Bitfinex extension PR

conf-sample.js

@@ -43,6 +43,12 @@ c.bittrex.secret = 'YOUR-SECRET'
 // please note that this might change in the future.
 // please note that bittrex API is limited, you cannot use backfills or sims (paper/live trading only)
 
+// to enable Bitfinex trading, enter your API credentials:
+c.bitfinex = {}
+c.bitfinex.key = 'YOUR-API-KEY'
+c.bitfinex.secret = 'YOUR-SECRET'
+// May use 'exchange' or 'trading' wallet balances. However margin trading may not work...read the API documentation.
+c.bitfinex.wallet = 'exchange'
 
 // Optional stop-order triggers:
 

extensions/exchanges/bitfinex/_codemap.js

@@ -0,0 +1,6 @@
+module.exports = {
+  _ns: 'zenbot',
+
+  'exchanges.bitfinex': require('./exchange'),
+  'exchanges.list[]': '#exchanges.bitfinex'
+}

extensions/exchanges/bitfinex/exchange.js

@@ -0,0 +1,241 @@
+const BFX = require('bitfinex-api-node')
+var _ = require('lodash')
+  , path = require('path')
+  , n = require('numbro')
+
+module.exports = function container (get, set, clear) {
+  var c = get('conf')
+
+  var public_client, authed_client
+
+  function publicClient () {
+    if (!public_client) public_client = new BFX(null,null, {version: 1}).rest
+    return public_client
+  }
+
+  function authedClient () {
+    if (!authed_client) {
+    if (!c.bitfinex || !c.bitfinex.key || c.bitfinex.key === 'YOUR-API-KEY') {
+      throw new Error('please configure your Bitfinex credentials in ' + path.resolve(__dirname, 'conf.js'))
+    }
+    authed_client = new BFX(c.bitfinex.key, c.bitfinex.secret, {version: 1}).rest
+  }
+  return authed_client
+  }
+
+  function joinProduct (product_id) {
+    return product_id.split('-')[0] + '' + product_id.split('-')[1]
+  }
+
+  function retry (method, args) {
+    if (method !== 'getTrades') {
+      console.error(('\nBitfinex API is down! unable to call ' + method + ', retrying in 10s').red)
+    }
+    setTimeout(function () {
+      exchange[method].apply(exchange, args)
+    }, 10000)
+  }
+
+  var orders = {}
+  var exchange = {
+    name: 'bitfinex',
+  //    historyScan: 'backward',
+    makerFee: 0.1,
+    takerFee: 0.2,
+
+    getProducts: function () {
+      return require('./products.json')
+    },
+
+    getTrades: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = publicClient()
+      var args = joinProduct(opts.product_id)
+      client.trades(args, function (err, body) {
+        if (err) return retry('getTrades', func_args, err)
+        var trades = body.map(function(trade) {
+          return {
+            trade_id: trade.tid,
+            time: n(trade.timestamp).multiply(1000).value(),
+            size: Number(trade.amount),
+            price: Number(trade.price),
+            side: trade.type
+          }
+        })
+        cb(null, trades)
+      })
+    },
+
+    getBalance: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      client.wallet_balances(function (err, body) {
+        if (err) return retry('getBalance', func_args, err)
+        var balance = {asset: 0, currency: 0}
+        var accounts = _(body).filter(function (body) { return body.type === c.bitfinex.wallet }).forEach(function (account) {
+          if (account.currency.toUpperCase() === opts.currency) {
+            balance.currency = account.amount
+            balance.currency_hold = (account.amount - account.available)
+          }
+          else if (account.currency.toUpperCase() === opts.asset) {
+            balance.asset = account.amount
+            balance.asset_hold = (account.amount - account.available)
+          }
+        })
+        cb(null, balance)
+      })
+    },
+
+    getQuote: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = publicClient()
+      var pair = joinProduct(opts.product_id)
+      client.ticker(pair, function (err, body) {
+        if (err) return retry('getQuote', func_args, err)
+        cb(null, { bid : body.bid, ask : body.ask })
+      })
+    },
+
+    cancelOrder: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      client.cancel_order(opts.order_id, function (err, body) {
+        if (err) return retry('cancelOrder', func_args, err)
+        cb()
+      })
+    },
+
+    buy: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      if (c.bitfinex.wallet === 'exchange' && typeof opts.order_type === 'maker') {
+        opts.type = 'exchange limit'
+      }
+      else if (c.bitfinex.wallet === 'exchange' && typeof opts.order_type === 'taker') {
+        opts.type = 'exchange market'
+      }
+      if (typeof opts.post_only === 'undefined') {
+         opts.post_only = true
+       }
+      var symbol = joinProduct(opts.product_id)
+      var amount = opts.size
+      var price = opts.price
+      var exchange = 'bitfinex'
+      var side = 'buy'
+      var type = opts.type
+      var is_hidden = false
+      var is_postonly = opts.post_only
+      var params = {
+        symbol,
+        amount,
+        price,
+        exchange,
+        side,
+        type,
+        is_hidden,
+        is_postonly
+      }
+      client.make_request('order/new', params, function (err, body) {
+        var order = {
+          id: body && body.is_live === true ? body.id : null,
+          status: 'open',
+          price: opts.price,
+          size: opts.size,
+          post_only: !!opts.post_only,
+          created_at: new Date().getTime(),
+          filled_size: '0'
+        }
+        if (err && err.match(/Error: Invalid order: not enough exchange balance$/)) {
+          status: 'rejected'
+          reject_reason: 'balance'
+          return cb(null, order)
+        }
+        if (err) return retry('buy', func_args, err)
+        orders['~' + body.id] = order
+        cb(null, order)
+      })
+    },
+
+    sell: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      if (c.bitfinex.wallet === 'exchange' && typeof opts.order_type === 'maker') {
+        opts.type = 'exchange limit'
+      }
+      else if (c.bitfinex.wallet === 'exchange' && typeof opts.order_type === 'taker') {
+        opts.type = 'exchange market'
+      }
+      if (typeof opts.post_only === 'undefined') {
+         opts.post_only = true
+       }
+      var symbol = joinProduct(opts.product_id)
+      var amount = opts.size
+      var price = opts.price
+      var exchange = 'bitfinex'
+      var side = 'sell'
+      var type = opts.type
+      var is_hidden = false
+      var is_postonly = opts.post_only
+      var params = {
+        symbol,
+        amount,
+        price,
+        exchange,
+        side,
+        type,
+        is_hidden,
+        is_postonly
+      }
+      client.make_request('order/new', params, function (err, body) {
+        var order = {
+          id: body && body.is_live === true ? body.id : null,
+          status: 'open',
+          price: opts.price,
+          size: opts.size,
+          post_only: !!opts.post_only,
+          created_at: new Date().getTime(),
+          filled_size: '0'
+        }
+        if (err && err.match(/Error: Invalid order: not enough exchange balance$/)) {
+          status: 'rejected'
+          reject_reason: 'balance'
+          return cb(null, order)
+        }
+        if (err) return retry('sell', func_args, err)
+        orders['~' + body.id] = order
+        cb(null, order)
+      })
+    },
+
+    getOrder: function (opts, cb) {
+      var func_args = [].slice.call(arguments)
+      var order = orders['~' + opts.order_id]
+      var client = authedClient()
+      client.order_status(opts.order_id, function (err, body) {
+        if (err) return retry('getOrder', func_args, err)
+        if (!body.id) {
+          return cb('Order not found')
+        }
+        if (body.is_cancelled  === true && body.is_live === false) {
+          order.status = 'rejected'
+          order.reject_reason = 'post only'
+          order.done_at = new Date().getTime()
+          return cb(null, order)
+        }
+        if (body.is_live === false) {
+          order.status = 'done'
+          order.done_at = new Date().getTime()
+          order.filled_size = body.original_amount - body.executed_amount
+          return cb(null, order)
+        }
+        cb(null, order)
+      })
+    },
+
+    // return the property used for range querying.
+    getCursor: function (trade) {
+      return trade.trade_id
+    }
+  }
+  return exchange
+  }