1.1.6, add github action for publish, update readme, add snippets for orderbook usage
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@@ -2,8 +2,6 @@
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## Class: RestClient
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### new RestClient([key][, secret][, livenet][, options])
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- `key` {String} Bybit API Key
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- `secret` {String} Bybit private key
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@@ -12,11 +10,9 @@
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- `recv_window` {Number} Optional, default 5000. Increase if recv errors are seen.
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- `sync_interval_ms` {Number} Optional, default 3600000. Interval at which syncTime is performed.
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If you only use the [public endpoints](#public-endpoints) you can ommit key and secret.
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If you only use the [public endpoints](#public-endpoints) you can omit key and secret.
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### Private enpoints
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#### async placeActiveOrder(params)
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-placev2active)
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@@ -126,12 +122,10 @@ Returns symbol information (such as tick size & min notional):
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Returns the time offset in ms to the server time retrieved by [`async getServerTime`](#async-getservertime).
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If positive the time on the server is ahead of the clients time, if negative the time on the server is behind the clients time.
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## Example
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```js
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const {RestClient} = require('@pxtrn/bybit-api');
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```javascript
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const {RestClient} = require('bybit-api');
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const API_KEY = 'xxx';
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const PRIVATE_KEY = 'yyy';
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@@ -1,19 +1,16 @@
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# Websocket API
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## Class: WebsocketClient
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The `WebsocketClient` inherits from `EventEmitter`. After establishing a
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connection, the client sends heartbeats in regular intervalls, and reconnects
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to the server once connection has been lost.
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### new WebsocketClient([options][, logger])
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- `options` {Object} Configuration options
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- `key` {String} Bybit API Key. Only needed if private topics are subscribed
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- `secret` {String} Bybit private Key. Only needed if private topics are
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subscribed
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- `livenet` {Bool} Weather to connect to livenet (`true`). Default `false`.
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- `livenet` {Bool} Weather to connect to livenet (`true`). Default `false`.
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- `pingInterval` {Integer} Interval in ms for heartbeat ping. Default: `10000`,
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- `pongTimeout` {Integer} Timeout in ms waiting for heartbeat pong response
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from server. Default: `1000`,
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@@ -21,45 +18,36 @@ to the server once connection has been lost.
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to reconnect after a lost connection. Default: 500
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- `logger` {Object} Optional custom logger
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Custom logger must contain the following methods:
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```js
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const logger = {
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silly: function(message, data) {},
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debug: function(message, data) {},
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notice: function(message, data) {},
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info: function(message, data) {},
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warning: function(message, data) {},
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error: function(message, data) {},
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}
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```
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Custom logger must contain the following methods:
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```js
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const logger = {
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silly: function(message, data) {},
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debug: function(message, data) {},
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notice: function(message, data) {},
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info: function(message, data) {},
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warning: function(message, data) {},
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error: function(message, data) {},
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}
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```
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### ws.subscribe(topics)
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- `topics` {String|Array} Single topic as string or multiple topics as array of strings.
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Subscribe to one or multiple topics. See [available topics](#available-topics)
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### ws.unsubscribe(topics)
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- `topics` {String|Array} Single topic as string or multiple topics as array of strings.
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Unsubscribe from one or multiple topics.
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### ws.close()
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Close the connection to the server.
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### Event: 'open'
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Emmited when the connection has been opened for the first time.
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### Event: 'reconnected'
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Emmited when the client has been opened after a reconnect.
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### Event: 'update'
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- `message` {Object}
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- `topic` {String} the topic for which the update occured
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- `data` {Array|Object} updated data (see docs for each [topic](#available-topics)).
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@@ -67,9 +55,7 @@ Emmited when the client has been opened after a reconnect.
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Emmited whenever an update to a subscribed topic occurs.
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### Event: 'response'
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- `response` {Object}
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- `success` {Bool}
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- `ret_msg` {String} empty if operation was successfull, otherwise error message.
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@@ -80,108 +66,86 @@ Emmited whenever an update to a subscribed topic occurs.
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Emited when the server responds to an operation sent by the client (usually after subscribing to a topic).
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### Event: 'close'
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Emitted when the connection has been finally closed, after a call to `ws.close()`
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### Event: 'reconnect'
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Emitted when the connection has been closed, but the client will try to reconnect.
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### Event: 'error'
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- `error` {Error}
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Emitted when an error occurs.
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## Available Topics
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Generaly all [public](https://bybit-exchange.github.io/docs/inverse/#t-publictopics) and [private](https://bybit-exchange.github.io/docs/inverse/#t-privatetopics)
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topics are available.
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### Private topics
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#### Positions of your account
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All positions of your account.
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Topic: `position`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketposition)
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#### Execution message
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Execution message, whenever an order has been (partially) filled.
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Topic: `execution`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketexecution)
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#### Update for your orders
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Updates for your active orders
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Topic: `order`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketorder)
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#### Update for your conditional orders
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Updates for your active conditional orders
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Topic: `stop_order`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketstoporder)
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### Public topics
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#### Candlestick chart
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Candlestick OHLC "candles" for selected symbol and interval.
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Example topic: `klineV2.BTCUSD.1m`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketklinev2)
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#### Real-time trading information
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All trades as they occur.
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Topic: `trade`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websockettrade)
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#### Daily insurance fund update
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Topic: `insurance`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketinsurance)
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#### OrderBook of 25 depth per side
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OrderBook for selected symbol
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Example topic: `orderBookL2_25.BTCUSD`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketorderbook25)
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#### OrderBook of 200 depth per side
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OrderBook for selected symbol
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Example topic: `orderBook_200.100ms.BTCUS`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketorderbook200)
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#### Latest information for symbol
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Latest information for selected symbol
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Example topic: `instrument_info.100ms.BTCUSD`
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[See bybit documentation](https://bybit-exchange.github.io/docs/inverse/#t-websocketinstrumentinfo)
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## Example
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```js
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const {WebsocketClient} = require('@pxtrn/bybit-api');
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## Examples
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### Klines
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```javascript
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const {WebsocketClient} = require('bybit-api');
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const API_KEY = 'xxx';
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const PRIVATE_KEY = 'yyy';
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@@ -211,3 +175,49 @@ ws.on('error', function(err) {
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console.error('ERR', err);
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});
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```
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### OrderBook Events
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```javascript
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const { WebsocketClient, DefaultLogger } = require('bybit-api');
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const { OrderBooksStore, OrderBookLevel } = require('orderbooks');
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const OrderBooks = new OrderBooksStore({ traceLog: true, checkTimestamps: false });
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// connect to a websocket and relay orderbook events to handlers
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DefaultLogger.silly = () => {};
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const ws = new WebsocketClient({ livenet: true });
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ws.on('update', message => {
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if (message.topic.toLowerCase().startsWith('orderbook')) {
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return handleOrderbookUpdate(message);
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}
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});
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ws.subscribe('orderBookL2_25.BTCUSD');
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// parse orderbook messages, detect snapshot vs delta, and format properties using OrderBookLevel
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const handleOrderbookUpdate = message => {
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const { topic, type, data, timestamp_e6 } = message;
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const [ topicKey, symbol ] = topic.split('.');
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if (type == 'snapshot') {
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return OrderBooks.handleSnapshot(symbol, data.map(mapBybitBookSlice), timestamp_e6 / 1000, message).print();
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}
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if (type == 'delta') {
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const deleteLevels = data.delete.map(mapBybitBookSlice);
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const updateLevels = data.update.map(mapBybitBookSlice);
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const insertLevels = data.insert.map(mapBybitBookSlice);
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return OrderBooks.handleDelta(
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symbol,
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deleteLevels,
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updateLevels,
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insertLevels,
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timestamp_e6 / 1000
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).print();
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}
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}
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// Low level map of exchange properties to expected local properties
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const mapBybitBookSlice = level => {
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return OrderBookLevel(level.symbol, +level.price, level.side, level.size);
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};
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```
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