first commit

core/markets/leech.js

@@ -0,0 +1,91 @@
+// a leech market is "semi-realtime" and pulls out candles of a
+// database (which is expected to be updated regularly, like with a
+// realtime market running in parallel).
+
+const _ = require('lodash');
+const moment = require('moment');
+
+const util = require('../util');
+const dirs = util.dirs();
+const config = util.getConfig();
+
+const exchangeChecker = require(dirs.gekko + 'exchange/exchangeChecker');
+
+const adapter = config[config.adapter];
+const Reader = require(dirs.gekko + adapter.path + '/reader');
+
+const TICKINTERVAL = 20 * 1000; // 20 seconds
+
+const slug = config.watch.exchange.toLowerCase();
+const exchange = exchangeChecker.getExchangeCapabilities(slug);
+
+if(!exchange)
+  util.die(`Unsupported exchange: ${slug}`)
+
+const error = exchangeChecker.cantMonitor(config.watch);
+if(error)
+  util.die(error, true);
+
+if(config.market.from)
+  var fromTs = moment.utc(config.market.from).unix();
+else
+  var fromTs = moment().startOf('minute').unix();
+
+
+var Market = function() {
+
+  _.bindAll(this);
+
+  Readable.call(this, {objectMode: true});
+
+  this.reader = new Reader();
+  this.latestTs = fromTs;
+
+  setInterval(
+    this.get,
+    TICKINTERVAL
+  );
+}
+
+var Readable = require('stream').Readable;
+Market.prototype = Object.create(Readable.prototype, {
+  constructor: { value: Market }
+});
+
+Market.prototype._read = _.once(function() {
+  this.get();
+});
+
+Market.prototype.get = function() {
+  var future = moment().add(1, 'minute').unix();
+
+  this.reader.get(
+    this.latestTs,
+    future,
+    'full',
+    this.processCandles
+  )
+}
+
+Market.prototype.processCandles = function(err, candles) {
+  var amount = _.size(candles);
+  if(amount === 0) {
+    // no new candles!
+    return;
+  }
+
+  // TODO:
+  // verify that the correct amount of candles was passed:
+  //
+  // if `this.latestTs` was at 10:00 and we receive 3 candles with the latest at 11:00
+  // we know we are missing 57 candles...
+
+  _.each(candles, function(c, i) {
+    c.start = moment.unix(c.start).utc();
+    this.push(c);
+  }, this);
+
+  this.latestTs = _.last(candles).start.unix() + 1;
+}
+
+module.exports = Market;