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listener.js
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listener.js
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var Env = require('./config/env.js');
var mongoose = require('mongoose');
mongoose.connect(Env.MONGO_CONNECTION_STRING);
var Order = require('./models/order.js');
var winston = require('winston');
winston.add(winston.transports.File, { filename: 'listener.log' });
var ReadWriteLock = require('rwlock');
var lock = new ReadWriteLock();
var Gdax = require('gdax');
var authedClient = new Gdax.AuthenticatedClient(Env.ACCESS_KEY, Env.SECRET_KEY, Env.PASSPHRASE_KEY);
var websocket = new Gdax.WebsocketClient('BTC-USD');
websocket.on('close', function(data){
winston.log('info', "Closing?");
winston.log('info', JSON.stringify(data));
process.exit(-1);
});
winston.log('info', "Listening for messages...");
websocket.on('message', function(data) {
if(data.type == 'done' && data.reason == 'filled'){
lock.writeLock(function (writeRelease) {
Order.findOne({ id : data.order_id }, function(err, foundOrder){
// Verify that we found a video with that ID
if(err){
winston.log('info', "Failed to find order " + data.order_id + " with error " + err);
writeRelease();
return;
}
// If we are not tracking this order then just bail
if(!foundOrder){
writeRelease();
return;
}
winston.log('info', "------------------------------------------------------------");
winston.log('info', data);
var closedOrder = foundOrder;
winston.log('info', "Closed Order: " + JSON.stringify(closedOrder));
if(closedOrder.side == 'buy' ){
// Create a sell order at old price + $1
winston.log('info', "Closed buy order found. Creating new sell order at price + 1");
var orderToCreate = {
size : closedOrder.size,
price : (Number(closedOrder.price) + ( 1 * Env.GAP_AMOUNT)).toFixed(2) ,
side : "sell",
product_id : "BTC-USD"
};
winston.log("info", JSON.stringify(orderToCreate));
authedClient.sell(orderToCreate, function(error, response, data){
if (error || response.statusCode != 200) {
winston.log('error', "Error creating new sell order: " + error);
winston.log('error', "Response: " + JSON.stringify(response));
winston.log('info', "Trying again in 1 second...");
setTimeout(function() {
authedClient.sell(orderToCreate, function(error, response, data){
if (error || response.statusCode != 200) {
winston.log('error', "Failed again... bailing");
writeRelease;
return;
}
// Add the new sell order to the existing order list
orderToCreate.id = data.id;
winston.log('info', "Created Order: " + JSON.stringify(orderToCreate));
Order(orderToCreate).save(function(error){
if(error){
winston.log('error', "Failed to create order" + orderToCreate.id + " with errro " + error);
writeRelease();
return;
}
closedOrder.remove(function(error){
if(error){
winston.log('error', "Failed to remove order" + closedOrder.id + " with errro " + error);
writeRelease();
return;
}
});
});
});
}, 1000);
}
// Add the new sell order to the existing order list
orderToCreate.id = data.id;
winston.log('info', "Created Order: " + JSON.stringify(orderToCreate));
Order(orderToCreate).save(function(error){
if(error){
winston.log('error', "Failed to create order" + orderToCreate.id + " with errro " + error);
writeRelease();
return;
}
closedOrder.remove(function(error){
if(error){
winston.log('error', "Failed to remove order" + closedOrder.id + " with errro " + error);
writeRelease();
return;
}
});
});
});
} else {
// Create a buy order at old price - $1
winston.log('info', "Closed sell order found. Creating new buy order at price - 1");
var orderToCreate = {
size : closedOrder.size,
price : (Number(closedOrder.price) - ( 1 * Env.GAP_AMOUNT)).toFixed(2) ,
side : "buy",
product_id : "BTC-USD"
};
winston.log("info", JSON.stringify(orderToCreate));
authedClient.buy(orderToCreate, function(error, response, data){
if (error || response.statusCode != 200) {
winston.log('error', "Error creating new buy order: " + error);
winston.log('error', "Response: " + JSON.stringify(response));
winston.log('info', "Trying again in 1 second...");
setTimeout(function() {
authedClient.buy(orderToCreate, function(error, response, data){
if (error || response.statusCode != 200) {
winston.log('error', "Failed again... bailing");
writeRelease;
return;
}
// Add the new sell order to the existing order list
orderToCreate.id = data.id;
winston.log('info', "Created Order: " + JSON.stringify(orderToCreate));
Order(orderToCreate).save(function(error){
if(error){
winston.log('error', "Failed to create order" + orderToCreate.id + " with errro " + error);
writeRelease();
return;
}
closedOrder.remove(function(error){
if(error){
winston.log('error', "Failed to remove order" + closedOrder.id + " with errro " + error);
writeRelease();
return;
}
});
});
});
}, 1000);
}
// Add the new sell order to the existing order list
orderToCreate.id = data.id;
winston.log('info', "Created Order: " + JSON.stringify(orderToCreate));
Order(orderToCreate).save(function(error){
if(error){
winston.log('error', "Failed to create order" + orderToCreate.id + " with errro " + error);
writeRelease();
return;
}
closedOrder.remove(function(error){
if(error){
winston.log('error', "Failed to remove order" + closedOrder.id + " with errro " + error);
writeRelease();
return;
}
});
});
});
}
});
writeRelease();
});
}
});