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implement linear websockets

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This commit is contained in:
tiagosiebler
2021-02-06 23:54:45 +00:00
parent eac3d6bf06
commit 2b112b9879
2 changed files with 108 additions and 66 deletions
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9
src/util/requestUtils.ts
View File

@@ -67,3 +67,12 @@ export function isPublicEndpoint (endpoint: string): boolean {
}
return false;
}
export function isWsPong(response: any) {
return (
response.request &&
response.request.op === 'ping' &&
response.ret_msg === 'pong' &&
response.success === true
);
}

163
src/websocket-client.ts
View File

@@ -2,7 +2,7 @@ import { EventEmitter } from 'events';
import { InverseClient } from './inverse-client';
import { LinearClient } from './linear-client';
import { DefaultLogger, Logger } from './logger';
import { signMessage, serializeParams } from './util/requestUtils';
import { signMessage, serializeParams, isWsPong } from './util/requestUtils';
import WebSocket from 'isomorphic-ws';
import WsStore from './util/WsStore';
@@ -13,8 +13,16 @@ const inverseEndpoints = {
};
const linearEndpoints = {
livenet: 'wss://stream.bybit.com/realtime_public',
testnet: 'wss://stream-testnet.bybit.com/realtime_public'
private: {
livenet: 'wss://stream.bybit.com/realtime_private',
livenet2: 'wss://stream.bytick.com/realtime_public',
testnet: 'wss://stream-testnet.bybit.com/realtime_private'
},
public: {
livenet: 'wss://stream.bybit.com/realtime_public',
livenet2: 'wss://stream.bytick.com/realtime_private',
testnet: 'wss://stream-testnet.bybit.com/realtime_public'
}
};
const loggerCategory = { category: 'bybit-ws' };
@@ -33,15 +41,6 @@ export enum WsConnectionState {
READY_STATE_RECONNECTING
};
const isWsPong = (response: any) => {
return (
response.request &&
response.request.op === 'ping' &&
response.ret_msg === 'pong' &&
response.success === true
);
}
export interface WSClientConfigurableOptions {
key?: string;
secret?: string;
@@ -50,6 +49,7 @@ export interface WSClientConfigurableOptions {
pongTimeout?: number;
pingInterval?: number;
reconnectTimeout?: number;
autoConnectWs?: boolean;
restOptions?: any;
requestOptions?: any;
wsUrl?: string;
@@ -63,23 +63,23 @@ export interface WebsocketClientOptions extends WSClientConfigurableOptions {
reconnectTimeout: number;
};
export const defaultWsKey = 'inverse';
export const wsKeyInverse = 'inverse';
export const wsKeyLinearPrivate = 'linearPrivate';
export const wsKeyLinearPublic = 'linearPublic';
const getLinearWsKeyForTopic = (topic: string) => {
switch (topic) {
case '':
return 'public';
default:
return 'private'
const privateLinearTopics = ['position', 'execution', 'order', 'stop_order', 'wallet'];
if (privateLinearTopics.includes(topic)) {
return wsKeyLinearPrivate;
}
return wsKeyLinearPublic;
}
export class WebsocketClient extends EventEmitter {
private logger: Logger;
private client: InverseClient | LinearClient;
private restClient: InverseClient | LinearClient;
private options: WebsocketClientOptions;
private wsStore: WsStore;
constructor(options: WSClientConfigurableOptions, logger?: Logger) {
@@ -98,13 +98,10 @@ export class WebsocketClient extends EventEmitter {
};
if (this.options.linear === true) {
this.client = new LinearClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
this.restClient = new LinearClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
} else {
this.client = new InverseClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
this.restClient = new InverseClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
}
this.setWsState(defaultWsKey, READY_STATE_INITIAL);
this.connect(defaultWsKey);
}
public isLivenet(): boolean {
@@ -125,12 +122,22 @@ export class WebsocketClient extends EventEmitter {
topic
));
// subscribe not necessary if not yet connected (will automatically subscribe onOpen)
if (this.wsStore.isConnectionState(defaultWsKey, READY_STATE_CONNECTED)) {
this.wsStore.getKeys().forEach(wsKey =>
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)])
);
}
// attempt to send subscription topic per websocket
this.wsStore.getKeys().forEach(wsKey => {
// if connected, send subscription request
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTED)) {
console.log(`${wsKey} is supposedly connected - sending request for topics`);
return this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)]);
}
// start connection process if it hasn't yet begun. Topics are automatically subscribed to on-connect
if (
!this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING) &&
!this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)
) {
return this.connect(wsKey);
}
});
}
/**
@@ -144,22 +151,35 @@ export class WebsocketClient extends EventEmitter {
));
// unsubscribe not necessary if not yet connected
if (this.wsStore.isConnectionState(defaultWsKey, READY_STATE_CONNECTED)) {
if (this.wsStore.isConnectionState(wsKeyInverse, READY_STATE_CONNECTED)) {
this.wsStore.getKeys().forEach(wsKey =>
this.requestUnsubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)])
);
}
}
public close(wsKey: string = defaultWsKey) {
this.logger.info('Closing connection', loggerCategory);
public close(wsKey: string = wsKeyInverse) {
this.logger.info('Closing connection', { ...loggerCategory, wsKey });
this.setWsState(wsKey, READY_STATE_CLOSING);
this.clearTimers(wsKey);
this.getWs(wsKey)?.close();
}
private async connect(wsKey: string = defaultWsKey): Promise<WebSocket | void> {
/**
* Request connection of all dependent websockets, instead of waiting for automatic connection by library
*/
public connectAll(): Promise<WebSocket> | Promise<WebSocket>[] | undefined {
if (this.isInverse()) {
return this.connect(wsKeyInverse);
}
if (this.options.linear === true) {
return [this.connect(wsKeyLinearPublic), this.connect(wsKeyLinearPrivate)];
}
}
private async connect(wsKey: string = wsKeyInverse): Promise<WebSocket | undefined> {
try {
if (this.wsStore.isWsOpen(wsKey)) {
this.logger.error('Refused to connect to ws with existing active connection', { ...loggerCategory, wsKey })
@@ -177,9 +197,10 @@ export class WebsocketClient extends EventEmitter {
) {
this.setWsState(wsKey, READY_STATE_CONNECTING);
}
// this.setWsState(wsKey, READY_STATE_CONNECTING);
const authParams = await this.getAuthParams();
const url = this.getWsUrl() + authParams;
const url = this.getWsUrl(wsKey) + authParams;
const ws = this.connectToWsUrl(url, wsKey);
return this.wsStore.setWs(wsKey, ws);
@@ -189,7 +210,7 @@ export class WebsocketClient extends EventEmitter {
}
}
private parseWsError(context: string, error, wsKey?: string) {
private parseWsError(context: string, error, wsKey: string) {
if (!error.message) {
this.logger.error(`${context} due to unexpected error: `, error);
return;
@@ -197,11 +218,11 @@ export class WebsocketClient extends EventEmitter {
switch (error.message) {
case 'Unexpected server response: 401':
this.logger.error(`${context} due to 401 authorization failure.`, loggerCategory);
this.logger.error(`${context} due to 401 authorization failure.`, { ...loggerCategory, wsKey });
break;
default:
this.logger.error(`{context} due to unexpected response error: ${error.msg}`);
this.logger.error(`{context} due to unexpected response error: ${error.msg}`, { ...loggerCategory, wsKey });
break;
}
}
@@ -215,7 +236,7 @@ export class WebsocketClient extends EventEmitter {
if (key && secret) {
this.logger.debug('Getting auth\'d request params', loggerCategory);
const timeOffset = await this.client.getTimeOffset();
const timeOffset = await this.restClient.getTimeOffset();
const params: any = {
api_key: this.options.key,
@@ -234,26 +255,26 @@ export class WebsocketClient extends EventEmitter {
return '';
}
private reconnectWithDelay(wsKey: string = defaultWsKey, connectionDelayMs: number) {
private reconnectWithDelay(wsKey: string, connectionDelayMs: number) {
this.clearTimers(wsKey);
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CONNECTING) {
this.setWsState(wsKey, READY_STATE_RECONNECTING);
}
setTimeout(() => {
this.logger.info('Reconnecting to server', loggerCategory);
this.connect();
this.logger.info('Reconnecting to websocket', { ...loggerCategory, wsKey });
this.connect(wsKey);
}, connectionDelayMs);
}
private ping(wsKey: string = defaultWsKey) {
private ping(wsKey: string) {
this.clearPongTimer(wsKey);
this.logger.silly('Sending ping', loggerCategory);
this.logger.silly('Sending ping', { ...loggerCategory, wsKey });
this.tryWsSend(wsKey, JSON.stringify({ op: 'ping' }));
this.wsStore.get(wsKey, true)!.activePongTimer = setTimeout(() => {
this.logger.info('Pong timeout - closing socket to reconnect', loggerCategory);
this.logger.info('Pong timeout - closing socket to reconnect', { ...loggerCategory, wsKey });
this.getWs(wsKey)?.close();
}, this.options.pongTimeout);
}
@@ -307,6 +328,10 @@ export class WebsocketClient extends EventEmitter {
private tryWsSend(wsKey: string, wsMessage: string) {
try {
this.logger.silly(`Sending upstream ws message: `, { ...loggerCategory, wsMessage, wsKey });
if (!wsKey) {
console.error('ws with key: ', wsKey, ' not found');
}
this.getWs(wsKey)?.send(wsMessage);
} catch (e) {
this.logger.error(`Failed to send WS message`, { ...loggerCategory, wsMessage, wsKey, exception: e });
@@ -314,8 +339,9 @@ export class WebsocketClient extends EventEmitter {
}
private connectToWsUrl(url: string, wsKey: string): WebSocket {
const ws = new WebSocket(url);
this.logger.silly(`Opening WS connection to URL: ${url}`, { ...loggerCategory, wsKey })
const ws = new WebSocket(url);
ws.onopen = event => this.onWsOpen(event, wsKey);
ws.onmessage = event => this.onWsMessage(event, wsKey);
ws.onerror = event => this.onWsError(event, wsKey);
@@ -324,23 +350,21 @@ export class WebsocketClient extends EventEmitter {
return ws;
}
private onWsOpen(event, wsKey: string = defaultWsKey) {
private onWsOpen(event, wsKey: string) {
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
this.logger.info('Websocket connected', { ...loggerCategory, livenet: this.options.livenet, linear: this.options.linear });
this.logger.info('Websocket connected', { ...loggerCategory, wsKey, livenet: this.options.livenet, linear: this.options.linear });
this.emit('open');
} else if (this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)) {
this.logger.info('Websocket reconnected', { ...loggerCategory });
this.logger.info('Websocket reconnected', { ...loggerCategory, wsKey });
this.emit('reconnected');
}
this.setWsState(wsKey, READY_STATE_CONNECTED);
this.wsStore.getKeys().forEach(wsKey =>
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)])
);
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)]);
this.wsStore.get(wsKey, true)!.activePingTimer = setInterval(
this.ping.bind(this),
() => this.ping(wsKey),
this.options.pingInterval
);
}
@@ -353,19 +377,19 @@ export class WebsocketClient extends EventEmitter {
} else if (msg.topic) {
this.onWsMessageUpdate(msg);
} else {
this.logger.warning('Got unhandled ws message', msg);
this.logger.warning('Got unhandled ws message', { ...loggerCategory, message: msg, event, wsKey});
}
}
private onWsError(err, wsKey: string = defaultWsKey) {
private onWsError(err, wsKey: string = wsKeyInverse) {
this.parseWsError('Websocket error', err, wsKey);
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTED)) {
this.emit('error', err);
}
}
private onWsClose(event, wsKey: string = defaultWsKey) {
this.logger.info('Websocket connection closed', loggerCategory);
private onWsClose(event, wsKey: string = wsKeyInverse) {
this.logger.info('Websocket connection closed', { ...loggerCategory, wsKey});
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CLOSING) {
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
@@ -378,7 +402,7 @@ export class WebsocketClient extends EventEmitter {
private onWsMessageResponse(response: any, wsKey: string) {
if (isWsPong(response)) {
this.logger.silly('Received pong', loggerCategory);
this.logger.silly('Received pong', { ...loggerCategory, wsKey });
this.clearPongTimer(wsKey);
} else {
this.emit('response', response);
@@ -397,17 +421,26 @@ export class WebsocketClient extends EventEmitter {
this.wsStore.setConnectionState(wsKey, state);
}
private getWsUrl(): string {
private getWsUrl(wsKey: string): string {
if (this.options.wsUrl) {
return this.options.wsUrl;
}
if (this.options.linear){
return linearEndpoints[this.options.livenet ? 'livenet' : 'testnet'];
const networkKey = this.options.livenet ? 'livenet' : 'testnet';
if (this.options.linear || wsKey.startsWith('linear')){
if (wsKey === wsKeyLinearPublic) {
return linearEndpoints.public[networkKey];
}
if (wsKey === wsKeyLinearPrivate) {
return linearEndpoints.private[networkKey];
}
this.logger.error('Unhandled linear wsKey: ', { ...loggerCategory, wsKey });
return linearEndpoints[networkKey];
}
return inverseEndpoints[this.options.livenet ? 'livenet' : 'testnet'];
return inverseEndpoints[networkKey];
}
private getWsKeyForTopic(topic: string) {
return this.isInverse() ? defaultWsKey : getLinearWsKeyForTopic(topic);
return this.isInverse() ? wsKeyInverse : getLinearWsKeyForTopic(topic);
}
};