@3rd-eye-labs/openmm 0.0.1

package/dist/exchanges/mexc/mexc-protobuf-decoder.js

@@ -0,0 +1,235 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MexcProtobufDecoder = void 0;
+const mexc_utils_1 = require("./mexc-utils");
+/**
+ * MEXC Protobuf Message Decoder
+ *
+ * This decoder supports:
+ * - Private order messages for user data stream functionality
+ * - Market data messages for real-time ticker, orderbook, and trade data
+ *
+ * Official MEXC Protocol Buffers Documentation:
+ * https://www.mexc.com/api-docs/spot-v3/websocket-market-streams#protocol-buffers-integration
+ *
+ * Supported message types:
+ * - spot@private.orders.v3.api.pb (private orders)
+ * - spot@public.aggre.bookTicker.v3.api.pb (ticker data)
+ * - spot@public.bookTicker.batch.v3.api.pb (batch ticker data)
+ * - spot@public.aggre.deals.v3.api.pb (trade data)
+ */
+class MexcProtobufDecoder {
+    /**
+     * Main decoder function for MEXC protobuf messages
+     */
+    static decode(rawMessage) {
+        try {
+            const channelMatch = rawMessage.match(/^(spot@[^@]*)/);
+            const channel = channelMatch ? channelMatch[1] : 'unknown';
+            if (rawMessage.includes('private.orders')) {
+                return this.decodeOrderMessage(rawMessage, channel);
+            }
+            else if (rawMessage.includes('aggre.bookTicker') || rawMessage.includes('bookTicker.batch')) {
+                return this.decodeTickerMessage(rawMessage, channel);
+            }
+            else if (rawMessage.includes('aggre.deals')) {
+                return this.decodeTradesMessage(rawMessage, channel);
+            }
+            else {
+                return {
+                    type: 'unknown',
+                    raw: rawMessage,
+                    channel,
+                    error: `Unsupported message type: ${channel}`
+                };
+            }
+        }
+        catch (error) {
+            return {
+                type: 'unknown',
+                raw: rawMessage,
+                channel: 'unknown',
+                error: `Decoding error: ${error instanceof Error ? error.message : 'Unknown error'}`
+            };
+        }
+    }
+    /**
+     * Decode order-related protobuf messages for user data stream
+     * Format: spot@private.orders.v3.api.pb\u001a\bINDYUSDT0...
+     */
+    static decodeOrderMessage(message, channel) {
+        try {
+            let symbolMatch = message.match(/\\u001a\\b([A-Z]{3,10}USDT|[A-Z]{3,10}BTC|[A-Z]{3,10}ETH|[A-Z]{3,10}BNB)/);
+            if (!symbolMatch) {
+                symbolMatch = message.match(/([A-Z]{3,10}USDT|[A-Z]{3,10}BTC|[A-Z]{3,10}ETH|[A-Z]{3,10}BNB)0/);
+            }
+            if (!symbolMatch) {
+                symbolMatch = message.match(/\.pb([A-Z]+USDT|[A-Z]+BTC|[A-Z]+ETH|[A-Z]+BNB)/);
+            }
+            const symbol = symbolMatch ? symbolMatch[1] : 'UNKNOWN';
+            const orderIdMatch = message.match(/C02__(\d+)/);
+            const orderId = orderIdMatch ? `C02__${orderIdMatch[1]}` : 'UNKNOWN';
+            let price = 0;
+            let quantity = 0;
+            const priceMatch = message.match(/\*(\d+\.?\d*)"/);
+            if (priceMatch)
+                price = parseFloat(priceMatch[1]);
+            if (price === 0) {
+                const decimalMatch = message.match(/(\d+\.\d{4,6})/);
+                if (decimalMatch)
+                    price = parseFloat(decimalMatch[1]);
+            }
+            const quantityMatch = message.match(/"(\d+\.?\d*)[RH]?/);
+            if (quantityMatch)
+                quantity = parseFloat(quantityMatch[1]);
+            if (quantity === 0) {
+                const intMatch = message.match(/(\d{1,4})\D/);
+                if (intMatch) {
+                    const val = parseFloat(intMatch[1]);
+                    if (val > 0 && val < 1000)
+                        quantity = val;
+                }
+            }
+            const side = mexc_utils_1.MexcUtils.determineSide(message);
+            const status = this.extractProtobufOrderStatus(message);
+            const decoded = {
+                orderId,
+                symbol: symbol.includes('/') ? symbol : `${symbol.slice(0, -4)}/${symbol.slice(-4)}`,
+                price,
+                quantity,
+                side,
+                status,
+                timestamp: Date.now(),
+                channel
+            };
+            return {
+                type: 'order',
+                raw: message,
+                channel,
+                symbol: decoded.symbol,
+                decoded
+            };
+        }
+        catch (error) {
+            return {
+                type: 'order',
+                raw: message,
+                channel,
+                error: `Order decode error: ${error instanceof Error ? error.message : 'Unknown error'}`
+            };
+        }
+    }
+    /**
+     * Decode ticker protobuf messages
+     * Format: spot@public.aggre.bookTicker.v3.api.pb@100ms@INDYUSDT...
+     */
+    static decodeTickerMessage(message, channel) {
+        try {
+            const symbolMatch = message.match(/([A-Z]{3,10}USDT)/);
+            const symbol = symbolMatch ? symbolMatch[1] : 'UNKNOWN';
+            const priceMatches = message.match(/(\d+\.\d+)/g);
+            let bidprice = '0';
+            let askprice = '0';
+            let bidquantity = '0';
+            let askquantity = '0';
+            if (priceMatches && priceMatches.length >= 2) {
+                bidprice = priceMatches[0];
+                askprice = priceMatches[1];
+                if (priceMatches.length >= 4) {
+                    bidquantity = priceMatches[2];
+                    askquantity = priceMatches[3];
+                }
+            }
+            const decoded = {
+                bidprice,
+                askprice,
+                bidquantity,
+                askquantity
+            };
+            return {
+                type: 'ticker',
+                raw: message,
+                channel,
+                symbol,
+                decoded
+            };
+        }
+        catch (error) {
+            return {
+                type: 'ticker',
+                raw: message,
+                channel,
+                error: `Ticker decode error: ${error instanceof Error ? error.message : 'Unknown error'}`
+            };
+        }
+    }
+    /**
+     * Decode trades protobuf messages
+     * Format: spot@public.aggre.deals.v3.api.pb@100ms@INDYUSDT...
+     */
+    static decodeTradesMessage(message, channel) {
+        try {
+            const symbolMatch = message.match(/([A-Z]{3,10}USDT)/);
+            const symbol = symbolMatch ? symbolMatch[1] : 'UNKNOWN';
+            const priceMatches = message.match(/(\d+\.\d+)/g);
+            const dealsList = [];
+            if (priceMatches && priceMatches.length >= 2) {
+                dealsList.push({
+                    price: priceMatches[0],
+                    quantity: priceMatches[1] || '1.0',
+                    time: Date.now().toString(),
+                    tradetype: 1
+                });
+            }
+            const decoded = {
+                dealsList,
+                eventtype: 'trade'
+            };
+            return {
+                type: 'trades',
+                raw: message,
+                channel,
+                symbol,
+                decoded
+            };
+        }
+        catch (error) {
+            return {
+                type: 'trades',
+                raw: message,
+                channel,
+                error: `Trades decode error: ${error instanceof Error ? error.message : 'Unknown error'}`
+            };
+        }
+    }
+    /**
+     * Extract order status from MEXC protobuf message
+     */
+    static extractProtobufOrderStatus(message) {
+        const hasCancelled = message.includes('\\u0004') || message.includes('\u0004');
+        const hasPartial = message.includes('\\u0003') || message.includes('\u0003');
+        const hasFilled = message.includes('\\u0002') || message.includes('\u0002');
+        if (hasCancelled)
+            return 'cancelled';
+        if (hasPartial)
+            return 'partially_filled';
+        if (hasFilled)
+            return 'filled';
+        const upperMessage = message.toUpperCase();
+        if (upperMessage.includes('CANCEL')) {
+            return 'cancelled';
+        }
+        else if (upperMessage.includes('FILLED') || upperMessage.includes('FILL')) {
+            return 'filled';
+        }
+        else if (upperMessage.includes('PARTIAL')) {
+            return 'partially_filled';
+        }
+        else if (upperMessage.includes('EXECUTED') || upperMessage.includes('EXEC')) {
+            return 'filled';
+        }
+        return 'new';
+    }
+}
+exports.MexcProtobufDecoder = MexcProtobufDecoder;
+//# sourceMappingURL=mexc-protobuf-decoder.js.map

package/dist/exchanges/mexc/mexc-protobuf-decoder.js.map

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package/dist/exchanges/mexc/mexc-user-stream.d.ts

@@ -0,0 +1,81 @@
+import { Order, Trade } from '../../types';
+/**
+ * Official MEXC User Stream Documentation:
+ *
+ * This user stream module provides:
+ * - Real-time order updates (limit/market orders)
+ * - Real-time trade executions (fills)
+ * - Management of user data stream connection
+ * - Keep-alive and listen key management
+ *
+ * https://www.mexc.com/api-docs/spot-v3/websocket-market-streams
+ *
+ */
+/**
+ * MEXC User Data Stream Manager
+ * Handles user-specific data stream operations for real-time order updates
+ */
+export declare class MexcUserStream {
+    private listenKey?;
+    private userDataWs?;
+    private keepAliveInterval?;
+    private makeRequestFn;
+    private logger;
+    private orderCallback?;
+    private tradeCallback?;
+    constructor(makeRequestFn: (endpoint: string, params: Record<string, unknown>, method: string) => Promise<any>);
+    /**
+     * Connect to user data stream for real-time order updates
+     */
+    connectUserDataStream(): Promise<void>;
+    /**
+     * Set up immediate disconnect detection
+     */
+    private setupDisconnectHandler;
+    /**
+     * Monitor connection status and reconnect if needed
+     */
+    private startConnectionMonitoring;
+    /**
+     * Reconnect the user data stream
+     */
+    private reconnectUserDataStream;
+    /**
+     * Disconnect user data stream
+     */
+    disconnectUserDataStream(): Promise<void>;
+    /**
+     * Subscribe to real-time user order updates (limit/market orders)
+     */
+    subscribeUserOrders(callback: (order: Order) => void): Promise<string>;
+    /**
+     * Check if user data stream is connected
+     */
+    isUserDataStreamConnected(): boolean;
+    /**
+     * Subscribe to real-time user trade executions
+     * Notifies when user's orders are filled/executed
+     */
+    subscribeUserTrades(callback: (trade: Trade) => void): Promise<string>;
+    /**
+     * Get a listen key for user data stream
+     */
+    getListenKey(): Promise<string>;
+    /**
+     * Keep alive a user data stream
+     */
+    keepAliveListenKey(): Promise<void>;
+    /**
+     * Delete a user data stream
+     */
+    deleteListenKey(): Promise<void>;
+    /**
+     * Check if the data represents a trade execution event
+     */
+    private isTradeExecution;
+    /**
+     * Transform user data to Trade format for trade executions
+     */
+    private transformToTrade;
+}
+//# sourceMappingURL=mexc-user-stream.d.ts.map

package/dist/exchanges/mexc/mexc-user-stream.d.ts.map

@@ -0,0 +1 @@
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package/dist/exchanges/mexc/mexc-user-stream.js

@@ -0,0 +1,253 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MexcUserStream = void 0;
+const mexc_websocket_1 = require("./mexc-websocket");
+const utils_1 = require("../../utils");
+/**
+ * Official MEXC User Stream Documentation:
+ *
+ * This user stream module provides:
+ * - Real-time order updates (limit/market orders)
+ * - Real-time trade executions (fills)
+ * - Management of user data stream connection
+ * - Keep-alive and listen key management
+ *
+ * https://www.mexc.com/api-docs/spot-v3/websocket-market-streams
+ *
+ */
+/**
+ * MEXC User Data Stream Manager
+ * Handles user-specific data stream operations for real-time order updates
+ */
+class MexcUserStream {
+    constructor(makeRequestFn) {
+        this.logger = (0, utils_1.createLogger)('mexc-user-stream');
+        this.makeRequestFn = makeRequestFn;
+    }
+    /**
+     * Connect to user data stream for real-time order updates
+     */
+    async connectUserDataStream() {
+        try {
+            await this.getListenKey();
+            if (!this.userDataWs) {
+                const wsUrl = `wss://wbs-api.mexc.com/ws?listenKey=${this.listenKey}`;
+                this.userDataWs = new mexc_websocket_1.MexcWebSocket(wsUrl);
+            }
+            await this.userDataWs.connectWebSocket();
+            this.logger.info('✅ User data stream connected successfully');
+            this.keepAliveInterval = setInterval(() => {
+                this.keepAliveListenKey().catch((error) => this.logger.error('Keep alive listen key failed', { error }));
+            }, 30 * 60 * 1000);
+            this.setupDisconnectHandler();
+            this.startConnectionMonitoring();
+        }
+        catch (error) {
+            this.logger.error('❌ Failed to connect user data stream:', { error });
+            throw new Error(`Failed to connect user data stream: ${error instanceof Error ? error.message : 'Unknown error'}`);
+        }
+    }
+    /**
+     * Set up immediate disconnect detection
+     */
+    setupDisconnectHandler() {
+        if (!this.userDataWs)
+            return;
+        const originalOnClose = this.userDataWs.ws?.onclose;
+        if (this.userDataWs.ws) {
+            this.userDataWs.ws.onclose = (event) => {
+                if (originalOnClose) {
+                    originalOnClose.call(this.userDataWs.ws, event);
+                }
+                setTimeout(() => {
+                    if (this.userDataWs && !this.userDataWs.isConnected()) {
+                        this.reconnectUserDataStream().catch((error) => this.logger.error('Immediate reconnection failed:', { error }));
+                    }
+                }, 1000);
+            };
+        }
+    }
+    /**
+     * Monitor connection status and reconnect if needed
+     */
+    startConnectionMonitoring() {
+        setInterval(() => {
+            if (this.userDataWs && !this.userDataWs.isConnected()) {
+                this.reconnectUserDataStream().catch((error) => this.logger.error('Failed to reconnect user data stream:', { error }));
+            }
+            else if (this.userDataWs) {
+            }
+            else {
+                this.logger.warn('⚠️ No user data WebSocket instance found');
+            }
+        }, 10000);
+    }
+    /**
+     * Reconnect the user data stream
+     */
+    async reconnectUserDataStream() {
+        try {
+            if (this.userDataWs) {
+                await this.userDataWs.disconnectWebSocket();
+                this.userDataWs = undefined;
+            }
+            await this.getListenKey();
+            const wsUrl = `wss://wbs-api.mexc.com/ws?listenKey=${this.listenKey}`;
+            this.userDataWs = new mexc_websocket_1.MexcWebSocket(wsUrl);
+            await this.userDataWs.connectWebSocket();
+            this.setupDisconnectHandler();
+            if (this.orderCallback) {
+                await this.userDataWs.subscribeToUserData(this.orderCallback);
+            }
+            if (this.tradeCallback) {
+                const wrappedCallback = (data) => {
+                    if (this.isTradeExecution(data)) {
+                        const trade = this.transformToTrade(data);
+                        this.tradeCallback(trade);
+                    }
+                };
+                await this.userDataWs.subscribeToUserData(wrappedCallback);
+            }
+        }
+        catch (error) {
+            this.logger.error('❌ Failed to reconnect user data stream:', { error });
+            throw error;
+        }
+    }
+    /**
+     * Disconnect user data stream
+     */
+    async disconnectUserDataStream() {
+        try {
+            if (this.keepAliveInterval) {
+                clearInterval(this.keepAliveInterval);
+                this.keepAliveInterval = undefined;
+            }
+            if (this.userDataWs) {
+                await this.userDataWs.disconnectWebSocket();
+                this.userDataWs = undefined;
+            }
+            await this.deleteListenKey();
+        }
+        catch (error) {
+            this.logger.warn('Error during user data stream disconnect', { error });
+        }
+    }
+    /**
+     * Subscribe to real-time user order updates (limit/market orders)
+     */
+    async subscribeUserOrders(callback) {
+        try {
+            if (!this.userDataWs) {
+                throw new Error('User data stream not connected. Call connect() first.');
+            }
+            this.orderCallback = callback;
+            return await this.userDataWs.subscribeToUserData(callback);
+        }
+        catch (error) {
+            this.logger.error('❌ Failed to subscribe to user orders:', { error });
+            throw new Error(`Failed to subscribe to user orders: ${error instanceof Error ? error.message : 'Unknown error'}`);
+        }
+    }
+    /**
+     * Check if user data stream is connected
+     */
+    isUserDataStreamConnected() {
+        return this.userDataWs?.isConnected() || false;
+    }
+    /**
+     * Subscribe to real-time user trade executions
+     * Notifies when user's orders are filled/executed
+     */
+    async subscribeUserTrades(callback) {
+        try {
+            if (!this.userDataWs) {
+                throw new Error('User data stream not connected. Call connect() first.');
+            }
+            this.tradeCallback = callback;
+            const wrappedCallback = (data) => {
+                if (this.isTradeExecution(data)) {
+                    const trade = this.transformToTrade(data);
+                    callback(trade);
+                }
+            };
+            return await this.userDataWs.subscribeToUserData(wrappedCallback);
+        }
+        catch (error) {
+            throw new Error(`Failed to subscribe to user trades: ${error instanceof Error ? error.message : 'Unknown error'}`);
+        }
+    }
+    /**
+     * Get a listen key for user data stream
+     */
+    async getListenKey() {
+        try {
+            const result = await this.makeRequestFn('/userDataStream', {}, 'POST');
+            this.listenKey = result.listenKey;
+            if (!this.listenKey) {
+                throw new Error('No listen key received from API');
+            }
+            return this.listenKey;
+        }
+        catch (error) {
+            throw new Error(`Failed to get listen key: ${error instanceof Error ? error.message : 'Unknown error'}`);
+        }
+    }
+    /**
+     * Keep alive a user data stream
+     */
+    async keepAliveListenKey() {
+        if (!this.listenKey)
+            return;
+        try {
+            await this.makeRequestFn('/userDataStream', { listenKey: this.listenKey }, 'PUT');
+        }
+        catch (error) {
+            this.logger.warn('Failed to keep alive listen key', { error });
+        }
+    }
+    /**
+     * Delete a user data stream
+     */
+    async deleteListenKey() {
+        if (!this.listenKey)
+            return;
+        try {
+            await this.makeRequestFn('/userDataStream', { listenKey: this.listenKey }, 'DELETE');
+            this.listenKey = undefined;
+        }
+        catch (error) {
+            this.logger.warn('Failed to delete listen key', { error });
+            this.listenKey = undefined;
+        }
+    }
+    /**
+     * Check if the data represents a trade execution event
+     */
+    isTradeExecution(data) {
+        if (!data || typeof data !== 'object') {
+            return false;
+        }
+        const isFilled = data.status === 'filled';
+        const isPartiallyFilled = data.filled && data.filled > 0;
+        const hasExecutedQuantity = data.amount && data.filled && (data.filled / data.amount) > 0;
+        return isFilled || isPartiallyFilled || hasExecutedQuantity;
+    }
+    /**
+     * Transform user data to Trade format for trade executions
+     */
+    transformToTrade(data) {
+        return {
+            id: data.tradeId || `${data.id}_${Date.now()}`,
+            orderId: data.id,
+            symbol: data.symbol,
+            side: data.side,
+            amount: parseFloat(data.filled || data.executedQty || '0'),
+            price: parseFloat(data.price || '0'),
+            fee: parseFloat(data.fee || '0'),
+            timestamp: data.timestamp || Date.now()
+        };
+    }
+}
+exports.MexcUserStream = MexcUserStream;
+//# sourceMappingURL=mexc-user-stream.js.map

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

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package/dist/exchanges/mexc/mexc-utils.d.ts

@@ -0,0 +1,31 @@
+import { Order, OrderType, OrderSide } from '../../types';
+/**
+ * MEXC Utility Functions
+ * Handles MEXC-specific operations like symbol formatting, order parameters, and WebSocket data processing
+ *
+ * This class focuses on MEXC-specific utilities and WebSocket message processing
+ */
+export declare class MexcUtils {
+    /**
+     * Unified order transformation function
+     * Handles all MEXC order formats: REST API, WebSocket, Protobuf, User Data
+     */
+    static transformOrder(orderData: any): Order;
+    private static isProtobufOrder;
+    private static isUserDataOrder;
+    private static isRestApiOrder;
+    private static isWebSocketUserOrder;
+    private static transformProtobufOrderInternal;
+    private static transformUserDataOrderInternal;
+    private static transformRestApiOrderInternal;
+    private static transformWebSocketUserOrderInternal;
+    /**
+     * Create order parameters in MEXC format
+     */
+    static createOrderParams(symbol: string, type: OrderType, side: OrderSide, amount: number, price?: number): Record<string, any>;
+    /**
+     * Determine order side from protobuf message patterns
+     */
+    static determineSide(message: string): 'buy' | 'sell';
+}
+//# sourceMappingURL=mexc-utils.d.ts.map

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

@@ -0,0 +1 @@
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