@3rd-eye-labs/openmm 0.0.1 → 0.1.0

package/dist/exchanges/gateio/gateio-user-stream.js

@@ -0,0 +1,384 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.GateioUserDataStream = void 0;
+const ws_1 = __importDefault(require("ws"));
+const gateio_data_mapper_1 = require("./gateio-data-mapper");
+const gateio_utils_1 = require("./gateio-utils");
+const gateio_auth_1 = require("./gateio-auth");
+const utils_1 = require("../../utils");
+/**
+ * Gate.io User Data Stream
+ *
+ * Handles authenticated WebSocket connections for private user data including:
+ * - Order updates (spot.orders channel)
+ * - Trade executions (spot.usertrades channel)
+ * - Account balance updates (spot.balances channel)
+ *
+ * Gate.io WebSocket API v4 for User Data:
+ * - Uses same WebSocket endpoint as public data: wss://api.gateio.ws/ws/v4/
+ * - Authentication required for private channels
+ * - Real-time updates for user-specific data
+ */
+class GateioUserDataStream {
+    constructor(credentials, wsUrl = 'wss://api.gateio.ws/ws/v4/') {
+        this.subscriptions = new Map();
+        this.status = 'disconnected';
+        this.logger = (0, utils_1.createLogger)('gateio-user-stream');
+        this.reconnectAttempts = 0;
+        this.maxReconnectAttempts = 5;
+        this.reconnectDelay = 5000;
+        this.autoReconnect = true;
+        this.pingInterval = 30000;
+        this.dataMapper = new gateio_data_mapper_1.GateioDataMapper();
+        this.isAuthenticated = false;
+        this.wsUrl = wsUrl;
+        this.credentials = credentials;
+        this.auth = new gateio_auth_1.GateioAuth(credentials, 'https://api.gateio.ws');
+    }
+    /**
+     * Connect to Gate.io User Data Stream with authentication
+     *
+     * @returns Promise that resolves when connection is established and authenticated
+     */
+    async connectUserDataStream() {
+        return new Promise((resolve, reject) => {
+            try {
+                this.autoReconnect = true;
+                this.ws = new ws_1.default(this.wsUrl);
+                this.status = 'connecting';
+                this.ws.on('open', () => this.onOpen(resolve, reject));
+                this.ws.on('message', (data) => this.onMessage(data));
+                this.ws.on('close', () => this.onClose());
+                this.ws.on('error', error => this.onError(error, reject));
+            }
+            catch (error) {
+                this.status = 'error';
+                reject(error);
+            }
+        });
+    }
+    /**
+     * WebSocket open event handler
+     */
+    onOpen(resolve, reject) {
+        this.status = 'connected';
+        this.isAuthenticated = true; // Authentication happens per-subscription
+        this.reconnectAttempts = 0;
+        this.startPing();
+        this.logger.info('✅ Gate.io User Data Stream connected successfully');
+        this.resubscribeAll()
+            .then(() => {
+            resolve();
+        })
+            .catch(error => {
+            this.logger.error('❌ Failed to resubscribe:', { error });
+            reject(error instanceof Error ? error : new Error('Resubscription failed'));
+        });
+    }
+    /**
+     * WebSocket close event handler
+     */
+    onClose() {
+        this.status = 'disconnected';
+        this.isAuthenticated = false;
+        this.stopPing();
+        if (this.autoReconnect && this.reconnectAttempts < this.maxReconnectAttempts) {
+            this.scheduleReconnect();
+        }
+        else if (this.reconnectAttempts >= this.maxReconnectAttempts) {
+            this.logger.error('❌ Max reconnection attempts reached, giving up');
+        }
+    }
+    /**
+     * WebSocket error event handler
+     */
+    onError(error, reject) {
+        this.status = 'error';
+        this.logger.error('❌ Gate.io User Data Stream error:', { error: error.message });
+        if (this.reconnectAttempts === 0 && reject) {
+            reject(error);
+        }
+    }
+    /**
+     * WebSocket message handler
+     */
+    onMessage(data) {
+        try {
+            const message = data.toString();
+            const parsedMessage = JSON.parse(message);
+            if (parsedMessage.channel === 'spot.pong') {
+                return;
+            }
+            if (parsedMessage.event === 'subscribe') {
+                if (parsedMessage.result?.status === 'fail') {
+                    const errorMsg = parsedMessage.error?.message || 'Unknown error';
+                    if (errorMsg.includes('INVALID_KEY')) {
+                        this.logger.error('🔑 Authentication failed: Invalid API credentials provided for private channel subscription');
+                    }
+                }
+                return;
+            }
+            if (parsedMessage.event === 'update' && parsedMessage.result) {
+                this.processPrivateChannelData(parsedMessage);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Error processing Gate.io User Data Stream message:', {
+                error,
+                message: data.toString().substring(0, 200),
+            });
+        }
+    }
+    /**
+     * Process private channel data messages
+     */
+    processPrivateChannelData(message) {
+        try {
+            const { channel, result } = message;
+            if (!channel || !result) {
+                return;
+            }
+            if (channel === 'spot.orders') {
+                this.handleOrderUpdates(result);
+            }
+            else if (channel === 'spot.usertrades') {
+                this.handleUserTradeUpdates(result);
+            }
+            else if (channel === 'spot.balances') {
+                this.handleBalanceUpdates(result);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Error processing private channel data:', { error, message });
+        }
+    }
+    /**
+     * Handle order status updates from spot.orders channel
+     */
+    handleOrderUpdates(result) {
+        try {
+            if (!Array.isArray(result))
+                return;
+            result.forEach((orderData) => {
+                const order = this.dataMapper.mapWebSocketOrder(orderData);
+                const symbol = gateio_utils_1.GateioUtils.fromGateioSymbol(orderData.currency_pair);
+                this.subscriptions.forEach(subscription => {
+                    if (subscription.type === 'orders' &&
+                        (subscription.symbol === symbol || subscription.symbol === 'all')) {
+                        subscription.callback(order);
+                    }
+                });
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling order updates:', { error, result });
+        }
+    }
+    /**
+     * Handle user trade execution updates from spot.usertrades channel
+     */
+    handleUserTradeUpdates(result) {
+        try {
+            if (!Array.isArray(result))
+                return;
+            result.forEach((tradeData) => {
+                const trade = this.dataMapper.mapTrade(tradeData, tradeData.currency_pair);
+                const symbol = gateio_utils_1.GateioUtils.fromGateioSymbol(tradeData.currency_pair);
+                this.subscriptions.forEach(subscription => {
+                    if (subscription.type === 'usertrades' &&
+                        (subscription.symbol === symbol || subscription.symbol === 'all')) {
+                        subscription.callback(trade);
+                    }
+                });
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling user trade updates:', { error, result });
+        }
+    }
+    /**
+     * Handle balance updates from spot.balances channel
+     */
+    handleBalanceUpdates(result) {
+        try {
+            if (!Array.isArray(result))
+                return;
+            const balances = this.dataMapper.mapAccountBalances(result);
+            this.subscriptions.forEach(subscription => {
+                if (subscription.type === 'balances') {
+                    subscription.callback(balances);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling balance updates:', { error, result });
+        }
+    }
+    /**
+     * Subscribe to real-time user order updates
+     *
+     * @param callback - Function called when user's order status changes
+     * @param symbol - Optional trading pair symbol or 'all' for all symbols
+     * @returns Promise resolving to subscription ID
+     */
+    async subscribeUserOrders(callback, symbol = 'all') {
+        if (!this.isAuthenticated) {
+            throw new Error('Authentication required for user order subscriptions');
+        }
+        const subscriptionId = `user_orders_${symbol}_${Date.now()}`;
+        const payload = symbol === 'all' ? ['!all'] : [gateio_utils_1.GateioUtils.toGateioSymbol(symbol)];
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'orders',
+            symbol,
+            channel: 'spot.orders',
+        });
+        await this.subscribe('spot.orders', payload);
+        return subscriptionId;
+    }
+    /**
+     * Subscribe to real-time user trade execution updates
+     *
+     * @param callback - Function called when user's trades are executed
+     * @param symbol - Optional trading pair symbol or 'all' for all symbols
+     * @returns Promise resolving to subscription ID
+     */
+    async subscribeUserTrades(callback, symbol = 'all') {
+        if (!this.isAuthenticated) {
+            throw new Error('Authentication required for user trade subscriptions');
+        }
+        const subscriptionId = `user_trades_${symbol}_${Date.now()}`;
+        const payload = symbol === 'all' ? ['!all'] : [gateio_utils_1.GateioUtils.toGateioSymbol(symbol)];
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'usertrades',
+            symbol,
+            channel: 'spot.usertrades',
+        });
+        await this.subscribe('spot.usertrades', payload);
+        return subscriptionId;
+    }
+    /**
+     * Send subscription message to Gate.io with authentication
+     */
+    async subscribe(channel, payload) {
+        if (this.status !== 'connected' || !this.ws) {
+            throw new Error('User Data Stream not connected');
+        }
+        const timestamp = Math.floor(Date.now() / 1000);
+        const signature = this.auth.generateWebSocketSignature(channel, 'subscribe', timestamp);
+        const message = {
+            time: timestamp,
+            channel,
+            event: 'subscribe',
+            payload,
+            auth: {
+                method: 'api_key',
+                KEY: this.credentials.apiKey,
+                SIGN: signature,
+            },
+        };
+        this.sendMessage(message);
+    }
+    /**
+     * Send message to Gate.io WebSocket
+     */
+    sendMessage(message) {
+        if (this.ws && this.status === 'connected') {
+            this.ws.send(JSON.stringify(message));
+        }
+    }
+    /**
+     * Schedule reconnection attempt
+     */
+    scheduleReconnect() {
+        this.reconnectAttempts++;
+        this.reconnectTimer = setTimeout(async () => {
+            try {
+                await this.connectUserDataStream();
+            }
+            catch (error) {
+                this.logger.error('❌ User stream reconnection failed:', { error });
+            }
+        }, this.reconnectDelay);
+    }
+    /**
+     * Resubscribe to all active subscriptions
+     */
+    async resubscribeAll() {
+        if (this.subscriptions.size === 0)
+            return;
+        if (!this.isAuthenticated) {
+            await new Promise(resolve => setTimeout(resolve, 1000));
+        }
+        for (const [id, subscription] of this.subscriptions) {
+            try {
+                const { symbol, channel } = subscription;
+                let payload;
+                if (symbol === 'all') {
+                    payload = ['!all'];
+                }
+                else {
+                    payload = [gateio_utils_1.GateioUtils.toGateioSymbol(symbol)];
+                }
+                await this.subscribe(channel, payload);
+            }
+            catch (error) {
+                this.logger.error('❌ Failed to resubscribe to private channel:', { id, error });
+            }
+        }
+    }
+    /**
+     * Start ping interval to keep connection alive
+     */
+    startPing() {
+        this.pingTimer = setInterval(() => {
+            if (this.ws && this.status === 'connected') {
+                const pingMessage = {
+                    time: Math.floor(Date.now() / 1000),
+                    channel: 'spot.ping',
+                    event: 'ping',
+                };
+                this.sendMessage(pingMessage);
+            }
+        }, this.pingInterval);
+    }
+    /**
+     * Stop ping interval
+     */
+    stopPing() {
+        if (this.pingTimer) {
+            clearInterval(this.pingTimer);
+            this.pingTimer = undefined;
+        }
+    }
+    /**
+     * Disconnect from user data stream
+     */
+    async disconnectUserDataStream() {
+        this.autoReconnect = false;
+        if (this.reconnectTimer) {
+            clearTimeout(this.reconnectTimer);
+            this.reconnectTimer = undefined;
+        }
+        this.stopPing();
+        if (this.ws) {
+            this.ws.close();
+            this.ws = undefined;
+        }
+        this.subscriptions.clear();
+        this.status = 'disconnected';
+        this.isAuthenticated = false;
+    }
+    /**
+     * Check if user data stream is connected
+     */
+    isUserDataStreamConnected() {
+        return this.status === 'connected' && this.isAuthenticated;
+    }
+}
+exports.GateioUserDataStream = GateioUserDataStream;
+//# sourceMappingURL=gateio-user-stream.js.map

package/dist/exchanges/gateio/gateio-user-stream.js.map

@@ -0,0 +1 @@
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package/dist/exchanges/gateio/gateio-utils.d.ts

@@ -0,0 +1,45 @@
+/**
+ * Gate.io Utility Functions
+ * Symbol conversion and error mapping
+ */
+export declare class GateioUtils {
+    /**
+     * Convert symbol from standard format to Gate.io format
+     * Standard: SNEK/USDT → Gate.io: SNEK_USDT
+     */
+    static toGateioSymbol(symbol: string): string;
+    /**
+     * Convert symbol from Gate.io format to standard format
+     * Gate.io: SNEK_USDT → Standard: SNEK/USDT
+     */
+    static fromGateioSymbol(gateioSymbol: string): string;
+    /**
+     * Map Gate.io error responses to standardized error messages
+     *
+     * Gate.io error format: { label: "ERROR_LABEL", message: "description" }
+     */
+    static mapErrorMessage(gateioError: unknown): string;
+    /**
+     * Validate if symbol is in supported format for Gate.io
+     */
+    static isValidSymbol(symbol: string): boolean;
+    /**
+     * Parse timestamp from Gate.io response
+     * Gate.io can use seconds (as string) or milliseconds
+     */
+    static parseTimestamp(timestamp: string | number): number;
+    /**
+     * Validate Gate.io order response
+     */
+    static isValidOrderResponse(response: unknown): boolean;
+    /**
+     * Extract currency pair list from open orders response
+     * Gate.io returns: [{ currency_pair, total, orders: [...] }]
+     */
+    static extractOrdersFromOpenOrdersResponse(response: unknown[]): unknown[];
+    /**
+     * Normalize symbol format (uppercase)
+     */
+    static normalizeSymbol(symbol: string): string;
+}
+//# sourceMappingURL=gateio-utils.d.ts.map

package/dist/exchanges/gateio/gateio-utils.d.ts.map

@@ -0,0 +1 @@
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package/dist/exchanges/gateio/gateio-utils.js

@@ -0,0 +1,138 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.GateioUtils = void 0;
+/**
+ * Gate.io Utility Functions
+ * Symbol conversion and error mapping
+ */
+class GateioUtils {
+    /**
+     * Convert symbol from standard format to Gate.io format
+     * Standard: SNEK/USDT → Gate.io: SNEK_USDT
+     */
+    static toGateioSymbol(symbol) {
+        return symbol.replace('/', '_').toUpperCase();
+    }
+    /**
+     * Convert symbol from Gate.io format to standard format
+     * Gate.io: SNEK_USDT → Standard: SNEK/USDT
+     */
+    static fromGateioSymbol(gateioSymbol) {
+        return gateioSymbol.replace('_', '/').toUpperCase();
+    }
+    /**
+     * Map Gate.io error responses to standardized error messages
+     *
+     * Gate.io error format: { label: "ERROR_LABEL", message: "description" }
+     */
+    static mapErrorMessage(gateioError) {
+        if (!gateioError)
+            return 'Unknown error';
+        const error = gateioError;
+        const errorLabel = error.label || '';
+        const errorMsg = error.message || 'Unknown error';
+        const errorMap = {
+            INVALID_PARAM_VALUE: 'Invalid parameter value',
+            INVALID_PROTOCOL: 'Invalid protocol',
+            INVALID_ARGUMENT: 'Invalid argument',
+            INVALID_REQUEST_BODY: 'Invalid request body',
+            INVALID_CURRENCY: 'Invalid currency',
+            INVALID_CURRENCY_PAIR: 'Invalid trading pair',
+            INVALID_PRECISION: 'Invalid precision',
+            // Order errors
+            INVALID_ORDER_ID: 'Invalid order ID',
+            ORDER_NOT_FOUND: 'Order not found',
+            ORDER_CLOSED: 'Order already closed',
+            ORDER_CANCELLED: 'Order already cancelled',
+            // Balance errors
+            INSUFFICIENT_BALANCE: 'Insufficient balance',
+            BALANCE_NOT_ENOUGH: 'Balance not enough',
+            // Trading errors
+            AMOUNT_TOO_SMALL: 'Order amount too small',
+            AMOUNT_TOO_LARGE: 'Order amount too large',
+            PRICE_TOO_HIGH: 'Price too high',
+            PRICE_TOO_LOW: 'Price too low',
+            INVALID_PRICE: 'Invalid price',
+            // Authentication errors
+            INVALID_KEY: 'Invalid API key',
+            INVALID_SIGNATURE: 'Invalid signature',
+            SIGNATURE_NOT_MATCH: 'Signature does not match',
+            IP_FORBIDDEN: 'IP not whitelisted',
+            PERMISSION_DENIED: 'Permission denied',
+            KEY_EXPIRED: 'API key expired',
+            // Rate limiting
+            TOO_MANY_REQUESTS: 'Rate limit exceeded',
+            REQUEST_TOO_FAST: 'Requests too frequent',
+            // Market errors
+            MARKET_CLOSED: 'Market is closed',
+            MARKET_NOT_FOUND: 'Market not found',
+            PAIR_NOT_FOUND: 'Trading pair not found',
+            // System errors
+            SYSTEM_ERROR: 'System error',
+            SERVICE_UNAVAILABLE: 'Service temporarily unavailable',
+        };
+        const mappedMessage = errorMap[errorLabel];
+        if (mappedMessage) {
+            return `${mappedMessage} (${errorLabel})`;
+        }
+        return `Gate.io Error: ${errorMsg} (${errorLabel || 'Unknown'})`;
+    }
+    /**
+     * Validate if symbol is in supported format for Gate.io
+     */
+    static isValidSymbol(symbol) {
+        try {
+            const gateioFormat = this.toGateioSymbol(symbol);
+            return /^[A-Z0-9]+_[A-Z0-9]+$/.test(gateioFormat);
+        }
+        catch {
+            return false;
+        }
+    }
+    /**
+     * Parse timestamp from Gate.io response
+     * Gate.io can use seconds (as string) or milliseconds
+     */
+    static parseTimestamp(timestamp) {
+        const ts = typeof timestamp === 'string' ? parseFloat(timestamp) : timestamp;
+        if (ts < 10000000000) {
+            return ts * 1000;
+        }
+        return ts;
+    }
+    /**
+     * Validate Gate.io order response
+     */
+    static isValidOrderResponse(response) {
+        const order = response;
+        return (order &&
+            typeof order.id === 'string' &&
+            typeof order.currency_pair === 'string' &&
+            typeof order.status === 'string');
+    }
+    /**
+     * Extract currency pair list from open orders response
+     * Gate.io returns: [{ currency_pair, total, orders: [...] }]
+     */
+    static extractOrdersFromOpenOrdersResponse(response) {
+        const allOrders = [];
+        if (!Array.isArray(response)) {
+            return allOrders;
+        }
+        response.forEach(group => {
+            const groupData = group;
+            if (groupData.orders && Array.isArray(groupData.orders)) {
+                allOrders.push(...groupData.orders);
+            }
+        });
+        return allOrders;
+    }
+    /**
+     * Normalize symbol format (uppercase)
+     */
+    static normalizeSymbol(symbol) {
+        return symbol.toUpperCase();
+    }
+}
+exports.GateioUtils = GateioUtils;
+//# sourceMappingURL=gateio-utils.js.map

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