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