feat: add gateio subclass

src/exchanges/gateio.js

@@ -0,0 +1,192 @@
+const Exchange = require('../exchange')
+const WebSocket = require('websocket').w3cwebsocket
+const axios = require('axios')
+
+class GateIO extends Exchange {
+  constructor() {
+    super()
+
+    this.id = 'GATEIO'
+    this.endpoints = {
+      PRODUCTS: [
+        'https://api.gateio.ws/api/v4/spot/currency_pairs',
+        'https://api.gateio.ws/api/v4/futures/usdt/contracts'
+      ]
+    }
+    this.types = {}
+    this.multipliers = {}
+  }
+
+  async getUrl(pair) {
+    // https://www.gate.io/docs/developers/apiv4/ws/en/
+    const type = this.types[pair]
+    if (type === 'spot') return 'wss://ws.gate.io/v3/'
+    if (type === 'futures') return 'wss://fx-ws.gateio.ws/v4/ws/usdt'
+  }
+
+  formatProducts(response) {
+    const products = []
+    const multipliers = {}
+    const types = {}
+
+    response.forEach((data, index) => {
+      const type = ['spot', 'futures'][index]
+
+      data.forEach(product => {
+        let pair
+        switch (type) {
+          case 'spot':
+            pair = product.id + '_SPOT'
+            multipliers[pair] = parseFloat(product.min_base_amount)
+            break
+          case 'futures':
+            pair = product.name + '_FUTURES'
+            multipliers[pair] = parseFloat(product.quanto_multiplier)
+            break
+        }
+
+        if (products.find(a => a.toLowerCase() === pair.toLowerCase())) {
+          throw new Error(
+            'Duplicate pair detected on gateio exchange (' + pair + ')'
+          )
+        }
+
+        types[pair] = type
+        products.push(pair)
+      })
+    })
+    return {
+      products,
+      multipliers,
+      types
+    }
+  }
+
+  /**
+   * Sub
+   * @param {WebSocket} api
+   * @param {string} pair
+   */
+  async subscribe(api, pair) {
+    // Public Trades Channel
+    // https://www.gate.io/docs/developers/apiv4/ws/en/#public-trades-channel
+    if (!(await super.subscribe(api, pair))) {
+      return
+    }
+
+    if (this.types[pair] === 'spot') {
+      api.send(
+        JSON.stringify({
+          method: `trades.subscribe`,
+          params: [pair.split('_').slice(0, 2).join('_')]
+        })
+      )
+    }
+    if (this.types[pair] === 'futures') {
+      api.send(
+        JSON.stringify({
+          time: Date.now(),
+          channel: `${this.types[pair]}.trades`,
+          event: 'subscribe',
+          payload: [pair.split('_').slice(0, 2).join('_')]
+        })
+      )
+    }
+
+    return true
+  }
+
+  /**
+   * Sub
+   * @param {WebSocket} api
+   * @param {string} pair
+   */
+  async unsubscribe(api, pair) {
+    if (!(await super.unsubscribe(api, pair))) {
+      return
+    }
+
+    if (this.types[pair] === 'spot') {
+      api.send(
+        JSON.stringify({
+          method: `trades.unsubscribe`,
+          params: [pair.split('_').slice(0, 2).join('_')]
+        })
+      )
+    } else if (this.types[pair] === 'futures') {
+      api.send(
+        JSON.stringify({
+          time: Date.now(),
+          channel: `${this.types[pair]}.trades`,
+          event: 'unsubscribe',
+          payload: [pair.split('_').slice(0, 2).join('_')]
+        })
+      )
+    }
+
+    return true
+  }
+
+  formatPerpTrade(trade, channel) {
+    return {
+      exchange: this.id,
+      pair: trade.contract + '_' + channel,
+      timestamp: +new Date(trade.create_time_ms),
+      price: +trade.price,
+      size: +(
+        Math.abs(trade.size) * this.multipliers[trade.contract + '_' + channel]
+      ),
+      side: trade.size > 0 ? 'buy' : 'sell'
+    }
+  }
+
+  formatSpotTrade()
+
+  onMessage(event, api) {
+    const json = JSON.parse(event.data)
+
+    if (!json) {
+      return
+    }
+
+    let trades = []
+
+    const { channel, event, result, method, params } = json
+
+    isPerpChannel = () => (
+		channel && channel?.endsWith('trades') && 
+		event && event === 'update' &&
+		result && result?.length
+	)
+
+
+	isSpotChannel = () =>
+		method === 'trades.update' &&
+		Array.isArray(params)
+
+    if (isPerpChannel()) {
+      trades = result.map(trade => this.formatPerpTrade(
+				trade,
+				channel.split('.')[0].toUpperCase()
+			)
+		)
+    } else if ( isSpotChannel() ) {
+      const [contract, tradesData] = params
+      trades = tradesData.map(trade => {
+        return {
+          exchange: this.id,
+          pair: contract + '_SPOT',
+          timestamp: +new Date(
+            parseInt((trade.time * 1000).toString().split('.')[0])
+          ),
+          price: +trade.price,
+          size: +trade.amount,
+          side: trade.type
+        }
+      })
+    }
+    return this.emitTrades(api.id, trades)
+  }
+}
+
+module.exports = GateIO