first commit

core/budfox/marketFetcher.js

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+//
+// The fetcher is responsible for fetching new
+// market data at the exchange on interval. It will emit
+// the following events:
+//
+// - `trades batch` - all new trades.
+// - `trade` - the most recent trade after every fetch
+
+const _ = require('lodash');
+const moment = require('moment');
+const utc = moment.utc;
+const util = require(__dirname + '/../util');
+const dirs = util.dirs();
+
+const config = util.getConfig();
+const log = require(dirs.core + 'log');
+const exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
+
+const TradeBatcher = require(util.dirs().budfox + 'tradeBatcher');
+
+const Fetcher = function(config) {
+  if(!_.isObject(config))
+    throw new Error('TradeFetcher expects a config');
+
+  const exchangeName = config.watch.exchange.toLowerCase();
+  const DataProvider = require(util.dirs().gekko + 'exchange/wrappers/' + exchangeName);
+  _.bindAll(this);
+
+  // Create a public dataProvider object which can retrieve live
+  // trade information from an exchange.
+  this.exchangeTrader = new DataProvider(config.watch);
+
+  this.exchange = exchangeChecker.settings(config.watch);
+
+  var requiredHistory = config.tradingAdvisor.candleSize * config.tradingAdvisor.historySize;
+
+  // If the trading adviser is enabled we might need a very specific fetch since
+  // to line up [local db, trading method, and fetching]
+  if(config.tradingAdvisor.enabled && config.tradingAdvisor.firstFetchSince) {
+    this.firstSince = config.tradingAdvisor.firstFetchSince;
+
+    if(this.exchange.providesHistory === 'date') {
+      this.firstSince = moment.unix(this.firstSince).utc();
+    }
+  }
+
+  this.batcher = new TradeBatcher(this.exchange.tid);
+
+  this.pair = [
+    config.watch.asset,
+    config.watch.currency
+  ].join('/');
+
+  log.info('Starting to watch the market:',
+    this.exchange.name,
+    this.pair
+  );
+
+  // if the exchange returns an error
+  // we will keep on retrying until next
+  // scheduled fetch.
+  this.tries = 0;
+  this.limit = 20; // [TODO]
+
+  this.firstFetch = true;
+
+  this.batcher.on('new batch', this.relayTrades);
+}
+
+util.makeEventEmitter(Fetcher);
+
+Fetcher.prototype._fetch = function(since) {
+  if(++this.tries >= this.limit)
+    return;
+
+  this.exchangeTrader.getTrades(since, this.processTrades, false);
+}
+
+Fetcher.prototype.fetch = function() {
+  var since = false;
+  if(this.firstFetch) {
+    since = this.firstSince;
+    this.firstFetch = false;
+  } else
+    since = false;
+
+  this.tries = 0;
+  log.debug('Requested', this.pair, 'trade data from', this.exchange.name, '...');
+  this._fetch(since);
+}
+
+Fetcher.prototype.processTrades = function(err, trades) {
+  if(err || _.isEmpty(trades)) {
+    if(err) {
+      log.warn(this.exchange.name, 'returned an error while fetching trades:', err);
+      log.debug('refetching...');
+    } else
+      log.debug('Trade fetch came back empty, refetching...');
+    setTimeout(this._fetch, +moment.duration('s', 1));
+    return;
+  }
+  this.batcher.write(trades);
+}
+
+Fetcher.prototype.relayTrades = function(batch) {
+  this.emit('trades batch', batch);
+}
+
+module.exports = Fetcher;