-
Notifications
You must be signed in to change notification settings - Fork 769
Converting Depth Data to Array
Jon Eyrick edited this page Nov 11, 2017
·
2 revisions
Often times depth data is required to be in array format. For example, when drawing charts: https://bfxdata.com/mobileSite/mobileGraphMarketDepthBTCUSD.php Data format: https://bfxdata.com/json/marketDepthBidsBTCUSD.json
For this reason I have added an array
function to convert an object into an array:
binance.depth("BNBBTC", function(depth, symbol) {
console.log(symbol+" bids", binance.array(depth.bids));
console.log(symbol+" asks", binance.array(depth.asks));
});
If you want to draw an actual depth chart you need to use cumulative values. For this there are some built in functions:
binance.depth("BTCUSDT", function(depth, symbol) {
//console.log(symbol+" market depth", depth);
let maximum = Infinity;
let baseValue = "cumulative"; // for charts
let bids = binance.sortBids(depth.bids, maximum, baseValue);
let asks = binance.sortAsks(depth.asks, maximum, baseValue);
console.log(symbol+" bids", bids);
console.log(symbol+" asks", asks);
let output = {
bids: binance.array(bids),
asks: binance.array(asks)
};
fs.writeFile("json/depth/"+symbol+".json", JSON.stringify(output), function(err){});
});