add spot websocket client (#99)
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@@ -27,6 +27,19 @@ const linearEndpoints = {
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}
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};
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const spotEndpoints = {
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private: {
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livenet: 'wss://stream.bybit.com/spot/ws',
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testnet: 'wss://stream-testnet.bybit.com/spot/ws',
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},
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public: {
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livenet: 'wss://stream.bybit.com/spot/quote/ws/v1',
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livenet2: 'wss://stream.bybit.com/spot/quote/ws/v2',
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testnet: 'wss://stream-testnet.bybit.com/spot/quote/ws/v1',
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testnet2: 'wss://stream-testnet.bybit.com/spot/quote/ws/v2',
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}
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}
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const loggerCategory = { category: 'bybit-ws' };
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const READY_STATE_INITIAL = 0;
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@@ -47,7 +60,11 @@ export interface WSClientConfigurableOptions {
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key?: string;
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secret?: string;
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livenet?: boolean;
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// defaults to inverse. Only set one at a time (this interface will change in future)
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linear?: boolean;
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spot?: boolean;
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pongTimeout?: number;
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pingInterval?: number;
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reconnectTimeout?: number;
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@@ -59,6 +76,7 @@ export interface WSClientConfigurableOptions {
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export interface WebsocketClientOptions extends WSClientConfigurableOptions {
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livenet: boolean;
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linear: boolean;
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spot: boolean;
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pongTimeout: number;
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pingInterval: number;
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reconnectTimeout: number;
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@@ -68,9 +86,11 @@ export interface WebsocketClientOptions extends WSClientConfigurableOptions {
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export const wsKeyInverse = 'inverse';
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export const wsKeyLinearPrivate = 'linearPrivate';
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export const wsKeyLinearPublic = 'linearPublic';
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export const wsKeySpotPrivate = 'spotPrivate';
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export const wsKeySpotPublic = 'spotPublic';
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// This is used to differentiate between each of the available websocket streams (as bybit has multiple websockets)
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export type WsKey = 'inverse' | 'linearPrivate' | 'linearPublic';
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export type WsKey = 'inverse' | 'linearPrivate' | 'linearPublic' | 'spotPrivate' | 'spotPublic';
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const getLinearWsKeyForTopic = (topic: string): WsKey => {
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const privateLinearTopics = ['position', 'execution', 'order', 'stop_order', 'wallet'];
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@@ -80,6 +100,14 @@ const getLinearWsKeyForTopic = (topic: string): WsKey => {
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return wsKeyLinearPublic;
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}
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const getSpotWsKeyForTopic = (topic: string): WsKey => {
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const privateLinearTopics = ['position', 'execution', 'order', 'stop_order'];
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if (privateLinearTopics.includes(topic)) {
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return wsKeySpotPrivate;
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}
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return wsKeySpotPublic;
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}
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export declare interface WebsocketClient {
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on(event: 'open' | 'reconnected', listener: ({ wsKey: WsKey, event: any }) => void): this;
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@@ -102,6 +130,7 @@ export class WebsocketClient extends EventEmitter {
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this.options = {
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livenet: false,
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linear: false,
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spot: false,
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pongTimeout: 1000,
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pingInterval: 10000,
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reconnectTimeout: 500,
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@@ -110,6 +139,9 @@ export class WebsocketClient extends EventEmitter {
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if (this.isLinear()) {
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this.restClient = new LinearClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
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} else if (this.isSpot()) {
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// TODO: spot client
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this.restClient = new LinearClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
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} else {
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this.restClient = new InverseClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
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}
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@@ -123,8 +155,12 @@ export class WebsocketClient extends EventEmitter {
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return this.options.linear === true;
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}
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public isSpot(): boolean {
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return this.options.spot === true;
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}
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public isInverse(): boolean {
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return !this.isLinear();
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return !this.isLinear() && !this.isSpot();
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}
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/**
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@@ -191,6 +227,10 @@ export class WebsocketClient extends EventEmitter {
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if (this.isLinear()) {
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return [this.connect(wsKeyLinearPublic), this.connect(wsKeyLinearPrivate)];
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}
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if (this.isSpot()) {
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return [this.connect(wsKeySpotPublic), this.connect(wsKeySpotPrivate)];
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}
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}
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private async connect(wsKey: WsKey): Promise<WebSocket | undefined> {
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@@ -246,7 +286,7 @@ export class WebsocketClient extends EventEmitter {
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private async getAuthParams(wsKey: WsKey): Promise<string> {
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const { key, secret } = this.options;
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if (key && secret && wsKey !== wsKeyLinearPublic) {
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if (key && secret && wsKey !== wsKeyLinearPublic && wsKey !== wsKeySpotPublic) {
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this.logger.debug('Getting auth\'d request params', { ...loggerCategory, wsKey });
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const timeOffset = await this.restClient.getTimeOffset();
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@@ -365,7 +405,7 @@ export class WebsocketClient extends EventEmitter {
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private onWsOpen(event, wsKey: WsKey) {
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if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
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this.logger.info('Websocket connected', { ...loggerCategory, wsKey, livenet: this.isLivenet(), linear: this.isLinear() });
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this.logger.info('Websocket connected', { ...loggerCategory, wsKey, livenet: this.isLivenet(), linear: this.isLinear(), spot: this.isSpot() });
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this.emit('open', { wsKey, event });
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} else if (this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)) {
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this.logger.info('Websocket reconnected', { ...loggerCategory, wsKey });
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@@ -439,7 +479,8 @@ export class WebsocketClient extends EventEmitter {
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return this.options.wsUrl;
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}
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const networkKey = this.options.livenet ? 'livenet' : 'testnet';
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const networkKey = this.isLivenet() ? 'livenet' : 'testnet';
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// TODO: reptitive
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if (this.isLinear() || wsKey.startsWith('linear')){
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if (wsKey === wsKeyLinearPublic) {
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return linearEndpoints.public[networkKey];
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@@ -452,10 +493,31 @@ export class WebsocketClient extends EventEmitter {
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this.logger.error('Unhandled linear wsKey: ', { ...loggerCategory, wsKey });
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return linearEndpoints[networkKey];
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}
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if (this.isSpot() || wsKey.startsWith('spot')){
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if (wsKey === wsKeySpotPublic) {
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return spotEndpoints.public[networkKey];
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}
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if (wsKey === wsKeySpotPrivate) {
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return spotEndpoints.private[networkKey];
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}
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this.logger.error('Unhandled spot wsKey: ', { ...loggerCategory, wsKey });
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return spotEndpoints[networkKey];
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}
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// fallback to inverse
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return inverseEndpoints[networkKey];
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}
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private getWsKeyForTopic(topic: string) {
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return this.isInverse() ? wsKeyInverse : getLinearWsKeyForTopic(topic);
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if (this.isInverse()) {
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return wsKeyInverse;
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}
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if (this.isLinear()) {
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return getLinearWsKeyForTopic(topic)
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}
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return getSpotWsKeyForTopic(topic);
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}
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};
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