Awesome

CryptoCurrency eXchange WebSockets

A JavaScript library for connecting to realtime public APIs on all cryptocurrency exchanges.

ccew can be used by those wishing to use a standardized eventing interface for connection to these public APIs. Currently ccew support trade and orderbook events. Support for tickers and candle events will be added in the future.

The ccew socket client performs automatic reconnection when there are disconnections. It also has silent reconnection logic to assist when no data has been seen by the client, but the socket remains open.

ccew uses similar market structures to those generated by the CCXT library. This allows interoperability between the RESTful interfaces provided by CCXT and the realtime interfaces provided by ccew.

Getting Started

Install ccew

npm install ccew

Create a new client for an exchange. Subscribe to the events that you want to listen to by supplying a market.

const ccew = require("ccew");
const binance = new ccew.Binance();

// market could be from CCXT or genearted by the user
const market = {
  id: "ADABTC", // remote_id used by the exchange
  base: "ADA", // standardized base symbol for Cardano
  quote: "BTC", // standardized quote symbol for Bitcoin
};

// handle trade events
binance.on("trade", trade => console.log(trade));

// handle level2 orderbook snapshots
binance.on("l2snapshot", snapshot => console.log(snapshot));

// subscribe to trades
binance.subscribeTrades(market);

// subscribe to level2 orderbook snapshots
binance.subscribeLevel2Snapshots(market);

Exchanges

Exchange	Class	Ticker	Trades	OB-L2 Snapshot	OB-L2 Updates	OB-L3 Snapshot	OB-L3 Updates
Binance	binance	Support	Support	Support	Support	-	-
Bitfinex	bitfinex	Support	Support	-	Support*	-	Support*
bitFlyer	bitflyer	Support	Support	-	Support	-	-
BitMEX	bitmex		Support	-	Support*	-	-
Bitstamp	bitstamp	-	Support	Support	Support	-	Support
Bittrex	bittrex	Support	Support	-	Support*	-	-
GDAX	gdax	Support	Support	-	Support*	-	Support
Gemini	gemini	-	Support	-	Support*	-	-
HitBTC	hitbtc	Support	Support	-	Support*	-	-
Huobi	huobi	Support	Support	Support	-	-	-
OKEx	okex	Support	Support	Support	Support	-	-
Poloniex	poloniex	Support	Support	-	Support*	-	-

Notes:

Support*: Broadcasts a snapshot event at startup

Definitions

Trades - A maker/taker match has been made. Broadcast as an aggregated event.

Orderbook level 2 - has aggregated price points for bids/asks that include the price and total volume at that point. Some exchange may include the number of orders making up the volume at that price point.

Orderbook level 3 - this is the most granual order book information. It has raw order information for bids/asks that can be used to build aggregated volume information for the price points.

API

`Market`

Markets are used as input to many of the client functions. Markets can be generated and stored by you the developer or loaded from the CCXT library.

The following properties are used by ccew.

id: string - the identifier used by the remote exchange
base: string - the normalized base symbol for the market
quote: string - the normalized quote symbol for the market

`Client`

A websocket client that connects to a specific exchange. There is an implementation of this class for each exchange that governs the specific rules for managing the realtime connections to the exchange. You must instantiate the specific exchanges client to conncet to the exchange.

const binance = new ccew.Binance();
const gdax = new ccew.GDAX();

Properties

`reconnectIntervalMs: int` - default 90000

Property that controls silent socket drop checking. This will enable a check at the reconnection interval that looks for ANY broadcast message from the server. If there has not been a message since the last check a reconnection (close, connect) operation is performed. This property must be set before the first subscription (and subsequent connection).

Events

Subscribe to events by addding an event handler to the client .on(<event>) method of the client. Multiple event handlers can be added for the same event.

Once an event handler is attached you can start the stream using the subscribe<X> methods.

binance.on("trades", trade => console.log(trade));
binance.on("l2snapshot", snapshot => console.log(snapshot));

`ticker: Ticker`

Fired when a ticker update is received. Returns an instance of Ticker.

`trade: Trade`

Fired when a trade is received. Returns an instance of Trade.

`l2snapshot: Level2Snapshot`

Fired when a orderbook level 2 snapshot is received. Returns an instance of Level2Snapshot.

The level of detail will depend on the specific exchange and may include 5/10/20/50/100/1000 bids and asks.

This event is also fired when subscribing to the l2update event on many exchanges.

`l2update: Level2Update`

Fired when a orderbook level 2 update is recieved. Returns an instance of Level2Update.

Subscribing to this event may trigger an initial l2snapshot event for many exchanges.

`l3snapshot: Level3Snapshot`

Fired when a orderbook level 3 snapshot is received. Returns an instance of Level3Snapshot.

`l3update: Level3Update` - orderbook level 3 Update

Fired when a level 3 update is recieved. Returns an instance of Level3Update.

Methods

`subscribeTicker(market): void`

Subscribes to a ticker feed for a market. This method will cause the client to emit ticker events that have a payload of the Ticker object.

`unsubscribeTicker(market): void`

Unsubscribes from a ticker feed for a market.

`subscribeTrades(market): void`

Subscribes to a trade feed for a market. This method will cause the client to emit trade events that have a payload of the Trade object.