first commit

core/budfox/marketDataProvider.js

@@ -0,0 +1,45 @@
+// 
+// The market data provider will fetch data from a datasource on tick. It emits:
+// 
+// - `trades`: batch of newly detected trades
+// - `trade`: after Gekko fetched new trades, this
+//   will be the most recent one.
+
+const _ = require('lodash');
+const util = require(__dirname + '/../util');
+
+const MarketFetcher = require('./marketFetcher');
+const dirs = util.dirs();
+
+const Manager = function(config) {
+
+  _.bindAll(this);
+
+  // fetch trades
+  this.source = new MarketFetcher(config);
+
+  // relay newly fetched trades
+  this.source
+    .on('trades batch', this.relayTrades);
+}
+
+util.makeEventEmitter(Manager);
+
+// HANDLERS
+Manager.prototype.retrieve = function() {
+  this.source.fetch();
+}
+
+
+Manager.prototype.relayTrades = function(batch) {
+  this.sendMarketStart(batch);
+  this.emit('marketUpdate', batch.last.date);
+
+  this.emit('trades', batch);
+}
+
+Manager.prototype.sendMarketStart = _.once(function(batch) {
+  this.emit('marketStart', batch.first.date);
+});
+
+module.exports = Manager;