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Merge pull request #338 from will2022/master

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v3.10.2: Added and updated V5 types. Added type guards.
This commit is contained in:
Tiago
2024-05-01 09:10:54 +01:00
committed by GitHub
parent eaa93b041a d4bd0859e1
commit 00261a2380
5 changed files with 258 additions and 76 deletions
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2
package.json
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@@ -1,6 +1,6 @@
{
"name": "bybit-api",
"version": "3.10.1",
"version": "3.10.2",
"description": "Complete & robust Node.js SDK for Bybit's REST APIs and WebSockets, with TypeScript & strong end to end tests.",
"main": "lib/index.js",
"types": "lib/index.d.ts",

21
src/types/response/v5-position.ts
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@@ -4,6 +4,8 @@ import {
OrderSideV5,
OrderTypeV5,
PositionIdx,
PositionSideV5,
PositionStatusV5,
StopOrderTypeV5,
TPSLModeV5,
TradeModeV5,
@@ -14,16 +16,16 @@ export interface PositionV5 {
riskId: number;
riskLimitValue: string;
symbol: string;
side: 'Buy' | 'Sell' | 'None';
side: PositionSideV5;
size: string;
avgPrice: string;
positionValue: string;
tradeMode: TradeModeV5;
autoAddMargin?: number;
positionStatus: 'Normal' | 'Liq' | 'Adl';
positionStatus: PositionStatusV5;
leverage?: string;
markPrice: string;
liqPrice: string;
liqPrice: string | '';
bustPrice?: string;
positionIM?: string;
positionMM?: string;
@@ -31,10 +33,21 @@ export interface PositionV5 {
takeProfit?: string;
stopLoss?: string;
trailingStop?: string;
sessionAvgPrice: string | '';
delta?: string;
gamma?: string;
vega?: string;
theta?: string;
unrealisedPnl: string;
curRealisedPnl: string;
cumRealisedPnl: string;
adlRankIndicator: number;
isReduceOnly: boolean;
mmrSysUpdatedTime: string | '';
leverageSysUpdatedTime: string | '';
createdTime: string;
updatedTime: string;
seq: number;
}
export interface SetRiskLimitResultV5 {
@@ -57,7 +70,7 @@ export interface AddOrReduceMarginResultV5 {
positionValue: string;
leverage: string;
autoAddMargin: 0 | 1;
positionStatus: 'Normal' | 'Liq' | 'Adl';
positionStatus: PositionStatusV5;
positionIM: string;
positionMM: string;
takeProfit: string;

19
src/types/v5-shared.ts
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@@ -95,7 +95,9 @@ export type OrderCreateTypeV5 =
/** Order created by Ice berg strategy - web/app. */
| 'CreateByIceBerg'
/** Order created by arbitrage - web/app. */
| 'CreateByArbitrage';
| 'CreateByArbitrage'
/** Option dynamic delta hedge order - web/app */
| 'CreateByDdh';
export type OrderCancelTypeV5 =
| 'CancelByUser'
@@ -151,6 +153,16 @@ export type StopOrderTypeV5 =
*/
export type PositionIdx = 0 | 1 | 2;
/**
* Position status.
*
* - 'Normal'
* - 'Liq' in the liquidation progress
* - 'Adl' in the auto-deleverage progress
*/
export type PositionStatusV5 = 'Normal' | 'Liq' | 'Adl';
export type PositionSideV5 = 'Buy' | 'Sell' | 'None' | '';
export type OptionTypeV5 = 'Call' | 'Put';
/**
@@ -221,7 +233,10 @@ export type ExecTypeV5 =
| 'AdlTrade'
| 'Funding'
| 'BustTrade'
| 'Settle';
| 'Settle'
| 'BlockTrade'
| 'MovePosition'
| 'UNKNOWN';
/**
* Withdraw type. 0(default): on chain. 1: off chain. 2: all.

230
src/types/websocket.events.ts
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@@ -1,6 +1,9 @@
import {
CategoryV5,
ExecTypeV5,
OCOTriggerTypeV5,
OrderCancelTypeV5,
OrderCreateTypeV5,
OrderRejectReasonV5,
OrderSMPTypeV5,
OrderSideV5,
@@ -8,30 +11,24 @@ import {
OrderTimeInForceV5,
OrderTriggerByV5,
OrderTypeV5,
PositionIdx,
PositionSideV5,
PositionStatusV5,
StopOrderTypeV5,
TPSLModeV5,
TradeModeV5,
} from './v5-shared';
import { WsKey } from './websockets';
export interface WSOrderbookEventV5 {
topic: string;
export interface WSPublicTopicEventV5<TTopic extends string, TType, TData> {
id?: string;
topic: TTopic;
type: TType;
/** Cross sequence */
cs?: number;
/** Event timestamp */
ts: number;
type: 'delta' | 'snapshot';
data: {
/** Symbol */
s: string;
/** [price, qty][] */
b: [string, string][];
/** [price, qty][] */
a: [string, string][];
/** Update ID */
u: number;
/**
* Cross sequence
*/
seq: number;
};
data: TData;
/**
* matching engine timestamp (correlated with T from public trade channel)
*/
@@ -42,57 +39,154 @@ export interface WSOrderbookEventV5 {
wsKey: WsKey;
}
export interface WSAccountOrderV5 {
qty: string;
price: string;
symbol: string;
orderId: string;
orderIv: string;
stopLoss: string;
smpGroup: number;
side: OrderSideV5;
placeType: string;
avgPrice?: string;
leavesQty?: string;
isLeverage: string;
cancelType: string;
cumExecQty: string;
cumExecFee: string;
smpOrderId: string;
takeProfit: string;
reduceOnly: boolean;
orderLinkId: string;
positionIdx: number;
tpTriggerBy: string;
slTriggerBy: string;
createdTime: string;
updatedTime: string;
feeCurrency: string;
triggerPrice: string;
category: CategoryV5;
cumExecValue: string;
blockTradeId: string;
leavesValue?: string;
slLimitPrice?: string;
tpLimitPrice?: string;
tpslMode?: TPSLModeV5;
orderType: OrderTypeV5;
smpType: OrderSMPTypeV5;
closeOnTrigger: boolean;
triggerDirection: number;
orderStatus: OrderStatusV5;
lastPriceOnCreated: string;
triggerBy: OrderTriggerByV5;
stopOrderType: StopOrderTypeV5;
timeInForce: OrderTimeInForceV5;
ocoTriggerType?: OCOTriggerTypeV5;
rejectReason?: OrderRejectReasonV5;
export interface WSPrivateTopicEventV5<TTopic extends string, TData> {
id?: string;
topic: TTopic;
creationTime: number;
data: TData;
wsKey: WsKey;
}
export interface WSAccountOrderEventV5 {
id: string;
wsKey: WsKey;
topic: 'order';
creationTime: number;
data: WSAccountOrderV5[];
export interface WSOrderbookV5 {
/** Symbol */
s: string;
/** [price, qty][] */
b: [string, string][];
/** [price, qty][] */
a: [string, string][];
/** Update ID */
u: number;
/** Cross sequence */
seq: number;
}
export type WSOrderbookEventV5 = WSPublicTopicEventV5<string, 'delta' | 'snapshot', WSOrderbookV5[]>;
export interface WSPositionV5 {
category: string;
symbol: string;
side: PositionSideV5;
size: string;
positionIdx: PositionIdx;
tradeMode: TradeModeV5;
positionValue: string;
riskId: number;
riskLimitValue: string;
entryPrice: string;
markPrice: string;
leverage: string;
positionBalance: string;
autoAddMargin: number;
positionMM: string;
positionIM: string;
liqPrice: string;
bustPrice: string;
tpslMode: string;
takeProfit: string;
stopLoss: string;
trailingStop: string;
unrealisedPnl: string;
curRealisedPnl: string;
sessionAvgPrice: string;
delta: string;
gamma: string;
vega: string;
theta: string;
cumRealisedPnl: string;
positionStatus: PositionStatusV5;
adlRankIndicator: number;
isReduceOnly: boolean;
mmrSysUpdatedTime: string;
leverageSysUpdatedTime: string;
createdTime: string;
updatedTime: string;
seq: number;
}
export type WSPositionEventV5 = WSPrivateTopicEventV5<'position', WSPositionV5[]>;
export interface WSAccountOrderV5 {
category: CategoryV5;
orderId: string;
orderLinkId: string;
isLeverage: string;
blockTradeId: string;
symbol: string;
price: string;
qty: string;
side: OrderSideV5;
positionIdx: PositionIdx;
orderStatus: OrderStatusV5;
createType: OrderCreateTypeV5;
cancelType: OrderCancelTypeV5;
rejectReason?: OrderRejectReasonV5;
avgPrice?: string;
leavesQty?: string;
leavesValue?: string;
cumExecQty: string;
cumExecValue: string;
cumExecFee: string;
feeCurrency: string;
timeInForce: OrderTimeInForceV5;
orderType: OrderTypeV5;
stopOrderType: StopOrderTypeV5;
ocoTriggerType?: OCOTriggerTypeV5;
orderIv: string;
marketUnit?: 'baseCoin' | 'quoteCoin';
triggerPrice: string;
takeProfit: string;
stopLoss: string;
tpslMode?: TPSLModeV5;
tpLimitPrice?: string;
slLimitPrice?: string;
tpTriggerBy: string;
slTriggerBy: string;
triggerDirection: number;
triggerBy: OrderTriggerByV5;
lastPriceOnCreated: string;
reduceOnly: boolean;
closeOnTrigger: boolean;
placeType: string;
smpType: OrderSMPTypeV5;
smpGroup: number;
smpOrderId: string;
createdTime: string;
updatedTime: string;
}
export type WSAccountOrderEventV5 = WSPrivateTopicEventV5<'order', WSAccountOrderV5[]>;
export interface WSExecutionV5 {
category: CategoryV5;
symbol: string;
isLeverage: string;
orderId: string;
orderLinkId: string;
side: OrderSideV5;
orderPrice: string;
orderQty: string;
leavesQty: string;
createType: OrderCreateTypeV5;
orderType: OrderTypeV5;
stopOrderType: StopOrderTypeV5;
execFee: string;
execId: string;
execPrice: string;
execQty: string;
execType: ExecTypeV5;
execValue: string;
execTime: string;
isMaker: boolean;
feeRate: string;
tradeIv: string;
markIv: string;
markPrice: string;
indexPrice: string;
underlyingPrice: string;
blockTradeId: string;
closedSize: string;
seq: number;
marketUnit: string;
}
export type WSExecutionEventV5 = WSPrivateTopicEventV5<'execution', WSExecutionV5[]>;

62
src/util/typeGuards.ts
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@@ -2,7 +2,7 @@
* Use type guards to narrow down types with minimal efforts.
*/
import { WSOrderbookEventV5 } from '../types/websocket.events';
import { WSAccountOrderEventV5, WSExecutionEventV5, WSOrderbookEventV5, WSPositionEventV5 } from '../types/websocket.events';
/**
* Type guard to detect a V5 orderbook event (delta & snapshots)
@@ -27,3 +27,63 @@ export function isWsOrderbookEventV5(
event['topic'].startsWith('orderbook')
);
}
/**
* Type guard to detect a V5 position event.
*
* @param event
* @returns
*/
export function isWsPositionEventV5(
event: unknown,
): event is WSPositionEventV5 {
if (
typeof event !== 'object' ||
!event ||
typeof event['topic'] !== 'string'
) {
return false;
}
return event['topic'] === 'position';
}
/**
* Type guard to detect a V5 order event.
*
* @param event
* @returns
*/
export function isWsAccountOrderEventV5(
event: unknown,
): event is WSAccountOrderEventV5 {
if (
typeof event !== 'object' ||
!event ||
typeof event['topic'] !== 'string'
) {
return false;
}
return event['topic'] === 'order';
}
/**
* Type guard to detect a V5 execution event.
*
* @param event
* @returns
*/
export function isWsExecutionEventV5(
event: unknown,
): event is WSExecutionEventV5 {
if (
typeof event !== 'object' ||
!event ||
typeof event['topic'] !== 'string'
) {
return false;
}
return event['topic'] === 'execution';
}