code/bybit-api
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

cleaning around websocket client

Browse Source
This commit is contained in:
tiagosiebler
2022-09-15 12:20:39 +01:00
parent 0e05a8d0ef
commit 3f5039ef8b
7 changed files with 164 additions and 158 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
examples/ws-private.ts
View File

@@ -1,5 +1,5 @@
import { DefaultLogger } from '../src';
import { WebsocketClient, wsKeySpotPublic } from '../src/websocket-client';
import { WebsocketClient } from '../src/websocket-client';
// or
// import { DefaultLogger, WebsocketClient } from 'bybit-api';
@@ -33,6 +33,8 @@ import { WebsocketClient, wsKeySpotPublic } from '../src/websocket-client';
logger
);
// wsClient.subscribePublicSpotOrderbook('test', 'full');
wsClient.on('update', (data) => {
console.log('raw message received ', JSON.stringify(data, null, 2));
});

28
examples/ws-public.ts
View File

@@ -1,8 +1,7 @@
import { DefaultLogger } from '../src';
import { WebsocketClient, wsKeySpotPublic } from '../src/websocket-client';
import { DefaultLogger, WS_KEY_MAP, WebsocketClient } from '../src';
// or
// import { DefaultLogger, WebsocketClient } from 'bybit-api';
// import { DefaultLogger, WS_KEY_MAP, WebsocketClient } from 'bybit-api';
(async () => {
const logger = {
@@ -10,13 +9,16 @@ import { WebsocketClient, wsKeySpotPublic } from '../src/websocket-client';
// silly: () => {},
};
const wsClient = new WebsocketClient({
const wsClient = new WebsocketClient(
{
// key: key,
// secret: secret,
market: 'linear',
// market: 'inverse',
// market: 'linear',
market: 'spot',
}, logger);
// market: 'spot',
},
logger
);
wsClient.on('update', (data) => {
console.log('raw message received ', JSON.stringify(data, null, 2));
@@ -25,7 +27,7 @@ import { WebsocketClient, wsKeySpotPublic } from '../src/websocket-client';
wsClient.on('open', (data) => {
console.log('connection opened open:', data.wsKey);
if (data.wsKey === wsKeySpotPublic) {
if (data.wsKey === WS_KEY_MAP.spotPublic) {
// Spot public.
// wsClient.subscribePublicSpotTrades('BTCUSDT');
// wsClient.subscribePublicSpotTradingPair('BTCUSDT');
@@ -40,16 +42,20 @@ import { WebsocketClient, wsKeySpotPublic } from '../src/websocket-client';
console.log('ws automatically reconnecting.... ', wsKey);
});
wsClient.on('reconnected', (data) => {
console.log('ws has reconnected ', data?.wsKey );
console.log('ws has reconnected ', data?.wsKey);
});
// Inverse
// wsClient.subscribe('trade');
// Linear
// wsClient.subscribe('trade.BTCUSDT');
wsClient.subscribe('trade.BTCUSDT');
setTimeout(() => {
console.log('unsubscribing');
wsClient.unsubscribe('trade.BTCUSDT');
}, 5 * 1000);
// For spot, request public connection first then send required topics on 'open'
// wsClient.connectPublic();
})();

2
src/index.ts
View File

@@ -10,6 +10,6 @@ export * from './usdc-perpetual-client';
export * from './unified-margin-client';
export * from './websocket-client';
export * from './util/logger';
export * from './util';
export * from './types';
export * from './util/WsStore';
export * from './constants/enum';

9
src/types/websockets.ts
View File

@@ -1,4 +1,4 @@
import { RestClientOptions } from '../util';
import { RestClientOptions, WS_KEY_MAP } from '../util';
export type APIMarket = 'inverse' | 'linear' | 'spot'; //| 'v3';
@@ -69,12 +69,7 @@ export type WsPrivateTopic =
export type WsTopic = WsPublicTopics | WsPrivateTopic;
/** This is used to differentiate between each of the available websocket streams (as bybit has multiple websockets) */
export type WsKey =
| 'inverse'
| 'linearPrivate'
| 'linearPublic'
| 'spotPrivate'
| 'spotPublic';
export type WsKey = typeof WS_KEY_MAP[keyof typeof WS_KEY_MAP];
export interface WSClientConfigurableOptions {
key?: string;

37
src/util/WsStore.ts
View File

@@ -1,4 +1,5 @@
import WebSocket from 'isomorphic-ws';
import { WsKey } from '../types';
import { DefaultLogger } from './logger';
@@ -44,9 +45,9 @@ export default class WsStore {
}
/** Get WS stored state for key, optionally create if missing */
get(key: string, createIfMissing?: true): WsStoredState;
get(key: string, createIfMissing?: false): WsStoredState | undefined;
get(key: string, createIfMissing?: boolean): WsStoredState | undefined {
get(key: WsKey, createIfMissing?: true): WsStoredState;
get(key: WsKey, createIfMissing?: false): WsStoredState | undefined;
get(key: WsKey, createIfMissing?: boolean): WsStoredState | undefined {
if (this.wsState[key]) {
return this.wsState[key];
}
@@ -56,11 +57,11 @@ export default class WsStore {
}
}
getKeys(): string[] {
return Object.keys(this.wsState);
getKeys(): WsKey[] {
return Object.keys(this.wsState) as WsKey[];
}
create(key: string): WsStoredState | undefined {
create(key: WsKey): WsStoredState | undefined {
if (this.hasExistingActiveConnection(key)) {
this.logger.warning(
'WsStore setConnection() overwriting existing open connection: ',
@@ -74,7 +75,7 @@ export default class WsStore {
return this.get(key);
}
delete(key: string) {
delete(key: WsKey) {
if (this.hasExistingActiveConnection(key)) {
const ws = this.getWs(key);
this.logger.warning(
@@ -88,15 +89,15 @@ export default class WsStore {
/* connection websocket */
hasExistingActiveConnection(key: string) {
hasExistingActiveConnection(key: WsKey) {
return this.get(key) && this.isWsOpen(key);
}
getWs(key: string): WebSocket | undefined {
getWs(key: WsKey): WebSocket | undefined {
return this.get(key)?.ws;
}
setWs(key: string, wsConnection: WebSocket): WebSocket {
setWs(key: WsKey, wsConnection: WebSocket): WebSocket {
if (this.isWsOpen(key)) {
this.logger.warning(
'WsStore setConnection() overwriting existing open connection: ',
@@ -109,7 +110,7 @@ export default class WsStore {
/* connection state */
isWsOpen(key: string): boolean {
isWsOpen(key: WsKey): boolean {
const existingConnection = this.getWs(key);
return (
!!existingConnection &&
@@ -117,37 +118,37 @@ export default class WsStore {
);
}
getConnectionState(key: string): WsConnectionStateEnum {
getConnectionState(key: WsKey): WsConnectionStateEnum {
return this.get(key, true)!.connectionState!;
}
setConnectionState(key: string, state: WsConnectionStateEnum) {
setConnectionState(key: WsKey, state: WsConnectionStateEnum) {
this.get(key, true)!.connectionState = state;
}
isConnectionState(key: string, state: WsConnectionStateEnum): boolean {
isConnectionState(key: WsKey, state: WsConnectionStateEnum): boolean {
return this.getConnectionState(key) === state;
}
/* subscribed topics */
getTopics(key: string): WsTopicList {
getTopics(key: WsKey): WsTopicList {
return this.get(key, true).subscribedTopics;
}
getTopicsByKey(): Record<string, WsTopicList> {
const result = {};
for (const refKey in this.wsState) {
result[refKey] = this.getTopics(refKey);
result[refKey] = this.getTopics(refKey as WsKey);
}
return result;
}
addTopic(key: string, topic: WsTopic) {
addTopic(key: WsKey, topic: WsTopic) {
return this.getTopics(key).add(topic);
}
deleteTopic(key: string, topic: WsTopic) {
deleteTopic(key: WsKey, topic: WsTopic) {
return this.getTopics(key).delete(topic);
}
}

87
src/util/websocket-util.ts
View File

@@ -1,38 +1,84 @@
import { WsKey } from '../types';
export const wsKeyInverse = 'inverse';
export const wsKeyLinearPrivate = 'linearPrivate';
export const wsKeyLinearPublic = 'linearPublic';
export const wsKeySpotPrivate = 'spotPrivate';
export const wsKeySpotPublic = 'spotPublic';
interface NetworkMapV3 {
livenet: string;
livenet2?: string;
testnet: string;
testnet2?: string;
}
export const WS_KEY_MAP = {
inverse: wsKeyInverse,
linearPrivate: wsKeyLinearPrivate,
linearPublic: wsKeyLinearPublic,
spotPrivate: wsKeySpotPrivate,
spotPublic: wsKeySpotPublic,
type PublicPrivateNetwork = 'public' | 'private';
export const WS_BASE_URL_MAP: Record<
string,
Record<PublicPrivateNetwork, NetworkMapV3>
> = {
inverse: {
private: {
livenet: 'wss://stream.bybit.com/realtime',
testnet: 'wss://stream-testnet.bybit.com/realtime',
},
public: {
livenet: 'wss://stream.bybit.com/realtime',
testnet: 'wss://stream-testnet.bybit.com/realtime',
},
},
linear: {
private: {
livenet: 'wss://stream.bybit.com/realtime_private',
livenet2: 'wss://stream.bytick.com/realtime_private',
testnet: 'wss://stream-testnet.bybit.com/realtime_private',
},
public: {
livenet: 'wss://stream.bybit.com/realtime_public',
livenet2: 'wss://stream.bytick.com/realtime_public',
testnet: 'wss://stream-testnet.bybit.com/realtime_public',
},
},
spot: {
private: {
livenet: 'wss://stream.bybit.com/spot/ws',
testnet: 'wss://stream-testnet.bybit.com/spot/ws',
},
public: {
livenet: 'wss://stream.bybit.com/spot/quote/ws/v1',
livenet2: 'wss://stream.bybit.com/spot/quote/ws/v2',
testnet: 'wss://stream-testnet.bybit.com/spot/quote/ws/v1',
testnet2: 'wss://stream-testnet.bybit.com/spot/quote/ws/v2',
},
},
};
export const PUBLIC_WS_KEYS = [WS_KEY_MAP.linearPublic, WS_KEY_MAP.spotPublic];
export const WS_KEY_MAP = {
inverse: 'inverse',
linearPrivate: 'linearPrivate',
linearPublic: 'linearPublic',
spotPrivate: 'spotPrivate',
spotPublic: 'spotPublic',
} as const;
export const PUBLIC_WS_KEYS = [
WS_KEY_MAP.linearPublic,
WS_KEY_MAP.spotPublic,
] as string[];
export function getLinearWsKeyForTopic(topic: string): WsKey {
const privateLinearTopics = [
const privateTopics = [
'position',
'execution',
'order',
'stop_order',
'wallet',
];
if (privateLinearTopics.includes(topic)) {
return wsKeyLinearPrivate;
if (privateTopics.includes(topic)) {
return WS_KEY_MAP.linearPrivate;
}
return wsKeyLinearPublic;
return WS_KEY_MAP.linearPublic;
}
export function getSpotWsKeyForTopic(topic: string): WsKey {
const privateLinearTopics = [
const privateTopics = [
'position',
'execution',
'order',
@@ -42,9 +88,8 @@ export function getSpotWsKeyForTopic(topic: string): WsKey {
'ticketInfo',
];
if (privateLinearTopics.includes(topic)) {
return wsKeySpotPrivate;
if (privateTopics.includes(topic)) {
return WS_KEY_MAP.spotPrivate;
}
return wsKeySpotPublic;
return WS_KEY_MAP.spotPublic;
}

143
src/websocket-client.ts
View File

@@ -6,7 +6,9 @@ import { LinearClient } from './linear-client';
import { SpotClientV3 } from './spot-client-v3';
import { SpotClient } from './spot-client';
import { DefaultLogger } from './util/logger';
import { signMessage } from './util/node-support';
import WsStore from './util/WsStore';
import {
APIMarket,
KlineInterval,
@@ -17,82 +19,22 @@ import {
WsTopic,
} from './types';
import { signMessage } from './util/node-support';
import WsStore from './util/WsStore';
import {
serializeParams,
isWsPong,
getLinearWsKeyForTopic,
getSpotWsKeyForTopic,
wsKeyInverse,
wsKeyLinearPrivate,
wsKeyLinearPublic,
wsKeySpotPrivate,
wsKeySpotPublic,
WsConnectionStateEnum,
PUBLIC_WS_KEYS,
WS_KEY_MAP,
DefaultLogger,
WS_BASE_URL_MAP,
} from './util';
const inverseEndpoints = {
livenet: 'wss://stream.bybit.com/realtime',
testnet: 'wss://stream-testnet.bybit.com/realtime',
};
interface NetworkMapV3 {
livenet: string;
livenet2?: string;
testnet: string;
testnet2?: string;
}
type NetworkType = 'public' | 'private';
function neverGuard(x: never, msg: string): Error {
return new Error(`Unhandled value exception "x", ${msg}`);
}
const WS_BASE_URL_MAP: Record<string, Record<NetworkType, NetworkMapV3>> = {
linear: {
private: {
livenet: 'wss://stream.bybit.com/realtime_private',
livenet2: 'wss://stream.bytick.com/realtime_private',
testnet: 'wss://stream-testnet.bybit.com/realtime_private',
},
public: {
livenet: 'wss://stream.bybit.com/realtime_public',
livenet2: 'wss://stream.bytick.com/realtime_public',
testnet: 'wss://stream-testnet.bybit.com/realtime_public',
},
},
};
const linearEndpoints: Record<NetworkType, NetworkMapV3> = {
private: {
livenet: 'wss://stream.bybit.com/realtime_private',
livenet2: 'wss://stream.bytick.com/realtime_private',
testnet: 'wss://stream-testnet.bybit.com/realtime_private',
},
public: {
livenet: 'wss://stream.bybit.com/realtime_public',
livenet2: 'wss://stream.bytick.com/realtime_public',
testnet: 'wss://stream-testnet.bybit.com/realtime_public',
},
};
const spotEndpoints: Record<NetworkType, NetworkMapV3> = {
private: {
livenet: 'wss://stream.bybit.com/spot/ws',
testnet: 'wss://stream-testnet.bybit.com/spot/ws',
},
public: {
livenet: 'wss://stream.bybit.com/spot/quote/ws/v1',
livenet2: 'wss://stream.bybit.com/spot/quote/ws/v2',
testnet: 'wss://stream-testnet.bybit.com/spot/quote/ws/v1',
testnet2: 'wss://stream-testnet.bybit.com/spot/quote/ws/v2',
},
};
const loggerCategory = { category: 'bybit-ws' };
export declare interface WebsocketClient {
@@ -280,16 +222,19 @@ export class WebsocketClient extends EventEmitter {
public connectAll(): Promise<WebSocket | undefined>[] {
switch (this.options.market) {
case 'inverse': {
return [this.connect(wsKeyInverse)];
return [this.connect(WS_KEY_MAP.inverse)];
}
case 'linear': {
return [
this.connect(wsKeyLinearPublic),
this.connect(wsKeyLinearPrivate),
this.connect(WS_KEY_MAP.linearPublic),
this.connect(WS_KEY_MAP.linearPrivate),
];
}
case 'spot': {
return [this.connect(wsKeySpotPublic), this.connect(wsKeySpotPrivate)];
return [
this.connect(WS_KEY_MAP.spotPublic),
this.connect(WS_KEY_MAP.spotPrivate),
];
}
default: {
throw neverGuard(this.options.market, `connectAll(): Unhandled market`);
@@ -300,13 +245,13 @@ export class WebsocketClient extends EventEmitter {
public connectPublic(): Promise<WebSocket | undefined> {
switch (this.options.market) {
case 'inverse': {
return this.connect(wsKeyInverse);
return this.connect(WS_KEY_MAP.inverse);
}
case 'linear': {
return this.connect(wsKeyLinearPublic);
return this.connect(WS_KEY_MAP.linearPublic);
}
case 'spot': {
return this.connect(wsKeySpotPublic);
return this.connect(WS_KEY_MAP.spotPublic);
}
default: {
throw neverGuard(
@@ -320,13 +265,13 @@ export class WebsocketClient extends EventEmitter {
public connectPrivate(): Promise<WebSocket | undefined> | undefined {
switch (this.options.market) {
case 'inverse': {
return this.connect(wsKeyInverse);
return this.connect(WS_KEY_MAP.inverse);
}
case 'linear': {
return this.connect(wsKeyLinearPrivate);
return this.connect(WS_KEY_MAP.linearPrivate);
}
case 'spot': {
return this.connect(wsKeySpotPrivate);
return this.connect(WS_KEY_MAP.spotPrivate);
}
default: {
throw neverGuard(
@@ -672,7 +617,7 @@ export class WebsocketClient extends EventEmitter {
}
}
private getWs(wsKey: string) {
private getWs(wsKey: WsKey) {
return this.wsStore.getWs(wsKey);
}
@@ -688,20 +633,21 @@ export class WebsocketClient extends EventEmitter {
const networkKey = this.isLivenet() ? 'livenet' : 'testnet';
switch (wsKey) {
case wsKeyLinearPublic: {
return linearEndpoints.public[networkKey];
case WS_KEY_MAP.linearPublic: {
return WS_BASE_URL_MAP.linear.public[networkKey];
}
case wsKeyLinearPrivate: {
return linearEndpoints.private[networkKey];
case WS_KEY_MAP.linearPrivate: {
return WS_BASE_URL_MAP.linear.private[networkKey];
}
case wsKeySpotPublic: {
return spotEndpoints.public[networkKey];
case WS_KEY_MAP.spotPublic: {
return WS_BASE_URL_MAP.spot.public[networkKey];
}
case wsKeySpotPrivate: {
return spotEndpoints.private[networkKey];
case WS_KEY_MAP.spotPrivate: {
return WS_BASE_URL_MAP.linear.private[networkKey];
}
case wsKeyInverse: {
return inverseEndpoints[networkKey];
case WS_KEY_MAP.inverse: {
// private and public are on the same WS connection
return WS_BASE_URL_MAP.inverse.public[networkKey];
}
default: {
this.logger.error('getWsUrl(): Unhandled wsKey: ', {
@@ -713,15 +659,25 @@ export class WebsocketClient extends EventEmitter {
}
}
private getWsKeyForTopic(topic: string) {
if (this.isInverse()) {
return wsKeyInverse;
private getWsKeyForTopic(topic: string): WsKey {
switch (this.options.market) {
case 'inverse': {
return WS_KEY_MAP.inverse;
}
if (this.isLinear()) {
case 'linear': {
return getLinearWsKeyForTopic(topic);
}
case 'spot': {
return getSpotWsKeyForTopic(topic);
}
default: {
throw neverGuard(
this.options.market,
`connectPublic(): Unhandled market`
);
}
}
}
private wrongMarketError(market: APIMarket) {
return new Error(
@@ -736,7 +692,7 @@ export class WebsocketClient extends EventEmitter {
}
return this.tryWsSend(
wsKeySpotPublic,
WS_KEY_MAP.spotPublic,
JSON.stringify({
topic: 'trade',
event: 'sub',
@@ -754,7 +710,7 @@ export class WebsocketClient extends EventEmitter {
}
return this.tryWsSend(
wsKeySpotPublic,
WS_KEY_MAP.spotPublic,
JSON.stringify({
symbol,
topic: 'realtimes',
@@ -776,7 +732,7 @@ export class WebsocketClient extends EventEmitter {
}
return this.tryWsSend(
wsKeySpotPublic,
WS_KEY_MAP.spotPublic,
JSON.stringify({
symbol,
topic: 'kline_' + candleSize,
@@ -791,6 +747,7 @@ export class WebsocketClient extends EventEmitter {
//ws.send('{"symbol":"BTCUSDT","topic":"depth","event":"sub","params":{"binary":false}}');
//ws.send('{"symbol":"BTCUSDT","topic":"mergedDepth","event":"sub","params":{"binary":false,"dumpScale":1}}');
//ws.send('{"symbol":"BTCUSDT","topic":"diffDepth","event":"sub","params":{"binary":false}}');
public subscribePublicSpotOrderbook(
symbol: string,
depth: 'full' | 'merge' | 'delta',
@@ -831,6 +788,6 @@ export class WebsocketClient extends EventEmitter {
if (dumpScale) {
msg.params.dumpScale = dumpScale;
}
return this.tryWsSend(wsKeySpotPublic, JSON.stringify(msg));
return this.tryWsSend(WS_KEY_MAP.spotPublic, JSON.stringify(msg));
}
}