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const { streamNormalized, normalizeTrades } = require('tardis-dev')
const customBinanceTradesMapper = {
canHandle(message) {
return message.stream.endsWith('@aggTrade')
},
getFilters(symbols) {
if (symbols !== undefined) {
symbols = symbols.map(s => s.toLocaleLowerCase())
}
// binance api expects all symbols to be lower cased
return [
{
channel: 'aggTrade',
symbols
}
]
},
*map(message, localTimestamp) {
const binanceAggTrade = message.data
yield {
type: 'trade',
symbol: binanceAggTrade.s,
exchange: 'binance',
id: String(binanceAggTrade.a),
price: Number(binanceAggTrade.p),
amount: Number(binanceAggTrade.q),
side: binanceAggTrade.m ? 'sell' : 'buy',
timestamp: new Date(binanceAggTrade.T),
localTimestamp: localTimestamp
}
}
}
const normalizeTradesWithBinancePatch = exchange => {
if (exchange === 'binance') {
return customBinanceTradesMapper
}
return normalizeTrades(exchange)
}
async function run() {
const messages = streamNormalized(
{
exchange: 'binance',
symbols: ['btcusdt']
},
normalizeTradesWithBinancePatch
)
for await (const message of messages) {
console.log(message)
}
}
run()
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