@0xmonaco/core 0.3.1 → 0.3.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -5,20 +5,19 @@
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* No authentication required - provides public orderbook market data.
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* Extends the base WebSocket client with orderbook-specific functionality.
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*/
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import { type OrderbookEvent, type
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import { type OrderbookEvent, type OrderbookQuotationMode, type OrderbookWebSocketClient, type RawEventMessage, type TradingMode } from "@0xmonaco/types";
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import { BaseWebSocketClientImpl } from "../base-ws-client";
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/**
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* Orderbook-specific WebSocket client implementation
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*/
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export declare class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl implements OrderbookWebSocketClient {
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private orderbookHandlers;
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constructor(config: WebSocketConfig);
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/** Build channel name for orderbook subscription */
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private getChannelName;
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/** Build subscription key for handler lookup */
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private getSubscriptionKey;
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/** Extract magnitude from channel string (e.g., "orderbook:BTC/USDC:SPOT:10" -> 10) */
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private
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/** Extract magnitude and quotationMode from channel string (e.g., "orderbook:BTC/USDC:SPOT:10:BASE" -> { magnitude: 10, quotationMode: "BASE" }) */
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private extractChannelParams;
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/**
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* Subscribe to orderbook events for a specific market and trading mode.
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* No authentication required - provides public orderbook data.
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@@ -27,6 +26,7 @@ export declare class OrderbookWebSocketClientImpl extends BaseWebSocketClientImp
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* @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
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* @param callback - Function to handle incoming orderbook events
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* @param magnitude - Optional magnitude for orderbook grouping (0.0001 to 10000, defaults to no grouping)
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* @param quotationMode - Optional quotation mode ("BASE" or "QUOTE"), defaults to "BASE"
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*
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* @example
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* ```typescript
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@@ -41,17 +41,23 @@ export declare class OrderbookWebSocketClientImpl extends BaseWebSocketClientImp
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* orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
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* console.log("Grouped orderbook:", event);
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* }, 10);
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*
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* // With QUOTE quotation mode
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* orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
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* console.log("Orderbook in QUOTE:", event);
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* }, undefined, "QUOTE");
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* ```
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*/
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subscribeToOrderbookEvents(market: string, tradingMode: TradingMode, callback: (event: OrderbookEvent) => void, magnitude?: number): void;
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subscribeToOrderbookEvents(market: string, tradingMode: TradingMode, callback: (event: OrderbookEvent) => void, magnitude?: number, quotationMode?: OrderbookQuotationMode): void;
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/**
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* Unsubscribe from orderbook events for a specific market and trading mode.
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*
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* @param market - Trading pair symbol (e.g., "BTC/USDC")
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* @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
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* @param magnitude - Optional magnitude that was used when subscribing
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* @param quotationMode - Optional quotation mode that was used when subscribing
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*/
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unsubscribeFromOrderbookEvents(market: string, tradingMode: TradingMode, magnitude?: number): void;
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unsubscribeFromOrderbookEvents(market: string, tradingMode: TradingMode, magnitude?: number, quotationMode?: OrderbookQuotationMode): void;
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/** Handle incoming WebSocket messages with orderbook-specific logic */
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protected handleMessage(message: RawEventMessage): void;
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/** Check if message is an orderbook event from the backend */
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@@ -1 +1 @@
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{"version":3,"file":"orderbook-ws-client.d.ts","sourceRoot":"","sources":["../../../../src/api/websocket/clients/orderbook-ws-client.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AACH,OAAO,EACL,KAAK,cAAc,EACnB,KAAK,wBAAwB,EAE7B,KAAK,eAAe,EAEpB,KAAK,WAAW,
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{"version":3,"file":"orderbook-ws-client.d.ts","sourceRoot":"","sources":["../../../../src/api/websocket/clients/orderbook-ws-client.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AACH,OAAO,EACL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,wBAAwB,EAE7B,KAAK,eAAe,EAEpB,KAAK,WAAW,EAEjB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,uBAAuB,EAAE,MAAM,mBAAmB,CAAC;AAE5D;;GAEG;AACH,qBAAa,4BAA6B,SAAQ,uBAAwB,YAAW,wBAAwB;IAC3G,OAAO,CAAC,iBAAiB,CAA2D;IAEpF,oDAAoD;IACpD,OAAO,CAAC,cAAc;IAOtB,gDAAgD;IAChD,OAAO,CAAC,kBAAkB;IAM1B,oJAAoJ;IACpJ,OAAO,CAAC,oBAAoB;IAmC5B;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA6BG;IACH,0BAA0B,CACxB,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,WAAW,EACxB,QAAQ,EAAE,CAAC,KAAK,EAAE,cAAc,KAAK,IAAI,EACzC,SAAS,CAAC,EAAE,MAAM,EAClB,aAAa,CAAC,EAAE,sBAAsB,GACrC,IAAI;IAaP;;;;;;;OAOG;IACH,8BAA8B,CAC5B,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,WAAW,EACxB,SAAS,CAAC,EAAE,MAAM,EAClB,aAAa,CAAC,EAAE,sBAAsB,GACrC,IAAI;IAaP,uEAAuE;IACvE,SAAS,CAAC,aAAa,CAAC,OAAO,EAAE,eAAe,GAAG,IAAI;IAUvD,8DAA8D;IAC9D,OAAO,CAAC,gBAAgB;IAIxB,wDAAwD;IACxD,OAAO,CAAC,oBAAoB;IAkE5B,4CAA4C;IAC5C,SAAS,CAAC,OAAO,IAAI,IAAI;CAG1B"}
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@@ -11,29 +11,53 @@ import { BaseWebSocketClientImpl } from "../base-ws-client";
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* Orderbook-specific WebSocket client implementation
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*/
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export class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl {
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constructor(
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super(
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constructor() {
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super(...arguments);
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this.orderbookHandlers = new Map();
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}
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/** Build channel name for orderbook subscription */
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getChannelName(market, tradingMode, magnitude) {
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getChannelName(market, tradingMode, magnitude, quotationMode) {
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const mode = quotationMode || "BASE";
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return magnitude !== undefined
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? `orderbook:${market}:${tradingMode}:${magnitude}:${mode}`
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: `orderbook:${market}:${tradingMode}:${mode}`;
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}
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/** Build subscription key for handler lookup */
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getSubscriptionKey(market, tradingMode, magnitude) {
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getSubscriptionKey(market, tradingMode, magnitude, quotationMode) {
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const mode = (quotationMode || "BASE").toUpperCase();
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const base = `${market.toUpperCase()}-${tradingMode.toUpperCase()}`;
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return magnitude !== undefined ? `${base}-${magnitude}-${mode}` : `${base}-${mode}`;
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}
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/** Extract magnitude from channel string (e.g., "orderbook:BTC/USDC:SPOT:10" -> 10) */
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/** Extract magnitude and quotationMode from channel string (e.g., "orderbook:BTC/USDC:SPOT:10:BASE" -> { magnitude: 10, quotationMode: "BASE" }) */
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extractChannelParams(channel) {
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const parts = channel.split(":");
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// Channel
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// Channel formats:
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// "orderbook:market:tradingMode" - old 3-part format (no magnitude, no quotationMode)
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// "orderbook:market:tradingMode:BASE" or "orderbook:market:tradingMode:QUOTE" (4 parts)
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// "orderbook:market:tradingMode:magnitude:BASE" or "orderbook:market:tradingMode:magnitude:QUOTE" (5 parts)
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// Old 3-part format: "orderbook:market:tradingMode" (no magnitude, no quotationMode)
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if (parts.length === 3) {
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return {};
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}
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if (parts.length === 4) {
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const lastPart = parts[3].toUpperCase();
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// Check if it's a quotation mode
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if (lastPart === "BASE" || lastPart === "QUOTE") {
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return { quotationMode: lastPart };
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}
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// Otherwise it might be magnitude (old format)
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const magnitude = Number(parts[3]);
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return Number.isNaN(magnitude) ?
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return Number.isNaN(magnitude) ? {} : { magnitude };
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}
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if (parts.length === 5) {
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const magnitude = Number(parts[3]);
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const quotationMode = parts[4].toUpperCase();
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return {
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magnitude: Number.isNaN(magnitude) ? undefined : magnitude,
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quotationMode: quotationMode === "BASE" || quotationMode === "QUOTE" ? quotationMode : undefined,
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};
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}
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return {};
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}
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/**
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* Subscribe to orderbook events for a specific market and trading mode.
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@@ -43,6 +67,7 @@ export class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl {
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* @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
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* @param callback - Function to handle incoming orderbook events
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* @param magnitude - Optional magnitude for orderbook grouping (0.0001 to 10000, defaults to no grouping)
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* @param quotationMode - Optional quotation mode ("BASE" or "QUOTE"), defaults to "BASE"
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*
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* @example
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* ```typescript
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@@ -57,11 +82,16 @@ export class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl {
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* orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
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* console.log("Grouped orderbook:", event);
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* }, 10);
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*
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* // With QUOTE quotation mode
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* orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
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* console.log("Orderbook in QUOTE:", event);
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* }, undefined, "QUOTE");
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* ```
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*/
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subscribeToOrderbookEvents(market, tradingMode, callback, magnitude) {
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const channel = this.getChannelName(market, tradingMode, magnitude);
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const subscriptionKey = this.getSubscriptionKey(market, tradingMode, magnitude);
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subscribeToOrderbookEvents(market, tradingMode, callback, magnitude, quotationMode) {
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const channel = this.getChannelName(market, tradingMode, magnitude, quotationMode);
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const subscriptionKey = this.getSubscriptionKey(market, tradingMode, magnitude, quotationMode);
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this.orderbookHandlers.set(subscriptionKey, callback);
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// Send subscription message using backend's channel format
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this.send({
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@@ -75,10 +105,11 @@ export class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl {
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* @param market - Trading pair symbol (e.g., "BTC/USDC")
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* @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
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* @param magnitude - Optional magnitude that was used when subscribing
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* @param quotationMode - Optional quotation mode that was used when subscribing
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*/
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unsubscribeFromOrderbookEvents(market, tradingMode, magnitude) {
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const channel = this.getChannelName(market, tradingMode, magnitude);
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const subscriptionKey = this.getSubscriptionKey(market, tradingMode, magnitude);
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unsubscribeFromOrderbookEvents(market, tradingMode, magnitude, quotationMode) {
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const channel = this.getChannelName(market, tradingMode, magnitude, quotationMode);
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const subscriptionKey = this.getSubscriptionKey(market, tradingMode, magnitude, quotationMode);
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this.orderbookHandlers.delete(subscriptionKey);
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// Send unsubscription message
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this.send({
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@@ -111,9 +142,9 @@ export class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl {
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console.warn("Missing required orderbook event data:", backendEvent);
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return;
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}
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// Extract magnitude from the channel if present (e.g., "orderbook:BTC/USDC:SPOT:10")
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const magnitude = this.
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const subscriptionKey = this.getSubscriptionKey(symbol, tradingMode, magnitude);
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// Extract magnitude and quotationMode from the channel if present (e.g., "orderbook:BTC/USDC:SPOT:10:BASE")
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const { magnitude, quotationMode } = this.extractChannelParams(event.channel);
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const subscriptionKey = this.getSubscriptionKey(symbol, tradingMode, magnitude, quotationMode);
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const handler = this.orderbookHandlers.get(subscriptionKey);
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if (handler) {
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// Backend orderbook event structure (matching matching_engine::types::OrderbookUpdateEvent)
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{"version":3,"file":"orderbook-ws-client.js","sourceRoot":"","sources":["../../../../src/api/websocket/clients/orderbook-ws-client.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AACH,OAAO,
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|
package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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2
2
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"name": "@0xmonaco/core",
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3
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-
"version": "0.3.
|
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3
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+
"version": "0.3.2",
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4
4
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"type": "module",
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5
5
|
"main": "./dist/index.js",
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6
6
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"module": "./dist/index.js",
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@@ -12,8 +12,8 @@
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12
12
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"viem": "^2.31.7"
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|
13
13
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},
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|
14
14
|
"dependencies": {
|
|
15
|
-
"@0xmonaco/contracts": "0.3.
|
|
16
|
-
"@0xmonaco/types": "0.3.
|
|
15
|
+
"@0xmonaco/contracts": "0.3.2",
|
|
16
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+
"@0xmonaco/types": "0.3.2"
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|
17
17
|
},
|
|
18
18
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"devDependencies": {
|
|
19
19
|
"@types/node": "^20.11.30",
|