Merge branch 'master' into master_github

src/exchange/bybit_unified.js

@@ -0,0 +1,198 @@
+const moment = require('moment');
+const ccxtpro = require('ccxt').pro;
+const Ticker = require('../dict/ticker');
+const TickerEvent = require('../event/ticker_event');
+const ExchangeCandlestick = require('../dict/exchange_candlestick');
+
+module.exports = class BybitUnified {
+  constructor(eventEmitter, requestClient, candlestickResample, logger, queue, candleImporter, throttler) {
+    this.eventEmitter = eventEmitter;
+    this.logger = logger;
+    this.queue = queue;
+    this.candleImporter = candleImporter;
+
+    this.apiKey = undefined;
+    this.apiSecret = undefined;
+    this.tickSizes = {};
+    this.lotSizes = {};
+
+    this.positions = {};
+    this.orders = {};
+    this.tickers = {};
+    this.symbols = [];
+    this.intervals = [];
+  }
+
+  async start(config, symbols) {
+    const { eventEmitter } = this;
+    const { logger } = this;
+    const { tickSizes } = this;
+    const { lotSizes } = this;
+    this.intervals = [];
+    const me = this;
+
+    this.symbols = symbols;
+    this.positions = {};
+    this.orders = {};
+
+    const exchange = new ccxtpro.bybit({ newUpdates: false });
+
+    setTimeout(async () => {
+      const result = (await exchange.fetch_markets()).filter(i => i.type === 'swap' && i.quote === 'USDT');
+      result.forEach(instrument => {
+        tickSizes[instrument.symbol] = parseFloat(instrument.precision.price);
+        lotSizes[instrument.symbol] = parseFloat(instrument.precision.amount);
+      });
+    }, 5000);
+
+    setTimeout(async () => {
+      const symbolPeriods = [];
+      symbols.forEach(symbol => {
+        symbolPeriods.push(...symbol.periods.map(p => [symbol.symbol, p]));
+      });
+
+      while (true) {
+        try {
+          const event = await exchange.watchOHLCVForSymbols(symbolPeriods);
+
+          const cxchangeCandlesticks = [];
+
+          for (const [symbol, tickers] of Object.entries(event)) {
+            for (const [period, candles] of Object.entries(tickers)) {
+              // timestamp, open, high, low, close, volume
+              cxchangeCandlesticks.push(
+                ...candles.map(t => new ExchangeCandlestick(me.getName(), symbol, period, Math.round(t[0] / 1000), t[1], t[2], t[3], t[4], t[5]))
+              );
+            }
+          }
+
+          me.candleImporter.insertThrottledCandles(cxchangeCandlesticks);
+        } catch (e) {
+          logger.error('watchOHLCVForSymbols error', e);
+        }
+      }
+    }, 1000);
+
+    const symboleIds = symbols.map(symbol => symbol.symbol);
+
+    setTimeout(async () => {
+      while (true) {
+        try {
+          const event = await exchange.watchTickers(symboleIds);
+
+          for (const [symbol, ticker] of Object.entries(event)) {
+            const tickerEvent = new TickerEvent(
+              me.getName(),
+              symbol,
+              (me.tickers[symbol] = new Ticker(me.getName(), symbol, moment().format('X'), ticker.bid, ticker.ask))
+            );
+            eventEmitter.emit('ticker', tickerEvent);
+          }
+        } catch (e) {
+          logger.error('watchTickers error', e);
+        }
+      }
+    }, 1000);
+
+    // const tickers = await exchange.watchTickers(['BTC/USDT:USDT']);
+    // console.log(tickers);
+
+    /**
+     *       if (config.key && config.secret && config.key.length > 0 && config.secret.length > 0) {
+     *         me.logger.info('BybitLinear: sending auth request');
+     *         me.apiKey = config.key;
+     *         me.apiSecret = config.secret;
+     *       } else {
+     *         me.logger.info('BybitLinear: Starting as anonymous; no trading possible');
+     *       }
+     */
+
+    symbols.forEach(symbol => {
+      symbol.periods.forEach(period => {
+        // for bot init prefill data: load latest candles from api
+        this.queue.add(async () => {
+          let candles;
+          try {
+            candles = await exchange.fetchOHLCV(symbol.symbol, period, undefined, 500);
+          } catch (e) {
+            logger.error('backfill error bybit', symbol.symbol, period, e);
+            return;
+          }
+
+          const candleSticks = candles.map(
+            t => new ExchangeCandlestick(me.getName(), symbol.symbol, period, Math.round(t[0] / 1000), t[1], t[2], t[3], t[4], t[5])
+          );
+
+          await this.candleImporter.insertThrottledCandles(candleSticks);
+        });
+      });
+    });
+  }
+
+  async getOrders() {
+    return [];
+  }
+
+  async findOrderById(id) {
+    return null;
+  }
+
+  async getOrdersForSymbol(symbol) {
+    return null;
+  }
+
+  async getPositions() {
+    return [];
+  }
+
+  async getPositionForSymbol(symbol) {
+    return null;
+  }
+
+  /**
+   * LTC: 0.008195 => 0.00820
+   *
+   * @param price
+   * @param symbol
+   * @returns {*}
+   */
+  calculatePrice(price, symbol) {
+    throw Error('not supported');
+  }
+
+  /**
+   * Force an order update only if order is "not closed" for any reason already by exchange
+   *
+   * @param order
+   */
+  triggerOrder(order) {
+    throw Error('not supported');
+  }
+
+  /**
+   * LTC: 0.65 => 1
+   *
+   * @param amount
+   * @param symbol
+   * @returns {*}
+   */
+  calculateAmount(amount, symbol) {
+    throw Error('not supported');
+  }
+
+  getName() {
+    return 'bybit_unified';
+  }
+
+  async order(order) {
+    throw Error('not supported');
+  }
+
+  async cancelOrder(id) {
+    throw Error('not supported');
+  }
+
+  async cancelAll(symbol) {
+    throw Error('not supported');
+  }
+};

src/modules/services.js

@@ -63,6 +63,7 @@ const CoinbasePro = require('../exchange/coinbase_pro');
 const Bitfinex = require('../exchange/bitfinex');
 const Bybit = require('../exchange/bybit');
 const BybitLinear = require('../exchange/bybit_linear');
+const BybitUnified = require('../exchange/bybit_unified');
 const Noop = require('../exchange/noop');
 
 const ExchangeCandleCombine = require('../modules/exchange/exchange_candle_combine');
@@ -695,6 +696,15 @@ module.exports = {
         this.getCandleImporter(),
         this.getThrottler()
       ),
+      new BybitUnified(
+        this.getEventEmitter(),
+        this.getRequestClient(),
+        this.getCandlestickResample(),
+        this.getLogger(),
+        this.getQueue(),
+        this.getCandleImporter(),
+        this.getThrottler()
+      ),
       new Noop()
     ]);
   },