Real-time liquidations monitor for top crypto exchanges in Node.js

#cryptocurrency #trading #tradingbots #node

Step 1.

npm install tardis-dev

Step 2.

Try it live on RunKit or run snippet below locally

	const { streamNormalized, normalizeLiquidations, combine } = require('tardis-dev')

	// let's monitor BTC perpetuals swaps only
	const monitoredExchanges = [
	{ id: 'ftx', symbols: ['BTC-PERP'] },
	{ id: 'bitmex', symbols: ['XBTUSD'] },
	{ id: 'deribit', symbols: ['BTC-PERPETUAL'] },
	{ id: 'binance-futures', symbols: ['BTCUSDT'] },
	{ id: 'binance-delivery', symbols: ['BTCUSD_PERP'] },
	{ id: 'bitfinex-derivatives', symbols: ['BTCF0:USTF0'] },
	{ id: 'cryptofacilities', symbols: ['PI_XBTUSD'] },
	{ id: 'huobi-dm-swap', symbols: ['BTC-USD'] }
	]

	async function monitorLiquidations() {
	const monitoredExchangesLiquidationsStreams = monitoredExchanges.map((exchange) => {
	return streamNormalized(
	{
	exchange: exchange.id,
	symbols: exchange.symbols,
	timeoutIntervalMS: 30 * 60 * 1000
	},
	normalizeLiquidations
	)
	})

	const combinedLiquidationStream = combine(...monitoredExchangesLiquidationsStreams)

	console.log('Liquidations monitor started...')

	for await (const liquidation of combinedLiquidationStream) {
	formatLiquidation(liquidation)
	}
	}

	const meta = {
	ftx: {
	name: 'FTX',
	contractMultiplier: 1,
	inverse: false
	},
	bitmex: {
	name: 'BitMEX',
	contractMultiplier: 1,
	inverse: true
	},
	deribit: {
	name: 'Deribit',
	contractMultiplier: 1,
	inverse: true
	},
	'binance-futures': {
	name: 'Binance USDT Futures',
	contractMultiplier: 1,
	inverse: false
	},
	'binance-delivery': {
	name: 'Binance COIN Futures',
	contractMultiplier: 1,
	inverse: true
	},
	'bitfinex-derivatives': {
	name: 'Bitfinex Derivatives',
	contractMultiplier: 1,
	inverse: false
	},
	cryptofacilities: {
	name: 'Kraken Futures',
	contractMultiplier: 1,
	inverse: true
	},
	'huobi-dm-swap': {
	name: 'Huobi Swap',
	contractMultiplier: 100,
	inverse: true
	}
	}

	const usdCurrencyFormatter = new Intl.NumberFormat('en-US', {
	style: 'currency',
	currency: 'USD'
	})

	function formatLiquidation(liquidation) {
	const { name, contractMultiplier, inverse } = meta[liquidation.exchange]
	const position = liquidation.side === 'sell' ? 'long' : 'short'
	const price = usdCurrencyFormatter.format(liquidation.price)
	let normalizedAmount = liquidation.amount * contractMultiplier
	if (inverse === false) {
	normalizedAmount = normalizedAmount * liquidation.price
	}
	const minSize = 10000
	if (normalizedAmount < minSize) {
	return;
	}
	const liquidatedAmunt = usdCurrencyFormatter.format(normalizedAmount)
	const timestamp = liquidation.timestamp.toISOString()
	const direction = liquidation.side === 'sell' ? '📉' : '📈'

	console.log(
	`${direction} ${name} liquidated ${position} ${liquidation.symbol} position` +
	` at ${price}: ${liquidation.side} ${liquidatedAmunt}, timestmap: ${timestamp}`
	)
	}

	monitorLiquidations()