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plugin_for_deribit_cryptocurrency_options.js
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plugin_for_deribit_cryptocurrency_options.js
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registerEA(
"cryptocurrency_option_trading_platform",
"A plugin to trade cryptocurrency options(v0.08)",
[{
name: "interval",
value: 30,
required: true,
type: "Integer",
range: null,
step: null
}],
function (context) { // Init()
var orderBookId = null
var loaded = false
var latestHb = null
var interval = getEAParameter(context, "interval") * 1000
function convertOptionName (rawName) {
var name = rawName.split("-")
var year = name[1].substring(5, 7)
var mon = name[1].substring(2, 5)
var dt = name[1].substring(0, 2)
var month = "00"
if (mon == "JAN") {
month = "01"
} else if (mon == "FEB") {
month = "02"
} else if (mon == "MAR") {
month = "03"
} else if (mon == "APR") {
month = "04"
} else if (mon == "MAY") {
month = "05"
} else if (mon == "JUN") {
month = "06"
} else if (mon == "JUL") {
month = "07"
} else if (mon == "AUG") {
month = "08"
} else if (mon == "SEP") {
month = "09"
} else if (mon == "OCT") {
month = "10"
} else if (mon == "NOV") {
month = "11"
} else if (mon == "DEC") {
month = "12"
}
var expiration = parseInt(year + month + dt)
var optionName2 = name[0] + "-" + dt + mon + year
return {
optionName: name[0] + "-" + expiration,
optionName2: optionName2,
instrument: name[0],
expiration: expiration,
year: year,
month: month,
dt: dt,
strikePrice: parseFloat(name[2]),
callOrPut: name[3]
}
}
function parseOrderBook (data) {
var orderBookData = []
for (var i in data) {
var optionName = convertOptionName(data[i].instrument_name)
if (typeof orderBookData[optionName.optionName] == "undefined") {
orderBookData[optionName.optionName] = {
optionName: optionName.optionName,
optionName2: optionName.optionName2,
instrument: optionName.instrument,
expiration: optionName.expiration,
year: optionName.year,
month: optionName.month,
dt: optionName.dt,
prices: [],
arrPrices: []
}
}
if (typeof orderBookData[optionName.optionName].prices[optionName.strikePrice] == "undefined") {
orderBookData[optionName.optionName].prices[optionName.strikePrice] = {
strikePrice: optionName.strikePrice,
bidC: optionName.callOrPut == "C" ? data[i].bid_price : null,
askC: optionName.callOrPut == "C" ? data[i].ask_price : null,
bidP: optionName.callOrPut == "P" ? data[i].bid_price : null,
askP: optionName.callOrPut == "P" ? data[i].ask_price : null
}
} else {
var price = orderBookData[optionName.optionName].prices[optionName.strikePrice]
if (price.bidC == null) {
price.bidC = optionName.callOrPut == "C" ? data[i].bid_price : null
}
if (price.askC == null) {
price.askC = optionName.callOrPut == "C" ? data[i].ask_price : null
}
if (price.bidP == null) {
price.bidP = optionName.callOrPut == "P" ? data[i].bid_price : null
}
if (price.askP == null) {
price.askP = optionName.callOrPut == "P" ? data[i].ask_price : null
}
}
}
for (var i in orderBookData) {
for (var j in orderBookData[i].prices) {
orderBookData[i].arrPrices.push(orderBookData[i].prices[j])
}
}
var expirations = []
for (var i in orderBookData) {
expirations.push({
expiration: orderBookData[i].expiration,
optionName: orderBookData[i].optionName,
optionName2: orderBookData[i].optionName2
})
}
expirations.sort(function (a, b) {return a.expiration - b.expiration})
return {
expirations: expirations,
orderBookData: orderBookData
}
}
function showOptions (expirations) {
var optionsHtml = ""
for (var i in expirations) {
optionsHtml += '<div class="item" data-value="' + expirations[i].optionName + '">' + expirations[i].optionName2 + '</div>'
}
$("#crypto_options").empty()
$("#crypto_options").html(optionsHtml)
$("#crypto_options_dashboard").find(".ui.dropdown").dropdown("clear")
$("#crypto_options_dashboard").find(".ui.dropdown").dropdown({
autoFocus: false,
showOnFocus: false,
onChange: function (val) {
for (var i in window.subscriptionIds) {
unsubscribeIt(i)
}
window.subscriptionIds = []
showOrderBook(val, window.orderBookData.orderBookData)
}
})
}
function checkHb () {
if (new Date().getTime() - latestHb > interval) {
printMessage("Timeout... Refreshing...")
if (typeof window.wsockOpened != "undefined" && window.wsockOpened) {
loaded = true
}
initCryptoOptionsWS()
}
}
function showOrderBook (optionName, orderBookData) {
if ($.fn.dataTable.isDataTable("#crypto_options_orderbook")) {
$("#crypto_options_orderbook").DataTable().clear().draw()
for (var i in orderBookData) {
if (orderBookData[i].optionName == optionName) {
for (var j in orderBookData[i].arrPrices) {
$("#crypto_options_orderbook").DataTable().row.add([
orderBookData[i].arrPrices[j].bidC != null ? orderBookData[i].arrPrices[j].bidC : "",
orderBookData[i].arrPrices[j].askC != null ? orderBookData[i].arrPrices[j].askC : "",
orderBookData[i].arrPrices[j].strikePrice,
orderBookData[i].arrPrices[j].bidP != null ? orderBookData[i].arrPrices[j].bidP : "",
orderBookData[i].arrPrices[j].askP != null ? orderBookData[i].arrPrices[j].askP : "",
0,
0,
0,
0
]).draw(false)
subscribeIt(orderBookData[i].optionName2 + "-" + orderBookData[i].arrPrices[j].strikePrice + "-" + "C")
subscribeIt(orderBookData[i].optionName2 + "-" + orderBookData[i].arrPrices[j].strikePrice + "-" + "P")
}
}
}
}
}
function initCryptoOptionsWS () {
$("#disconnect_ws").html("Loading...")
$("#disconnect_ws").addClass("disabled")
$("#disconnect_ws").addClass("loading")
if (typeof window.wsock != "undefined" && typeof window.subscriptionIds != "undefined") {
for (var i in window.subscriptionIds) {
unsubscribeIt(i)
}
}
window.wsock = new WebSocket("wss://test.deribit.com/ws/api/v2")
window.wsockOpened = false
window.wsock.onmessage = function (e) {
var resData = JSON.parse(e.data)
if (orderBookId != null && typeof resData.id != "undefined" && orderBookId == resData.id) {
window.orderBookData = parseOrderBook(resData.result)
showOptions(window.orderBookData.expirations)
showOrderBook(window.orderBookData.expirations[0].optionName, window.orderBookData.orderBookData)
$("#disconnect_ws").html("Disconnect")
$("#disconnect_ws").removeClass("loading")
$("#disconnect_ws").removeClass("disabled")
} else if (typeof resData.params != "undefined" &&
typeof resData.params.data != "undefined" && typeof resData.params.data.instrument_name != "undefined" &&
typeof window.subscriptionIds[resData.params.data.instrument_name] != "undefined") {
latestHb = new Date().getTime()
var name = resData.params.data.instrument_name.split("-")
var bid = (resData.params.data.best_bid_price != null && resData.params.data.best_bid_price != 0) ? resData.params.data.best_bid_price : ""
var ask = (resData.params.data.best_ask_price != null && resData.params.data.best_ask_price != 0) ? resData.params.data.best_ask_price : ""
var table = $("#crypto_options_orderbook").DataTable()
var tb = $("#crypto_options_orderbook").dataTable()
table.columns().eq(0).each(function (index) {
if (index == 2) {
var column = table.column(index).data()
for (var i in column) {
var rowId = parseInt(i)
var row = table.row(rowId).data()
if (column[i] == parseFloat(name[2])) {
if (name[3] == "C") {
if (row[0] != null && row[0] != "" && bid != "") {
tb.fnUpdate(bid - row[0], rowId, 5, false, false)
} else {
tb.fnUpdate(0, rowId, 5, false, false)
}
if (row[1] != null && row[1] != "" && ask != "") {
tb.fnUpdate(ask - row[1], rowId, 6, false, false)
} else {
tb.fnUpdate(0, rowId, 6, false, false)
}
tb.fnUpdate(bid, rowId, 0, false, false)
tb.fnUpdate(ask, rowId, 1, false, false)
} else if (name[3] == "P") {
if (row[3] != null && row[3] != "" && bid != "") {
tb.fnUpdate(bid - row[3], rowId, 7, false, false)
} else {
tb.fnUpdate(0, rowId, 7, false, false)
}
if (row[4] != null && row[4] != "" && ask != "") {
tb.fnUpdate(ask - row[4], rowId, 8, false, false)
} else {
tb.fnUpdate(0, rowId, 8, false, false)
}
tb.fnUpdate(bid, rowId, 3, false, false)
tb.fnUpdate(ask, rowId, 4, false, false)
}
break
}
}
}
})
}
}
window.wsock.onopen = function () {
latestHb = new Date().getTime()
window.wsockOpened = true
if (loaded) {
for (var i in window.subscriptionIds) {
subscribeIt(i)
}
$("#disconnect_ws").html("Disconnect")
$("#disconnect_ws").removeClass("loading")
$("#disconnect_ws").removeClass("disabled")
} else {
getOrderBook("BTC")
}
}
}
function disconnectCryptoOptionsWS () {
if (typeof window.wsockOpened != "undefined" && window.wsockOpened) {
$("#disconnect_ws").html("Disconnected")
$("#disconnect_ws").addClass("disabled")
for (var i in window.subscriptionIds) {
unsubscribeIt(i)
}
if (typeof window.wsTimer != "undefined") {
clearInterval(window.wsTimer)
}
window.wsock.close()
delete window.wsock
delete window.wsockOpened
delete window.wsTimer
}
}
function getOrderBook (currency) {
if (typeof window.wsockOpened != "undefined" && window.wsockOpened) {
$("#disconnect_ws").html("Loading...")
$("#disconnect_ws").addClass("disabled")
$("#disconnect_ws").addClass("loading")
for (var i in window.subscriptionIds) {
unsubscribeIt(i)
}
window.subscriptionIds = []
orderBookId = new Date().getTime()
var msg = {
jsonrpc: "2.0",
id: orderBookId,
method: "public/get_book_summary_by_currency",
params: {
currency: currency,
kind: "option"
}
}
window.wsock.send(JSON.stringify(msg))
}
}
function subscribeIt (instrument) {
if (typeof window.wsockOpened != "undefined" && window.wsockOpened) {
window.subscriptionIds[instrument] = new Date().getTime()
var msg = {
jsonrpc: "2.0",
id: window.subscriptionIds[instrument],
method: "public/subscribe",
params: {
channels: [
"ticker." + instrument + ".raw" // "deribit_price_index.btc_usd"
]
}
}
window.wsock.send(JSON.stringify(msg))
}
}
function unsubscribeIt (instrument) {
if (typeof window.wsockOpened != "undefined" && window.wsockOpened) {
var msg = {
jsonrpc: "2.0",
id: new Date().getTime(),
method: "public/unsubscribe",
params: {
channels: [
"ticker." + instrument + ".raw" // "deribit_price_index.btc_usd"
]
}
}
window.wsock.send(JSON.stringify(msg))
}
}
if (typeof $("#crypto_options_dashboard").html() == "undefined") {
var panel = '<div class="ui modal" id="crypto_options_dashboard">' +
'<i class="close icon"></i>' +
'<div class="content">' +
'<div class="ui button" id="get_btc">BTC</div>' +
'<div class="ui button" id="get_eth">ETH</div>' +
'<div class="ui selection dropdown" style="width:200px">' +
'<input type="hidden" name="crypto_option">' +
'<i class="dropdown icon"></i>' +
'<div class="default text" id="current_crypto_option">Options</div>' +
'<div class="menu" id="crypto_options">' +
'</div>' +
'</div>' +
'</div>' +
'<div class="content">' +
'<div class="description">' +
'<table id="crypto_options_orderbook" class="cell-border" cellspacing="0">' +
'</table>' +
'</div>' +
'</div>' +
'<div class="actions">' +
'<div class="ui button" id="disconnect_ws">Disconnect</div>' +
'</div>' +
'</div>'
$("#reserved_zone").append(panel)
window.subscriptionIds = []
} else {
loaded = true
}
if (!$.fn.dataTable.isDataTable("#crypto_options_orderbook")) {
$("#crypto_options_orderbook").DataTable({
data: [],
columns: [
{title: "Bid(C)",
render: function (data, type, row) {
if (row[5] == 0) {
return '<p style = "color:#222222" >' + data + '</p>'
} else if (row[5] > 0) {
return '<p style = "color:#21BA45" >' + data + '</p>'
} else {
return '<p style = "color:#DB2828" >' + data + '</p>'
}
}
},
{title: "Ask(C)",
render: function (data, type, row) {
if (row[6] == 0) {
return '<p style = "color:#222222" >' + data + '</p>'
} else if (row[6] > 0) {
return '<p style = "color:#21BA45" >' + data + '</p>'
} else {
return '<p style = "color:#DB2828" >' + data + '</p>'
}
}
},
{title: "Strike Price"},
{title: "Bid(P)",
render: function (data, type, row) {
if (row[7] == 0) {
return '<p style = "color:#222222" >' + data + '</p>'
} else if (row[7] > 0) {
return '<p style = "color:#21BA45" >' + data + '</p>'
} else {
return '<p style = "color:#DB2828" >' + data + '</p>'
}
}
},
{title: "Ask(P)",
render: function (data, type, row) {
if (row[8] == 0) {
return '<p style = "color:#222222" >' + data + '</p>'
} else if (row[8] > 0) {
return '<p style = "color:#21BA45" >' + data + '</p>'
} else {
return '<p style = "color:#DB2828" >' + data + '</p>'
}
}
},
{title: "Diff(BC)"},
{title: "Diff(AC)"},
{title: "Diff(BP)"},
{title: "Diff(AP)"}
],
ordering: false,
searching: false,
bPaginate: false,
bLengthChange: false,
bFilter: false,
bInfo: false,
scrollY: '50vh',
scrollCollapse: true,
paging: false,
columnDefs: [
{width: "20%", targets: 0, className: "dt-body-right"},
{width: "20%", targets: 1, className: "dt-body-right"},
{width: "20%", targets: 2, className: "dt-body-center"},
{width: "20%", targets: 3, className: "dt-body-right"},
{width: "20%", targets: 4, className: "dt-body-right"},
{width: "20%", targets: [0, 1, 2, 3, 4], className: "dt-head-center"},
{targets: [5, 6, 7, 8], visible: false}
]
})
}
$("#get_btc").on("click", function () {
getOrderBook("BTC")
})
$("#get_eth").on("click", function () {
getOrderBook("ETH")
})
$("#disconnect_ws").on("click", function () {
disconnectCryptoOptionsWS()
})
initCryptoOptionsWS()
$("#crypto_options_dashboard").modal("show")
if (typeof window.wsTimer != "undefined") {
clearInterval(window.wsTimer)
}
window.wsTimer = setInterval(function () {
checkHb()
}, interval)
},
function (context) { // Deinit()
},
function (context) { // OnTick()
})