From 022602002a8ebb01c63a73f080d16d3cf4822544 Mon Sep 17 00:00:00 2001
From: eazy <ralf@eazyraider.de>
Date: Sat, 24 Mar 2018 18:31:38 +0100
Subject: [PATCH] steam lesen und orderbook kopieren funktioniert

---
 app.js | 78 +++++++++++++++++++++++++++-------------------------------
 1 file changed, 36 insertions(+), 42 deletions(-)

diff --git a/app.js b/app.js
index 7f9cbd6..53a74fe 100644
--- a/app.js
+++ b/app.js
@@ -2,10 +2,14 @@ var bs = require('binarysearch');
 var Gdax = require('gdax');
 
 
-var orderBook = {
-    bids: {},
-    asks: {}
-};
+var orderBook = [];
+orderBook['bids'] = [];
+orderBook['bids']['price'] = [];
+orderBook['bids']['size'] = [];
+orderBook['asks'] = [];
+orderBook['asks']['price'] = [];
+orderBook['asks']['size'] = [];
+
 
 
 var wsGdax = new Gdax.WebsocketClient(
@@ -17,7 +21,7 @@ var wsGdax = new Gdax.WebsocketClient(
 
 
 function array_keys(input) {
-	var output = new Array();
+	var output = [];
 	var counter = 0;
 	for (i in input) {
 		output[counter++] = i;
@@ -31,12 +35,21 @@ wsGdax.on('message', function(data) {
         // save snapshot on orderBook object
         for(var i=0; i<data.bids.length; i++) {
             var bid = data.bids[i];
-            orderBook.bids[bid[0]] = bid[1];
+			pos = bs.closest(orderBook['bids']['price'], bid[0]);
+						
+			orderBook['bids']['price'].splice(pos, 0, bid[0]);
+			orderBook['bids']['size'].splice(pos, 0, bid[1]);
+			
         }
         for(var i=0; i<data.asks.length; i++) {
             var ask = data.asks[i];
-            orderBook.asks[ask[0]] = ask[1];
+			pos = bs.closest(orderBook['asks']['price'], ask[0]);
+			
+			orderBook['asks']['price'].splice(pos, 0, ask[0]);
+			orderBook['asks']['size'].splice(pos, 0, ask[1]);
+			
         }
+		
         return;
     }
 
@@ -47,50 +60,31 @@ wsGdax.on('message', function(data) {
             var change = changes[i];
             if(change[0] === 'buy') {
                 if(change[2] === '0') {
-                    delete orderBook.bids[change[1]];
+					pos = bs.closest(orderBook['bids']['price'], change[1]);
+					orderBook['bids']['price'].splice(pos, 1);
+					orderBook['bids']['size'].splice(pos, 1);
                 } else {
-					pos = bs.closest(array_keys(orderBook.bids), change[1]);
-					tmp = new array();
-					tmp[change[1]] = change[2];
-					
-					orderBook.bids = orderBook.bids.splice(pos, 0, tmp);
-					console.log(orderBook.bids);
-					
-					delete tmp;
-                    //orderBook.bids[change[1]] = change[2];
+					pos = bs.closest(orderBook['bids']['price'], change[1]);
+										
+					orderBook['bids']['price'].splice(pos, 0, change[1]);
+					orderBook['bids']['size'].splice(pos, 0, change[2]);
                 }
             } else if (change[0] === 'sell') {
                 if(change[2] === '0') {
-                    delete orderBook.asks[change[1]];
+					pos = bs.closest(orderBook['asks']['price'], change[1]);
+					orderBook['asks']['price'].splice(pos, 1);
+					orderBook['asks']['size'].splice(pos, 1);
                 } else {
-                    orderBook.asks[change[1]] = change[2];
+                    pos = bs.closest(orderBook['asks']['price'], change[1]);
+					
+					orderBook['asks']['price'].splice(pos, 0, change[1]);
+					orderBook['asks']['size'].splice(pos, 0, change[2]);
                 }
             }
         }
         
-        // crate arrays then sort
-        var bids = [];
-        var asks = [];
-        for(var price in orderBook.bids) {
-            bids.push([parseFloat(price), parseFloat(orderBook.bids[price])]);
-        }
-        for(var price in orderBook.asks) {
-            asks.push([parseFloat(price), parseFloat(orderBook.asks[price])]);
-        }
-        
-        // sort asc
-        asks.sort(function (a, b) {
-            return a[0] - b[0];
-        });
-
-        // sort desc
-        bids.sort(function (a, b) {
-            return b[0] - a[0];
-        });
-        
-        if( asks[0][0] < bids[0][0] ) {
-            console.log('order book out of sync', asks[0], bids[0]);
-        }
+		console.log("bids " + orderBook['bids']['size'].length + "/" + orderBook['bids']['price'].length + " = " + orderBook['bids']['price'].slice(-1) + " -------- " + "asks " + orderBook['asks']['size'].length + "/" + orderBook['asks']['price'].length + " = " + orderBook['asks']['price'].slice(-1));
+		
         return;
     }
 });