var bs = require('binarysearch');
var Gdax = require('gdax');


var orderBook = [];
orderBook['bids'] = [];
orderBook['bids']['price'] = [];
orderBook['bids']['size'] = [];
orderBook['asks'] = [];
orderBook['asks']['price'] = [];
orderBook['asks']['size'] = [];



var wsGdax = new Gdax.WebsocketClient(
    ['BTC-EUR'], 
    'wss://ws-feed.gdax.com',
    null,
    {channels: ['level2', 'heartbeat']}
);


function array_keys(input) {
	var output = [];
	var counter = 0;
	for (i in input) {
		output[counter++] = i;
	} 
	return output; 
}
	

wsGdax.on('message', function(data) {
    if(data.type === 'snapshot') {
        // save snapshot on orderBook object
        for(var i=0; i<data.bids.length; i++) {
            var bid = data.bids[i];
			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];
			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;
    }

    if(data.type === 'l2update') {
        // apply the changes
        var changes = data.changes;
        for(var i=0; i<changes.length; i++) {
            var change = changes[i];
            if(change[0] === 'buy') {
                if(change[2] === '0') {
					pos = bs.closest(orderBook['bids']['price'], change[1]);
					orderBook['bids']['price'].splice(pos, 1);
					orderBook['bids']['size'].splice(pos, 1);
                } else {
					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') {
					pos = bs.closest(orderBook['asks']['price'], change[1]);
					orderBook['asks']['price'].splice(pos, 1);
					orderBook['asks']['size'].splice(pos, 1);
                } else {
                    pos = bs.closest(orderBook['asks']['price'], change[1]);
					
					orderBook['asks']['price'].splice(pos, 0, change[1]);
					orderBook['asks']['size'].splice(pos, 0, change[2]);
                }
            }
        }
        
		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;
    }
});

wsGdax.on('close', function(data) {
    console.log('wsGdax closed:', data);
});

wsGdax.on('error', function(data) {
    console.log('wsGdax error:', data);
});

wsGdax.on('open', function() {
    console.log('wsGdax opened');
});