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usdc options public ws test

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This commit is contained in:
tiagosiebler
2022-09-16 13:13:49 +01:00
parent 28485c0068
commit d2ba5d3e01
9 changed files with 319 additions and 115 deletions
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136
src/util/websocket-util.ts
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@@ -57,6 +57,18 @@ export const WS_BASE_URL_MAP: Record<
testnet: 'wss://stream-testnet.bybit.com/spot/private/v3',
},
},
usdcOption: {
public: {
livenet: 'wss://stream.bybit.com/trade/option/usdc/public/v1',
livenet2: 'wss://stream.bytick.com/trade/option/usdc/public/v1',
testnet: 'wss://stream-testnet.bybit.com/trade/option/usdc/public/v1',
},
private: {
livenet: 'wss://stream.bybit.com/trade/option/usdc/private/v1',
livenet2: 'wss://stream.bytick.com/trade/option/usdc/private/v1',
testnet: 'wss://stream-testnet.bybit.com/trade/option/usdc/private/v1',
},
},
};
export const WS_KEY_MAP = {
@@ -67,6 +79,10 @@ export const WS_KEY_MAP = {
spotPublic: 'spotPublic',
spotV3Private: 'spotV3Private',
spotV3Public: 'spotV3Public',
usdcOptionPrivate: 'usdcOptionPrivate',
usdcOptionPublic: 'usdcOptionPublic',
// usdcPerpPrivate: 'usdcPerpPrivate',
// usdcPerpPublic: 'usdcPerpPublic',
} as const;
export const WS_AUTH_ON_CONNECT_KEYS: WsKey[] = [WS_KEY_MAP.spotV3Private];
@@ -74,51 +90,103 @@ export const WS_AUTH_ON_CONNECT_KEYS: WsKey[] = [WS_KEY_MAP.spotV3Private];
export const PUBLIC_WS_KEYS = [
WS_KEY_MAP.linearPublic,
WS_KEY_MAP.spotPublic,
WS_KEY_MAP.spotV3Public,
WS_KEY_MAP.usdcOptionPublic,
] as string[];
export function getLinearWsKeyForTopic(topic: string): WsKey {
const privateTopics = [
'position',
'execution',
'order',
'stop_order',
'wallet',
];
if (privateTopics.includes(topic)) {
return WS_KEY_MAP.linearPrivate;
}
/** Used to automatically determine if a sub request should be to the public or private ws (when there's two) */
const PRIVATE_TOPICS = [
'position',
'execution',
'order',
'stop_order',
'wallet',
'outboundAccountInfo',
'executionReport',
'ticketInfo',
// copy trading apis
'copyTradePosition',
'copyTradeOrder',
'copyTradeExecution',
'copyTradeWallet',
// usdc options
'user.openapi.option.position',
'user.openapi.option.trade',
'user.order',
'user.openapi.option.order',
'user.service',
'user.openapi.greeks',
'user.mmp.event',
// usdc perps
'user.openapi.perp.position',
'user.openapi.perp.trade',
'user.openapi.perp.order',
'user.service',
// unified margin
'user.position.unifiedAccount',
'user.execution.unifiedAccount',
'user.order.unifiedAccount',
'user.wallet.unifiedAccount',
'user.greeks.unifiedAccount',
];
return WS_KEY_MAP.linearPublic;
export function getWsKeyForTopic(
market: APIMarket,
topic: string,
isPrivate?: boolean
): WsKey {
const isPrivateTopic = isPrivate === true || PRIVATE_TOPICS.includes(topic);
switch (market) {
case 'inverse': {
return WS_KEY_MAP.inverse;
}
case 'linear': {
return isPrivateTopic
? WS_KEY_MAP.linearPrivate
: WS_KEY_MAP.linearPublic;
}
case 'spot': {
return isPrivateTopic ? WS_KEY_MAP.spotPrivate : WS_KEY_MAP.spotPublic;
}
case 'spotv3': {
return isPrivateTopic
? WS_KEY_MAP.spotV3Private
: WS_KEY_MAP.spotV3Public;
}
case 'usdcOption': {
return isPrivateTopic
? WS_KEY_MAP.usdcOptionPrivate
: WS_KEY_MAP.usdcOptionPublic;
}
default: {
throw neverGuard(market, `getWsKeyForTopic(): Unhandled market`);
}
}
}
export function getSpotWsKeyForTopic(
export function getUsdcWsKeyForTopic(
topic: string,
apiVersion: 'v1' | 'v3'
subGroup: 'option' | 'perp'
): WsKey {
const privateTopics = [
'position',
'execution',
'order',
'stop_order',
'outboundAccountInfo',
'executionReport',
'ticketInfo',
];
if (apiVersion === 'v3') {
if (privateTopics.includes(topic)) {
return WS_KEY_MAP.spotV3Private;
}
return WS_KEY_MAP.spotV3Public;
const isPrivateTopic = PRIVATE_TOPICS.includes(topic);
if (subGroup === 'option') {
return isPrivateTopic
? WS_KEY_MAP.usdcOptionPrivate
: WS_KEY_MAP.usdcOptionPublic;
}
if (privateTopics.includes(topic)) {
return WS_KEY_MAP.spotPrivate;
}
return WS_KEY_MAP.spotPublic;
return isPrivateTopic
? WS_KEY_MAP.usdcOptionPrivate
: WS_KEY_MAP.usdcOptionPublic;
// return isPrivateTopic
// ? WS_KEY_MAP.usdcPerpPrivate
// : WS_KEY_MAP.usdcPerpPublic;
}
export const WS_ERROR_ENUM = {
NOT_AUTHENTICATED_SPOT_V3: '-1004',
BAD_API_KEY_SPOT_V3: '10003',
};
export function neverGuard(x: never, msg: string): Error {
return new Error(`Unhandled value exception "x", ${msg}`);
}