Skip to content

Latest commit

 

History

History
74 lines (51 loc) · 4.46 KB

CHANGELOG.md

File metadata and controls

74 lines (51 loc) · 4.46 KB

"0.47.0"

initial fork from https://github.com/altangent/ccxws

"0.48.0"

What's Changed

BasicClient change

  • candlePeriod can now be passed in as a property of Market. The solution can be considered a workaround to the existing limitation of the library. altangent#75 , altangent#263

this change makes it possible to subscribe to multiple timeframes with the same client. The way it is done is by adding a new optional property candlePeriod to the Market type. When calling subscribeCandles with a market which has got the candlePeriod set, the candle period specified will be used for the subscription instead of the candlePeriod value set on the client. This feature can then be adopted by any BasicClient client implementation. This means that it is NOT needed to set client.candlerPeriod if a client is using this feature.

To use this feature, a client must be able to firstly use the property to construct the stream url by using the market parameter which is always sent as the second parameter to the subscribeCandles & unsubscribeCandles functions of the client. Secondly, the client must be able to identify the correct candle period from inspecting the exchange msg. Identification of the correct candle period for the msg varies from an exchange to another, the value might be in subject, topic or sent along with msg.data. It is up to each client to either implement this feature or not when the exchange provide sufficient details to identify the candle period for the message dispatched.

  • changed BinanceClient to use the new Market property candlePeriod. A new client option useMarketCandlePeriod is added that should be set at client instantiation for whether to use this feature or not in order to enable backward compatability - no checks are done if candlePeriod property is set on Market and the option was not provided when client is instantiated. so do not use the property on the Market object unless you set the option to true 
    const binance=new BinanceClient({useMarketCandlePeriod:true})
    after that you can set the property as follows
// handle candle events
binance.on("candle", (candle,market) => console.log(market.candlePeriod, candle));

let market = {
  id: "BTCUSDT", // remote_id used by the exchange
  base: "BTC", // standardized base symbol for Bitcoin
  quote: "USDT", // standardized quote symbol for Tether
  candlePriod: CandlePeriod._1m
};
// subscribe to 1m candles
binance.subscribeCandles(market);
#later subscribe to 30m candles with same client
market = {
  id: "BTCUSDT", // remote_id used by the exchange
  base: "BTC", // standardized base symbol for Bitcoin
  quote: "USDT", // standardized quote symbol for Tether
  candlePriod: CandlePeriod._30m
};
binance.subscribeCandles(market);
#later subscribe to as many as allowed by the exchange! without the need to create a new client for every period

Limitations

This property should ONLY be set in the market object used to for subscribeCandles. If you using multiple types of subscriptions, that is, subscribeTrades,etc. you need to delete this property before subscribing!!This is because the existence of the property will modify the Map identifer used to map the market to a market id and will possibly not work (untested) with other subscriptions. No time for me to test it across all other types of APIs.

"0.49.0"

Add optinal properties to Candle

  • the following props added to Candle class
count?: number, -- optional the number of trades of this candle. Some exchanges such as Binance sends the count of trades of this candle in the payload.
closed?: boolean, -- optional whether the candle is closed or not. Some exchanges such as Binance includes a bit indicating whether the candle is closed in the payload.
period?: string -- optional the candle period . It is optional to support backward compatibility for those clients that did not yet make use of `candlePeriod` property.
  • changed BinanceBase to make use of the new candle props

"0.50.0" FIX

fix unsubscribe by adding the new property candlePeriod to _unsubscribe in BasicClient

"0.51.0" Enhancements

  • open event is deprecated. remove it from SmartWss

"0.52.0" Enhancements

  • added 1s to list of supported candle periods. Binance as an example now supports "1s" timeframes. Note: it is up to the client to firstly check the allowed timeframes from the exchange (i.e. using ccxt).