first commit

importers/exchanges/luno.js

@@ -0,0 +1,111 @@
+const moment = require('moment');
+const util = require('../../core/util.js');
+const _ = require('lodash');
+const retry = require('../../exchange/exchangeUtils').retry;
+
+const config = util.getConfig();
+const dirs = util.dirs();
+const Fetcher = require(dirs.exchanges + 'luno');
+
+util.makeEventEmitter(Fetcher);
+
+var end = false;
+var from = false;
+const REQUEST_INTERVAL = 5 * 1000;
+
+Fetcher.prototype.getTrades = function(since, callback, descending) {
+  const recoverableErrors = [
+    'SOCKETTIMEDOUT',
+    'TIMEDOUT',
+    'CONNRESET',
+    'CONNREFUSED',
+    'NOTFOUND'
+  ];
+
+  const processResponse = function(funcName, callback) {
+    return (error, body) => {
+      if (!error && !body) {
+        error = new Error('Empty response');
+      }
+
+      if (error) {
+        console.log(funcName, 'processResponse received ERROR:', error.message);
+        if (includes(error.message, recoverableErrors)) {
+          error.notFatal = true;
+        }
+
+        if (includes(error.message, ['error 429'])) {
+          error.notFatal = true;
+          error.backoffDelay = 10000;
+        }
+
+        return callback(error, undefined);
+      }
+
+      return callback(undefined, body);
+    }
+  };
+
+  const process = (err, result) => {
+    if (err) {
+      console.log('Error importing trades:', err);
+      return;
+    }
+    trades = _.map(result.trades, function(t) {
+      return {
+        price: t.price,
+        date: Math.round(t.timestamp / 1000),
+        amount: t.volume,
+        tid: t.timestamp
+      };
+    });
+    callback(null, trades.reverse());
+  }
+
+  if (moment.isMoment(since)) since = since.valueOf();
+  (_.isNumber(since) && since > 0) ? since: since = 0;
+
+  console.log('importer getting trades from Luno since', moment.utc(since).format('YYYY-MM-DD HH:mm:ss'), 'UTC');
+
+  const handler = cb => this.luno.getTrades({ since: since, pair: this.pair }, processResponse('getTrades', cb));
+  retry(null, handler, process);
+}
+
+const fetcher = new Fetcher(config.watch);
+
+const fetch = () => {
+  fetcher.import = true;
+  setTimeout(() => fetcher.getTrades(from, handleFetch), REQUEST_INTERVAL);
+};
+
+const handleFetch = (err, trades) => {
+  if (err) {
+    console.log(`There was an error importing from Luno: ${err}`);
+    fetcher.emit('done');
+    return fetcher.emit('trades', []);
+  }
+
+  if (trades.length > 0) {
+    from = moment.utc(_.last(trades).tid + 1).clone();
+  } else {
+    fetcher.emit('done');
+  }
+
+  if (from >= end) {
+    fetcher.emit('done');
+    const endUnix = end.unix();
+    trades = _.filter(trades, t => t.date <= endUnix);
+  }
+
+  fetcher.emit('trades', trades);
+};
+
+module.exports = function(daterange) {
+  from = daterange.from.clone().utc();
+  end = daterange.to.clone().utc();
+
+  return {
+    bus: fetcher,
+    fetch: fetch,
+  };
+};