poloniex-orderbook

Poloniex's orderbook manager


Keywords
poloniex, orderbook, bitcoin, ethereum, cryptocurrency, exchange, arbitrage, btc
License
ISC
Install
npm install poloniex-orderbook@3.2.0

Documentation

Poloniex Orderbook

npm GitHub tag GitHub stars

!!! Read it !!!

Since August 2017 Poloniex added anti-bot protection for their site and websocket connection which were used in this library. If you want to go on with poloniex-orderbook you will have to do extra workaround to make it work. Otherwise you're left with another option is to use official poloniex api (which I'm not support here).

Module for creating and maintaining Poloniex's orderbook on server side.

  • From v3.0 I switched from pushAPI to WebScoket based API, it's made intaraction with poloniex much faster.
  • From v3.2 we have to deal with Poloniex's anti-bot protection. Or refuse to use this lib and return to official API.

Installation

$ npm install poloniex-orderbook

Usage

Requires nodejs => 6.0

Create file headers.json and fill it with your User-Agent and cf_clearance cookie. You should grab this information from your browser.

{
  "User-Agent": "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/59.0.3071.86 Safari/537.36",
  "Cookie": "cf_clearance=7332b18714d3aa45aed82424e50cf166d6093c6f-1501832791-1800"
}

As I can suggest this cookie gives you a window in 30 minutes to connects. It's mean you can coonect many times in this time frame, then you have to renew cookie. When ws-connection is set up you can stop worrying about renewing because websocket sends cookies only on connection, so I hope it will last until you decide to reconnect. Yes, it's very inconvenient, but that's all I can offer you now.

The central part of the lib is PoloManager. This class holds socket connection and PairMarket instances, and connects them between.

const PoloManager = require('poloniex-orderbook');
const poloman = new PoloManager().connect({ 
  headers: require('./headers.json') 
});

// call connect to initiate socket connection
poloman.connect();

Now you can set event handlers:

poloman.on('change', info => { /* info = {channel, side, rate, amount}*/});
poloman.on('error', info => { /* info = {msg} */});

initiate markets:

poloman.market('BTC_ETH');

remove markets:

poloman.remove('BTC_ETH');

get access to markets orderbooks:

// take first
poloman.market('BTC_ETH').asks[0];

// top 5
poloman.market('BTC_ETH').bids.slice(0, 5);

close connection:

poloman.disconnect();

Note:

  • You HAVE to set Error handler otherwise the script will throw an Error and exit if error event will occur. (see: Node.js ErrorEvents)
  • For debug purposes run with DEBUG=* variable.

Example

const PoloManager = require('poloniex-orderbook');
const poloman = new PoloManager().connect({ 
  headers: require('./headers.json') 
});

poloman.on('error', err => console.log(err));

poloman.on('change', info => {
  const {channel, side} = info;
  const market = poloman.market(channel);
  const top5 = market[side].slice(0, 5);

  console.log(`${side.toUpperCase()} :: ${market.seq}`);
  console.log(top5);
});

poloman.market('BTC_ETC');

// 5 seconds later
setTimeout(() => {
  //poloman.disconnect();
}, 5000);

you should get the output:

ASKS :: 132227424
[ [ '0.00178668', '412.77676591' ],
  [ '0.00178684', '99.99000000' ],
  [ '0.00178685', '10.85537516' ],
  [ '0.00178700', '0.23521517' ],
  [ '0.00179312', '1156.41500000' ] ]
ASKS :: 132227424
[ [ '0.00178668', '412.77676591' ],
  [ '0.00178684', '99.99000000' ],
  [ '0.00178685', '10.85537516' ],
  [ '0.00178700', '0.23521517' ],
  [ '0.00179312', '1156.41500000' ] ]
BIDS :: 132227425
[ [ '0.00178665', '1028.38378169' ],
  [ '0.00178610', '3400.02648465' ],
  [ '0.00178600', '177.11520540' ],
  [ '0.00178278', '179.50264208' ],
  [ '0.00178277', '10.93802113' ] ]

Contacts

If you have some suggestions please email me: evilive3000@gmail.com