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JS: Realtime orderbooks.
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@@ -1,6 +1,10 @@
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// Routines for working with an orderbook.
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//
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// One OrderBook object represents one half of an order book. (i.e. bids OR
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// asks) Which one depends on the ordering of the parameters.
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//
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// Events:
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// - transaction A transaction that affects the order book.
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// var network = require("./network.js");
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@@ -12,28 +16,29 @@ var Currency = require('./currency').Currency;
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var extend = require('extend');
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var OrderBook = function (remote,
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currency_out, issuer_out,
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currency_in, issuer_in) {
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currency_gets, issuer_gets,
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currency_pays, issuer_pays) {
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var self = this;
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this._remote = remote;
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this._currency_out = currency_out;
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this._issuer_out = issuer_out;
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this._currency_in = currency_in;
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this._issuer_in = issuer_in;
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this._currency_gets = currency_gets;
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this._issuer_gets = issuer_gets;
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this._currency_pays = currency_pays;
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this._issuer_pays = issuer_pays;
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this._subs = 0;
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// Ledger entry object
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// Important: This must never be overwritten, only extend()-ed
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this._entry = {};
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// We consider ourselves synchronized if we have a current copy of the offers,
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// we are online and subscribed to updates.
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this._sync = false;
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// Offers
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this._offers = [];
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this.on('newListener', function (type, listener) {
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if (OrderBook.subscribe_events.indexOf(type) !== -1) {
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if (!self._subs && 'open' === self._remote._online_state) {
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self._remote.request_subscribe()
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.books([self.to_json()], true)
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.request();
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self._subscribe();
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}
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self._subs += 1;
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}
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@@ -44,6 +49,7 @@ var OrderBook = function (remote,
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self._subs -= 1;
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if (!self._subs && 'open' === self._remote._online_state) {
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self._sync = false;
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self._remote.request_unsubscribe()
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.books([self.to_json()])
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.request();
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@@ -59,6 +65,10 @@ var OrderBook = function (remote,
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}
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});
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this._remote.on('disconnect', function () {
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self._sync = false;
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});
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return this;
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};
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@@ -67,17 +77,42 @@ OrderBook.prototype = new EventEmitter;
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/**
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* List of events that require a remote subscription to the orderbook.
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*/
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OrderBook.subscribe_events = ['transaction'];
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OrderBook.subscribe_events = ['transaction', 'model'];
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/**
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* Subscribes to orderbook.
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*
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* @private
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*/
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OrderBook.prototype._subscribe = function ()
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{
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var self = this;
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self._remote.request_subscribe()
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.books([self.to_json()], true)
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.on('error', function () {
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// XXX What now?
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})
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.on('success', function (res) {
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self._sync = true;
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self._offers = res.offers;
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self.emit('model', self._offers);
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})
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.request();
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};
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OrderBook.prototype.to_json = function ()
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{
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var json = {
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"CurrencyOut": this._currency_out,
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"CurrencyIn": this._currency_in
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"taker_gets": {
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"currency": this._currency_gets
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},
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"taker_pays": {
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"currency": this._currency_pays
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}
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};
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if (json["CurrencyOut"] !== "XRP") json["IssuerOut"] = this._issuer_out;
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if (json["CurrencyIn"] !== "XRP") json["IssuerIn"] = this._issuer_in;
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if (this._currency_gets !== "XRP") json["taker_gets"]["issuer"] = this._issuer_gets;
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if (this._currency_pays !== "XRP") json["taker_pays"]["issuer"] = this._issuer_pays;
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return json;
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};
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@@ -90,15 +125,108 @@ OrderBook.prototype.to_json = function ()
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*/
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OrderBook.prototype.is_valid = function ()
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{
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// XXX Should check for same currency (non-native) && same issuer
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return (
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Currency.is_valid(this._currency_in) &&
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(this._currency_in !== "XRP" && UInt160.is_valid(this._issuer_in)) &&
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Currency.is_valid(this._currency_out) &&
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(this._currency_out !== "XRP" && UInt160.is_valid(this._issuer_out)) &&
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!(this._currency_in === "XRP" && this._currency_out === "XRP")
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Currency.is_valid(this._currency_pays) &&
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(this._currency_pays === "XRP" || UInt160.is_valid(this._issuer_pays)) &&
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Currency.is_valid(this._currency_gets) &&
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(this._currency_gets === "XRP" || UInt160.is_valid(this._issuer_gets)) &&
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!(this._currency_pays === "XRP" && this._currency_gets === "XRP")
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);
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};
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/**
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* Notify object of a relevant transaction.
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*
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* This is only meant to be called by the Remote class. You should never have to
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* call this yourself.
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*/
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OrderBook.prototype.notifyTx = function (message)
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{
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var self = this;
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var changed = false;
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message.mmeta.each(function (an) {
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if (an.entryType !== 'Offer') return;
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var i, l, offer;
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if (an.diffType === 'DeletedNode' ||
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an.diffType === 'ModifiedNode') {
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for (i = 0, l = self._offers.length; i < l; i++) {
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offer = self._offers[i];
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console.log(offer.index, an.ledgerIndex);
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if (offer.index === an.ledgerIndex) {
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if (an.diffType === 'DeletedNode') {
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self._offers.splice(i, 1);
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console.log('node removed');
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}
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else extend(offer, an.fieldsFinal);
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changed = true;
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break;
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}
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}
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} else if (an.diffType === 'CreatedNode') {
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var price = Amount.from_json(an.fields.TakerPays).ratio_human(an.fields.TakerGets);
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for (i = 0, l = self._offers.length; i < l; i++) {
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offer = self._offers[i];
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var priceItem = Amount.from_json(offer.TakerPays).ratio_human(offer.TakerGets);
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console.log(price.to_text_full(), priceItem.to_text_full());
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if (price.compareTo(priceItem) <= 0) {
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var obj = an.fields;
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obj.index = an.ledgerIndex;
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self._offers.splice(i, 0, an.fields);
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changed = true;
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break;
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}
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}
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}
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});
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// Only trigger the event if the account object is actually
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// subscribed - this prevents some weird phantom events from
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// occurring.
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if (this._subs) {
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this.emit('transaction', message);
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if (changed) this.emit('model', this._offers);
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}
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};
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/**
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* Get offers model asynchronously.
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*
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* This function takes a callback and calls it with an array containing the
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* current set of offers in this order book.
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*
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* If the data is available immediately, the callback may be called synchronously.
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*/
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OrderBook.prototype.offers = function (callback)
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{
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var self = this;
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if ("function" === typeof callback) {
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if (this._sync) {
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callback(this._offers);
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} else {
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this.once('model', function (offers) {
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callback(offers);
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});
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}
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}
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return this;
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};
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/**
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* Return latest known offers.
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*
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* Usually, this will just be an empty array if the order book hasn't been
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* loaded yet. But this accessor may be convenient in some circumstances.
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*/
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OrderBook.prototype.offersSync = function ()
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{
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return this._offers;
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};
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exports.OrderBook = OrderBook;
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// vim:sw=2:sts=2:ts=8:et
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