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Bitstamp vs. Ripple spreads listener
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var ripple = require("ripple-lib"); | |
var Pusher = require("pusher-client"); | |
var west = { | |
host: "s-west.ripple.com", | |
port: 443, | |
secure: true | |
}; | |
var east = { | |
host: "s-east.ripple.com", | |
port: 443, | |
secure: true | |
}; | |
var options = { | |
fee_cushion: 1.5, | |
servers: [ | |
east, | |
west | |
], | |
trusted: false | |
}; | |
var remote = new ripple.Remote(options); | |
var native = new Pusher("de504dc5763aeef9ff52"); | |
function start() | |
{ | |
remote.on("ledger_closed", update); | |
} | |
function update() | |
{ | |
var base = { | |
currency: "USD", | |
issuer: "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B" | |
}; | |
var counter = { | |
currency: "BTC", | |
issuer: "rvYAfWj5gh67oV6fW32ZzP3Aw4Eubs59B" | |
}; | |
var bid = { | |
gets: base, | |
pays: counter | |
}; | |
var ask = { | |
gets: counter, | |
pays: base | |
}; | |
remote.request_book_offers(bid, showbid); | |
remote.request_book_offers(ask, showask); | |
} | |
function gettime() | |
{ | |
var date = new Date(); | |
return date.getTime().toFixed(0); | |
} | |
function showrip(error, response, type) | |
{ | |
var time = gettime(); | |
var offer, src, dst, price; | |
if (error) | |
return; | |
offer = response.offers.shift(); | |
src = offer.TakerPays.value; | |
dst = offer.TakerGets.value; | |
offer = ("Ask" == type ? src / dst : dst / src); | |
offer = offer.toFixed(2); | |
console.log(time, type, offer, "Ripple"); | |
} | |
function showbid(error, response) | |
{ | |
showrip(error, response, "Bid"); | |
} | |
function showask(error, response) | |
{ | |
showrip(error, response, "Ask"); | |
} | |
function showtop(data) | |
{ | |
var time = gettime(); | |
var bid = data.bids.shift().shift(); | |
var ask = data.asks.shift().shift(); | |
console.log(time, "Bid", bid, "Bitstamp"); | |
console.log(time, "Ask", ask, "Bitstamp"); | |
} | |
function finish() | |
{ | |
process.exit(); | |
} | |
setTimeout(finish, 3e5); | |
remote.connect(start); | |
native.subscribe("order_book").bind("data", showtop); |
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PUSHER = node_modules/pusher-client/package.json | |
RIPPLE = node_modules/ripple-lib/package.json | |
all: $(PUSHER) $(RIPPLE) | |
node arb | tee -a top.log | |
$(PUSHER): | |
npm install pusher-client | |
$(RIPPLE): | |
npm install ripple-lib | |
loop: | |
-while true; do \ | |
$(MAKE); \ | |
sleep 1; \ | |
done | |
daemon: stop | |
nohup $(MAKE) loop >/dev/null & echo $$! >daemon.pid | |
sleep 1 | |
stop: | |
-if [ -f daemon.pid ]; then \ | |
kill "`cat daemon.pid`"; \ | |
rm -f daemon.pid; \ | |
fi | |
clean: stop | |
-rm -fr node_modules *.log |
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