unified margin support for ws

This commit is contained in:
tiagosiebler
2022-09-16 17:06:27 +01:00
parent 6fbaf7c80a
commit 350ed53a65
6 changed files with 128 additions and 241 deletions

View File

@@ -2,6 +2,7 @@ import { InverseClient } from '../inverse-client';
import { LinearClient } from '../linear-client';
import { SpotClient } from '../spot-client';
import { SpotClientV3 } from '../spot-client-v3';
import { UnifiedMarginClient } from '../unified-margin-client';
import { USDCOptionClient } from '../usdc-option-client';
import { USDCPerpetualClient } from '../usdc-perpetual-client';
@@ -11,7 +12,8 @@ export type RESTClient =
| SpotClient
| SpotClientV3
| USDCOptionClient
| USDCPerpetualClient;
| USDCPerpetualClient
| UnifiedMarginClient;
export type numberInString = string;

View File

@@ -7,7 +7,9 @@ export type APIMarket =
| 'spot'
| 'spotv3'
| 'usdcOption'
| 'usdcPerp';
| 'usdcPerp'
| 'unifiedPerp'
| 'unifiedOption';
// Same as inverse futures
export type WsPublicInverseTopic =

View File

@@ -10,7 +10,7 @@ interface NetworkMapV3 {
type PublicPrivateNetwork = 'public' | 'private';
export const WS_BASE_URL_MAP: Record<
APIMarket,
APIMarket | 'unifiedPerpUSDT' | 'unifiedPerpUSDC',
Record<PublicPrivateNetwork, NetworkMapV3>
> = {
inverse: {
@@ -81,6 +81,46 @@ export const WS_BASE_URL_MAP: Record<
testnet: 'wss://stream-testnet.bybit.com/trade/option/usdc/private/v1',
},
},
unifiedOption: {
public: {
livenet: 'wss://stream.bybit.com/option/usdc/public/v3',
testnet: 'wss://stream-testnet.bybit.com/option/usdc/public/v3',
},
private: {
livenet: 'wss://stream.bybit.com/unified/private/v3',
testnet: 'wss://stream-testnet.bybit.com/unified/private/v3',
},
},
unifiedPerp: {
public: {
livenet: 'useBaseSpecificEndpoint',
testnet: 'useBaseSpecificEndpoint',
},
private: {
livenet: 'wss://stream.bybit.com/unified/private/v3',
testnet: 'wss://stream-testnet.bybit.com/unified/private/v3',
},
},
unifiedPerpUSDT: {
public: {
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',
},
},
};
export const WS_KEY_MAP = {
@@ -95,6 +135,10 @@ export const WS_KEY_MAP = {
usdcOptionPublic: 'usdcOptionPublic',
usdcPerpPrivate: 'usdcPerpPrivate',
usdcPerpPublic: 'usdcPerpPublic',
unifiedPrivate: 'unifiedPrivate',
unifiedOptionPublic: 'unifiedOptionPublic',
unifiedPerpUSDTPublic: 'unifiedPerpUSDTPublic',
unifiedPerpUSDCPublic: 'unifiedPerpUSDCPublic',
} as const;
export const WS_AUTH_ON_CONNECT_KEYS: WsKey[] = [
@@ -180,6 +224,29 @@ export function getWsKeyForTopic(
? WS_KEY_MAP.usdcPerpPrivate
: WS_KEY_MAP.usdcPerpPublic;
}
case 'unifiedOption': {
return isPrivateTopic
? WS_KEY_MAP.unifiedPrivate
: WS_KEY_MAP.unifiedOptionPublic;
}
case 'unifiedPerp': {
if (isPrivateTopic) {
return WS_KEY_MAP.unifiedPrivate;
}
const upperTopic = topic.toUpperCase();
if (upperTopic.indexOf('USDT') !== -1) {
return WS_KEY_MAP.unifiedPerpUSDTPublic;
}
if (upperTopic.indexOf('USDC') !== -1) {
return WS_KEY_MAP.unifiedPerpUSDCPublic;
}
throw new Error(
`Failed to determine wskey for unified perps topic: "${topic}`
);
}
default: {
throw neverGuard(market, `getWsKeyForTopic(): Unhandled market`);
}

View File

@@ -33,6 +33,7 @@ import {
} from './util';
import { USDCOptionClient } from './usdc-option-client';
import { USDCPerpetualClient } from './usdc-perpetual-client';
import { UnifiedMarginClient } from './unified-margin-client';
const loggerCategory = { category: 'bybit-ws' };
@@ -163,6 +164,17 @@ export class WebsocketClient extends EventEmitter {
);
break;
}
case 'unifiedOption':
case 'unifiedPerp': {
this.restClient = new UnifiedMarginClient(
undefined,
undefined,
!this.isTestnet(),
this.options.restOptions,
this.options.requestOptions
);
break;
}
default: {
throw neverGuard(
this.options.market,
@@ -198,15 +210,17 @@ export class WebsocketClient extends EventEmitter {
switch (this.options.market) {
case 'inverse': {
// only one for inverse
return [this.connectPublic()];
return [...this.connectPublic()];
}
// these all have separate public & private ws endpoints
case 'linear':
case 'spot':
case 'spotv3':
case 'usdcOption':
case 'usdcPerp': {
return [this.connectPublic(), this.connectPrivate()];
case 'usdcPerp':
case 'unifiedPerp':
case 'unifiedOption': {
return [...this.connectPublic(), this.connectPrivate()];
}
default: {
throw neverGuard(this.options.market, `connectAll(): Unhandled market`);
@@ -214,25 +228,34 @@ export class WebsocketClient extends EventEmitter {
}
}
public connectPublic(): Promise<WebSocket | undefined> {
public connectPublic(): Promise<WebSocket | undefined>[] {
switch (this.options.market) {
case 'inverse': {
return this.connect(WS_KEY_MAP.inverse);
return [this.connect(WS_KEY_MAP.inverse)];
}
case 'linear': {
return this.connect(WS_KEY_MAP.linearPublic);
return [this.connect(WS_KEY_MAP.linearPublic)];
}
case 'spot': {
return this.connect(WS_KEY_MAP.spotPublic);
return [this.connect(WS_KEY_MAP.spotPublic)];
}
case 'spotv3': {
return this.connect(WS_KEY_MAP.spotV3Public);
return [this.connect(WS_KEY_MAP.spotV3Public)];
}
case 'usdcOption': {
return this.connect(WS_KEY_MAP.usdcOptionPublic);
return [this.connect(WS_KEY_MAP.usdcOptionPublic)];
}
case 'usdcPerp': {
return this.connect(WS_KEY_MAP.usdcPerpPublic);
return [this.connect(WS_KEY_MAP.usdcPerpPublic)];
}
case 'unifiedOption': {
return [this.connect(WS_KEY_MAP.unifiedOptionPublic)];
}
case 'unifiedPerp': {
return [
this.connect(WS_KEY_MAP.unifiedPerpUSDTPublic),
this.connect(WS_KEY_MAP.unifiedPerpUSDCPublic),
];
}
default: {
throw neverGuard(
@@ -263,6 +286,10 @@ export class WebsocketClient extends EventEmitter {
case 'usdcPerp': {
return this.connect(WS_KEY_MAP.usdcPerpPrivate);
}
case 'unifiedPerp':
case 'unifiedOption': {
return this.connect(WS_KEY_MAP.unifiedPrivate);
}
default: {
throw neverGuard(
this.options.market,
@@ -719,6 +746,18 @@ export class WebsocketClient extends EventEmitter {
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];
}
default: {
this.logger.error('getWsUrl(): Unhandled wsKey: ', {
...loggerCategory,