const { streamNormalized, normalizeBookChanges, combine,
compute, computeBookSnapshots } = require('tardis-dev')
const exchangesToStream = [
{
exchange: 'bitmex',
symbols: ['XBTUSD']
},
{
exchange: 'deribit',
symbols: ['BTC-PERPETUAL']
},
{
exchange: 'cryptofacilities',
symbols: ['PI_XBTUSD']
}
]
const realTimeStreams = exchangesToStream.map(e => {
return streamNormalized(e, normalizeBookChanges)
})
const messages = combine(...realTimeStreams)
const realTimeQuoteComputable = computeBookSnapshots({
depth: 1,
interval: 0,
name: 'realtime_quote'
})
const messagesWithQuotes = compute(messages, realTimeQuoteComputable)
const spreads = {}
// print spreads info every 100ms
setInterval(() => {
console.clear()
console.log(spreads)
}, 100)
async function run() {
// update spread info real-time
for await (const message of messagesWithQuotes) {
if (message.type === 'book_snapshot') {
spreads[message.exchange] = {
spread: message.asks[0].price - message.bids[0].price,
bestBid: message.bids[0],
bestAsk: message.asks[0]
}
}
}
}
run()
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