v3.8.1: feat() add type guard and type for ws orderbook events

src/types/websocket.events.ts

@@ -13,6 +13,35 @@ import {
 } from './v5-shared';
 import { WsKey } from './websockets';
 
+export interface WSOrderbookEventV5 {
+  topic: string;
+  /** Event timestamp */
+  ts: number;
+  type: 'delta' | 'snapshot';
+  data: {
+    /** Symbol */
+    s: string;
+    /** [price, qty][] */
+    b: [string, string][];
+    /** [price, qty][] */
+    a: [string, string][];
+    /** Update ID */
+    u: number;
+    /**
+     * Cross sequence
+     */
+    seq: number;
+  };
+  /**
+   * matching engine timestamp (correlated with T from public trade channel)
+   */
+  cts: number;
+  /**
+   * Internal reference, can be used to determine if this is spot/linear/inverse/etc
+   */
+  wsKey: WsKey;
+}
+
 export interface WSAccountOrderV5 {
   qty: string;
   price: string;

src/util/index.ts

@@ -1,5 +1,6 @@
 export * from './BaseRestClient';
-export * from './requestUtils';
-export * from './WsStore';
 export * from './logger';
+export * from './requestUtils';
+export * from './typeGuards';
 export * from './websocket-util';
+export * from './WsStore';

src/util/typeGuards.ts

@@ -0,0 +1,29 @@
+/**
+ * Use type guards to narrow down types with minimal efforts.
+ */
+
+import { WSOrderbookEventV5 } from '../types/websocket.events';
+
+/**
+ * Type guard to detect a V5 orderbook event (delta & snapshots)
+ *
+ * @param event
+ * @returns
+ */
+export function isWsOrderbookEventV5(
+  event: unknown,
+): event is WSOrderbookEventV5 {
+  if (
+    typeof event !== 'object' ||
+    !event ||
+    typeof event['topic'] !== 'string' ||
+    typeof event['type'] !== 'string'
+  ) {
+    return false;
+  }
+
+  return (
+    ['delta', 'snapshot'].includes(event['type']) &&
+    event['topic'].startsWith('orderbook')
+  );
+}