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host_ws2_process_message.js.html
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<title>host/ws2/process_message.js - Documentation</title>
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href="module-AccumulateDistribute.html#.initState">initState</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onDataManagedBook">onDataManagedBook</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onDataManagedCandles">onDataManagedCandles</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onDataTrades">onDataTrades</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onSelfIntervalTick">onSelfIntervalTick</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onSelfSubmitOrder">onSelfSubmitOrder</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.processParams">processParams</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.scheduleTick">scheduleTick</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.serialize">serialize</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-DefaultErrorHandlers.html">DefaultErrorHandlers</a><ul class='methods'><li data-type='method'><a href="module-DefaultErrorHandlers.html#.onErrorInsufficientBalance">onErrorInsufficientBalance</a></li><li data-type='method'><a href="module-DefaultErrorHandlers.html#.onErrorMinimumSize">onErrorMinimumSize</a></li><li data-type='method'><a href="module-DefaultErrorHandlers.html#.onOrdersOrderError">onOrdersOrderError</a></li></ul></li><li><a href="module-Helpers.html">Helpers</a><ul class='methods'><li data-type='method'><a href="module-Helpers.html#~cancelAllOrdersWithDelay">cancelAllOrdersWithDelay</a></li><li data-type='method'><a href="module-Helpers.html#~cancelOrderWithDelay">cancelOrderWithDelay</a></li><li data-type='method'><a href="module-Helpers.html#~clearAllTimeouts">clearAllTimeouts</a></li><li data-type='method'><a href="module-Helpers.html#~debug">debug</a></li><li data-type='method'><a href="module-Helpers.html#~declareChannel">declareChannel</a></li><li data-type='method'><a href="module-Helpers.html#~declareEvent">declareEvent</a></li><li data-type='method'><a href="module-Helpers.html#~emit">emit</a></li><li data-type='method'><a href="module-Helpers.html#~emitAsync">emitAsync</a></li><li data-type='method'><a href="module-Helpers.html#~emitSelf">emitSelf</a></li><li data-type='method'><a 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href="module-MACrossover.html#.serialize">serialize</a></li><li data-type='method'><a href="module-MACrossover.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-MACrossover.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-OCOCO.html">OCOCO</a><ul class='members'><li data-type='member'><a href="module-OCOCO.html#.generateInitialOrder">generateInitialOrder</a></li><li data-type='member'><a href="module-OCOCO.html#.generateOCOOrder">generateOCOOrder</a></li></ul><ul class='methods'><li data-type='method'><a href="module-OCOCO.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-OCOCO.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-OCOCO.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-OCOCO.html#.initState">initState</a></li><li data-type='method'><a href="module-OCOCO.html#.module.exports">module.exports</a></li><li data-type='method'><a href="module-OCOCO.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-OCOCO.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-OCOCO.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-OCOCO.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-OCOCO.html#.onSelfSubmitInitialOrder">onSelfSubmitInitialOrder</a></li><li data-type='method'><a href="module-OCOCO.html#.onSelfSubmitOCOOrder">onSelfSubmitOCOOrder</a></li><li data-type='method'><a href="module-OCOCO.html#.processParams">processParams</a></li><li data-type='method'><a href="module-OCOCO.html#.serialize">serialize</a></li><li data-type='method'><a href="module-OCOCO.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-OCOCO.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-PingPong.html">PingPong</a><ul class='members'><li data-type='member'><a href="module-PingPong.html#.genPingPongTable">genPingPongTable</a></li></ul><ul class='methods'><li data-type='method'><a href="module-PingPong.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-PingPong.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-PingPong.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-PingPong.html#.initState">initState</a></li><li data-type='method'><a href="module-PingPong.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-PingPong.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-PingPong.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-PingPong.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-PingPong.html#.processParams">processParams</a></li><li data-type='method'><a href="module-PingPong.html#.serialize">serialize</a></li><li data-type='method'><a href="module-PingPong.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-PingPong.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-TWAP.html">TWAP</a><ul class='members'><li data-type='member'><a href="module-TWAP.html#.generateOrder">generateOrder</a></li><li data-type='member'><a href="module-TWAP.html#.getOBPrice">getOBPrice</a></li><li data-type='member'><a href="module-TWAP.html#.getTradePrice">getTradePrice</a></li><li data-type='member'><a href="module-TWAP.html#.hasOBTarget">hasOBTarget</a></li><li data-type='member'><a href="module-TWAP.html#.hasTradeTarget">hasTradeTarget</a></li><li data-type='member'><a href="module-TWAP.html#.isTargetMet">isTargetMet</a></li></ul><ul class='methods'><li data-type='method'><a href="module-TWAP.html#.declareChannels">declareChannels</a></li><li data-type='method'><a href="module-TWAP.html#.declareEvents">declareEvents</a></li><li data-type='method'><a href="module-TWAP.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-TWAP.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-TWAP.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-TWAP.html#.initState">initState</a></li><li data-type='method'><a href="module-TWAP.html#.onDataManagedBook">onDataManagedBook</a></li><li data-type='method'><a href="module-TWAP.html#.onDataTrades">onDataTrades</a></li><li data-type='method'><a href="module-TWAP.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-TWAP.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-TWAP.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-TWAP.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-TWAP.html#.onSelfIntervalTick">onSelfIntervalTick</a></li><li data-type='method'><a href="module-TWAP.html#.processParams">processParams</a></li><li data-type='method'><a href="module-TWAP.html#.serialize">serialize</a></li><li data-type='method'><a href="module-TWAP.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-TWAP.html#.validateParams">validateParams</a></li></ul></li></ul><h3>Events</h3><ul><li><a href="AOHost.html#~event:dataBook">dataBook</a></li><li><a href="AOHost.html#~event:dataCandles">dataCandles</a></li><li><a href="AOHost.html#~event:dataManagedBook">dataManagedBook</a></li><li><a href="AOHost.html#~event:dataManagedCandles">dataManagedCandles</a></li><li><a href="AOHost.html#~event:dataNotification">dataNotification</a></li><li><a href="AOHost.html#~event:dataTicker">dataTicker</a></li><li><a href="AOHost.html#~event:dataTrades">dataTrades</a></li><li><a href="AOHost.html#~event:errorsInsufficientBalance">errorsInsufficientBalance</a></li><li><a href="AOHost.html#~event:errorsMinimumSize">errorsMinimumSize</a></li><li><a href="AOHost.html#~event:lifeStart">lifeStart</a></li><li><a href="AOHost.html#~event:lifeStop">lifeStop</a></li><li><a href="AOHost.html#~event:ordersOrderCancel">ordersOrderCancel</a></li><li><a href="AOHost.html#~event:ordersOrderError">ordersOrderError</a></li><li><a href="AOHost.html#~event:ordersOrderFill">ordersOrderFill</a></li><li><a href="module-AccumulateDistribute.html#~event:selfIntervalTick">selfIntervalTick</a></li><li><a href="module-AccumulateDistribute.html#~event:selfSubmitOrder">selfSubmitOrder</a></li><li><a href="module-Iceberg.html#~event:event:selfSubmitOrders">selfSubmitOrders</a></li><li><a href="module-MACrossover.html#~event:selfSubmitOrder">selfSubmitOrder</a></li><li><a href="module-OCOCO.html#~event:selfSubmitInitialOrder">selfSubmitInitialOrder</a></li><li><a href="module-OCOCO.html#~event:selfSubmitOCOOrder">selfSubmitOCOOrder</a></li><li><a href="module-TWAP.html#~event:selfIntervalTick">selfIntervalTick</a></li></ul><h3>Tutorials</h3><ul><li><a href="tutorial-Architecture.html">Architecture</a></li></ul><h3>Global</h3><ul><li><a href="global.html#defineAlgoOrder">defineAlgoOrder</a></li></ul>
</nav>
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<h1 class="page-title">host/ws2/process_message.js</h1>
<section>
<article>
<pre class="prettyprint source linenums"><code>'use strict'
const debug = require('debug')('bfx:hf:algo:ao-host:ws2:process-message')
module.exports = async (aoHost, msg = {}) => {
const { triggerGlobalEvent, triggerOrderEvent } = aoHost
const { type, args } = msg
switch (type) {
case 'open': {
debug('process %s', type)
await aoHost.emit('open')
break
}
case 'auth:success': {
debug('process %s', type)
const [packet, meta] = args
await aoHost.emit('auth:success', packet, meta)
break
}
case 'auth:error': {
debug('process %s', type)
const [packet, meta] = args
await aoHost.emit('auth:error', packet, meta)
break
}
case 'auth:n': {
debug('process %s', type)
const [packet, meta] = args
await aoHost.emit('auth:n', packet, meta)
break
}
case 'order:snapshot': {
debug('process %s', type)
const [orders] = args
await triggerGlobalEvent('orders', 'order_snapshot', orders)
break
}
case 'order:new': {
const [order] = args
const { amount, amountOrig, price, status } = order
debug(
'process %s [%f/%f @ %f %s]',
type, amount, amountOrig, price, status
)
await triggerOrderEvent('orders', 'order_new', order)
if (status.match(/PARTIALLY/)) {
await triggerOrderEvent('orders', 'order_fill', order)
}
break
}
case 'order:update': {
const [order] = args
const { amount, amountOrig, price, status } = order
debug(
'process %s [%f/%f @ %f %s]',
type, amount, amountOrig, price, status
)
await triggerOrderEvent('orders', 'order_update', order)
if (status.match(/PARTIALLY/)) {
await triggerOrderEvent('orders', 'order_fill', order)
}
break
}
case 'order:close': {
const [order] = args
const { amount, amountOrig, price, status } = order
debug(
'process %s [%f/%f @ %f %s]',
type, amount, amountOrig, price, status
)
await triggerOrderEvent('orders', 'order_close', order)
if (status.match(/CANCELED/)) {
/**
* Triggered on atomic order cancellation
*
* @event AOHost~ordersOrderCancel
* @param {object} order - the order that was cancelled
*/
await triggerOrderEvent('orders', 'order_cancel', order)
} else {
/**
* Triggered on atomic order fill
*
* @event AOHost~ordersOrderFill
* @param {object} order - the order that was filled
*/
await triggerOrderEvent('orders', 'order_fill', order)
}
break
}
case 'order:error': {
const [order] = args
/**
* Triggered on a generic order error
*
* @event AOHost~ordersOrderError
* @param {object} order - the order that caused the error
*/
await triggerOrderEvent('orders', 'order_error', order)
break
}
case 'trades': {
debug('process %s', type)
const [trades] = args
await triggerGlobalEvent('data', 'trades', trades)
break
}
case 'book': {
debug('process %s', type)
const [update] = args
await triggerGlobalEvent('data', 'book', update)
break
}
default: {
debug('unknown ws event: %s [%j]', type, args)
}
}
}
</code></pre>
</article>
</section>
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