Support for aggregate trades and raw trades in websocket interface.

README.md

@@ -71,7 +71,8 @@ Following examples will use the `await` form, which requires some configuration
     - [ticker](#ticker)
     - [allTickers](#alltickers)
     - [candles](#candles-1)
-    - [trades](#trades)
+    - [aggTrades](#aggtrades-1)
+    - [trades](#trades-1)
     - [user](#user)
 - [ErrorCodes](#errorcodes)
 
@@ -1031,7 +1032,7 @@ client.ws.candles('ETHBTC', '1m', candle => {
 
 #### trades
 
-Live trade data feed. Pass either a single symbol string or an array of symbols.
+Live trade data feed. Pass either a single symbol string or an array of symbols. The trade streams push raw trade information; each trade has a unique buyer and seller.
 
 ```js
 client.ws.trades(['ETHBTC', 'BNBBTC'], trade => {
@@ -1042,6 +1043,33 @@ client.ws.trades(['ETHBTC', 'BNBBTC'], trade => {
 <details>
 <summary>Output</summary>
 
+```js
+{
+  eventType: 'trade',
+  eventTime: 1508614495052,
+  symbol: 'ETHBTC',
+  price: '0.04923600',
+  quantity: '3.43500000',
+  maker: false,
+  tradeId: 2148226
+}
+```
+
+</details>
+
+#### aggTrades
+
+Live trade data feed. Pass either a single symbol string or an array of symbols. The aggregate trade streams push trade information that is aggregated for a single taker order.
+
+```js
+client.ws.aggTrades(['ETHBTC', 'BNBBTC'], trade => {
+  console.log(trade)
+})
+```
+
+<details>
+<summary>Output</summary>
+
 ```js
 {
   eventType: 'aggTrade',

index.d.ts

@@ -62,6 +62,7 @@ declare module 'binance-api-node' {
         allTickers: (callback: (tickers: Ticker[]) => void) => Function;
         candles: (pair: string, period: string, callback: (ticker: Candle) => void) => Function;
         trades: (pairs: string[], callback: (trade: Trade) => void) => Function;
+        aggTrades: (pairs: string[], callback: (trade: Trade) => void) => Function;
         user: ( callback: (msg: OutboundAccountInfo|ExecutionReport) => void) => Function;
     }
 

src/websocket.js

@@ -162,9 +162,9 @@ const allTickers = cb => {
   return (options) => w.close(1000, 'Close handle was called', { keepClosed: true, ...options })
 }
 
-const trades = (payload, cb) => {
+const tradesInternal = (payload, streamName, cb) => {
   const cache = (Array.isArray(payload) ? payload : [payload]).map(symbol => {
-    const w = openWebSocket(`${BASE}/${symbol.toLowerCase()}@aggTrade`)
+    const w = openWebSocket(`${BASE}/${symbol.toLowerCase()}@${streamName}`)
     w.onmessage = msg => {
       const {
         e: eventType,
@@ -195,6 +195,10 @@ const trades = (payload, cb) => {
   return (options) => cache.forEach(w => w.close(1000, 'Close handle was called', { keepClosed: true, ...options }))
 }
 
+const aggTrades = (payload, cb) => tradesInternal(payload, 'aggTrade', cb)
+
+const trades = (payload, cb) => tradesInternal(payload, 'trade', cb)
+
 const userTransforms = {
   outboundAccountInfo: m => ({
     eventType: 'account',
@@ -271,6 +275,7 @@ export default opts => ({
   partialDepth,
   candles,
   trades,
+  aggTrades,
   ticker,
   allTickers,
   user: user(opts),

test/index.js

@@ -183,6 +183,15 @@ test('[WS] trades', t => {
   })
 })
 
+test('[WS] aggregate trades', t => {
+  return new Promise(resolve => {
+    client.ws.aggTrades(['BNBBTC', 'ETHBTC', 'BNTBTC'], trade => {
+      checkFields(t, trade, ['eventType', 'tradeId', 'quantity', 'price', 'symbol'])
+      resolve()
+    })
+  })
+})
+
 test('[WS] userEvents', t => {
   const accountPayload = {
     e: 'outboundAccountInfo',