Merge pull request #75 from peepopoggers/master

Support for Linear (USDT) on the updated typescript version.
This commit is contained in:
Tiago
2021-02-16 08:34:25 +00:00
committed by GitHub
12 changed files with 1147 additions and 390 deletions

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@@ -42,6 +42,8 @@ jobs:
- run: npm ci
if: steps.version-updated.outputs.has-updated
- run: npm run clean
if: steps.version-updated.outputs.has-updated
- run: npm run build
if: steps.version-updated.outputs.has-updated
- run: npm publish

127
README.md
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@@ -13,11 +13,12 @@ A production-ready Node.js connector for the Bybit APIs and WebSockets, with Typ
## Issues & Discussion
- Issues? Check the [issues tab](https://github.com/tiagosiebler/bybit-api/issues).
- Discuss & collaborate with other node devs? Join our [Node.js Algo Traders](https://t.me/nodetraders) engineering community on telegram.
- `'bybit-api' has no exported member 'RestClient'`: use `InverseClient` instead of `RestClient`
## Documentation
Most methods accept JS objects. These can be populated using parameters specified by Bybit's API documentation.
- [Bybit API Inverse Documentation](https://bybit-exchange.github.io/docs/inverse/#t-introduction).
- [Bybit API Linear Documentation (not supported yet)](https://bybit-exchange.github.io/docs/linear/#t-introduction)
- [Bybit API Linear Documentation](https://bybit-exchange.github.io/docs/linear/#t-introduction)
## Structure
This project uses typescript. Resources are stored in 3 key structures:
@@ -39,13 +40,10 @@ Build a bundle using webpack:
The bundle can be found in `dist/`. Altough usage should be largely consistent, smaller differences will exist. Documentation is still TODO.
### Inverse Contracts
#### Rest client
```javascript
const { RestClient } = require('bybit-api');
Since inverse and linear (USDT) contracts don't use the exact same APIs, the REST abstractions are split into two modules. To use the inverse REST APIs, import the `InverseClient`:
const API_KEY = 'xxx';
const PRIVATE_KEY = 'yyy';
const useLivenet = false;
```javascript
const { InverseClient } = require('bybit-api');
const restInverseOptions = {
// override the max size of the request window (in ms)
@@ -68,7 +66,11 @@ const restInverseOptions = {
parse_exceptions?: boolean;
};
const client = new RestClient(
const API_KEY = 'xxx';
const PRIVATE_KEY = 'yyy';
const useLivenet = false;
const client = new InverseClient(
API_KEY,
PRIVATE_KEY,
@@ -88,9 +90,67 @@ client.changeUserLeverage({leverage: 4, symbol: 'ETHUSD'})
});
```
See inverse [rest-client.ts](./src/rest-client.ts) for further information.
See inverse [inverse-client.ts](./src/inverse-client.ts) for further information.
### Linear Contracts
To use the Linear (USDT) REST APIs, import the `LinearClient`:
```javascript
const { LinearClient } = require('bybit-api');
const restInverseOptions = {
// override the max size of the request window (in ms)
recv_window?: number;
// how often to sync time drift with bybit servers
sync_interval_ms?: number | string;
// Default: false. Disable above sync mechanism if true.
disable_time_sync?: boolean;
// Default: false. If true, we'll throw errors if any params are undefined
strict_param_validation?: boolean;
// Optionally override API protocol + domain
// e.g 'https://api.bytick.com'
baseUrl?: string;
// Default: true. whether to try and post-process request exceptions.
parse_exceptions?: boolean;
};
const API_KEY = 'xxx';
const PRIVATE_KEY = 'yyy';
const useLivenet = false;
const client = new LinearClient(
API_KEY,
PRIVATE_KEY,
// optional, uses testnet by default. Set to 'true' to use livenet.
useLivenet,
// restInverseOptions,
// requestLibraryOptions
);
client.changeUserLeverage({leverage: 4, symbol: 'ETHUSDT'})
.then(result => {
console.log(result);
})
.catch(err => {
console.error(err);
});
```
### WebSockets
Inverse & linear WebSockets can be used via a shared `WebsocketClient`.
Note: to use the linear websockets, pass "linear: true" in the constructor options when instancing the `WebsocketClient`.
To connect to both linear and inverse websockets, make two instances of the WebsocketClient:
#### Websocket client
```javascript
const { WebsocketClient } = require('bybit-api');
@@ -101,67 +161,84 @@ const wsConfig = {
key: API_KEY,
secret: PRIVATE_KEY,
// The following parameters are optional:
/*
The following parameters are optional:
*/
// defaults to false == testnet. set to true for livenet.
// defaults to false == testnet. Set to true for livenet.
// livenet: true
// override which URL to use for websocket connections
// wsUrl: 'wss://stream.bytick.com/realtime'
// how often to check (in ms) that WS connection is still alive
// pingInterval: 10000,
// defaults to fase == inverse. Set to true for linear (USDT) trading.
// linear: true
// how long to wait (in ms) before deciding the connection should be terminated & reconnected
// pongTimeout: 1000,
// how often to check (in ms) that WS connection is still alive
// pingInterval: 10000,
// how long to wait before attempting to reconnect (in ms) after connection is closed
// reconnectTimeout: 500,
// config options sent to RestClient (used for time sync). See RestClient docs.
// restOptions: { },
// config for axios to pass to RestClient. E.g for proxy support
// config for axios used for HTTP requests. E.g for proxy support
// requestOptions: { }
// override which URL to use for websocket connections
// wsUrl: 'wss://stream.bytick.com/realtime'
};
const ws = new WebsocketClient(wsConfig);
// subscribe to multiple topics at once
ws.subscribe(['position', 'execution', 'trade']);
// and/or subscribe to individual topics on demand
ws.subscribe('kline.BTCUSD.1m');
ws.on('open', () => {
console.log('connection open');
// Listen to events coming from websockets. This is the primary data source
ws.on('update', data => {
console.log('update', data);
});
ws.on('update', message => {
console.log('update', message);
// Optional: Listen to websocket connection open event (automatic after subscribing to one or more topics)
ws.on('open', ({ wsKey, event }) => {
console.log('connection open for websocket with ID: ' + wsKey);
});
// Optional: Listen to responses to websocket queries (e.g. the response after subscribing to a topic)
ws.on('response', response => {
console.log('response', response);
});
// Optional: Listen to connection close event. Unexpected connection closes are automatically reconnected.
ws.on('close', () => {
console.log('connection closed');
});
// Optional: Listen to raw error events.
// Note: responses to invalid topics are currently only sent in the "response" event.
ws.on('error', err => {
console.error('ERR', err);
});
```
See inverse [websocket-client.ts](./src/websocket-client.ts) for further information.
See [websocket-client.ts](./src/websocket-client.ts) for further information.
### 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:
```js
const { RestClient, WebsocketClient, DefaultLogger } = require('bybit-api');
const { WebsocketClient, DefaultLogger } = require('bybit-api');
// Disable all logging on the silly level
DefaultLogger.silly = () => {};
const ws = new WebsocketClient({key: 'xxx', secret: 'yyy'}, DefaultLogger);
const ws = new WebsocketClient(
{ key: 'xxx', secret: 'yyy' },
DefaultLogger
);
```
## Contributions & Thanks

2
package-lock.json generated
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@@ -1,6 +1,6 @@
{
"name": "bybit-api",
"version": "1.3.1",
"version": "1.3.2",
"lockfileVersion": 1,
"requires": true,
"dependencies": {

View File

@@ -11,10 +11,11 @@
"scripts": {
"test": "echo \"Error: no test specified\" && exit 1",
"clean": "rm -rf lib dist",
"prebuild": "npm run clean",
"build": "tsc",
"build:clean": "npm run clean && npm run build",
"build:watch": "npm run clean && tsc --watch",
"pack": "webpack --config webpack/webpack.config.js",
"prepublish": "npm run build",
"prepublish": "npm run build:clean",
"betapublish": "npm publish --tag beta"
},
"author": "Tiago Siebler (https://github.com/tiagosiebler)",

View File

@@ -1,3 +1,4 @@
export * from './rest-client';
export * from './inverse-client';
export * from './linear-client';
export * from './websocket-client';
export * from './logger';

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@@ -1,9 +1,10 @@
import { AxiosRequestConfig } from 'axios';
import { GenericAPIResponse, getBaseRESTInverseUrl, RestClientInverseOptions } from './util/requestUtils';
import { GenericAPIResponse, getRestBaseUrl, RestClientOptions } from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
import SharedEndpoints from './shared-endpoints';
export class RestClient {
private requestWrapper: RequestWrapper;
export class InverseClient extends SharedEndpoints {
protected requestWrapper: RequestWrapper;
/**
* @public Creates an instance of the inverse REST API client.
@@ -11,22 +12,23 @@ export class RestClient {
* @param {string} key - your API key
* @param {string} secret - your API secret
* @param {boolean} [useLivenet=false]
* @param {RestClientInverseOptions} [restInverseOptions={}] options to configure REST API connectivity
* @param {RestClientOptions} [restInverseOptions={}] options to configure REST API connectivity
* @param {AxiosRequestConfig} [requestOptions={}] HTTP networking options for axios
*/
constructor(
key?: string | undefined,
secret?: string | undefined,
useLivenet?: boolean,
restInverseOptions: RestClientInverseOptions = {},
httpOptions: AxiosRequestConfig = {}
restInverseOptions: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
super()
this.requestWrapper = new RequestWrapper(
key,
secret,
getBaseRESTInverseUrl(useLivenet),
getRestBaseUrl(useLivenet),
restInverseOptions,
httpOptions
requestOptions
);
return this;
}
@@ -37,12 +39,6 @@ export class RestClient {
*
*/
getOrderBook(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/orderBook/L2', params);
}
getKline(params: {
symbol: string;
interval: string;
@@ -61,12 +57,6 @@ export class RestClient {
return this.getTickers(params);
}
getTickers(params?: {
symbol?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/tickers', params);
}
/**
* @deprecated use getTrades() instead
*/
@@ -86,10 +76,6 @@ export class RestClient {
return this.requestWrapper.get('v2/public/trading-records', params);
}
getSymbols(): GenericAPIResponse {
return this.requestWrapper.get('v2/public/symbols');
}
/**
* @deprecated use getLiquidations() instead
*/
@@ -103,16 +89,6 @@ export class RestClient {
return this.getLiquidations(params);
}
getLiquidations(params: {
symbol: string;
from?: number;
limit?: number;
start_time?: number;
end_time?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/liq-records', params);
}
getMarkPriceKline(params: {
symbol: string;
interval: string;
@@ -122,33 +98,32 @@ export class RestClient {
return this.requestWrapper.get('v2/public/mark-price-kline', params);
}
getOpenInterest(params: {
getIndexPriceKline(params: {
symbol: string;
period: string;
interval: string;
from: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/open-interest', params);
return this.requestWrapper.get('v2/public/index-price-kline', params);
}
getLatestBigDeal(params: {
getPremiumIndexKline(params: {
symbol: string;
interval: string;
from: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/big-deal', params);
}
getLongShortRatio(params: {
symbol: string;
period: string;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/account-ratio', params);
return this.requestWrapper.get('v2/public/premium-index-kline', params);
}
/**
*
* Account Data Endpoints
*
*/
/**
* Active orders
*/
placeActiveOrder(orderRequest: {
@@ -164,9 +139,6 @@ export class RestClient {
close_on_trigger?: boolean;
order_link_id?: string;
}): GenericAPIResponse {
// if (orderRequest.order_type === 'Limit' && !orderRequest.price) {
// throw new Error('Price required for limit orders');
// }
return this.requestWrapper.post('v2/private/order/create', orderRequest);
}
@@ -180,29 +152,11 @@ export class RestClient {
return this.requestWrapper.get('v2/private/order/list', params);
}
/**
* @deprecated use getActiveOrderList() instead
*/
getActiveOrder(params: {
order_id?: string;
order_link_id?: string;
symbol?: string;
order?: string;
page?: number;
limit?: number;
order_status?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('open-api/order/list', params);
}
cancelActiveOrder(params: {
symbol: string;
order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
// if (!params.order_id && !params.order_link_id) {
// throw new Error('Parameter order_id OR order_link_id is required');
// }
return this.requestWrapper.post('v2/private/order/cancel', params);
}
@@ -219,33 +173,21 @@ export class RestClient {
p_r_qty?: string;
p_r_price?: string;
}): GenericAPIResponse {
// if (!params.order_id && !params.order_link_id) {
// throw new Error('Parameter order_id OR order_link_id is required');
// }
return this.requestWrapper.post('v2/private/order/replace', params);
}
/**
* @deprecated use replaceActiveOrder()
*/
replaceActiveOrderOld(params: any): GenericAPIResponse {
// if (!params.order_id && !params.order_link_id) {
// throw new Error('Parameter order_id OR order_link_id is required');
// }
return this.requestWrapper.post('open-api/order/replace', params);
}
queryActiveOrder(params: {
order_id?: string;
order_link_id?: string;
symbol: string;
}): GenericAPIResponse {
// if (!params.order_id && !params.order_link_id) {
// throw new Error('Parameter order_id OR order_link_id is required');
// }
return this.requestWrapper.get('v2/private/order', params);
}
/**
* Conditional orders
*/
placeConditionalOrder(params: {
side: string;
symbol: string;
@@ -259,22 +201,9 @@ export class RestClient {
close_on_trigger?: boolean;
order_link_id?: string;
}): GenericAPIResponse {
// if (params.order_type === 'Limit' && !params.price) {
// throw new Error('Parameter price is required for limit orders');
// }
return this.requestWrapper.post('v2/private/stop-order/create', params);
}
/**
* @deprecated use placeConditionalOrder
*/
placeConditionalOrderOld(params: any): GenericAPIResponse {
// if (params.order_type === 'Limit' && !params.price) {
// throw new Error('Parameter price is required for limit orders');
// }
return this.requestWrapper.post('open-api/stop-order/create', params);
}
getConditionalOrder(params: {
symbol: string;
stop_order_status?: string;
@@ -285,34 +214,14 @@ export class RestClient {
return this.requestWrapper.get('v2/private/stop-order/list', params);
}
/**
* @deprecated use placeConditionalOrder
*/
getConditionalOrderOld(params: any): GenericAPIResponse {
return this.requestWrapper.get('open-api/stop-order/list', params);
}
cancelConditionalOrder(params: {
symbol: string;
stop_order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
// if (!params.stop_order_id && !params.order_link_id) {
// throw new Error('Parameter stop_order_id OR order_link_id is required');
// }
return this.requestWrapper.post('v2/private/stop-order/cancel', params);
}
/**
* @deprecated use cancelConditionalOrder
*/
cancelConditionalOrderOld(params: any): GenericAPIResponse {
// if (!params.stop_order_id && !params.order_link_id) {
// throw new Error('Parameter stop_order_id OR order_link_id is required');
// }
return this.requestWrapper.post('open-api/stop-order/cancel', params);
}
cancelAllConditionalOrders(params: {
symbol: string;
}): GenericAPIResponse {
@@ -327,31 +236,22 @@ export class RestClient {
p_r_price?: string;
p_r_trigger_price?: string;
}): GenericAPIResponse {
// if (!params.stop_order_id && !params.order_link_id) {
// throw new Error('Parameter stop_order_id OR order_link_id is required');
// }
return this.requestWrapper.post('v2/private/stop-order/replace', params);
}
/**
* @deprecated use replaceConditionalOrder
*/
replaceConditionalOrderOld(params: any): GenericAPIResponse {
return this.requestWrapper.post('open-api/stop-order/replace', params);
}
queryConditionalOrder(params: {
symbol: string;
stop_order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
// if (!params.stop_order_id && !params.order_link_id) {
// throw new Error('Parameter stop_order_id OR order_link_id is required');
// }
return this.requestWrapper.get('v2/private/stop-order', params);
}
/**
* Position
*/
/**
* @deprecated use getPosition() instead
*/
getUserLeverage(): GenericAPIResponse {
@@ -386,14 +286,14 @@ export class RestClient {
sl_trigger_by?: string;
new_trailing_active?: number;
}): GenericAPIResponse {
return this.requestWrapper.post('open-api/position/trading-stop', params);
return this.requestWrapper.post('v2/private/position/trading-stop', params);
}
setUserLeverage(params: {
symbol: string;
leverage: number;
}): GenericAPIResponse {
return this.requestWrapper.post('user/leverage/save', params);
return this.requestWrapper.post('v2/private/position/leverage/save', params);
}
/**
@@ -425,6 +325,10 @@ export class RestClient {
return this.requestWrapper.get('v2/private/trade/closed-pnl/list', params);
}
/**
* Risk Limit
*/
getRiskLimitList(): GenericAPIResponse {
return this.requestWrapper.get('open-api/wallet/risk-limit/list');
}
@@ -436,96 +340,35 @@ export class RestClient {
return this.requestWrapper.post('open-api/wallet/risk-limit', params);
}
/**
* Funding
*/
getLastFundingRate(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('open-api/funding/prev-funding-rate', params);
return this.requestWrapper.get('v2/public/funding/prev-funding-rate', params);
}
getMyLastFundingFee(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('open-api/funding/prev-funding', params);
return this.requestWrapper.get('v2/private/funding/prev-funding', params);
}
getPredictedFunding(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('open-api/funding/predicted-funding', params);
return this.requestWrapper.get('v2/private/funding/predicted-funding', params);
}
getApiKeyInfo(): GenericAPIResponse {
return this.requestWrapper.get('open-api/api-key');
}
/**
* LCP Info
*/
getLcpInfo(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/private/account/lcp', params);
}
/**
*
* Wallet Data Endpoints
*
*/
getWalletBalance(params?: {
coin?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/balance', params);
}
getWalletFundRecords(params?: {
start_date?: string;
end_date?: string;
currency?: string;
coin?: string;
wallet_fund_type?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('open-api/wallet/fund/records', params);
}
getWithdrawRecords(params: {
start_date?: string;
end_date?: string;
coin?: string;
status?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('open-api/wallet/withdraw/list', params);
}
getAssetExchangeRecords(params?: {
limit?: number;
from?: number;
direction?: string;
}): 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));
});
}
};

356
src/linear-client.ts Normal file
View File

@@ -0,0 +1,356 @@
import { AxiosRequestConfig } from 'axios';
import { GenericAPIResponse, getRestBaseUrl, RestClientOptions } from './util/requestUtils';
import RequestWrapper from './util/requestWrapper';
import SharedEndpoints from './shared-endpoints';
export class LinearClient extends SharedEndpoints {
protected requestWrapper: RequestWrapper;
/**
* @public Creates an instance of the inverse REST API client.
*
* @param {string} key - your API key
* @param {string} secret - your API secret
* @param {boolean} [useLivenet=false]
* @param {RestClientOptions} [restInverseOptions={}] options to configure REST API connectivity
* @param {AxiosRequestConfig} [requestOptions={}] HTTP networking options for axios
*/
constructor(
key?: string | undefined,
secret?: string | undefined,
useLivenet?: boolean,
restInverseOptions: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
super()
this.requestWrapper = new RequestWrapper(
key,
secret,
getRestBaseUrl(useLivenet),
restInverseOptions,
requestOptions
);
return this;
}
/**
*
* Market Data Endpoints
*
*/
getKline(params: {
symbol: string;
interval: string;
from: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/kline', params);
}
getTrades(params: {
symbol: string;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/recent-trading-records', params);
}
getLastFundingRate(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/funding/prev-funding-rate', params);
}
getMarkPriceKline(params: {
symbol: string;
interval: string;
from: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/mark-price-kline', params);
}
getIndexPriceKline(params: {
symbol: string;
interval: string;
from: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/index-price-kline', params);
}
getPremiumIndexKline(params: {
symbol: string;
interval: string;
from: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/premium-index-kline', params);
}
/**
*
* Account Data Endpoints
*
*/
placeActiveOrder(params: {
side: string;
symbol: string;
order_type: string;
qty: number;
price?: number;
time_in_force: string;
take_profit?: number;
stop_loss?: number;
tp_trigger_by?: string;
sl_trigger_by?: string;
reduce_only?: boolean;
close_on_trigger?: boolean;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/order/create', params);
}
getActiveOrderList(params: {
order_id?: string;
order_link_id?: string;
symbol: string;
order?: string;
page?: number;
limit?: number;
order_status?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/order/list', params);
}
cancelActiveOrder(params: {
symbol: string;
order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/order/cancel', params);
}
cancelAllActiveOrders(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/order/cancel-all', params);
}
replaceActiveOrder(params: {
order_id?: string;
order_link_id?: string;
symbol: string;
p_r_qty?: number;
p_r_price?: number;
take_profit?: number;
stop_loss?: number;
tp_trigger_by?: string;
sl_trigger_by?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/order/replace', params);
}
queryActiveOrder(params: {
order_id?: string;
order_link_id?: string;
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/order/search', params);
}
/**
* Conditional orders
*/
placeConditionalOrder(params: {
side: string;
symbol: string;
order_type: string;
qty: number;
price?: number;
base_price: number;
stop_px: number;
time_in_force: string;
trigger_by?: string;
close_on_trigger?: boolean;
order_link_id?: string;
reduce_only: boolean;
take_profit?: number;
stop_loss?: number;
tp_trigger_by?: string;
sl_trigger_by?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/stop-order/create', params);
}
getConditionalOrder(params: {
stop_order_id?: string;
order_link_id?: string;
symbol: string;
stop_order_status?: string;
order?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/stop-order/list', params);
}
cancelConditionalOrder(params: {
symbol: string;
stop_order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/stop-order/cancel', params);
}
cancelAllConditionalOrders(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/stop-order/cancel-all', params);
}
replaceConditionalOrder(params: {
stop_order_id?: string;
order_link_id?: string;
symbol: string;
p_r_qty?: number;
p_r_price?: number;
p_r_trigger_price?: number;
take_profit?: number;
stop_loss?: number;
tp_trigger_by?: string;
sl_trigger_by?: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/stop-order/replace', params);
}
queryConditionalOrder(params: {
symbol: string;
stop_order_id?: string;
order_link_id?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/stop-order/search', params);
}
/**
* Position
*/
getPosition(params?: {
symbol?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/position/list', params);
}
setAutoAddMargin(params?: {
symbol: string;
side: string;
auto_add_margin: boolean;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/position/set-auto-add-margin', params);
}
setMarginSwitch(params?: {
symbol: string;
is_isolated: boolean;
buy_leverage: number;
sell_leverage: number;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/position/switch-isolated', params);
}
setSwitchMode(params?: {
symbol: string;
tp_sl_mode: string;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/tpsl/switch-mode', params);
}
setAddReduceMargin(params?: {
symbol: string;
side: string;
margin: number;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/position/add-margin', params);
}
setUserLeverage(params: {
symbol: string;
buy_leverage: number;
sell_leverage: number;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/position/set-leverage', params);
}
setTradingStop(params: {
symbol: string;
side: string;
take_profit?: number;
stop_loss?: number;
trailing_stop?: number;
tp_trigger_by?: string;
sl_trigger_by?: string;
sl_size?: number;
tp_size?: number;
}): GenericAPIResponse {
return this.requestWrapper.post('private/linear/position/trading-stop', params);
}
getTradeRecords(params: {
symbol: string;
start_time?: number;
end_time?: number;
exec_type?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/trade/execution/list', params);
}
getClosedPnl(params: {
symbol: string;
start_time?: number;
end_time?: number;
exec_type?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/tpsl/switch-mode', params);
}
/**
* Risk Limit
*/
getRiskLimitList(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('public/linear/risk-limit', params);
}
setRiskLimit(params: {
symbol: string;
side: string;
risk_id: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/position/set-risk', params);
}
/**
* Funding
*/
getPredictedFundingFee(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/funding/predicted-funding', params);
}
getLastFundingFee(params: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('private/linear/funding/prev-funding', params);
}
}

143
src/shared-endpoints.ts Normal file
View File

@@ -0,0 +1,143 @@
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: {
symbol: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/orderBook/L2', params);
}
getTickers(params?: {
symbol?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/tickers', params);
}
getSymbols(): GenericAPIResponse {
return this.requestWrapper.get('v2/public/symbols');
}
getLiquidations(params: {
symbol: string;
from?: number;
limit?: number;
start_time?: number;
end_time?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/liq-records', params);
}
/**
*
* Market Data : Advanced
*
*/
getOpenInterest(params: {
symbol: string;
period: string;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/open-interest', params);
}
getLatestBigDeal(params: {
symbol: string;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/public/big-deal', params);
}
getLongShortRatio(params: {
symbol: string;
period: string;
limit?: number;
}): 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: {
coin?: string;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/balance', params)
}
getWalletFundRecords(params?: {
start_date?: string;
end_date?: string;
currency?: string;
coin?: string;
wallet_fund_type?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/fund/records', params);
}
getWithdrawRecords(params: {
start_date?: string;
end_date?: string;
coin?: string;
status?: string;
page?: number;
limit?: number;
}): GenericAPIResponse {
return this.requestWrapper.get('v2/private/wallet/withdraw/list', params);
}
getAssetExchangeRecords(params?: {
limit?: number;
from?: number;
direction?: string;
}): 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));
});
}
}

124
src/util/WsStore.ts Normal file
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@@ -0,0 +1,124 @@
import { WsConnectionState } from '../websocket-client';
import { DefaultLogger } from '../logger';
import WebSocket from 'isomorphic-ws';
type WsTopicList = Set<string>;
type KeyedWsTopicLists = {
[key: string]: WsTopicList;
};
interface WsStoredState {
ws?: WebSocket;
connectionState?: WsConnectionState;
activePingTimer?: NodeJS.Timeout | undefined;
activePongTimer?: NodeJS.Timeout | undefined;
subscribedTopics: WsTopicList;
};
export default class WsStore {
private wsState: {
[key: string]: WsStoredState;
}
private logger: typeof DefaultLogger;
constructor(logger: typeof DefaultLogger) {
this.logger = logger || DefaultLogger;
this.wsState = {};
}
get(key: string, createIfMissing?: boolean): WsStoredState | undefined {
if (this.wsState[key]) {
return this.wsState[key];
}
if (createIfMissing) {
return this.create(key);
}
return undefined;
}
getKeys(): string[] {
return Object.keys(this.wsState);
}
create(key: string): WsStoredState | undefined {
if (this.hasExistingActiveConnection(key)) {
this.logger.warning('WsStore setConnection() overwriting existing open connection: ', this.getWs(key));
}
this.wsState[key] = {
subscribedTopics: new Set(),
connectionState: WsConnectionState.READY_STATE_INITIAL
};
return this.get(key);
}
delete(key: string) {
if (this.hasExistingActiveConnection(key)) {
const ws = this.getWs(key);
this.logger.warning('WsStore deleting state for connection still open: ', ws);
ws?.close();
}
delete this.wsState[key];
}
/* connection websocket */
hasExistingActiveConnection(key) {
return this.get(key) && this.isWsOpen(key);
}
getWs(key: string): WebSocket | undefined {
return this.get(key)?.ws;
}
setWs(key: string, wsConnection: WebSocket): WebSocket {
if (this.isWsOpen(key)) {
this.logger.warning('WsStore setConnection() overwriting existing open connection: ', this.getWs(key));
}
this.get(key, true)!.ws = wsConnection;
return wsConnection;
}
/* connection state */
isWsOpen(key: string): boolean {
const existingConnection = this.getWs(key);
return !!existingConnection && existingConnection.readyState === existingConnection.OPEN;
}
getConnectionState(key: string): WsConnectionState {
return this.get(key, true)!.connectionState!;
}
setConnectionState(key: string, state: WsConnectionState) {
this.get(key, true)!.connectionState = state;
}
isConnectionState(key: string, state: WsConnectionState): boolean {
return this.getConnectionState(key) === state;
}
/* subscribed topics */
getTopics(key: string): WsTopicList {
return this.get(key, true)!.subscribedTopics;
}
getTopicsByKey(): KeyedWsTopicLists {
const result = {};
for (const refKey in this.wsState) {
result[refKey] = this.getTopics(refKey);
}
return result;
}
addTopic(key: string, topic: string) {
return this.getTopics(key).add(topic);
}
deleteTopic(key: string, topic: string) {
return this.getTopics(key).delete(topic);
}
}

View File

@@ -1,6 +1,6 @@
import { createHmac } from 'crypto';
export interface RestClientInverseOptions {
export interface RestClientOptions {
// override the max size of the request window (in ms)
recv_window?: number;
@@ -42,7 +42,7 @@ export function serializeParams(params: object = {}, strict_validation = false):
.join('&');
};
export function getBaseRESTInverseUrl(useLivenet?: boolean, restInverseOptions?: RestClientInverseOptions) {
export function getRestBaseUrl(useLivenet?: boolean, restInverseOptions?: RestClientOptions) {
const baseUrlsInverse = {
livenet: 'https://api.bybit.com',
testnet: 'https://api-testnet.bybit.com'
@@ -57,3 +57,22 @@ export function getBaseRESTInverseUrl(useLivenet?: boolean, restInverseOptions?:
}
return baseUrlsInverse.testnet;
}
export function isPublicEndpoint (endpoint: string): boolean {
if (endpoint.startsWith('v2/public')) {
return true;
}
if (endpoint.startsWith('public/linear')) {
return true;
}
return false;
}
export function isWsPong(response: any) {
return (
response.request &&
response.request.op === 'ping' &&
response.ret_msg === 'pong' &&
response.success === true
);
}

View File

@@ -1,11 +1,11 @@
import axios, { AxiosRequestConfig, AxiosResponse, Method } from 'axios';
import { signMessage, serializeParams, RestClientInverseOptions, GenericAPIResponse } from './requestUtils';
import { signMessage, serializeParams, RestClientOptions, GenericAPIResponse, isPublicEndpoint } from './requestUtils';
export default class RequestUtil {
private timeOffset: number | null;
private syncTimePromise: null | Promise<any>;
private options: RestClientInverseOptions;
private options: RestClientOptions;
private baseUrl: string;
private globalRequestOptions: AxiosRequestConfig;
private key: string | undefined;
@@ -15,7 +15,7 @@ export default class RequestUtil {
key: string | undefined,
secret: string | undefined,
baseUrl: string,
options: RestClientInverseOptions = {},
options: RestClientOptions = {},
requestOptions: AxiosRequestConfig = {}
) {
this.timeOffset = null;
@@ -68,9 +68,7 @@ export default class RequestUtil {
* @private Make a HTTP request to a specific endpoint. Private endpoints are automatically signed.
*/
async _call(method: Method, endpoint: string, params?: any): GenericAPIResponse {
const publicEndpoint = endpoint.startsWith('v2/public');
if (!publicEndpoint) {
if (!isPublicEndpoint(endpoint)) {
if (!this.key || !this.secret) {
throw new Error('Private endpoints require api and private keys set');
}

View File

@@ -1,27 +1,51 @@
import { EventEmitter } from 'events';
import { RestClient } from './rest-client';
import { InverseClient } from './inverse-client';
import { LinearClient } from './linear-client';
import { DefaultLogger } from './logger';
import { signMessage, serializeParams } from './util/requestUtils';
// import WebSocket from 'ws';
import WebSocket from 'isomorphic-ws';
import { signMessage, serializeParams, isWsPong } from './util/requestUtils';
const wsUrls = {
import WebSocket from 'isomorphic-ws';
import WsStore from './util/WsStore';
const inverseEndpoints = {
livenet: 'wss://stream.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_public',
testnet: 'wss://stream-testnet.bybit.com/realtime_private'
},
public: {
livenet: 'wss://stream.bybit.com/realtime_public',
livenet2: 'wss://stream.bytick.com/realtime_private',
testnet: 'wss://stream-testnet.bybit.com/realtime_public'
}
};
const loggerCategory = { category: 'bybit-ws' };
const READY_STATE_INITIAL = 0;
const READY_STATE_CONNECTING = 1;
const READY_STATE_CONNECTED = 2;
const READY_STATE_CLOSING = 3;
const READY_STATE_RECONNECTING = 4;
export interface WebsocketClientOptions {
export enum WsConnectionState {
READY_STATE_INITIAL,
READY_STATE_CONNECTING,
READY_STATE_CONNECTED,
READY_STATE_CLOSING,
READY_STATE_RECONNECTING
};
export interface WSClientConfigurableOptions {
key?: string;
secret?: string;
livenet?: boolean;
linear?: boolean;
pongTimeout?: number;
pingInterval?: number;
reconnectTimeout?: number;
@@ -30,231 +54,400 @@ export interface WebsocketClientOptions {
wsUrl?: string;
};
type Logger = typeof DefaultLogger;
export interface WebsocketClientOptions extends WSClientConfigurableOptions {
livenet: boolean;
linear: boolean;
pongTimeout: number;
pingInterval: number;
reconnectTimeout: number;
};
export const wsKeyInverse = 'inverse';
export const wsKeyLinearPrivate = 'linearPrivate';
export const wsKeyLinearPublic = 'linearPublic';
const getLinearWsKeyForTopic = (topic: string) => {
const privateLinearTopics = ['position', 'execution', 'order', 'stop_order', 'wallet'];
if (privateLinearTopics.includes(topic)) {
return wsKeyLinearPrivate;
}
return wsKeyLinearPublic;
}
export declare interface WebsocketClient {
on(event: 'open' | 'reconnected', listener: ({ wsKey: string, event: any }) => void): this;
on(event: 'response' | 'update' | 'error', listener: (response: any) => void): this;
on(event: 'reconnect' | 'close', listener: () => void): this;
}
export class WebsocketClient extends EventEmitter {
private logger: Logger;
private readyState: number;
private pingInterval?: number | undefined;
private pongTimeout?: number | undefined;
private client: RestClient;
private _subscriptions: Set<unknown>;
private ws: WebSocket;
private logger: typeof DefaultLogger;
private restClient: InverseClient | LinearClient;
private options: WebsocketClientOptions;
private wsStore: WsStore;
constructor(options: WebsocketClientOptions, logger?: Logger) {
constructor(options: WSClientConfigurableOptions, logger?: typeof DefaultLogger) {
super();
this.logger = logger || DefaultLogger;
this.readyState = READY_STATE_INITIAL;
this.pingInterval = undefined;
this.pongTimeout = undefined;
this.wsStore = new WsStore(this.logger);
this.options = {
livenet: false,
linear: false,
pongTimeout: 1000,
pingInterval: 10000,
reconnectTimeout: 500,
...options
};
this.client = new RestClient(undefined, undefined, this.options.livenet, this.options.restOptions, this.options.requestOptions);
this._subscriptions = new Set();
this._connect();
if (this.isLinear()) {
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);
}
}
subscribe(topics) {
if (!Array.isArray(topics)) topics = [topics];
topics.forEach(topic => this._subscriptions.add(topic));
// subscribe not necessary if not yet connected (will subscribe onOpen)
if (this.readyState === READY_STATE_CONNECTED) this._subscribe(topics);
public isLivenet(): boolean {
return this.options.livenet === true;
}
unsubscribe(topics) {
if (!Array.isArray(topics)) topics = [topics];
topics.forEach(topic => this._subscriptions.delete(topic));
// unsubscribe not necessary if not yet connected
if (this.readyState === READY_STATE_CONNECTED) this._unsubscribe(topics);
public isLinear(): boolean {
return this.options.linear === true;
}
close() {
this.logger.info('Closing connection', {category: 'bybit-ws'});
this.readyState = READY_STATE_CLOSING;
this._teardown();
this.ws && this.ws.close();
public isInverse(): boolean {
return !this.isLinear();
}
_getWsUrl() {
if (this.options.wsUrl) {
return this.options.wsUrl;
}
return wsUrls[this.options.livenet ? 'livenet' : 'testnet'];
/**
* Add topic/topics to WS subscription list
*/
public subscribe(wsTopics: string[] | string) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach(topic => this.wsStore.addTopic(
this.getWsKeyForTopic(topic),
topic
));
// attempt to send subscription topic per websocket
this.wsStore.getKeys().forEach(wsKey => {
// if connected, send subscription request
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTED)) {
return this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)]);
}
async _connect() {
// start connection process if it hasn't yet begun. Topics are automatically subscribed to on-connect
if (
!this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING) &&
!this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)
) {
return this.connect(wsKey);
}
});
}
/**
* Remove topic/topics from WS subscription list
*/
public unsubscribe(wsTopics: string[] | string) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach(topic => this.wsStore.deleteTopic(
this.getWsKeyForTopic(topic),
topic
));
this.wsStore.getKeys().forEach(wsKey => {
// unsubscribe request only necessary if active connection exists
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTED)) {
this.requestUnsubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)])
}
});
}
public close(wsKey: string) {
this.logger.info('Closing connection', { ...loggerCategory, wsKey });
this.setWsState(wsKey, READY_STATE_CLOSING);
this.clearTimers(wsKey);
this.getWs(wsKey)?.close();
}
/**
* Request connection of all dependent websockets, instead of waiting for automatic connection by library
*/
public connectAll(): Promise<WebSocket | undefined>[] | undefined {
if (this.isInverse()) {
return [this.connect(wsKeyInverse)];
}
if (this.isLinear()) {
return [this.connect(wsKeyLinearPublic), this.connect(wsKeyLinearPrivate)];
}
}
private async connect(wsKey: string): Promise<WebSocket | undefined> {
try {
if (this.readyState === READY_STATE_INITIAL) this.readyState = READY_STATE_CONNECTING;
if (this.wsStore.isWsOpen(wsKey)) {
this.logger.error('Refused to connect to ws with existing active connection', { ...loggerCategory, wsKey })
return this.wsStore.getWs(wsKey);
}
const authParams = await this._authenticate();
const url = this._getWsUrl() + authParams;
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
this.logger.error('Refused to connect to ws, connection attempt already active', { ...loggerCategory, wsKey })
return;
}
const ws = new WebSocket(url);
if (
!this.wsStore.getConnectionState(wsKey) ||
this.wsStore.isConnectionState(wsKey, READY_STATE_INITIAL)
) {
this.setWsState(wsKey, READY_STATE_CONNECTING);
}
ws.onopen = this._wsOpenHandler.bind(this);
ws.onmessage = this._wsMessageHandler.bind(this);
ws.onerror = this._wsOnErrorHandler.bind(this);
ws.onclose = this._wsCloseHandler.bind(this);
this.ws = ws;
const authParams = await this.getAuthParams(wsKey);
const url = this.getWsUrl(wsKey) + authParams;
const ws = this.connectToWsUrl(url, wsKey);
return this.wsStore.setWs(wsKey, ws);
} catch (err) {
this.logger.error('Connection failed: ', err);
this._reconnect(this.options.reconnectTimeout);
this.parseWsError('Connection failed', err, wsKey);
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
}
}
async _authenticate() {
if (this.options.key && this.options.secret) {
this.logger.debug('Starting authenticated websocket client.', {category: 'bybit-ws'});
private parseWsError(context: string, error, wsKey: string) {
if (!error.message) {
this.logger.error(`${context} due to unexpected error: `, error);
return;
}
const timeOffset = await this.client.getTimeOffset();
switch (error.message) {
case 'Unexpected server response: 401':
this.logger.error(`${context} due to 401 authorization failure.`, { ...loggerCategory, wsKey });
break;
default:
this.logger.error(`{context} due to unexpected response error: ${error.msg}`, { ...loggerCategory, wsKey });
break;
}
}
/**
* Return params required to make authorized request
*/
private async getAuthParams(wsKey: string): Promise<string> {
const { key, secret } = this.options;
if (key && secret && wsKey !== wsKeyLinearPublic) {
this.logger.debug('Getting auth\'d request params', { ...loggerCategory, wsKey });
const timeOffset = await this.restClient.getTimeOffset();
const params: any = {
api_key: this.options.key,
expires: (Date.now() + timeOffset + 5000)
};
params.signature = signMessage('GET/realtime' + params.expires, this.options.secret);
params.signature = signMessage('GET/realtime' + params.expires, secret);
return '?' + serializeParams(params);
} else if (this.options.key || this.options.secret) {
this.logger.warning('Could not authenticate websocket, either api key or private key missing.', { category: 'bybit-ws' });
} else if (!key || !secret) {
this.logger.warning('Connot authenticate websocket, either api or private keys missing.', { ...loggerCategory, wsKey });
} else {
this.logger.debug('Starting public only websocket client.', { category: 'bybit-ws' });
this.logger.debug('Starting public only websocket client.', { ...loggerCategory, wsKey });
}
return '';
}
_reconnect(timeout) {
this._teardown();
if (this.readyState !== READY_STATE_CONNECTING) {
this.readyState = READY_STATE_RECONNECTING;
private reconnectWithDelay(wsKey: string, connectionDelayMs: number) {
this.clearTimers(wsKey);
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CONNECTING) {
this.setWsState(wsKey, READY_STATE_RECONNECTING);
}
setTimeout(() => {
this.logger.info('Reconnecting to server', { category: 'bybit-ws' });
this._connect();
}, timeout);
this.logger.info('Reconnecting to websocket', { ...loggerCategory, wsKey });
this.connect(wsKey);
}, connectionDelayMs);
}
_ping() {
clearTimeout(this.pongTimeout!);
delete this.pongTimeout;
private ping(wsKey: string) {
this.clearPongTimer(wsKey);
this.logger.silly('Sending ping', { category: 'bybit-ws' });
this.ws.send(JSON.stringify({op: 'ping'}));
this.logger.silly('Sending ping', { ...loggerCategory, wsKey });
this.tryWsSend(wsKey, JSON.stringify({ op: 'ping' }));
this.pongTimeout = setTimeout(() => {
this.logger.info('Pong timeout', { category: 'bybit-ws' });
this._teardown();
// this.ws.terminate();
// TODO: does this work?
this.ws.close();
this.wsStore.get(wsKey, true)!.activePongTimer = setTimeout(() => {
this.logger.info('Pong timeout - closing socket to reconnect', { ...loggerCategory, wsKey });
this.getWs(wsKey)?.close();
}, this.options.pongTimeout);
}
_teardown() {
if (this.pingInterval) clearInterval(this.pingInterval);
if (this.pongTimeout) clearTimeout(this.pongTimeout);
this.pongTimeout = undefined;
this.pingInterval = undefined;
private clearTimers(wsKey: string) {
this.clearPingTimer(wsKey);
this.clearPongTimer(wsKey);
}
_wsOpenHandler() {
if (this.readyState === READY_STATE_CONNECTING) {
this.logger.info('Websocket connected', { category: 'bybit-ws', livenet: this.options.livenet });
this.emit('open');
} else if (this.readyState === READY_STATE_RECONNECTING) {
this.logger.info('Websocket reconnected', { category: 'bybit-ws', livenet: this.options.livenet });
this.emit('reconnected');
// Send a ping at intervals
private clearPingTimer(wsKey: string) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activePingTimer) {
clearInterval(wsState.activePingTimer);
wsState.activePingTimer = undefined;
}
}
this.readyState = READY_STATE_CONNECTED;
this._subscribe([...this._subscriptions]);
this.pingInterval = setInterval(this._ping.bind(this), this.options.pingInterval);
// Expect a pong within a time limit
private clearPongTimer(wsKey: string) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activePongTimer) {
clearTimeout(wsState.activePongTimer);
wsState.activePongTimer = undefined;
}
}
_wsMessageHandler(message) {
const msg = JSON.parse(message && message.data || message);
/**
* Send WS message to subscribe to topics.
*/
private requestSubscribeTopics(wsKey: string, topics: string[]) {
const wsMessage = JSON.stringify({
op: 'subscribe',
args: topics
});
this.tryWsSend(wsKey, wsMessage);
}
/**
* Send WS message to unsubscribe from topics.
*/
private requestUnsubscribeTopics(wsKey: string, topics: string[]) {
const wsMessage = JSON.stringify({
op: 'unsubscribe',
args: topics
});
this.tryWsSend(wsKey, wsMessage);
}
private tryWsSend(wsKey: string, wsMessage: string) {
try {
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');
}
this.getWs(wsKey)?.send(wsMessage);
} catch (e) {
this.logger.error(`Failed to send WS message`, { ...loggerCategory, wsMessage, wsKey, exception: e });
}
}
private connectToWsUrl(url: string, wsKey: string): WebSocket {
this.logger.silly(`Opening WS connection to URL: ${url}`, { ...loggerCategory, wsKey })
const ws = new WebSocket(url);
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: string) {
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
this.logger.info('Websocket connected', { ...loggerCategory, wsKey, livenet: this.isLivenet(), linear: this.isLinear() });
this.emit('open', { wsKey, event });
} else if (this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)) {
this.logger.info('Websocket reconnected', { ...loggerCategory, wsKey });
this.emit('reconnected', { wsKey, event });
}
this.setWsState(wsKey, READY_STATE_CONNECTED);
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)]);
this.wsStore.get(wsKey, true)!.activePingTimer = setInterval(
() => this.ping(wsKey),
this.options.pingInterval
);
}
private onWsMessage(event, wsKey: string) {
const msg = JSON.parse(event && event.data || event);
if ('success' in msg) {
this._handleResponse(msg);
this.onWsMessageResponse(msg, wsKey);
} else if (msg.topic) {
this._handleUpdate(msg);
this.onWsMessageUpdate(msg);
} else {
this.logger.warning('Got unhandled ws message', msg);
this.logger.warning('Got unhandled ws message', { ...loggerCategory, message: msg, event, wsKey});
}
}
_wsOnErrorHandler(err) {
this.logger.error('Websocket error', {category: 'bybit-ws', err});
if (this.readyState === READY_STATE_CONNECTED) this.emit('error', err);
private onWsError(err, wsKey: string) {
this.parseWsError('Websocket error', err, wsKey);
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTED)) {
this.emit('error', err);
}
}
_wsCloseHandler() {
this.logger.info('Websocket connection closed', {category: 'bybit-ws'});
private onWsClose(event, wsKey: string) {
this.logger.info('Websocket connection closed', { ...loggerCategory, wsKey});
if (this.readyState !== READY_STATE_CLOSING) {
this._reconnect(this.options.reconnectTimeout);
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CLOSING) {
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
this.emit('reconnect');
} else {
this.readyState = READY_STATE_INITIAL;
this.setWsState(wsKey, READY_STATE_INITIAL);
this.emit('close');
}
}
_handleResponse(response) {
if (
response.request &&
response.request.op === 'ping' &&
response.ret_msg === 'pong' &&
response.success === true
) {
this.logger.silly('pong recieved', {category: 'bybit-ws'});
clearTimeout(this.pongTimeout);
private onWsMessageResponse(response: any, wsKey: string) {
if (isWsPong(response)) {
this.logger.silly('Received pong', { ...loggerCategory, wsKey });
this.clearPongTimer(wsKey);
} else {
this.emit('response', response);
}
}
_handleUpdate(message) {
private onWsMessageUpdate(message: any) {
this.emit('update', message);
}
_subscribe(topics) {
const msgStr = JSON.stringify({
op: 'subscribe',
'args': topics
});
this.ws.send(msgStr);
private getWs(wsKey: string) {
return this.wsStore.getWs(wsKey);
}
_unsubscribe(topics) {
const msgStr = JSON.stringify({
op: 'unsubscribe',
'args': topics
});
private setWsState(wsKey: string, state: WsConnectionState) {
this.wsStore.setConnectionState(wsKey, state);
}
this.ws.send(msgStr);
private getWsUrl(wsKey: string): string {
if (this.options.wsUrl) {
return this.options.wsUrl;
}
const networkKey = this.options.livenet ? 'livenet' : 'testnet';
if (this.isLinear() || wsKey.startsWith('linear')){
if (wsKey === wsKeyLinearPublic) {
return linearEndpoints.public[networkKey];
}
if (wsKey === wsKeyLinearPrivate) {
return linearEndpoints.private[networkKey];
}
this.logger.error('Unhandled linear wsKey: ', { ...loggerCategory, wsKey });
return linearEndpoints[networkKey];
}
return inverseEndpoints[networkKey];
}
private getWsKeyForTopic(topic: string) {
return this.isInverse() ? wsKeyInverse : getLinearWsKeyForTopic(topic);
}
};