bfx ws

fundingTrades.js

const dayjs = require("dayjs");

module.exports = {
  watchFundingTrades: async (ws, { symbol }, cb) => {
    ws.onFundingTradeEntry({ symbol }, trade => {
      const params = getParams(trade);
      const { datetime, rate, apy, period, amount } = params;
      console.log(
        `${datetime}\t${rate.toFixed(6)}\t${apy.toFixed(
          6
        )}\t${period}d\t${amount}`
      );
      cb(params);
    });
    ws.onAccountTradeEntry({ symbol }, () => {});

    await ws.subscribeTrades(symbol);
  }
};

function getParams(trade) {
  const { symbol, mtsCreate, offerID, amount } = trade;
  return {
    datetime: dayjs(symbol).format("YYYY/MM/DD HH:mm:ss"),
    ts: symbol,
    rate: offerID * 100,
    apy: offerID * 100 * 360,
    period: amount,
    amount: mtsCreate
  };
}

index.js

require("dotenv").config();

const { WSv2 } = require("bitfinex-api-node");
const auth = require("./utils/auth");

(async function() {
  const ws = new WSv2({
    transform: true,
    apiKey: process.env.API_KEY,
    apiSecret: process.env.API_SECRET
  });

  await ws.open();
  console.log("open");

  await ws.auth();
  console.log("authenticated");
})();

tickers.js

module.exports = {
  watchTickers: async (ws, { symbol }, cb) => {
    ws.onTicker({ symbol }, ticker => {
      const params = getParams(ticker);
      const { frr, lastPrice } = params;
      console.log(
        `${lastPrice.toFixed(6)}\t${frr.toFixed(6)}\t${(frr * 360).toFixed(6)}`
      );
      cb(params);
    });
    await ws.subscribeTicker(symbol);
  }
};

function getParams(ticker) {
  return {
    frr: ticker.frr * 100,
    lastPrice: ticker.lastPrice * 100
  };
}