v3.5.0: feat(): add market endpoints for v5 REST APIs, with tests

src/rest-client-v5.ts

@@ -0,0 +1,222 @@
+import {
+  APIResponseV3WithTime,
+  APIResponseWithTime,
+  CategoryV5,
+  GetFundingRateHistoryParamsV5,
+  GetHistoricalVolatilityParamsV5,
+  GetIndexPriceKlineParamsV5,
+  GetInstrumentsInfoParamsV5,
+  GetInsuranceParamsV5,
+  GetKlineParamsV5,
+  GetMarkPriceKlineParamsV5,
+  GetOpenInterestParamsV5,
+  GetOptionDeliveryPriceParamsV5,
+  GetOrderbookParamsV5,
+  GetPremiumIndexPriceKlineParams,
+  GetPublicTradingHistoryParamsV5,
+  GetRiskLimitParamsV5,
+  GetTickersParamsV5,
+} from './types';
+import {
+  CategoryListV5,
+  FundingRateHistoryResponseV5,
+  HistoricalVolatilityV5,
+  IndexPriceKlineResponseV5,
+  InstrumentInfoV5,
+  InsuranceResponseV5,
+  KlineResponseV5,
+  MarkPriceKlineResponseV5,
+  OpenInterestResponseV5,
+  OptionDeliveryPriceResponseV5,
+  OrderbookResponseV5,
+  PaginatedListV5,
+  PremiumIndexPriceKlineResponse,
+  PublicTradeV5,
+  RiskLimitV5,
+  TickersLinearInverseResponseV5,
+  TickersOptionResponseV5,
+  TickersSpotResponseV5,
+} from './types/response/v5-market';
+import { REST_CLIENT_TYPE_ENUM } from './util';
+import BaseRestClient from './util/BaseRestClient';
+
+/**
+ * REST API client for V5 REST APIs
+ * https://bybit-exchange.github.io/docs/v5/intro
+ */
+export class RestClientV5 extends BaseRestClient {
+  getClientType() {
+    return REST_CLIENT_TYPE_ENUM.v3;
+  }
+
+  async fetchServerTime(): Promise<number> {
+    const res = await this.getServerTime();
+    return Number(res.time);
+  }
+
+  getServerTime(): Promise<
+    APIResponseV3WithTime<{ timeSecond: string; timeNano: string }>
+  > {
+    return this.get('/v3/public/time');
+  }
+
+  /**
+   *
+   * Market APIs
+   *
+   */
+
+  /**
+   * Query the kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Spot / Linear contract / Inverse contract
+   */
+  getKline(
+    params: GetKlineParamsV5
+  ): Promise<APIResponseV3WithTime<KlineResponseV5>> {
+    return this.get(`/v5/market/kline`, params);
+  }
+
+  /**
+   * Query the mark price kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Linear contract / Inverse contract
+   */
+  getMarkPriceKline(
+    params: GetMarkPriceKlineParamsV5
+  ): Promise<APIResponseV3WithTime<MarkPriceKlineResponseV5>> {
+    return this.get(`/v5/market/mark-price-kline`, params);
+  }
+
+  /**
+   * Query the index price kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Linear contract / Inverse contract
+   */
+  getIndexPriceKline(
+    params: GetIndexPriceKlineParamsV5
+  ): Promise<APIResponseV3WithTime<IndexPriceKlineResponseV5>> {
+    return this.get(`/v5/market/index-price-kline`, params);
+  }
+
+  /**
+   * Retrieve the premium index price kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Linear contract
+   */
+  getPremiumIndexPriceKline(
+    params: GetPremiumIndexPriceKlineParams
+  ): Promise<APIResponseV3WithTime<PremiumIndexPriceKlineResponse>> {
+    return this.get(`/v5/market/premium-index-price-kline`, params);
+  }
+
+  /**
+   * Query a list of instruments of online trading pair.
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   * Note: Spot does not support pagination, so limit & cursor are invalid.
+   */
+  getInstrumentsInfo(
+    params: GetInstrumentsInfoParamsV5
+  ): Promise<APIResponseV3WithTime<PaginatedListV5<InstrumentInfoV5>>> {
+    return this.get(`/v5/market/instruments-info`, params);
+  }
+
+  /**
+   * Query orderbook data
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   */
+  getOrderbook(
+    params: GetOrderbookParamsV5
+  ): Promise<APIResponseV3WithTime<OrderbookResponseV5>> {
+    return this.get(`/v5/market/orderbook`, params);
+  }
+
+  /**
+   * Query the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours.
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   */
+  getTickers(
+    params: GetTickersParamsV5
+  ): Promise<
+    APIResponseV3WithTime<
+      | TickersLinearInverseResponseV5
+      | TickersOptionResponseV5
+      | TickersSpotResponseV5
+    >
+  > {
+    return this.get(`/v5/market/tickers`, params);
+  }
+
+  /**
+   * Query historical funding rate. Each symbol has a different funding interval.
+   * Covers: Linear contract / Inverse perpetual
+   */
+  getFundingRateHistory(
+    params: GetFundingRateHistoryParamsV5
+  ): Promise<
+    APIResponseV3WithTime<
+      CategoryListV5<FundingRateHistoryResponseV5, 'linear' | 'inverse'>
+    >
+  > {
+    return this.get(`/v5/market/funding/history`, params);
+  }
+
+  /**
+   * Query recent public trading data in Bybit.
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   */
+  getPublicTradingHistory(
+    params: GetPublicTradingHistoryParamsV5
+  ): Promise<APIResponseV3WithTime<CategoryListV5<PublicTradeV5, CategoryV5>>> {
+    return this.get(`/v5/market/recent-trade`, params);
+  }
+
+  /**
+   * Get open interest of each symbol.
+   * Covers: Linear contract / Inverse contract
+   */
+  getOpenInterest(
+    params: GetOpenInterestParamsV5
+  ): Promise<APIResponseV3WithTime<OpenInterestResponseV5>> {
+    return this.get(`/v5/market/open-interest`, params);
+  }
+
+  /**
+   * Query option historical volatility
+   * Covers: Option
+   */
+  getHistoricalVolatility(
+    params: GetHistoricalVolatilityParamsV5
+  ): Promise<
+    APIResponseV3WithTime<CategoryListV5<HistoricalVolatilityV5, 'option'>>
+  > {
+    return this.get(`/v5/market/historical-volatility`, params);
+  }
+
+  /**
+   * Query Bybit insurance pool data (BTC/USDT/USDC etc). The data is updated every 24 hours.
+   */
+  getInsurance(
+    params?: GetInsuranceParamsV5
+  ): Promise<APIResponseV3WithTime<InsuranceResponseV5>> {
+    return this.get(`/v5/market/insurance`, params);
+  }
+
+  /**
+   * Query risk limit of futures
+   * Covers: Linear contract / Inverse contract
+   */
+  getRiskLimit(
+    params?: GetRiskLimitParamsV5
+  ): Promise<
+    APIResponseV3WithTime<CategoryListV5<RiskLimitV5, 'inverse' | 'linear'>>
+  > {
+    return this.get(`/v5/market/risk-limit`, params);
+  }
+
+  /**
+   * Get the delivery price for option
+   * Covers: Option
+   */
+  getOptionDeliveryPrice(
+    params: GetOptionDeliveryPriceParamsV5
+  ): Promise<APIResponseV3WithTime<OptionDeliveryPriceResponseV5>> {
+    return this.get(`/v5/market/delivery-price`, params);
+  }
+}