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v2.1.0: deprecate boolean props for websocket market. Expand types. Implement spot ws ping/pong

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This commit is contained in:
tiagosiebler
2021-08-15 10:50:10 +01:00
parent eb1520126a
commit 572bd19abd
3 changed files with 144 additions and 17 deletions
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2
package.json
View File

@@ -1,6 +1,6 @@
{
"name": "bybit-api",
"version": "2.0.8",
"version": "2.1.0",
"description": "Node.js connector for Bybit's REST APIs and WebSockets, with TypeScript & integration tests.",
"main": "lib/index.js",
"types": "lib/index.d.ts",

3
src/util/requestUtils.ts
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@@ -61,6 +61,9 @@ export function isPublicEndpoint (endpoint: string): boolean {
}
export function isWsPong(response: any) {
if (response.pong) {
return true;
}
return (
response.request &&
response.request.op === 'ping' &&

154
src/websocket-client.ts
View File

@@ -56,14 +56,77 @@ export enum WsConnectionState {
READY_STATE_RECONNECTING
};
export type APIMarket = 'inverse' | 'linear' | 'spot';
// Same as inverse futures
export type WsPublicInverseTopic = 'orderBookL2_25'
| 'orderBookL2_200'
| 'trade'
| 'insurance'
| 'instrument_info'
| 'klineV2';
export type WsPublicUSDTPerpTopic = 'orderBookL2_25'
| 'orderBookL2_200'
| 'trade'
| 'insurance'
| 'instrument_info'
| 'kline';
export type WsPublicSpotV1Topic = 'trade'
| 'realtimes'
| 'kline'
| 'depth'
| 'mergedDepth'
| 'diffDepth';
export type WsPublicSpotV2Topic = 'depth'
| 'kline'
| 'trade'
| 'bookTicker'
| 'realtimes';
export type WsPublicTopics = WsPublicInverseTopic
| WsPublicUSDTPerpTopic
| WsPublicSpotV1Topic
| WsPublicSpotV2Topic
| string;
// Same as inverse futures
export type WsPrivateInverseTopic = 'position'
| 'execution'
| 'order'
| 'stop_order';
export type WsPrivateUSDTPerpTopic = 'position'
| 'execution'
| 'order'
| 'stop_order'
| 'wallet';
export type WsPrivateSpotTopic = 'outboundAccountInfo'
| 'executionReport'
| 'ticketInfo';
export type WsPrivateTopic = WsPrivateInverseTopic
| WsPrivateUSDTPerpTopic
| WsPrivateSpotTopic
| string;
export type WsTopic = WsPublicTopics | WsPrivateTopic;
export interface WSClientConfigurableOptions {
key?: string;
secret?: string;
livenet?: boolean;
// defaults to inverse. Only set one at a time (this interface will change in future)
// defaults to inverse.
/**
* @deprecated Use the property { market: 'linear' } instead
*/
linear?: boolean;
spot?: boolean;
market?: APIMarket;
pongTimeout?: number;
pingInterval?: number;
@@ -75,8 +138,11 @@ export interface WSClientConfigurableOptions {
export interface WebsocketClientOptions extends WSClientConfigurableOptions {
livenet: boolean;
linear: boolean;
spot: boolean;
/**
* @deprecated Use the property { market: 'linear' } instead
*/
linear?: boolean;
market?: APIMarket;
pongTimeout: number;
pingInterval: number;
reconnectTimeout: number;
@@ -113,7 +179,14 @@ const getSpotWsKeyForTopic = (topic: string): WsKey => {
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: 'reconnect' | 'close', listener: () => void): this;
on(event: 'reconnect' | 'close', listener: ({ wsKey: WsKey }) => void): this;
}
function resolveMarket(options: WSClientConfigurableOptions): APIMarket {
if (options.linear) {
return 'linear';
}
return 'inverse';
}
export class WebsocketClient extends EventEmitter {
@@ -130,19 +203,22 @@ export class WebsocketClient extends EventEmitter {
this.options = {
livenet: false,
linear: false,
spot: false,
pongTimeout: 1000,
pingInterval: 10000,
reconnectTimeout: 500,
...options
};
if (!this.options.market) {
this.options.market = resolveMarket(this.options);
}
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);
this.connectPublic();
} else {
this.restClient = new InverseClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
}
@@ -153,11 +229,11 @@ export class WebsocketClient extends EventEmitter {
}
public isLinear(): boolean {
return this.options.linear === true;
return this.options.market === 'linear';
}
public isSpot(): boolean {
return this.options.spot === true;
return this.options.market === 'spot';
}
public isInverse(): boolean {
@@ -167,7 +243,7 @@ export class WebsocketClient extends EventEmitter {
/**
* Add topic/topics to WS subscription list
*/
public subscribe(wsTopics: string[] | string) {
public subscribe(wsTopics: WsTopic[] | WsTopic) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach(topic => this.wsStore.addTopic(
this.getWsKeyForTopic(topic),
@@ -194,7 +270,7 @@ export class WebsocketClient extends EventEmitter {
/**
* Remove topic/topics from WS subscription list
*/
public unsubscribe(wsTopics: string[] | string) {
public unsubscribe(wsTopics: WsTopic[] | WsTopic) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach(topic => this.wsStore.deleteTopic(
this.getWsKeyForTopic(topic),
@@ -234,6 +310,20 @@ export class WebsocketClient extends EventEmitter {
}
}
public connectPublic(): Promise<WebSocket | undefined> | undefined {
if (this.isInverse()) {
return this.connect(wsKeyInverse);
}
if (this.isLinear()) {
return this.connect(wsKeyLinearPublic);
}
if (this.isSpot()) {
return this.connect(wsKeySpotPublic);
}
}
public connectPrivate(): Promise<WebSocket | undefined> | undefined {
if (this.isInverse()) {
return this.connect(wsKeyInverse);
@@ -374,6 +464,9 @@ export class WebsocketClient extends EventEmitter {
* Send WS message to subscribe to topics.
*/
private requestSubscribeTopics(wsKey: WsKey, topics: string[]) {
if (!topics.length) {
return;
}
const wsMessage = JSON.stringify({
op: 'subscribe',
args: topics
@@ -386,6 +479,9 @@ export class WebsocketClient extends EventEmitter {
* Send WS message to unsubscribe from topics.
*/
private requestUnsubscribeTopics(wsKey: WsKey, topics: string[]) {
if (!topics.length) {
return;
}
const wsMessage = JSON.stringify({
op: 'unsubscribe',
args: topics
@@ -400,7 +496,11 @@ export class WebsocketClient extends EventEmitter {
if (!wsKey) {
throw new Error('Cannot send message due to no known websocket for this wsKey');
}
this.getWs(wsKey)?.send(wsMessage);
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`);
}
ws.send(wsMessage);
} catch (e) {
this.logger.error(`Failed to send WS message`, { ...loggerCategory, wsMessage, wsKey, exception: e });
}
@@ -429,7 +529,10 @@ export class WebsocketClient extends EventEmitter {
this.setWsState(wsKey, READY_STATE_CONNECTED);
// TODO: persistence not working yet for spot topics
if (wsKey !== 'spotPublic' && wsKey !== 'spotPrivate') {
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)]);
}
this.wsStore.get(wsKey, true)!.activePingTimer = setInterval(
() => this.ping(wsKey),
@@ -440,7 +543,7 @@ export class WebsocketClient extends EventEmitter {
private onWsMessage(event, wsKey: WsKey) {
const msg = JSON.parse(event && event.data || event);
if ('success' in msg) {
if ('success' in msg || msg?.pong) {
this.onWsMessageResponse(msg, wsKey);
} else if (msg.topic) {
this.onWsMessageUpdate(msg);
@@ -461,10 +564,10 @@ export class WebsocketClient extends EventEmitter {
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CLOSING) {
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
this.emit('reconnect');
this.emit('reconnect', { wsKey });
} else {
this.setWsState(wsKey, READY_STATE_INITIAL);
this.emit('close');
this.emit('close', { wsKey });
}
}
@@ -535,4 +638,25 @@ export class WebsocketClient extends EventEmitter {
}
return getSpotWsKeyForTopic(topic);
}
// TODO: persistance for subbed topics. Look at ftx-api implementation.
public subscribePublicSpotTrades(symbol: string, binary?: boolean) {
if (!this.isSpot()) {
throw new Error(`This WS client was instanced for the ${this.options.market} market. Make another WebsocketClient instance with "market: 'spot' to listen to spot topics`);
}
const subscribeMessage = {
topic: 'trade',
event: 'sub',
symbol,
params: {},
};
if (binary) {
subscribeMessage.params = {
binary: !!binary,
};
}
this.tryWsSend(wsKeySpotPublic, JSON.stringify(subscribeMessage));
}
};