first commit

importers/exchanges/poloniex.js

@@ -0,0 +1,126 @@
+const util = require('../../core/util.js');
+const _ = require('lodash');
+const moment = require('moment');
+const log = require('../../core/log');
+const retry = require('../../exchange/exchangeUtils').retry;
+
+const config = util.getConfig();
+
+const dirs = util.dirs();
+
+const Fetcher = require(dirs.exchanges + 'poloniex');
+
+const batchSize = 60 * 2; // 2 hour
+const overlapSize = 10; // 10 minutes
+
+// Helper methods
+function joinCurrencies(currencyA, currencyB){
+    return currencyA + '_' + currencyB;
+}
+
+// patch getTrades..
+Fetcher.prototype.getTrades = function(range, callback) {
+  const handle = (err, result) => {
+    if(err) {
+      return callback(err);
+    }
+
+    if(_.size(result) === 50000) {
+      // to many trades..
+      util.die('too many trades..');
+    }
+
+    result = _.map(result, function(trade) {
+      return {
+        tid: trade.tradeID,
+        amount: +trade.amount,
+        date: moment.utc(trade.date).format('X'),
+        price: +trade.rate
+      };
+    });
+
+    callback(result.reverse());
+  };
+
+  const params = {
+    currencyPair: joinCurrencies(this.currency, this.asset)
+  }
+
+  params.start = range.from.unix();
+  params.end = range.to.unix();
+
+  const fetch = next => this.poloniex._public('returnTradeHistory', params, this.processResponse(next));
+  retry(null, fetch, handle);
+}
+
+util.makeEventEmitter(Fetcher);
+
+var iterator = false;
+var end = false;
+var done = false;
+
+var fetcher = new Fetcher(config.watch);
+
+var fetch = () => {
+  log.info(
+    config.watch.currency,
+    config.watch.asset,
+    'Requesting data from',
+    iterator.from.format('YYYY-MM-DD HH:mm:ss') + ',',
+    'to',
+    iterator.to.format('YYYY-MM-DD HH:mm:ss')
+  );
+
+  if(util.gekkoEnv === 'child-process') {
+    let msg = ['Requesting data from',
+      iterator.from.format('YYYY-MM-DD HH:mm:ss') + ',',
+      'to',
+      iterator.to.format('YYYY-MM-DD HH:mm:ss')].join('');
+    process.send({type: 'log', log: msg});
+  }
+  fetcher.getTrades(iterator, handleFetch);
+}
+
+var handleFetch = trades => {
+  iterator.from.add(batchSize, 'minutes').subtract(overlapSize, 'minutes');
+  iterator.to.add(batchSize, 'minutes').subtract(overlapSize, 'minutes');
+
+  if(!_.size(trades)) {
+    // fix https://github.com/askmike/gekko/issues/952
+    if(iterator.to.clone().add(batchSize * 4, 'minutes') > end) {
+      fetcher.emit('done');
+    }
+
+    return fetcher.emit('trades', []);
+  }
+
+  var last = moment.unix(_.last(trades).date);
+
+  if(last > end) {
+    fetcher.emit('done');
+
+    var endUnix = end.unix();
+    trades = _.filter(
+      trades,
+      t => t.date <= endUnix
+    );
+  }
+
+  fetcher.emit('trades', trades);
+}
+
+module.exports = function (daterange) {
+  iterator = {
+    from: daterange.from.clone(),
+    to: daterange.from.clone().add(batchSize, 'minutes')
+  }
+  end = daterange.to.clone();
+
+  return {
+    bus: fetcher,
+    fetch: fetch
+  }
+}
+
+
+