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

- Returned type improvements.

Browse Source 
- Start migrating to base rest client.
- Remove deprecated methods.
- Run linter.
- Deprecate shared endpoints for readibility. All methods are replicated within each client (there's not much duplication).
- Expand test coverage for public inverse endpoints.
This commit is contained in:
tiagosiebler
2022-05-05 21:25:28 +01:00
parent cf9147ff60
commit 51aa7ae1f5
11 changed files with 8447 additions and 373 deletions
Download Patch File Download Diff File Expand all files Collapse all files

180
src/inverse-client.ts
View File

@@ -1,10 +1,29 @@
import { AxiosRequestConfig } from 'axios';
import { GenericAPIResponse, getRestBaseUrl, RestClientOptions } from './util/requestUtils';
import {
GenericAPIResponse,
getRestBaseUrl,
RestClientOptions,
} from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
import SharedEndpoints from './shared-endpoints';
import { SymbolFromLimitParam, SymbolIntervalFromLimitParam, SymbolParam } from './types/shared';
import {
APIResponse,
APIResponseWithTime,
AssetExchangeRecordsReq,
CoinParam,
SymbolFromLimitParam,
SymbolInfo,
SymbolIntervalFromLimitParam,
SymbolLimitParam,
SymbolParam,
SymbolPeriodLimitParam,
TimeResult,
WalletFundRecordsReq,
WithdrawRecordsReq,
} from './types/shared';
import BaseRestClient from './util/BaseRestClient';
export class InverseClient extends SharedEndpoints {
export class InverseClient extends BaseRestClient {
/** @deprecated, */
protected requestWrapper: RequestWrapper;
/**
@@ -23,8 +42,13 @@ export class InverseClient extends SharedEndpoints {
restClientOptions: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
super();
super(
key,
secret,
getRestBaseUrl(useLivenet, restClientOptions),
restClientOptions,
requestOptions
);
this.requestWrapper = new RequestWrapper(
key,
secret,
@@ -35,46 +59,128 @@ export class InverseClient extends SharedEndpoints {
return this;
}
async fetchServerTime(): Promise<number> {
const res = await this.getServerTime();
return Number(res.time_now);
}
/**
*
* Market Data Endpoints
*
*/
getKline(params: SymbolIntervalFromLimitParam): GenericAPIResponse {
getOrderBook(params: SymbolParam): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/orderBook/L2', params);
}
getKline(
params: SymbolIntervalFromLimitParam
): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/kline/list', params);
}
/**
* @deprecated use getTickers() instead
* Get latest information for symbol
*/
getLatestInformation(params?: Partial<SymbolParam>): GenericAPIResponse {
return this.getTickers(params);
getTickers(
params?: Partial<SymbolParam>
): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/tickers', params);
}
/**
* @deprecated use getTrades() instead
*/
getPublicTradingRecords(params: SymbolFromLimitParam): GenericAPIResponse {
return this.getTrades(params);
}
getTrades(params: SymbolFromLimitParam): GenericAPIResponse {
getTrades(params: SymbolLimitParam): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/trading-records', params);
}
getMarkPriceKline(params: SymbolIntervalFromLimitParam): GenericAPIResponse {
getSymbols(): Promise<APIResponseWithTime<SymbolInfo[]>> {
return this.requestWrapper.get('v2/public/symbols');
}
getMarkPriceKline(
params: SymbolIntervalFromLimitParam
): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/mark-price-kline', params);
}
getIndexPriceKline(params: SymbolIntervalFromLimitParam): GenericAPIResponse {
getIndexPriceKline(
params: SymbolIntervalFromLimitParam
): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/index-price-kline', params);
}
getPremiumIndexKline(params: SymbolIntervalFromLimitParam): GenericAPIResponse {
getPremiumIndexKline(
params: SymbolIntervalFromLimitParam
): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/premium-index-kline', params);
}
/**
*
* Market Data : Advanced
*
*/
getOpenInterest(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/open-interest', params);
}
getLatestBigDeal(params: SymbolLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/big-deal', params);
}
getLongShortRatio(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/account-ratio', params);
}
/**
*
* Account Data Endpoints
*
*/
getApiKeyInfo(): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/api-key');
}
/**
*
* Wallet Data Endpoints
*
*/
getWalletBalance(params?: Partial<CoinParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/balance', params);
}
getWalletFundRecords(params?: WalletFundRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/fund/records', params);
}
getWithdrawRecords(params: WithdrawRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/withdraw/list', params);
}
getAssetExchangeRecords(
params?: AssetExchangeRecordsReq
): GenericAPIResponse {
return this.requestWrapper.get('v2/private/exchange-order/list', params);
}
/**
*
* API Data Endpoints
*
*/
getServerTime(): Promise<APIResponseWithTime<{}>> {
return this.requestWrapper.get('v2/public/time');
}
getApiAnnouncements(): Promise<APIResponseWithTime<any[]>> {
return this.requestWrapper.get('v2/public/announcement');
}
/**
*
* Account Data Endpoints
@@ -133,8 +239,8 @@ export class InverseClient extends SharedEndpoints {
p_r_price?: string;
take_profit?: number;
stop_loss?: number;
tp_trigger_by?:string;
sl_trigger_by?:string;
tp_trigger_by?: string;
sl_trigger_by?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('v2/private/order/replace', params);
}
@@ -254,7 +360,10 @@ export class InverseClient extends SharedEndpoints {
leverage: number;
leverage_only?: boolean;
}): GenericAPIResponse {
return this.requestWrapper.post('v2/private/position/leverage/save', params);
return this.requestWrapper.post(
'v2/private/position/leverage/save',
params
);
}
/**
@@ -286,10 +395,7 @@ export class InverseClient extends SharedEndpoints {
return this.requestWrapper.get('v2/private/trade/closed-pnl/list', params);
}
setPositionMode(params: {
symbol: string;
mode: 0 | 3;
}): GenericAPIResponse {
setPositionMode(params: { symbol: string; mode: 0 | 3 }): GenericAPIResponse {
return this.requestWrapper.post('v2/private/position/switch-mode', params);
}
@@ -306,7 +412,10 @@ export class InverseClient extends SharedEndpoints {
buy_leverage: number;
sell_leverage: number;
}): GenericAPIResponse {
return this.requestWrapper.post('v2/private/position/switch-isolated', params);
return this.requestWrapper.post(
'v2/private/position/switch-isolated',
params
);
}
/**
@@ -329,7 +438,10 @@ export class InverseClient extends SharedEndpoints {
*/
getLastFundingRate(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/funding/prev-funding-rate', params);
return this.requestWrapper.get(
'v2/public/funding/prev-funding-rate',
params
);
}
getMyLastFundingFee(params: SymbolParam): GenericAPIResponse {
@@ -337,7 +449,10 @@ export class InverseClient extends SharedEndpoints {
}
getPredictedFunding(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/private/funding/predicted-funding', params);
return this.requestWrapper.get(
'v2/private/funding/predicted-funding',
params
);
}
/**
@@ -352,5 +467,4 @@ export class InverseClient extends SharedEndpoints {
getAPIKeyInfo(): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/api-key');
}
};
}

211
src/inverse-futures-client.ts
View File

@@ -1,10 +1,28 @@
import { AxiosRequestConfig } from 'axios';
import { GenericAPIResponse, getRestBaseUrl, RestClientOptions } from './util/requestUtils';
import {
GenericAPIResponse,
getRestBaseUrl,
RestClientOptions,
} from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
import SharedEndpoints from './shared-endpoints';
import { SymbolFromLimitParam, SymbolIntervalFromLimitParam, SymbolParam } from './types/shared';
import {
APIResponse,
AssetExchangeRecordsReq,
CoinParam,
SymbolFromLimitParam,
SymbolInfo,
SymbolIntervalFromLimitParam,
SymbolLimitParam,
SymbolParam,
SymbolPeriodLimitParam,
TimeResult,
WalletFundRecordsReq,
WithdrawRecordsReq,
} from './types/shared';
import BaseRestClient from './util/BaseRestClient';
export class InverseFuturesClient extends SharedEndpoints {
export class InverseFuturesClient extends BaseRestClient {
/** @deprecated, */
protected requestWrapper: RequestWrapper;
/**
@@ -23,8 +41,13 @@ export class InverseFuturesClient extends SharedEndpoints {
restClientOptions: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
super();
super(
key,
secret,
getRestBaseUrl(useLivenet, restClientOptions),
restClientOptions,
requestOptions
);
this.requestWrapper = new RequestWrapper(
key,
secret,
@@ -35,6 +58,98 @@ export class InverseFuturesClient extends SharedEndpoints {
return this;
}
async fetchServerTime(): Promise<number> {
const res = await this.getServerTime();
return res.time_now;
}
/**
*
* Market Data Endpoints
*
*/
getOrderBook(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/orderBook/L2', params);
}
/**
* Get latest information for symbol
*/
getTickers(params?: Partial<SymbolParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/public/tickers', params);
}
getSymbols(): Promise<APIResponse<SymbolInfo[]>> {
return this.requestWrapper.get('v2/public/symbols');
}
/**
*
* Market Data : Advanced
*
*/
getOpenInterest(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/open-interest', params);
}
getLatestBigDeal(params: SymbolLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/big-deal', params);
}
getLongShortRatio(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/account-ratio', params);
}
/**
*
* Account Data Endpoints
*
*/
getApiKeyInfo(): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/api-key');
}
/**
*
* Wallet Data Endpoints
*
*/
getWalletBalance(params?: Partial<CoinParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/balance', params);
}
getWalletFundRecords(params?: WalletFundRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/fund/records', params);
}
getWithdrawRecords(params: WithdrawRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/withdraw/list', params);
}
getAssetExchangeRecords(
params?: AssetExchangeRecordsReq
): GenericAPIResponse {
return this.requestWrapper.get('v2/private/exchange-order/list', params);
}
/**
*
* API Data Endpoints
*
*/
getServerTime(): GenericAPIResponse<TimeResult> {
return this.requestWrapper.get('v2/public/time');
}
getApiAnnouncements(): GenericAPIResponse {
return this.requestWrapper.get('v2/public/announcement');
}
/**
*
* Market Data Endpoints
@@ -60,7 +175,9 @@ export class InverseFuturesClient extends SharedEndpoints {
return this.requestWrapper.get('v2/public/index-price-kline', params);
}
getPremiumIndexKline(params: SymbolIntervalFromLimitParam): GenericAPIResponse {
getPremiumIndexKline(
params: SymbolIntervalFromLimitParam
): GenericAPIResponse {
return this.requestWrapper.get('v2/public/premium-index-kline', params);
}
@@ -70,7 +187,7 @@ export class InverseFuturesClient extends SharedEndpoints {
*
*/
/**
/**
* Active orders
*/
@@ -87,7 +204,10 @@ export class InverseFuturesClient extends SharedEndpoints {
close_on_trigger?: boolean;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/order/create', orderRequest);
return this.requestWrapper.post(
'futures/private/order/create',
orderRequest
);
}
getActiveOrderList(params: {
@@ -130,7 +250,7 @@ export class InverseFuturesClient extends SharedEndpoints {
return this.requestWrapper.get('futures/private/order', params);
}
/**
/**
* Conditional orders
*/
@@ -147,7 +267,10 @@ export class InverseFuturesClient extends SharedEndpoints {
close_on_trigger?: boolean;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/stop-order/create', params);
return this.requestWrapper.post(
'futures/private/stop-order/create',
params
);
}
getConditionalOrder(params: {
@@ -165,11 +288,17 @@ export class InverseFuturesClient extends SharedEndpoints {
stop_order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/stop-order/cancel', params);
return this.requestWrapper.post(
'futures/private/stop-order/cancel',
params
);
}
cancelAllConditionalOrders(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.post('futures/private/stop-order/cancelAll', params);
return this.requestWrapper.post(
'futures/private/stop-order/cancelAll',
params
);
}
replaceConditionalOrder(params: {
@@ -180,7 +309,10 @@ export class InverseFuturesClient extends SharedEndpoints {
p_r_price?: string;
p_r_trigger_price?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/stop-order/replace', params);
return this.requestWrapper.post(
'futures/private/stop-order/replace',
params
);
}
queryConditionalOrder(params: {
@@ -191,11 +323,10 @@ export class InverseFuturesClient extends SharedEndpoints {
return this.requestWrapper.get('futures/private/stop-order', params);
}
/**
/**
* Position
*/
/**
* Get position list
*/
@@ -207,7 +338,10 @@ export class InverseFuturesClient extends SharedEndpoints {
symbol: string;
margin: string;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/position/change-position-margin', params);
return this.requestWrapper.post(
'futures/private/position/change-position-margin',
params
);
}
setTradingStop(params: {
@@ -219,7 +353,10 @@ export class InverseFuturesClient extends SharedEndpoints {
sl_trigger_by?: string;
new_trailing_active?: number;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/position/trading-stop', params);
return this.requestWrapper.post(
'futures/private/position/trading-stop',
params
);
}
setUserLeverage(params: {
@@ -227,7 +364,10 @@ export class InverseFuturesClient extends SharedEndpoints {
buy_leverage: number;
sell_leverage: number;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/position/leverage/save', params);
return this.requestWrapper.post(
'futures/private/position/leverage/save',
params
);
}
/**
@@ -237,7 +377,10 @@ export class InverseFuturesClient extends SharedEndpoints {
symbol: string;
mode: number;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/position/switch-mode', params);
return this.requestWrapper.post(
'futures/private/position/switch-mode',
params
);
}
/**
@@ -249,7 +392,10 @@ export class InverseFuturesClient extends SharedEndpoints {
buy_leverage: number;
sell_leverage: number;
}): GenericAPIResponse {
return this.requestWrapper.post('futures/private/position/switch-isolated', params);
return this.requestWrapper.post(
'futures/private/position/switch-isolated',
params
);
}
getTradeRecords(params: {
@@ -271,14 +417,17 @@ export class InverseFuturesClient extends SharedEndpoints {
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('futures/private/trade/closed-pnl/list', params);
return this.requestWrapper.get(
'futures/private/trade/closed-pnl/list',
params
);
}
/**
**** The following are all the same as the inverse client ****
*/
/**
/**
* Risk Limit
*/
getRiskLimitList(): GenericAPIResponse {
@@ -292,12 +441,15 @@ export class InverseFuturesClient extends SharedEndpoints {
return this.requestWrapper.post('open-api/wallet/risk-limit', params);
}
/**
/**
* Funding
*/
getLastFundingRate(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/funding/prev-funding-rate', params);
return this.requestWrapper.get(
'v2/public/funding/prev-funding-rate',
params
);
}
getMyLastFundingFee(params: SymbolParam): GenericAPIResponse {
@@ -305,14 +457,17 @@ export class InverseFuturesClient extends SharedEndpoints {
}
getPredictedFunding(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/private/funding/predicted-funding', params);
return this.requestWrapper.get(
'v2/private/funding/predicted-funding',
params
);
}
/**
/**
* LCP Info
*/
getLcpInfo(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/lcp', params);
}
};
}

115
src/linear-client.ts
View File

@@ -5,19 +5,28 @@ import {
RestClientOptions,
} from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
import SharedEndpoints from './shared-endpoints';
import {
APIResponse,
AssetExchangeRecordsReq,
CoinParam,
SymbolInfo,
SymbolIntervalFromLimitParam,
SymbolLimitParam,
SymbolParam,
SymbolPeriodLimitParam,
TimeResult,
WalletFundRecordsReq,
WithdrawRecordsReq,
} from './types/shared';
import { linearPositionModeEnum, positionTpSlModeEnum } from './constants/enum';
import BaseRestClient from './util/BaseRestClient';
export class LinearClient extends SharedEndpoints {
export class LinearClient extends BaseRestClient {
/** @deprecated, */
protected requestWrapper: RequestWrapper;
/**
* @public Creates an instance of the linear REST API client.
* @public Creates an instance of the linear (USD Perps) REST API client.
*
* @param {string} key - your API key
* @param {string} secret - your API secret
@@ -32,7 +41,13 @@ export class LinearClient extends SharedEndpoints {
restClientOptions: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
super();
super(
key,
secret,
getRestBaseUrl(useLivenet, restClientOptions),
restClientOptions,
requestOptions
);
this.requestWrapper = new RequestWrapper(
key,
@@ -44,6 +59,98 @@ export class LinearClient extends SharedEndpoints {
return this;
}
async fetchServerTime(): Promise<number> {
const timeRes = await this.getServerTime();
return timeRes.time_now;
}
/**
*
* Market Data Endpoints
*
*/
getOrderBook(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/orderBook/L2', params);
}
/**
* Get latest information for symbol
*/
getTickers(params?: Partial<SymbolParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/public/tickers', params);
}
getSymbols(): Promise<APIResponse<SymbolInfo[]>> {
return this.requestWrapper.get('v2/public/symbols');
}
/**
*
* Market Data : Advanced
*
*/
getOpenInterest(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/open-interest', params);
}
getLatestBigDeal(params: SymbolLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/big-deal', params);
}
getLongShortRatio(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/account-ratio', params);
}
/**
*
* Account Data Endpoints
*
*/
getApiKeyInfo(): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/api-key');
}
/**
*
* Wallet Data Endpoints
*
*/
getWalletBalance(params?: Partial<CoinParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/balance', params);
}
getWalletFundRecords(params?: WalletFundRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/fund/records', params);
}
getWithdrawRecords(params: WithdrawRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/withdraw/list', params);
}
getAssetExchangeRecords(
params?: AssetExchangeRecordsReq
): GenericAPIResponse {
return this.requestWrapper.get('v2/private/exchange-order/list', params);
}
/**
*
* API Data Endpoints
*
*/
getServerTime(): GenericAPIResponse<TimeResult> {
return this.requestWrapper.get('v2/public/time');
}
getApiAnnouncements(): GenericAPIResponse {
return this.requestWrapper.get('v2/public/announcement');
}
/**
*
* Market Data Endpoints

111
src/shared-endpoints.ts
View File

@@ -1,111 +0,0 @@
import {
APIResponse,
AssetExchangeRecordsReq,
CoinParam,
SymbolInfo,
SymbolLimitParam,
SymbolParam,
SymbolPeriodLimitParam,
WalletFundRecordsReq,
WithdrawRecordsReq,
} from './types/shared';
import { GenericAPIResponse } from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
export default class SharedEndpoints {
// TODO: Is there a way to say that Base has to provide this?
protected requestWrapper: RequestWrapper;
/**
*
* Market Data Endpoints
*
*/
getOrderBook(params: SymbolParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/orderBook/L2', params);
}
/**
* Get latest information for symbol
*/
getTickers(params?: Partial<SymbolParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/public/tickers', params);
}
getSymbols(): Promise<APIResponse<SymbolInfo[]>> {
return this.requestWrapper.get('v2/public/symbols');
}
/**
*
* Market Data : Advanced
*
*/
getOpenInterest(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/open-interest', params);
}
getLatestBigDeal(params: SymbolLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/big-deal', params);
}
getLongShortRatio(params: SymbolPeriodLimitParam): GenericAPIResponse {
return this.requestWrapper.get('v2/public/account-ratio', params);
}
/**
*
* Account Data Endpoints
*
*/
getApiKeyInfo(): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/api-key');
}
/**
*
* Wallet Data Endpoints
*
*/
getWalletBalance(params?: Partial<CoinParam>): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/balance', params)
}
getWalletFundRecords(params?: WalletFundRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/fund/records', params);
}
getWithdrawRecords(params: WithdrawRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/withdraw/list', params);
}
getAssetExchangeRecords(params?: AssetExchangeRecordsReq): GenericAPIResponse {
return this.requestWrapper.get('v2/private/exchange-order/list', params);
}
/**
*
* API Data Endpoints
*
*/
getServerTime(): GenericAPIResponse {
return this.requestWrapper.get('v2/public/time');
}
getApiAnnouncements(): GenericAPIResponse {
return this.requestWrapper.get('v2/public/announcement');
}
async getTimeOffset(): Promise<number> {
const start = Date.now();
return this.getServerTime().then(result => {
const end = Date.now();
return Math.ceil((result.time_now * 1000) - end + ((end - start) / 2));
});
}
}

49
src/spot-client.ts
View File

@@ -1,8 +1,13 @@
import { AxiosRequestConfig } from 'axios';
import { KlineInterval } from './types/shared';
import { NewSpotOrder, OrderSide, OrderTypeSpot, SpotOrderQueryById } from './types/spot';
import {
NewSpotOrder,
OrderSide,
OrderTypeSpot,
SpotOrderQueryById,
} from './types/spot';
import BaseRestClient from './util/BaseRestClient';
import { GenericAPIResponse, getRestBaseUrl, RestClientOptions } from './util/requestUtils';
import { getRestBaseUrl, RestClientOptions } from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
export class SpotClient extends BaseRestClient {
@@ -24,19 +29,22 @@ export class SpotClient extends BaseRestClient {
restClientOptions: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
super(key, secret, getRestBaseUrl(useLivenet, restClientOptions), restClientOptions, requestOptions);
super(
key,
secret,
getRestBaseUrl(useLivenet, restClientOptions),
restClientOptions,
requestOptions
);
// this.requestWrapper = new RequestWrapper(
// key,
// secret,
// getRestBaseUrl(useLivenet, restClientOptions),
// restClientOptions,
// requestOptions
// );
return this;
}
async getServerTime(urlKeyOverride?: string): Promise<number> {
fetchServerTime(): Promise<number> {
return this.getServerTime();
}
async getServerTime(): Promise<number> {
const result = await this.get('/spot/v1/time');
return result.serverTime;
}
@@ -45,7 +53,7 @@ export class SpotClient extends BaseRestClient {
*
* Market Data Endpoints
*
**/
**/
getSymbols() {
return this.get('/spot/v1/symbols');
@@ -53,7 +61,8 @@ export class SpotClient extends BaseRestClient {
getOrderBook(symbol: string, limit?: number) {
return this.get('/spot/quote/v1/depth', {
symbol, limit
symbol,
limit,
});
}
@@ -72,7 +81,13 @@ export class SpotClient extends BaseRestClient {
});
}
getCandles(symbol: string, interval: KlineInterval, limit?: number, startTime?: number, endTime?: number) {
getCandles(
symbol: string,
interval: KlineInterval,
limit?: number,
startTime?: number,
endTime?: number
) {
return this.get('/spot/quote/v1/kline', {
symbol,
interval,
@@ -113,9 +128,11 @@ export class SpotClient extends BaseRestClient {
cancelOrderBatch(params: {
symbol: string;
side?: OrderSide;
orderTypes: OrderTypeSpot[]
orderTypes: OrderTypeSpot[];
}) {
const orderTypes = params.orderTypes ? params.orderTypes.join(',') : undefined;
const orderTypes = params.orderTypes
? params.orderTypes.join(',')
: undefined;
return this.deletePrivate('/spot/order/batch-cancel', {
...params,
orderTypes,

14
src/types/shared.ts
View File

@@ -1,4 +1,5 @@
export type KlineInterval = '1m'
export type KlineInterval =
| '1m'
| '3m'
| '5m'
| '15m'
@@ -16,12 +17,17 @@ export type numberInString = string;
export interface APIResponse<T> {
ret_code: number;
ret_msg: "OK" | string;
ret_msg: 'OK' | string;
ext_code: string;
ext_info: string;
result: T;
}
export interface APIResponseWithTime<T> extends APIResponse<T> {
/** UTC timestamp */
time_now: string;
}
/**
* Request Parameter Types
*/
@@ -116,3 +122,7 @@ export interface SymbolInfo {
price_filter: PriceFilter;
lot_size_filter: LotSizeFilter;
}
export interface TimeResult {
time_now: number;
}

75
src/util/BaseRestClient.ts
View File

@@ -1,7 +1,18 @@
import axios, { AxiosError, AxiosRequestConfig, AxiosResponse, Method } from 'axios';
import axios, {
AxiosError,
AxiosRequestConfig,
AxiosResponse,
Method,
} from 'axios';
import { signMessage } from './node-support';
import { RestClientOptions, GenericAPIResponse, getRestBaseUrl, serializeParams, isPublicEndpoint } from './requestUtils';
import {
RestClientOptions,
GenericAPIResponse,
getRestBaseUrl,
serializeParams,
isPublicEndpoint,
} from './requestUtils';
export default abstract class BaseRestClient {
private timeOffset: number | null;
@@ -12,6 +23,9 @@ export default abstract class BaseRestClient {
private key: string | undefined;
private secret: string | undefined;
/** Function that calls exchange API to query & resolve server time, used by time sync */
abstract fetchServerTime(): Promise<number>;
constructor(
key: string | undefined,
secret: string | undefined,
@@ -28,7 +42,7 @@ export default abstract class BaseRestClient {
sync_interval_ms: 3600000,
// if true, we'll throw errors if any params are undefined
strict_param_validation: false,
...options
...options,
};
this.globalRequestOptions = {
@@ -37,14 +51,16 @@ export default abstract class BaseRestClient {
// custom request options based on axios specs - see: https://github.com/axios/axios#request-config
...requestOptions,
headers: {
'x-referer': 'bybitapinode'
'x-referer': 'bybitapinode',
},
};
this.baseUrl = baseUrl;
if (key && !secret) {
throw new Error('API Key & Secret are both required for private enpoints')
throw new Error(
'API Key & Secret are both required for private enpoints'
);
}
if (this.options.disable_time_sync !== true) {
@@ -79,7 +95,12 @@ export default abstract class BaseRestClient {
/**
* @private Make a HTTP request to a specific endpoint. Private endpoints are automatically signed.
*/
private async _call(method: Method, endpoint: string, params?: any, isPublicApi?: boolean): GenericAPIResponse {
private async _call(
method: Method,
endpoint: string,
params?: any,
isPublicApi?: boolean
): GenericAPIResponse {
if (!isPublicApi) {
if (!this.key || !this.secret) {
throw new Error('Private endpoints require api and private keys set');
@@ -96,7 +117,7 @@ export default abstract class BaseRestClient {
...this.globalRequestOptions,
url: [this.baseUrl, endpoint].join(endpoint.startsWith('/') ? '' : '/'),
method: method,
json: true
json: true,
};
if (method === 'GET') {
@@ -105,13 +126,15 @@ export default abstract class BaseRestClient {
options.data = params;
}
return axios(options).then(response => {
if (response.status == 200) {
return response.data;
}
return axios(options)
.then((response) => {
if (response.status == 200) {
return response.data;
}
throw response;
}).catch(e => this.parseException(e));
throw response;
})
.catch((e) => this.parseException(e));
}
/**
@@ -140,7 +163,7 @@ export default abstract class BaseRestClient {
message: response.statusText,
body: response.data,
headers: response.headers,
requestOptions: this.options
requestOptions: this.options,
};
}
@@ -151,7 +174,7 @@ export default abstract class BaseRestClient {
const params = {
...data,
api_key: this.key,
timestamp: Date.now() + (this.timeOffset || 0)
timestamp: Date.now() + (this.timeOffset || 0),
};
// Optional, set to 5000 by default. Increase if timestamp/recv_window errors are seen.
@@ -160,7 +183,10 @@ export default abstract class BaseRestClient {
}
if (this.key && this.secret) {
const serializedParams = serializeParams(params, this.options.strict_param_validation);
const serializedParams = serializeParams(
params,
this.options.strict_param_validation
);
params.sign = await signMessage(serializedParams, this.secret);
}
@@ -179,7 +205,7 @@ export default abstract class BaseRestClient {
return this.syncTimePromise;
}
this.syncTimePromise = this.fetchTimeOffset().then(offset => {
this.syncTimePromise = this.fetchTimeOffset().then((offset) => {
this.timeOffset = offset;
this.syncTimePromise = null;
});
@@ -187,22 +213,27 @@ export default abstract class BaseRestClient {
return this.syncTimePromise;
}
abstract getServerTime(baseUrlKeyOverride?: string): Promise<number>;
/**
* Estimate drift based on client<->server latency
*/
async fetchTimeOffset(): Promise<number> {
try {
const start = Date.now();
const serverTime = await this.getServerTime();
const serverTime = await this.fetchServerTime();
if (!serverTime || isNaN(serverTime)) {
throw new Error(
`fetchServerTime() returned non-number: "${serverTime}" typeof(${typeof serverTime})`
);
}
const end = Date.now();
const avgDrift = ((end - start) / 2);
const avgDrift = (end - start) / 2;
return Math.ceil(serverTime - end + avgDrift);
} catch (e) {
console.error('Failed to fetch get time offset: ', e);
return 0;
}
}
};
}

24
src/util/requestUtils.ts
View File

@@ -19,25 +19,33 @@ export interface RestClientOptions {
parse_exceptions?: boolean;
}
export type GenericAPIResponse = Promise<any>;
export type GenericAPIResponse<T = any> = Promise<T>;
export function serializeParams(params: object = {}, strict_validation = false): string {
export function serializeParams(
params: object = {},
strict_validation = false
): string {
return Object.keys(params)
.sort()
.map(key => {
.map((key) => {
const value = params[key];
if (strict_validation === true && typeof value === 'undefined') {
throw new Error('Failed to sign API request due to undefined parameter');
throw new Error(
'Failed to sign API request due to undefined parameter'
);
}
return `${key}=${value}`;
})
.join('&');
};
}
export function getRestBaseUrl(useLivenet: boolean, restInverseOptions: RestClientOptions) {
export function getRestBaseUrl(
useLivenet: boolean,
restInverseOptions: RestClientOptions
) {
const baseUrlsInverse = {
livenet: 'https://api.bybit.com',
testnet: 'https://api-testnet.bybit.com'
testnet: 'https://api-testnet.bybit.com',
};
if (restInverseOptions.baseUrl) {
@@ -50,7 +58,7 @@ export function getRestBaseUrl(useLivenet: boolean, restInverseOptions: RestClie
return baseUrlsInverse.testnet;
}
export function isPublicEndpoint (endpoint: string): boolean {
export function isPublicEndpoint(endpoint: string): boolean {
if (endpoint.startsWith('v2/public')) {
return true;
}

360
src/websocket-client.ts
View File

@@ -12,20 +12,20 @@ import WsStore from './util/WsStore';
const inverseEndpoints = {
livenet: 'wss://stream.bybit.com/realtime',
testnet: 'wss://stream-testnet.bybit.com/realtime'
testnet: 'wss://stream-testnet.bybit.com/realtime',
};
const linearEndpoints = {
private: {
livenet: 'wss://stream.bybit.com/realtime_private',
livenet2: 'wss://stream.bytick.com/realtime_private',
testnet: 'wss://stream-testnet.bybit.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'
}
testnet: 'wss://stream-testnet.bybit.com/realtime_public',
},
};
const spotEndpoints = {
@@ -38,8 +38,8 @@ const spotEndpoints = {
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' };
@@ -54,62 +54,71 @@ export enum WsConnectionState {
READY_STATE_CONNECTING,
READY_STATE_CONNECTED,
READY_STATE_CLOSING,
READY_STATE_RECONNECTING
};
READY_STATE_RECONNECTING,
}
export type APIMarket = 'inverse' | 'linear' | 'spot';
// Same as inverse futures
export type WsPublicInverseTopic = 'orderBookL2_25'
export type WsPublicInverseTopic =
| 'orderBookL2_25'
| 'orderBookL2_200'
| 'trade'
| 'insurance'
| 'instrument_info'
| 'klineV2';
export type WsPublicUSDTPerpTopic = 'orderBookL2_25'
export type WsPublicUSDTPerpTopic =
| 'orderBookL2_25'
| 'orderBookL2_200'
| 'trade'
| 'insurance'
| 'instrument_info'
| 'kline';
export type WsPublicSpotV1Topic = 'trade'
export type WsPublicSpotV1Topic =
| 'trade'
| 'realtimes'
| 'kline'
| 'depth'
| 'mergedDepth'
| 'diffDepth';
export type WsPublicSpotV2Topic = 'depth'
export type WsPublicSpotV2Topic =
| 'depth'
| 'kline'
| 'trade'
| 'bookTicker'
| 'realtimes';
export type WsPublicTopics = WsPublicInverseTopic
export type WsPublicTopics =
| WsPublicInverseTopic
| WsPublicUSDTPerpTopic
| WsPublicSpotV1Topic
| WsPublicSpotV2Topic
| string;
// Same as inverse futures
export type WsPrivateInverseTopic = 'position'
export type WsPrivateInverseTopic =
| 'position'
| 'execution'
| 'order'
| 'stop_order';
export type WsPrivateUSDTPerpTopic = 'position'
export type WsPrivateUSDTPerpTopic =
| 'position'
| 'execution'
| 'order'
| 'stop_order'
| 'wallet';
export type WsPrivateSpotTopic = 'outboundAccountInfo'
export type WsPrivateSpotTopic =
| 'outboundAccountInfo'
| 'executionReport'
| 'ticketInfo';
export type WsPrivateTopic = WsPrivateInverseTopic
export type WsPrivateTopic =
| WsPrivateInverseTopic
| WsPrivateUSDTPerpTopic
| WsPrivateSpotTopic
| string;
@@ -135,7 +144,7 @@ export interface WSClientConfigurableOptions {
restOptions?: any;
requestOptions?: any;
wsUrl?: string;
};
}
export interface WebsocketClientOptions extends WSClientConfigurableOptions {
livenet: boolean;
@@ -147,8 +156,7 @@ export interface WebsocketClientOptions extends WSClientConfigurableOptions {
pongTimeout: number;
pingInterval: number;
reconnectTimeout: number;
};
}
export const wsKeyInverse = 'inverse';
export const wsKeyLinearPrivate = 'linearPrivate';
@@ -157,29 +165,54 @@ 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' | 'spotPrivate' | 'spotPublic';
export type WsKey =
| 'inverse'
| 'linearPrivate'
| 'linearPublic'
| 'spotPrivate'
| 'spotPublic';
const getLinearWsKeyForTopic = (topic: string): WsKey => {
const privateLinearTopics = ['position', 'execution', 'order', 'stop_order', 'wallet'];
const privateLinearTopics = [
'position',
'execution',
'order',
'stop_order',
'wallet',
];
if (privateLinearTopics.includes(topic)) {
return wsKeyLinearPrivate;
}
return wsKeyLinearPublic;
}
};
const getSpotWsKeyForTopic = (topic: string): WsKey => {
const privateLinearTopics = ['position', 'execution', 'order', 'stop_order', 'outboundAccountInfo', 'executionReport', 'ticketInfo'];
const privateLinearTopics = [
'position',
'execution',
'order',
'stop_order',
'outboundAccountInfo',
'executionReport',
'ticketInfo',
];
if (privateLinearTopics.includes(topic)) {
return wsKeySpotPrivate;
}
return wsKeySpotPublic;
}
};
export declare interface WebsocketClient {
on(event: 'open' | 'reconnected', listener: ({ wsKey: WsKey, event: any }) => void): this;
on(event: 'response' | 'update' | 'error', listener: (response: any) => void): this;
on(
event: 'open' | 'reconnected',
listener: ({ wsKey: WsKey, event: any }) => void
): this;
on(
event: 'response' | 'update' | 'error',
listener: (response: any) => void
): this;
on(event: 'reconnect' | 'close', listener: ({ wsKey: WsKey }) => void): this;
}
@@ -196,7 +229,10 @@ export class WebsocketClient extends EventEmitter {
private options: WebsocketClientOptions;
private wsStore: WsStore;
constructor(options: WSClientConfigurableOptions, logger?: typeof DefaultLogger) {
constructor(
options: WSClientConfigurableOptions,
logger?: typeof DefaultLogger
) {
super();
this.logger = logger || DefaultLogger;
@@ -207,7 +243,7 @@ export class WebsocketClient extends EventEmitter {
pongTimeout: 1000,
pingInterval: 10000,
reconnectTimeout: 500,
...options
...options,
};
if (!this.options.market) {
@@ -215,13 +251,31 @@ export class WebsocketClient extends EventEmitter {
}
if (this.isLinear()) {
this.restClient = 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 if (this.isSpot()) {
// TODO: spot client
this.restClient = 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
);
this.connectPublic();
} else {
this.restClient = 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
);
}
}
@@ -246,10 +300,9 @@ export class WebsocketClient extends EventEmitter {
*/
public subscribe(wsTopics: WsTopic[] | WsTopic) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach(topic => this.wsStore.addTopic(
this.getWsKeyForTopic(topic),
topic
));
topics.forEach((topic) =>
this.wsStore.addTopic(this.getWsKeyForTopic(topic), topic)
);
// attempt to send subscription topic per websocket
this.wsStore.getKeys().forEach((wsKey: WsKey) => {
@@ -273,10 +326,9 @@ export class WebsocketClient extends EventEmitter {
*/
public unsubscribe(wsTopics: WsTopic[] | WsTopic) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach(topic => this.wsStore.deleteTopic(
this.getWsKeyForTopic(topic),
topic
));
topics.forEach((topic) =>
this.wsStore.deleteTopic(this.getWsKeyForTopic(topic), topic)
);
this.wsStore.getKeys().forEach((wsKey: WsKey) => {
// unsubscribe request only necessary if active connection exists
@@ -303,7 +355,10 @@ export class WebsocketClient extends EventEmitter {
}
if (this.isLinear()) {
return [this.connect(wsKeyLinearPublic), this.connect(wsKeyLinearPrivate)];
return [
this.connect(wsKeyLinearPublic),
this.connect(wsKeyLinearPrivate),
];
}
if (this.isSpot()) {
@@ -342,12 +397,18 @@ export class WebsocketClient extends EventEmitter {
private async connect(wsKey: WsKey): Promise<WebSocket | undefined> {
try {
if (this.wsStore.isWsOpen(wsKey)) {
this.logger.error('Refused to connect to ws with existing active connection', { ...loggerCategory, wsKey })
this.logger.error(
'Refused to connect to ws with existing active connection',
{ ...loggerCategory, wsKey }
);
return this.wsStore.getWs(wsKey);
}
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
this.logger.error('Refused to connect to ws, connection attempt already active', { ...loggerCategory, wsKey })
this.logger.error(
'Refused to connect to ws, connection attempt already active',
{ ...loggerCategory, wsKey }
);
return;
}
@@ -377,11 +438,17 @@ export class WebsocketClient extends EventEmitter {
switch (error.message) {
case 'Unexpected server response: 401':
this.logger.error(`${context} due to 401 authorization failure.`, { ...loggerCategory, wsKey });
this.logger.error(`${context} due to 401 authorization failure.`, {
...loggerCategory,
wsKey,
});
break;
default:
this.logger.error(`{context} due to unexpected response error: ${error.msg}`, { ...loggerCategory, wsKey });
this.logger.error(
`{context} due to unexpected response error: ${error.msg}`,
{ ...loggerCategory, wsKey }
);
break;
}
}
@@ -392,23 +459,39 @@ export class WebsocketClient extends EventEmitter {
private async getAuthParams(wsKey: WsKey): Promise<string> {
const { key, secret } = this.options;
if (key && secret && wsKey !== wsKeyLinearPublic && wsKey !== wsKeySpotPublic) {
this.logger.debug('Getting auth\'d request params', { ...loggerCategory, wsKey });
if (
key &&
secret &&
wsKey !== wsKeyLinearPublic &&
wsKey !== wsKeySpotPublic
) {
this.logger.debug("Getting auth'd request params", {
...loggerCategory,
wsKey,
});
const timeOffset = await this.restClient.getTimeOffset();
const timeOffset = await this.restClient.fetchTimeOffset();
const params: any = {
api_key: this.options.key,
expires: (Date.now() + timeOffset + 5000)
expires: Date.now() + timeOffset + 5000,
};
params.signature = await signMessage('GET/realtime' + params.expires, secret);
params.signature = await signMessage(
'GET/realtime' + params.expires,
secret
);
return '?' + serializeParams(params);
} else if (!key || !secret) {
this.logger.warning('Connot authenticate websocket, either api or private keys missing.', { ...loggerCategory, wsKey });
this.logger.warning(
'Connot authenticate websocket, either api or private keys missing.',
{ ...loggerCategory, wsKey }
);
} else {
this.logger.debug('Starting public only websocket client.', { ...loggerCategory, wsKey });
this.logger.debug('Starting public only websocket client.', {
...loggerCategory,
wsKey,
});
}
return '';
@@ -421,7 +504,10 @@ export class WebsocketClient extends EventEmitter {
}
setTimeout(() => {
this.logger.info('Reconnecting to websocket', { ...loggerCategory, wsKey });
this.logger.info('Reconnecting to websocket', {
...loggerCategory,
wsKey,
});
this.connect(wsKey);
}, connectionDelayMs);
}
@@ -433,7 +519,10 @@ export class WebsocketClient extends EventEmitter {
this.tryWsSend(wsKey, JSON.stringify({ op: 'ping' }));
this.wsStore.get(wsKey, true)!.activePongTimer = setTimeout(() => {
this.logger.info('Pong timeout - closing socket to reconnect', { ...loggerCategory, wsKey });
this.logger.info('Pong timeout - closing socket to reconnect', {
...loggerCategory,
wsKey,
});
this.getWs(wsKey)?.close();
}, this.options.pongTimeout);
}
@@ -470,7 +559,7 @@ export class WebsocketClient extends EventEmitter {
}
const wsMessage = JSON.stringify({
op: 'subscribe',
args: topics
args: topics,
});
this.tryWsSend(wsKey, wsMessage);
@@ -485,7 +574,7 @@ export class WebsocketClient extends EventEmitter {
}
const wsMessage = JSON.stringify({
op: 'unsubscribe',
args: topics
args: topics,
});
this.tryWsSend(wsKey, wsMessage);
@@ -493,38 +582,62 @@ export class WebsocketClient extends EventEmitter {
private tryWsSend(wsKey: WsKey, wsMessage: string) {
try {
this.logger.silly(`Sending upstream ws message: `, { ...loggerCategory, wsMessage, wsKey });
this.logger.silly(`Sending upstream ws message: `, {
...loggerCategory,
wsMessage,
wsKey,
});
if (!wsKey) {
throw new Error('Cannot send message due to no known websocket for this wsKey');
throw new Error(
'Cannot send message due to no known websocket for this wsKey'
);
}
const ws = this.getWs(wsKey);
if (!ws) {
throw new Error(`${wsKey} socket not connected yet, call "connect(${wsKey}) first then try again when the "open" event arrives`);
throw new Error(
`${wsKey} socket not connected yet, call "connect(${wsKey}) first then try again when the "open" event arrives`
);
}
ws.send(wsMessage);
} catch (e) {
this.logger.error(`Failed to send WS message`, { ...loggerCategory, wsMessage, wsKey, exception: e });
this.logger.error(`Failed to send WS message`, {
...loggerCategory,
wsMessage,
wsKey,
exception: e,
});
}
}
private connectToWsUrl(url: string, wsKey: WsKey): WebSocket {
this.logger.silly(`Opening WS connection to URL: ${url}`, { ...loggerCategory, wsKey })
this.logger.silly(`Opening WS connection to URL: ${url}`, {
...loggerCategory,
wsKey,
});
const agent = this.options.requestOptions?.agent;
const ws = new WebSocket(url, undefined, agent ? { agent } : undefined);
ws.onopen = event => this.onWsOpen(event, wsKey);
ws.onmessage = event => this.onWsMessage(event, wsKey);
ws.onerror = event => this.onWsError(event, wsKey);
ws.onclose = event => this.onWsClose(event, wsKey);
ws.onopen = (event) => this.onWsOpen(event, wsKey);
ws.onmessage = (event) => this.onWsMessage(event, wsKey);
ws.onerror = (event) => this.onWsError(event, wsKey);
ws.onclose = (event) => this.onWsClose(event, wsKey);
return ws;
}
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(), spot: this.isSpot() });
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)) {
} else if (
this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)
) {
this.logger.info('Websocket reconnected', { ...loggerCategory, wsKey });
this.emit('reconnected', { wsKey, event });
}
@@ -547,16 +660,26 @@ export class WebsocketClient extends EventEmitter {
// any message can clear the pong timer - wouldn't get a message if the ws dropped
this.clearPongTimer(wsKey);
const msg = JSON.parse(event && event.data || event);
const msg = JSON.parse((event && event.data) || event);
if ('success' in msg || msg?.pong) {
this.onWsMessageResponse(msg, wsKey);
} else if (msg.topic) {
this.onWsMessageUpdate(msg);
} else {
this.logger.warning('Got unhandled ws message', { ...loggerCategory, message: msg, event, wsKey});
this.logger.warning('Got unhandled ws message', {
...loggerCategory,
message: msg,
event,
wsKey,
});
}
} catch (e) {
this.logger.error('Failed to parse ws event message', { ...loggerCategory, error: e, event, wsKey})
this.logger.error('Failed to parse ws event message', {
...loggerCategory,
error: e,
event,
wsKey,
});
}
}
@@ -568,7 +691,10 @@ export class WebsocketClient extends EventEmitter {
}
private onWsClose(event, wsKey: WsKey) {
this.logger.info('Websocket connection closed', { ...loggerCategory, wsKey});
this.logger.info('Websocket connection closed', {
...loggerCategory,
wsKey,
});
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CLOSING) {
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
@@ -606,7 +732,7 @@ export class WebsocketClient extends EventEmitter {
const networkKey = this.isLivenet() ? 'livenet' : 'testnet';
// TODO: reptitive
if (this.isLinear() || wsKey.startsWith('linear')){
if (this.isLinear() || wsKey.startsWith('linear')) {
if (wsKey === wsKeyLinearPublic) {
return linearEndpoints.public[networkKey];
}
@@ -615,11 +741,14 @@ export class WebsocketClient extends EventEmitter {
return linearEndpoints.private[networkKey];
}
this.logger.error('Unhandled linear wsKey: ', { ...loggerCategory, wsKey });
this.logger.error('Unhandled linear wsKey: ', {
...loggerCategory,
wsKey,
});
return linearEndpoints[networkKey];
}
if (this.isSpot() || wsKey.startsWith('spot')){
if (this.isSpot() || wsKey.startsWith('spot')) {
if (wsKey === wsKeySpotPublic) {
return spotEndpoints.public[networkKey];
}
@@ -641,13 +770,15 @@ export class WebsocketClient extends EventEmitter {
return wsKeyInverse;
}
if (this.isLinear()) {
return getLinearWsKeyForTopic(topic)
return getLinearWsKeyForTopic(topic);
}
return getSpotWsKeyForTopic(topic);
}
private wrongMarketError(market: APIMarket) {
return new Error(`This WS client was instanced for the ${this.options.market} market. Make another WebsocketClient instance with "market: '${market}' to listen to spot topics`);
return new Error(
`This WS client was instanced for the ${this.options.market} market. Make another WebsocketClient instance with "market: '${market}' to listen to spot topics`
);
}
// TODO: persistance for subbed topics. Look at ftx-api implementation.
@@ -656,14 +787,17 @@ export class WebsocketClient extends EventEmitter {
throw this.wrongMarketError('spot');
}
return this.tryWsSend(wsKeySpotPublic, JSON.stringify({
topic: 'trade',
event: 'sub',
symbol,
params: {
binary: !!binary,
}
}));
return this.tryWsSend(
wsKeySpotPublic,
JSON.stringify({
topic: 'trade',
event: 'sub',
symbol,
params: {
binary: !!binary,
},
})
);
}
public subscribePublicSpotTradingPair(symbol: string, binary?: boolean) {
@@ -671,35 +805,50 @@ export class WebsocketClient extends EventEmitter {
throw this.wrongMarketError('spot');
}
return this.tryWsSend(wsKeySpotPublic, JSON.stringify({
symbol,
topic: 'realtimes',
event: 'sub',
params: {
binary: !!binary,
},
}));
return this.tryWsSend(
wsKeySpotPublic,
JSON.stringify({
symbol,
topic: 'realtimes',
event: 'sub',
params: {
binary: !!binary,
},
})
);
}
public subscribePublicSpotV1Kline(symbol: string, candleSize: KlineInterval, binary?: boolean) {
public subscribePublicSpotV1Kline(
symbol: string,
candleSize: KlineInterval,
binary?: boolean
) {
if (!this.isSpot()) {
throw this.wrongMarketError('spot');
}
return this.tryWsSend(wsKeySpotPublic, JSON.stringify({
symbol,
topic: 'kline_' + candleSize,
event: 'sub',
params: {
binary: !!binary,
},
}));
return this.tryWsSend(
wsKeySpotPublic,
JSON.stringify({
symbol,
topic: 'kline_' + candleSize,
event: 'sub',
params: {
binary: !!binary,
},
})
);
}
//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', dumpScale?: number, binary?: boolean) {
public subscribePublicSpotOrderbook(
symbol: string,
depth: 'full' | 'merge' | 'delta',
dumpScale?: number,
binary?: boolean
) {
if (!this.isSpot()) {
throw this.wrongMarketError('spot');
}
@@ -709,7 +858,7 @@ export class WebsocketClient extends EventEmitter {
case 'full': {
topic = 'depth';
break;
};
}
case 'merge': {
topic = 'mergedDepth';
if (!dumpScale) {
@@ -736,5 +885,4 @@ export class WebsocketClient extends EventEmitter {
}
return this.tryWsSend(wsKeySpotPublic, JSON.stringify(msg));
}
};
}