@0xarchive/sdk 0.1.0

package/dist/index.js

@@ -0,0 +1,763 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/index.ts
+var index_exports = {};
+__export(index_exports, {
+  OxArchive: () => OxArchive,
+  OxArchiveError: () => OxArchiveError,
+  OxArchiveWs: () => OxArchiveWs,
+  default: () => OxArchive
+});
+module.exports = __toCommonJS(index_exports);
+
+// src/types.ts
+var OxArchiveError = class extends Error {
+  code;
+  requestId;
+  constructor(message, code, requestId) {
+    super(message);
+    this.name = "OxArchiveError";
+    this.code = code;
+    this.requestId = requestId;
+  }
+};
+
+// src/http.ts
+var HttpClient = class {
+  baseUrl;
+  apiKey;
+  timeout;
+  constructor(options) {
+    this.baseUrl = options.baseUrl.replace(/\/$/, "");
+    this.apiKey = options.apiKey;
+    this.timeout = options.timeout;
+  }
+  /**
+   * Make a GET request to the API
+   */
+  async get(path, params) {
+    const url = new URL(`${this.baseUrl}${path}`);
+    if (params) {
+      for (const [key, value] of Object.entries(params)) {
+        if (value !== void 0 && value !== null) {
+          url.searchParams.set(key, String(value));
+        }
+      }
+    }
+    const controller = new AbortController();
+    const timeoutId = setTimeout(() => controller.abort(), this.timeout);
+    try {
+      const response = await fetch(url.toString(), {
+        method: "GET",
+        headers: {
+          "X-API-Key": this.apiKey,
+          "Content-Type": "application/json"
+        },
+        signal: controller.signal
+      });
+      clearTimeout(timeoutId);
+      const data = await response.json();
+      if (!response.ok) {
+        const error = data;
+        throw new OxArchiveError(
+          error.error || `Request failed with status ${response.status}`,
+          response.status,
+          data.request_id
+        );
+      }
+      return data;
+    } catch (error) {
+      clearTimeout(timeoutId);
+      if (error instanceof OxArchiveError) {
+        throw error;
+      }
+      if (error instanceof Error && error.name === "AbortError") {
+        throw new OxArchiveError(`Request timeout after ${this.timeout}ms`, 408);
+      }
+      throw new OxArchiveError(
+        error instanceof Error ? error.message : "Unknown error",
+        500
+      );
+    }
+  }
+};
+
+// src/resources/orderbook.ts
+var OrderBookResource = class {
+  constructor(http) {
+    this.http = http;
+  }
+  /**
+   * Get order book snapshot for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param params - Optional parameters
+   * @returns Order book snapshot
+   */
+  async get(coin, params) {
+    const response = await this.http.get(
+      `/v1/orderbook/${coin.toUpperCase()}`,
+      params
+    );
+    return response.data;
+  }
+  /**
+   * Get historical order book snapshots
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param params - Time range and pagination parameters
+   * @returns Array of order book snapshots
+   */
+  async history(coin, params) {
+    const response = await this.http.get(
+      `/v1/orderbook/${coin.toUpperCase()}/history`,
+      params
+    );
+    return response.data;
+  }
+};
+
+// src/resources/trades.ts
+var TradesResource = class {
+  constructor(http) {
+    this.http = http;
+  }
+  /**
+   * Get trade history for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param params - Time range and pagination parameters
+   * @returns Array of trades
+   */
+  async list(coin, params) {
+    const response = await this.http.get(
+      `/v1/trades/${coin.toUpperCase()}`,
+      params
+    );
+    return response.data;
+  }
+  /**
+   * Get most recent trades for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param limit - Number of trades to return (default: 100)
+   * @returns Array of recent trades
+   */
+  async recent(coin, limit) {
+    const response = await this.http.get(
+      `/v1/trades/${coin.toUpperCase()}/recent`,
+      { limit }
+    );
+    return response.data;
+  }
+};
+
+// src/resources/candles.ts
+var CandlesResource = class {
+  constructor(http) {
+    this.http = http;
+  }
+  /**
+   * Get OHLCV candles for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param params - Interval, time range, and pagination parameters
+   * @returns Array of candles
+   */
+  async list(coin, params) {
+    const response = await this.http.get(
+      `/v1/candles/${coin.toUpperCase()}`,
+      params
+    );
+    return response.data;
+  }
+};
+
+// src/resources/instruments.ts
+var InstrumentsResource = class {
+  constructor(http) {
+    this.http = http;
+  }
+  /**
+   * List all available trading instruments
+   *
+   * @returns Array of instruments
+   */
+  async list() {
+    const response = await this.http.get(
+      "/v1/instruments"
+    );
+    return response.data;
+  }
+  /**
+   * Get a specific instrument by coin symbol
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @returns Instrument details
+   */
+  async get(coin) {
+    const response = await this.http.get(
+      `/v1/instruments/${coin.toUpperCase()}`
+    );
+    return response.data;
+  }
+};
+
+// src/resources/funding.ts
+var FundingResource = class {
+  constructor(http) {
+    this.http = http;
+  }
+  /**
+   * Get funding rate history for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param params - Time range and pagination parameters
+   * @returns Array of funding rate records
+   */
+  async history(coin, params) {
+    const response = await this.http.get(
+      `/v1/funding/${coin.toUpperCase()}`,
+      params
+    );
+    return response.data;
+  }
+  /**
+   * Get current funding rate for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @returns Current funding rate
+   */
+  async current(coin) {
+    const response = await this.http.get(
+      `/v1/funding/${coin.toUpperCase()}/current`
+    );
+    return response.data;
+  }
+};
+
+// src/resources/openinterest.ts
+var OpenInterestResource = class {
+  constructor(http) {
+    this.http = http;
+  }
+  /**
+   * Get open interest history for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @param params - Time range and pagination parameters
+   * @returns Array of open interest records
+   */
+  async history(coin, params) {
+    const response = await this.http.get(
+      `/v1/openinterest/${coin.toUpperCase()}`,
+      params
+    );
+    return response.data;
+  }
+  /**
+   * Get current open interest for a coin
+   *
+   * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
+   * @returns Current open interest
+   */
+  async current(coin) {
+    const response = await this.http.get(
+      `/v1/openinterest/${coin.toUpperCase()}/current`
+    );
+    return response.data;
+  }
+};
+
+// src/client.ts
+var DEFAULT_BASE_URL = "https://api.0xarchive.io";
+var DEFAULT_TIMEOUT = 3e4;
+var OxArchive = class {
+  http;
+  /**
+   * Order book data (L2 snapshots from April 2023)
+   */
+  orderbook;
+  /**
+   * Trade/fill history
+   */
+  trades;
+  /**
+   * OHLCV candles
+   */
+  candles;
+  /**
+   * Trading instruments metadata
+   */
+  instruments;
+  /**
+   * Funding rates
+   */
+  funding;
+  /**
+   * Open interest
+   */
+  openInterest;
+  /**
+   * Create a new 0xarchive client
+   *
+   * @param options - Client configuration options
+   */
+  constructor(options) {
+    if (!options.apiKey) {
+      throw new Error("API key is required. Get one at https://0xarchive.io/signup");
+    }
+    this.http = new HttpClient({
+      baseUrl: options.baseUrl ?? DEFAULT_BASE_URL,
+      apiKey: options.apiKey,
+      timeout: options.timeout ?? DEFAULT_TIMEOUT
+    });
+    this.orderbook = new OrderBookResource(this.http);
+    this.trades = new TradesResource(this.http);
+    this.candles = new CandlesResource(this.http);
+    this.instruments = new InstrumentsResource(this.http);
+    this.funding = new FundingResource(this.http);
+    this.openInterest = new OpenInterestResource(this.http);
+  }
+};
+
+// src/websocket.ts
+var DEFAULT_WS_URL = "wss://ws.0xarchive.io";
+var DEFAULT_PING_INTERVAL = 3e4;
+var DEFAULT_RECONNECT_DELAY = 1e3;
+var DEFAULT_MAX_RECONNECT_ATTEMPTS = 10;
+var OxArchiveWs = class {
+  ws = null;
+  options;
+  handlers = {};
+  subscriptions = /* @__PURE__ */ new Set();
+  state = "disconnected";
+  reconnectAttempts = 0;
+  pingTimer = null;
+  reconnectTimer = null;
+  constructor(options) {
+    this.options = {
+      apiKey: options.apiKey,
+      wsUrl: options.wsUrl ?? DEFAULT_WS_URL,
+      autoReconnect: options.autoReconnect ?? true,
+      reconnectDelay: options.reconnectDelay ?? DEFAULT_RECONNECT_DELAY,
+      maxReconnectAttempts: options.maxReconnectAttempts ?? DEFAULT_MAX_RECONNECT_ATTEMPTS,
+      pingInterval: options.pingInterval ?? DEFAULT_PING_INTERVAL
+    };
+  }
+  /**
+   * Connect to the WebSocket server
+   */
+  connect(handlers) {
+    if (handlers) {
+      this.handlers = handlers;
+    }
+    this.setState("connecting");
+    const url = `${this.options.wsUrl}?apiKey=${encodeURIComponent(this.options.apiKey)}`;
+    this.ws = new WebSocket(url);
+    this.ws.onopen = () => {
+      this.reconnectAttempts = 0;
+      this.setState("connected");
+      this.startPing();
+      this.resubscribe();
+      this.handlers.onOpen?.();
+    };
+    this.ws.onclose = (event) => {
+      this.stopPing();
+      this.handlers.onClose?.(event.code, event.reason);
+      if (this.options.autoReconnect && this.state !== "disconnected") {
+        this.scheduleReconnect();
+      } else {
+        this.setState("disconnected");
+      }
+    };
+    this.ws.onerror = () => {
+      const error = new Error("WebSocket connection error");
+      this.handlers.onError?.(error);
+    };
+    this.ws.onmessage = (event) => {
+      try {
+        const message = JSON.parse(event.data);
+        this.handlers.onMessage?.(message);
+      } catch {
+      }
+    };
+  }
+  /**
+   * Disconnect from the WebSocket server
+   */
+  disconnect() {
+    this.setState("disconnected");
+    this.stopPing();
+    this.clearReconnectTimer();
+    if (this.ws) {
+      this.ws.close(1e3, "Client disconnect");
+      this.ws = null;
+    }
+  }
+  /**
+   * Subscribe to a channel
+   */
+  subscribe(channel, coin) {
+    const key = this.subscriptionKey(channel, coin);
+    this.subscriptions.add(key);
+    if (this.isConnected()) {
+      this.send({ op: "subscribe", channel, coin });
+    }
+  }
+  /**
+   * Subscribe to order book updates for a coin
+   */
+  subscribeOrderbook(coin) {
+    this.subscribe("orderbook", coin);
+  }
+  /**
+   * Subscribe to trades for a coin
+   */
+  subscribeTrades(coin) {
+    this.subscribe("trades", coin);
+  }
+  /**
+   * Subscribe to ticker updates for a coin
+   */
+  subscribeTicker(coin) {
+    this.subscribe("ticker", coin);
+  }
+  /**
+   * Subscribe to all tickers
+   */
+  subscribeAllTickers() {
+    this.subscribe("all_tickers");
+  }
+  /**
+   * Unsubscribe from a channel
+   */
+  unsubscribe(channel, coin) {
+    const key = this.subscriptionKey(channel, coin);
+    this.subscriptions.delete(key);
+    if (this.isConnected()) {
+      this.send({ op: "unsubscribe", channel, coin });
+    }
+  }
+  /**
+   * Unsubscribe from order book updates for a coin
+   */
+  unsubscribeOrderbook(coin) {
+    this.unsubscribe("orderbook", coin);
+  }
+  /**
+   * Unsubscribe from trades for a coin
+   */
+  unsubscribeTrades(coin) {
+    this.unsubscribe("trades", coin);
+  }
+  /**
+   * Unsubscribe from ticker updates for a coin
+   */
+  unsubscribeTicker(coin) {
+    this.unsubscribe("ticker", coin);
+  }
+  /**
+   * Unsubscribe from all tickers
+   */
+  unsubscribeAllTickers() {
+    this.unsubscribe("all_tickers");
+  }
+  // ==========================================================================
+  // Historical Replay (Option B) - Like Tardis.dev
+  // ==========================================================================
+  /**
+   * Start historical replay with timing preserved
+   *
+   * @param channel - Data channel to replay
+   * @param coin - Trading pair (e.g., 'BTC', 'ETH')
+   * @param options - Replay options
+   *
+   * @example
+   * ```typescript
+   * ws.replay('orderbook', 'BTC', {
+   *   start: Date.now() - 86400000, // 24 hours ago
+   *   speed: 10 // 10x faster than real-time
+   * });
+   * ```
+   */
+  replay(channel, coin, options) {
+    this.send({
+      op: "replay",
+      channel,
+      coin,
+      start: options.start,
+      end: options.end,
+      speed: options.speed ?? 1
+    });
+  }
+  /**
+   * Pause the current replay
+   */
+  replayPause() {
+    this.send({ op: "replay.pause" });
+  }
+  /**
+   * Resume a paused replay
+   */
+  replayResume() {
+    this.send({ op: "replay.resume" });
+  }
+  /**
+   * Seek to a specific timestamp in the replay
+   * @param timestamp - Unix timestamp in milliseconds
+   */
+  replaySeek(timestamp) {
+    this.send({ op: "replay.seek", timestamp });
+  }
+  /**
+   * Stop the current replay
+   */
+  replayStop() {
+    this.send({ op: "replay.stop" });
+  }
+  // ==========================================================================
+  // Bulk Streaming (Option D) - Like Databento
+  // ==========================================================================
+  /**
+   * Start bulk streaming for fast data download
+   *
+   * @param channel - Data channel to stream
+   * @param coin - Trading pair (e.g., 'BTC', 'ETH')
+   * @param options - Stream options
+   *
+   * @example
+   * ```typescript
+   * ws.stream('orderbook', 'ETH', {
+   *   start: Date.now() - 3600000, // 1 hour ago
+   *   end: Date.now(),
+   *   batchSize: 1000
+   * });
+   * ```
+   */
+  stream(channel, coin, options) {
+    this.send({
+      op: "stream",
+      channel,
+      coin,
+      start: options.start,
+      end: options.end,
+      batch_size: options.batchSize ?? 1e3
+    });
+  }
+  /**
+   * Stop the current bulk stream
+   */
+  streamStop() {
+    this.send({ op: "stream.stop" });
+  }
+  // ==========================================================================
+  // Event Handlers for Replay/Stream
+  // ==========================================================================
+  /**
+   * Handle historical data points (replay mode)
+   */
+  onHistoricalData(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "historical_data") {
+        const msg = message;
+        handler(msg.coin, msg.timestamp, msg.data);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Handle batched data (bulk stream mode)
+   */
+  onBatch(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "historical_batch") {
+        const msg = message;
+        handler(msg.coin, msg.records);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Handle replay started event
+   */
+  onReplayStart(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "replay_started") {
+        const msg = message;
+        handler(msg.channel, msg.coin, msg.total_records, msg.speed);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Handle replay completed event
+   */
+  onReplayComplete(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "replay_completed") {
+        const msg = message;
+        handler(msg.channel, msg.coin, msg.records_sent);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Handle stream started event
+   */
+  onStreamStart(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "stream_started") {
+        const msg = message;
+        handler(msg.channel, msg.coin, msg.total_records);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Handle stream progress event
+   */
+  onStreamProgress(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "stream_progress") {
+        const msg = message;
+        handler(msg.records_sent, msg.total_records, msg.progress_pct);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Handle stream completed event
+   */
+  onStreamComplete(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "stream_completed") {
+        const msg = message;
+        handler(msg.channel, msg.coin, msg.records_sent);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Get current connection state
+   */
+  getState() {
+    return this.state;
+  }
+  /**
+   * Check if connected
+   */
+  isConnected() {
+    return this.ws?.readyState === WebSocket.OPEN;
+  }
+  /**
+   * Set event handlers after construction
+   */
+  on(event, handler) {
+    this.handlers[event] = handler;
+  }
+  /**
+   * Helper to handle typed orderbook data
+   */
+  onOrderbook(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "data" && message.channel === "orderbook") {
+        handler(message.coin, message.data);
+      }
+      originalHandler?.(message);
+    };
+  }
+  /**
+   * Helper to handle typed trade data
+   */
+  onTrades(handler) {
+    const originalHandler = this.handlers.onMessage;
+    this.handlers.onMessage = (message) => {
+      if (message.type === "data" && message.channel === "trades") {
+        handler(message.coin, message.data);
+      }
+      originalHandler?.(message);
+    };
+  }
+  // Private methods
+  send(message) {
+    if (this.ws?.readyState === WebSocket.OPEN) {
+      this.ws.send(JSON.stringify(message));
+    }
+  }
+  setState(state) {
+    this.state = state;
+    this.handlers.onStateChange?.(state);
+  }
+  startPing() {
+    this.stopPing();
+    this.pingTimer = setInterval(() => {
+      this.send({ op: "ping" });
+    }, this.options.pingInterval);
+  }
+  stopPing() {
+    if (this.pingTimer) {
+      clearInterval(this.pingTimer);
+      this.pingTimer = null;
+    }
+  }
+  subscriptionKey(channel, coin) {
+    return coin ? `${channel}:${coin}` : channel;
+  }
+  resubscribe() {
+    for (const key of this.subscriptions) {
+      const [channel, coin] = key.split(":");
+      this.send({ op: "subscribe", channel, coin });
+    }
+  }
+  scheduleReconnect() {
+    if (this.reconnectAttempts >= this.options.maxReconnectAttempts) {
+      this.setState("disconnected");
+      return;
+    }
+    this.setState("reconnecting");
+    this.reconnectAttempts++;
+    const delay = this.options.reconnectDelay * Math.pow(2, this.reconnectAttempts - 1);
+    this.reconnectTimer = setTimeout(() => {
+      this.connect();
+    }, delay);
+  }
+  clearReconnectTimer() {
+    if (this.reconnectTimer) {
+      clearTimeout(this.reconnectTimer);
+      this.reconnectTimer = null;
+    }
+  }
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  OxArchive,
+  OxArchiveError,
+  OxArchiveWs
+});
+//# sourceMappingURL=index.js.map