades = result.map(function (trade) {
+          return {
+            trade_id: trade.id,
+            time: trade.timestamp,
+            size: parseFloat(trade.amount),
+            price: parseFloat(trade.price),
+            side: trade.side
+          }
+        })
+        cb(null, trades)
+      }).catch(function (error) {
+        console.error('An error occurred', error)
+        return retry('getTrades', func_args)
+      })
+    },
+
+    getBalance: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      client.fetchBalance().then(result => {
+        var balance = {asset: 0, currency: 0}
+        Object.keys(result).forEach(function (key) {
+          if (key === opts.currency) {
+            balance.currency = result[key].free + result[key].used
+            balance.currency_hold = result[key].used
+          }
+          if (key === opts.asset) {
+            balance.asset = result[key].free + result[key].used
+            balance.asset_hold = result[key].used
+          }
+        })
+        cb(null, balance)
+      })
+        .catch(function (error) {
+          console.error('An error occurred', error)
+          return retry('getBalance', func_args)
+        })
+    },
+
+    getQuote: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = publicClient()
+      client.fetchTicker(joinProduct(opts.product_id)).then(result => {
+        cb(null, { bid: result.bid, ask: result.ask })
+      })
+        .catch(function (error) {
+          console.error('An error occurred', error)
+          return retry('getQuote', func_args)
+        })
+    },
+
+    cancelOrder: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      client.cancelOrder(opts.order_id, joinProduct(opts.product_id)).then(function (body) {
+        if (body && (body.message === 'Order already done' || body.message === 'order not found')) return cb()
+        cb(null)
+      },function(err){
+        if (err) return retry('cancelOrder', func_args, err)
+        cb()
+      })
+    },
+
+    buy: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      if (typeof opts.post_only === 'undefined') {
+        opts.post_only = true
+      }
+      opts.type = 'limit'
+      var args = {}
+      if (opts.order_type === 'taker') {
+        delete opts.price
+        delete opts.post_only
+        opts.type = 'market'
+      } else {
+        args.timeInForce = 'GTC'
+      }
+      opts.side = 'buy'
+      delete opts.order_type
+      var order = {}
+      client.createOrder(joinProduct(opts.product_id), opts.type, opts.side, this.roundToNearest(opts.size, opts), opts.price, args).then(result => {
+        if (result && result.message === 'Insufficient funds') {
+          order = {
+            status: 'rejected',
+            reject_reason: 'balance'
+          }
+          return cb(null, order)
+        }
+        order = {
+          id: result ? result.id : null,
+          status: 'open',
+          price: opts.price,
+          size: this.roundToNearest(opts.size, opts),
+          post_only: !!opts.post_only,
+          created_at: new Date().getTime(),
+          filled_size: '0',
+          ordertype: opts.order_type
+        }
+        orders['~' + result.id] = order
+        cb(null, order)
+      }).catch(function (error) {
+        console.error('An error occurred', error)
+        return retry('buy', func_args)
+      })
+    },
+
+    sell: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      if (typeof opts.post_only === 'undefined') {
+        opts.post_only = true
+      }
+      opts.type = 'limit'
+      var args = {}
+      if (opts.order_type === 'taker') {
+        delete opts.price
+        delete opts.post_only
+        opts.type = 'market'
+      } else {
+        args.timeInForce = 'GTC'
+      }
+      opts.side = 'sell'
+      delete opts.order_type
+      var order = {}
+      client.createOrder(joinProduct(opts.product_id), opts.type, opts.side, this.roundToNearest(opts.size, opts), opts.price, args).then(result => {
+        if (result && result.message === 'Insufficient funds') {
+          order = {
+            status: 'rejected',
+            reject_reason: 'balance'
+          }
+          return cb(null, order)
+        }
+        order = {
+          id: result ? result.id : null,
+          status: 'open',
+          price: opts.price,
+          size: this.roundToNearest(opts.size, opts),
+          post_only: !!opts.post_only,
+          created_at: new Date().getTime(),
+          filled_size: '0',
+          ordertype: opts.order_type
+        }
+        orders['~' + result.id] = order
+        cb(null, order)
+      }).catch(function (error) {
+        console.error('An error occurred', error)
+        return retry('buy', func_args)
+      })
+    },
+
+    roundToNearest: function(numToRound, opts) {
+      var numToRoundTo = _.find(this.getProducts(), { 'asset': opts.product_id.split('-')[0], 'currency': opts.product_id.split('-')[1] }).min_size
+      numToRoundTo = 1 / (numToRoundTo)
+
+      return Math.floor(numToRound * numToRoundTo) / numToRoundTo
+    },
+
+    getOrder: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      var order = orders['~' + opts.order_id]
+      client.fetchOrder(opts.order_id, joinProduct(opts.product_id)).then(function (body) {
+        if (body.status !== 'open' && body.status !== 'canceled') {
+          order.status = 'done'
+          order.done_at = new Date().getTime()
+          order.filled_size = parseFloat(body.amount) - parseFloat(body.remaining)
+          return cb(null, order)
+        }
+        cb(null, order)
+      }, function(err) {
+        return retry('getOrder', func_args, err)
+      })
+    },
+
+    getCursor: function (trade) {
+      return (trade.time || trade)
+    }
+  }
+  return exchange
+}