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.