first commit

importers/exchanges/binance.js

@@ -0,0 +1,60 @@
+const moment = require('moment');
+const util = require('../../core/util.js');
+const _ = require('lodash');
+const log = require('../../core/log');
+
+var config = util.getConfig();
+var dirs = util.dirs();
+
+var Fetcher = require(dirs.exchanges + 'binance');
+
+util.makeEventEmitter(Fetcher);
+
+var end = false;
+var done = false;
+var from = false;
+
+var fetcher = new Fetcher(config.watch);
+
+var fetch = () => {
+  fetcher.import = true;
+  fetcher.getTrades(from, handleFetch);
+};
+
+var handleFetch = (err, trades) => {
+  if (err) {
+    log.error(`There was an error importing from Binance ${err}`);
+    fetcher.emit('done');
+    return fetcher.emit('trades', []);
+}
+
+  if (trades.length > 0) {
+    var last = moment.unix(_.last(trades).date).utc();
+    // Conversion to milliseconds epoch time means we have to compensate for possible leap seconds
+    var next = from.clone().add(1, 'h').subtract(1, 's');
+  } else {
+    // Conversion to milliseconds epoch time means we have to compensate for possible leap seconds
+    var next = from.clone().add(1, 'h').subtract(1, 's');
+    log.debug('Import step returned no results, moving to the next 1h period');
+  }
+
+  if (from.add(1, 'h') >= end) {
+    fetcher.emit('done');
+
+    var endUnix = end.unix();
+    trades = _.filter(trades, t => t.date <= endUnix);
+  }
+
+  from = next.clone();
+  fetcher.emit('trades', trades);
+};
+
+module.exports = function(daterange) {
+  from = daterange.from.clone().utc();
+  end = daterange.to.clone().utc();
+
+  return {
+    bus: fetcher,
+    fetch: fetch,
+  };
+};