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add spot websocket client (#99)

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This commit is contained in:
tiagosiebler
2021-08-13 17:28:31 +01:00
parent e81b35b025
commit 4d7886ff72
2 changed files with 77 additions and 20 deletions
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23
README.md
View File

@@ -42,7 +42,7 @@ There are three REST API modules as there are some differences in each contract
3. `LinearClient` for linear perpetual
### REST Inverse
<details><summary>To use the inverse REST APIs, import the `InverseClient`. Click here to expand and see full sample:</summary>
To use the inverse REST APIs, import the `InverseClient`:
```javascript
const { InverseClient } = require('bybit-api');
@@ -100,12 +100,11 @@ client.getOrderBook({ symbol: 'BTCUSD' })
});
```
</details>
See [inverse-client.ts](./src/inverse-client.ts) for further information.
### REST Inverse Futures
<details><summary>To use the inverse futures REST APIs, import the `InverseFuturesClient`. Click here to expand and see full sample:</summary>
To use the inverse futures REST APIs, import the `InverseFuturesClient`:
```javascript
const { InverseFuturesClient } = require('bybit-api');
@@ -142,12 +141,10 @@ client.getOrderBook({ symbol: 'BTCUSDH21' })
});
```
</details>
See [inverse-futures-client.ts](./src/inverse-futures-client.ts) for further information.
### REST Linear
<details><summary>To use the Linear (USDT) REST APIs, import the `LinearClient`. Click here to expand and see full sample:</summary>
To use the Linear (USDT) REST APIs, import the `LinearClient`:
```javascript
const { LinearClient } = require('bybit-api');
@@ -184,10 +181,8 @@ client.getOrderBook({ symbol: 'BTCUSDT' })
});
```
</details>
## WebSockets
<details><summary>Inverse & linear WebSockets can be used via a shared `WebsocketClient`. Click here to expand and see full sample:</summary>
Inverse, linear & spot WebSockets can be used via a shared `WebsocketClient`. However, make sure to make one instance of WebsocketClient per market type (spot vs inverse vs linear vs linearfutures):
```javascript
const { WebsocketClient } = require('bybit-api');
@@ -206,9 +201,14 @@ const wsConfig = {
// defaults to false == testnet. Set to true for livenet.
// livenet: true
// NOTE: to listen to multiple markets (spot vs inverse vs linear vs linearfutures) at once, make one WebsocketClient instance per market
// defaults to false == inverse. Set to true for linear (USDT) trading.
// linear: true
// defaults to false == inverse. Set to true for spot trading. These booleans will be changed into a single setting in future.
// spot: true
// how long to wait (in ms) before deciding the connection should be terminated & reconnected
// pongTimeout: 1000,
@@ -263,7 +263,6 @@ ws.on('error', err => {
});
```
</details>
See [websocket-client.ts](./src/websocket-client.ts) for further information.
@@ -274,8 +273,6 @@ Note: for linear websockets, pass `linear: true` in the constructor options when
## Customise Logging
Pass a custom logger which supports the log methods `silly`, `debug`, `notice`, `info`, `warning` and `error`, or override methods from the default logger as desired.
<details><summary>Click here to expand and see full sample:</summary>
```javascript
const { WebsocketClient, DefaultLogger } = require('bybit-api');
@@ -288,8 +285,6 @@ const ws = new WebsocketClient(
);
```
</details>
## Browser Usage
Build a bundle using webpack:
- `npm install`

74
src/websocket-client.ts
View File

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