batch subscribe for spot v3

examples/ws-public.ts

@@ -16,10 +16,10 @@ import { DefaultLogger, WS_KEY_MAP, WebsocketClient } from '../src';
       // market: 'linear',
       // market: 'inverse',
       // market: 'spot',
-      // market: 'spotv3',
+      market: 'spotv3',
       // market: 'usdcOption',
       // market: 'usdcPerp',
-      market: 'unifiedPerp',
+      // market: 'unifiedPerp',
       // market: 'unifiedOption',
     },
     logger
@@ -59,9 +59,73 @@ import { DefaultLogger, WS_KEY_MAP, WebsocketClient } from '../src';
   // wsClient.subscribe('trade.BTCUSDT');
 
   // Spot V3
-  // wsClient.subscribe('trade.BTCUSDT');
+  wsClient.subscribe('trade.BTCUSDT');
   // Or an array of topics
-  // wsClient.subscribe(['trade.BTCUSDT', 'trade.LTCUSDT']);
+  // wsClient.subscribe([
+  //   'orderbook.40.BTCUSDT',
+  //   'orderbook.40.BTCUSDC',
+  //   'orderbook.40.USDCUSDT',
+  //   'orderbook.40.BTCDAI',
+  //   'orderbook.40.DAIUSDT',
+  //   'orderbook.40.ETHUSDT',
+  //   'orderbook.40.ETHUSDC',
+  //   'orderbook.40.ETHDAI',
+  //   'orderbook.40.XRPUSDT',
+  //   'orderbook.40.XRPUSDC',
+  //   'orderbook.40.EOSUSDT',
+  //   'orderbook.40.EOSUSDC',
+  //   'orderbook.40.DOTUSDT',
+  //   'orderbook.40.DOTUSDC',
+  //   'orderbook.40.XLMUSDT',
+  //   'orderbook.40.XLMUSDC',
+  //   'orderbook.40.LTCUSDT',
+  //   'orderbook.40.LTCUSDC',
+  //   'orderbook.40.DOGEUSDT',
+  //   'orderbook.40.DOGEUSDC',
+  //   'orderbook.40.BITUSDT',
+  //   'orderbook.40.BITUSDC',
+  //   'orderbook.40.BITDAI',
+  //   'orderbook.40.CHZUSDT',
+  //   'orderbook.40.CHZUSDC',
+  //   'orderbook.40.MANAUSDT',
+  //   'orderbook.40.MANAUSDC',
+  //   'orderbook.40.LINKUSDT',
+  //   'orderbook.40.LINKUSDC',
+  //   'orderbook.40.ICPUSDT',
+  //   'orderbook.40.ICPUSDC',
+  //   'orderbook.40.ADAUSDT',
+  //   'orderbook.40.ADAUSDC',
+  //   'orderbook.40.SOLUSDC',
+  //   'orderbook.40.SOLUSDT',
+  //   'orderbook.40.MATICUSDC',
+  //   'orderbook.40.MATICUSDT',
+  //   'orderbook.40.SANDUSDC',
+  //   'orderbook.40.SANDUSDT',
+  //   'orderbook.40.LUNCUSDC',
+  //   'orderbook.40.LUNCUSDT',
+  //   'orderbook.40.SLGUSDC',
+  //   'orderbook.40.SLGUSDT',
+  //   'orderbook.40.AVAXUSDC',
+  //   'orderbook.40.AVAXUSDT',
+  //   'orderbook.40.OPUSDC',
+  //   'orderbook.40.OPUSDT',
+  //   'orderbook.40.OKSEUSDC',
+  //   'orderbook.40.OKSEUSDT',
+  //   'orderbook.40.APEXUSDC',
+  //   'orderbook.40.APEXUSDT',
+  //   'orderbook.40.TRXUSDC',
+  //   'orderbook.40.TRXUSDT',
+  //   'orderbook.40.GMTUSDC',
+  //   'orderbook.40.GMTUSDT',
+  //   'orderbook.40.SHIBUSDC',
+  //   'orderbook.40.SHIBUSDT',
+  //   'orderbook.40.LDOUSDC',
+  //   'orderbook.40.LDOUSDT',
+  //   'orderbook.40.APEUSDC',
+  //   'orderbook.40.APEUSDT',
+  //   'orderbook.40.FILUSDC',
+  //   'orderbook.40.FILUSDT',
+  // ]);
 
   // usdc options
   // wsClient.subscribe([
@@ -74,28 +138,30 @@ import { DefaultLogger, WS_KEY_MAP, WebsocketClient } from '../src';
   // wsClient.subscribe('trade.BTCPERP');
 
   // unified perps
-  wsClient.subscribe('publicTrade.BTCUSDT');
+  // wsClient.subscribe('publicTrade.BTCUSDT');
 
   // For spot v1 (the old, deprecated client), request public connection first then send required topics on 'open'
   // Not necessary for spot v3
   // wsClient.connectPublic();
 
-  // To unsubscribe from topics:
+  // To unsubscribe from topics (after a 5 second delay, in this example):
   // setTimeout(() => {
   //   console.log('unsubscribing');
   //   wsClient.unsubscribe('trade.BTCUSDT');
   // }, 5 * 1000);
 
   // Topics are tracked per websocket type
-  // Get a list of subscribed topics (e.g. for public v3 spot topics)
+  // Get a list of subscribed topics (e.g. for public v3 spot topics) (after a 5 second delay)
-  const publicSpotTopics = wsClient
+  setTimeout(() => {
-    .getWsStore()
+    const publicSpotTopics = wsClient
-    .getTopics(WS_KEY_MAP.spotV3Public);
+      .getWsStore()
+      .getTopics(WS_KEY_MAP.spotV3Public);
 
-  console.log('public spot topics: ', publicSpotTopics);
+    console.log('public spot topics: ', publicSpotTopics);
 
-  const privateSpotTopics = wsClient
+    const privateSpotTopics = wsClient
-    .getWsStore()
+      .getWsStore()
-    .getTopics(WS_KEY_MAP.spotV3Private);
+      .getTopics(WS_KEY_MAP.spotV3Private);
-  console.log('private spot topics: ', publicSpotTopics);
+    console.log('private spot topics: ', privateSpotTopics);
+  }, 5 * 1000);
 })();

src/util/websocket-util.ts

@@ -256,6 +256,28 @@ export function getWsKeyForTopic(
   }
 }
 
+export function getMaxTopicsPerSubscribeEvent(
+  market: APIMarket
+): number | null {
+  switch (market) {
+    case 'inverse':
+    case 'linear':
+    case 'usdcOption':
+    case 'usdcPerp':
+    case 'unifiedOption':
+    case 'unifiedPerp':
+    case 'spot': {
+      return null;
+    }
+    case 'spotv3': {
+      return 10;
+    }
+    default: {
+      throw neverGuard(market, `getWsKeyForTopic(): Unhandled market`);
+    }
+  }
+}
+
 export function getUsdcWsKeyForTopic(
   topic: string,
   subGroup: 'option' | 'perp'

src/websocket-client.ts

@@ -30,6 +30,7 @@ import {
   WS_BASE_URL_MAP,
   getWsKeyForTopic,
   neverGuard,
+  getMaxTopicsPerSubscribeEvent,
 } from './util';
 import { USDCOptionClient } from './usdc-option-client';
 import { USDCPerpetualClient } from './usdc-perpetual-client';
@@ -515,6 +516,24 @@ export class WebsocketClient extends EventEmitter {
       return;
     }
 
+    const maxTopicsPerEvent = getMaxTopicsPerSubscribeEvent(
+      this.options.market
+    );
+    if (maxTopicsPerEvent && topics.length > maxTopicsPerEvent) {
+      this.logger.silly(
+        `Subscribing to topics in batches of ${maxTopicsPerEvent}`
+      );
+      for (var i = 0; i < topics.length; i += maxTopicsPerEvent) {
+        const batch = topics.slice(i, i + maxTopicsPerEvent);
+        this.logger.silly(`Subscribing to batch of ${batch.length}`);
+        this.requestSubscribeTopics(wsKey, batch);
+      }
+      this.logger.silly(
+        `Finished batch subscribing to ${topics.length} topics`
+      );
+      return;
+    }
+
     const wsMessage = JSON.stringify({
       req_id: topics.join(','),
       op: 'subscribe',
@@ -531,6 +550,25 @@ export class WebsocketClient extends EventEmitter {
     if (!topics.length) {
       return;
     }
+
+    const maxTopicsPerEvent = getMaxTopicsPerSubscribeEvent(
+      this.options.market
+    );
+    if (maxTopicsPerEvent && topics.length > maxTopicsPerEvent) {
+      this.logger.silly(
+        `Unsubscribing to topics in batches of ${maxTopicsPerEvent}`
+      );
+      for (var i = 0; i < topics.length; i += maxTopicsPerEvent) {
+        const batch = topics.slice(i, i + maxTopicsPerEvent);
+        this.logger.silly(`Unsubscribing to batch of ${batch.length}`);
+        this.requestUnsubscribeTopics(wsKey, batch);
+      }
+      this.logger.silly(
+        `Finished batch unsubscribing to ${topics.length} topics`
+      );
+      return;
+    }
+
     const wsMessage = JSON.stringify({
       op: 'unsubscribe',
       args: topics,
@@ -627,11 +665,11 @@ export class WebsocketClient extends EventEmitter {
       this.clearPongTimer(wsKey);
 
       const msg = JSON.parse((event && event.data) || event);
-      this.logger.silly('Received event', {
+      // this.logger.silly('Received event', {
-        ...loggerCategory,
+      //   ...loggerCategory,
-        wsKey,
+      //   wsKey,
-        msg: JSON.stringify(msg),
+      //   msg: JSON.stringify(msg),
-      });
+      // });
 
       // TODO: cleanme
       if (msg['success'] || msg?.pong || isWsPong(msg)) {