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jaggedsoft / node-binance-api

Node Binance API is an asynchronous node.js library for the Binance API designed to be easy to use.
MIT License
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(Newcomer) Async handling problem regarding binance.depth #287

Closed Tribic closed 5 years ago

Tribic commented 6 years ago

Handling Code for working with an array of symbols Hi there, i´m pretty new to node js, but i managed to connect from windows10 to binance an get nearly exactly what i wanted to. Thanks to this great API! My Strategy is based on bids and asks, so i´m using the binance.depth function and added some calculation and concole.log code to it.

Now the problem: when i put a loop around binace.depth the results are sometimes wrong, mainly because of the wrong order.

symbol2 = ["BNBBTC","VETBTC","QTCBTC"];
    for (let value of symbol2) {
        binance.depth(value, function (error, json) {
            let max = 20; // Use 20 closest orders only
            let bids = binance.sortBids(json.bids, max);
            console.log("whatever");
            //some more code
        });
        console.log('Done');
    };

Result:

Done Done Done whatever1 whatever2 whatever3

or

Done Done Done whatever2 whatever1 whatever3

How can it be achieved, that the following loop awaits the finish of the one before? i tried async await, but it didnt work because of binance.depth function?! As i said, im pretty new to node js and async code :(

thanks in advance!

jaggedsoft commented 6 years ago

It is easier to just grab all the data at once. If you only need the best bid and ask, the bookTickers function will return the best bid/ask for every symbol. Also, you can subscribe to a WebSocket so you always have up to date data streamed to your program.

// This is a regular web request, returning bestBid, bestAsk, for all symbols
binance.bookTickers((error, ticker) => {
  console.log("bookTickers()", ticker);
  console.log("Price of BNB: ", ticker.BNBBTC);
});
View Response ```js { ETHBTC: { bid: '0.06201000', bids: '1.28200000', ask: '0.06201300', asks: '0.34200000' }, LTCBTC: { bid: '0.01042000', bids: '41.45000000', ask: '0.01048700', asks: '16.81000000' }, BNBBTC: { bid: '0.00028754', bids: '727.00000000', ask: '0.00028755', asks: '400.00000000' }, NEOBTC: { bid: '0.00601800', bids: '16.82000000', ask: '0.00603700', asks: '73.43000000' }, QTUMETH: { bid: '0.04062900', bids: '1.30000000', ask: '0.04075300', asks: '0.58000000' }, EOSETH: { bid: '0.00191400', bids: '202.53000000', ask: '0.00192500', asks: '26.08000000' }, SNTETH: { bid: '0.00007610', bids: '403.00000000', ask: '0.00007638', asks: '19850.00000000' }, BNTETH: { bid: '0.00736800', bids: '7.82000000', ask: '0.00745900', asks: '177.32000000' }, BCCBTC: { bid: '0.06862000', bids: '1.56100000', ask: '0.06893600', asks: '0.81100000' }, GASBTC: { bid: '0.00451700', bids: '44.00000000', ask: '0.00489700', asks: '44.95000000' }, BNBETH: { bid: '0.00462592', bids: '32.00000000', ask: '0.00467982', asks: '57.00000000' }, BTMETH: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, HCCBTC: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, BTCUSDT: { bid: '4786.01000000', bids: '0.58627700', ask: '4796.10000000', asks: '0.28486400' }, ETHUSDT: { bid: '297.01000000', bids: '7.17846000', ask: '297.90000000', asks: '0.30742000' }, HSRBTC: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, OAXETH: { bid: '0.00156200', bids: '96.00000000', ask: '0.00169900', asks: '552.90000000' }, DNTETH: { bid: '0.00011782', bids: '1273.00000000', ask: '0.00012045', asks: '238.00000000' }, MCOETH: { bid: '0.02651200', bids: '0.94000000', ask: '0.02681200', asks: '8.59000000' }, ICNETH: { bid: '0.00484600', bids: '448.76000000', ask: '0.00490000', asks: '0.01000000' }, ELCBTC: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, MCOBTC: { bid: '0.00164600', bids: '1.00000000', ask: '0.00164700', asks: '12.11000000' }, WTCBTC: { bid: '0.00132101', bids: '124.00000000', ask: '0.00133200', asks: '98.00000000' }, WTCETH: { bid: '0.02130000', bids: '784.35000000', ask: '0.02140800', asks: '10.70000000' }, LLTBTC: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, LRCBTC: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, LRCETH: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, QTUMBTC: { bid: '0.00252800', bids: '123.48000000', ask: '0.00253200', asks: '10.50000000' }, YOYOBTC: { bid: '0.00000000', bids: '0.00000000', ask: '0.00000000', asks: '0.00000000' }, OMGBTC: { bid: '0.00164900', bids: '25.94000000', ask: '0.00166400', asks: '0.90000000' }, OMGETH: { bid: '0.02660000', bids: '9.86000000', ask: '0.02698200', asks: '43.21000000' }, ZRXBTC: { bid: '0.00003936', bids: '117.00000000', ask: '0.00003982', asks: '8596.00000000' }, ZRXETH: { bid: '0.00062801', bids: '239.00000000', ask: '0.00063595', asks: '2446.00000000' }, STRATBTC: { bid: '0.00070600', bids: '43.43000000', ask: '0.00070900', asks: '15.00000000' }, STRATETH: { bid: '0.01092100', bids: '9.00000000', ask: '0.01162700', asks: '47.90000000' }, SNGLSBTC: { bid: '0.00003162', bids: '366.00000000', ask: '0.00003183', asks: '308.00000000' }, SNGLSETH: { bid: '0.00050064', bids: '300.00000000', ask: '0.00051543', asks: '64.00000000' }, BQXBTC: { bid: '0.00013334', bids: '13.00000000', ask: '0.00013889', asks: '1224.00000000' }, BQXETH: { bid: '0.00200740', bids: '990.00000000', ask: '0.00228890', asks: '80.00000000' }, KNCBTC: { bid: '0.00029509', bids: '300.00000000', ask: '0.00029842', asks: '4.00000000' }, KNCETH: { bid: '0.00481840', bids: '411.00000000', ask: '0.00484440', asks: '10.00000000' }, FUNBTC: { bid: '0.00000461', bids: '217.00000000', ask: '0.00000465', asks: '16668.00000000' }, FUNETH: { bid: '0.00007486', bids: '2004.00000000', ask: '0.00007617', asks: '1419.00000000' }, SNMBTC: { bid: '0.00002462', bids: '6922.00000000', ask: '0.00002495', asks: '404.00000000' }, SNMETH: { bid: '0.00040181', bids: '373.00000000', ask: '0.00043404', asks: '9281.00000000' }, NEOETH: { bid: '0.09610400', bids: '8.02000000', ask: '0.09891100', asks: '5.00000000' }, IOTABTC: { bid: '0.00009674', bids: '206.00000000', ask: '0.00009721', asks: '269.00000000' }, IOTAETH: { bid: '0.00155061', bids: '1231.00000000', ask: '0.00158100', asks: '22.00000000' }, LINKBTC: { bid: '0.00007670', bids: '2278.00000000', ask: '0.00007697', asks: '8000.00000000' }, LINKETH: { bid: '0.00123000', bids: '3492.00000000', ask: '0.00123999', asks: '4000.00000000' }, XVGBTC: { bid: '0.00000111', bids: '47758.00000000', ask: '0.00000113', asks: '215443.00000000' }, XVGETH: { bid: '0.00001801', bids: '8329.00000000', ask: '0.00001842', asks: '85146.00000000' }, CTRBTC: { bid: '0.00019801', bids: '650.00000000', ask: '0.00021103', asks: '49.00000000' }, CTRETH: { bid: '0.00320200', bids: '538.00000000', ask: '0.00351990', asks: '2081.00000000' }, SALTBTC: { bid: '0.00063900', bids: '57.13000000', ask: '0.00064000', asks: '96.48000000' }, SALTETH: { bid: '0.01030200', bids: '728.27000000', ask: '0.01038900', asks: '0.04000000' }, MDABTC: { bid: '0.00039031', bids: '282.00000000', ask: '0.00039994', asks: '540.00000000' }, MDAETH: { bid: '0.00635500', bids: '432.00000000', ask: '0.00641990', asks: '185.00000000' }, MTLBTC: { bid: '0.00145500', bids: '45.00000000', ask: '0.00145600', asks: '42.12000000' }, MTLETH: { bid: '0.02300100', bids: '96.10000000', ask: '0.02477400', asks: '131.90000000' }, SUBBTC: { bid: '0.00003250', bids: '4474.00000000', ask: '0.00003380', asks: '3878.00000000' }, SUBETH: { bid: '0.00053000', bids: '740.00000000', ask: '0.00053501', asks: '580.00000000' } } /* Price of BNB: { bid: '0.00028754', bids: '727.00000000', ask: '0.00028755', asks: '400.00000000' } */ ``` 
// This is a websocket, binance will send you constant updates
binance.websockets.prevDay(false, (error, response) => {
  console.log(response);
});
View Response ``` { eventType: '24hrTicker', eventTime: 1512629577435, symbol: 'BNBBTC', priceChange: '-0.00002671', percentChange: '-12.844', averagePrice: '0.00019282', prevClose: '0.00020796', close: '0.00018125', closeQty: '55.00000000', bestBid: '0.00018038', bestBidQty: '580.00000000', bestAsk: '0.00018125', bestAskQty: '144.00000000', open: '0.00020796', high: '0.00021300', low: '0.00017555', volume: '3731915.00000000', quoteVolume: '719.59011818', openTime: 1512543177433, closeTime: 1512629577433, firstTradeId: 2248079, lastTradeId: 2284725, numTrades: 36647 } ```

Having said that, I will provide a complete example of how I do it

jaggedsoft commented 6 years ago 
global.bookTicker = {}; // Keep bookTicker object always updated, so you can access it anywhere in your program
binance.websockets.prevDay(false, (error, response) => {
  let symbol = response.symbol;
  global.bookTicker[symbol] = response;
  //console.log(response);
});

// this is just to show you the data we have. you can use it anywhere, for any symbol
setInterval(() => {
  // All of these variables are available: bestBid bestAsk bestBidQty bestAskQty open high low volume quoteVolume priceChange percentChange averagePrice prevClose close closeQty openTime closeTime firstTradeId lastTradeId numTrades
  console.log("BTC bid: "+global.bookTicker.BTCUSDT.bestBid+" \t best ask: "+global.bookTicker.BTCUSDT.bestAsk);
}, 3000);
Tribic commented 6 years ago

Hi, thanks for your answer :) but as i need bids and asks as arrays, it´s actually not what i thought of, but u gave me the hint of setInterval i switched my loop to setinterval - not the way it meant be by coding nodejs and your api, i think, but it works! :)

A much more elegant way? Is there a way to call the binance.depth function from outside, giving it the symbol and getting back an object, lets say myObj, so that i can work with it?

Like:

z=0;
max=20;
MySymbolArray= ["VETBTC", "BNBBTC", "XVGBTC"];

Do {

myObj = binance.depth(MySymbolArray[z]);    //  <------------------
let bids = binance.sortBids(myObj.bids, max);
let asks = binance.sortAsks(myObj.asks, max);

//make sure it´s done till here before going on somehow!!!  // <------------------

//Converting into Arrays
askQuantity = myObj.values(asks);
askPrice = myObj.keys(asks);
bidQuantity = myObj.values(bids);
bidPrice = myObj.keys(bids);
//Calculating and Output
//...
z++;
} //forever
jaggedsoft commented 6 years ago

The best way to do this is to subscribe with websockets depthCache. Then you will always have an up to date order book. You will get a notification every time there is an update.

Example:

const Binance = require('node-binance-api');
const binance = new Binance();
binance.websockets.depthCache(["BTCUSDT"], function(symbol, depth) {
    let max = 9; // Only show the 9 best bids / asks (optional)
    let baseVolume = true; // Show results in BTC/ETH/USDT value (optional)
    let bids = binance.sortBids(depth.bids, max, baseVolume);
    let asks = binance.sortAsks(depth.asks, max, baseVolume);
    console.log("asks", binance.reverse(asks));
    console.log("bids", bids);
    let askvol = binance.sum(Object.values(asks));
    let bidvol = binance.sum(Object.values(bids));
    let ratio = binance.percent(bidvol, bidvol + askvol);
    console.log("ask: " + binance.first(asks)+"\tvolume: "+askvol.toFixed(3));
    console.log("bid: " + binance.first(bids)+"\tvolume: "+bidvol.toFixed(3));
    console.log("buy ratio: " + ratio.toFixed(2) + "%");
});