const Binance = require('binance-api-node').default
const binanceclient = Binance();
const FTXRest = require('./');
const BitMEXClient = require('./indexBitmex.js');
const rp = require('request-promise');
const FTXWs = require('ftx-api-ws');
const now = require('performance-now');
var crypto = require('crypto');
const sleep = ms => new Promise(r => setTimeout(r, ms));
// FIX account credentials
const API = require('./api.js');

let api = new API({key:"", secret:"", subaccount:""});

var start;
var end;
var sendOrderCount = 0;
var responseCount = 0;
var FIXconnected = false;

const ftxws = new FTXWs({
    key: "",
    secret: "",
    subaccount: ""
});

const ftx = new FTXRest({
    key: "",
    secret: "",
    subaccount: ""
});
var FTXbidPrice = 0;
var FTXaskPrice = 0;
var	BinanceBTCBid = 0;
var	BinanceBTCAsk = 0;

async function WSstart() {
    await ftxws.connect();
    ftxws.subscribe('ticker', 'BTC-PERP');
    ftxws.on('BTC-PERP::ticker', function(e) {
        try {
                FTXbidPrice = e.bid
                FTXaskPrice = e.ask;
        } catch (e) {
            console.error('BTC-PERP::ticker ' + e);
        }
    });
	await this.api.ftxFix.connect()
	this.api.ftxFix.on("message", message=>{
		console.log(message.encode())
	});
}

WSstart();



var tradePrice = 0;
var tradeSize = 0;

var premiumBuyHisotry = [];
var premiumSellHistory = [];

var averageBuyPremium = 0;
var averageSellPremium = 0;

function calculatepremiumHistory()
{
	if(BinanceBTCBid!=0 && FTXbidPrice!=0 && BinanceBTCAsk!=0 && FTXaskPrice!=0)
	{
		var buyPremium = FTXbidPrice - BinanceBTCBid;
		premiumBuyHisotry.push(buyPremium);
		var sellPremium =  FTXaskPrice - BinanceBTCAsk;
		premiumSellHistory.push(sellPremium);
	}
	if(premiumBuyHisotry.length>5)
	{
		var tempaverage = 0;
		for(var i = 0; i<premiumBuyHisotry.length ; i++)
		{
			tempaverage = tempaverage+premiumBuyHisotry[i];
		}
		tempaverage = tempaverage/premiumBuyHisotry.length;
		averageBuyPremium = tempaverage;
		premiumBuyHisotry.shift();

	}
	if(premiumSellHistory.length>5)
	{
		var tempaverage = 0;
		for(var i = 0; i<premiumSellHistory.length ; i++)
		{
			tempaverage = tempaverage+premiumSellHistory[i];
		}
		tempaverage = tempaverage/premiumSellHistory.length;
		averageSellPremium = tempaverage;
		premiumSellHistory.shift();

	}
}

binanceclient.ws.ticker('BTCUSDT', ticker => {
	try {
		BinanceBTCBid = ticker.bestBid;
		BinanceBTCAsk = ticker.bestAsk;
		calculatepremiumHistory();
	} catch (e) {
		console.log("BTCUSDT " + e);
	}
});

binanceclient.ws.trades(['BTCUSDT'], trade => {
		try {
  tradePrice = parseFloat(trade.price);
  tradeSize = parseFloat(trade.quantity);
  if(parseFloat(tradePrice+averageBuyPremium) > FTXaskPrice*(1.001) && tradeSize > 1 && FTXbidPrice !=0 && FTXaskPrice!=0 && averageBuyPremium!=0)
  {
	  if (FIXconnected == true)
	  {
		  console.log("sentFix Order");
		this.api.ftxFix.placeOrder('buy', 'BTC-PERP', FTXaskPrice+5, 0.005, false, true);
	  }
	  else
	  {
		sendOrderFTX('buy', 'BTC-PERP', FTXaskPrice+5, 0.005, false, true);
	  }
  }
  if(parseFloat(tradePrice+averageSellPremium) < FTXbidPrice*(0.999) && tradeSize > 1 && FTXbidPrice !=0 && FTXaskPrice!=0 && averageSellPremium!=0)
  {
	  if (FIXconnected == true)
	  {
		  console.log("sentFix Order");
		  this.api.ftxFix.placeOrder('sell', 'BTC-PERP', FTXbidPrice-5, 0.005, false, true);
	  }
	  else
	  {
		sendOrderFTX('sell', 'BTC-PERP', FTXbidPrice-5, 0.005, false, true);
	  }
  }

	} catch (e) {
		console.log("BTCUSDT " + e);
	}
});

async function sendOrderFTX(side, market, price, size, postOnly, ioc) {
    try {

        const data = await ftx.request({
            method: 'POST',
            path: '/orders',
            data: {
                'market': market,
                'side': side,
                'price': price,
                'order_type': 'limit',
                'size': size,
                'postOnly': postOnly,
                'ioc': ioc
            }
        });
        console.log("Sent Order", side, price, size);
    } catch (err) {
        console.log(side, market, price, size, postOnly, ioc);
        console.log('sendOrderFTX ', err);
    }
}

setInterval(async () => {
	FIXconnected = api.ftxFix.connected;
	console.log(api.ftxFix.connected);
}, 10000);