add account asset & USDC options clients

This commit is contained in:
tiagosiebler
2022-09-08 13:39:07 +01:00
parent ed373f380f
commit 63201b465c
19 changed files with 1009 additions and 80 deletions

View File

@@ -20,7 +20,7 @@ import {
// });
interface SignedRequestContext {
timestamp: number;
timestamp?: number;
api_key?: string;
recv_window?: number;
// spot is diff from the rest...
@@ -30,9 +30,19 @@ interface SignedRequestContext {
interface SignedRequest<T> {
originalParams: T & SignedRequestContext;
paramsWithSign?: T & SignedRequestContext & { sign: string };
serializedParams: string;
sign: string;
timestamp: number;
recvWindow: number;
}
interface UnsignedRequest<T> {
originalParams: T;
paramsWithSign: T;
}
type SignMethod = 'keyInBody' | 'usdc';
export default abstract class BaseRestClient {
private timeOffset: number | null;
private syncTimePromise: null | Promise<any>;
@@ -61,8 +71,7 @@ export default abstract class BaseRestClient {
this.options = {
recv_window: 5000,
/** Throw errors if any params are undefined */
/** Throw errors if any request params are empty */
strict_param_validation: false,
/** Disable time sync by default */
enable_time_sync: false,
@@ -102,6 +111,10 @@ export default abstract class BaseRestClient {
return this.clientType === REST_CLIENT_TYPE_ENUM.spot;
}
private isUSDCClient() {
return this.clientType === REST_CLIENT_TYPE_ENUM.usdcOptions;
}
get(endpoint: string, params?: any) {
return this._call('GET', endpoint, params, true);
}
@@ -122,7 +135,24 @@ export default abstract class BaseRestClient {
return this._call('DELETE', endpoint, params, false);
}
private async prepareSignParams(params?: any, isPublicApi?: boolean) {
private async prepareSignParams<TParams = any>(
method: Method,
signMethod: SignMethod,
params?: TParams,
isPublicApi?: true
): Promise<UnsignedRequest<TParams>>;
private async prepareSignParams<TParams = any>(
method: Method,
signMethod: SignMethod,
params?: TParams,
isPublicApi?: false | undefined
): Promise<SignedRequest<TParams>>;
private async prepareSignParams<TParams = any>(
method: Method,
signMethod: SignMethod,
params?: TParams,
isPublicApi?: boolean
) {
if (isPublicApi) {
return {
originalParams: params,
@@ -138,7 +168,85 @@ export default abstract class BaseRestClient {
await this.syncTime();
}
return this.signRequest(params);
return this.signRequest(params, method, signMethod);
}
/** Returns an axios request object. Handles signing process automatically if this is a private API call */
private async buildRequest(
method: Method,
url: string,
params?: any,
isPublicApi?: boolean
): Promise<AxiosRequestConfig> {
const options: AxiosRequestConfig = {
...this.globalRequestOptions,
url: url,
method: method,
};
for (const key in params) {
if (typeof params[key] === 'undefined') {
delete params[key];
}
}
if (isPublicApi) {
return {
...options,
params: params,
};
}
// USDC Options uses a different way of authenticating requests (headers instead of params)
if (this.isUSDCClient()) {
if (!options.headers) {
options.headers = {};
}
const signResult = await this.prepareSignParams(
method,
'usdc',
params,
isPublicApi
);
options.headers['X-BAPI-SIGN-TYPE'] = 2;
options.headers['X-BAPI-API-KEY'] = this.key;
options.headers['X-BAPI-TIMESTAMP'] = signResult.timestamp;
options.headers['X-BAPI-SIGN'] = signResult.sign;
options.headers['X-BAPI-RECV-WINDOW'] = signResult.recvWindow;
if (method === 'GET') {
return {
...options,
params: signResult.originalParams,
};
}
return {
...options,
data: signResult.originalParams,
};
}
const signResult = await this.prepareSignParams(
method,
'keyInBody',
params,
isPublicApi
);
if (method === 'GET' || this.isSpotClient()) {
return {
...options,
params: signResult.paramsWithSign,
};
}
return {
...options,
data: signResult.paramsWithSign,
};
}
/**
@@ -150,27 +258,20 @@ export default abstract class BaseRestClient {
params?: any,
isPublicApi?: boolean
): Promise<any> {
const options = {
...this.globalRequestOptions,
url: [this.baseUrl, endpoint].join(endpoint.startsWith('/') ? '' : '/'),
method: method,
json: true,
};
// Sanity check to make sure it's only ever signed by
const requestUrl = [this.baseUrl, endpoint].join(
endpoint.startsWith('/') ? '' : '/'
);
for (const key in params) {
if (typeof params[key] === 'undefined') {
delete params[key];
}
}
const signResult = await this.prepareSignParams(params, isPublicApi);
if (method === 'GET' || this.isSpotClient()) {
options.params = signResult.paramsWithSign;
} else {
options.data = signResult.paramsWithSign;
}
// Build a request and handle signature process
const options = await this.buildRequest(
method,
requestUrl,
params,
isPublicApi
);
// Dispatch request
return axios(options)
.then((response) => {
if (response.status == 200) {
@@ -215,37 +316,70 @@ export default abstract class BaseRestClient {
/**
* @private sign request and set recv window
*/
private async signRequest<T extends Object>(
data: T & SignedRequestContext
private async signRequest<T = {}>(
data: T,
method: Method,
signMethod: SignMethod
): Promise<SignedRequest<T>> {
const timestamp = Date.now() + (this.timeOffset || 0);
const res: SignedRequest<T> = {
originalParams: {
...data,
api_key: this.key,
timestamp: Date.now() + (this.timeOffset || 0),
},
sign: '',
timestamp,
recvWindow: 0,
serializedParams: '',
};
// Optional, set to 5000 by default. Increase if timestamp/recv_window errors are seen.
if (this.options.recv_window && !res.originalParams.recv_window) {
if (this.isSpotClient()) {
res.originalParams.recvWindow = this.options.recv_window;
} else {
res.originalParams.recv_window = this.options.recv_window;
}
if (!this.key || !this.secret) {
return res;
}
const key = this.key;
const recvWindow =
res.originalParams.recv_window || this.options.recv_window || 5000;
const strictParamValidation = this.options.strict_param_validation;
// In case the parent function needs it (e.g. USDC uses a header)
res.recvWindow = recvWindow;
// usdc is different for some reason
if (signMethod === 'usdc') {
const signRequestParams =
method === 'GET'
? serializeParams(res.originalParams, strictParamValidation)
: JSON.stringify(res.originalParams);
const paramsStr = timestamp + key + recvWindow + signRequestParams;
res.sign = await signMessage(paramsStr, this.secret);
return res;
}
if (this.key && this.secret) {
const serializedParams = serializeParams(
// spot/v2 derivatives
if (signMethod === 'keyInBody') {
res.originalParams.api_key = key;
res.originalParams.timestamp = timestamp;
// Optional, set to 5000 by default. Increase if timestamp/recv_window errors are seen.
if (recvWindow) {
if (this.isSpotClient()) {
res.originalParams.recvWindow = recvWindow;
} else {
res.originalParams.recv_window = recvWindow;
}
}
res.serializedParams = serializeParams(
res.originalParams,
this.options.strict_param_validation
strictParamValidation
);
res.sign = await signMessage(serializedParams, this.secret);
res.sign = await signMessage(res.serializedParams, this.secret);
res.paramsWithSign = {
...res.originalParams,
sign: res.sign,
};
return res;
}
return res;

3
src/util/index.ts Normal file
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@@ -0,0 +1,3 @@
export * from './BaseRestClient';
export * from './requestUtils';
export * from './WsStore';

View File

@@ -45,8 +45,8 @@ export function serializeParams(
export function getRestBaseUrl(
useLivenet: boolean,
restInverseOptions: RestClientOptions
) {
const baseUrlsInverse = {
): string {
const exchangeBaseUrls = {
livenet: 'https://api.bybit.com',
testnet: 'https://api-testnet.bybit.com',
};
@@ -56,9 +56,9 @@ export function getRestBaseUrl(
}
if (useLivenet === true) {
return baseUrlsInverse.livenet;
return exchangeBaseUrls.livenet;
}
return baseUrlsInverse.testnet;
return exchangeBaseUrls.testnet;
}
export function isPublicEndpoint(endpoint: string): boolean {
@@ -92,11 +92,16 @@ export function isWsPong(response: any) {
export const agentSource = 'bybitapinode';
/**
* Used to switch how authentication/requests work under the hood (primarily for SPOT since it's different there)
*/
export const REST_CLIENT_TYPE_ENUM = {
accountAsset: 'accountAsset',
inverse: 'inverse',
inverseFutures: 'inverseFutures',
linear: 'linear',
spot: 'spot',
usdcOptions: 'usdcOptions',
} as const;
export type RestClientType =