@0xarchive/sdk 0.2.0 → 0.2.2

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Files changed (8) hide show
  1. package/README.md +4 -18
  2. package/dist/index.d.mts +27 -17
  3. package/dist/index.d.ts +27 -17
  4. package/dist/index.js +128 -75
  5. package/dist/index.js.map +1 -1
  6. package/dist/index.mjs +128 -75
  7. package/dist/index.mjs.map +1 -1
  8. package/package.json +1 -1
package/dist/index.js.map CHANGED
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- {"version":3,"sources":["../src/index.ts","../src/types.ts","../src/http.ts","../src/resources/orderbook.ts","../src/resources/trades.ts","../src/resources/instruments.ts","../src/resources/funding.ts","../src/resources/openinterest.ts","../src/client.ts","../src/websocket.ts"],"sourcesContent":["/**\r\n * @0xarchive/sdk - Official TypeScript SDK for 0xarchive\r\n *\r\n * @example\r\n * ```typescript\r\n * import { OxArchive } from '@0xarchive/sdk';\r\n *\r\n * const client = new OxArchive({ apiKey: 'ox_your_api_key' });\r\n *\r\n * // Get current order book\r\n * const orderbook = await client.orderbook.get('BTC');\r\n *\r\n * // Get historical snapshots\r\n * const history = await client.orderbook.history('ETH', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now()\r\n * });\r\n * ```\r\n *\r\n * @packageDocumentation\r\n */\r\n\r\n// Main client\r\nexport { OxArchive } from './client';\r\n\r\n// WebSocket client\r\nexport { OxArchiveWs } from './websocket';\r\n\r\n// Types\r\nexport type {\r\n ClientOptions,\r\n ApiMeta,\r\n ApiResponse,\r\n PaginationParams,\r\n TimeRangeParams,\r\n Timestamp,\r\n // Order Book\r\n PriceLevel,\r\n OrderBook,\r\n GetOrderBookParams,\r\n OrderBookHistoryParams,\r\n // Trades\r\n Trade,\r\n GetTradesParams,\r\n TradeSide,\r\n TradeDirection,\r\n DataSource,\r\n // Instruments\r\n Instrument,\r\n InstrumentType,\r\n // Funding\r\n FundingRate,\r\n // Open Interest\r\n OpenInterest,\r\n // WebSocket\r\n WsChannel,\r\n WsOptions,\r\n WsClientMessage,\r\n WsServerMessage,\r\n WsConnectionState,\r\n WsEventHandlers,\r\n WsSubscribe,\r\n WsUnsubscribe,\r\n WsPing,\r\n WsSubscribed,\r\n WsUnsubscribed,\r\n WsPong,\r\n WsError,\r\n WsData,\r\n // WebSocket Replay (Option B)\r\n WsReplay,\r\n WsReplayPause,\r\n WsReplayResume,\r\n WsReplaySeek,\r\n WsReplayStop,\r\n WsReplayStarted,\r\n WsReplayPaused,\r\n WsReplayResumed,\r\n WsReplayCompleted,\r\n WsReplayStopped,\r\n WsHistoricalData,\r\n // WebSocket Bulk Stream (Option D)\r\n WsStream,\r\n WsStreamStop,\r\n WsStreamStarted,\r\n WsStreamProgress,\r\n TimestampedRecord,\r\n WsHistoricalBatch,\r\n WsStreamCompleted,\r\n WsStreamStopped,\r\n // Errors\r\n ApiError,\r\n} from './types';\r\n\r\nexport { OxArchiveError } from './types';\r\n\r\n// Default export for convenience\r\nexport { OxArchive as default } from './client';\r\n","/**\r\n * Configuration options for the 0xarchive client\r\n */\r\nexport interface ClientOptions {\r\n /** Your 0xarchive API key */\r\n apiKey: string;\r\n /** Base URL for the API (defaults to https://api.0xarchive.io) */\r\n baseUrl?: string;\r\n /** Request timeout in milliseconds (defaults to 30000) */\r\n timeout?: number;\r\n}\r\n\r\n/**\r\n * Response metadata\r\n */\r\nexport interface ApiMeta {\r\n /** Number of records returned */\r\n count: number;\r\n /** Cursor for next page (if available) */\r\n next_cursor?: string;\r\n /** Unique request ID for debugging */\r\n request_id: string;\r\n}\r\n\r\n/**\r\n * Standard API response wrapper\r\n */\r\nexport interface ApiResponse<T> {\r\n success: boolean;\r\n data: T;\r\n meta: ApiMeta;\r\n}\r\n\r\n/**\r\n * Pagination parameters for list endpoints\r\n */\r\nexport interface PaginationParams {\r\n /** Maximum number of results to return */\r\n limit?: number;\r\n /** Number of results to skip */\r\n offset?: number;\r\n}\r\n\r\n/**\r\n * Time range parameters for historical queries\r\n */\r\nexport interface TimeRangeParams extends PaginationParams {\r\n /** Start timestamp (Unix ms or ISO string) */\r\n start?: number | string;\r\n /** End timestamp (Unix ms or ISO string) */\r\n end?: number | string;\r\n}\r\n\r\n// =============================================================================\r\n// Order Book Types\r\n// =============================================================================\r\n\r\n/**\r\n * A price level in the order book\r\n */\r\nexport interface PriceLevel {\r\n /** Price at this level */\r\n px: string;\r\n /** Total size at this price level */\r\n sz: string;\r\n /** Number of orders at this level */\r\n n: number;\r\n}\r\n\r\n/**\r\n * Order book snapshot\r\n */\r\nexport interface OrderBook {\r\n /** Trading pair symbol (e.g., BTC, ETH) */\r\n coin: string;\r\n /** Snapshot timestamp (UTC) */\r\n timestamp: string;\r\n /** Bid price levels (best bid first) */\r\n bids: PriceLevel[];\r\n /** Ask price levels (best ask first) */\r\n asks: PriceLevel[];\r\n /** Mid price (best bid + best ask) / 2 */\r\n mid_price?: string;\r\n /** Spread in absolute terms (best ask - best bid) */\r\n spread?: string;\r\n /** Spread in basis points */\r\n spread_bps?: string;\r\n}\r\n\r\nexport interface GetOrderBookParams {\r\n /** Timestamp to get order book at (Unix ms or ISO string) */\r\n timestamp?: number | string;\r\n /** Number of price levels to return per side */\r\n depth?: number;\r\n}\r\n\r\nexport interface OrderBookHistoryParams extends TimeRangeParams {\r\n /** Number of price levels to return per side */\r\n depth?: number;\r\n}\r\n\r\n// =============================================================================\r\n// Trade/Fill Types\r\n// =============================================================================\r\n\r\n/** Trade side: 'A' (ask/sell) or 'B' (bid/buy) */\r\nexport type TradeSide = 'A' | 'B';\r\n\r\n/** Position direction */\r\nexport type TradeDirection = 'Open Long' | 'Open Short' | 'Close Long' | 'Close Short';\r\n\r\n/** Data source */\r\nexport type DataSource = 's3' | 'ws' | 'api';\r\n\r\n/**\r\n * Trade/fill record with full execution details\r\n */\r\nexport interface Trade {\r\n /** Trading pair symbol */\r\n coin: string;\r\n /** Trade side: 'A' (ask/sell) or 'B' (bid/buy) */\r\n side: TradeSide;\r\n /** Execution price */\r\n price: string;\r\n /** Trade size */\r\n size: string;\r\n /** Execution timestamp (UTC) */\r\n timestamp: string;\r\n /** Blockchain transaction hash */\r\n tx_hash?: string;\r\n /** Unique trade ID */\r\n trade_id?: number;\r\n /** Associated order ID */\r\n order_id?: number;\r\n /** True if taker (crossed the spread), false if maker */\r\n crossed?: boolean;\r\n /** Trading fee amount */\r\n fee?: string;\r\n /** Fee denomination (e.g., USDC) */\r\n fee_token?: string;\r\n /** Realized PnL if closing a position */\r\n closed_pnl?: string;\r\n /** Position direction */\r\n direction?: TradeDirection;\r\n /** Position size before this trade */\r\n start_position?: string;\r\n /** Data source */\r\n source?: DataSource;\r\n /** User's wallet address */\r\n user_address?: string;\r\n}\r\n\r\nexport interface GetTradesParams extends TimeRangeParams {\r\n /** Filter by side */\r\n side?: TradeSide;\r\n}\r\n\r\n// =============================================================================\r\n// Instruments Types\r\n// =============================================================================\r\n\r\n/** Instrument type */\r\nexport type InstrumentType = 'perp' | 'spot';\r\n\r\n/**\r\n * Trading instrument metadata\r\n */\r\nexport interface Instrument {\r\n /** Instrument symbol (e.g., BTC) */\r\n name: string;\r\n /** Size decimal precision */\r\n sz_decimals: number;\r\n /** Maximum leverage allowed */\r\n max_leverage?: number;\r\n /** If true, only isolated margin mode is allowed */\r\n only_isolated?: boolean;\r\n /** Type of instrument */\r\n instrument_type?: InstrumentType;\r\n /** Whether the instrument is currently tradeable */\r\n is_active: boolean;\r\n}\r\n\r\n// =============================================================================\r\n// Funding Types\r\n// =============================================================================\r\n\r\n/**\r\n * Funding rate record\r\n */\r\nexport interface FundingRate {\r\n /** Trading pair symbol */\r\n coin: string;\r\n /** Funding timestamp (UTC) */\r\n timestamp: string;\r\n /** Funding rate as decimal (e.g., 0.0001 = 0.01%) */\r\n funding_rate: string;\r\n /** Premium component of funding rate */\r\n premium?: string;\r\n}\r\n\r\n// =============================================================================\r\n// Open Interest Types\r\n// =============================================================================\r\n\r\n/**\r\n * Open interest snapshot with market context\r\n */\r\nexport interface OpenInterest {\r\n /** Trading pair symbol */\r\n coin: string;\r\n /** Snapshot timestamp (UTC) */\r\n timestamp: string;\r\n /** Total open interest in contracts */\r\n open_interest: string;\r\n /** Mark price used for liquidations */\r\n mark_price?: string;\r\n /** Oracle price from external feed */\r\n oracle_price?: string;\r\n /** 24-hour notional volume */\r\n day_ntl_volume?: string;\r\n /** Price 24 hours ago */\r\n prev_day_price?: string;\r\n /** Current mid price */\r\n mid_price?: string;\r\n /** Impact bid price for liquidations */\r\n impact_bid_price?: string;\r\n /** Impact ask price for liquidations */\r\n impact_ask_price?: string;\r\n}\r\n\r\n// =============================================================================\r\n// WebSocket Types\r\n// =============================================================================\r\n\r\n/** WebSocket channel types. Note: ticker/all_tickers are real-time only. */\r\nexport type WsChannel = 'orderbook' | 'trades' | 'ticker' | 'all_tickers';\r\n\r\n/** Subscribe message from client */\r\nexport interface WsSubscribe {\r\n op: 'subscribe';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Unsubscribe message from client */\r\nexport interface WsUnsubscribe {\r\n op: 'unsubscribe';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Ping message from client */\r\nexport interface WsPing {\r\n op: 'ping';\r\n}\r\n\r\n/** Replay message from client - replays historical data with timing preserved */\r\nexport interface WsReplay {\r\n op: 'replay';\r\n channel: WsChannel;\r\n coin?: string;\r\n /** Start timestamp (Unix ms) */\r\n start: number;\r\n /** End timestamp (Unix ms, defaults to now) */\r\n end?: number;\r\n /** Playback speed multiplier (1 = real-time, 10 = 10x faster) */\r\n speed?: number;\r\n}\r\n\r\n/** Replay control messages */\r\nexport interface WsReplayPause { op: 'replay.pause'; }\r\nexport interface WsReplayResume { op: 'replay.resume'; }\r\nexport interface WsReplaySeek { op: 'replay.seek'; timestamp: number; }\r\nexport interface WsReplayStop { op: 'replay.stop'; }\r\n\r\n/** Stream message from client - bulk download historical data */\r\nexport interface WsStream {\r\n op: 'stream';\r\n channel: WsChannel;\r\n coin?: string;\r\n /** Start timestamp (Unix ms) */\r\n start: number;\r\n /** End timestamp (Unix ms) */\r\n end: number;\r\n /** Batch size (records per message) */\r\n batch_size?: number;\r\n}\r\n\r\n/** Stream control messages */\r\nexport interface WsStreamStop { op: 'stream.stop'; }\r\n\r\n/** Client message union type */\r\nexport type WsClientMessage =\r\n | WsSubscribe\r\n | WsUnsubscribe\r\n | WsPing\r\n | WsReplay\r\n | WsReplayPause\r\n | WsReplayResume\r\n | WsReplaySeek\r\n | WsReplayStop\r\n | WsStream\r\n | WsStreamStop;\r\n\r\n/** Subscription confirmed from server */\r\nexport interface WsSubscribed {\r\n type: 'subscribed';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Unsubscription confirmed from server */\r\nexport interface WsUnsubscribed {\r\n type: 'unsubscribed';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Pong response from server */\r\nexport interface WsPong {\r\n type: 'pong';\r\n}\r\n\r\n/** Error from server */\r\nexport interface WsError {\r\n type: 'error';\r\n message: string;\r\n}\r\n\r\n/** Data message from server (real-time) */\r\nexport interface WsData<T = unknown> {\r\n type: 'data';\r\n channel: WsChannel;\r\n coin: string;\r\n data: T;\r\n}\r\n\r\n/** Replay started response */\r\nexport interface WsReplayStarted {\r\n type: 'replay_started';\r\n channel: WsChannel;\r\n coin: string;\r\n /** Start timestamp in milliseconds */\r\n start: number;\r\n /** End timestamp in milliseconds */\r\n end: number;\r\n /** Playback speed multiplier */\r\n speed: number;\r\n}\r\n\r\n/** Replay paused response */\r\nexport interface WsReplayPaused {\r\n type: 'replay_paused';\r\n current_timestamp: number;\r\n}\r\n\r\n/** Replay resumed response */\r\nexport interface WsReplayResumed {\r\n type: 'replay_resumed';\r\n current_timestamp: number;\r\n}\r\n\r\n/** Replay completed response */\r\nexport interface WsReplayCompleted {\r\n type: 'replay_completed';\r\n channel: WsChannel;\r\n coin: string;\r\n snapshots_sent: number;\r\n}\r\n\r\n/** Replay stopped response */\r\nexport interface WsReplayStopped {\r\n type: 'replay_stopped';\r\n}\r\n\r\n/** Historical data point (replay mode) */\r\nexport interface WsHistoricalData<T = unknown> {\r\n type: 'historical_data';\r\n channel: WsChannel;\r\n coin: string;\r\n timestamp: number;\r\n data: T;\r\n}\r\n\r\n/** Stream started response */\r\nexport interface WsStreamStarted {\r\n type: 'stream_started';\r\n channel: WsChannel;\r\n coin: string;\r\n /** Start timestamp in milliseconds */\r\n start: number;\r\n /** End timestamp in milliseconds */\r\n end: number;\r\n}\r\n\r\n/** Stream progress response (sent periodically during streaming) */\r\nexport interface WsStreamProgress {\r\n type: 'stream_progress';\r\n snapshots_sent: number;\r\n}\r\n\r\n/** A record with timestamp for batched data */\r\nexport interface TimestampedRecord<T = unknown> {\r\n timestamp: number;\r\n data: T;\r\n}\r\n\r\n/** Batch of historical data (bulk streaming) */\r\nexport interface WsHistoricalBatch<T = unknown> {\r\n type: 'historical_batch';\r\n channel: WsChannel;\r\n coin: string;\r\n data: TimestampedRecord<T>[];\r\n}\r\n\r\n/** Stream completed response */\r\nexport interface WsStreamCompleted {\r\n type: 'stream_completed';\r\n channel: WsChannel;\r\n coin: string;\r\n snapshots_sent: number;\r\n}\r\n\r\n/** Stream stopped response */\r\nexport interface WsStreamStopped {\r\n type: 'stream_stopped';\r\n snapshots_sent: number;\r\n}\r\n\r\n/** Server message union type */\r\nexport type WsServerMessage =\r\n | WsSubscribed\r\n | WsUnsubscribed\r\n | WsPong\r\n | WsError\r\n | WsData\r\n | WsReplayStarted\r\n | WsReplayPaused\r\n | WsReplayResumed\r\n | WsReplayCompleted\r\n | WsReplayStopped\r\n | WsHistoricalData\r\n | WsStreamStarted\r\n | WsStreamProgress\r\n | WsHistoricalBatch\r\n | WsStreamCompleted\r\n | WsStreamStopped;\r\n\r\n/**\r\n * WebSocket connection options.\r\n *\r\n * The server sends WebSocket ping frames every 30 seconds and will disconnect\r\n * idle connections after 60 seconds. The SDK automatically handles keep-alive\r\n * by sending application-level pings at the configured interval.\r\n */\r\nexport interface WsOptions {\r\n /** API key for authentication */\r\n apiKey: string;\r\n /** WebSocket URL (defaults to wss://api.0xarchive.io/ws) */\r\n wsUrl?: string;\r\n /** Auto-reconnect on disconnect (defaults to true) */\r\n autoReconnect?: boolean;\r\n /** Reconnect delay in ms (defaults to 1000) */\r\n reconnectDelay?: number;\r\n /** Maximum reconnect attempts (defaults to 10) */\r\n maxReconnectAttempts?: number;\r\n /** Ping interval in ms to keep connection alive (defaults to 30000). Server disconnects after 60s idle. */\r\n pingInterval?: number;\r\n}\r\n\r\n/** WebSocket connection state */\r\nexport type WsConnectionState = 'connecting' | 'connected' | 'disconnected' | 'reconnecting';\r\n\r\n/** WebSocket event handlers */\r\nexport interface WsEventHandlers {\r\n onOpen?: () => void;\r\n onClose?: (code: number, reason: string) => void;\r\n onError?: (error: Error) => void;\r\n onMessage?: (message: WsServerMessage) => void;\r\n onStateChange?: (state: WsConnectionState) => void;\r\n}\r\n\r\n// =============================================================================\r\n// Error Types\r\n// =============================================================================\r\n\r\n/**\r\n * API error response\r\n */\r\nexport interface ApiError {\r\n code: number;\r\n error: string;\r\n}\r\n\r\n/**\r\n * SDK error class\r\n */\r\nexport class OxArchiveError extends Error {\r\n code: number;\r\n requestId?: string;\r\n\r\n constructor(message: string, code: number, requestId?: string) {\r\n super(message);\r\n this.name = 'OxArchiveError';\r\n this.code = code;\r\n this.requestId = requestId;\r\n }\r\n}\r\n\r\n/** Timestamp can be Unix ms (number), ISO string, or Date object */\r\nexport type Timestamp = number | string | Date;\r\n","import type { ApiResponse, ApiError } from './types';\r\nimport { OxArchiveError } from './types';\r\n\r\nexport interface HttpClientOptions {\r\n baseUrl: string;\r\n apiKey: string;\r\n timeout: number;\r\n}\r\n\r\n/**\r\n * Internal HTTP client for making API requests\r\n */\r\nexport class HttpClient {\r\n private baseUrl: string;\r\n private apiKey: string;\r\n private timeout: number;\r\n\r\n constructor(options: HttpClientOptions) {\r\n this.baseUrl = options.baseUrl.replace(/\\/$/, '');\r\n this.apiKey = options.apiKey;\r\n this.timeout = options.timeout;\r\n }\r\n\r\n /**\r\n * Make a GET request to the API\r\n */\r\n async get<T>(path: string, params?: Record<string, unknown>): Promise<T> {\r\n const url = new URL(`${this.baseUrl}${path}`);\r\n\r\n if (params) {\r\n for (const [key, value] of Object.entries(params)) {\r\n if (value !== undefined && value !== null) {\r\n url.searchParams.set(key, String(value));\r\n }\r\n }\r\n }\r\n\r\n const controller = new AbortController();\r\n const timeoutId = setTimeout(() => controller.abort(), this.timeout);\r\n\r\n try {\r\n const response = await fetch(url.toString(), {\r\n method: 'GET',\r\n headers: {\r\n 'X-API-Key': this.apiKey,\r\n 'Content-Type': 'application/json',\r\n },\r\n signal: controller.signal,\r\n });\r\n\r\n clearTimeout(timeoutId);\r\n\r\n const data = await response.json();\r\n\r\n if (!response.ok) {\r\n const error = data as ApiError;\r\n throw new OxArchiveError(\r\n error.error || `Request failed with status ${response.status}`,\r\n response.status,\r\n (data as ApiResponse<unknown>).meta?.request_id\r\n );\r\n }\r\n\r\n return data as T;\r\n } catch (error) {\r\n clearTimeout(timeoutId);\r\n\r\n if (error instanceof OxArchiveError) {\r\n throw error;\r\n }\r\n\r\n if (error instanceof Error && error.name === 'AbortError') {\r\n throw new OxArchiveError(`Request timeout after ${this.timeout}ms`, 408);\r\n }\r\n\r\n throw new OxArchiveError(\r\n error instanceof Error ? error.message : 'Unknown error',\r\n 500\r\n );\r\n }\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type {\r\n ApiResponse,\r\n OrderBook,\r\n GetOrderBookParams,\r\n OrderBookHistoryParams,\r\n} from '../types';\r\n\r\n/**\r\n * Order book API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get current order book\r\n * const orderbook = await client.orderbook.get('BTC');\r\n *\r\n * // Get order book at specific timestamp\r\n * const historical = await client.orderbook.get('ETH', {\r\n * timestamp: 1704067200000,\r\n * depth: 10\r\n * });\r\n *\r\n * // Get order book history\r\n * const history = await client.orderbook.history('BTC', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now(),\r\n * limit: 100\r\n * });\r\n * ```\r\n */\r\nexport class OrderBookResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get order book snapshot for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Optional parameters\r\n * @returns Order book snapshot\r\n */\r\n async get(coin: string, params?: GetOrderBookParams): Promise<OrderBook> {\r\n const response = await this.http.get<ApiResponse<OrderBook>>(\r\n `/v1/orderbook/${coin.toUpperCase()}`,\r\n params as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get historical order book snapshots\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters\r\n * @returns Array of order book snapshots\r\n */\r\n async history(\r\n coin: string,\r\n params?: OrderBookHistoryParams\r\n ): Promise<OrderBook[]> {\r\n const response = await this.http.get<ApiResponse<OrderBook[]>>(\r\n `/v1/orderbook/${coin.toUpperCase()}/history`,\r\n params as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, Trade, GetTradesParams } from '../types';\r\n\r\n/**\r\n * Trades API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get recent trades\r\n * const trades = await client.trades.recent('BTC');\r\n *\r\n * // Get trade history with time range\r\n * const history = await client.trades.list('ETH', {\r\n * start: Date.now() - 3600000,\r\n * end: Date.now(),\r\n * limit: 500\r\n * });\r\n * ```\r\n */\r\nexport class TradesResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get trade history for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters\r\n * @returns Array of trades\r\n */\r\n async list(coin: string, params?: GetTradesParams): Promise<Trade[]> {\r\n const response = await this.http.get<ApiResponse<Trade[]>>(\r\n `/v1/trades/${coin.toUpperCase()}`,\r\n params as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get most recent trades for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param limit - Number of trades to return (default: 100)\r\n * @returns Array of recent trades\r\n */\r\n async recent(coin: string, limit?: number): Promise<Trade[]> {\r\n const response = await this.http.get<ApiResponse<Trade[]>>(\r\n `/v1/trades/${coin.toUpperCase()}/recent`,\r\n { limit }\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, Instrument } from '../types';\r\n\r\n/**\r\n * Instruments API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // List all instruments\r\n * const instruments = await client.instruments.list();\r\n *\r\n * // Get specific instrument\r\n * const btc = await client.instruments.get('BTC');\r\n * ```\r\n */\r\nexport class InstrumentsResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * List all available trading instruments\r\n *\r\n * @returns Array of instruments\r\n */\r\n async list(): Promise<Instrument[]> {\r\n const response = await this.http.get<ApiResponse<Instrument[]>>(\r\n '/v1/instruments'\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get a specific instrument by coin symbol\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @returns Instrument details\r\n */\r\n async get(coin: string): Promise<Instrument> {\r\n const response = await this.http.get<ApiResponse<Instrument>>(\r\n `/v1/instruments/${coin.toUpperCase()}`\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, FundingRate, TimeRangeParams } from '../types';\r\n\r\n/**\r\n * Funding rates API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get current funding rate\r\n * const current = await client.funding.current('BTC');\r\n *\r\n * // Get funding rate history\r\n * const history = await client.funding.history('ETH', {\r\n * start: Date.now() - 86400000 * 7,\r\n * end: Date.now()\r\n * });\r\n * ```\r\n */\r\nexport class FundingResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get funding rate history for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters\r\n * @returns Array of funding rate records\r\n */\r\n async history(coin: string, params?: TimeRangeParams): Promise<FundingRate[]> {\r\n const response = await this.http.get<ApiResponse<FundingRate[]>>(\r\n `/v1/funding/${coin.toUpperCase()}`,\r\n params as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get current funding rate for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @returns Current funding rate\r\n */\r\n async current(coin: string): Promise<FundingRate> {\r\n const response = await this.http.get<ApiResponse<FundingRate>>(\r\n `/v1/funding/${coin.toUpperCase()}/current`\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, OpenInterest, TimeRangeParams } from '../types';\r\n\r\n/**\r\n * Open interest API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get current open interest\r\n * const current = await client.openInterest.current('BTC');\r\n *\r\n * // Get open interest history\r\n * const history = await client.openInterest.history('ETH', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now(),\r\n * limit: 100\r\n * });\r\n * ```\r\n */\r\nexport class OpenInterestResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get open interest history for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters\r\n * @returns Array of open interest records\r\n */\r\n async history(coin: string, params?: TimeRangeParams): Promise<OpenInterest[]> {\r\n const response = await this.http.get<ApiResponse<OpenInterest[]>>(\r\n `/v1/openinterest/${coin.toUpperCase()}`,\r\n params as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get current open interest for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @returns Current open interest\r\n */\r\n async current(coin: string): Promise<OpenInterest> {\r\n const response = await this.http.get<ApiResponse<OpenInterest>>(\r\n `/v1/openinterest/${coin.toUpperCase()}/current`\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { ClientOptions } from './types';\r\nimport { HttpClient } from './http';\r\nimport {\r\n OrderBookResource,\r\n TradesResource,\r\n InstrumentsResource,\r\n FundingResource,\r\n OpenInterestResource,\r\n} from './resources';\r\n\r\nconst DEFAULT_BASE_URL = 'https://api.0xarchive.io';\r\nconst DEFAULT_TIMEOUT = 30000;\r\n\r\n/**\r\n * 0xarchive API client\r\n *\r\n * @example\r\n * ```typescript\r\n * import { OxArchive } from '@0xarchive/sdk';\r\n *\r\n * const client = new OxArchive({ apiKey: 'ox_your_api_key' });\r\n *\r\n * // Get current order book\r\n * const orderbook = await client.orderbook.get('BTC');\r\n * console.log(`BTC mid price: ${orderbook.mid_price}`);\r\n *\r\n * // Get historical data\r\n * const history = await client.orderbook.history('ETH', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now(),\r\n * limit: 100\r\n * });\r\n *\r\n * // List all instruments\r\n * const instruments = await client.instruments.list();\r\n * ```\r\n */\r\nexport class OxArchive {\r\n private http: HttpClient;\r\n\r\n /**\r\n * Order book data (L2 snapshots from April 2023)\r\n */\r\n public readonly orderbook: OrderBookResource;\r\n\r\n /**\r\n * Trade/fill history\r\n */\r\n public readonly trades: TradesResource;\r\n\r\n /**\r\n * Trading instruments metadata\r\n */\r\n public readonly instruments: InstrumentsResource;\r\n\r\n /**\r\n * Funding rates\r\n */\r\n public readonly funding: FundingResource;\r\n\r\n /**\r\n * Open interest\r\n */\r\n public readonly openInterest: OpenInterestResource;\r\n\r\n /**\r\n * Create a new 0xarchive client\r\n *\r\n * @param options - Client configuration options\r\n */\r\n constructor(options: ClientOptions) {\r\n if (!options.apiKey) {\r\n throw new Error('API key is required. Get one at https://0xarchive.io/signup');\r\n }\r\n\r\n this.http = new HttpClient({\r\n baseUrl: options.baseUrl ?? DEFAULT_BASE_URL,\r\n apiKey: options.apiKey,\r\n timeout: options.timeout ?? DEFAULT_TIMEOUT,\r\n });\r\n\r\n // Initialize resource namespaces\r\n this.orderbook = new OrderBookResource(this.http);\r\n this.trades = new TradesResource(this.http);\r\n this.instruments = new InstrumentsResource(this.http);\r\n this.funding = new FundingResource(this.http);\r\n this.openInterest = new OpenInterestResource(this.http);\r\n }\r\n}\r\n","/**\r\n * WebSocket client for 0xarchive real-time streaming, replay, and bulk download\r\n *\r\n * @example Real-time streaming\r\n * ```typescript\r\n * const ws = new OxArchiveWs({ apiKey: 'ox_...' });\r\n * ws.connect({\r\n * onMessage: (msg) => console.log(msg)\r\n * });\r\n * ws.subscribeOrderbook('BTC');\r\n * ```\r\n *\r\n * @example Historical replay (like Tardis.dev)\r\n * ```typescript\r\n * const ws = new OxArchiveWs({ apiKey: 'ox_...' });\r\n * ws.connect();\r\n * ws.onHistoricalData((coin, timestamp, data) => {\r\n * console.log(`${new Date(timestamp)}: ${data.mid_price}`);\r\n * });\r\n * ws.replay('orderbook', 'BTC', {\r\n * start: Date.now() - 86400000,\r\n * speed: 10 // 10x speed\r\n * });\r\n * ```\r\n *\r\n * @example Bulk streaming (like Databento)\r\n * ```typescript\r\n * const ws = new OxArchiveWs({ apiKey: 'ox_...' });\r\n * ws.connect();\r\n * const batches: OrderBook[] = [];\r\n * ws.onBatch((coin, records) => {\r\n * batches.push(...records.map(r => r.data));\r\n * });\r\n * ws.onStreamComplete((channel, coin, count) => {\r\n * console.log(`Downloaded ${count} records`);\r\n * });\r\n * ws.stream('orderbook', 'ETH', {\r\n * start: Date.now() - 3600000,\r\n * end: Date.now(),\r\n * batchSize: 1000\r\n * });\r\n * ```\r\n */\r\n\r\nimport type {\r\n WsOptions,\r\n WsChannel,\r\n WsClientMessage,\r\n WsServerMessage,\r\n WsConnectionState,\r\n WsEventHandlers,\r\n OrderBook,\r\n Trade,\r\n WsHistoricalData,\r\n WsHistoricalBatch,\r\n WsReplayStarted,\r\n WsReplayCompleted,\r\n WsStreamStarted,\r\n WsStreamCompleted,\r\n WsStreamProgress,\r\n} from './types';\r\n\r\nconst DEFAULT_WS_URL = 'wss://api.0xarchive.io/ws';\r\nconst DEFAULT_PING_INTERVAL = 30000; // 30 seconds\r\nconst DEFAULT_RECONNECT_DELAY = 1000;\r\nconst DEFAULT_MAX_RECONNECT_ATTEMPTS = 10;\r\n\r\n// Server idle timeout is 60 seconds. The SDK sends pings every 30 seconds\r\n// to keep the connection alive. Browser WebSocket API automatically responds\r\n// to WebSocket protocol-level ping frames from the server.\r\n\r\n/**\r\n * WebSocket client for real-time data streaming.\r\n *\r\n * **Keep-Alive:** The server sends WebSocket ping frames every 30 seconds\r\n * and will disconnect idle connections after 60 seconds. This SDK automatically\r\n * handles keep-alive by sending application-level pings at the configured interval\r\n * (default: 30 seconds). The browser WebSocket API automatically responds to\r\n * server ping frames.\r\n */\r\nexport class OxArchiveWs {\r\n private ws: WebSocket | null = null;\r\n private options: Required<WsOptions>;\r\n private handlers: WsEventHandlers = {};\r\n private subscriptions: Set<string> = new Set();\r\n private state: WsConnectionState = 'disconnected';\r\n private reconnectAttempts = 0;\r\n private pingTimer: ReturnType<typeof setInterval> | null = null;\r\n private reconnectTimer: ReturnType<typeof setTimeout> | null = null;\r\n\r\n constructor(options: WsOptions) {\r\n this.options = {\r\n apiKey: options.apiKey,\r\n wsUrl: options.wsUrl ?? DEFAULT_WS_URL,\r\n autoReconnect: options.autoReconnect ?? true,\r\n reconnectDelay: options.reconnectDelay ?? DEFAULT_RECONNECT_DELAY,\r\n maxReconnectAttempts: options.maxReconnectAttempts ?? DEFAULT_MAX_RECONNECT_ATTEMPTS,\r\n pingInterval: options.pingInterval ?? DEFAULT_PING_INTERVAL,\r\n };\r\n }\r\n\r\n /**\r\n * Connect to the WebSocket server\r\n */\r\n connect(handlers?: WsEventHandlers): void {\r\n if (handlers) {\r\n this.handlers = handlers;\r\n }\r\n\r\n this.setState('connecting');\r\n\r\n const url = `${this.options.wsUrl}?apiKey=${encodeURIComponent(this.options.apiKey)}`;\r\n this.ws = new WebSocket(url);\r\n\r\n this.ws.onopen = () => {\r\n this.reconnectAttempts = 0;\r\n this.setState('connected');\r\n this.startPing();\r\n this.resubscribe();\r\n this.handlers.onOpen?.();\r\n };\r\n\r\n this.ws.onclose = (event) => {\r\n this.stopPing();\r\n this.handlers.onClose?.(event.code, event.reason);\r\n\r\n if (this.options.autoReconnect && this.state !== 'disconnected') {\r\n this.scheduleReconnect();\r\n } else {\r\n this.setState('disconnected');\r\n }\r\n };\r\n\r\n this.ws.onerror = () => {\r\n const error = new Error('WebSocket connection error');\r\n this.handlers.onError?.(error);\r\n };\r\n\r\n this.ws.onmessage = (event) => {\r\n try {\r\n const message = JSON.parse(event.data) as WsServerMessage;\r\n this.handlers.onMessage?.(message);\r\n } catch {\r\n // Ignore parse errors for malformed messages\r\n }\r\n };\r\n }\r\n\r\n /**\r\n * Disconnect from the WebSocket server\r\n */\r\n disconnect(): void {\r\n this.setState('disconnected');\r\n this.stopPing();\r\n this.clearReconnectTimer();\r\n\r\n if (this.ws) {\r\n this.ws.close(1000, 'Client disconnect');\r\n this.ws = null;\r\n }\r\n }\r\n\r\n /**\r\n * Subscribe to a channel\r\n */\r\n subscribe(channel: WsChannel, coin?: string): void {\r\n const key = this.subscriptionKey(channel, coin);\r\n this.subscriptions.add(key);\r\n\r\n if (this.isConnected()) {\r\n this.send({ op: 'subscribe', channel, coin });\r\n }\r\n }\r\n\r\n /**\r\n * Subscribe to order book updates for a coin\r\n */\r\n subscribeOrderbook(coin: string): void {\r\n this.subscribe('orderbook', coin);\r\n }\r\n\r\n /**\r\n * Subscribe to trades for a coin\r\n */\r\n subscribeTrades(coin: string): void {\r\n this.subscribe('trades', coin);\r\n }\r\n\r\n /**\r\n * Subscribe to ticker updates for a coin\r\n */\r\n subscribeTicker(coin: string): void {\r\n this.subscribe('ticker', coin);\r\n }\r\n\r\n /**\r\n * Subscribe to all tickers\r\n */\r\n subscribeAllTickers(): void {\r\n this.subscribe('all_tickers');\r\n }\r\n\r\n /**\r\n * Unsubscribe from a channel\r\n */\r\n unsubscribe(channel: WsChannel, coin?: string): void {\r\n const key = this.subscriptionKey(channel, coin);\r\n this.subscriptions.delete(key);\r\n\r\n if (this.isConnected()) {\r\n this.send({ op: 'unsubscribe', channel, coin });\r\n }\r\n }\r\n\r\n /**\r\n * Unsubscribe from order book updates for a coin\r\n */\r\n unsubscribeOrderbook(coin: string): void {\r\n this.unsubscribe('orderbook', coin);\r\n }\r\n\r\n /**\r\n * Unsubscribe from trades for a coin\r\n */\r\n unsubscribeTrades(coin: string): void {\r\n this.unsubscribe('trades', coin);\r\n }\r\n\r\n /**\r\n * Unsubscribe from ticker updates for a coin\r\n */\r\n unsubscribeTicker(coin: string): void {\r\n this.unsubscribe('ticker', coin);\r\n }\r\n\r\n /**\r\n * Unsubscribe from all tickers\r\n */\r\n unsubscribeAllTickers(): void {\r\n this.unsubscribe('all_tickers');\r\n }\r\n\r\n // ==========================================================================\r\n // Historical Replay (Option B) - Like Tardis.dev\r\n // ==========================================================================\r\n\r\n /**\r\n * Start historical replay with timing preserved\r\n *\r\n * @param channel - Data channel to replay\r\n * @param coin - Trading pair (e.g., 'BTC', 'ETH')\r\n * @param options - Replay options\r\n *\r\n * @example\r\n * ```typescript\r\n * ws.replay('orderbook', 'BTC', {\r\n * start: Date.now() - 86400000, // 24 hours ago\r\n * speed: 10 // 10x faster than real-time\r\n * });\r\n * ```\r\n */\r\n replay(\r\n channel: WsChannel,\r\n coin: string,\r\n options: {\r\n start: number;\r\n end?: number;\r\n speed?: number;\r\n }\r\n ): void {\r\n this.send({\r\n op: 'replay',\r\n channel,\r\n coin,\r\n start: options.start,\r\n end: options.end,\r\n speed: options.speed ?? 1,\r\n });\r\n }\r\n\r\n /**\r\n * Pause the current replay\r\n */\r\n replayPause(): void {\r\n this.send({ op: 'replay.pause' });\r\n }\r\n\r\n /**\r\n * Resume a paused replay\r\n */\r\n replayResume(): void {\r\n this.send({ op: 'replay.resume' });\r\n }\r\n\r\n /**\r\n * Seek to a specific timestamp in the replay\r\n * @param timestamp - Unix timestamp in milliseconds\r\n */\r\n replaySeek(timestamp: number): void {\r\n this.send({ op: 'replay.seek', timestamp });\r\n }\r\n\r\n /**\r\n * Stop the current replay\r\n */\r\n replayStop(): void {\r\n this.send({ op: 'replay.stop' });\r\n }\r\n\r\n // ==========================================================================\r\n // Bulk Streaming (Option D) - Like Databento\r\n // ==========================================================================\r\n\r\n /**\r\n * Start bulk streaming for fast data download\r\n *\r\n * @param channel - Data channel to stream\r\n * @param coin - Trading pair (e.g., 'BTC', 'ETH')\r\n * @param options - Stream options\r\n *\r\n * @example\r\n * ```typescript\r\n * ws.stream('orderbook', 'ETH', {\r\n * start: Date.now() - 3600000, // 1 hour ago\r\n * end: Date.now(),\r\n * batchSize: 1000\r\n * });\r\n * ```\r\n */\r\n stream(\r\n channel: WsChannel,\r\n coin: string,\r\n options: {\r\n start: number;\r\n end: number;\r\n batchSize?: number;\r\n }\r\n ): void {\r\n this.send({\r\n op: 'stream',\r\n channel,\r\n coin,\r\n start: options.start,\r\n end: options.end,\r\n batch_size: options.batchSize ?? 1000,\r\n });\r\n }\r\n\r\n /**\r\n * Stop the current bulk stream\r\n */\r\n streamStop(): void {\r\n this.send({ op: 'stream.stop' });\r\n }\r\n\r\n // ==========================================================================\r\n // Event Handlers for Replay/Stream\r\n // ==========================================================================\r\n\r\n /**\r\n * Handle historical data points (replay mode)\r\n */\r\n onHistoricalData<T = unknown>(\r\n handler: (coin: string, timestamp: number, data: T) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'historical_data') {\r\n const msg = message as WsHistoricalData<T>;\r\n handler(msg.coin, msg.timestamp, msg.data);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Handle batched data (bulk stream mode)\r\n */\r\n onBatch<T = unknown>(\r\n handler: (coin: string, records: Array<{ timestamp: number; data: T }>) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'historical_batch') {\r\n const msg = message as WsHistoricalBatch<T>;\r\n handler(msg.coin, msg.data as Array<{ timestamp: number; data: T }>);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Handle replay started event\r\n */\r\n onReplayStart(\r\n handler: (channel: WsChannel, coin: string, start: number, end: number, speed: number) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'replay_started') {\r\n const msg = message as WsReplayStarted;\r\n handler(msg.channel, msg.coin, msg.start, msg.end, msg.speed);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Handle replay completed event\r\n */\r\n onReplayComplete(\r\n handler: (channel: WsChannel, coin: string, snapshotsSent: number) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'replay_completed') {\r\n const msg = message as WsReplayCompleted;\r\n handler(msg.channel, msg.coin, msg.snapshots_sent);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Handle stream started event\r\n */\r\n onStreamStart(\r\n handler: (channel: WsChannel, coin: string, start: number, end: number) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'stream_started') {\r\n const msg = message as WsStreamStarted;\r\n handler(msg.channel, msg.coin, msg.start, msg.end);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Handle stream progress event\r\n */\r\n onStreamProgress(\r\n handler: (snapshotsSent: number) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'stream_progress') {\r\n const msg = message as WsStreamProgress;\r\n handler(msg.snapshots_sent);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Handle stream completed event\r\n */\r\n onStreamComplete(\r\n handler: (channel: WsChannel, coin: string, snapshotsSent: number) => void\r\n ): void {\r\n const originalHandler = this.handlers.onMessage;\r\n this.handlers.onMessage = (message) => {\r\n if (message.type === 'stream_completed') {\r\n const msg = message as WsStreamCompleted;\r\n handler(msg.channel, msg.coin, msg.snapshots_sent);\r\n }\r\n originalHandler?.(message);\r\n };\r\n }\r\n\r\n /**\r\n * Get current connection state\r\n */\r\n getState(): WsConnectionState {\r\n return this.state;\r\n }\r\n\r\n /**\r\n * Check if connected\r\n */\r\n isConnected(): boolean {\r\n return this.ws?.readyState === WebSocket.OPEN;\r\n }\r\n\r\n /**\r\n * Set event handlers after construction\r\n */\r\n on<K extends keyof WsEventHandlers>(event: K, handler: WsEventHandlers[K]): void {\r\n this.handlers[event] = handler;\r\n }\r\n\r\n /**\r\n * Helper to handle typed orderbook data\r\n */\r\n onOrderbook(handler: (coin: string, data: OrderBook) => void): void {\r\n const originalHandler = 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+ {"version":3,"sources":["../src/index.ts","../src/types.ts","../src/http.ts","../src/resources/orderbook.ts","../src/resources/trades.ts","../src/resources/instruments.ts","../src/resources/funding.ts","../src/resources/openinterest.ts","../src/client.ts","../src/websocket.ts"],"sourcesContent":["/**\r\n * @0xarchive/sdk - Official TypeScript SDK for 0xarchive\r\n *\r\n * @example\r\n * ```typescript\r\n * import { OxArchive } from '@0xarchive/sdk';\r\n *\r\n * const client = new OxArchive({ apiKey: 'ox_your_api_key' });\r\n *\r\n * // Get current order book\r\n * const orderbook = await client.orderbook.get('BTC');\r\n *\r\n * // Get historical snapshots\r\n * const history = await client.orderbook.history('ETH', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now()\r\n * });\r\n * ```\r\n *\r\n * @packageDocumentation\r\n */\r\n\r\n// Main client\r\nexport { OxArchive } from './client';\r\n\r\n// WebSocket client\r\nexport { OxArchiveWs } from './websocket';\r\n\r\n// Types\r\nexport type {\r\n ClientOptions,\r\n ApiMeta,\r\n ApiResponse,\r\n PaginationParams,\r\n TimeRangeParams,\r\n Timestamp,\r\n // Order Book\r\n PriceLevel,\r\n OrderBook,\r\n GetOrderBookParams,\r\n OrderBookHistoryParams,\r\n // Trades\r\n Trade,\r\n GetTradesParams,\r\n TradeSide,\r\n TradeDirection,\r\n DataSource,\r\n // Instruments\r\n Instrument,\r\n InstrumentType,\r\n // Funding\r\n FundingRate,\r\n // Open Interest\r\n OpenInterest,\r\n // WebSocket\r\n WsChannel,\r\n WsOptions,\r\n WsClientMessage,\r\n WsServerMessage,\r\n WsConnectionState,\r\n WsEventHandlers,\r\n WsSubscribe,\r\n WsUnsubscribe,\r\n WsPing,\r\n WsSubscribed,\r\n WsUnsubscribed,\r\n WsPong,\r\n WsError,\r\n WsData,\r\n // WebSocket Replay (Option B)\r\n WsReplay,\r\n WsReplayPause,\r\n WsReplayResume,\r\n WsReplaySeek,\r\n WsReplayStop,\r\n WsReplayStarted,\r\n WsReplayPaused,\r\n WsReplayResumed,\r\n WsReplayCompleted,\r\n WsReplayStopped,\r\n WsHistoricalData,\r\n // WebSocket Bulk Stream (Option D)\r\n WsStream,\r\n WsStreamStop,\r\n WsStreamStarted,\r\n WsStreamProgress,\r\n TimestampedRecord,\r\n WsHistoricalBatch,\r\n WsStreamCompleted,\r\n WsStreamStopped,\r\n // Errors\r\n ApiError,\r\n} from './types';\r\n\r\nexport { OxArchiveError } from './types';\r\n\r\n// Default export for convenience\r\nexport { OxArchive as default } from './client';\r\n","/**\r\n * Configuration options for the 0xarchive client\r\n */\r\nexport interface ClientOptions {\r\n /** Your 0xarchive API key */\r\n apiKey: string;\r\n /** Base URL for the API (defaults to https://api.0xarchive.io) */\r\n baseUrl?: string;\r\n /** Request timeout in milliseconds (defaults to 30000) */\r\n timeout?: number;\r\n}\r\n\r\n/**\r\n * Response metadata\r\n */\r\nexport interface ApiMeta {\r\n /** Number of records returned */\r\n count: number;\r\n /** Cursor for next page (if available) */\r\n next_cursor?: string;\r\n /** Unique request ID for debugging */\r\n request_id: string;\r\n}\r\n\r\n/**\r\n * Standard API response wrapper\r\n */\r\nexport interface ApiResponse<T> {\r\n success: boolean;\r\n data: T;\r\n meta: ApiMeta;\r\n}\r\n\r\n/**\r\n * Pagination parameters for list endpoints\r\n */\r\nexport interface PaginationParams {\r\n /** Maximum number of results to return */\r\n limit?: number;\r\n /** Number of results to skip */\r\n offset?: number;\r\n}\r\n\r\n/**\r\n * Time range parameters for historical queries\r\n */\r\nexport interface TimeRangeParams extends PaginationParams {\r\n /** Start timestamp (Unix ms or ISO string) - REQUIRED for history endpoints */\r\n start: number | string;\r\n /** End timestamp (Unix ms or ISO string) - REQUIRED for history endpoints */\r\n end: number | string;\r\n}\r\n\r\n// =============================================================================\r\n// Order Book Types\r\n// =============================================================================\r\n\r\n/**\r\n * A price level in the order book\r\n */\r\nexport interface PriceLevel {\r\n /** Price at this level */\r\n px: string;\r\n /** Total size at this price level */\r\n sz: string;\r\n /** Number of orders at this level */\r\n n: number;\r\n}\r\n\r\n/**\r\n * Order book snapshot\r\n */\r\nexport interface OrderBook {\r\n /** Trading pair symbol (e.g., BTC, ETH) */\r\n coin: string;\r\n /** Snapshot timestamp (UTC) */\r\n timestamp: string;\r\n /** Bid price levels (best bid first) */\r\n bids: PriceLevel[];\r\n /** Ask price levels (best ask first) */\r\n asks: PriceLevel[];\r\n /** Mid price (best bid + best ask) / 2 */\r\n mid_price?: string;\r\n /** Spread in absolute terms (best ask - best bid) */\r\n spread?: string;\r\n /** Spread in basis points */\r\n spread_bps?: string;\r\n}\r\n\r\nexport interface GetOrderBookParams {\r\n /** Timestamp to get order book at (Unix ms or ISO string) */\r\n timestamp?: number | string;\r\n /** Number of price levels to return per side */\r\n depth?: number;\r\n}\r\n\r\nexport interface OrderBookHistoryParams extends TimeRangeParams {\r\n /** Number of price levels to return per side */\r\n depth?: number;\r\n}\r\n\r\n// =============================================================================\r\n// Trade/Fill Types\r\n// =============================================================================\r\n\r\n/** Trade side: 'A' (ask/sell) or 'B' (bid/buy) */\r\nexport type TradeSide = 'A' | 'B';\r\n\r\n/** Position direction */\r\nexport type TradeDirection = 'Open Long' | 'Open Short' | 'Close Long' | 'Close Short';\r\n\r\n/** Data source */\r\nexport type DataSource = 's3' | 'ws' | 'api';\r\n\r\n/**\r\n * Trade/fill record with full execution details\r\n */\r\nexport interface Trade {\r\n /** Trading pair symbol */\r\n coin: string;\r\n /** Trade side: 'A' (ask/sell) or 'B' (bid/buy) */\r\n side: TradeSide;\r\n /** Execution price */\r\n price: string;\r\n /** Trade size */\r\n size: string;\r\n /** Execution timestamp (UTC) */\r\n timestamp: string;\r\n /** Blockchain transaction hash */\r\n tx_hash?: string;\r\n /** Unique trade ID */\r\n trade_id?: number;\r\n /** Associated order ID */\r\n order_id?: number;\r\n /** True if taker (crossed the spread), false if maker */\r\n crossed?: boolean;\r\n /** Trading fee amount */\r\n fee?: string;\r\n /** Fee denomination (e.g., USDC) */\r\n fee_token?: string;\r\n /** Realized PnL if closing a position */\r\n closed_pnl?: string;\r\n /** Position direction */\r\n direction?: TradeDirection;\r\n /** Position size before this trade */\r\n start_position?: string;\r\n /** Data source */\r\n source?: DataSource;\r\n /** User's wallet address */\r\n user_address?: string;\r\n}\r\n\r\nexport interface GetTradesParams extends TimeRangeParams {\r\n /** Filter by side */\r\n side?: TradeSide;\r\n}\r\n\r\n// =============================================================================\r\n// Instruments Types\r\n// =============================================================================\r\n\r\n/** Instrument type */\r\nexport type InstrumentType = 'perp' | 'spot';\r\n\r\n/**\r\n * Trading instrument metadata\r\n */\r\nexport interface Instrument {\r\n /** Instrument symbol (e.g., BTC) */\r\n name: string;\r\n /** Size decimal precision */\r\n szDecimals: number;\r\n /** Maximum leverage allowed */\r\n maxLeverage?: number;\r\n /** If true, only isolated margin mode is allowed */\r\n onlyIsolated?: boolean;\r\n /** Type of instrument */\r\n instrumentType?: InstrumentType;\r\n /** Whether the instrument is currently tradeable */\r\n isActive: boolean;\r\n}\r\n\r\n// =============================================================================\r\n// Funding Types\r\n// =============================================================================\r\n\r\n/**\r\n * Funding rate record\r\n */\r\nexport interface FundingRate {\r\n /** Trading pair symbol */\r\n coin: string;\r\n /** Funding timestamp (UTC) */\r\n timestamp: string;\r\n /** Funding rate as decimal (e.g., 0.0001 = 0.01%) */\r\n funding_rate: string;\r\n /** Premium component of funding rate */\r\n premium?: string;\r\n}\r\n\r\n// =============================================================================\r\n// Open Interest Types\r\n// =============================================================================\r\n\r\n/**\r\n * Open interest snapshot with market context\r\n */\r\nexport interface OpenInterest {\r\n /** Trading pair symbol */\r\n coin: string;\r\n /** Snapshot timestamp (UTC) */\r\n timestamp: string;\r\n /** Total open interest in contracts */\r\n open_interest: string;\r\n /** Mark price used for liquidations */\r\n mark_price?: string;\r\n /** Oracle price from external feed */\r\n oracle_price?: string;\r\n /** 24-hour notional volume */\r\n day_ntl_volume?: string;\r\n /** Price 24 hours ago */\r\n prev_day_price?: string;\r\n /** Current mid price */\r\n mid_price?: string;\r\n /** Impact bid price for liquidations */\r\n impact_bid_price?: string;\r\n /** Impact ask price for liquidations */\r\n impact_ask_price?: string;\r\n}\r\n\r\n// =============================================================================\r\n// WebSocket Types\r\n// =============================================================================\r\n\r\n/** WebSocket channel types. Note: ticker/all_tickers are real-time only. */\r\nexport type WsChannel = 'orderbook' | 'trades' | 'ticker' | 'all_tickers';\r\n\r\n/** Subscribe message from client */\r\nexport interface WsSubscribe {\r\n op: 'subscribe';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Unsubscribe message from client */\r\nexport interface WsUnsubscribe {\r\n op: 'unsubscribe';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Ping message from client */\r\nexport interface WsPing {\r\n op: 'ping';\r\n}\r\n\r\n/** Replay message from client - replays historical data with timing preserved */\r\nexport interface WsReplay {\r\n op: 'replay';\r\n channel: WsChannel;\r\n coin?: string;\r\n /** Start timestamp (Unix ms) */\r\n start: number;\r\n /** End timestamp (Unix ms, defaults to now) */\r\n end?: number;\r\n /** Playback speed multiplier (1 = real-time, 10 = 10x faster) */\r\n speed?: number;\r\n}\r\n\r\n/** Replay control messages */\r\nexport interface WsReplayPause { op: 'replay.pause'; }\r\nexport interface WsReplayResume { op: 'replay.resume'; }\r\nexport interface WsReplaySeek { op: 'replay.seek'; timestamp: number; }\r\nexport interface WsReplayStop { op: 'replay.stop'; }\r\n\r\n/** Stream message from client - bulk download historical data */\r\nexport interface WsStream {\r\n op: 'stream';\r\n channel: WsChannel;\r\n coin?: string;\r\n /** Start timestamp (Unix ms) */\r\n start: number;\r\n /** End timestamp (Unix ms) */\r\n end: number;\r\n /** Batch size (records per message) */\r\n batch_size?: number;\r\n}\r\n\r\n/** Stream control messages */\r\nexport interface WsStreamStop { op: 'stream.stop'; }\r\n\r\n/** Client message union type */\r\nexport type WsClientMessage =\r\n | WsSubscribe\r\n | WsUnsubscribe\r\n | WsPing\r\n | WsReplay\r\n | WsReplayPause\r\n | WsReplayResume\r\n | WsReplaySeek\r\n | WsReplayStop\r\n | WsStream\r\n | WsStreamStop;\r\n\r\n/** Subscription confirmed from server */\r\nexport interface WsSubscribed {\r\n type: 'subscribed';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Unsubscription confirmed from server */\r\nexport interface WsUnsubscribed {\r\n type: 'unsubscribed';\r\n channel: WsChannel;\r\n coin?: string;\r\n}\r\n\r\n/** Pong response from server */\r\nexport interface WsPong {\r\n type: 'pong';\r\n}\r\n\r\n/** Error from server */\r\nexport interface WsError {\r\n type: 'error';\r\n message: string;\r\n}\r\n\r\n/** Data message from server (real-time) */\r\nexport interface WsData<T = unknown> {\r\n type: 'data';\r\n channel: WsChannel;\r\n coin: string;\r\n data: T;\r\n}\r\n\r\n/** Replay started response */\r\nexport interface WsReplayStarted {\r\n type: 'replay_started';\r\n channel: WsChannel;\r\n coin: string;\r\n /** Start timestamp in milliseconds */\r\n start: number;\r\n /** End timestamp in milliseconds */\r\n end: number;\r\n /** Playback speed multiplier */\r\n speed: number;\r\n}\r\n\r\n/** Replay paused response */\r\nexport interface WsReplayPaused {\r\n type: 'replay_paused';\r\n current_timestamp: number;\r\n}\r\n\r\n/** Replay resumed response */\r\nexport interface WsReplayResumed {\r\n type: 'replay_resumed';\r\n current_timestamp: number;\r\n}\r\n\r\n/** Replay completed response */\r\nexport interface WsReplayCompleted {\r\n type: 'replay_completed';\r\n channel: WsChannel;\r\n coin: string;\r\n snapshots_sent: number;\r\n}\r\n\r\n/** Replay stopped response */\r\nexport interface WsReplayStopped {\r\n type: 'replay_stopped';\r\n}\r\n\r\n/** Historical data point (replay mode) */\r\nexport interface WsHistoricalData<T = unknown> {\r\n type: 'historical_data';\r\n channel: WsChannel;\r\n coin: string;\r\n timestamp: number;\r\n data: T;\r\n}\r\n\r\n/** Stream started response */\r\nexport interface WsStreamStarted {\r\n type: 'stream_started';\r\n channel: WsChannel;\r\n coin: string;\r\n /** Start timestamp in milliseconds */\r\n start: number;\r\n /** End timestamp in milliseconds */\r\n end: number;\r\n}\r\n\r\n/** Stream progress response (sent periodically during streaming) */\r\nexport interface WsStreamProgress {\r\n type: 'stream_progress';\r\n snapshots_sent: number;\r\n}\r\n\r\n/** A record with timestamp for batched data */\r\nexport interface TimestampedRecord<T = unknown> {\r\n timestamp: number;\r\n data: T;\r\n}\r\n\r\n/** Batch of historical data (bulk streaming) */\r\nexport interface WsHistoricalBatch<T = unknown> {\r\n type: 'historical_batch';\r\n channel: WsChannel;\r\n coin: string;\r\n data: TimestampedRecord<T>[];\r\n}\r\n\r\n/** Stream completed response */\r\nexport interface WsStreamCompleted {\r\n type: 'stream_completed';\r\n channel: WsChannel;\r\n coin: string;\r\n snapshots_sent: number;\r\n}\r\n\r\n/** Stream stopped response */\r\nexport interface WsStreamStopped {\r\n type: 'stream_stopped';\r\n snapshots_sent: number;\r\n}\r\n\r\n/** Server message union type */\r\nexport type WsServerMessage =\r\n | WsSubscribed\r\n | WsUnsubscribed\r\n | WsPong\r\n | WsError\r\n | WsData\r\n | WsReplayStarted\r\n | WsReplayPaused\r\n | WsReplayResumed\r\n | WsReplayCompleted\r\n | WsReplayStopped\r\n | WsHistoricalData\r\n | WsStreamStarted\r\n | WsStreamProgress\r\n | WsHistoricalBatch\r\n | WsStreamCompleted\r\n | WsStreamStopped;\r\n\r\n/**\r\n * WebSocket connection options.\r\n *\r\n * The server sends WebSocket ping frames every 30 seconds and will disconnect\r\n * idle connections after 60 seconds. The SDK automatically handles keep-alive\r\n * by sending application-level pings at the configured interval.\r\n */\r\nexport interface WsOptions {\r\n /** API key for authentication */\r\n apiKey: string;\r\n /** WebSocket URL (defaults to wss://api.0xarchive.io/ws) */\r\n wsUrl?: string;\r\n /** Auto-reconnect on disconnect (defaults to true) */\r\n autoReconnect?: boolean;\r\n /** Reconnect delay in ms (defaults to 1000) */\r\n reconnectDelay?: number;\r\n /** Maximum reconnect attempts (defaults to 10) */\r\n maxReconnectAttempts?: number;\r\n /** Ping interval in ms to keep connection alive (defaults to 30000). Server disconnects after 60s idle. */\r\n pingInterval?: number;\r\n}\r\n\r\n/** WebSocket connection state */\r\nexport type WsConnectionState = 'connecting' | 'connected' | 'disconnected' | 'reconnecting';\r\n\r\n/** WebSocket event handlers */\r\nexport interface WsEventHandlers {\r\n onOpen?: () => void;\r\n onClose?: (code: number, reason: string) => void;\r\n onError?: (error: Error) => void;\r\n onMessage?: (message: WsServerMessage) => void;\r\n onStateChange?: (state: WsConnectionState) => void;\r\n}\r\n\r\n// =============================================================================\r\n// Error Types\r\n// =============================================================================\r\n\r\n/**\r\n * API error response\r\n */\r\nexport interface ApiError {\r\n code: number;\r\n error: string;\r\n}\r\n\r\n/**\r\n * SDK error class\r\n */\r\nexport class OxArchiveError extends Error {\r\n code: number;\r\n requestId?: string;\r\n\r\n constructor(message: string, code: number, requestId?: string) {\r\n super(message);\r\n this.name = 'OxArchiveError';\r\n this.code = code;\r\n this.requestId = requestId;\r\n }\r\n}\r\n\r\n/** Timestamp can be Unix ms (number), ISO string, or Date object */\r\nexport type Timestamp = number | string | Date;\r\n","import type { ApiResponse, ApiError } from './types';\r\nimport { OxArchiveError } from './types';\r\n\r\nexport interface HttpClientOptions {\r\n baseUrl: string;\r\n apiKey: string;\r\n timeout: number;\r\n}\r\n\r\n/**\r\n * Internal HTTP client for making API requests\r\n */\r\nexport class HttpClient {\r\n private baseUrl: string;\r\n private apiKey: string;\r\n private timeout: number;\r\n\r\n constructor(options: HttpClientOptions) {\r\n this.baseUrl = options.baseUrl.replace(/\\/$/, '');\r\n this.apiKey = options.apiKey;\r\n this.timeout = options.timeout;\r\n }\r\n\r\n /**\r\n * Make a GET request to the API\r\n */\r\n async get<T>(path: string, params?: Record<string, unknown>): Promise<T> {\r\n const url = new URL(`${this.baseUrl}${path}`);\r\n\r\n if (params) {\r\n for (const [key, value] of Object.entries(params)) {\r\n if (value !== undefined && value !== null) {\r\n url.searchParams.set(key, String(value));\r\n }\r\n }\r\n }\r\n\r\n const controller = new AbortController();\r\n const timeoutId = setTimeout(() => controller.abort(), this.timeout);\r\n\r\n try {\r\n const response = await fetch(url.toString(), {\r\n method: 'GET',\r\n headers: {\r\n 'X-API-Key': this.apiKey,\r\n 'Content-Type': 'application/json',\r\n },\r\n signal: controller.signal,\r\n });\r\n\r\n clearTimeout(timeoutId);\r\n\r\n const data = await response.json();\r\n\r\n if (!response.ok) {\r\n const error = data as ApiError;\r\n throw new OxArchiveError(\r\n error.error || `Request failed with status ${response.status}`,\r\n response.status,\r\n (data as ApiResponse<unknown>).meta?.request_id\r\n );\r\n }\r\n\r\n return data as T;\r\n } catch (error) {\r\n clearTimeout(timeoutId);\r\n\r\n if (error instanceof OxArchiveError) {\r\n throw error;\r\n }\r\n\r\n if (error instanceof Error && error.name === 'AbortError') {\r\n throw new OxArchiveError(`Request timeout after ${this.timeout}ms`, 408);\r\n }\r\n\r\n throw new OxArchiveError(\r\n error instanceof Error ? error.message : 'Unknown error',\r\n 500\r\n );\r\n }\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type {\r\n ApiResponse,\r\n OrderBook,\r\n GetOrderBookParams,\r\n OrderBookHistoryParams,\r\n} from '../types';\r\n\r\n/**\r\n * Order book API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get current order book\r\n * const orderbook = await client.orderbook.get('BTC');\r\n *\r\n * // Get order book at specific timestamp\r\n * const historical = await client.orderbook.get('ETH', {\r\n * timestamp: 1704067200000,\r\n * depth: 10\r\n * });\r\n *\r\n * // Get order book history\r\n * const history = await client.orderbook.history('BTC', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now(),\r\n * limit: 100\r\n * });\r\n * ```\r\n */\r\nexport class OrderBookResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get order book snapshot for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Optional parameters\r\n * @returns Order book snapshot\r\n */\r\n async get(coin: string, params?: GetOrderBookParams): Promise<OrderBook> {\r\n const response = await this.http.get<ApiResponse<OrderBook>>(\r\n `/v1/orderbook/${coin.toUpperCase()}`,\r\n params as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get historical order book snapshots\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters (start is required)\r\n * @returns Array of order book snapshots\r\n */\r\n async history(\r\n coin: string,\r\n params: OrderBookHistoryParams\r\n ): Promise<OrderBook[]> {\r\n const response = await this.http.get<ApiResponse<OrderBook[]>>(\r\n `/v1/orderbook/${coin.toUpperCase()}/history`,\r\n params as unknown as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, Trade, GetTradesParams } from '../types';\r\n\r\n/**\r\n * Trades API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get recent trades\r\n * const trades = await client.trades.recent('BTC');\r\n *\r\n * // Get trade history with time range\r\n * const history = await client.trades.list('ETH', {\r\n * start: Date.now() - 3600000,\r\n * end: Date.now(),\r\n * limit: 500\r\n * });\r\n * ```\r\n */\r\nexport class TradesResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get trade history for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters (start is required)\r\n * @returns Array of trades\r\n */\r\n async list(coin: string, params: GetTradesParams): Promise<Trade[]> {\r\n const response = await this.http.get<ApiResponse<Trade[]>>(\r\n `/v1/trades/${coin.toUpperCase()}`,\r\n params as unknown as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get most recent trades for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param limit - Number of trades to return (default: 100)\r\n * @returns Array of recent trades\r\n */\r\n async recent(coin: string, limit?: number): Promise<Trade[]> {\r\n const response = await this.http.get<ApiResponse<Trade[]>>(\r\n `/v1/trades/${coin.toUpperCase()}/recent`,\r\n { limit }\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, Instrument } from '../types';\r\n\r\n/**\r\n * Instruments API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // List all instruments\r\n * const instruments = await client.instruments.list();\r\n *\r\n * // Get specific instrument\r\n * const btc = await client.instruments.get('BTC');\r\n * ```\r\n */\r\nexport class InstrumentsResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * List all available trading instruments\r\n *\r\n * @returns Array of instruments\r\n */\r\n async list(): Promise<Instrument[]> {\r\n const response = await this.http.get<ApiResponse<Instrument[]>>(\r\n '/v1/instruments'\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get a specific instrument by coin symbol\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @returns Instrument details\r\n */\r\n async get(coin: string): Promise<Instrument> {\r\n const response = await this.http.get<ApiResponse<Instrument>>(\r\n `/v1/instruments/${coin.toUpperCase()}`\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, FundingRate, TimeRangeParams } from '../types';\r\n\r\n/**\r\n * Funding rates API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get current funding rate\r\n * const current = await client.funding.current('BTC');\r\n *\r\n * // Get funding rate history\r\n * const history = await client.funding.history('ETH', {\r\n * start: Date.now() - 86400000 * 7,\r\n * end: Date.now()\r\n * });\r\n * ```\r\n */\r\nexport class FundingResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get funding rate history for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters (start is required)\r\n * @returns Array of funding rate records\r\n */\r\n async history(coin: string, params: TimeRangeParams): Promise<FundingRate[]> {\r\n const response = await this.http.get<ApiResponse<FundingRate[]>>(\r\n `/v1/funding/${coin.toUpperCase()}`,\r\n params as unknown as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get current funding rate for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @returns Current funding rate\r\n */\r\n async current(coin: string): Promise<FundingRate> {\r\n const response = await this.http.get<ApiResponse<FundingRate>>(\r\n `/v1/funding/${coin.toUpperCase()}/current`\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { HttpClient } from '../http';\r\nimport type { ApiResponse, OpenInterest, TimeRangeParams } from '../types';\r\n\r\n/**\r\n * Open interest API resource\r\n *\r\n * @example\r\n * ```typescript\r\n * // Get current open interest\r\n * const current = await client.openInterest.current('BTC');\r\n *\r\n * // Get open interest history\r\n * const history = await client.openInterest.history('ETH', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now(),\r\n * limit: 100\r\n * });\r\n * ```\r\n */\r\nexport class OpenInterestResource {\r\n constructor(private http: HttpClient) {}\r\n\r\n /**\r\n * Get open interest history for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @param params - Time range and pagination parameters (start is required)\r\n * @returns Array of open interest records\r\n */\r\n async history(coin: string, params: TimeRangeParams): Promise<OpenInterest[]> {\r\n const response = await this.http.get<ApiResponse<OpenInterest[]>>(\r\n `/v1/openinterest/${coin.toUpperCase()}`,\r\n params as unknown as Record<string, unknown>\r\n );\r\n return response.data;\r\n }\r\n\r\n /**\r\n * Get current open interest for a coin\r\n *\r\n * @param coin - The coin symbol (e.g., 'BTC', 'ETH')\r\n * @returns Current open interest\r\n */\r\n async current(coin: string): Promise<OpenInterest> {\r\n const response = await this.http.get<ApiResponse<OpenInterest>>(\r\n `/v1/openinterest/${coin.toUpperCase()}/current`\r\n );\r\n return response.data;\r\n }\r\n}\r\n","import type { ClientOptions } from './types';\r\nimport { HttpClient } from './http';\r\nimport {\r\n OrderBookResource,\r\n TradesResource,\r\n InstrumentsResource,\r\n FundingResource,\r\n OpenInterestResource,\r\n} from './resources';\r\n\r\nconst DEFAULT_BASE_URL = 'https://api.0xarchive.io';\r\nconst DEFAULT_TIMEOUT = 30000;\r\n\r\n/**\r\n * 0xarchive API client\r\n *\r\n * @example\r\n * ```typescript\r\n * import { OxArchive } from '@0xarchive/sdk';\r\n *\r\n * const client = new OxArchive({ apiKey: 'ox_your_api_key' });\r\n *\r\n * // Get current order book\r\n * const orderbook = await client.orderbook.get('BTC');\r\n * console.log(`BTC mid price: ${orderbook.mid_price}`);\r\n *\r\n * // Get historical data\r\n * const history = await client.orderbook.history('ETH', {\r\n * start: Date.now() - 86400000,\r\n * end: Date.now(),\r\n * limit: 100\r\n * });\r\n *\r\n * // List all instruments\r\n * const instruments = await client.instruments.list();\r\n * ```\r\n */\r\nexport class OxArchive {\r\n private http: HttpClient;\r\n\r\n /**\r\n * Order book data (L2 snapshots from April 2023)\r\n */\r\n public readonly orderbook: OrderBookResource;\r\n\r\n /**\r\n * Trade/fill history\r\n */\r\n public readonly trades: TradesResource;\r\n\r\n /**\r\n * Trading instruments metadata\r\n */\r\n public readonly instruments: InstrumentsResource;\r\n\r\n /**\r\n * Funding rates\r\n */\r\n public readonly funding: FundingResource;\r\n\r\n /**\r\n * Open interest\r\n */\r\n public readonly openInterest: OpenInterestResource;\r\n\r\n /**\r\n * Create a new 0xarchive client\r\n *\r\n * @param options - Client configuration options\r\n */\r\n constructor(options: ClientOptions) {\r\n if (!options.apiKey) {\r\n throw new Error('API key is required. Get one at https://0xarchive.io/signup');\r\n }\r\n\r\n this.http = new HttpClient({\r\n baseUrl: options.baseUrl ?? DEFAULT_BASE_URL,\r\n apiKey: options.apiKey,\r\n timeout: options.timeout ?? DEFAULT_TIMEOUT,\r\n });\r\n\r\n // Initialize resource namespaces\r\n this.orderbook = new OrderBookResource(this.http);\r\n this.trades = new TradesResource(this.http);\r\n this.instruments = new InstrumentsResource(this.http);\r\n this.funding = new FundingResource(this.http);\r\n this.openInterest = new OpenInterestResource(this.http);\r\n }\r\n}\r\n","/**\r\n * WebSocket client for 0xarchive real-time streaming, replay, and bulk download\r\n *\r\n * @example Real-time streaming\r\n * ```typescript\r\n * const ws = new OxArchiveWs({ apiKey: 'ox_...' });\r\n * ws.connect({\r\n * onMessage: (msg) => console.log(msg)\r\n * });\r\n * ws.subscribeOrderbook('BTC');\r\n * ```\r\n *\r\n * @example Historical replay (like Tardis.dev)\r\n * ```typescript\r\n * const ws = new OxArchiveWs({ apiKey: 'ox_...' });\r\n * ws.connect();\r\n * ws.onHistoricalData((coin, timestamp, data) => {\r\n * console.log(`${new Date(timestamp)}: ${data.mid_price}`);\r\n * });\r\n * ws.replay('orderbook', 'BTC', {\r\n * start: Date.now() - 86400000,\r\n * speed: 10 // 10x speed\r\n * });\r\n * ```\r\n *\r\n * @example Bulk streaming (like Databento)\r\n * ```typescript\r\n * const ws = new OxArchiveWs({ apiKey: 'ox_...' });\r\n * ws.connect();\r\n * const batches: OrderBook[] = [];\r\n * ws.onBatch((coin, records) => {\r\n * batches.push(...records.map(r => r.data));\r\n * });\r\n * ws.onStreamComplete((channel, coin, count) => {\r\n * console.log(`Downloaded ${count} records`);\r\n * });\r\n * ws.stream('orderbook', 'ETH', {\r\n * start: Date.now() - 3600000,\r\n * end: Date.now(),\r\n * batchSize: 1000\r\n * });\r\n * ```\r\n */\r\n\r\nimport type {\r\n WsOptions,\r\n WsChannel,\r\n WsClientMessage,\r\n WsServerMessage,\r\n WsConnectionState,\r\n WsEventHandlers,\r\n OrderBook,\r\n PriceLevel,\r\n Trade,\r\n WsHistoricalData,\r\n WsHistoricalBatch,\r\n WsReplayStarted,\r\n WsReplayCompleted,\r\n WsStreamStarted,\r\n WsStreamCompleted,\r\n WsStreamProgress,\r\n} from './types';\r\n\r\nconst DEFAULT_WS_URL = 'wss://api.0xarchive.io/ws';\r\nconst DEFAULT_PING_INTERVAL = 30000; // 30 seconds\r\nconst DEFAULT_RECONNECT_DELAY = 1000;\r\nconst DEFAULT_MAX_RECONNECT_ATTEMPTS = 10;\r\n\r\n// Server idle timeout is 60 seconds. The SDK sends pings every 30 seconds\r\n// to keep the connection alive. Browser WebSocket API automatically responds\r\n// to WebSocket protocol-level ping frames from the server.\r\n\r\n/**\r\n * Transform raw Hyperliquid orderbook format to SDK OrderBook type.\r\n * Raw format: { coin, levels: [[{px, sz, n}, ...], [{px, sz, n}, ...]], time }\r\n * SDK format: { coin, timestamp, bids: [{px, sz, n}], asks: [{px, sz, n}], mid_price, spread, spread_bps }\r\n */\r\nfunction transformOrderbook(coin: string, raw: Record<string, unknown>): OrderBook {\r\n // Check if already in SDK format (from REST API or historical replay)\r\n if ('bids' in raw && 'asks' in raw) {\r\n return raw as unknown as OrderBook;\r\n }\r\n\r\n // Transform from Hyperliquid raw format\r\n // levels is [[{px, sz, n}, ...], [{px, sz, n}, ...]] where [0]=bids, [1]=asks\r\n const levels = raw.levels as Array<Array<{ px: string; sz: string; n: number }>> | undefined;\r\n const time = raw.time as number | undefined;\r\n\r\n const bids: PriceLevel[] = [];\r\n const asks: PriceLevel[] = [];\r\n\r\n if (levels && levels.length >= 2) {\r\n // levels[0] = bids, levels[1] = asks\r\n // Each level is already {px, sz, n} object\r\n for (const level of levels[0] || []) {\r\n bids.push({ px: level.px, sz: level.sz, n: level.n });\r\n }\r\n for (const level of levels[1] || []) {\r\n asks.push({ px: level.px, sz: level.sz, n: level.n });\r\n }\r\n }\r\n\r\n // Calculate mid price and spread\r\n let mid_price: string | undefined;\r\n let spread: string | undefined;\r\n let spread_bps: string | undefined;\r\n\r\n if (bids.length > 0 && asks.length > 0) {\r\n const bestBid = parseFloat(bids[0].px);\r\n const bestAsk = parseFloat(asks[0].px);\r\n const mid = (bestBid + bestAsk) / 2;\r\n mid_price = mid.toString();\r\n spread = (bestAsk - bestBid).toString();\r\n spread_bps = ((bestAsk - bestBid) / mid * 10000).toFixed(2);\r\n }\r\n\r\n return {\r\n coin,\r\n timestamp: time ? new Date(time).toISOString() : new Date().toISOString(),\r\n bids,\r\n asks,\r\n mid_price,\r\n spread,\r\n spread_bps,\r\n };\r\n}\r\n\r\n/**\r\n * WebSocket client for real-time data streaming.\r\n *\r\n * **Keep-Alive:** The server sends WebSocket ping frames every 30 seconds\r\n * and will disconnect idle connections after 60 seconds. This SDK automatically\r\n * handles keep-alive by sending application-level pings at the configured interval\r\n * (default: 30 seconds). The browser WebSocket API automatically responds to\r\n * server ping frames.\r\n */\r\nexport class OxArchiveWs {\r\n private ws: WebSocket | null = null;\r\n private options: Required<WsOptions>;\r\n private handlers: WsEventHandlers = {};\r\n private subscriptions: Set<string> = new Set();\r\n private state: WsConnectionState = 'disconnected';\r\n private reconnectAttempts = 0;\r\n private pingTimer: ReturnType<typeof setInterval> | null = null;\r\n private reconnectTimer: ReturnType<typeof setTimeout> | null = null;\r\n\r\n // Typed event handlers (separate from WsEventHandlers to avoid wrapping issues)\r\n private historicalDataHandlers: Array<(coin: string, timestamp: number, data: unknown) => void> = [];\r\n private batchHandlers: Array<(coin: string, records: Array<{ timestamp: number; data: unknown }>) => void> = [];\r\n private replayStartHandlers: Array<(channel: WsChannel, coin: string, start: number, end: number, speed: number) => void> = [];\r\n private replayCompleteHandlers: Array<(channel: WsChannel, coin: string, snapshotsSent: number) => void> = [];\r\n private streamStartHandlers: Array<(channel: WsChannel, coin: string, start: number, end: number) => void> = [];\r\n private streamProgressHandlers: Array<(snapshotsSent: number) => void> = [];\r\n private streamCompleteHandlers: Array<(channel: WsChannel, coin: string, snapshotsSent: number) => void> = [];\r\n private orderbookHandlers: Array<(coin: string, data: OrderBook) => void> = [];\r\n private tradesHandlers: Array<(coin: string, data: Trade[]) => void> = [];\r\n\r\n constructor(options: WsOptions) {\r\n this.options = {\r\n apiKey: options.apiKey,\r\n wsUrl: options.wsUrl ?? DEFAULT_WS_URL,\r\n autoReconnect: options.autoReconnect ?? true,\r\n reconnectDelay: options.reconnectDelay ?? DEFAULT_RECONNECT_DELAY,\r\n maxReconnectAttempts: options.maxReconnectAttempts ?? DEFAULT_MAX_RECONNECT_ATTEMPTS,\r\n pingInterval: options.pingInterval ?? DEFAULT_PING_INTERVAL,\r\n };\r\n }\r\n\r\n /**\r\n * Connect to the WebSocket server\r\n */\r\n connect(handlers?: WsEventHandlers): void {\r\n if (handlers) {\r\n this.handlers = handlers;\r\n }\r\n\r\n this.setState('connecting');\r\n\r\n const url = `${this.options.wsUrl}?apiKey=${encodeURIComponent(this.options.apiKey)}`;\r\n this.ws = new WebSocket(url);\r\n\r\n this.ws.onopen = () => {\r\n this.reconnectAttempts = 0;\r\n this.setState('connected');\r\n this.startPing();\r\n this.resubscribe();\r\n this.handlers.onOpen?.();\r\n };\r\n\r\n this.ws.onclose = (event) => {\r\n this.stopPing();\r\n this.handlers.onClose?.(event.code, event.reason);\r\n\r\n if (this.options.autoReconnect && this.state !== 'disconnected') {\r\n this.scheduleReconnect();\r\n } else {\r\n this.setState('disconnected');\r\n }\r\n };\r\n\r\n this.ws.onerror = () => {\r\n const error = new Error('WebSocket connection error');\r\n this.handlers.onError?.(error);\r\n };\r\n\r\n this.ws.onmessage = (event) => {\r\n try {\r\n const message = JSON.parse(event.data) as WsServerMessage;\r\n this.handleMessage(message);\r\n } catch {\r\n // Ignore parse errors for malformed messages\r\n }\r\n };\r\n }\r\n\r\n /**\r\n * Disconnect from the WebSocket server\r\n */\r\n disconnect(): void {\r\n this.setState('disconnected');\r\n this.stopPing();\r\n this.clearReconnectTimer();\r\n\r\n if (this.ws) {\r\n this.ws.close(1000, 'Client disconnect');\r\n this.ws = null;\r\n }\r\n }\r\n\r\n /**\r\n * Subscribe to a channel\r\n */\r\n subscribe(channel: WsChannel, coin?: string): void {\r\n const key = this.subscriptionKey(channel, coin);\r\n this.subscriptions.add(key);\r\n\r\n if (this.isConnected()) {\r\n this.send({ op: 'subscribe', channel, coin });\r\n }\r\n }\r\n\r\n /**\r\n * Subscribe to order book updates for a coin\r\n */\r\n subscribeOrderbook(coin: string): void {\r\n this.subscribe('orderbook', coin);\r\n }\r\n\r\n /**\r\n * Subscribe to trades for a coin\r\n */\r\n subscribeTrades(coin: string): void {\r\n this.subscribe('trades', coin);\r\n }\r\n\r\n /**\r\n * Subscribe to ticker updates for a coin\r\n */\r\n subscribeTicker(coin: string): void {\r\n this.subscribe('ticker', coin);\r\n }\r\n\r\n /**\r\n * Subscribe to all tickers\r\n */\r\n subscribeAllTickers(): void {\r\n this.subscribe('all_tickers');\r\n }\r\n\r\n /**\r\n * Unsubscribe from a channel\r\n */\r\n unsubscribe(channel: WsChannel, coin?: string): void {\r\n const key = this.subscriptionKey(channel, coin);\r\n this.subscriptions.delete(key);\r\n\r\n if (this.isConnected()) {\r\n this.send({ op: 'unsubscribe', channel, coin });\r\n }\r\n }\r\n\r\n /**\r\n * Unsubscribe from order book updates for a coin\r\n */\r\n unsubscribeOrderbook(coin: string): void {\r\n this.unsubscribe('orderbook', coin);\r\n }\r\n\r\n /**\r\n * Unsubscribe from trades for a coin\r\n */\r\n unsubscribeTrades(coin: string): void {\r\n this.unsubscribe('trades', coin);\r\n }\r\n\r\n /**\r\n * Unsubscribe from ticker updates for a coin\r\n */\r\n unsubscribeTicker(coin: string): void {\r\n this.unsubscribe('ticker', coin);\r\n }\r\n\r\n /**\r\n * Unsubscribe from all tickers\r\n */\r\n unsubscribeAllTickers(): void {\r\n this.unsubscribe('all_tickers');\r\n }\r\n\r\n // ==========================================================================\r\n // Historical Replay (Option B) - Like Tardis.dev\r\n // ==========================================================================\r\n\r\n /**\r\n * Start historical replay with timing preserved\r\n *\r\n * @param channel - Data channel to replay\r\n * @param coin - Trading pair (e.g., 'BTC', 'ETH')\r\n * @param options - Replay options\r\n *\r\n * @example\r\n * ```typescript\r\n * ws.replay('orderbook', 'BTC', {\r\n * start: Date.now() - 86400000, // 24 hours ago\r\n * speed: 10 // 10x faster than real-time\r\n * });\r\n * ```\r\n */\r\n replay(\r\n channel: WsChannel,\r\n coin: string,\r\n options: {\r\n start: number;\r\n end?: number;\r\n speed?: number;\r\n }\r\n ): void {\r\n this.send({\r\n op: 'replay',\r\n channel,\r\n coin,\r\n start: options.start,\r\n end: options.end,\r\n speed: options.speed ?? 1,\r\n });\r\n }\r\n\r\n /**\r\n * Pause the current replay\r\n */\r\n replayPause(): void {\r\n this.send({ op: 'replay.pause' });\r\n }\r\n\r\n /**\r\n * Resume a paused replay\r\n */\r\n replayResume(): void {\r\n this.send({ op: 'replay.resume' });\r\n }\r\n\r\n /**\r\n * Seek to a specific timestamp in the replay\r\n * @param timestamp - Unix timestamp in milliseconds\r\n */\r\n replaySeek(timestamp: number): void {\r\n this.send({ op: 'replay.seek', timestamp });\r\n }\r\n\r\n /**\r\n * Stop the current replay\r\n */\r\n replayStop(): void {\r\n this.send({ op: 'replay.stop' });\r\n }\r\n\r\n // ==========================================================================\r\n // Bulk Streaming (Option D) - Like Databento\r\n // ==========================================================================\r\n\r\n /**\r\n * Start bulk streaming for fast data download\r\n *\r\n * @param channel - Data channel to stream\r\n * @param coin - Trading pair (e.g., 'BTC', 'ETH')\r\n * @param options - Stream options\r\n *\r\n * @example\r\n * ```typescript\r\n * ws.stream('orderbook', 'ETH', {\r\n * start: Date.now() - 3600000, // 1 hour ago\r\n * end: Date.now(),\r\n * batchSize: 1000\r\n * });\r\n * ```\r\n */\r\n stream(\r\n channel: WsChannel,\r\n coin: string,\r\n options: {\r\n start: number;\r\n end: number;\r\n batchSize?: number;\r\n }\r\n ): void {\r\n this.send({\r\n op: 'stream',\r\n channel,\r\n coin,\r\n start: options.start,\r\n end: options.end,\r\n batch_size: options.batchSize ?? 1000,\r\n });\r\n }\r\n\r\n /**\r\n * Stop the current bulk stream\r\n */\r\n streamStop(): void {\r\n this.send({ op: 'stream.stop' });\r\n }\r\n\r\n // ==========================================================================\r\n // Event Handlers for Replay/Stream\r\n // ==========================================================================\r\n\r\n /**\r\n * Handle historical data points (replay mode)\r\n */\r\n onHistoricalData<T = unknown>(\r\n handler: (coin: string, timestamp: number, data: T) => void\r\n ): void {\r\n this.historicalDataHandlers.push(handler as (coin: string, timestamp: number, data: unknown) => void);\r\n }\r\n\r\n /**\r\n * Handle batched data (bulk stream mode)\r\n */\r\n onBatch<T = unknown>(\r\n handler: (coin: string, records: Array<{ timestamp: number; data: T }>) => void\r\n ): void {\r\n this.batchHandlers.push(handler as (coin: string, records: Array<{ timestamp: number; data: unknown }>) => void);\r\n }\r\n\r\n /**\r\n * Handle replay started event\r\n */\r\n onReplayStart(\r\n handler: (channel: WsChannel, coin: string, start: number, end: number, speed: number) => void\r\n ): void {\r\n this.replayStartHandlers.push(handler);\r\n }\r\n\r\n /**\r\n * Handle replay completed event\r\n */\r\n onReplayComplete(\r\n handler: (channel: WsChannel, coin: string, snapshotsSent: number) => void\r\n ): void {\r\n this.replayCompleteHandlers.push(handler);\r\n }\r\n\r\n /**\r\n * Handle stream started event\r\n */\r\n onStreamStart(\r\n handler: (channel: WsChannel, coin: string, start: number, end: number) => void\r\n ): void {\r\n this.streamStartHandlers.push(handler);\r\n }\r\n\r\n /**\r\n * Handle stream progress event\r\n */\r\n onStreamProgress(\r\n handler: (snapshotsSent: number) => void\r\n ): void {\r\n this.streamProgressHandlers.push(handler);\r\n }\r\n\r\n /**\r\n * Handle stream completed event\r\n */\r\n onStreamComplete(\r\n handler: (channel: WsChannel, coin: string, snapshotsSent: number) => void\r\n ): void {\r\n this.streamCompleteHandlers.push(handler);\r\n }\r\n\r\n /**\r\n * Get current connection state\r\n */\r\n getState(): WsConnectionState {\r\n return this.state;\r\n }\r\n\r\n /**\r\n * Check if connected\r\n */\r\n isConnected(): boolean {\r\n return this.ws?.readyState === WebSocket.OPEN;\r\n }\r\n\r\n /**\r\n * Set event handlers after construction\r\n */\r\n on<K extends keyof WsEventHandlers>(event: K, handler: WsEventHandlers[K]): void {\r\n this.handlers[event] = handler;\r\n }\r\n\r\n /**\r\n * Helper to handle typed orderbook data\r\n */\r\n onOrderbook(handler: (coin: string, data: OrderBook) => void): void {\r\n this.orderbookHandlers.push(handler);\r\n }\r\n\r\n /**\r\n * Helper to handle typed trade data\r\n */\r\n onTrades(handler: (coin: string, data: Trade[]) => void): void {\r\n this.tradesHandlers.push(handler);\r\n }\r\n\r\n // Private methods\r\n\r\n private send(message: WsClientMessage): void {\r\n if (this.ws?.readyState === WebSocket.OPEN) {\r\n this.ws.send(JSON.stringify(message));\r\n }\r\n }\r\n\r\n private setState(state: WsConnectionState): void {\r\n this.state = state;\r\n this.handlers.onStateChange?.(state);\r\n }\r\n\r\n private startPing(): void {\r\n this.stopPing();\r\n this.pingTimer = setInterval(() => {\r\n this.send({ op: 'ping' });\r\n }, this.options.pingInterval);\r\n }\r\n\r\n private stopPing(): void {\r\n if (this.pingTimer) {\r\n clearInterval(this.pingTimer);\r\n this.pingTimer = null;\r\n }\r\n }\r\n\r\n private subscriptionKey(channel: WsChannel, coin?: string): string {\r\n return coin ? `${channel}:${coin}` : channel;\r\n }\r\n\r\n private resubscribe(): void {\r\n for (const key of this.subscriptions) {\r\n const [channel, coin] = key.split(':') as [WsChannel, string | undefined];\r\n this.send({ op: 'subscribe', channel, coin });\r\n }\r\n }\r\n\r\n private scheduleReconnect(): void {\r\n if (this.reconnectAttempts >= this.options.maxReconnectAttempts) {\r\n this.setState('disconnected');\r\n return;\r\n }\r\n\r\n this.setState('reconnecting');\r\n this.reconnectAttempts++;\r\n\r\n const delay = this.options.reconnectDelay * Math.pow(2, this.reconnectAttempts - 1);\r\n\r\n this.reconnectTimer = setTimeout(() => {\r\n this.connect();\r\n }, delay);\r\n }\r\n\r\n private clearReconnectTimer(): void {\r\n if (this.reconnectTimer) {\r\n clearTimeout(this.reconnectTimer);\r\n this.reconnectTimer = null;\r\n }\r\n }\r\n\r\n private handleMessage(message: WsServerMessage): void {\r\n // Call the generic onMessage handler first\r\n this.handlers.onMessage?.(message);\r\n\r\n // Dispatch to typed handlers based on message type\r\n switch (message.type) {\r\n case 'historical_data': {\r\n const msg = message as WsHistoricalData;\r\n for (const handler of this.historicalDataHandlers) {\r\n handler(msg.coin, msg.timestamp, msg.data);\r\n }\r\n break;\r\n }\r\n case 'historical_batch': {\r\n const msg = message as WsHistoricalBatch;\r\n for (const handler of this.batchHandlers) {\r\n handler(msg.coin, msg.data as Array<{ timestamp: number; data: unknown }>);\r\n }\r\n break;\r\n }\r\n case 'replay_started': {\r\n const msg = message as WsReplayStarted;\r\n for (const handler of this.replayStartHandlers) {\r\n handler(msg.channel, msg.coin, msg.start, msg.end, msg.speed);\r\n }\r\n break;\r\n }\r\n case 'replay_completed': {\r\n const msg = message as WsReplayCompleted;\r\n for (const handler of this.replayCompleteHandlers) {\r\n handler(msg.channel, msg.coin, msg.snapshots_sent);\r\n }\r\n break;\r\n }\r\n case 'stream_started': {\r\n const msg = message as WsStreamStarted;\r\n for (const handler of this.streamStartHandlers) {\r\n handler(msg.channel, msg.coin, msg.start, msg.end);\r\n }\r\n break;\r\n }\r\n case 'stream_progress': {\r\n const msg = message as WsStreamProgress;\r\n for (const handler of this.streamProgressHandlers) {\r\n handler(msg.snapshots_sent);\r\n }\r\n break;\r\n }\r\n case 'stream_completed': {\r\n const msg = message as WsStreamCompleted;\r\n for (const handler of this.streamCompleteHandlers) {\r\n handler(msg.channel, msg.coin, msg.snapshots_sent);\r\n }\r\n break;\r\n }\r\n case 'data': {\r\n if (message.channel === 'orderbook') {\r\n // Transform raw Hyperliquid format to SDK OrderBook type\r\n const orderbook = 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package/dist/index.mjs CHANGED
@@ -93,7 +93,7 @@ var OrderBookResource = class {
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93
  * Get historical order book snapshots
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94
  *
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95
  * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
96
- * @param params - Time range and pagination parameters
96
+ * @param params - Time range and pagination parameters (start is required)
97
97
  * @returns Array of order book snapshots
98
98
  */
99
99
  async history(coin, params) {
@@ -114,7 +114,7 @@ var TradesResource = class {
114
114
  * Get trade history for a coin
115
115
  *
116
116
  * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
117
- * @param params - Time range and pagination parameters
117
+ * @param params - Time range and pagination parameters (start is required)
118
118
  * @returns Array of trades
119
119
  */
120
120
  async list(coin, params) {
@@ -179,7 +179,7 @@ var FundingResource = class {
179
179
  * Get funding rate history for a coin
180
180
  *
181
181
  * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
182
- * @param params - Time range and pagination parameters
182
+ * @param params - Time range and pagination parameters (start is required)
183
183
  * @returns Array of funding rate records
184
184
  */
185
185
  async history(coin, params) {
@@ -212,7 +212,7 @@ var OpenInterestResource = class {
212
212
  * Get open interest history for a coin
213
213
  *
214
214
  * @param coin - The coin symbol (e.g., 'BTC', 'ETH')
215
- * @param params - Time range and pagination parameters
215
+ * @param params - Time range and pagination parameters (start is required)
216
216
  * @returns Array of open interest records
217
217
  */
218
218
  async history(coin, params) {
@@ -288,6 +288,43 @@ var DEFAULT_WS_URL = "wss://api.0xarchive.io/ws";
288
288
  var DEFAULT_PING_INTERVAL = 3e4;
289
289
  var DEFAULT_RECONNECT_DELAY = 1e3;
290
290
  var DEFAULT_MAX_RECONNECT_ATTEMPTS = 10;
291
+ function transformOrderbook(coin, raw) {
292
+ if ("bids" in raw && "asks" in raw) {
293
+ return raw;
294
+ }
295
+ const levels = raw.levels;
296
+ const time = raw.time;
297
+ const bids = [];
298
+ const asks = [];
299
+ if (levels && levels.length >= 2) {
300
+ for (const level of levels[0] || []) {
301
+ bids.push({ px: level.px, sz: level.sz, n: level.n });
302
+ }
303
+ for (const level of levels[1] || []) {
304
+ asks.push({ px: level.px, sz: level.sz, n: level.n });
305
+ }
306
+ }
307
+ let mid_price;
308
+ let spread;
309
+ let spread_bps;
310
+ if (bids.length > 0 && asks.length > 0) {
311
+ const bestBid = parseFloat(bids[0].px);
312
+ const bestAsk = parseFloat(asks[0].px);
313
+ const mid = (bestBid + bestAsk) / 2;
314
+ mid_price = mid.toString();
315
+ spread = (bestAsk - bestBid).toString();
316
+ spread_bps = ((bestAsk - bestBid) / mid * 1e4).toFixed(2);
317
+ }
318
+ return {
319
+ coin,
320
+ timestamp: time ? new Date(time).toISOString() : (/* @__PURE__ */ new Date()).toISOString(),
321
+ bids,
322
+ asks,
323
+ mid_price,
324
+ spread,
325
+ spread_bps
326
+ };
327
+ }
291
328
  var OxArchiveWs = class {
292
329
  ws = null;
293
330
  options;
@@ -297,6 +334,16 @@ var OxArchiveWs = class {
297
334
  reconnectAttempts = 0;
298
335
  pingTimer = null;
299
336
  reconnectTimer = null;
337
+ // Typed event handlers (separate from WsEventHandlers to avoid wrapping issues)
338
+ historicalDataHandlers = [];
339
+ batchHandlers = [];
340
+ replayStartHandlers = [];
341
+ replayCompleteHandlers = [];
342
+ streamStartHandlers = [];
343
+ streamProgressHandlers = [];
344
+ streamCompleteHandlers = [];
345
+ orderbookHandlers = [];
346
+ tradesHandlers = [];
300
347
  constructor(options) {
301
348
  this.options = {
302
349
  apiKey: options.apiKey,
@@ -340,7 +387,7 @@ var OxArchiveWs = class {
340
387
  this.ws.onmessage = (event) => {
341
388
  try {
342
389
  const message = JSON.parse(event.data);
343
- this.handlers.onMessage?.(message);
390
+ this.handleMessage(message);
344
391
  } catch {
345
392
  }
346
393
  };
@@ -520,92 +567,43 @@ var OxArchiveWs = class {
520
567
  * Handle historical data points (replay mode)
521
568
  */
522
569
  onHistoricalData(handler) {
523
- const originalHandler = this.handlers.onMessage;
524
- this.handlers.onMessage = (message) => {
525
- if (message.type === "historical_data") {
526
- const msg = message;
527
- handler(msg.coin, msg.timestamp, msg.data);
528
- }
529
- originalHandler?.(message);
530
- };
570
+ this.historicalDataHandlers.push(handler);
531
571
  }
532
572
  /**
533
573
  * Handle batched data (bulk stream mode)
534
574
  */
535
575
  onBatch(handler) {
536
- const originalHandler = this.handlers.onMessage;
537
- this.handlers.onMessage = (message) => {
538
- if (message.type === "historical_batch") {
539
- const msg = message;
540
- handler(msg.coin, msg.data);
541
- }
542
- originalHandler?.(message);
543
- };
576
+ this.batchHandlers.push(handler);
544
577
  }
545
578
  /**
546
579
  * Handle replay started event
547
580
  */
548
581
  onReplayStart(handler) {
549
- const originalHandler = this.handlers.onMessage;
550
- this.handlers.onMessage = (message) => {
551
- if (message.type === "replay_started") {
552
- const msg = message;
553
- handler(msg.channel, msg.coin, msg.start, msg.end, msg.speed);
554
- }
555
- originalHandler?.(message);
556
- };
582
+ this.replayStartHandlers.push(handler);
557
583
  }
558
584
  /**
559
585
  * Handle replay completed event
560
586
  */
561
587
  onReplayComplete(handler) {
562
- const originalHandler = this.handlers.onMessage;
563
- this.handlers.onMessage = (message) => {
564
- if (message.type === "replay_completed") {
565
- const msg = message;
566
- handler(msg.channel, msg.coin, msg.snapshots_sent);
567
- }
568
- originalHandler?.(message);
569
- };
588
+ this.replayCompleteHandlers.push(handler);
570
589
  }
571
590
  /**
572
591
  * Handle stream started event
573
592
  */
574
593
  onStreamStart(handler) {
575
- const originalHandler = this.handlers.onMessage;
576
- this.handlers.onMessage = (message) => {
577
- if (message.type === "stream_started") {
578
- const msg = message;
579
- handler(msg.channel, msg.coin, msg.start, msg.end);
580
- }
581
- originalHandler?.(message);
582
- };
594
+ this.streamStartHandlers.push(handler);
583
595
  }
584
596
  /**
585
597
  * Handle stream progress event
586
598
  */
587
599
  onStreamProgress(handler) {
588
- const originalHandler = this.handlers.onMessage;
589
- this.handlers.onMessage = (message) => {
590
- if (message.type === "stream_progress") {
591
- const msg = message;
592
- handler(msg.snapshots_sent);
593
- }
594
- originalHandler?.(message);
595
- };
600
+ this.streamProgressHandlers.push(handler);
596
601
  }
597
602
  /**
598
603
  * Handle stream completed event
599
604
  */
600
605
  onStreamComplete(handler) {
601
- const originalHandler = this.handlers.onMessage;
602
- this.handlers.onMessage = (message) => {
603
- if (message.type === "stream_completed") {
604
- const msg = message;
605
- handler(msg.channel, msg.coin, msg.snapshots_sent);
606
- }
607
- originalHandler?.(message);
608
- };
606
+ this.streamCompleteHandlers.push(handler);
609
607
  }
610
608
  /**
611
609
  * Get current connection state
@@ -629,25 +627,13 @@ var OxArchiveWs = class {
629
627
  * Helper to handle typed orderbook data
630
628
  */
631
629
  onOrderbook(handler) {
632
- const originalHandler = this.handlers.onMessage;
633
- this.handlers.onMessage = (message) => {
634
- if (message.type === "data" && message.channel === "orderbook") {
635
- handler(message.coin, message.data);
636
- }
637
- originalHandler?.(message);
638
- };
630
+ this.orderbookHandlers.push(handler);
639
631
  }
640
632
  /**
641
633
  * Helper to handle typed trade data
642
634
  */
643
635
  onTrades(handler) {
644
- const originalHandler = this.handlers.onMessage;
645
- this.handlers.onMessage = (message) => {
646
- if (message.type === "data" && message.channel === "trades") {
647
- handler(message.coin, message.data);
648
- }
649
- originalHandler?.(message);
650
- };
636
+ this.tradesHandlers.push(handler);
651
637
  }
652
638
  // Private methods
653
639
  send(message) {
@@ -698,6 +684,73 @@ var OxArchiveWs = class {
698
684
  this.reconnectTimer = null;
699
685
  }
700
686
  }
687
+ handleMessage(message) {
688
+ this.handlers.onMessage?.(message);
689
+ switch (message.type) {
690
+ case "historical_data": {
691
+ const msg = message;
692
+ for (const handler of this.historicalDataHandlers) {
693
+ handler(msg.coin, msg.timestamp, msg.data);
694
+ }
695
+ break;
696
+ }
697
+ case "historical_batch": {
698
+ const msg = message;
699
+ for (const handler of this.batchHandlers) {
700
+ handler(msg.coin, msg.data);
701
+ }
702
+ break;
703
+ }
704
+ case "replay_started": {
705
+ const msg = message;
706
+ for (const handler of this.replayStartHandlers) {
707
+ handler(msg.channel, msg.coin, msg.start, msg.end, msg.speed);
708
+ }
709
+ break;
710
+ }
711
+ case "replay_completed": {
712
+ const msg = message;
713
+ for (const handler of this.replayCompleteHandlers) {
714
+ handler(msg.channel, msg.coin, msg.snapshots_sent);
715
+ }
716
+ break;
717
+ }
718
+ case "stream_started": {
719
+ const msg = message;
720
+ for (const handler of this.streamStartHandlers) {
721
+ handler(msg.channel, msg.coin, msg.start, msg.end);
722
+ }
723
+ break;
724
+ }
725
+ case "stream_progress": {
726
+ const msg = message;
727
+ for (const handler of this.streamProgressHandlers) {
728
+ handler(msg.snapshots_sent);
729
+ }
730
+ break;
731
+ }
732
+ case "stream_completed": {
733
+ const msg = message;
734
+ for (const handler of this.streamCompleteHandlers) {
735
+ handler(msg.channel, msg.coin, msg.snapshots_sent);
736
+ }
737
+ break;
738
+ }
739
+ case "data": {
740
+ if (message.channel === "orderbook") {
741
+ const orderbook = transformOrderbook(message.coin, message.data);
742
+ for (const handler of this.orderbookHandlers) {
743
+ handler(message.coin, orderbook);
744
+ }
745
+ } else if (message.channel === "trades") {
746
+ for (const handler of this.tradesHandlers) {
747
+ handler(message.coin, message.data);
748
+ }
749
+ }
750
+ break;
751
+ }
752
+ }
753
+ }
701
754
  };
702
755
  export {
703
756
  OxArchive,