crypto-trade-parser v0.2.0

crypto-trade-parser

Easy trade history parser for several exchanges' CSV exports. It uses Fast-csv lib to serialize the csv file and custom mappers to unify the trade entry format.

Installation

npm install crypto-trade-parser

Usage

All main methods from Fast-csv were translated into:

• fromStream(stream, csvOptions)
• fromPath(pathString, csvOptions)

• fromString(string, csvOptions)

  csvOptions is the Fast-csv lib's option, refer to its documentation.

  Default options:

  {
    headers: true,
    strictColumnHandling: true,
    ignoreEmpty: true
  }

  To keep a unified interface, all operations were promisefied.

  data-invalid events will reject the promise and its content will be passed over for error handling purposes.

  No data event is pushed, being suppressed until end event, which will resolve all content as a list of entries.

  Example

  var exchange = 'poloniex';
  var parser = new Parser(exchange);
  parser.fromPath('./myFile.csv').then((list)=>{
      console.log("Parsing is complete, there are " + list.length + " entries".)
  }).catch((failedRow)=>{
      console.error("Validation failed on:", failedRow);
  });

Output

The execution product is a list of entries representing the trade. As information availability differ on exchanges, some fields may be unavailable, so do check for existence or inspect the code. (@Todo: table with propersties per exchange).

A entry has the following format:

{
  "exchange": "poloniex",
  "bookID": "1074456646",
  "rate": 1.064,
  "date": "2016-11-04T09:58:54.000Z"
  "fee": {
    "percentage": 0.15,
    "absolute": {
      "ETC": 0.000015009398496241134,
      "BTC": 0.000015970000000000567
    }
  },
  "sold": {
    "currency": "ETC",
    "valueGross": 0.01000911
  },
  "bought": {
    "currency": "BTC",
    "valueNet": 0.01063372
  }
}

• exchange: string the exchange name/source.
• bookID: string is the order number/ID on the exchange's book. No transformation is applied.
• rate: float is the rate used/multiplied on the sold currency to result on the bought currency.
• date: moment.utc is the datetime in UTC timezone with the best precision ofered from the source.
• fee: Object has the properties related to the fee percentage: float is the rate applied over Gross values to find total fee absolute: Object has the float values of calculated fee. The keys for this object are infered from the CSV file.
• sold: Object
  • exchange: string currency being sold.
  • valueGross: float Total/Gross value being liquidated from funds on the operation.
• bought: Object
  • exchange: string currency being bought.
  • valueNet: float Total/Net value being added to funds on the operation.