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Bitstamp exchange gateway #253

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Bitstamp exchange gateway #253

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0e52614
Fully implemented Bitstamp exchange gateway.
domenus Aug 18, 2020
ab7ae75
Upgrade to latest node.js stable version (12.18.3)
domenus Sep 8, 2020
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8 changes: 8 additions & 0 deletions env
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Expand Up @@ -48,3 +48,11 @@ BitfinexOrderDestination=Bitfinex
## Coinbase
#CoinbaseRestUrl=https://api.gdax.com
#CoinbaseWebsocketUrl=wss://ws-feed.gdax.com

## Bitstamp
#BitstampWsUrl=wss://ws.bitstamp.net
#BitstampRestUrl=https://www.bitstamp.net/api/
#BitstampClientId=NULL
#BitstampApiKey=NULL
#BitstampSecretKey=NULL
#BitstampOrderDestination=Bitstamp
7,565 changes: 5,142 additions & 2,423 deletions npm-shrinkwrap.json
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45 changes: 23 additions & 22 deletions package.json
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Expand Up @@ -7,26 +7,26 @@
"test": "test"
},
"dependencies": {
"@types/angular": "^1.6.14",
"@types/angular-ui-bootstrap": "^0.13.41",
"@types/angular": "^1.7.3",
"@types/angular-ui-bootstrap": "^0.13.47",
"@types/basic-auth": "0.0.31",
"@types/body-parser": "^1.16.3",
"@types/body-parser": "^1.19.0",
"@types/bunyan": "0.0.36",
"@types/compression": "0.0.33",
"@types/connect": "^3.4.30",
"@types/express": "^4.0.35",
"@types/express-serve-static-core": "^4.0.44",
"@types/connect": "^3.4.33",
"@types/express": "^4.17.8",
"@types/express-serve-static-core": "^4.17.12",
"@types/form-data": "0.0.33",
"@types/jquery": "^2.0.41",
"@types/lodash": "https://registry.npmjs.org/@types/lodash/-/lodash-4.14.62.tgz",
"@types/jquery": "^2.0.54",
"@types/lodash": "^4.14.161",
"@types/mime": "0.0.29",
"@types/mongodb": "^2.1.43",
"@types/node": "^7.0.12",
"@types/q": "^1.0.0",
"@types/mongodb": "^2.2.26",
"@types/node": "^14.6.4",
"@types/q": "^1.5.4",
"@types/request": "0.0.46",
"@types/serve-static": "^1.7.31",
"@types/socket.io": "^1.4.29",
"@types/socket.io-client": "^1.4.29",
"@types/serve-static": "^1.13.5",
"@types/socket.io": "^1.4.42",
"@types/socket.io-client": "^1.4.33",
"@types/ws": "0.0.39",
"agentkeepalive": "3.1.0",
"angular": "1.6.4",
Expand All @@ -35,8 +35,8 @@
"basic-auth": "1.1.0",
"basic-auth-connect": "1.0.0",
"body-parser": "1.17.1",
"bufferutil": "^1.2.1",
"bunyan": "1.8.10",
"bufferutil": "^4.0.1",
"bunyan": "1.8.14",
"collections": "5.0.6",
"compression": "1.6.2",
"connect": "3.6.0",
Expand All @@ -45,7 +45,7 @@
"grunt-browserify": "5.0.0",
"grunt-contrib-copy": "1.0.0",
"grunt-contrib-watch": "1.0.0",
"grunt-ts": "6.0.0-beta.15",
"grunt-ts": "6.0.0-beta.22",
"jquery": "3.2.1",
"lodash": "4.17.4",
"moment": "2.18.1",
Expand All @@ -54,15 +54,16 @@
"q": "1.5.0",
"request": "2.81.0",
"shortid": "2.2.8",
"socket.io": "^1.4.5",
"socket.io": "^2.3.0",
"socket.io-client": "1.7.3",
"typescript": "^2.4.1",
"typescript": "^4.0.2",
"typings": "2.1.0",
"utf-8-validate": "^1.2.1",
"ws": "^1.0.1"
"utf-8-validate": "^5.0.2",
"ws": "^7.3.1"
},
"devDependencies": {
"mocha": "3.2.0"
"dtrace-provider": "^0.8.8",
"mocha": "8.1.3"
},
"scripts": {
"test": "mocha"
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10 changes: 9 additions & 1 deletion sample-dev-tribeca.json
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Expand Up @@ -7,6 +7,7 @@
"WebClientPassword": "NULL",
"WebClientListenPort": "3000",
"ShowAllOrders": "true",
"NullGatewayTick": 100,

"HitBtcPullUrl": "http://demo-api.hitbtc.com",
"HitBtcOrderEntryUrl": "ws://demo-api.hitbtc.com:8080",
Expand All @@ -32,5 +33,12 @@
"BitfinexHttpUrl": "https://api.bitfinex.com/v1",
"BitfinexKey": "NULL",
"BitfinexSecret": "NULL",
"BitfinexOrderDestination": "Bitfinex"
"BitfinexOrderDestination": "Bitfinex",

"BitstampWsUrl": "wss://ws.bitstamp.net",
"BitstampRestUrl": "https://www.bitstamp.net/api/",
"BitstampClientId": "NULL",
"BitstampApiKey": "NULL",
"BitstampSecretKey": "NULL",
"BitstampOrderDestination": "Bitstamp"
}
10 changes: 9 additions & 1 deletion sample-prod-tribeca.json
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Expand Up @@ -7,6 +7,7 @@
"WebClientPassword": "NULL",
"WebClientListenPort": "3000",
"ShowAllOrders": "false",
"NullGatewayTick": 100,

"HitBtcPullUrl": "http://api.hitbtc.com",
"HitBtcOrderEntryUrl": "wss://api.hitbtc.com:8080",
Expand All @@ -32,5 +33,12 @@
"BitfinexHttpUrl": "https://api.bitfinex.com/v1",
"BitfinexKey": "NULL",
"BitfinexSecret": "NULL",
"BitfinexOrderDestination": "Bitfinex"
"BitfinexOrderDestination": "Bitfinex",

"BitstampWsUrl": "wss://ws.bitstamp.net",
"BitstampRestUrl": "https://www.bitstamp.net/api/",
"BitstampClientId": "NULL",
"BitstampApiKey": "NULL",
"BitstampSecretKey": "NULL",
"BitstampOrderDestination": "Bitstamp"
}
22 changes: 11 additions & 11 deletions src/admin/market-trades.ts
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Expand Up @@ -79,17 +79,17 @@ var MarketTradeGrid = ($scope: MarketTradeScope,
{ width: 80, field: 'time', displayName: 't', cellFilter: "momentShortDate",
sortingAlgorithm: Shared.fastDiff,
sort: { direction: uiGridConstants.DESC, priority: 1} },
{ width: 50, field: 'price', displayName: 'px' },
{ width: 40, field: 'size', displayName: 'sz' },
{ width: 40, field: 'make_side', displayName: 'ms' },
{ width: 40, field: 'qBz', displayName: 'qBz' },
{ width: 50, field: 'qB', displayName: 'qB' },
{ width: 50, field: 'qA', displayName: 'qA' },
{ width: 40, field: 'qAz', displayName: 'qAz' },
{ width: 40, field: 'mBz', displayName: 'mBz' },
{ width: 50, field: 'mB', displayName: 'mB' },
{ width: 50, field: 'mA', displayName: 'mA' },
{ width: 40, field: 'mAz', displayName: 'mAz' }
{ width: 65, field: 'price', displayName: 'px' },
{ width: 70, field: 'size', displayName: 'sz' },
{ width: 50, field: 'make_side', displayName: 'ms' },
{ width: 55, field: 'qBz', displayName: 'qBz' },
{ width: 65, field: 'qB', displayName: 'qB' },
{ width: 65, field: 'qA', displayName: 'qA' },
{ width: 55, field: 'qAz', displayName: 'qAz' },
{ width: 70, field: 'mBz', displayName: 'mBz' },
{ width: 70, field: 'mB', displayName: 'mB' },
{ width: 70, field: 'mA', displayName: 'mA' },
{ width: 70, field: 'mAz', displayName: 'mAz' }
]
};

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12 changes: 6 additions & 6 deletions src/admin/orderlist.ts
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Expand Up @@ -100,22 +100,22 @@ var OrderListController = ($scope: OrderListScope,
sortingAlgorithm: Shared.fastDiff,
sort: { direction: uiGridConstants.DESC, priority: 1} },
{ width: 90, field: 'orderId', displayName: 'id' },
{ width: 35, field: 'version', displayName: 'v' },
{ width: 40, field: 'version', displayName: 'v' },
{ width: 120, field: 'orderStatus', displayName: 'status' },
{ width: 65, field: 'price', displayName: 'px' },
{ width: 60, field: 'quantity', displayName: 'qty' },
{ width: 50, field: 'side', displayName: 'side' },
{ width: 50, field: 'orderType', displayName: 'type' },
{ width: 55, field: 'side', displayName: 'side' },
{ width: 58, field: 'orderType', displayName: 'type' },
{ width: 50, field: 'tif', displayName: 'tif' },
{ width: 35, field: 'computationalLatency', displayName: 'lat' },
{ width: 50, field: 'computationalLatency', displayName: 'lat' },
{ width: 60, field: 'lastQuantity', displayName: 'lQty' },
{ width: 65, field: 'lastPrice', displayName: 'lPx' },
{ width: 60, field: 'leavesQuantity', displayName: 'lvQty' },
{ width: 60, field: 'cumQuantity', displayName: 'cum' },
{ width: 65, field: 'averagePrice', displayName: 'avg' },
{ width: 40, field: 'liquidity', displayName: 'liq' },
{ width: 45, field: 'liquidity', displayName: 'liq' },
{ width: "*", field: 'rejectMessage', displayName: 'msg' },
{ width: 40, name: "cancel", displayName: 'cxl', cellTemplate: '<button type="button" class="btn btn-danger btn-xs" ng-click="row.entity.cancel()"><span class="glyphicon glyphicon-remove"></span></button>' },
{ width: 50, name: "cancel", displayName: 'cxl', cellTemplate: '<button type="button" class="btn btn-danger btn-xs" ng-click="row.entity.cancel()"><span class="glyphicon glyphicon-remove"></span></button>' },
]
};

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10 changes: 5 additions & 5 deletions src/admin/trades.ts
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Expand Up @@ -56,9 +56,9 @@ var TradesListController = ($scope : TradesScope, $log : ng.ILogService, subscri
{width: 80, field:'time', displayName:'t', cellFilter: 'momentShortDate',
sortingAlgorithm: Shared.fastDiff,
sort: { direction: uiGridConstants.DESC, priority: 1} },
{width: 55, field:'price', displayName:'px' },
{width: 50, field:'quantity', displayName:'qty'},
{width: 30, field:'side', displayName:'side', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
{width: 60, field:'price', displayName:'px' },
{width: 60, field:'quantity', displayName:'qty'},
{width: 55, field:'side', displayName:'side', cellClass: (grid, row, col, rowRenderIndex, colRenderIndex) => {
if (grid.getCellValue(row, col) === 'B') {
return 'buy';
}
Expand All @@ -69,8 +69,8 @@ var TradesListController = ($scope : TradesScope, $log : ng.ILogService, subscri
return "unknown";
}
}},
{width: 30, field:'liquidity', displayName:'liq'},
{width: 60, field:'value', displayName:'val', cellFilter: 'currency:"$":3'}
{width: 50, field:'liquidity', displayName:'liq'},
{width: 70, field:'value', displayName:'val', cellFilter: 'currency:"$":3'}
]
};

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7 changes: 5 additions & 2 deletions src/common/models.ts
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Expand Up @@ -61,6 +61,7 @@ export class MarketTrade implements ITimestamped {
export enum Currency {
USD,
BTC,
BCH,
LTC,
EUR,
GBP,
Expand Down Expand Up @@ -88,7 +89,9 @@ export enum Currency {
WAVES,
BTU,
MAID,
AMP
AMP,
PAX,
XLM
}

export function toCurrency(c: string) : Currency|undefined {
Expand All @@ -103,7 +106,7 @@ export function fromCurrency(c: Currency) : string|undefined {

export enum GatewayType { MarketData, OrderEntry, Position }
export enum ConnectivityStatus { Connected, Disconnected }
export enum Exchange { Null, HitBtc, OkCoin, AtlasAts, BtcChina, Coinbase, Bitfinex }
export enum Exchange { Null, HitBtc, OkCoin, AtlasAts, BtcChina, Coinbase, Bitfinex, Bitstamp }
export enum Side { Bid, Ask, Unknown }
export enum OrderType { Limit, Market }
export enum TimeInForce { IOC, FOK, GTC }
Expand Down
9 changes: 4 additions & 5 deletions src/service/backtest.ts
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Expand Up @@ -12,6 +12,7 @@ import mongo = require("mongodb");
import Persister = require("./persister");
import Q = require("q");
import stream = require("stream");
import { AddressInfo } from 'net'

var shortId = require("shortid");
var Deque = require("collections/deque");
Expand Down Expand Up @@ -357,10 +358,8 @@ var backtestServer = () => {
app.use(require("compression")());

var server = app.listen(5001, () => {
var host = server.address().address;
var port = server.address().port;

console.log('Backtest server listening at http://%s:%s', host, port);
const { port, address } = server.address() as AddressInfo
console.log('Backtest server listening at http://%s:%s', address, port);
});

app.get("/inputData", (req, res) => {
Expand All @@ -380,7 +379,7 @@ var backtestServer = () => {

console.log("Serving parameters id =", served.id, " to", req.ip);
res.json(served);
fs.writeFileSync(savedProgressFile, parameters.length, {encoding: 'utf8'});
fs.writeFileSync(savedProgressFile, parameters.length.toString(), {encoding: 'utf8'});

if (!_.some(parameters)) {
console.log("Done serving parameters");
Expand Down
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