e9beYgRa

1global.Promise = require('bluebird');
2const FTXRest = require('./');
3const FTXWs = require('ftx-api-ws');
4const now = require('performance-now');
5const BitMEXClient = require('./indexBitmex');
6var FTXbidPrice = 0;
7
8var FTXaskPrice = 0;
9
10const ftxws = new FTXWs({
11    key: "3kLzV-WdA0y2tDInH9PA9oCmcbJG7KolLIZ75DFg",
12    secret: "dSO5vqNoNCMI_-OsP5rMGrgOnGfU2DdYOR0fNPls",
13    subaccount: "btcarb"
14});
15
16var FTX_KEY = "3kLzV-WdA0y2tDInH9PA9oCmcbJG7KolLIZ75DFg";
17var FTX_SECRET = "dSO5vqNoNCMI_-OsP5rMGrgOnGfU2DdYOR0fNPls";
18var FTX_SUBACCOUNT = "btcarb";
19
20const ftx = new FTXRest({
21    key: "3kLzV-WdA0y2tDInH9PA9oCmcbJG7KolLIZ75DFg",
22    secret: "dSO5vqNoNCMI_-OsP5rMGrgOnGfU2DdYOR0fNPls",
23    subaccount: "btcarb"
24});
25
26const bitmex = new BitMEXClient({
27    testnet: false,
28    apiKeyID: "0nMEd5ag0emj5eBLSe8pNtWg",
29    apiKeySecret: "uLACu8ZZc7gYiDAOBx60yCbsglRMLlbqGwE6vsY4UValF_7Y",
30    maxTableLen: 100,
31});
32
33var api = new API({key:"3kLzV-WdA0y2tDInH9PA9oCmcbJG7KolLIZ75DF", secret:"dSO5vqNoNCMI_-OsP5rMGrgOnGfU2DdYOR0fNPls", subaccount:"btcarb"});
34
35import API from './api';
36import FIXParser, {
37    Field,
38    Fields,
39    Messages,
40    Side,
41    OrderTypes,
42    HandlInst,
43    TimeInForce,
44    EncryptMethod
45} from './fixparser/fixparser.js';
46
47api.ftxFix.connect();
48const sleep = ms => new Promise(r => setTimeout(r, ms));
49sleep(5000);
50
51bitmex.on('error', console.error);
52bitmex.on('open', () => console.log('Connection opened.'));
53bitmex.on('close', () => console.log('Connection closed.'));
54bitmex.on('initialize', () => console.log('Client initialized, data is flowing.'));
55
56bitmex.addStream('XBTUSD', 'trade', data => {
57    try {
58        for (let t = data.length - 1; t >= 0; t--) {
59           
60		   if(data[t].size >= 20000 && api.ftxFix.connected == true)
61		   {
62			   for(var i = 0; i<50; i++)
63			   {
64				sendOrderFIX("sell", "BTC-PERP", FTXaskPrice+100, 0.01, false, true);
65				sendOrderFIX("buy", "BTC-PERP", FTXbidPrice-100, 0.01, false, true);
66			   }
67		   }
68		   else if ( api.ftxFix.connected == false)
69		   {
70			  // api.ftxFix.connect();
71		   }
72        }		
73    } catch (e) {
74
75        console.error('trade ' + e);
76    }
77});
78
79
80async function WSstart() {
81    await ftxws.connect();
82    ftxws.subscribe('ticker', 'BTC-PERP');
83    ftxws.on('BTC-PERP::ticker', function(e) {
84        try {
85            if (e.bidSize < 4) {
86                FTXbidPrice = e.bid - 1;
87            } else {
88                FTXbidPrice = e.bid;
89            }
90            if (e.askSize < 4) {
91                FTXaskPrice = e.ask + 1;
92            } else {
93                FTXaskPrice = e.ask;
94            }
95        } catch (e) {
96            console.error('BTC-PERP::ticker ' + e);
97        }
98    });
99
100
101}
102
103WSstart();
104
105
106
107async function sendOrderFIX(side, market, price, size, postOnly, ioc) {
108    try {
109        const start = now();
110        const result = await api.ftxFix.placeOrder(side, market, price, size, postOnly, ioc);
111        const end = now();
112        console.log("SentOrderFIX took", (end - start).toFixed(5));
113    } catch (err) {
114        console.log('sendOrderFIX ', err);
115    }
116}