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December 21, 2015 14:19
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Meteor.publish 'order_book', (pairId) -> | |
return unless pairId | |
selector = | |
pairId: pairId | |
complete: false | |
cancelled: false | |
bids = {} | |
asks = {} | |
round = (amount, precision = 8) -> | |
Math.round(amount * Math.pow(10, precision)) / Math.pow(10, precision) | |
obs = Orders.find(selector).observe | |
added: (order) => | |
h = if order.bid then bids else asks | |
rate = round(order.rate).noExponents() | |
if h[rate] | |
h[rate].amount = round(h[rate].amount + order.unmatchedAmount()) | |
@changed('order_book', h[rate]._id , h[rate]) | |
else | |
h[rate] = | |
_id: Random.id() | |
amount: order.unmatchedAmount() | |
bid: order.bid | |
rate: rate | |
@added('order_book', h[rate]._id , h[rate]) | |
changed: (oldOrder, newOrder) => | |
h = if oldOrder.bid then bids else asks | |
rate = round(oldOrder.rate).noExponents() | |
return if oldOrder.filled == newOrder.filled || !h[rate] | |
change = round(newOrder.filled - oldOrder.filled) | |
h[rate].amount = round(h[rate].amount + change) | |
if h[rate].amount > 0 | |
@changed('order_book', h[rate]._id, h[rate]) | |
else | |
@removed('order_book', h[rate]._id) | |
h[rate] = undefined | |
removed: (order) => | |
h = if order.bid then bids else asks | |
rate = round(order.rate).noExponents() | |
return unless h[rate] | |
h[rate].amount = round(h[rate].amount - order.unmatchedAmount()) | |
if h[rate].amount > 0 | |
@changed('order_book', h[rate]._id, h[rate]) | |
else | |
@removed('order_book', h[rate]._id) | |
h[rate] = undefined | |
@ready() | |
@onStop -> obs.stop() | |
Meteor.publish 'graph_data', (pairId) -> | |
data = {} | |
pub = @ | |
round = (amount, precision = 8) -> | |
Math.round(amount * Math.pow(10, precision)) / Math.pow(10, precision) | |
handle = Trades.find({pairId: pairId}, {sort: {timestamp: 1}}).observe | |
added: (trade) -> | |
return unless trade.rate | |
rate = round(trade.rate) | |
minute = Math.round(trade.timestamp / (60 * 1000 * 5)) * (60 * 1000 * 5) | |
unless data[minute]?.o | |
newRec = true | |
data[minute] = {} | |
data[minute].o = rate | |
data[minute].h = rate unless data[minute].h > rate | |
data[minute].l = rate unless data[minute].l < rate | |
data[minute].c = rate | |
if newRec | |
pub.added('graph_data', minute, data[minute]) | |
else | |
pub.changed('graph_data', minute, data[minute]) | |
@onStop -> handle.stop() | |
@ready() |
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