Add exchange GMO Coin

.github/workflows/node.yml

@@ -62,6 +62,7 @@ jobs:
           - ftx-us
           - gateio
           - gemini
+          - gmocoin
           - hitbtc
           - huobi
           - huobi-futures

README.md

@@ -76,6 +76,7 @@ binance.subscribeLevel2Snapshots(market);
 | FTX US                 | 1   | FtxUs               | ✓ | ✓ | -        | -                  | ✓\*        | -                  | -                 |
 | Gate.io                | 3   | Gateio              | ✓ | ✓ | -        | -                  | ✓\*        | -                  | -                 |
 | Gemini                 | 1   | Gemini              | -        | ✓ | -        | -                  | ✓\*        | -                  | -                 |
+| GMOCoin                | 1   | GMOCoin             | ✓ | ✓ | -        | ✓           | -                 | -                  | -                 |
 | HitBTC                 | 2   | HitBTC              | ✓ | ✓ | ✓ | -                  | ✓\*        | -                  | -                 |
 | Huobi Global           | 1   | Huobi               | ✓ | ✓ | ✓ | ✓           | -                 | -                  | -                 |
 | Huobi Global Futures   | 1   | HuobiFutures        | ✓ | ✓ | ✓ | ✓           | ✓\*        | -                  | -                 |

__tests__/exchanges/gmocoin-client.spec.js

@@ -0,0 +1,74 @@
+const { testClient } = require("../test-runner");
+const GMOCoinClient = require("../../src/exchanges/gmocoin-client");
+
+testClient({
+  clientFactory: () => new GMOCoinClient(),
+  clientName: "GMOCoinClient",
+  exchangeName: "GMOCoin",
+  markets: [
+    {
+      id: "BTC",
+      base: "BTC",
+      quote: "JPY",
+    },
+    {
+      id: "ETH",
+      base: "ETH",
+      quote: "JPY",
+    },
+    {
+      id: "BCH",
+      base: "BCH",
+      quote: "JPY",
+    },
+    {
+      id: "LTC",
+      base: "LTC",
+      quote: "JPY",
+    },
+    {
+      id: "XRP",
+      base: "XRP",
+      quote: "JPY",
+    },
+  ],
+
+  testConnectEvents: true,
+  testDisconnectEvents: true,
+  testReconnectionEvents: true,
+  testCloseEvents: true,
+
+  hasTickers: true,
+  hasTrades: true,
+  hasCandles: false,
+  hasLevel2Snapshots: true,
+  hasLevel2Updates: false,
+  hasLevel3Snapshots: false,
+  hasLevel3Updates: false,
+
+  ticker: {
+    hasTimestamp: true,
+    hasLast: true,
+    hasOpen: false,
+    hasHigh: true,
+    hasLow: true,
+    hasVolume: true,
+    hasQuoteVolume: false,
+    hasChange: false,
+    hasChangePercent: false,
+    hasBid: true,
+    hasBidVolume: false,
+    hasAsk: true,
+    hasAskVolume: false,
+  },
+
+  trade: {
+    hasTradeId: false,
+  },
+
+  l2snapshot: {
+    hasTimestampMs: true,
+    hasSequenceId: false,
+    hasCount: false,
+  },
+});

src/exchanges/gmocoin-client.js

@@ -0,0 +1,220 @@
+const BasicClient = require("../basic-client");
+const { throttle } = require("../flowcontrol/throttle");
+const Ticker = require("../ticker");
+const Trade = require("../trade");
+const Level2Point = require("../level2-point");
+const Level2Snapshot = require("../level2-snapshot");
+const moment = require("moment");
+
+class GMOCoinClient extends BasicClient {
+  constructor({
+    wssPath = "wss://api.coin.z.com/ws/public/v1",
+    throttleMs = 1000,
+    watcherMs,
+  } = {}) {
+    super(wssPath, "GMOCoin", undefined, watcherMs);
+
+    this.hasTickers = true;
+    this.hasTrades = true;
+    this.hasLevel2Snapshots = true;
+    this._send = throttle(this._send.bind(this), throttleMs);
+  }
+
+  _send(message) {
+    this._wss.send(message);
+  }
+  _sendPong(id) {
+    this._send(JSON.stringify({ pong: id }));
+  }
+
+  _sendSubTicker(remote_id) {
+    this._send(
+      JSON.stringify({
+        command: "subscribe",
+        channel: "ticker",
+        symbol: remote_id,
+      })
+    );
+  }
+
+  _sendUnsubTicker(remote_id) {
+    this._send(
+      JSON.stringify({
+        command: "unsubscribe",
+        channel: "ticker",
+        symbol: remote_id,
+      })
+    );
+  }
+
+  _sendSubTrades(remote_id) {
+    this._send(
+      JSON.stringify({
+        command: "subscribe",
+        channel: "trades",
+        symbol: remote_id,
+        // option:'TAKER_ONLY'
+      })
+    );
+  }
+
+  _sendUnsubTrades(remote_id) {
+    this._send(
+      JSON.stringify({
+        command: "unsubscribe",
+        channel: "trades",
+        symbol: remote_id,
+        // option:'TAKER_ONLY'
+      })
+    );
+  }
+
+  _sendSubLevel2Snapshots(remote_id) {
+    this._send(
+      JSON.stringify({
+        command: "subscribe",
+        channel: "orderbooks",
+        symbol: remote_id,
+      })
+    );
+  }
+
+  _sendUnsubLevel2Snapshots(remote_id) {
+    this._send(
+      JSON.stringify({
+        command: "unsubscribe",
+        channel: "orderbooks",
+        symbol: remote_id,
+      })
+    );
+  }
+
+  _onMessage(raw) {
+    let msg = JSON.parse(raw);
+
+    if (msg.ping) {
+      this._sendPong(msg.ping);
+      return;
+    }
+
+    // tickers
+    if (msg.channel === "ticker") {
+      let market = this._tickerSubs.get(msg.symbol);
+      if (!market) return;
+
+      let ticker = this._constructTicker(msg, market);
+      this.emit("ticker", ticker, market);
+      return;
+    }
+
+    // trade
+    if (msg.channel === "trades") {
+      let market = this._tradeSubs.get(msg.symbol);
+      if (!market) return;
+
+      let trade = this._constructTrade(msg, market);
+      this.emit("trade", trade, market);
+      return;
+    }
+
+    // l2 snapshot
+    if (msg.channel === "orderbooks") {
+      let market = this._level2SnapshotSubs.get(msg.symbol);
+      if (!market) return;
+
+      let snapshot = this._constructLevel2Snapshot(msg, market);
+      this.emit("l2snapshot", snapshot, market);
+      return;
+    }
+  }
+
+  _onClosing() {
+    this._sendMessage.cancel();
+    super._onClosing();
+  }
+
+  /**
+   * Response example:
+   * {
+   *    "channel":"ticker",
+   *    "ask": "750760",
+   *    "bid": "750600",
+   *    "high": "762302",
+   *    "last": "756662",
+   *    "low": "704874",
+   *    "symbol": "BTC",
+   *    "timestamp": "2018-03-30T12:34:56.789Z",
+   *    "volume": "194785.8484"
+   * }
+   */
+  _constructTicker(msg, market) {
+    let { ask, bid, high, last, low, timestamp, volume } = msg;
+    return new Ticker({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      timestamp: moment.utc(timestamp).valueOf(),
+      last: last,
+      high: high,
+      low: low,
+      volume: volume,
+      bid,
+      ask,
+    });
+  }
+
+  /**
+   * Response example:
+   * {
+   *    "channel":"trades",
+   *    "price": "750760",
+   *    "side": "BUY",
+   *    "size": "0.1",
+   *    "timestamp": "2018-03-30T12:34:56.789Z",
+   *    "symbol": "BTC"
+   * }
+   */
+  _constructTrade(datum, market) {
+    let { price, side, size, timestamp } = datum;
+    let unix = moment(timestamp).valueOf();
+    return new Trade({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      side: side.toLowerCase(),
+      unix,
+      price: price,
+      amount: size,
+    });
+  }
+
+  /**
+   * Response example:
+   * {
+   *    "channel":"orderbooks",
+   *    "asks": [
+   *        {"price": "455659","size": "0.1"},
+   *        {"price": "455658","size": "0.2"}
+   *    ],
+   *    "bids": [
+   *        {"price": "455665","size": "0.1"},
+   *        {"price": "455655","size": "0.3"}
+   *    ],
+   *    "symbol": "BTC",
+   *    "timestamp": "2018-03-30T12:34:56.789Z"
+   * }
+   */
+  _constructLevel2Snapshot(msg, market) {
+    let asks = msg.asks.map(p => new Level2Point(p.price, p.size));
+    let bids = msg.bids.map(p => new Level2Point(p.price, p.size));
+    return new Level2Snapshot({
+      exchange: this._name,
+      base: market.base,
+      quote: market.quote,
+      timestampMs: moment.utc(msg.timestamp).valueOf(),
+      asks,
+      bids,
+    });
+  }
+}
+module.exports = GMOCoinClient;

src/index.js

@@ -14,6 +14,7 @@ const ethfinex = require("./exchanges/ethfinex-client");
 const ftx = require("./exchanges/ftx-client");
 const gateio = require("./exchanges/gateio-client");
 const gemini = require("./exchanges/gemini-client");
+const gmocoin = require("./exchanges/gmocoin-client");
 const hitbtc = require("./exchanges/hitbtc-client");
 const huobi = require("./exchanges/huobi-client");
 const kucoin = require("./exchanges/kucoin-client");
@@ -42,6 +43,7 @@ module.exports = {
   ftx,
   gateio,
   gemini,
+  gmocoin,
   hitbtc,
   hitbtc2: hitbtc,
   huobi,
@@ -79,6 +81,7 @@ module.exports = {
   FtxUs: require("./exchanges/ftx-us-client"),
   Gateio: gateio,
   Gemini: gemini,
+  GMOCoin: gmocoin,
   HitBTC: hitbtc,
   Huobi: huobi,
   HuobiFutures: require("./exchanges/huobi-futures-client"),