kucoin更改

baseCollector.js

@@ -234,7 +234,17 @@ class BaseCollector {
         this.currencySymbolMap[midCurrency] = [symbol];
       }
     }
-    this._subscribeSymbols(symbolNames,this._publishDataForStrategy3.bind(this),5);
+
+    const filteredSymbols = symbolNames.filter((item)=>{
+      const keySymbol = this._convertSymbolName(item);
+      const mid = this.getMidCurrency(keySymbol);
+      if(this.baseCurrencies.includes(mid)){
+        return true;
+      }
+      const array = this.getSymbols(mid);
+      return array.length >1
+    });
+    this._subscribeSymbols(filteredSymbols,this._publishDataForStrategy3.bind(this),5);
   }
 
   runStrategy3(){

kucoinCollector.js

@@ -13,7 +13,7 @@ const Strategy3MaxAmountMap = {
   KCS: 600,
 }
 
-class BiboxCollector extends BaseCollector{
+class KucoinCollector extends BaseCollector{
   constructor(wantedSymbols){
     super("KUCOIN",baseCurrencies,machine,wantedSymbols);
     this.api = new biboxApi('','');
@@ -31,7 +31,7 @@ class BiboxCollector extends BaseCollector{
         const symbolDetails = data.data;
         const symbolMap = {};
         for(let detail of symbolDetails){
-          if(baseCurrencies.includes(detail.coinTypePair)){
+          if(baseCurrencies.includes(detail.quoteCurrency) && detail.enableTrading){
             symbolMap[detail.symbol] = detail;
           }
         }
@@ -45,7 +45,7 @@ class BiboxCollector extends BaseCollector{
   }
 
   _subscribeSymbols(symbols,callback,subscribeDepth){
-    this._fetchDepthByWebsocket(symbols,subscribeDepth,callback)
+    this._fetchDepthByWebsocket(symbols.slice(0,50),subscribeDepth,callback)
     // setTimeout(()=>{
     //   this._fetchDepthByRest(symbols,subscribeDepth,callback);
     // },20000);
@@ -80,17 +80,29 @@ class BiboxCollector extends BaseCollector{
 
 
   _fetchDepthByWebsocket(symbols, depth, callback){
-    this.api.subscribeSymbols(symbols, depth, (error, result)=>{
+    function subsCallback(error,result){
       if(error){
         console.error("subscribe error");
         console.error(error);
       }else{
-        const data = result.data;
-        const timeStamp = result.timestamp;
-        const symbol = result.symbol;
-        callback(data.SELL.slice(0, depth), data.BUY.slice(0, depth), symbol, timeStamp,result.seq);
+        callback(result.asks.slice(0,depth), result.bids.slice(0,depth), result.symbol, result.timestamp);
+      }
+    }
+    let buffer = [];
+    for (let i = 0; i < symbols.length; i++) {
+      buffer.push(symbols[i]);
+      if (buffer.length === 95) {
+        const subsBuffer = buffer;
+        setTimeout(() => {
+          this.api.subscribeSymbols(subsBuffer, depth, subsCallback)
+        }, ((i + 1) / 10 - 1) * 50);
+        buffer = [];
+      }else if(i === symbols.length-1){
+        setTimeout(() => {
+          this.api.subscribeSymbols(buffer, depth, subsCallback)
+        }, ((i + 1) / 10 - 1) * 50);
+      }
     }
-    })
   }
 
   _getCoinsInfo(){
@@ -111,11 +123,14 @@ class BiboxCollector extends BaseCollector{
     });
   }
   _runMonitor(callback){
+    callback({});
+    return;
+    //todo 接口也改了
     let balanceMap = {};
     let need = 1;
-    if(!coinInfoMap){
-      this._getCoinsInfo()
-    }
+    // if(!coinInfoMap){
+    //   this._getCoinsInfo()
+    // }
     this.api.balance(20, 1, (error,result)=>{
       if(error){
         console.error("get balance by rest error:");
@@ -206,5 +221,5 @@ class BiboxCollector extends BaseCollector{
 
 }
 
-module.exports = BiboxCollector;
+module.exports = KucoinCollector;
 

kucoinStrategy3.js

@@ -20,6 +20,7 @@ class BiboxStrategy3 extends Strategy3 {
   }
 
   _doTrade(baseCurrency1, midCurrency, baseCurrency2, buyPrice, sellPrice, returnPrice, amount, returnAmount, doSaveOrder) {
+    return;
     const buySymbol = this.collector.getSymbol(baseCurrency1, midCurrency);
     const buyStartTime = Date.now();
     const collector = this.collector;

test_kucoin.js

@@ -43,7 +43,7 @@ function testCollector(){
   // const strategy3 = new BiboxStrategy3(collector);
   // strategy3.run();
 }
-// testCollector();
+testCollector();
 
 function printCurrency(){
   const currentArray = [,'ETH','BTC','LTC','BCH','USDT','USD','RMB',"RCN","WINGS","TRX","LEND","CMT","POWR","HSR","GAS","RDN","TNT","OAX"
@@ -121,7 +121,7 @@ function printCurrency(){
     }
   })
 }
-printCurrency()
+// printCurrency()
 
 function testOrder(){
   const order = new Order();

util.js

@@ -39,8 +39,66 @@ function mergeDepth(oldDepth, updateDepth, isAsk) {
   return i
 }
 
+function mergeDepthAsk(oldDepth, updateDepth,oldVersion) {
+  const results = [];
+  const cal = {old: 0, updated: 0};
+  for (; cal.old < oldDepth.length || cal.updated < updateDepth.length;) {
+    if (oldDepth[cal.old] === undefined) {
+      updateDepth[cal.updated].size > 1e-8 && results.push(updateDepth[cal.updated]);
+      cal.updated++;
+    } else if (updateDepth[cal.updated] === undefined) {
+      results.push(oldDepth[cal.old]);
+      cal.old++;
+    } else if (parseFloat(oldDepth[cal.old].price) > parseFloat(updateDepth[cal.updated].price)) {
+      updateDepth[cal.updated].size > 1e-8 && results.push(updateDepth[cal.updated]);
+      cal.updated++;
+    } else if (parseFloat(oldDepth[cal.old].price) === parseFloat(updateDepth[cal.updated].price)) {
+      if (parseFloat(updateDepth[cal.updated].size) > 1e-8) {
+        results.push(updateDepth[cal.updated]);
+      }
+      cal.updated++;
+      cal.old++;
+    } else {
+      results.push(oldDepth[cal.old]);
+      cal.old++;
+    }
+  }
+  return results
+}
+
+function mergeDepthBids(oldDepth, updateDepth, oldVersion) {
+  const result = [];
+  const cal = {old: 0, updated: 0};
+  for (; cal.old < oldDepth.length || cal.updated < updateDepth.length;) {
+    if (oldDepth[cal.old] === undefined) {
+      updateDepth[cal.updated].size > 1e-8 && result.push(updateDepth[cal.updated]);
+      cal.updated++;
+    } else if (updateDepth[cal.updated] === undefined) {
+      result.push(oldDepth[cal.old]);
+      cal.old++;
+    } else if (parseFloat(oldDepth[cal.old].price) < parseFloat(updateDepth[cal.updated].price)) {
+      updateDepth[cal.updated].size > 1e-8 && result.push(updateDepth[cal.updated]);
+      cal.updated++;
+    } else if (parseFloat(oldDepth[cal.old].price) === parseFloat(updateDepth[cal.updated].price)) {
+      if (parseFloat(updateDepth[cal.updated].size) > 1e-8) {
+        result.push(updateDepth[cal.updated++]);
+        cal.old++;
+      } else {
+        cal.updated++;
+        cal.old++;
+      }
+    } else {
+      result.push(oldDepth[cal.old++])
+    }
+  }
+  return result;
+}
+
+
 
 module.exports = {
   IPs: ips,
-  mergeDepth: mergeDepth
+  mergeDepthBids:mergeDepthBids,
+  mergeDepthAsk:mergeDepthAsk,
+  mergeDepth:mergeDepth
 }
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