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Bitfinex Data Models for Node.JS

This repo contains model classes for working with the data structures returned by the Bitfinex REST & WebSocket APIs. The models can all be initialized with an array-format payload as returned by an API call, and can be unserialized back to the array format when needed.

Some models, such as {@link Order} and {@link OrderBook} provide higher level methods which operate on the underlying data sets.

All models provide serialize() and unserialize() methods, which convert to/from array-format payloads respectively. All model constructors can take either array-format payloads, or objects/other model instances. A helper toJS() method is also provided for converting models to plain JS objects (POJOs).

Features

  • Convert between array, object, and class representations of API data
  • Class methods for operating on model data where applicable (i.e. OrderBook)

Classes for the following Bitfinex API data types:

  • {@link Alert}
  • {@link BalanceInfo}
  • {@link Candle}
  • {@link Currency}
  • {@link FundingCredit}
  • {@link FundingInfo}
  • {@link FundingLoan}
  • {@link FundingOffer}
  • {@link FundingTickerHist}
  • {@link FundingTicker}
  • {@link FundingTrade}
  • {@link LedgerEntry}
  • {@link Liquidations}
  • {@link MarginInfo}
  • {@link Movement}
  • {@link Notification}
  • {@link OrderBook}
  • {@link Order}
  • {@link Position}
  • {@link PublicTrade}
  • {@link StatusMessagesDeriv}
  • {@link Trade}
  • {@link TradingTicker}
  • {@link TradingTickerHist}
  • {@link UserInfo}
  • {@link Wallet}
  • {@link WalletHist}
  • {@link Currency}
  • {@link SymbolDetails}
  • {@link TransactionFee}
  • {@link AccountSummary}
  • {@link AuthPermission}

Installation

npm i --save bfx-api-node-models

Quickstart

const { Order } = require('bfx-api-node-models')

const o = new Order({
  cid: Date.now(),
  symbol: 'tBTCUSD',
  price: 7000.0,
  amount: -0.02,
  type: Order.type.EXCHANGE_LIMIT
})

// Generate an API-compatible order creation packet for later submit
console.log(o.toNewOrderPacket())

Examples

The order model provides helper methods for order submission, updates, and cancellation. These methods are compatible with version 2.0.0 of bitfinex-api-node, and return promises which resolve upon receival of the relevant success/error notifications.

Orders are matched with their API packets by one/all of id, gid, and cid.

Example usage:

const { Order } = require('bfx-api-node-models')
const ws = ... // setup WSv2 instance for order updates/submission

// Build new order
const o = new Order({
  cid: Date.now(),
  symbol: 'tBTCUSD',
  price: 7000.0,
  amount: -0.02,
  type: Order.type.EXCHANGE_LIMIT
}, ws) // note WSv2 client passed in here

let closed = false

// Enable automatic updates
o.registerListeners()

o.on('update', () => {
  debug('order updated: %j', o.serialize())
})

o.on('close', () => {
  debug('order closed: %s', o.status)
  closed = true
})

debug('submitting order %d', o.cid)

o.submit().then(() => {
  debug('got submit confirmation for order %d [%d]', o.cid, o.id)
}).catch((err) => {
  debug('failed to submit order: %s', err.message)
})

The order book model constructor takes either entire book snapshots as returned by the WSv2 API, or individual update packets with single bids/asks. Once constructed, order books may be updated either with complete snapshots via updateFromSnapshot(snapshot) or individual update packets via updateWidth(entry).

Static helpers are also provided for working with array-format order books, in the form of updateArrayOBWith(ob, entry, raw), arrayOBMidPrice(ob, raw), and checksumArr(ob, raw).

Checksums may be calculated for normal books via checksum(), for comparison with the checksums reported by the WSv2 API.

Example usage:

const ob = new OrderBook([
  [140, 1, 10],
  [145, 1, 10],
  [148, 1, 10],
  [149, 1, 10],
  [151, 1, -10],
  [152, 1, -10],
  [158, 1, -10],
  [160, 1, -10]
])

ob.updateWith([145, 3, 15]) // update bid
ob.updateWith([158, 3, -15]) // update ask

console.log(ob.serialize())