@0xmonaco/core 0.4.0 → 0.4.2

package/dist/api/websocket/clients/ohlcv-ws-client.d.ts

@@ -1,57 +0,0 @@
-/**
- * OHLCV WebSocket Client Implementation
- *
- * PUBLIC WebSocket client for OHLCV (Open, High, Low, Close, Volume) candlestick data events.
- * No authentication required - provides public market candlestick data.
- * Extends the base WebSocket client with OHLCV-specific functionality.
- */
-import { type Interval, type OHLCVEvent, type OHLCVWebSocketClient, type TradingMode } from "@0xmonaco/types";
-import { BaseWebSocketClientImpl } from "../base-ws-client";
-/**
- * OHLCV-specific WebSocket client implementation
- */
-export declare class OHLCVWebSocketClientImpl extends BaseWebSocketClientImpl implements OHLCVWebSocketClient {
-    private ohlcvHandlers;
-    /**
-     * Subscribe to OHLCV (candlestick) updates for a specific trading pair, mode, and interval.
-     * No authentication required - provides public market data.
-     *
-     * @param symbol - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param interval - Candlestick interval (e.g., "1m", "5m", "1h", "1d")
-     * @param callback - Function to handle incoming OHLCV events
-     *
-     * @example
-     * ```typescript
-     * // No authentication required
-     * await ohlcvWS.connect();
-     *
-     * ohlcvWS.subscribeToOHLCV("BTC/USDC", TradingMode.SPOT, "1m", (event) => {
-     *   console.log("New OHLCV data:", event.candlestick.o, event.candlestick.c);
-     * });
-     * ```
-     */
-    subscribeToOHLCV(symbol: string, tradingMode: TradingMode, interval: Interval, callback: (event: OHLCVEvent) => void): void;
-    /**
-     * Unsubscribe from OHLCV (candlestick) updates.
-     *
-     * @param symbol - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param interval - Candlestick interval (e.g., "1m", "5m", "1h", "1d")
-     *
-     * @example
-     * ```typescript
-     * ohlcvWS.unsubscribeFromOHLCV("BTC/USDC", TradingMode.SPOT, "1m");
-     * ```
-     */
-    unsubscribeFromOHLCV(symbol: string, tradingMode: TradingMode, interval: Interval): void;
-    /** Override message handling to process OHLCV-specific events */
-    protected handleMessage(message: unknown): void;
-    /** Check if message is an OHLCV event from the backend */
-    private isOHLCVEvent;
-    /** Handle OHLCV-specific events from the backend */
-    private handleOHLCVEvent;
-    /** Clean up resources when disconnecting */
-    protected cleanup(): void;
-}
-//# sourceMappingURL=ohlcv-ws-client.d.ts.map

package/dist/api/websocket/clients/ohlcv-ws-client.d.ts.map

@@ -1 +0,0 @@
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package/dist/api/websocket/clients/ohlcv-ws-client.js

@@ -1,132 +0,0 @@
-/**
- * OHLCV WebSocket Client Implementation
- *
- * PUBLIC WebSocket client for OHLCV (Open, High, Low, Close, Volume) candlestick data events.
- * No authentication required - provides public market candlestick data.
- * Extends the base WebSocket client with OHLCV-specific functionality.
- */
-import { WebSocketChannel, } from "@0xmonaco/types";
-import { BaseWebSocketClientImpl } from "../base-ws-client";
-/**
- * OHLCV-specific WebSocket client implementation
- */
-export class OHLCVWebSocketClientImpl extends BaseWebSocketClientImpl {
-    constructor() {
-        super(...arguments);
-        // Map to store OHLCV event handlers by subscription key
-        this.ohlcvHandlers = new Map();
-    }
-    /**
-     * Subscribe to OHLCV (candlestick) updates for a specific trading pair, mode, and interval.
-     * No authentication required - provides public market data.
-     *
-     * @param symbol - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param interval - Candlestick interval (e.g., "1m", "5m", "1h", "1d")
-     * @param callback - Function to handle incoming OHLCV events
-     *
-     * @example
-     * ```typescript
-     * // No authentication required
-     * await ohlcvWS.connect();
-     *
-     * ohlcvWS.subscribeToOHLCV("BTC/USDC", TradingMode.SPOT, "1m", (event) => {
-     *   console.log("New OHLCV data:", event.candlestick.o, event.candlestick.c);
-     * });
-     * ```
-     */
-    subscribeToOHLCV(symbol, tradingMode, interval, callback) {
-        const channel = `ohlcv:${symbol}:${tradingMode}:${interval}`;
-        const subscriptionKey = `${symbol.toUpperCase()}-${tradingMode.toUpperCase()}-${interval.toLowerCase()}`;
-        this.ohlcvHandlers.set(subscriptionKey, callback);
-        // Send subscription message using the backend's channel format
-        this.send({
-            type: "Subscribe",
-            channels: [channel],
-        });
-    }
-    /**
-     * Unsubscribe from OHLCV (candlestick) updates.
-     *
-     * @param symbol - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param interval - Candlestick interval (e.g., "1m", "5m", "1h", "1d")
-     *
-     * @example
-     * ```typescript
-     * ohlcvWS.unsubscribeFromOHLCV("BTC/USDC", TradingMode.SPOT, "1m");
-     * ```
-     */
-    unsubscribeFromOHLCV(symbol, tradingMode, interval) {
-        const channel = `ohlcv:${symbol}:${tradingMode}:${interval}`;
-        const subscriptionKey = `${symbol.toUpperCase()}-${tradingMode.toUpperCase()}-${interval.toLowerCase()}`;
-        this.ohlcvHandlers.delete(subscriptionKey);
-        // Send unsubscription message
-        this.send({
-            type: "Unsubscribe",
-            channels: [channel],
-        });
-    }
-    /** Override message handling to process OHLCV-specific events */
-    handleMessage(message) {
-        super.handleMessage(message);
-        // Handle OHLCV-specific Event messages
-        if (this.isOHLCVEvent(message)) {
-            this.handleOHLCVEvent(message);
-        }
-    }
-    /** Check if message is an OHLCV event from the backend */
-    isOHLCVEvent(message) {
-        return this.isEventMessage(message, WebSocketChannel.OHLCV);
-    }
-    /** Handle OHLCV-specific events from the backend */
-    handleOHLCVEvent(event) {
-        try {
-            const msg = event;
-            const backendEvent = msg.data; // Parent (has pair, interval, trading_mode)
-            const ohlcvData = backendEvent.data; // Nested (has open, high, low, close)
-            const symbol = backendEvent.pair;
-            const tradingMode = backendEvent.trading_mode;
-            const interval = backendEvent.interval;
-            if (!symbol || !tradingMode || !interval) {
-                console.warn("Missing required OHLCV event data:", backendEvent);
-                return;
-            }
-            const subscriptionKey = `${symbol.toUpperCase()}-${tradingMode.toUpperCase()}-${interval.toLowerCase()}`;
-            // Find the appropriate handler
-            const handler = this.ohlcvHandlers.get(subscriptionKey);
-            if (handler) {
-                // Map backend field names to the expected structure
-                const ohlcvEvent = {
-                    symbol: symbol,
-                    tradingMode: tradingMode,
-                    interval: interval,
-                    candlestick: {
-                        T: ohlcvData.period_start || 0, // Candle start time (ms)
-                        t: ohlcvData.period_end || 0, // Candle end time (ms)
-                        o: ohlcvData.open || "0", // Open price
-                        h: ohlcvData.high || "0", // High price
-                        l: ohlcvData.low || "0", // Low price
-                        c: ohlcvData.close || "0", // Close price
-                        v: ohlcvData.volume || "0", // Volume (base token)
-                        s: symbol, // Symbol from backend data
-                        i: interval, // Interval from backend data
-                        n: ohlcvData.trades_count || 0, // Number of trades
-                    },
-                };
-                handler(ohlcvEvent);
-            }
-            else {
-                console.warn(`No handler found for OHLCV event: ${subscriptionKey}`, event);
-            }
-        }
-        catch (error) {
-            console.error("Error handling OHLCV event:", error, event);
-        }
-    }
-    /** Clean up resources when disconnecting */
-    cleanup() {
-        this.ohlcvHandlers.clear();
-    }
-}
-//# sourceMappingURL=ohlcv-ws-client.js.map

package/dist/api/websocket/clients/ohlcv-ws-client.js.map

@@ -1 +0,0 @@
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package/dist/api/websocket/clients/orderbook-ws-client.d.ts

@@ -1,70 +0,0 @@
-/**
- * Orderbook WebSocket Client Implementation
- *
- * PUBLIC WebSocket client for orderbook-related events and operations.
- * No authentication required - provides public orderbook market data.
- * Extends the base WebSocket client with orderbook-specific functionality.
- */
-import { type OrderbookEvent, type OrderbookQuotationMode, type OrderbookWebSocketClient, type RawEventMessage, type TradingMode } from "@0xmonaco/types";
-import { BaseWebSocketClientImpl } from "../base-ws-client";
-/**
- * Orderbook-specific WebSocket client implementation
- */
-export declare class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl implements OrderbookWebSocketClient {
-    private orderbookHandlers;
-    /** Build channel name for orderbook subscription */
-    private getChannelName;
-    /** Build subscription key for handler lookup */
-    private getSubscriptionKey;
-    /** Extract magnitude and quotationMode from channel string (e.g., "orderbook:BTC/USDC:SPOT:10:BASE" -> { magnitude: 10, quotationMode: "BASE" }) */
-    private extractChannelParams;
-    /**
-     * Subscribe to orderbook events for a specific market and trading mode.
-     * No authentication required - provides public orderbook data.
-     *
-     * @param market - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param callback - Function to handle incoming orderbook events
-     * @param magnitude - Optional magnitude for orderbook grouping (0.0001 to 10000, defaults to no grouping)
-     * @param quotationMode - Optional quotation mode ("BASE" or "QUOTE"), defaults to "BASE"
-     *
-     * @example
-     * ```typescript
-     * // No authentication required
-     * await orderbookWS.connect();
-     *
-     * orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Orderbook update:", event.bids.length, "bids", event.asks.length, "asks");
-     * });
-     *
-     * // With magnitude for grouping
-     * orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Grouped orderbook:", event);
-     * }, 10);
-     *
-     * // With QUOTE quotation mode
-     * orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Orderbook in QUOTE:", event);
-     * }, undefined, "QUOTE");
-     * ```
-     */
-    subscribeToOrderbookEvents(market: string, tradingMode: TradingMode, callback: (event: OrderbookEvent) => void, magnitude?: number, quotationMode?: OrderbookQuotationMode): void;
-    /**
-     * Unsubscribe from orderbook events for a specific market and trading mode.
-     *
-     * @param market - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param magnitude - Optional magnitude that was used when subscribing
-     * @param quotationMode - Optional quotation mode that was used when subscribing
-     */
-    unsubscribeFromOrderbookEvents(market: string, tradingMode: TradingMode, magnitude?: number, quotationMode?: OrderbookQuotationMode): void;
-    /** Handle incoming WebSocket messages with orderbook-specific logic */
-    protected handleMessage(message: RawEventMessage): void;
-    /** Check if message is an orderbook event from the backend */
-    private isOrderbookEvent;
-    /** Handle orderbook-specific events from the backend */
-    private handleOrderbookEvent;
-    /** Clean up resources when disconnecting */
-    protected cleanup(): void;
-}
-//# sourceMappingURL=orderbook-ws-client.d.ts.map

package/dist/api/websocket/clients/orderbook-ws-client.d.ts.map

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package/dist/api/websocket/clients/orderbook-ws-client.js

@@ -1,197 +0,0 @@
-/**
- * Orderbook WebSocket Client Implementation
- *
- * PUBLIC WebSocket client for orderbook-related events and operations.
- * No authentication required - provides public orderbook market data.
- * Extends the base WebSocket client with orderbook-specific functionality.
- */
-import { WebSocketChannel, } from "@0xmonaco/types";
-import { BaseWebSocketClientImpl } from "../base-ws-client";
-/**
- * Orderbook-specific WebSocket client implementation
- */
-export class OrderbookWebSocketClientImpl extends BaseWebSocketClientImpl {
-    constructor() {
-        super(...arguments);
-        this.orderbookHandlers = new Map();
-    }
-    /** Build channel name for orderbook subscription */
-    getChannelName(market, tradingMode, magnitude, quotationMode) {
-        const mode = quotationMode || "BASE";
-        return magnitude !== undefined
-            ? `orderbook:${market}:${tradingMode}:${magnitude}:${mode}`
-            : `orderbook:${market}:${tradingMode}:${mode}`;
-    }
-    /** Build subscription key for handler lookup */
-    getSubscriptionKey(market, tradingMode, magnitude, quotationMode) {
-        const mode = (quotationMode || "BASE").toUpperCase();
-        const base = `${market.toUpperCase()}-${tradingMode.toUpperCase()}`;
-        return magnitude !== undefined ? `${base}-${magnitude}-${mode}` : `${base}-${mode}`;
-    }
-    /** Extract magnitude and quotationMode from channel string (e.g., "orderbook:BTC/USDC:SPOT:10:BASE" -> { magnitude: 10, quotationMode: "BASE" }) */
-    extractChannelParams(channel) {
-        const parts = channel.split(":");
-        // Channel formats:
-        // "orderbook:market:tradingMode" - old 3-part format (no magnitude, no quotationMode)
-        // "orderbook:market:tradingMode:BASE" or "orderbook:market:tradingMode:QUOTE" (4 parts)
-        // "orderbook:market:tradingMode:magnitude:BASE" or "orderbook:market:tradingMode:magnitude:QUOTE" (5 parts)
-        // Old 3-part format: "orderbook:market:tradingMode" (no magnitude, no quotationMode)
-        if (parts.length === 3) {
-            return {};
-        }
-        if (parts.length === 4) {
-            const lastPart = parts[3].toUpperCase();
-            // Check if it's a quotation mode
-            if (lastPart === "BASE" || lastPart === "QUOTE") {
-                return { quotationMode: lastPart };
-            }
-            // Otherwise it might be magnitude (old format)
-            const magnitude = Number(parts[3]);
-            return Number.isNaN(magnitude) ? {} : { magnitude };
-        }
-        if (parts.length === 5) {
-            const magnitude = Number(parts[3]);
-            const quotationMode = parts[4].toUpperCase();
-            return {
-                magnitude: Number.isNaN(magnitude) ? undefined : magnitude,
-                quotationMode: quotationMode === "BASE" || quotationMode === "QUOTE" ? quotationMode : undefined,
-            };
-        }
-        return {};
-    }
-    /**
-     * Subscribe to orderbook events for a specific market and trading mode.
-     * No authentication required - provides public orderbook data.
-     *
-     * @param market - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param callback - Function to handle incoming orderbook events
-     * @param magnitude - Optional magnitude for orderbook grouping (0.0001 to 10000, defaults to no grouping)
-     * @param quotationMode - Optional quotation mode ("BASE" or "QUOTE"), defaults to "BASE"
-     *
-     * @example
-     * ```typescript
-     * // No authentication required
-     * await orderbookWS.connect();
-     *
-     * orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Orderbook update:", event.bids.length, "bids", event.asks.length, "asks");
-     * });
-     *
-     * // With magnitude for grouping
-     * orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Grouped orderbook:", event);
-     * }, 10);
-     *
-     * // With QUOTE quotation mode
-     * orderbookWS.subscribeToOrderbookEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Orderbook in QUOTE:", event);
-     * }, undefined, "QUOTE");
-     * ```
-     */
-    subscribeToOrderbookEvents(market, tradingMode, callback, magnitude, quotationMode) {
-        const channel = this.getChannelName(market, tradingMode, magnitude, quotationMode);
-        const subscriptionKey = this.getSubscriptionKey(market, tradingMode, magnitude, quotationMode);
-        this.orderbookHandlers.set(subscriptionKey, callback);
-        // Send subscription message using backend's channel format
-        this.send({
-            type: "Subscribe",
-            channels: [channel],
-        });
-    }
-    /**
-     * Unsubscribe from orderbook events for a specific market and trading mode.
-     *
-     * @param market - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param magnitude - Optional magnitude that was used when subscribing
-     * @param quotationMode - Optional quotation mode that was used when subscribing
-     */
-    unsubscribeFromOrderbookEvents(market, tradingMode, magnitude, quotationMode) {
-        const channel = this.getChannelName(market, tradingMode, magnitude, quotationMode);
-        const subscriptionKey = this.getSubscriptionKey(market, tradingMode, magnitude, quotationMode);
-        this.orderbookHandlers.delete(subscriptionKey);
-        // Send unsubscription message
-        this.send({
-            type: "Unsubscribe",
-            channels: [channel],
-        });
-    }
-    /** Handle incoming WebSocket messages with orderbook-specific logic */
-    handleMessage(message) {
-        // Handle base messages first (PONG, etc.)
-        super.handleMessage(message);
-        // Handle orderbook-specific Event messages
-        if (this.isOrderbookEvent(message)) {
-            this.handleOrderbookEvent(message);
-        }
-    }
-    /** Check if message is an orderbook event from the backend */
-    isOrderbookEvent(message) {
-        return this.isEventMessage(message, WebSocketChannel.Orderbook);
-    }
-    /** Handle orderbook-specific events from the backend */
-    handleOrderbookEvent(event) {
-        try {
-            const msg = event;
-            const backendEvent = msg.data; // Parent (has pair, trading_mode)
-            const orderbookData = backendEvent.data; // Nested (has bids, asks, etc.)
-            const symbol = backendEvent.pair;
-            const tradingMode = backendEvent.trading_mode;
-            if (!symbol || !tradingMode) {
-                console.warn("Missing required orderbook event data:", backendEvent);
-                return;
-            }
-            // Extract magnitude and quotationMode from the channel if present (e.g., "orderbook:BTC/USDC:SPOT:10:BASE")
-            const { magnitude, quotationMode } = this.extractChannelParams(event.channel);
-            const subscriptionKey = this.getSubscriptionKey(symbol, tradingMode, magnitude, quotationMode);
-            const handler = this.orderbookHandlers.get(subscriptionKey);
-            if (handler) {
-                // Backend orderbook event structure (matching matching_engine::types::OrderbookUpdateEvent)
-                const transformedEvent = {
-                    symbol: symbol,
-                    tradingMode: tradingMode,
-                    bids: (orderbookData?.bids || []).map((level) => ({
-                        price: level.price,
-                        quantity: level.quantity,
-                        orderCount: level.order_count || 0,
-                    })),
-                    asks: (orderbookData?.asks || []).map((level) => ({
-                        price: level.price,
-                        quantity: level.quantity,
-                        orderCount: level.order_count || 0,
-                    })),
-                    bestBid: orderbookData?.best_bid || undefined,
-                    bestAsk: orderbookData?.best_ask || undefined,
-                    bidVolume: orderbookData?.bid_volume || "0",
-                    askVolume: orderbookData?.ask_volume || "0",
-                    priceChange: orderbookData?.price_change
-                        ? {
-                            side: orderbookData.price_change.side,
-                            oldPrice: orderbookData.price_change.old_price,
-                            newPrice: orderbookData.price_change.new_price,
-                            levelRemoved: orderbookData.price_change.level_removed || false,
-                            levelAdded: orderbookData.price_change.level_added || false,
-                        }
-                        : undefined,
-                    baseDecimals: backendEvent.base_decimals || 0,
-                    quoteDecimals: backendEvent.quote_decimals || 0,
-                    timestamp: backendEvent.timestamp || new Date().toISOString(),
-                    sequence: backendEvent.sequence_number || 0,
-                };
-                handler(transformedEvent);
-            }
-            else {
-                console.debug(`No handler registered for orderbook subscription: ${subscriptionKey}`);
-            }
-        }
-        catch (error) {
-            console.error("Error handling orderbook event:", error, event);
-        }
-    }
-    /** Clean up resources when disconnecting */
-    cleanup() {
-        this.orderbookHandlers.clear();
-    }
-}
-//# sourceMappingURL=orderbook-ws-client.js.map

package/dist/api/websocket/clients/orderbook-ws-client.js.map

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package/dist/api/websocket/clients/orders-ws-client.d.ts

@@ -1,61 +0,0 @@
-/**
- * Orders WebSocket Client Implementation
- *
- * AUTHENTICATED WebSocket client for personal order-related events.
- * Requires JWT authentication via access token.
- * Shows user-specific order updates and events.
- */
-import { type OrderEvent, type OrdersWebSocketClient, type RawOrderEventMessage, type TradingMode } from "@0xmonaco/types";
-import { BaseWebSocketClientImpl } from "../";
-/**
- * Orders-specific WebSocket client implementation
- */
-export declare class OrdersWebSocketClientImpl extends BaseWebSocketClientImpl implements OrdersWebSocketClient {
-    private orderHandlers;
-    /**
-     * Override connect to enforce authentication requirement for Orders channel.
-     * Orders WebSocket requires JWT authentication for personal order updates.
-     */
-    connect(): Promise<void>;
-    /**
-     * Subscribe to personal order events for a specific market and trading mode.
-     * Requires authentication - call setAccessToken() before connecting.
-     *
-     * @param market - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     * @param callback - Function to handle incoming order events
-     *
-     * @example
-     * ```typescript
-     * // Set authentication token first
-     * ordersWS.setAccessToken(authState.accessToken);
-     * await ordersWS.connect();
-     *
-     * ordersWS.subscribeToOrderEvents("BTC/USDC", TradingMode.SPOT, (event) => {
-     *   console.log("Personal order event:", event.eventType);
-     * });
-     * ```
-     */
-    subscribeToOrderEvents(market: string, tradingMode: TradingMode, callback: (event: OrderEvent) => void): void;
-    /**
-     * Unsubscribe from order events for a specific market and trading mode.
-     *
-     * @param market - Trading pair symbol (e.g., "BTC/USDC")
-     * @param tradingMode - Trading mode (TradingMode.SPOT or TradingMode.MARGIN)
-     *
-     * @example
-     * ```typescript
-     * ordersWS.unsubscribeFromOrderEvents("BTC/USDC", TradingMode.SPOT);
-     * ```
-     */
-    unsubscribeFromOrderEvents(market: string, tradingMode: TradingMode): void;
-    /** Override message handling to process order-specific events */
-    protected handleMessage(message: RawOrderEventMessage): void;
-    /** Check if message is an order event from the backend */
-    private isOrderEvent;
-    /** Handle order-specific events from the backend */
-    private handleOrderEvent;
-    /** Clean up resources when disconnecting */
-    protected cleanup(): void;
-}
-//# sourceMappingURL=orders-ws-client.d.ts.map

package/dist/api/websocket/clients/orders-ws-client.d.ts.map

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