@3rd-eye-labs/openmm 0.0.1 → 0.1.1

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

@@ -0,0 +1,145 @@
+import { OrderBook, Ticker, Trade, WebSocketStatus } from '../../types';
+/**
+ * Gate.io WebSocket Client
+ *
+ * Provides real-time market data streaming for Gate.io exchange.
+ * Implements public market data channels including ticker, orderbook, and trades.
+ *
+ * Gate.io WebSocket API v4 Specification:
+ * - Endpoint: wss://api.gateio.ws/ws/v4/
+ * - Message format: JSON with time, channel, event, result structure
+ * - Rate limit: 50 requests/second per channel
+ */
+export declare class GateioWebSocket {
+    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 Gate.io 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 from spot.tickers channel
+     */
+    private handleTickerData;
+    /**
+     * Handle best bid/ask data from spot.book_ticker channel
+     */
+    private handleBookTickerData;
+    /**
+     * Handle order book data from spot.order_book_update channel
+     */
+    private handleOrderBookData;
+    /**
+     * Parse order book entries from WebSocket format
+     */
+    private parseOrderBookEntries;
+    /**
+     * Handle trade data from spot.trades channel
+     */
+    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 message to Gate.io
+     */
+    private subscribe;
+    /**
+     * Send unsubscription message to Gate.io
+     */
+    private unsubscribeFromChannel;
+    /**
+     * Send message to Gate.io WebSocket
+     */
+    private sendMessage;
+    /**
+     * 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 Gate.io WebSocket
+     */
+    disconnectWebSocket(): Promise<void>;
+    /**
+     * Check if WebSocket is connected
+     */
+    isConnected(): boolean;
+    /**
+     * Get current WebSocket status
+     */
+    getWebSocketStatus(): WebSocketStatus;
+}
+//# sourceMappingURL=gateio-websocket.d.ts.map

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

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

@@ -0,0 +1,469 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.GateioWebSocket = 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 utils_1 = require("../../utils");
+/**
+ * Gate.io WebSocket Client
+ *
+ * Provides real-time market data streaming for Gate.io exchange.
+ * Implements public market data channels including ticker, orderbook, and trades.
+ *
+ * Gate.io WebSocket API v4 Specification:
+ * - Endpoint: wss://api.gateio.ws/ws/v4/
+ * - Message format: JSON with time, channel, event, result structure
+ * - Rate limit: 50 requests/second per channel
+ */
+class GateioWebSocket {
+    constructor(wsUrl = 'wss://api.gateio.ws/ws/v4/') {
+        this.subscriptions = new Map();
+        this.status = 'disconnected';
+        this.logger = (0, utils_1.createLogger)('gateio-websocket');
+        this.reconnectAttempts = 0;
+        this.maxReconnectAttempts = 5;
+        this.reconnectDelay = 5000;
+        this.autoReconnect = true;
+        this.pingInterval = 30000;
+        this.dataMapper = new gateio_data_mapper_1.GateioDataMapper();
+        this.wsUrl = wsUrl;
+    }
+    /**
+     * Connect to Gate.io 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('✅ Gate.io WebSocket connected successfully');
+        this.resubscribeAll();
+        resolve();
+    }
+    /**
+     * WebSocket close event handler
+     */
+    onClose() {
+        this.status = 'disconnected';
+        this.stopPing();
+        this.logger.warn('🔌 Gate.io 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('❌ Gate.io 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.channel === 'spot.pong') {
+                return;
+            }
+            if (parsedMessage.event === 'subscribe') {
+                if (parsedMessage.result?.status === 'fail' || parsedMessage.error) {
+                    this.logger.error('❌ Subscription failed:', {
+                        channel: parsedMessage.channel,
+                        error: parsedMessage.error || parsedMessage.result,
+                    });
+                }
+                return;
+            }
+            if (parsedMessage.event === 'update' && parsedMessage.result) {
+                this.processSubscriptionData(parsedMessage);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Error processing Gate.io message:', {
+                error,
+                message: data.toString().substring(0, 200),
+            });
+        }
+    }
+    /**
+     * Process subscription data messages
+     */
+    processSubscriptionData(message) {
+        try {
+            const { channel, result } = message;
+            if (!channel || !result) {
+                return;
+            }
+            if (channel === 'spot.tickers') {
+                this.handleTickerData(result);
+            }
+            else if (channel === 'spot.book_ticker') {
+                this.handleBookTickerData(result);
+            }
+            else if (channel === 'spot.order_book_update') {
+                this.handleOrderBookData(result);
+            }
+            else if (channel === 'spot.trades') {
+                this.handleTradeData(result);
+            }
+            else {
+                this.logger.debug('🔄 Unknown Gate.io channel:', channel);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Error processing Gate.io subscription data:', { error, message });
+        }
+    }
+    /**
+     * Handle ticker data from spot.tickers channel
+     */
+    handleTickerData(result) {
+        try {
+            if (!result || !result.currency_pair)
+                return;
+            const ticker = this.dataMapper.mapTicker(result);
+            const symbol = gateio_utils_1.GateioUtils.fromGateioSymbol(result.currency_pair);
+            this.subscriptions.forEach(subscription => {
+                if (subscription.type === 'ticker' && subscription.symbol === symbol) {
+                    subscription.callback(ticker);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling Gate.io ticker data:', { error, result });
+        }
+    }
+    /**
+     * Handle best bid/ask data from spot.book_ticker channel
+     */
+    handleBookTickerData(result) {
+        try {
+            if (!result || !result.s)
+                return;
+            const tickerData = {
+                currency_pair: result.s,
+                last: result.c || '0',
+                lowest_ask: result.a || '0',
+                highest_bid: result.b || '0',
+                base_volume: result.v || '0',
+                quote_volume: result.q || '0',
+                change_percentage: result.P || '0',
+                high_24h: result.h || '0',
+                low_24h: result.l || '0',
+            };
+            const ticker = this.dataMapper.mapTicker(tickerData);
+            const symbol = gateio_utils_1.GateioUtils.fromGateioSymbol(result.s);
+            this.subscriptions.forEach(subscription => {
+                if (subscription.type === 'ticker' && subscription.symbol === symbol) {
+                    subscription.callback(ticker);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling Gate.io book ticker data:', { error, result });
+        }
+    }
+    /**
+     * Handle order book data from spot.order_book_update channel
+     */
+    handleOrderBookData(result) {
+        try {
+            if (!result || !result.s)
+                return;
+            const orderBook = {
+                symbol: gateio_utils_1.GateioUtils.fromGateioSymbol(result.s),
+                bids: this.parseOrderBookEntries(result.b || []),
+                asks: this.parseOrderBookEntries(result.a || []),
+                timestamp: result.t || Date.now(),
+            };
+            const symbol = gateio_utils_1.GateioUtils.fromGateioSymbol(result.s);
+            this.subscriptions.forEach(subscription => {
+                if (subscription.type === 'orderbook' && subscription.symbol === symbol) {
+                    subscription.callback(orderBook);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling Gate.io order book data:', { error, result });
+        }
+    }
+    /**
+     * Parse order book entries from WebSocket format
+     */
+    parseOrderBookEntries(entries) {
+        return entries
+            .map(([price, amount]) => ({
+            price: parseFloat(price),
+            amount: parseFloat(amount),
+        }))
+            .filter(entry => entry.amount > 0); // Filter out zero amounts (deletions)
+    }
+    /**
+     * Handle trade data from spot.trades channel
+     */
+    handleTradeData(result) {
+        try {
+            if (!result || !result.currency_pair)
+                return;
+            const trade = this.dataMapper.mapTrade(result, result.currency_pair);
+            const symbol = gateio_utils_1.GateioUtils.fromGateioSymbol(result.currency_pair);
+            this.subscriptions.forEach(subscription => {
+                if (subscription.type === 'trades' && subscription.symbol === symbol) {
+                    subscription.callback(trade);
+                }
+            });
+        }
+        catch (error) {
+            this.logger.error('❌ Error handling Gate.io trade data:', { error, result });
+        }
+    }
+    /**
+     * 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 gateioSymbol = gateio_utils_1.GateioUtils.toGateioSymbol(symbol);
+        const subscriptionId = `ticker_${gateioSymbol}_${Date.now()}`;
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'ticker',
+            symbol,
+            channel: 'spot.tickers',
+        });
+        await this.subscribe('spot.tickers', [gateioSymbol]);
+        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 gateioSymbol = gateio_utils_1.GateioUtils.toGateioSymbol(symbol);
+        const subscriptionId = `orderbook_${gateioSymbol}_${Date.now()}`;
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'orderbook',
+            symbol,
+            channel: 'spot.order_book_update',
+        });
+        await this.subscribe('spot.order_book_update', [gateioSymbol, '100ms']);
+        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 gateioSymbol = gateio_utils_1.GateioUtils.toGateioSymbol(symbol);
+        const subscriptionId = `trades_${gateioSymbol}_${Date.now()}`;
+        this.subscriptions.set(subscriptionId, {
+            callback,
+            type: 'trades',
+            symbol,
+            channel: 'spot.trades',
+        });
+        await this.subscribe('spot.trades', [gateioSymbol]);
+        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, channel } = subscription;
+        this.subscriptions.delete(subscriptionId);
+        let payload;
+        if (channel === 'spot.order_book_update') {
+            payload = [gateio_utils_1.GateioUtils.toGateioSymbol(symbol), '100ms'];
+        }
+        else if (symbol === 'all') {
+            payload = ['all'];
+        }
+        else {
+            payload = [gateio_utils_1.GateioUtils.toGateioSymbol(symbol)];
+        }
+        await this.unsubscribeFromChannel(channel, payload);
+    }
+    /**
+     * Send subscription message to Gate.io
+     */
+    async subscribe(channel, payload) {
+        if (this.status !== 'connected' || !this.ws) {
+            throw new Error('Gate.io WebSocket not connected');
+        }
+        const message = {
+            time: Math.floor(Date.now() / 1000),
+            channel,
+            event: 'subscribe',
+            payload,
+        };
+        this.sendMessage(message);
+    }
+    /**
+     * Send unsubscription message to Gate.io
+     */
+    async unsubscribeFromChannel(channel, payload) {
+        if (this.status !== 'connected' || !this.ws) {
+            throw new Error('Gate.io WebSocket not connected');
+        }
+        const message = {
+            time: Math.floor(Date.now() / 1000),
+            channel,
+            event: 'unsubscribe',
+            payload,
+        };
+        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.connectWebSocket();
+            }
+            catch (error) {
+                this.logger.error('❌ Gate.io reconnection failed:', { error });
+            }
+        }, this.reconnectDelay);
+    }
+    /**
+     * Resubscribe to all active subscriptions
+     */
+    async resubscribeAll() {
+        if (this.subscriptions.size === 0)
+            return;
+        for (const [id, subscription] of this.subscriptions) {
+            try {
+                const { symbol, channel, type } = subscription;
+                let payload;
+                if (type === 'orderbook') {
+                    payload = [gateio_utils_1.GateioUtils.toGateioSymbol(symbol), '100ms'];
+                }
+                else 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:', { 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 Gate.io 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';
+    }
+    /**
+     * Check if WebSocket is connected
+     */
+    isConnected() {
+        return this.status === 'connected';
+    }
+    /**
+     * Get current WebSocket status
+     */
+    getWebSocketStatus() {
+        return this.status;
+    }
+}
+exports.GateioWebSocket = GateioWebSocket;
+//# sourceMappingURL=gateio-websocket.js.map

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

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

@@ -0,0 +1,12 @@
+import { ExchangeCredentials } from '../../types';
+export declare class KrakenAuth {
+    private readonly apiKey;
+    private readonly apiSecret;
+    private readonly logger;
+    constructor(credentials: ExchangeCredentials);
+    getNonce(): string;
+    signMessage(path: string, nonce: string, postData: string): string;
+    getHeaders(path: string, nonce: string, postData: string): Record<string, string>;
+    makeRequest(url: string, path: string, params?: Record<string, unknown>, method?: string): Promise<unknown>;
+}
+//# sourceMappingURL=kraken-auth.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"kraken-auth.d.ts","sourceRoot":"","sources":["../../../src/exchanges/kraken/kraken-auth.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,mBAAmB,EAAE,MAAM,aAAa,CAAC;AAGlD,qBAAa,UAAU;IACrB,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAS;IAChC,OAAO,CAAC,QAAQ,CAAC,SAAS,CAAS;IACnC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA+B;gBAE1C,WAAW,EAAE,mBAAmB;IAQ5C,QAAQ,IAAI,MAAM;IAIlB,WAAW,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM;IAalE,UAAU,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC;IAQ3E,WAAW,CACf,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,MAAM,EACZ,MAAM,GAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAM,EACpC,MAAM,GAAE,MAAe,GACtB,OAAO,CAAC,OAAO,CAAC;CA+BpB"}