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v3.5.1: feat() add support for V5 public & private websockets

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This commit is contained in:
tiagosiebler
2023-02-24 15:59:05 +00:00
parent fad12f460f
commit 0a1cc4ed2b
6 changed files with 358 additions and 113 deletions
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222
src/util/websocket-util.ts
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@@ -1,4 +1,4 @@
import { APIMarket, WsKey } from '../types';
import { APIMarket, CategoryV5, WsKey } from '../types';
interface NetworkMapV3 {
livenet: string;
@@ -9,10 +9,28 @@ interface NetworkMapV3 {
type PublicPrivateNetwork = 'public' | 'private';
/**
* The following WS keys are logical.
*
* They're not directly used as a market. They usually have one private endpoint but many public ones,
* so they need a bit of extra handling for seamless messaging between endpoints.
*
* For the unified keys, the "split" happens using the symbol. Symbols suffixed with USDT are obviously USDT topics.
* For the v5 endpoints, the subscribe/unsubscribe call must specify the category the subscription should route to.
*/
type PublicOnlyWsKeys =
| 'unifiedPerpUSDT'
| 'unifiedPerpUSDC'
| 'v5SpotPublic'
| 'v5LinearPublic'
| 'v5InversePublic'
| 'v5OptionPublic';
export const WS_BASE_URL_MAP: Record<
APIMarket | 'unifiedPerpUSDT' | 'unifiedPerpUSDC',
APIMarket,
Record<PublicPrivateNetwork, NetworkMapV3>
> = {
> &
Record<PublicOnlyWsKeys, Record<'public', NetworkMapV3>> = {
inverse: {
public: {
livenet: 'wss://stream.bybit.com/realtime',
@@ -106,20 +124,12 @@ export const WS_BASE_URL_MAP: Record<
livenet: 'wss://stream.bybit.com/contract/usdt/public/v3',
testnet: 'wss://stream-testnet.bybit.com/contract/usdt/public/v3',
},
private: {
livenet: 'useUnifiedEndpoint',
testnet: 'useUnifiedEndpoint',
},
},
unifiedPerpUSDC: {
public: {
livenet: 'wss://stream.bybit.com/contract/usdc/public/v3',
testnet: 'wss://stream-testnet.bybit.com/contract/usdc/public/v3',
},
private: {
livenet: 'useUnifiedEndpoint',
testnet: 'useUnifiedEndpoint',
},
},
contractUSDT: {
public: {
@@ -141,6 +151,40 @@ export const WS_BASE_URL_MAP: Record<
testnet: 'wss://stream-testnet.bybit.com/contract/private/v3',
},
},
v5: {
public: {
livenet: 'public topics are routed internally via the public wskeys',
testnet: 'public topics are routed internally via the public wskeys',
},
private: {
livenet: 'wss://stream.bybit.com/v5/private',
testnet: 'wss://stream-testnet.bybit.com/v5/private',
},
},
v5SpotPublic: {
public: {
livenet: 'wss://stream.bybit.com/v5/public/spot',
testnet: 'wss://stream-testnet.bybit.com/v5/public/spot',
},
},
v5LinearPublic: {
public: {
livenet: 'wss://stream.bybit.com/v5/public/linear',
testnet: 'wss://stream-testnet.bybit.com/v5/public/linear',
},
},
v5InversePublic: {
public: {
livenet: 'wss://stream.bybit.com/v5/public/inverse',
testnet: 'wss://stream-testnet.bybit.com/v5/public/inverse',
},
},
v5OptionPublic: {
public: {
livenet: 'wss://stream.bybit.com/v5/public/option',
testnet: 'wss://stream-testnet.bybit.com/v5/public/option',
},
},
};
export const WS_KEY_MAP = {
@@ -163,6 +207,11 @@ export const WS_KEY_MAP = {
contractUSDTPrivate: 'contractUSDTPrivate',
contractInversePublic: 'contractInversePublic',
contractInversePrivate: 'contractInversePrivate',
v5SpotPublic: 'v5SpotPublic',
v5LinearPublic: 'v5LinearPublic',
v5InversePublic: 'v5InversePublic',
v5OptionPublic: 'v5OptionPublic',
v5Private: 'v5Private',
} as const;
export const WS_AUTH_ON_CONNECT_KEYS: WsKey[] = [
@@ -172,6 +221,7 @@ export const WS_AUTH_ON_CONNECT_KEYS: WsKey[] = [
WS_KEY_MAP.unifiedPrivate,
WS_KEY_MAP.contractUSDTPrivate,
WS_KEY_MAP.contractInversePrivate,
WS_KEY_MAP.v5Private,
];
export const PUBLIC_WS_KEYS = [
@@ -185,15 +235,15 @@ export const PUBLIC_WS_KEYS = [
WS_KEY_MAP.unifiedPerpUSDCPublic,
WS_KEY_MAP.contractUSDTPublic,
WS_KEY_MAP.contractInversePublic,
WS_KEY_MAP.v5SpotPublic,
WS_KEY_MAP.v5LinearPublic,
WS_KEY_MAP.v5InversePublic,
WS_KEY_MAP.v5OptionPublic,
] as string[];
/** Used to automatically determine if a sub request should be to the public or private ws (when there's two) */
const PRIVATE_TOPICS = [
'position',
'execution',
'order',
'stop_order',
'wallet',
'outboundAccountInfo',
'executionReport',
'ticketInfo',
@@ -226,12 +276,23 @@ const PRIVATE_TOPICS = [
'user.execution.contractAccount',
'user.order.contractAccount',
'user.wallet.contractAccount',
// v5
'position',
'execution',
'order',
'wallet',
'greeks',
];
export function isPrivateWsTopic(topic: string): boolean {
return PRIVATE_TOPICS.includes(topic);
}
export function getWsKeyForTopic(
market: APIMarket,
topic: string,
isPrivate?: boolean
isPrivate?: boolean,
category?: CategoryV5
): WsKey {
const isPrivateTopic = isPrivate === true || PRIVATE_TOPICS.includes(topic);
switch (market) {
@@ -297,12 +358,138 @@ export function getWsKeyForTopic(
? WS_KEY_MAP.contractUSDTPrivate
: WS_KEY_MAP.contractUSDTPublic;
}
case 'v5': {
if (isPrivateTopic) {
return WS_KEY_MAP.v5Private;
}
switch (category) {
case 'spot': {
return WS_KEY_MAP.v5SpotPublic;
}
case 'linear': {
return WS_KEY_MAP.v5LinearPublic;
}
case 'inverse': {
return WS_KEY_MAP.v5InversePublic;
}
case 'option': {
return WS_KEY_MAP.v5OptionPublic;
}
case undefined: {
throw new Error('Category cannot be undefined');
}
default: {
throw neverGuard(
category,
'getWsKeyForTopic(v5): Unhandled v5 category'
);
}
}
// TODO: simple way to manage many public api groups in one api market?
return isPrivateTopic ? WS_KEY_MAP.v5Private : WS_KEY_MAP.v5Private;
}
default: {
throw neverGuard(market, 'getWsKeyForTopic(): Unhandled market');
}
}
}
export function getWsUrl(
wsKey: WsKey,
wsUrl: string | undefined,
isTestnet: boolean
): string {
if (wsUrl) {
return wsUrl;
}
const networkKey = isTestnet ? 'testnet' : 'livenet';
switch (wsKey) {
case WS_KEY_MAP.linearPublic: {
return WS_BASE_URL_MAP.linear.public[networkKey];
}
case WS_KEY_MAP.linearPrivate: {
return WS_BASE_URL_MAP.linear.private[networkKey];
}
case WS_KEY_MAP.spotPublic: {
return WS_BASE_URL_MAP.spot.public[networkKey];
}
case WS_KEY_MAP.spotPrivate: {
return WS_BASE_URL_MAP.spot.private[networkKey];
}
case WS_KEY_MAP.spotV3Public: {
return WS_BASE_URL_MAP.spotv3.public[networkKey];
}
case WS_KEY_MAP.spotV3Private: {
return WS_BASE_URL_MAP.spotv3.private[networkKey];
}
case WS_KEY_MAP.inverse: {
// private and public are on the same WS connection
return WS_BASE_URL_MAP.inverse.public[networkKey];
}
case WS_KEY_MAP.usdcOptionPublic: {
return WS_BASE_URL_MAP.usdcOption.public[networkKey];
}
case WS_KEY_MAP.usdcOptionPrivate: {
return WS_BASE_URL_MAP.usdcOption.private[networkKey];
}
case WS_KEY_MAP.usdcPerpPublic: {
return WS_BASE_URL_MAP.usdcPerp.public[networkKey];
}
case WS_KEY_MAP.usdcPerpPrivate: {
return WS_BASE_URL_MAP.usdcPerp.private[networkKey];
}
case WS_KEY_MAP.unifiedOptionPublic: {
return WS_BASE_URL_MAP.unifiedOption.public[networkKey];
}
case WS_KEY_MAP.unifiedPerpUSDTPublic: {
return WS_BASE_URL_MAP.unifiedPerpUSDT.public[networkKey];
}
case WS_KEY_MAP.unifiedPerpUSDCPublic: {
return WS_BASE_URL_MAP.unifiedPerpUSDC.public[networkKey];
}
case WS_KEY_MAP.unifiedPrivate: {
return WS_BASE_URL_MAP.unifiedPerp.private[networkKey];
}
case WS_KEY_MAP.contractInversePrivate: {
return WS_BASE_URL_MAP.contractInverse.private[networkKey];
}
case WS_KEY_MAP.contractInversePublic: {
return WS_BASE_URL_MAP.contractInverse.public[networkKey];
}
case WS_KEY_MAP.contractUSDTPrivate: {
return WS_BASE_URL_MAP.contractUSDT.private[networkKey];
}
case WS_KEY_MAP.contractUSDTPublic: {
return WS_BASE_URL_MAP.contractUSDT.public[networkKey];
}
case WS_KEY_MAP.v5Private: {
return WS_BASE_URL_MAP.v5.private[networkKey];
}
case WS_KEY_MAP.v5SpotPublic: {
return WS_BASE_URL_MAP.v5SpotPublic.public[networkKey];
}
case WS_KEY_MAP.v5LinearPublic: {
return WS_BASE_URL_MAP.v5LinearPublic.public[networkKey];
}
case WS_KEY_MAP.v5InversePublic: {
return WS_BASE_URL_MAP.v5InversePublic.public[networkKey];
}
case WS_KEY_MAP.v5OptionPublic: {
return WS_BASE_URL_MAP.v5OptionPublic.public[networkKey];
}
default: {
this.logger.error('getWsUrl(): Unhandled wsKey: ', {
category: 'bybit-ws',
wsKey,
});
throw neverGuard(wsKey, 'getWsUrl(): Unhandled wsKey');
}
}
}
export function getMaxTopicsPerSubscribeEvent(
market: APIMarket
): number | null {
@@ -315,7 +502,8 @@ export function getMaxTopicsPerSubscribeEvent(
case 'unifiedPerp':
case 'spot':
case 'contractInverse':
case 'contractUSDT': {
case 'contractUSDT':
case 'v5': {
return null;
}
case 'spotv3': {