@3rd-eye-labs/openmm 0.0.1 → 0.1.1

package/dist/exchanges/bitget/bitget-websocket.d.ts

@@ -0,0 +1,124 @@
+import { OrderBook, Ticker, Trade, WebSocketStatus } from '../../types';
+/**
+ * Bitget WebSocket Client
+ *
+ * Provides real-time market data streaming for Bitget exchange.
+ * Implements public market data channels including ticker, orderbook, and trades.
+ */
+export declare class BitgetWebSocket {
+    private ws?;
+    private subscriptions;
+    private status;
+    private readonly wsUrl;
+    private logger;
+    private reconnectTimer?;
+    private pingTimer?;
+    private reconnectAttempts;
+    private maxReconnectAttempts;
+    private reconnectDelay;
+    private autoReconnect;
+    private pingInterval;
+    private readonly dataMapper;
+    constructor(wsUrl?: string);
+    /**
+     * Connect to Bitget WebSocket
+     *
+     * @returns Promise that resolves when connection is established
+     */
+    connectWebSocket(): Promise<void>;
+    /**
+     * WebSocket open event handler
+     */
+    private onOpen;
+    /**
+     * WebSocket close event handler
+     */
+    private onClose;
+    /**
+     * WebSocket error event handler
+     */
+    private onError;
+    /**
+     * WebSocket message handler
+     */
+    private onMessage;
+    /**
+     * Process subscription data messages
+     */
+    private processSubscriptionData;
+    /**
+     * Handle ticker data
+     */
+    private handleTickerData;
+    /**
+     * Handle order book data
+     */
+    private handleOrderBookData;
+    /**
+     * Handle trade data
+     */
+    private handleTradeData;
+    /**
+     * Subscribe to ticker updates for a symbol
+     *
+     * @param symbol - Trading pair symbol (e.g., 'SNEK/USDT')
+     * @param callback - Function called when ticker updates are received
+     * @returns Promise resolving to subscription ID
+     */
+    subscribeTicker(symbol: string, callback: (ticker: Ticker) => void): Promise<string>;
+    /**
+     * Subscribe to order book updates for a symbol
+     *
+     * @param symbol - Trading pair symbol (e.g., 'SNEK/USDT')
+     * @param callback - Function called when order book updates are received
+     * @returns Promise resolving to subscription ID
+     */
+    subscribeOrderBook(symbol: string, callback: (orderbook: OrderBook) => void): Promise<string>;
+    /**
+     * Subscribe to trade updates for a symbol
+     *
+     * @param symbol - Trading pair symbol (e.g., 'SNEK/USDT')
+     * @param callback - Function called when new trades are received
+     * @returns Promise resolving to subscription ID
+     */
+    subscribeTrades(symbol: string, callback: (trade: Trade) => void): Promise<string>;
+    /**
+     * Unsubscribe from a subscription
+     *
+     * @param subscriptionId - The ID of the subscription to cancel
+     */
+    unsubscribe(subscriptionId: string): Promise<void>;
+    /**
+     * Send subscription/unsubscription message
+     */
+    private subscribe;
+    /**
+     * Schedule reconnection attempt
+     */
+    private scheduleReconnect;
+    /**
+     * Resubscribe to all active subscriptions
+     */
+    private resubscribeAll;
+    /**
+     * Start ping interval to keep connection alive
+     */
+    private startPing;
+    /**
+     * Stop ping interval
+     */
+    private stopPing;
+    /**
+     * Disconnect from WebSocket
+     */
+    disconnectWebSocket(): Promise<void>;
+    /**
+     * Check if WebSocket is connected
+     */
+    isConnected(): boolean;
+    /**
+     * Get current WebSocket status
+     */
+    getWebSocketStatus(): WebSocketStatus;
+}
+//# sourceMappingURL=bitget-websocket.d.ts.map

package/dist/exchanges/bitget/bitget-websocket.d.ts.map

@@ -0,0 +1 @@
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package/dist/exchanges/bitget/bitget-websocket.js

@@ -0,0 +1,434 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BitgetWebSocket = void 0;
+const ws_1 = __importDefault(require("ws"));
+const bitget_data_mapper_1 = require("./bitget-data-mapper");
+const utils_1 = require("../../utils");
+const symbol_utils_1 = require("../../utils/symbol-utils");
+/**
+ * Bitget WebSocket Client
+ *
+ * Provides real-time market data streaming for Bitget exchange.
+ * Implements public market data channels including ticker, orderbook, and trades.
+ */
+class BitgetWebSocket {
+    constructor(wsUrl = 'wss://ws.bitget.com/v2/ws/public') {
+        this.subscriptions = new Map();
+        this.status = 'disconnected';
+        this.logger = (0, utils_1.createLogger)('bitget-websocket');
+        this.reconnectAttempts = 0;
+        this.maxReconnectAttempts = 5;
+        this.reconnectDelay = 5000;
+        this.autoReconnect = true;
+        this.pingInterval = 30000;
+        this.dataMapper = new bitget_data_mapper_1.BitgetDataMapper();
+        this.wsUrl = wsUrl;
+    }
+    /**
+     * Connect to Bitget WebSocket
+     *
+     * @returns Promise that resolves when connection is established
+     */
+    async connectWebSocket() {
+        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));
+                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) {
+        this.status = 'connected';
+        this.reconnectAttempts = 0;
+        this.startPing();
+        this.logger.info('✅ Bitget WebSocket connected successfully');
+        this.resubscribeAll();
+        resolve();
+    }
+    /**
+     * WebSocket close event handler
+     */
+    onClose() {
+        this.status = 'disconnected';
+        this.stopPing();
+        this.logger.warn('🔌 WebSocket connection closed');
+        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('❌ Bitget WebSocket 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.event === 'pong') {
+                return;
+            }
+            if (parsedMessage.event === 'subscribe') {
+                this.logger.info('✅ Subscription confirmed:', { arg: parsedMessage.arg });
+                return;
+            }
+            if (parsedMessage.data) {
+                this.processSubscriptionData(parsedMessage);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Error processing message:', {
+                error,
+                message: data.toString().substring(0, 200),
+            });
+        }
+    }
+    /**
+     * Process subscription data messages
+     */
+    processSubscriptionData(message) {
+        try {
+            const { arg, data } = message;
+            if (!arg || !data) {
+                this.logger.warn('⚠️ Invalid message format:', { arg, hasData: !!data });
+                return;
+            }
+            if (arg.channel === 'ticker') {
+                this.handleTickerData(arg.instId, data);
+            }
+            else if (arg.channel === 'books15') {
+                this.handleOrderBookData(arg.instId, data);
+            }
+            else if (arg.channel === 'trade') {
+                this.handleTradeData(arg.instId, data);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Error processing subscription data:', { error, message });
+        }
+    }
+    /**
+     * Handle ticker data
+     */
+    handleTickerData(instId, data) {
+        try {
+            if (!Array.isArray(data) || data.length === 0)
+                return;
+            const tickerData = data[0];
+            const tickerForMapping = {
+                ...tickerData,
+                symbol: tickerData.instId || instId,
+            };
+            const ticker = this.dataMapper.mapTicker(tickerForMapping);
+            this.subscriptions.forEach((subscription, id) => {
+                if (subscription.type === 'ticker' && id.includes(instId)) {
+                    subscription.callback(ticker);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling ticker data:', { error, instId, data });
+        }
+    }
+    /**
+     * Handle order book data
+     */
+    handleOrderBookData(instId, data) {
+        try {
+            if (!Array.isArray(data) || data.length === 0)
+                return;
+            const orderBookData = data[0];
+            const orderBook = this.dataMapper.mapOrderBook(orderBookData, instId);
+            this.subscriptions.forEach((subscription, id) => {
+                if (subscription.type === 'orderbook' && id.includes(instId)) {
+                    subscription.callback(orderBook);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling order book data:', { error, instId, data });
+        }
+    }
+    /**
+     * Handle trade data
+     */
+    handleTradeData(instId, data) {
+        try {
+            if (!Array.isArray(data) || data.length === 0)
+                return;
+            data.forEach(tradeData => {
+                const trade = this.dataMapper.mapTrade(tradeData, instId);
+                this.subscriptions.forEach((subscription, id) => {
+                    if (subscription.type === 'trades' && id.includes(instId)) {
+                        subscription.callback(trade);
+                    }
+                });
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling trade data:', { error, instId, data });
+        }
+    }
+    /**
+     * Subscribe to ticker updates for a symbol
+     *
+     * @param symbol - Trading pair symbol (e.g., 'SNEK/USDT')
+     * @param callback - Function called when ticker updates are received
+     * @returns Promise resolving to subscription ID
+     */
+    async subscribeTicker(symbol, callback) {
+        const bitgetSymbol = (0, symbol_utils_1.toExchangeFormat)(symbol);
+        const subscriptionId = `ticker_${bitgetSymbol}_${Date.now()}`;
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'ticker',
+            symbol: bitgetSymbol,
+        });
+        await this.subscribe({
+            op: 'subscribe',
+            args: [
+                {
+                    instType: 'SPOT',
+                    channel: 'ticker',
+                    instId: bitgetSymbol,
+                },
+            ],
+        });
+        this.logger.info(`📈 Subscribed to ticker: ${symbol} (${bitgetSymbol})`);
+        return subscriptionId;
+    }
+    /**
+     * Subscribe to order book updates for a symbol
+     *
+     * @param symbol - Trading pair symbol (e.g., 'SNEK/USDT')
+     * @param callback - Function called when order book updates are received
+     * @returns Promise resolving to subscription ID
+     */
+    async subscribeOrderBook(symbol, callback) {
+        const bitgetSymbol = (0, symbol_utils_1.toExchangeFormat)(symbol);
+        const subscriptionId = `orderbook_${bitgetSymbol}_${Date.now()}`;
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'orderbook',
+            symbol: bitgetSymbol,
+        });
+        await this.subscribe({
+            op: 'subscribe',
+            args: [
+                {
+                    instType: 'SPOT',
+                    channel: 'books15',
+                    instId: bitgetSymbol,
+                },
+            ],
+        });
+        this.logger.info(`📊 Subscribed to order book: ${symbol} (${bitgetSymbol})`);
+        return subscriptionId;
+    }
+    /**
+     * Subscribe to trade updates for a symbol
+     *
+     * @param symbol - Trading pair symbol (e.g., 'SNEK/USDT')
+     * @param callback - Function called when new trades are received
+     * @returns Promise resolving to subscription ID
+     */
+    async subscribeTrades(symbol, callback) {
+        const bitgetSymbol = (0, symbol_utils_1.toExchangeFormat)(symbol);
+        const subscriptionId = `trades_${bitgetSymbol}_${Date.now()}`;
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'trades',
+            symbol: bitgetSymbol,
+        });
+        await this.subscribe({
+            op: 'subscribe',
+            args: [
+                {
+                    instType: 'SPOT',
+                    channel: 'trade',
+                    instId: bitgetSymbol,
+                },
+            ],
+        });
+        this.logger.info(`💱 Subscribed to trades: ${symbol} (${bitgetSymbol})`);
+        return subscriptionId;
+    }
+    /**
+     * Unsubscribe from a subscription
+     *
+     * @param subscriptionId - The ID of the subscription to cancel
+     */
+    async unsubscribe(subscriptionId) {
+        const subscription = this.subscriptions.get(subscriptionId);
+        if (!subscription) {
+            this.logger.warn('⚠️ Subscription not found:', { subscriptionId });
+            return;
+        }
+        const { symbol } = subscription;
+        this.subscriptions.delete(subscriptionId);
+        let channel;
+        if (subscriptionId.startsWith('ticker_')) {
+            channel = 'ticker';
+        }
+        else if (subscriptionId.startsWith('orderbook_')) {
+            channel = 'books15';
+        }
+        else if (subscriptionId.startsWith('trades_')) {
+            channel = 'trade';
+        }
+        else {
+            this.logger.warn('⚠️ Unknown subscription type:', { subscriptionId });
+            return;
+        }
+        await this.subscribe({
+            op: 'unsubscribe',
+            args: [
+                {
+                    instType: 'SPOT',
+                    channel,
+                    instId: symbol,
+                },
+            ],
+        });
+        this.logger.info(`❌ Unsubscribed: ${subscriptionId}`);
+    }
+    /**
+     * Send subscription/unsubscription message
+     */
+    async subscribe(message) {
+        if (this.status !== 'connected' || !this.ws) {
+            throw new Error('WebSocket not connected');
+        }
+        this.ws.send(JSON.stringify(message));
+    }
+    /**
+     * Schedule reconnection attempt
+     */
+    scheduleReconnect() {
+        this.reconnectAttempts++;
+        this.reconnectTimer = setTimeout(async () => {
+            try {
+                await this.connectWebSocket();
+            }
+            catch (error) {
+                this.logger.error('❌ Reconnection failed:', { error });
+            }
+        }, this.reconnectDelay);
+    }
+    /**
+     * Resubscribe to all active subscriptions
+     */
+    async resubscribeAll() {
+        if (this.subscriptions.size === 0)
+            return;
+        this.logger.info(`🔄 Resubscribing to ${this.subscriptions.size} subscriptions`);
+        for (const [id, subscription] of this.subscriptions) {
+            try {
+                const { symbol, type } = subscription;
+                let channel;
+                if (type === 'ticker') {
+                    channel = 'ticker';
+                }
+                else if (type === 'orderbook') {
+                    channel = 'books15';
+                }
+                else if (type === 'trades') {
+                    channel = 'trade';
+                }
+                else {
+                    continue;
+                }
+                await this.subscribe({
+                    op: 'subscribe',
+                    args: [
+                        {
+                            instType: 'SPOT',
+                            channel,
+                            instId: symbol,
+                        },
+                    ],
+                });
+            }
+            catch (error) {
+                this.logger.error('❌ Failed to resubscribe:', { id, error });
+            }
+        }
+    }
+    /**
+     * Start ping interval to keep connection alive
+     */
+    startPing() {
+        this.pingTimer = setInterval(() => {
+            if (this.ws && this.status === 'connected') {
+                this.ws.send(JSON.stringify({ op: 'ping' }));
+            }
+        }, this.pingInterval);
+    }
+    /**
+     * Stop ping interval
+     */
+    stopPing() {
+        if (this.pingTimer) {
+            clearInterval(this.pingTimer);
+            this.pingTimer = undefined;
+        }
+    }
+    /**
+     * Disconnect from WebSocket
+     */
+    async disconnectWebSocket() {
+        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.logger.info('🔌 Bitget WebSocket disconnected');
+    }
+    /**
+     * Check if WebSocket is connected
+     */
+    isConnected() {
+        return this.status === 'connected';
+    }
+    /**
+     * Get current WebSocket status
+     */
+    getWebSocketStatus() {
+        return this.status;
+    }
+}
+exports.BitgetWebSocket = BitgetWebSocket;
+//# sourceMappingURL=bitget-websocket.js.map

package/dist/exchanges/bitget/bitget-websocket.js.map

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

@@ -0,0 +1,69 @@
+import { ExchangeCredentials } from '../../types';
+/**
+ * Gate.io Authentication and Request Handler
+ *
+ * Handles API authentication, request signing, and HTTP requests to Gate.io API.
+ * Implements Gate.io's HMAC-SHA512 signature generation with hex encoding.
+ *
+ * @see https://www.gate.io/docs/developers/apiv4/en/
+ */
+export declare class GateioAuth {
+    private readonly credentials;
+    private readonly baseUrl;
+    private logger;
+    /**
+     * Initialize Gate.io authentication handler
+     *
+     * @param credentials - Gate.io API credentials including API key and secret
+     * @param baseUrl - Base URL for Gate.io API (defaults to production)
+     */
+    constructor(credentials: ExchangeCredentials, baseUrl?: string);
+    /**
+     * Generate HMAC-SHA512 signature for Gate.io API requests
+     *
+     * Signature format: HMAC-SHA512 of (method + "\n" + "/api/v4" + url_path + "\n" + query_string + "\n" + payload_hash + "\n" + timestamp)
+     * - url_path MUST include "/api/v4" prefix
+     * - payload_hash: SHA512 hash of request body (empty string if no body) - hex encoded
+     * - timestamp: Unix timestamp in SECONDS (not milliseconds)
+     */
+    generateSignature(timestamp: number, method: string, requestPath: string, queryString?: string, body?: string): string;
+    /**
+     * Generate signature for Gate.io WebSocket authentication
+     * WebSocket signature format: channel=<channel>&event=<event>&time=<timestamp>
+     *
+     * @param channel - WebSocket channel name (e.g., 'spot.orders')
+     * @param event - Event type (e.g., 'subscribe')
+     * @param timestamp - Unix timestamp in seconds
+     * @returns HMAC-SHA512 hex signature
+     */
+    generateWebSocketSignature(channel: string, event: string, timestamp: number): string;
+    /**
+     * Get required headers for authenticated Gate.io API requests
+     */
+    getHeaders(method: string, requestPath: string, queryString?: string, body?: string, timestamp?: number): Record<string, string>;
+    /**
+     * Get headers for public API endpoints
+     */
+    getPublicHeaders(): Record<string, string>;
+    /**
+     * Make authenticated request to Gate.io API
+     */
+    makeRequest(endpoint: string, params?: Record<string, unknown>, method?: 'GET' | 'POST' | 'PUT' | 'DELETE', body?: Record<string, unknown>): Promise<any>;
+    /**
+     * Make public request to Gate.io API
+     */
+    makePublicRequest(endpoint: string, params?: Record<string, unknown>): Promise<any>;
+    /**
+     * Handle API response and extract meaningful error messages
+     */
+    private handleResponse;
+    /**
+     * Validate that all required credentials are provided
+     */
+    private validateCredentials;
+    /**
+     * Check if credentials are properly configured
+     */
+    validateCredentialsExist(): boolean;
+}
+//# sourceMappingURL=gateio-auth.d.ts.map

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

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