@3rd-eye-labs/openmm 0.0.1

package/dist/exchanges/mexc/mexc-utils.js

@@ -0,0 +1,186 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MexcUtils = void 0;
+const mexc_data_mapper_1 = require("./mexc-data-mapper");
+const symbol_utils_1 = require("../../utils/symbol-utils");
+/**
+ * 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
+ */
+class MexcUtils {
+    /**
+     * Unified order transformation function
+     * Handles all MEXC order formats: REST API, WebSocket, Protobuf, User Data
+     */
+    static transformOrder(orderData) {
+        if (!orderData) {
+            throw new Error('Order data is required');
+        }
+        if (this.isProtobufOrder(orderData)) {
+            return this.transformProtobufOrderInternal(orderData);
+        }
+        else if (this.isUserDataOrder(orderData)) {
+            return this.transformUserDataOrderInternal(orderData);
+        }
+        else if (this.isWebSocketUserOrder(orderData)) {
+            return this.transformWebSocketUserOrderInternal(orderData);
+        }
+        else if (this.isRestApiOrder(orderData)) {
+            return this.transformRestApiOrderInternal(orderData);
+        }
+        else {
+            // Fallback to REST API format for broader compatibility
+            return this.transformRestApiOrderInternal(orderData);
+        }
+    }
+    static isProtobufOrder(data) {
+        return data && typeof data.orderId === 'string' && typeof data.symbol === 'string' &&
+            typeof data.price === 'number' && typeof data.quantity === 'number' &&
+            typeof data.side === 'string' && typeof data.status === 'string';
+    }
+    static isUserDataOrder(data) {
+        return data && (data.i !== undefined || data.c !== undefined) &&
+            (data.S !== undefined || data.s !== undefined);
+    }
+    static isRestApiOrder(data) {
+        return data && (data.orderId !== undefined || data.id !== undefined) &&
+            typeof data.symbol === 'string' &&
+            (data.origQty !== undefined || data.quantity !== undefined || data.status !== undefined);
+    }
+    static isWebSocketUserOrder(data) {
+        return data && (data.i !== undefined || data.orderId !== undefined) &&
+            (data.s !== undefined || data.symbol !== undefined) &&
+            (data.q !== undefined || data.origQty !== undefined) &&
+            (data.X !== undefined || data.orderStatus !== undefined);
+    }
+    static transformProtobufOrderInternal(decodedOrder) {
+        const status = mexc_data_mapper_1.MexcDataMapper.mapToOrderStatus(decodedOrder.status);
+        let filled = 0;
+        if (status === 'filled') {
+            filled = decodedOrder.quantity;
+        }
+        else if (status === 'open' && decodedOrder.status.includes('partial')) {
+            filled = decodedOrder.quantity;
+        }
+        else if (decodedOrder.status === 'filled' || decodedOrder.status.toLowerCase().includes('fill')) {
+            filled = decodedOrder.quantity;
+        }
+        const remaining = Math.max(0, decodedOrder.quantity - filled);
+        return {
+            id: decodedOrder.orderId,
+            symbol: decodedOrder.symbol,
+            type: 'limit',
+            side: decodedOrder.side,
+            amount: decodedOrder.quantity,
+            price: decodedOrder.price,
+            filled,
+            remaining,
+            status,
+            timestamp: decodedOrder.timestamp
+        };
+    }
+    static transformUserDataOrderInternal(userDataOrder) {
+        const statusMap = {
+            1: 'new',
+            2: 'filled',
+            3: 'partially_filled',
+            4: 'cancelled',
+            5: 'cancelled'
+        };
+        const statusCode = userDataOrder.s;
+        const mexcStatus = statusMap[statusCode || 1] || 'new';
+        const status = mexc_data_mapper_1.MexcDataMapper.mapToOrderStatus(mexcStatus);
+        const mexcSymbol = userDataOrder.c || userDataOrder.symbol;
+        const symbol = mexcSymbol ? (() => {
+            try {
+                return (0, symbol_utils_1.toStandardFormat)(mexcSymbol);
+            }
+            catch {
+                return mexcSymbol;
+            }
+        })() : '';
+        return {
+            id: userDataOrder.i?.toString() || Date.now().toString(),
+            symbol: symbol,
+            type: 'limit',
+            side: userDataOrder.S === 1 ? 'buy' : 'sell',
+            amount: parseFloat(userDataOrder.v || '0'),
+            price: parseFloat(userDataOrder.p || '0'),
+            filled: parseFloat(userDataOrder.z || '0'),
+            remaining: parseFloat(userDataOrder.v || '0') - parseFloat(userDataOrder.z || '0'),
+            status,
+            timestamp: Date.now()
+        };
+    }
+    static transformRestApiOrderInternal(mexcOrder) {
+        const status = mexc_data_mapper_1.MexcDataMapper.mapToOrderStatus(mexcOrder.status || 'NEW');
+        const filled = parseFloat(mexcOrder.executedQty || '0');
+        const amount = parseFloat(mexcOrder.origQty || mexcOrder.quantity || '0');
+        return {
+            id: (mexcOrder.orderId || mexcOrder.id || mexcOrder.i)?.toString() || '',
+            symbol: mexcOrder.symbol || '',
+            type: (mexcOrder.type || 'LIMIT').toLowerCase(),
+            side: (mexcOrder.side || 'BUY').toLowerCase(),
+            amount,
+            price: mexcOrder.price ? parseFloat(mexcOrder.price) : 0,
+            filled,
+            remaining: amount - filled,
+            status,
+            timestamp: parseInt(mexcOrder.time || mexcOrder.updateTime) || Date.now()
+        };
+    }
+    static transformWebSocketUserOrderInternal(data) {
+        const mexcSymbol = data.s || data.symbol || '';
+        let symbol;
+        try {
+            symbol = (0, symbol_utils_1.toStandardFormat)(mexcSymbol);
+        }
+        catch {
+            symbol = mexcSymbol;
+        }
+        return {
+            id: data.i?.toString() || data.orderId?.toString() || Date.now().toString(),
+            symbol: symbol,
+            type: (data.o?.toLowerCase() || 'limit'),
+            side: (data.S?.toLowerCase() || 'buy'),
+            amount: parseFloat(data.q || data.origQty || '0'),
+            price: parseFloat(data.p || data.price || '0'),
+            filled: parseFloat(data.z || data.executedQty || '0'),
+            remaining: parseFloat(data.q || '0') - parseFloat(data.z || '0'),
+            status: mexc_data_mapper_1.MexcDataMapper.mapToOrderStatus(data.X || data.orderStatus || 'NEW'),
+            timestamp: parseInt(data.T || data.transactTime) || Date.now()
+        };
+    }
+    /**
+     * Create order parameters in MEXC format
+     */
+    static createOrderParams(symbol, type, side, amount, price) {
+        const params = {
+            symbol: (0, symbol_utils_1.toExchangeFormat)(symbol),
+            side: side.toUpperCase(),
+            type: type.toUpperCase(),
+            quantity: amount.toString()
+        };
+        if (type === 'limit' && price) {
+            params.price = price.toString();
+            params.timeInForce = 'GTC';
+        }
+        return params;
+    }
+    /**
+     * Determine order side from protobuf message patterns
+     */
+    static determineSide(message) {
+        if (message.includes('R ') || message.includes('@R')) {
+            return 'buy';
+        }
+        else if (message.includes('H') || message.includes('@H')) {
+            return 'sell';
+        }
+        return 'buy';
+    }
+}
+exports.MexcUtils = MexcUtils;
+//# sourceMappingURL=mexc-utils.js.map

package/dist/exchanges/mexc/mexc-utils.js.map

@@ -0,0 +1 @@
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package/dist/exchanges/mexc/mexc-websocket.d.ts

@@ -0,0 +1,124 @@
+import { Order, OrderBook, Ticker, Trade, WebSocketStatus } from '../../types';
+/**
+ * MEXC WebSocket
+ *
+ * Provides real-time market data streaming and user order updates
+ */
+export declare class MexcWebSocket {
+    private ws?;
+    private subscriptions;
+    private status;
+    private readonly wsUrl;
+    private logger;
+    private reconnectTimer?;
+    private reconnectAttempts;
+    private maxReconnectAttempts;
+    private reconnectDelay;
+    private autoReconnect;
+    constructor(wsUrl?: string);
+    /**
+     * Connect to MEXC WebSocket
+     */
+    connectWebSocket(): Promise<void>;
+    /**
+     * WebSocket open event handler
+     */
+    private onOpen;
+    /**
+     * WebSocket close event handler
+     */
+    private onClose;
+    /**
+     * WebSocket error event handler
+     */
+    private onError;
+    /**
+     * Message handler
+     */
+    private onMessage;
+    /**
+     * Handle protobuf user data stream messages
+     */
+    private handleProtobufUserDataMessage;
+    /**
+     * Handle user data stream messages
+     */
+    private handleUserDataMessage;
+    /**
+     * Transform MEXC user data order update to Order format
+     */
+    private transformUserOrderUpdate;
+    /**
+     * Process decoded message directly based on type
+     */
+    private processDecodedMessage;
+    /**
+     * Handle order updates directly from protobuf
+     */
+    private onOrderUpdate;
+    /**
+     * Handle ticker updates directly from protobuf
+     */
+    private onTickerUpdate;
+    /**
+     * Handle trades updates directly from protobuf
+     */
+    private onTradesUpdate;
+    /**
+     * Handle order book updates directly from protobuf
+     */
+    private onOrderBookUpdate;
+    /**
+     * Disconnect WebSocket
+     */
+    disconnectWebSocket(): Promise<void>;
+    /**
+     * Subscribe to ticker updates
+     */
+    subscribeTicker(symbol: string, callback: (ticker: Ticker) => void): Promise<string>;
+    /**
+     * Subscribe to trades updates
+     */
+    subscribeTrades(symbol: string, callback: (trade: Trade) => void): Promise<string>;
+    /**
+     * Subscribe to order book updates
+     */
+    subscribeOrderBook(symbol: string, callback: (orderbook: OrderBook) => void): Promise<string>;
+    /**
+     * Subscribe to user orders
+     */
+    subscribeOrders(callback: (order: Order) => void): Promise<string>;
+    /**
+     * Subscribe to user data
+     */
+    subscribeToUserData(callback: (order: Order) => void): Promise<string>;
+    /**
+     * Send subscription message to MEXC
+     */
+    private subscribe;
+    /**
+     * Unsubscribe from a subscription
+     */
+    unsubscribe(subscriptionId: string): Promise<void>;
+    /**
+     * Check if WebSocket is connected
+     */
+    isConnected(): boolean;
+    /**
+     * Get WebSocket status
+     */
+    getWebSocketStatus(): WebSocketStatus;
+    /**
+     * Schedule reconnection attempt
+     */
+    private scheduleReconnect;
+    /**
+     * Attempt to reconnect
+     */
+    private reconnect;
+    /**
+     * Clear reconnection timer
+     */
+    private clearReconnectTimer;
+}
+//# sourceMappingURL=mexc-websocket.d.ts.map

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

@@ -0,0 +1 @@
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