code/bybit-api
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

usdc options public ws test

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

145
src/websocket-client.ts
View File

@@ -22,19 +22,16 @@ import {
import {
serializeParams,
isWsPong,
getLinearWsKeyForTopic,
getSpotWsKeyForTopic,
WsConnectionStateEnum,
PUBLIC_WS_KEYS,
WS_AUTH_ON_CONNECT_KEYS,
WS_KEY_MAP,
DefaultLogger,
WS_BASE_URL_MAP,
getWsKeyForTopic,
neverGuard,
} from './util';
function neverGuard(x: never, msg: string): Error {
return new Error(`Unhandled value exception "x", ${msg}`);
}
import { USDCOptionClient } from './usdc-option-client';
const loggerCategory = { category: 'bybit-ws' };
@@ -94,9 +91,7 @@ export class WebsocketClient extends EventEmitter {
...options,
};
if (this.options.fetchTimeOffsetBeforeAuth) {
this.prepareRESTClient();
}
this.prepareRESTClient();
}
/**
@@ -148,15 +143,28 @@ export class WebsocketClient extends EventEmitter {
this.connectPublic();
break;
}
// if (this.isV3()) {
// this.restClient = new SpotClientV3(
// undefined,
// undefined,
// this.isLivenet(),
// this.options.restOptions,
// this.options.requestOptions
// );
// }
case 'spotv3': {
this.restClient = new SpotClientV3(
undefined,
undefined,
!this.isTestnet(),
this.options.restOptions,
this.options.requestOptions
);
this.connectPublic();
break;
}
case 'usdcOption': {
this.restClient = new USDCOptionClient(
undefined,
undefined,
!this.isTestnet(),
this.options.restOptions,
this.options.requestOptions
);
this.connectPublic();
break;
}
default: {
throw neverGuard(
this.options.market,
@@ -208,25 +216,15 @@ export class WebsocketClient extends EventEmitter {
public connectAll(): Promise<WebSocket | undefined>[] {
switch (this.options.market) {
case 'inverse': {
return [this.connect(WS_KEY_MAP.inverse)];
// only one for inverse
return [this.connectPublic()];
}
case 'linear': {
return [
this.connect(WS_KEY_MAP.linearPublic),
this.connect(WS_KEY_MAP.linearPrivate),
];
}
case 'spot': {
return [
this.connect(WS_KEY_MAP.spotPublic),
this.connect(WS_KEY_MAP.spotPrivate),
];
}
case 'spotv3': {
return [
this.connect(WS_KEY_MAP.spotV3Public),
this.connect(WS_KEY_MAP.spotV3Private),
];
// these all have separate public & private ws endpoints
case 'linear':
case 'spot':
case 'spotv3':
case 'usdcOption': {
return [this.connectPublic(), this.connectPrivate()];
}
default: {
throw neverGuard(this.options.market, `connectAll(): Unhandled market`);
@@ -248,6 +246,9 @@ export class WebsocketClient extends EventEmitter {
case 'spotv3': {
return this.connect(WS_KEY_MAP.spotV3Public);
}
case 'usdcOption': {
return this.connect(WS_KEY_MAP.usdcOptionPublic);
}
default: {
throw neverGuard(
this.options.market,
@@ -257,7 +258,7 @@ export class WebsocketClient extends EventEmitter {
}
}
public connectPrivate(): Promise<WebSocket | undefined> | undefined {
public connectPrivate(): Promise<WebSocket | undefined> {
switch (this.options.market) {
case 'inverse': {
return this.connect(WS_KEY_MAP.inverse);
@@ -271,6 +272,9 @@ export class WebsocketClient extends EventEmitter {
case 'spotv3': {
return this.connect(WS_KEY_MAP.spotV3Private);
}
case 'usdcOption': {
return this.connect(WS_KEY_MAP.usdcOptionPrivate);
}
default: {
throw neverGuard(
this.options.market,
@@ -596,10 +600,15 @@ export class WebsocketClient extends EventEmitter {
// any message can clear the pong timer - wouldn't get a message if the ws dropped
this.clearPongTimer(wsKey);
// this.logger.silly('Received event', { ...this.logger, wsKey, event });
const msg = JSON.parse((event && event.data) || event);
if (msg['success'] || msg?.pong) {
this.logger.silly('Received event', {
...this.logger,
wsKey,
msg: JSON.stringify(msg, null, 2),
});
// TODO: cleanme
if (msg['success'] || msg?.pong || isWsPong(msg)) {
if (isWsPong(msg)) {
this.logger.silly('Received pong', { ...loggerCategory, wsKey });
} else {
@@ -608,6 +617,9 @@ export class WebsocketClient extends EventEmitter {
return;
}
if (msg['finalFragment']) {
return this.emit('response', msg);
}
if (msg?.topic) {
return this.emit('update', msg);
}
@@ -701,6 +713,18 @@ export class WebsocketClient extends EventEmitter {
// private and public are on the same WS connection
return WS_BASE_URL_MAP.inverse.public[networkKey];
}
case WS_KEY_MAP.usdcOptionPublic: {
return WS_BASE_URL_MAP.usdcOption.public[networkKey];
}
case WS_KEY_MAP.usdcOptionPrivate: {
return WS_BASE_URL_MAP.usdcOption.private[networkKey];
}
// case WS_KEY_MAP.usdcPerpPublic: {
// return WS_BASE_URL_MAP.usdcOption.public[networkKey];
// }
// case WS_KEY_MAP.usdcPerpPrivate: {
// return WS_BASE_URL_MAP.usdcOption.private[networkKey];
// }
default: {
this.logger.error('getWsUrl(): Unhandled wsKey: ', {
...loggerCategory,
@@ -711,29 +735,6 @@ export class WebsocketClient extends EventEmitter {
}
}
private getWsKeyForTopic(topic: string): WsKey {
switch (this.options.market) {
case 'inverse': {
return WS_KEY_MAP.inverse;
}
case 'linear': {
return getLinearWsKeyForTopic(topic);
}
case 'spot': {
return getSpotWsKeyForTopic(topic, 'v1');
}
case 'spotv3': {
return getSpotWsKeyForTopic(topic, 'v3');
}
default: {
throw neverGuard(
this.options.market,
`connectPublic(): Unhandled market`
);
}
}
}
private wrongMarketError(market: APIMarket) {
return new Error(
`This WS client was instanced for the ${this.options.market} market. Make another WebsocketClient instance with "market: '${market}' to listen to spot topics`
@@ -742,11 +743,16 @@ export class WebsocketClient extends EventEmitter {
/**
* Add topic/topics to WS subscription list
* @param wsTopics topic or list of topics
* @param isPrivateTopic optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
*/
public subscribe(wsTopics: WsTopic[] | WsTopic) {
public subscribe(wsTopics: WsTopic[] | WsTopic, isPrivateTopic?: boolean) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach((topic) =>
this.wsStore.addTopic(this.getWsKeyForTopic(topic), topic)
this.wsStore.addTopic(
getWsKeyForTopic(this.options.market, topic, isPrivateTopic),
topic
)
);
// attempt to send subscription topic per websocket
@@ -776,11 +782,16 @@ export class WebsocketClient extends EventEmitter {
/**
* Remove topic/topics from WS subscription list
* @param wsTopics topic or list of topics
* @param isPrivateTopic optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
*/
public unsubscribe(wsTopics: WsTopic[] | WsTopic) {
public unsubscribe(wsTopics: WsTopic[] | WsTopic, isPrivateTopic?: boolean) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach((topic) =>
this.wsStore.deleteTopic(this.getWsKeyForTopic(topic), topic)
this.wsStore.deleteTopic(
getWsKeyForTopic(this.options.market, topic, isPrivateTopic),
topic
)
);
this.wsStore.getKeys().forEach((wsKey: WsKey) => {