Files
bybit-api/src/websocket-client.ts
2021-02-06 17:01:30 +00:00

414 lines
12 KiB
TypeScript

import { EventEmitter } from 'events';
import { InverseClient } from './inverse-client';
import { LinearClient } from './linear-client';
import { DefaultLogger, Logger } from './logger';
import { signMessage, serializeParams } from './util/requestUtils';
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 = {
livenet: 'wss://stream.bybit.com/realtime_public',
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 enum WsConnectionState {
READY_STATE_INITIAL,
READY_STATE_CONNECTING,
READY_STATE_CONNECTED,
READY_STATE_CLOSING,
READY_STATE_RECONNECTING
};
const isWsPong = (response: any) => {
return (
response.request &&
response.request.op === 'ping' &&
response.ret_msg === 'pong' &&
response.success === true
);
}
export interface WSClientConfigurableOptions {
key?: string;
secret?: string;
livenet?: boolean;
linear?: boolean;
pongTimeout?: number;
pingInterval?: number;
reconnectTimeout?: number;
restOptions?: any;
requestOptions?: any;
wsUrl?: string;
};
export interface WebsocketClientOptions extends WSClientConfigurableOptions {
livenet: boolean;
linear: boolean;
pongTimeout: number;
pingInterval: number;
reconnectTimeout: number;
};
export const defaultWsKey = 'inverse';
const getLinearWsKeyForTopic = (topic: string) => {
switch (topic) {
case '':
return 'public';
default:
return 'private'
}
}
export class WebsocketClient extends EventEmitter {
private logger: Logger;
private client: InverseClient | LinearClient;
private options: WebsocketClientOptions;
private wsStore: WsStore;
constructor(options: WSClientConfigurableOptions, logger?: Logger) {
super();
this.logger = logger || DefaultLogger;
this.wsStore = new WsStore(this.logger);
this.options = {
livenet: false,
linear: false,
pongTimeout: 1000,
pingInterval: 10000,
reconnectTimeout: 500,
...options
};
if (this.options.linear === true) {
this.client = new LinearClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
} else {
this.client = new InverseClient(undefined, undefined, this.isLivenet(), this.options.restOptions, this.options.requestOptions);
}
this.setWsState(defaultWsKey, READY_STATE_INITIAL);
this.connect(defaultWsKey);
}
public isLivenet(): boolean {
return this.options.livenet === true;
}
public isInverse(): boolean {
return !this.options.linear;
}
/**
* 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
));
// subscribe not necessary if not yet connected (will automatically subscribe onOpen)
if (this.wsStore.isConnectionState(defaultWsKey, READY_STATE_CONNECTED)) {
this.wsStore.getKeys().forEach(wsKey =>
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(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
));
// unsubscribe not necessary if not yet connected
if (this.wsStore.isConnectionState(defaultWsKey, READY_STATE_CONNECTED)) {
this.wsStore.getKeys().forEach(wsKey =>
this.requestUnsubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)])
);
}
}
public close(wsKey: string = defaultWsKey) {
this.logger.info('Closing connection', loggerCategory);
this.setWsState(wsKey, READY_STATE_CLOSING);
this.clearTimers(wsKey);
this.getWs(wsKey)?.close();
}
private async connect(wsKey: string = defaultWsKey): Promise<WebSocket | void> {
try {
if (this.wsStore.isWsOpen(wsKey)) {
this.logger.error('Refused to connect to ws with existing active connection', { ...loggerCategory, wsKey })
return this.wsStore.getWs(wsKey);
}
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
this.logger.error('Refused to connect to ws, connection attempt already active', { ...loggerCategory, wsKey })
return;
}
if (
!this.wsStore.getConnectionState(wsKey) ||
this.wsStore.isConnectionState(wsKey, READY_STATE_INITIAL)
) {
this.setWsState(wsKey, READY_STATE_CONNECTING);
}
const authParams = await this.getAuthParams();
const url = this.getWsUrl() + authParams;
const ws = this.connectToWsUrl(url, wsKey);
return this.wsStore.setWs(wsKey, ws);
} catch (err) {
this.parseWsError('Connection failed', err, wsKey);
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
}
}
private parseWsError(context: string, error, wsKey?: string) {
if (!error.message) {
this.logger.error(`${context} due to unexpected error: `, error);
return;
}
switch (error.message) {
case 'Unexpected server response: 401':
this.logger.error(`${context} due to 401 authorization failure.`, loggerCategory);
break;
default:
this.logger.error(`{context} due to unexpected response error: ${error.msg}`);
break;
}
}
/**
* Return params required to make authorized request
*/
private async getAuthParams(): Promise<string> {
const { key, secret } = this.options;
if (key && secret) {
this.logger.debug('Getting auth\'d request params', loggerCategory);
const timeOffset = await this.client.getTimeOffset();
const params: any = {
api_key: this.options.key,
expires: (Date.now() + timeOffset + 5000)
};
params.signature = signMessage('GET/realtime' + params.expires, secret);
return '?' + serializeParams(params);
} else if (!key || !secret) {
this.logger.warning('Connot authenticate websocket, either api or private keys missing.', loggerCategory);
} else {
this.logger.debug('Starting public only websocket client.', loggerCategory);
}
return '';
}
private reconnectWithDelay(wsKey: string = defaultWsKey, 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', loggerCategory);
this.connect();
}, connectionDelayMs);
}
private ping(wsKey: string = defaultWsKey) {
this.clearPongTimer(wsKey);
this.logger.silly('Sending ping', loggerCategory);
this.tryWsSend(wsKey, JSON.stringify({ op: 'ping' }));
this.wsStore.get(wsKey, true)!.activePongTimer = setTimeout(() => {
this.logger.info('Pong timeout - closing socket to reconnect', loggerCategory);
this.getWs(wsKey)?.close();
}, this.options.pongTimeout);
}
private clearTimers(wsKey: string) {
this.clearPingTimer(wsKey);
this.clearPongTimer(wsKey);
}
// Send a ping at intervals
private clearPingTimer(wsKey: string) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activePingTimer) {
clearInterval(wsState.activePingTimer);
wsState.activePingTimer = undefined;
}
}
// Expect a pong within a time limit
private clearPongTimer(wsKey: string) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activePongTimer) {
clearInterval(wsState.activePongTimer);
wsState.activePongTimer = undefined;
}
}
/**
* 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.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 {
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 = defaultWsKey) {
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
this.logger.info('Websocket connected', { ...loggerCategory, livenet: this.options.livenet, linear: this.options.linear });
this.emit('open');
} else if (this.wsStore.isConnectionState(wsKey, READY_STATE_RECONNECTING)) {
this.logger.info('Websocket reconnected', { ...loggerCategory });
this.emit('reconnected');
}
this.setWsState(wsKey, READY_STATE_CONNECTED);
this.wsStore.getKeys().forEach(wsKey =>
this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)])
);
this.wsStore.get(wsKey, true)!.activePingTimer = setInterval(
this.ping.bind(this),
this.options.pingInterval
);
}
private onWsMessage(event, wsKey: string) {
const msg = JSON.parse(event && event.data || event);
if ('success' in msg) {
this.onWsMessageResponse(msg, wsKey);
} else if (msg.topic) {
this.onWsMessageUpdate(msg);
} else {
this.logger.warning('Got unhandled ws message', msg);
}
}
private onWsError(err, wsKey: string = defaultWsKey) {
this.parseWsError('Websocket error', err, wsKey);
if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTED)) {
this.emit('error', err);
}
}
private onWsClose(event, wsKey: string = defaultWsKey) {
this.logger.info('Websocket connection closed', loggerCategory);
if (this.wsStore.getConnectionState(wsKey) !== READY_STATE_CLOSING) {
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout!);
this.emit('reconnect');
} else {
this.setWsState(wsKey, READY_STATE_INITIAL);
this.emit('close');
}
}
private onWsMessageResponse(response: any, wsKey: string) {
if (isWsPong(response)) {
this.logger.silly('Received pong', loggerCategory);
this.clearPongTimer(wsKey);
} else {
this.emit('response', response);
}
}
private onWsMessageUpdate(message: any) {
this.emit('update', message);
}
private getWs(wsKey: string) {
return this.wsStore.getWs(wsKey);
}
private setWsState(wsKey: string, state: WsConnectionState) {
this.wsStore.setConnectionState(wsKey, state);
}
private getWsUrl(): string {
if (this.options.wsUrl) {
return this.options.wsUrl;
}
if (this.options.linear){
return linearEndpoints[this.options.livenet ? 'livenet' : 'testnet'];
}
return inverseEndpoints[this.options.livenet ? 'livenet' : 'testnet'];
}
private getWsKeyForTopic(topic: string) {
return this.isInverse() ? defaultWsKey : getLinearWsKeyForTopic(topic);
}
};