binance-futures-connector - npm Package Compare versions

Comparing version 1.4.1 to 1.4.2

package.json

 {
   "name": "binance-futures-connector",
-  "version": "1.4.1",
+  "version": "1.4.2",
   "description": "binance-futures-spot 币安-合约+现货-sdk,持续更新,欢迎PR一起完善。微信:wkc19891",
@@ -19,2 +19,3 @@ "main": "src/index.js",
     "axios": "^0.25.0",
+    "decimal.js": "^10.4.2",
     "https-proxy-agent": "^5.0.0",
@@ -21,0 +22,0 @@ "node-localstorage": "^2.2.1",

src/modules/talib.js

@@ -1,2 +0,2 @@
-
+const Decimal = require('decimal.js');
 const Std = {
@@ -748,2 +748,85 @@ _skip: function (arr, period) {
 
+/**
+ * SAR 抛物线指标 标识趋势 以及 趋势反转 TA.SAR(数据,加速步长,最大加速因子,初始因子) 默认为(0.02,0.2,0.02)。
+ * @param {*} records 
+ * @param {*} accelerationStep
+ * @param {*} maxAccelerationFactor
+ * @param {*} initialFactor
+ * @returns 
+ */
+const SAR2 = (records, accelerationStep, maxAccelerationFactor, initialFactor) => {
+    accelerationStep = typeof (accelerationStep) === 'undefined' ? 0.02 : Number(accelerationStep);
+    maxAccelerationFactor = typeof (maxAccelerationFactor) === 'undefined' ? 0.2 : Number(maxAccelerationFactor);
+    initialFactor = typeof (initialFactor) === 'undefined' ? 0.02 : Number(initialFactor);
+    let length = records.length;
+    let results = Std._zeros(length);
+    var q0 = "";
+    if (length == 0) {
+        return results;
+    } else {
+        q0 = records[0]
+    }
+    let accelerationFactor = initialFactor;
+    let extremePoint = q0.High;
+    let priorSar = q0.Low;
+    let isRising = true;
+    // let _sar = 0;
+    for (let i = 0; i < length; i++) {
+        if (i == 0) {
+            continue;
+        }
+        let q = records[i];
+        if (isRising) {
+            let sar = priorSar + (accelerationFactor * (extremePoint - priorSar));
+            sar = new Decimal(extremePoint).sub(new Decimal(priorSar)).mul(new Decimal(accelerationFactor)).add(new Decimal(priorSar)).toNumber();
+            // SAR cannot be higher than last two lows
+            if (i >= 2) {
+                let minLastTwo = Math.min(records[i - 1].Low, records[i - 2].Low);
+                sar = Math.min(sar, minLastTwo);
+            }
+            //turn down
+            if (q.Low < sar) {
+                results[i] = extremePoint;
+                isRising = false;
+                accelerationFactor = initialFactor;
+                extremePoint = q.Low;
+            } else {
+                results[i] = sar;
+                // new high extreme point
+                if (q.High > extremePoint) {
+                    extremePoint = q.High;
+                    accelerationFactor = Math.min(accelerationFactor + accelerationStep, maxAccelerationFactor)
+                }
+            }
+        } else {
+            //was fail
+            let sar = priorSar - (accelerationFactor * (priorSar - extremePoint));
+            sar = new Decimal(priorSar).sub((new Decimal(priorSar).sub(new Decimal(extremePoint)).mul(new Decimal(accelerationFactor))));
+            // SAR cannot be lower than last two highs
+            if (i >= 2) {
+                let maxLastTwo = Math.max(records[i - 1].High, records[i - 2].High);
+                sar = Math.max(sar, maxLastTwo);
+            }
+            // turn up
+            if (q.High > sar) {
+                results[i] = extremePoint;
+                isRising = true;
+                accelerationFactor = initialFactor;
+                extremePoint = q.High;
+            }
+            // continue falling
+            else {
+                results[i] = sar;
+                // new low extreme point
+                if (q.Low < extremePoint) {
+                    extremePoint = q.Low;
+                    accelerationFactor = Math.min(accelerationFactor + accelerationStep, maxAccelerationFactor);
+                }
+            }
+        }
+        priorSar = results[i];
+    }
+    return results;
+}
+
 module.exports = {
@@ -765,4 +848,5 @@ Highest,
     getDate,
-    SAR
+    SAR,
+    SAR2
 }
 

src/test/test.js

@@ -8,90 +8,90 @@ const { Future, TA, Sleep, _G, _N, Log, LogProfit, DateFormat, buy, sell, buy_close, sell_close } = require('../index')
 
-/**
- * 记录收益 打印收益曲线
- */
-async function PrintProfit() {
-    //记录10次收益
-    for (let i = 0; i < 10; i++) {
-        LogProfit(i + 1000)
-        await Sleep(200)//休息0.2秒
-    }
-    console.log(LogProfit())
-    LogProfit(null)//重置收益曲线
-    console.log('重置收益曲线', LogProfit())
-    // ``` 打印输出接口
-    // [
-    //     { income: 1000, time: '2022-11-27 10:39:07' },
-    //     { income: 1001, time: '2022-11-27 10:39:07' },
-    //     { income: 1002, time: '2022-11-27 10:39:08' },
-    //     { income: 1003, time: '2022-11-27 10:39:08' },
-    //     { income: 1004, time: '2022-11-27 10:39:08' },
-    //     { income: 1005, time: '2022-11-27 10:39:08' },
-    //     { income: 1006, time: '2022-11-27 10:39:08' },
-    //     { income: 1007, time: '2022-11-27 10:39:09' },
-    //     { income: 1008, time: '2022-11-27 10:39:09' },
-    //     { income: 1009, time: '2022-11-27 10:39:09' }
-    // ]
-    // ```
-}
-PrintProfit()
+// /**
+//  * 记录收益 打印收益曲线
+//  */
+// async function PrintProfit() {
+//     //记录10次收益
+//     for (let i = 0; i < 10; i++) {
+//         LogProfit(i + 1000)
+//         await Sleep(200)//休息0.2秒
+//     }
+//     console.log(LogProfit())
+//     LogProfit(null)//重置收益曲线
+//     console.log('重置收益曲线', LogProfit())
+//     // ``` 打印输出接口
+//     // [
+//     //     { income: 1000, time: '2022-11-27 10:39:07' },
+//     //     { income: 1001, time: '2022-11-27 10:39:07' },
+//     //     { income: 1002, time: '2022-11-27 10:39:08' },
+//     //     { income: 1003, time: '2022-11-27 10:39:08' },
+//     //     { income: 1004, time: '2022-11-27 10:39:08' },
+//     //     { income: 1005, time: '2022-11-27 10:39:08' },
+//     //     { income: 1006, time: '2022-11-27 10:39:08' },
+//     //     { income: 1007, time: '2022-11-27 10:39:09' },
+//     //     { income: 1008, time: '2022-11-27 10:39:09' },
+//     //     { income: 1009, time: '2022-11-27 10:39:09' }
+//     // ]
+//     // ```
+// }
+// PrintProfit()
 
-/**
- * 记录10次日志
- */
-async function PrintLog() {
-    for (let i = 0; i < 10; i++) {
-        Log(i + 1000)
-        await Sleep(200)//延迟0.2秒
-    }
-    console.log(Log())
-    Log(null)//清空日志
-    console.log('清空日志', Log())
-    // ``` 日志结构
-    // [
-    //     { key: 1, logs: '1000', time: '2022-11-27 12:12:10' },
-    //     { key: 2, logs: '1001', time: '2022-11-27 12:12:11' },
-    //     { key: 3, logs: '1002', time: '2022-11-27 12:12:11' },
-    //     { key: 4, logs: '1003', time: '2022-11-27 12:12:11' },
-    //     { key: 5, logs: '1004', time: '2022-11-27 12:12:11' },
-    //     { key: 6, logs: '1005', time: '2022-11-27 12:12:11' },
-    //     { key: 7, logs: '1006', time: '2022-11-27 12:12:12' },
-    //     { key: 8, logs: '1007', time: '2022-11-27 12:12:12' },
-    //     { key: 9, logs: '1008', time: '2022-11-27 12:12:12' },
-    //     { key: 10, logs: '1009', time: '2022-11-27 12:12:12' }
-    //   ]
-    // ```
-}
-PrintLog();
+// /**
+//  * 记录10次日志
+//  */
+// async function PrintLog() {
+//     for (let i = 0; i < 10; i++) {
+//         Log(i + 1000)
+//         await Sleep(200)//延迟0.2秒
+//     }
+//     console.log(Log())
+//     Log(null)//清空日志
+//     console.log('清空日志', Log())
+//     // ``` 日志结构
+//     // [
+//     //     { key: 1, logs: '1000', time: '2022-11-27 12:12:10' },
+//     //     { key: 2, logs: '1001', time: '2022-11-27 12:12:11' },
+//     //     { key: 3, logs: '1002', time: '2022-11-27 12:12:11' },
+//     //     { key: 4, logs: '1003', time: '2022-11-27 12:12:11' },
+//     //     { key: 5, logs: '1004', time: '2022-11-27 12:12:11' },
+//     //     { key: 6, logs: '1005', time: '2022-11-27 12:12:11' },
+//     //     { key: 7, logs: '1006', time: '2022-11-27 12:12:12' },
+//     //     { key: 8, logs: '1007', time: '2022-11-27 12:12:12' },
+//     //     { key: 9, logs: '1008', time: '2022-11-27 12:12:12' },
+//     //     { key: 10, logs: '1009', time: '2022-11-27 12:12:12' }
+//     //   ]
+//     // ```
+// }
+// PrintLog();
 
-async function UseG() {
-    _G('key1', '123', 888, 777)//设置key1值
-    _G('key2', 'hello world')//设置key2值
-    _G('key3', JSON.stringify({ name: 'top', age: 18 }))
-    console.log('key1=', _G('key1'))//获取key1值
-    console.log('key2=', _G('key2'))//获取key2值
-    console.log('key3=', _G('key3'))//获取key3值
-    console.log('key3.name=', JSON.parse(_G('key3')).name)//获取key3.name值
+// async function UseG() {
+//     _G('key1', '123', 888, 777)//设置key1值
+//     _G('key2', 'hello world')//设置key2值
+//     _G('key3', JSON.stringify({ name: 'top', age: 18 }))
+//     console.log('key1=', _G('key1'))//获取key1值
+//     console.log('key2=', _G('key2'))//获取key2值
+//     console.log('key3=', _G('key3'))//获取key3值
+//     console.log('key3.name=', JSON.parse(_G('key3')).name)//获取key3.name值
 
-    // ```输出
-    // key1= 123888|777
-    // key2= hello world
-    // key3= {"name":"top","age":18}
-    // key3.name= top
-    // ```
-}
-UseG()
-async function UseN() {
-    let a = 1.34159;
-    console.log('a=', a);
-    let a1 = _N(a, 2)
-    console.log('a2=', a1);
-    let a2 = _N(a, 3)
-    console.log('a2=', a2);
-    // ```输出
-    // a= 1.34059
-    // a2= 1.34
-    // a2= 1.341
-    // ```
-}
-UseN();
+//     // ```输出
+//     // key1= 123888|777
+//     // key2= hello world
+//     // key3= {"name":"top","age":18}
+//     // key3.name= top
+//     // ```
+// }
+// UseG()
+// async function UseN() {
+//     let a = 1.34159;
+//     console.log('a=', a);
+//     let a1 = _N(a, 2)
+//     console.log('a2=', a1);
+//     let a2 = _N(a, 3)
+//     console.log('a2=', a2);
+//     // ```输出
+//     // a= 1.34059
+//     // a2= 1.34
+//     // a2= 1.341
+//     // ```
+// }
+// UseN();
 const client = new Future(apiKey, apiSecret, { ip: proxyIp, port: proxy })
@@ -103,27 +103,11 @@ /**
 function GetR() {
-    client.records("BTCUSDT", "1m", 10).then(records => {
-        console.log('获取BTCUSDT 1m 10条数据=', records)
-        // ``` 输出
-        // [
-        //     {
-        //       Time: 1669522920000,
-        //       Open: 16524.4,
-        //       High: 16526.3,
-        //       Low: 16522.9,
-        //       Close: 16526.2,
-        //       Volume: 69.66
-        //     },
-        //     {
-        //       Time: 1669522980000,
-        //       Open: 16526.3,
-        //       High: 16536.3,
-        //       Low: 16526.2,
-        //       Close: 16530.3,
-        //       Volume: 128.14
-        //     }
-        //   ]
-        // ```
+    client.records("ETHUSDT", "1h", 1500).then(records => {
+        
         //获取SAR
         let sar1 = TA.SAR(records, 0.008, 0.2, 0.008);
-        console.log('sar11', sar1[sar1.length - 2], 'sar21', sar1[sar1.length - 3])
+        console.log('sar11', sar1[sar1.length - 2], 'sar12', sar1[sar1.length - 3])
+        let sar2 = TA.SAR2(records, 0.008, 0.2, 0.008);
+        console.log('sar21', sar2[sar2.length - 2], 'sar22', sar2[sar2.length - 3], sar2[sar2.length - 2] - sar2[sar2.length - 3])
+        // let art = TA.ATR(records, 14)
+        // console.log('art21', art[art.length - 2], 'art22', art[art.length - 3], art[art.length - 2] - art[art.length - 3])
     })
@@ -130,0 +114,0 @@ }

src/xh/src/modules/websocket.js

 const { validateRequiredParameters } = require('../helpers/validation')
 const { isEmptyValue } = require('../helpers/utils')
 const WebSocketClient = require('ws')
+let url = require('url');
 let HttpsProxyAgent = require('https-proxy-agent');
@@ -221,6 +222,7 @@
     const url = `${this.wsURL}/stream?streams=${streams.join('/')}`
+    
     return this.subscribe(url, callbacks)
   }
 
-  subscribe(url, callbacks) {
+  subscribe(urls, callbacks) {
     let options = {}
@@ -235,3 +237,3 @@ if (this.ip != '' && this.ip != undefined && this.port != '' && this.port != undefined) {
     const initConnect = () => {
-      const ws = new WebSocketClient(url, options)
+      const ws = new WebSocketClient(urls, options)
       wsRef.ws = ws
@@ -268,3 +270,3 @@ Object.keys(callbacks).forEach((event, _) => {
     }
-    this.logger.debug(url)
+    this.logger.debug(urls)
     initConnect()
@@ -271,0 +273,0 @@ return wsRef

No alert changes

Improved metrics

Total package byte prevSize

264590

increased by1.32%

Lines of code

7568

increased by0.91%

Worsened metrics

Dependency count

5

increased by25%

Dependency changes

• + Addeddecimal.js@^10.4.2

• + Addeddecimal.js@10.5.0(transitive)