1.3.0-beta.1: introduce typescript, webpack, better overall browser support, deprecate assert calls
This commit is contained in:
tiagosiebler
3
src/index.ts
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3
src/index.ts
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@@ -0,0 +1,3 @@
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export * from './rest-client';
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export * from './websocket-client';
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export * from './logger';
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22
src/logger.ts
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22
src/logger.ts
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@@ -0,0 +1,22 @@
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export type LogParams = null | any;
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export const DefaultLogger = {
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silly: (...params: LogParams): void => {
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console.log(params);
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},
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debug: (...params: LogParams): void => {
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console.log(params);
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},
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notice: (...params: LogParams): void => {
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console.log(params);
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},
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info: (...params: LogParams): void => {
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console.info(params);
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},
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warning: (...params: LogParams): void => {
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console.error(params);
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},
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error: (...params: LogParams): void => {
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console.error(params);
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}
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};
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531
src/rest-client.ts
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531
src/rest-client.ts
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@@ -0,0 +1,531 @@
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import { AxiosRequestConfig } from 'axios';
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import { GenericAPIResponse, getBaseRESTInverseUrl, RestClientInverseOptions } from './util/requestUtils';
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import RequestWrapper from './util/requestWrapper';
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export class RestClient {
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private requestWrapper: RequestWrapper;
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/**
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* @public Creates an instance of the inverse REST API client.
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*
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* @param {string} key - your API key
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* @param {string} secret - your API secret
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* @param {boolean} [useLivenet=false]
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* @param {RestClientInverseOptions} [restInverseOptions={}] options to configure REST API connectivity
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* @param {AxiosRequestConfig} [requestOptions={}] HTTP networking options for axios
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*/
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constructor(
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key?: string | undefined,
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secret?: string | undefined,
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useLivenet?: boolean,
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restInverseOptions: RestClientInverseOptions = {},
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httpOptions: AxiosRequestConfig = {}
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) {
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this.requestWrapper = new RequestWrapper(
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key,
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secret,
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getBaseRESTInverseUrl(useLivenet),
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restInverseOptions,
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httpOptions
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);
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return this;
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}
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/**
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*
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* Market Data Endpoints
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*
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*/
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getOrderBook(params: {
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symbol: string;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/orderBook/L2', params);
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}
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getKline(params: {
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symbol: string;
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interval: string;
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from: number;
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limit?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/kline/list', params);
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}
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/**
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* @deprecated use getTickers() instead
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*/
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getLatestInformation(params?: {
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symbol?: string;
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}): GenericAPIResponse {
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return this.getTickers(params);
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}
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getTickers(params?: {
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symbol?: string;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/tickers', params);
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}
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/**
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* @deprecated use getTrades() instead
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*/
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getPublicTradingRecords(params: {
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symbol: string;
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from?: number;
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limit?: number;
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}): GenericAPIResponse {
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return this.getTrades(params);
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}
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getTrades(params: {
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symbol: string;
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from?: number;
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limit?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/trading-records', params);
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}
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getSymbols(): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/symbols');
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}
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/**
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* @deprecated use getLiquidations() instead
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*/
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getPublicLiquidations(params: {
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symbol: string;
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from?: number;
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limit?: number;
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start_time?: number;
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end_time?: number;
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}): GenericAPIResponse {
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return this.getLiquidations(params);
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}
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getLiquidations(params: {
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symbol: string;
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from?: number;
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limit?: number;
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start_time?: number;
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end_time?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/liq-records', params);
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}
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getMarkPriceKline(params: {
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symbol: string;
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interval: string;
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from: number;
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limit?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/mark-price-kline', params);
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}
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getOpenInterest(params: {
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symbol: string;
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period: string;
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limit?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/open-interest', params);
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}
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getLatestBigDeal(params: {
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symbol: string;
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limit?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/big-deal', params);
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}
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getLongShortRatio(params: {
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symbol: string;
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period: string;
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limit?: number;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/public/account-ratio', params);
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}
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/**
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*
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* Account Data Endpoints
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*
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*/
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placeActiveOrder(orderRequest: {
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side: string;
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symbol: string;
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order_type: string;
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qty: number;
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price?: number;
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time_in_force: string;
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take_profit?: number;
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stop_loss?: number;
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reduce_only?: boolean;
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close_on_trigger?: boolean;
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order_link_id?: string;
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}): GenericAPIResponse {
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// if (orderRequest.order_type === 'Limit' && !orderRequest.price) {
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// throw new Error('Price required for limit orders');
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// }
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return this.requestWrapper.post('v2/private/order/create', orderRequest);
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}
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getActiveOrderList(params: {
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symbol: string;
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order_status?: string;
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direction?: string;
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limit?: number;
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cursor?: string;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/private/order/list', params);
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}
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/**
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* @deprecated use getActiveOrderList() instead
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*/
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getActiveOrder(params: {
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order_id?: string;
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order_link_id?: string;
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symbol?: string;
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order?: string;
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page?: number;
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limit?: number;
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order_status?: string;
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}): GenericAPIResponse {
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return this.requestWrapper.get('open-api/order/list', params);
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}
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cancelActiveOrder(params: {
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symbol: string;
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order_id?: string;
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order_link_id?: string;
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}): GenericAPIResponse {
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// if (!params.order_id && !params.order_link_id) {
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// throw new Error('Parameter order_id OR order_link_id is required');
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// }
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return this.requestWrapper.post('v2/private/order/cancel', params);
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}
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cancelAllActiveOrders(params: {
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symbol: string;
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}): GenericAPIResponse {
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return this.requestWrapper.post('v2/private/order/cancelAll', params);
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}
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replaceActiveOrder(params: {
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order_id?: string;
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order_link_id?: string;
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symbol: string;
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p_r_qty?: string;
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p_r_price?: string;
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}): GenericAPIResponse {
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// if (!params.order_id && !params.order_link_id) {
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// throw new Error('Parameter order_id OR order_link_id is required');
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// }
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return this.requestWrapper.post('v2/private/order/replace', params);
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}
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/**
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* @deprecated use replaceActiveOrder()
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*/
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replaceActiveOrderOld(params: any): GenericAPIResponse {
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// if (!params.order_id && !params.order_link_id) {
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// throw new Error('Parameter order_id OR order_link_id is required');
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// }
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return this.requestWrapper.post('open-api/order/replace', params);
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}
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queryActiveOrder(params: {
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order_id?: string;
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order_link_id?: string;
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symbol: string;
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}): GenericAPIResponse {
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// if (!params.order_id && !params.order_link_id) {
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// throw new Error('Parameter order_id OR order_link_id is required');
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// }
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return this.requestWrapper.get('v2/private/order', params);
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}
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placeConditionalOrder(params: {
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side: string;
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symbol: string;
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order_type: string;
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qty: string;
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price?: string;
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base_price: string;
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stop_px: string;
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time_in_force: string;
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trigger_by?: string;
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close_on_trigger?: boolean;
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order_link_id?: string;
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}): GenericAPIResponse {
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// if (params.order_type === 'Limit' && !params.price) {
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// throw new Error('Parameter price is required for limit orders');
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// }
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return this.requestWrapper.post('v2/private/stop-order/create', params);
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}
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/**
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* @deprecated use placeConditionalOrder
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*/
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placeConditionalOrderOld(params: any): GenericAPIResponse {
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// if (params.order_type === 'Limit' && !params.price) {
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// throw new Error('Parameter price is required for limit orders');
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// }
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return this.requestWrapper.post('open-api/stop-order/create', params);
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}
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getConditionalOrder(params: {
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symbol: string;
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stop_order_status?: string;
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direction?: string;
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limit?: number;
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cursor?: string;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/private/stop-order/list', params);
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}
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/**
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* @deprecated use placeConditionalOrder
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*/
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getConditionalOrderOld(params: any): GenericAPIResponse {
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return this.requestWrapper.get('open-api/stop-order/list', params);
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}
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cancelConditionalOrder(params: {
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symbol: string;
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stop_order_id?: string;
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order_link_id?: string;
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}): GenericAPIResponse {
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// if (!params.stop_order_id && !params.order_link_id) {
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// throw new Error('Parameter stop_order_id OR order_link_id is required');
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// }
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return this.requestWrapper.post('v2/private/stop-order/cancel', params);
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}
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/**
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* @deprecated use cancelConditionalOrder
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*/
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cancelConditionalOrderOld(params: any): GenericAPIResponse {
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// if (!params.stop_order_id && !params.order_link_id) {
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// throw new Error('Parameter stop_order_id OR order_link_id is required');
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// }
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return this.requestWrapper.post('open-api/stop-order/cancel', params);
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}
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cancelAllConditionalOrders(params: {
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symbol: string;
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}): GenericAPIResponse {
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return this.requestWrapper.post('v2/private/stop-order/cancelAll', params);
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}
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replaceConditionalOrder(params: {
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stop_order_id?: string;
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order_link_id?: string;
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symbol: string;
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p_r_qty?: number;
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p_r_price?: string;
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p_r_trigger_price?: string;
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}): GenericAPIResponse {
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// if (!params.stop_order_id && !params.order_link_id) {
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// throw new Error('Parameter stop_order_id OR order_link_id is required');
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// }
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return this.requestWrapper.post('v2/private/stop-order/replace', params);
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}
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/**
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* @deprecated use replaceConditionalOrder
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*/
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replaceConditionalOrderOld(params: any): GenericAPIResponse {
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return this.requestWrapper.post('open-api/stop-order/replace', params);
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}
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queryConditionalOrder(params: {
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symbol: string;
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stop_order_id?: string;
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order_link_id?: string;
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}): GenericAPIResponse {
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// if (!params.stop_order_id && !params.order_link_id) {
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// throw new Error('Parameter stop_order_id OR order_link_id is required');
|
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// }
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return this.requestWrapper.get('v2/private/stop-order', params);
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}
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|
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/**
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* @deprecated use getPosition() instead
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*/
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getUserLeverage(): GenericAPIResponse {
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return this.requestWrapper.get('user/leverage');
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}
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getPosition(params?: {
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symbol?: string;
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}): GenericAPIResponse {
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return this.requestWrapper.get('v2/private/position/list', params);
|
||||
}
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|
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/**
|
||||
* @deprecated use getPosition() instead
|
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*/
|
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getPositions(): GenericAPIResponse {
|
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return this.requestWrapper.get('position/list');
|
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}
|
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|
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changePositionMargin(params: {
|
||||
symbol: string;
|
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margin: string;
|
||||
}): GenericAPIResponse {
|
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return this.requestWrapper.post('position/change-position-margin', params);
|
||||
}
|
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|
||||
setTradingStop(params: {
|
||||
symbol: string;
|
||||
take_profit?: number;
|
||||
stop_loss?: number;
|
||||
tp_trigger_by?: string;
|
||||
sl_trigger_by?: string;
|
||||
new_trailing_active?: number;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.post('open-api/position/trading-stop', params);
|
||||
}
|
||||
|
||||
setUserLeverage(params: {
|
||||
symbol: string;
|
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leverage: number;
|
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}): GenericAPIResponse {
|
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return this.requestWrapper.post('user/leverage/save', params);
|
||||
}
|
||||
|
||||
/**
|
||||
* @deprecated use setUserLeverage() instead
|
||||
*/
|
||||
changeUserLeverage(params: any): GenericAPIResponse {
|
||||
return this.setUserLeverage(params);
|
||||
}
|
||||
|
||||
getTradeRecords(params: {
|
||||
order_id?: string;
|
||||
symbol: string;
|
||||
start_time?: number;
|
||||
page?: number;
|
||||
limit?: number;
|
||||
order?: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/private/execution/list', params);
|
||||
}
|
||||
|
||||
getClosedPnl(params: {
|
||||
symbol: string;
|
||||
start_time?: number;
|
||||
end_time?: number;
|
||||
exec_type?: string;
|
||||
page?: number;
|
||||
limit?: number;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/private/trade/closed-pnl/list', params);
|
||||
}
|
||||
|
||||
getRiskLimitList(): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/wallet/risk-limit/list');
|
||||
}
|
||||
|
||||
setRiskLimit(params: {
|
||||
symbol: string;
|
||||
risk_id: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.post('open-api/wallet/risk-limit', params);
|
||||
}
|
||||
|
||||
getLastFundingRate(params: {
|
||||
symbol: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/funding/prev-funding-rate', params);
|
||||
}
|
||||
|
||||
getMyLastFundingFee(params: {
|
||||
symbol: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/funding/prev-funding', params);
|
||||
}
|
||||
|
||||
getPredictedFunding(params: {
|
||||
symbol: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/funding/predicted-funding', params);
|
||||
}
|
||||
|
||||
getApiKeyInfo(): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/api-key');
|
||||
}
|
||||
|
||||
getLcpInfo(params: {
|
||||
symbol: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/private/account/lcp', params);
|
||||
}
|
||||
|
||||
/**
|
||||
*
|
||||
* Wallet Data Endpoints
|
||||
*
|
||||
*/
|
||||
|
||||
getWalletBalance(params?: {
|
||||
coin?: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/private/wallet/balance', params);
|
||||
}
|
||||
|
||||
getWalletFundRecords(params?: {
|
||||
start_date?: string;
|
||||
end_date?: string;
|
||||
currency?: string;
|
||||
coin?: string;
|
||||
wallet_fund_type?: string;
|
||||
page?: number;
|
||||
limit?: number;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/wallet/fund/records', params);
|
||||
}
|
||||
|
||||
getWithdrawRecords(params: {
|
||||
start_date?: string;
|
||||
end_date?: string;
|
||||
coin?: string;
|
||||
status?: string;
|
||||
page?: number;
|
||||
limit?: number;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('open-api/wallet/withdraw/list', params);
|
||||
}
|
||||
|
||||
getAssetExchangeRecords(params?: {
|
||||
limit?: number;
|
||||
from?: number;
|
||||
direction?: string;
|
||||
}): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/private/exchange-order/list', params);
|
||||
}
|
||||
|
||||
/**
|
||||
*
|
||||
* API Data Endpoints
|
||||
*
|
||||
*/
|
||||
|
||||
getServerTime(): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/public/time');
|
||||
}
|
||||
|
||||
getApiAnnouncements(): GenericAPIResponse {
|
||||
return this.requestWrapper.get('v2/public/announcement');
|
||||
}
|
||||
|
||||
async getTimeOffset(): Promise<number> {
|
||||
const start = Date.now();
|
||||
return this.getServerTime().then(result => {
|
||||
const end = Date.now();
|
||||
return Math.ceil((result.time_now * 1000) - end + ((end - start) / 2));
|
||||
});
|
||||
}
|
||||
};
|
||||
59
src/util/requestUtils.ts
Normal file
59
src/util/requestUtils.ts
Normal file
@@ -0,0 +1,59 @@
|
||||
import { createHmac } from 'crypto';
|
||||
|
||||
export interface RestClientInverseOptions {
|
||||
// override the max size of the request window (in ms)
|
||||
recv_window?: number;
|
||||
|
||||
// how often to sync time drift with bybit servers
|
||||
sync_interval_ms?: number | string;
|
||||
|
||||
// Default: false. Disable above sync mechanism if true.
|
||||
disable_time_sync?: boolean;
|
||||
|
||||
// Default: false. If true, we'll throw errors if any params are undefined
|
||||
strict_param_validation?: boolean;
|
||||
|
||||
// Optionally override API protocol + domain
|
||||
// e.g 'https://api.bytick.com'
|
||||
baseUrl?: string;
|
||||
|
||||
// Default: true. whether to try and post-process request exceptions.
|
||||
parse_exceptions?: boolean;
|
||||
}
|
||||
|
||||
export type GenericAPIResponse = Promise<any>;
|
||||
|
||||
export function signMessage(message: string, secret: string): string {
|
||||
return createHmac('sha256', secret)
|
||||
.update(message)
|
||||
.digest('hex');
|
||||
};
|
||||
|
||||
export function serializeParams(params: object = {}, strict_validation = false): string {
|
||||
return Object.keys(params)
|
||||
.sort()
|
||||
.map(key => {
|
||||
const value = params[key];
|
||||
if (strict_validation === true && typeof value === 'undefined') {
|
||||
throw new Error('Failed to sign API request due to undefined parameter');
|
||||
}
|
||||
return `${key}=${value}`;
|
||||
})
|
||||
.join('&');
|
||||
};
|
||||
|
||||
export function getBaseRESTInverseUrl(useLivenet?: boolean, restInverseOptions?: RestClientInverseOptions) {
|
||||
const baseUrlsInverse = {
|
||||
livenet: 'https://api.bybit.com',
|
||||
testnet: 'https://api-testnet.bybit.com'
|
||||
};
|
||||
|
||||
if (restInverseOptions?.baseUrl) {
|
||||
return restInverseOptions.baseUrl;
|
||||
}
|
||||
|
||||
if (useLivenet === true) {
|
||||
return baseUrlsInverse.livenet;
|
||||
}
|
||||
return baseUrlsInverse.testnet;
|
||||
}
|
||||
193
src/util/requestWrapper.ts
Normal file
193
src/util/requestWrapper.ts
Normal file
@@ -0,0 +1,193 @@
|
||||
import axios, { AxiosRequestConfig, AxiosResponse, Method } from 'axios';
|
||||
|
||||
import { signMessage, serializeParams, RestClientInverseOptions, GenericAPIResponse } from './requestUtils';
|
||||
|
||||
export default class RequestUtil {
|
||||
private timeOffset: number | null;
|
||||
private syncTimePromise: null | Promise<any>;
|
||||
private options: RestClientInverseOptions;
|
||||
private baseUrl: string;
|
||||
private globalRequestOptions: AxiosRequestConfig;
|
||||
private key: string | undefined;
|
||||
private secret: string | undefined;
|
||||
|
||||
constructor(
|
||||
key: string | undefined,
|
||||
secret: string | undefined,
|
||||
baseUrl: string,
|
||||
options: RestClientInverseOptions = {},
|
||||
requestOptions: AxiosRequestConfig = {}
|
||||
) {
|
||||
this.timeOffset = null;
|
||||
this.syncTimePromise = null;
|
||||
|
||||
this.options = {
|
||||
recv_window: 5000,
|
||||
// how often to sync time drift with bybit servers
|
||||
sync_interval_ms: 3600000,
|
||||
// if true, we'll throw errors if any params are undefined
|
||||
strict_param_validation: false,
|
||||
...options
|
||||
};
|
||||
|
||||
this.globalRequestOptions = {
|
||||
// in ms == 5 minutes by default
|
||||
timeout: 1000 * 60 * 5,
|
||||
// custom request options based on axios specs - see: https://github.com/axios/axios#request-config
|
||||
...requestOptions,
|
||||
headers: {
|
||||
'x-referer': 'bybitapinode'
|
||||
},
|
||||
};
|
||||
|
||||
this.baseUrl = baseUrl;
|
||||
|
||||
if (key && !secret) {
|
||||
throw new Error('API Key & Secret are both required for private enpoints')
|
||||
}
|
||||
|
||||
if (this.options.disable_time_sync !== true) {
|
||||
this.syncTime();
|
||||
setInterval(this.syncTime.bind(this), +this.options.sync_interval_ms!);
|
||||
}
|
||||
|
||||
this.key = key;
|
||||
this.secret = secret;
|
||||
}
|
||||
|
||||
// TODO: type check that endpoint never starts with forward slash??
|
||||
get(endpoint: string, params?: any): GenericAPIResponse {
|
||||
return this._call('GET', endpoint, params);
|
||||
}
|
||||
|
||||
post(endpoint: string, params?: any): GenericAPIResponse {
|
||||
return this._call('POST', endpoint, params);
|
||||
}
|
||||
|
||||
/**
|
||||
* @private Make a HTTP request to a specific endpoint. Private endpoints are automatically signed.
|
||||
*/
|
||||
async _call(method: Method, endpoint: string, params?: any): GenericAPIResponse {
|
||||
const publicEndpoint = endpoint.startsWith('v2/public');
|
||||
|
||||
if (!publicEndpoint) {
|
||||
if (!this.key || !this.secret) {
|
||||
throw new Error('Private endpoints require api and private keys set');
|
||||
}
|
||||
|
||||
if (this.timeOffset === null) {
|
||||
await this.syncTime();
|
||||
}
|
||||
|
||||
params = this.signRequest(params);
|
||||
}
|
||||
|
||||
const options = {
|
||||
...this.globalRequestOptions,
|
||||
url: [this.baseUrl, endpoint].join('/'),
|
||||
method: method,
|
||||
json: true
|
||||
};
|
||||
|
||||
if (method === 'GET') {
|
||||
options.params = params;
|
||||
} else {
|
||||
options.data = params;
|
||||
}
|
||||
|
||||
return axios(options).then(response => {
|
||||
if (response.status == 200) {
|
||||
return response.data;
|
||||
}
|
||||
|
||||
throw response;
|
||||
}).catch(this.parseException);
|
||||
}
|
||||
|
||||
/**
|
||||
* @private generic handler to parse request exceptions
|
||||
*/
|
||||
parseException(e: any): unknown {
|
||||
if (this.options.parse_exceptions === false) {
|
||||
throw e;
|
||||
}
|
||||
|
||||
// Something happened in setting up the request that triggered an Error
|
||||
if (!e.response) {
|
||||
if (!e.request) {
|
||||
throw e.message;
|
||||
}
|
||||
|
||||
// request made but no response received
|
||||
throw e;
|
||||
}
|
||||
|
||||
// The request was made and the server responded with a status code
|
||||
// that falls out of the range of 2xx
|
||||
const response: AxiosResponse = e.response;
|
||||
throw {
|
||||
code: response.status,
|
||||
message: response.statusText,
|
||||
body: response.data,
|
||||
headers: response.headers,
|
||||
requestOptions: this.options
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* @private sign request and set recv window
|
||||
*/
|
||||
signRequest(data: any): any {
|
||||
const params = {
|
||||
...data,
|
||||
api_key: this.key,
|
||||
timestamp: Date.now() + (this.timeOffset || 0)
|
||||
};
|
||||
|
||||
// Optional, set to 5000 by default. Increase if timestamp/recv_window errors are seen.
|
||||
if (this.options.recv_window && !params.recv_window) {
|
||||
params.recv_window = this.options.recv_window;
|
||||
}
|
||||
|
||||
if (this.key && this.secret) {
|
||||
const serializedParams = serializeParams(params, this.options.strict_param_validation);
|
||||
params.sign = signMessage(serializedParams, this.secret);
|
||||
}
|
||||
|
||||
return params;
|
||||
}
|
||||
|
||||
/**
|
||||
* @private trigger time sync and store promise
|
||||
*/
|
||||
syncTime(): GenericAPIResponse {
|
||||
if (this.options.disable_time_sync === true) {
|
||||
return Promise.resolve(false);
|
||||
}
|
||||
|
||||
if (this.syncTimePromise !== null) {
|
||||
return this.syncTimePromise;
|
||||
}
|
||||
|
||||
this.syncTimePromise = this.getTimeOffset().then(offset => {
|
||||
this.timeOffset = offset;
|
||||
this.syncTimePromise = null;
|
||||
});
|
||||
|
||||
return this.syncTimePromise;
|
||||
}
|
||||
|
||||
/**
|
||||
* @deprecated move this somewhere else, because v2/public/time shouldn't be hardcoded here
|
||||
*
|
||||
* @returns {Promise<number>}
|
||||
* @memberof RequestUtil
|
||||
*/
|
||||
async getTimeOffset(): Promise<number> {
|
||||
const start = Date.now();
|
||||
const result = await this.get('v2/public/time');
|
||||
const end = Date.now();
|
||||
|
||||
return Math.ceil((result.time_now * 1000) - end + ((end - start) / 2));
|
||||
}
|
||||
};
|
||||
265
src/websocket-client.ts
Normal file
265
src/websocket-client.ts
Normal file
@@ -0,0 +1,265 @@
|
||||
import { EventEmitter } from 'events';
|
||||
|
||||
import { DefaultLogger } from './logger';
|
||||
import { RestClient } from './rest-client';
|
||||
import { signMessage, serializeParams } from './util/requestUtils';
|
||||
// import WebSocket from 'ws';
|
||||
import WebSocket from 'isomorphic-ws';
|
||||
|
||||
const wsUrls = {
|
||||
livenet: 'wss://stream.bybit.com/realtime',
|
||||
testnet: 'wss://stream-testnet.bybit.com/realtime'
|
||||
};
|
||||
|
||||
const READY_STATE_INITIAL = 0;
|
||||
const READY_STATE_CONNECTING = 1;
|
||||
const READY_STATE_CONNECTED = 2;
|
||||
const READY_STATE_CLOSING = 3;
|
||||
const READY_STATE_RECONNECTING = 4;
|
||||
|
||||
export interface WebsocketClientOptions {
|
||||
key?: string;
|
||||
secret?: string;
|
||||
livenet?: boolean;
|
||||
|
||||
pongTimeout?: number;
|
||||
pingInterval?: number;
|
||||
reconnectTimeout?: number;
|
||||
restOptions?: any;
|
||||
requestOptions?: any;
|
||||
wsUrl?: string;
|
||||
};
|
||||
|
||||
type Logger = typeof DefaultLogger;
|
||||
|
||||
export class WebsocketClient extends EventEmitter {
|
||||
private logger: Logger;
|
||||
private readyState: number;
|
||||
private pingInterval?: number | undefined;
|
||||
private pongTimeout?: number | undefined;
|
||||
private client: RestClient;
|
||||
private _subscriptions: Set<unknown>;
|
||||
private ws: WebSocket;
|
||||
private options: WebsocketClientOptions;
|
||||
|
||||
constructor(options: WebsocketClientOptions, logger?: Logger) {
|
||||
super();
|
||||
|
||||
this.logger = logger || DefaultLogger;
|
||||
|
||||
this.readyState = READY_STATE_INITIAL;
|
||||
this.pingInterval = undefined;
|
||||
this.pongTimeout = undefined;
|
||||
|
||||
this.options = {
|
||||
livenet: false,
|
||||
pongTimeout: 1000,
|
||||
pingInterval: 10000,
|
||||
reconnectTimeout: 500,
|
||||
...options
|
||||
};
|
||||
|
||||
this.client = new RestClient(undefined, undefined, this.options.livenet, this.options.restOptions, this.options.requestOptions);
|
||||
this._subscriptions = new Set();
|
||||
|
||||
this._connect();
|
||||
}
|
||||
|
||||
subscribe(topics) {
|
||||
if (!Array.isArray(topics)) topics = [topics];
|
||||
topics.forEach(topic => this._subscriptions.add(topic));
|
||||
|
||||
// subscribe not necessary if not yet connected (will subscribe onOpen)
|
||||
if (this.readyState === READY_STATE_CONNECTED) this._subscribe(topics);
|
||||
}
|
||||
|
||||
unsubscribe(topics) {
|
||||
if (!Array.isArray(topics)) topics = [topics];
|
||||
|
||||
topics.forEach(topic => this._subscriptions.delete(topic));
|
||||
|
||||
// unsubscribe not necessary if not yet connected
|
||||
if (this.readyState === READY_STATE_CONNECTED) this._unsubscribe(topics);
|
||||
}
|
||||
|
||||
close() {
|
||||
this.logger.info('Closing connection', {category: 'bybit-ws'});
|
||||
this.readyState = READY_STATE_CLOSING;
|
||||
this._teardown();
|
||||
this.ws && this.ws.close();
|
||||
}
|
||||
|
||||
_getWsUrl() {
|
||||
if (this.options.wsUrl) {
|
||||
return this.options.wsUrl;
|
||||
}
|
||||
return wsUrls[this.options.livenet ? 'livenet' : 'testnet'];
|
||||
}
|
||||
|
||||
async _connect() {
|
||||
try {
|
||||
if (this.readyState === READY_STATE_INITIAL) this.readyState = READY_STATE_CONNECTING;
|
||||
|
||||
const authParams = await this._authenticate();
|
||||
const url = this._getWsUrl() + authParams;
|
||||
|
||||
const ws = new WebSocket(url);
|
||||
|
||||
// ws.onopen!(this._wsOpenHandler.bind(this));
|
||||
// ws.onmessage!(this._wsMessageHandler.bind(this));
|
||||
// ws.onerror!(this._wsOnErrorHandler.bind(this));
|
||||
// ws.onclose!(this._wsCloseHandler.bind(this));
|
||||
|
||||
ws.onopen = this._wsOpenHandler.bind(this);
|
||||
ws.onmessage = this._wsMessageHandler.bind(this);
|
||||
ws.onerror = this._wsOnErrorHandler.bind(this);
|
||||
ws.onclose = this._wsCloseHandler.bind(this);
|
||||
|
||||
this.ws = ws;
|
||||
|
||||
} catch (err) {
|
||||
this.logger.error('Connection failed: ', err);
|
||||
this._reconnect(this.options.reconnectTimeout);
|
||||
}
|
||||
}
|
||||
|
||||
async _authenticate() {
|
||||
if (this.options.key && this.options.secret) {
|
||||
this.logger.debug('Starting authenticated websocket client.', {category: 'bybit-ws'});
|
||||
|
||||
const timeOffset = await this.client.getTimeOffset();
|
||||
|
||||
const params: any = {
|
||||
api_key: this.options.key,
|
||||
expires: (Date.now() + timeOffset + 5000)
|
||||
};
|
||||
|
||||
params.signature = signMessage('GET/realtime' + params.expires, this.options.secret);
|
||||
return '?' + serializeParams(params);
|
||||
|
||||
} else if (this.options.key || this.options.secret) {
|
||||
this.logger.warning('Could not authenticate websocket, either api key or private key missing.', { category: 'bybit-ws' });
|
||||
} else {
|
||||
this.logger.debug('Starting public only websocket client.', { category: 'bybit-ws' });
|
||||
}
|
||||
|
||||
return '';
|
||||
}
|
||||
|
||||
_reconnect(timeout) {
|
||||
this._teardown();
|
||||
if (this.readyState !== READY_STATE_CONNECTING) {
|
||||
this.readyState = READY_STATE_RECONNECTING;
|
||||
}
|
||||
|
||||
setTimeout(() => {
|
||||
this.logger.info('Reconnecting to server', { category: 'bybit-ws' });
|
||||
|
||||
this._connect();
|
||||
}, timeout);
|
||||
}
|
||||
|
||||
_ping() {
|
||||
clearTimeout(this.pongTimeout!);
|
||||
delete this.pongTimeout;
|
||||
|
||||
this.logger.silly('Sending ping', { category: 'bybit-ws' });
|
||||
this.ws.send(JSON.stringify({op: 'ping'}));
|
||||
|
||||
this.pongTimeout = setTimeout(() => {
|
||||
this.logger.info('Pong timeout', { category: 'bybit-ws' });
|
||||
this._teardown();
|
||||
// this.ws.terminate();
|
||||
// TODO: does this work?
|
||||
this.ws.close();
|
||||
}, this.options.pongTimeout);
|
||||
}
|
||||
|
||||
_teardown() {
|
||||
if (this.pingInterval) clearInterval(this.pingInterval);
|
||||
if (this.pongTimeout) clearTimeout(this.pongTimeout);
|
||||
|
||||
this.pongTimeout = undefined;
|
||||
this.pingInterval = undefined;
|
||||
}
|
||||
|
||||
_wsOpenHandler() {
|
||||
if (this.readyState === READY_STATE_CONNECTING) {
|
||||
this.logger.info('Websocket connected', { category: 'bybit-ws', livenet: this.options.livenet });
|
||||
this.emit('open');
|
||||
} else if (this.readyState === READY_STATE_RECONNECTING) {
|
||||
this.logger.info('Websocket reconnected', { category: 'bybit-ws', livenet: this.options.livenet });
|
||||
this.emit('reconnected');
|
||||
}
|
||||
|
||||
this.readyState = READY_STATE_CONNECTED;
|
||||
|
||||
this._subscribe([...this._subscriptions]);
|
||||
this.pingInterval = setInterval(this._ping.bind(this), this.options.pingInterval);
|
||||
}
|
||||
|
||||
_wsMessageHandler(message) {
|
||||
const msg = JSON.parse(message && message.data || message);
|
||||
|
||||
if ('success' in msg) {
|
||||
this._handleResponse(msg);
|
||||
} else if (msg.topic) {
|
||||
this._handleUpdate(msg);
|
||||
} else {
|
||||
this.logger.warning('Got unhandled ws message', msg);
|
||||
}
|
||||
}
|
||||
|
||||
_wsOnErrorHandler(err) {
|
||||
this.logger.error('Websocket error', {category: 'bybit-ws', err});
|
||||
if (this.readyState === READY_STATE_CONNECTED) this.emit('error', err);
|
||||
}
|
||||
|
||||
_wsCloseHandler() {
|
||||
this.logger.info('Websocket connection closed', {category: 'bybit-ws'});
|
||||
|
||||
if (this.readyState !== READY_STATE_CLOSING) {
|
||||
this._reconnect(this.options.reconnectTimeout);
|
||||
this.emit('reconnect');
|
||||
} else {
|
||||
this.readyState = READY_STATE_INITIAL;
|
||||
this.emit('close');
|
||||
}
|
||||
}
|
||||
|
||||
_handleResponse(response) {
|
||||
if (
|
||||
response.request &&
|
||||
response.request.op === 'ping' &&
|
||||
response.ret_msg === 'pong' &&
|
||||
response.success === true
|
||||
) {
|
||||
this.logger.silly('pong recieved', {category: 'bybit-ws'});
|
||||
clearTimeout(this.pongTimeout);
|
||||
} else {
|
||||
this.emit('response', response);
|
||||
}
|
||||
}
|
||||
|
||||
_handleUpdate(message) {
|
||||
this.emit('update', message);
|
||||
}
|
||||
|
||||
_subscribe(topics) {
|
||||
const msgStr = JSON.stringify({
|
||||
op: 'subscribe',
|
||||
'args': topics
|
||||
});
|
||||
|
||||
this.ws.send(msgStr);
|
||||
}
|
||||
|
||||
_unsubscribe(topics) {
|
||||
const msgStr = JSON.stringify({
|
||||
op: 'unsubscribe',
|
||||
'args': topics
|
||||
});
|
||||
|
||||
this.ws.send(msgStr);
|
||||
}
|
||||
};
|
||||
Reference in New Issue
Block a user