@agg-build/sdk 4.25.0 → 4.27.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/agg-websocket-BstVWtLA.d.mts +6004 -0
- package/dist/agg-websocket-BstVWtLA.d.mts.map +1 -0
- package/dist/agg-websocket-BstVWtLA.d.ts +6004 -0
- package/dist/agg-websocket-BstVWtLA.d.ts.map +1 -0
- package/dist/agg-websocket-CK2iXfti.mjs +1427 -0
- package/dist/agg-websocket-CK2iXfti.mjs.map +1 -0
- package/dist/agg-websocket-DJbIfxKb.js +1478 -0
- package/dist/browser.d.mts +67 -66
- package/dist/browser.d.mts.map +1 -0
- package/dist/browser.d.ts +67 -66
- package/dist/browser.d.ts.map +1 -0
- package/dist/browser.js +720 -2047
- package/dist/browser.mjs +423 -799
- package/dist/browser.mjs.map +1 -0
- package/dist/candle-builder-BNewIe9K.mjs +148 -0
- package/dist/candle-builder-BNewIe9K.mjs.map +1 -0
- package/dist/candle-builder-BULYdxB4.js +151 -0
- package/dist/index.d.mts +2 -1342
- package/dist/index.d.ts +2 -1342
- package/dist/index.js +2794 -4656
- package/dist/index.mjs +2788 -2486
- package/dist/index.mjs.map +1 -0
- package/dist/market-data.d.mts +6 -6
- package/dist/market-data.d.mts.map +1 -0
- package/dist/market-data.d.ts +6 -6
- package/dist/market-data.d.ts.map +1 -0
- package/dist/market-data.js +314 -1774
- package/dist/market-data.mjs +314 -350
- package/dist/market-data.mjs.map +1 -0
- package/dist/server.d.mts +235 -234
- package/dist/server.d.mts.map +1 -0
- package/dist/server.d.ts +235 -234
- package/dist/server.d.ts.map +1 -0
- package/dist/server.js +168 -296
- package/dist/server.mjs +163 -234
- package/dist/server.mjs.map +1 -0
- package/package.json +4 -4
- package/dist/agg-websocket-Bxt9PzTz.d.mts +0 -4479
- package/dist/agg-websocket-Bxt9PzTz.d.ts +0 -4479
- package/dist/chunk-QXBVA5TW.mjs +0 -2073
- package/dist/chunk-VD5UTAVD.mjs +0 -158
- package/dist/chunk-WNQUEZJF.mjs +0 -58
package/dist/market-data.mjs
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import {
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__async,
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__spreadProps,
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__spreadValues
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} from "./chunk-WNQUEZJF.mjs";
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// src/market-data/engine.ts
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var intervals = ["1m", "5m", "1h", "1d"];
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import { a as loadImmutableHistory, o as decodeChartHistory, s as readChartHistoryText, t as AggWebSocket } from "./agg-websocket-CK2iXfti.mjs";
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import { t as CandleBuilder } from "./candle-builder-BNewIe9K.mjs";
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//#region src/market-data/engine.ts
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const intervals = [
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"1m",
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"5m",
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"1h",
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"1d"
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];
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/** Framework-independent processing. The native worker and replay tests run this exact engine. */
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var MarketDataEngine = class {
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});
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this.measurements.maxInFlight = 1;
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try {
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yield Promise.race([
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this.observer({ generation, views, publishedAtMs: Date.now() }),
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cancelled
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]);
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if (this.disposed || this.deliveryToken !== token) return;
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for (const view of generation === this.generation ? views : []) {
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const delivered = (_a = this.deliveredClosed.get(view.outcomeId)) != null ? _a : {};
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for (const interval of intervals) {
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const last = view.candles[interval].closed.at(-1);
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if (last) delivered[interval] = last.openTime;
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}
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this.deliveredClosed.set(view.outcomeId, delivered);
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}
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this.measurements.published++;
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} catch (e) {
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if (!this.disposed && this.deliveryToken === token) (_b = this.socket) == null ? void 0 : _b.disconnect();
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} finally {
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if (this.deliveryToken === token) {
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this.deliveryToken = null;
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this.cancelDelivery = void 0;
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this.inFlight = false;
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if (this.dirty.size) this.schedule();
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}
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}
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});
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}
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};
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export {
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MarketDataEngine,
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decodeChartHistory
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constructor() {
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this.socket = null;
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this.generation = 0;
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this.receivedAtMs = 0;
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this.revision = 0;
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this.deliveredClosed = /* @__PURE__ */ new Map();
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this.subscriptions = /* @__PURE__ */ new Map();
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this.builders = /* @__PURE__ */ new Map();
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this.dirty = /* @__PURE__ */ new Map();
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this.inFlight = false;
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this.deliveryToken = null;
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this.disposed = false;
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this.history = /* @__PURE__ */ new Map();
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this.measurements = {
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received: 0,
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published: 0,
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coalesced: 0,
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maxPendingOutcomes: 0,
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maxInFlight: 0
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};
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}
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start(options, event) {
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this.dispose();
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this.disposed = false;
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this.generation = 0;
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this.revision = 0;
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const callbacks = {};
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for (const name of [
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"onConnected",
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"onAuthenticated",
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"onHeartbeat",
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"onSubscribed",
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"onUnsubscribed",
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"onMarketResolved",
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"onError",
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"onOrderSubmitted",
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"onBalanceUpdate",
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"onOrderEvent",
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"onRedeemEvent",
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"onWithdrawalLifecycle",
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"onArbMarket",
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"onArbFeed",
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"onDiagnostics",
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"onConnectionStateChange"
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]) Object.assign(callbacks, { [name]: (...args) => {
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if (name === "onConnectionStateChange" && args[0] === false) {
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for (const builder of this.builders.values()) builder.reset();
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this.dirty.clear();
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this.deliveredClosed.clear();
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}
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if (name === "onMarketResolved") {
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+
const id = args[0].outcomeId;
|
|
64
|
+
this.builders.get(id)?.dispose();
|
|
65
|
+
this.builders.delete(id);
|
|
66
|
+
this.dirty.delete(id);
|
|
67
|
+
}
|
|
68
|
+
if (name === "onDiagnostics") {
|
|
69
|
+
const diagnostic = args[0];
|
|
70
|
+
if (diagnostic.outcomeId && ["seq_gap", "checksum_mismatch"].includes(diagnostic.type)) this.mark(diagnostic.outcomeId, false);
|
|
71
|
+
}
|
|
72
|
+
event({
|
|
73
|
+
name,
|
|
74
|
+
args,
|
|
75
|
+
revision: this.revision
|
|
76
|
+
});
|
|
77
|
+
} });
|
|
78
|
+
callbacks.onFrameReceived = (receivedAtMs) => {
|
|
79
|
+
this.receivedAtMs = receivedAtMs;
|
|
80
|
+
this.revision++;
|
|
81
|
+
};
|
|
82
|
+
callbacks.onBookTick = (id, tick) => {
|
|
83
|
+
if (tick.midpoint != null) this.builder(id).addMidpoint(tick.midpoint, tick.timestamp);
|
|
84
|
+
this.mark(id, tick.source === "snapshot");
|
|
85
|
+
};
|
|
86
|
+
callbacks.onTrade = (trade) => {
|
|
87
|
+
this.builder(trade.outcomeId).addTrade(trade.price, trade.size, trade.timestamp);
|
|
88
|
+
this.mark(trade.outcomeId, false, trade);
|
|
89
|
+
};
|
|
90
|
+
this.socket = new AggWebSocket({
|
|
91
|
+
...options,
|
|
92
|
+
callbacks,
|
|
93
|
+
deferBookViews: true
|
|
94
|
+
});
|
|
95
|
+
}
|
|
96
|
+
observeViews(observer) {
|
|
97
|
+
this.observer = observer;
|
|
98
|
+
}
|
|
99
|
+
setSubscriptions(subscriptions, generation) {
|
|
100
|
+
if (generation < this.generation) return;
|
|
101
|
+
this.generation = generation;
|
|
102
|
+
const desired = new Map(subscriptions.map((sub) => [`${sub.channel}:${sub.id}`, sub]));
|
|
103
|
+
for (const [key, unsubscribe] of this.subscriptions) if (!desired.has(key)) {
|
|
104
|
+
unsubscribe();
|
|
105
|
+
this.subscriptions.delete(key);
|
|
106
|
+
}
|
|
107
|
+
for (const [key, sub] of desired) {
|
|
108
|
+
if (this.subscriptions.has(key) || !this.socket) continue;
|
|
109
|
+
const unsubscribe = sub.channel === "arb" ? this.socket.subscribeArb(sub.id, () => {}) : sub.channel === "arb-feed" ? this.socket.subscribeArbFeed(() => {}) : this.socket.subscribe(sub.id, sub.channel);
|
|
110
|
+
this.subscriptions.set(key, unsubscribe);
|
|
111
|
+
}
|
|
112
|
+
for (const sub of subscriptions) if (sub.channel === "orderbook" && this.socket?.getBook(sub.id)) this.mark(sub.id, false);
|
|
113
|
+
const outcomes = new Set(subscriptions.filter((sub) => sub.channel === "orderbook" || sub.channel === "trades").map((sub) => sub.id));
|
|
114
|
+
for (const id of this.dirty.keys()) if (!outcomes.has(id)) this.dirty.delete(id);
|
|
115
|
+
for (const id of this.deliveredClosed.keys()) if (!outcomes.has(id)) this.deliveredClosed.delete(id);
|
|
116
|
+
for (const [id, builder] of this.builders) if (!outcomes.has(id)) {
|
|
117
|
+
builder.dispose();
|
|
118
|
+
this.builders.delete(id);
|
|
119
|
+
this.dirty.delete(id);
|
|
120
|
+
this.deliveredClosed.delete(id);
|
|
121
|
+
}
|
|
122
|
+
}
|
|
123
|
+
authenticate(token) {
|
|
124
|
+
this.socket?.authenticate(token);
|
|
125
|
+
}
|
|
126
|
+
resnapshot(ids) {
|
|
127
|
+
this.socket?.resnapshot(ids);
|
|
128
|
+
}
|
|
129
|
+
connect() {
|
|
130
|
+
this.socket?.connect();
|
|
131
|
+
}
|
|
132
|
+
disconnect() {
|
|
133
|
+
this.socket?.disconnect();
|
|
134
|
+
}
|
|
135
|
+
resume() {
|
|
136
|
+
this.socket?.resnapshot([...this.builders.keys()]);
|
|
137
|
+
}
|
|
138
|
+
getMeasurements() {
|
|
139
|
+
const socket = this.socket?.getDiagnostics() ?? null;
|
|
140
|
+
return {
|
|
141
|
+
...this.measurements,
|
|
142
|
+
activeSubscriptions: this.subscriptions.size,
|
|
143
|
+
activeOutcomes: (/* @__PURE__ */ new Set([...socket?.orderbookOutcomeIds ?? [], ...socket?.tradeOutcomeIds ?? []])).size,
|
|
144
|
+
cachedBooks: socket?.cachedBooks ?? 0,
|
|
145
|
+
builders: this.builders.size,
|
|
146
|
+
historyTasks: this.history.size,
|
|
147
|
+
pendingOutcomes: this.dirty.size,
|
|
148
|
+
inFlightDeliveries: this.inFlight ? 1 : 0,
|
|
149
|
+
retainedCandleOutcomes: this.deliveredClosed.size,
|
|
150
|
+
socket
|
|
151
|
+
};
|
|
152
|
+
}
|
|
153
|
+
decodeHistory(payload) {
|
|
154
|
+
return decodeChartHistory(payload);
|
|
155
|
+
}
|
|
156
|
+
/** Fetch/decode on the processing side; newer range generations abort obsolete fetches. */
|
|
157
|
+
async loadHistoryRange(request) {
|
|
158
|
+
const previous = this.history.get(request.key);
|
|
159
|
+
if (previous && previous.generation > request.generation) return null;
|
|
160
|
+
previous?.controller.abort();
|
|
161
|
+
const controller = new AbortController();
|
|
162
|
+
const entry = {
|
|
163
|
+
generation: request.generation,
|
|
164
|
+
controller
|
|
165
|
+
};
|
|
166
|
+
this.history.set(request.key, entry);
|
|
167
|
+
const timeout = setTimeout(() => controller.abort(), 1e4);
|
|
168
|
+
try {
|
|
169
|
+
const response = await fetch(request.url, {
|
|
170
|
+
headers: request.headers,
|
|
171
|
+
signal: controller.signal
|
|
172
|
+
});
|
|
173
|
+
if (!response.ok) throw new Error(`History request failed (${response.status})`);
|
|
174
|
+
const body = decodeChartHistory(await readChartHistoryText(response));
|
|
175
|
+
if (body.data.length > 4096) throw new Error("Invalid or unbounded history response");
|
|
176
|
+
if (this.history.get(request.key) !== entry || this.disposed) return null;
|
|
177
|
+
return {
|
|
178
|
+
...body,
|
|
179
|
+
data: [...body.data].sort((a, b) => a.t - b.t)
|
|
180
|
+
};
|
|
181
|
+
} finally {
|
|
182
|
+
clearTimeout(timeout);
|
|
183
|
+
if (this.history.get(request.key) === entry) this.history.delete(request.key);
|
|
184
|
+
}
|
|
185
|
+
}
|
|
186
|
+
async loadImmutableRange(key, generation, manifest) {
|
|
187
|
+
const previous = this.history.get(key);
|
|
188
|
+
if (previous && previous.generation > generation) throw new Error("Obsolete history range");
|
|
189
|
+
previous?.controller.abort();
|
|
190
|
+
const entry = {
|
|
191
|
+
generation,
|
|
192
|
+
controller: new AbortController()
|
|
193
|
+
};
|
|
194
|
+
this.history.set(key, entry);
|
|
195
|
+
const timer = setTimeout(() => entry.controller.abort(), 1e4);
|
|
196
|
+
try {
|
|
197
|
+
const data = await loadImmutableHistory({
|
|
198
|
+
manifest,
|
|
199
|
+
signal: entry.controller.signal
|
|
200
|
+
});
|
|
201
|
+
if (this.history.get(key) !== entry || this.disposed) throw new Error("Obsolete history range");
|
|
202
|
+
return data;
|
|
203
|
+
} finally {
|
|
204
|
+
clearTimeout(timer);
|
|
205
|
+
if (this.history.get(key) === entry) this.history.delete(key);
|
|
206
|
+
}
|
|
207
|
+
}
|
|
208
|
+
cancelHistoryRange(key, generation) {
|
|
209
|
+
const entry = this.history.get(key);
|
|
210
|
+
if (!entry || generation !== void 0 && entry.generation !== generation) return;
|
|
211
|
+
entry.controller.abort();
|
|
212
|
+
this.history.delete(key);
|
|
213
|
+
}
|
|
214
|
+
dispose() {
|
|
215
|
+
this.disposed = true;
|
|
216
|
+
this.cancelDelivery?.();
|
|
217
|
+
this.cancelDelivery = void 0;
|
|
218
|
+
this.deliveryToken = null;
|
|
219
|
+
this.inFlight = false;
|
|
220
|
+
this.observer = void 0;
|
|
221
|
+
this.socket?.destroy();
|
|
222
|
+
this.socket = null;
|
|
223
|
+
if (this.timer) clearTimeout(this.timer);
|
|
224
|
+
this.timer = void 0;
|
|
225
|
+
this.subscriptions.clear();
|
|
226
|
+
this.dirty.clear();
|
|
227
|
+
this.deliveredClosed.clear();
|
|
228
|
+
for (const builder of this.builders.values()) builder.dispose();
|
|
229
|
+
this.builders.clear();
|
|
230
|
+
for (const request of this.history.values()) request.controller.abort();
|
|
231
|
+
this.history.clear();
|
|
232
|
+
}
|
|
233
|
+
builder(id) {
|
|
234
|
+
let builder = this.builders.get(id);
|
|
235
|
+
if (!builder) {
|
|
236
|
+
builder = new CandleBuilder();
|
|
237
|
+
this.builders.set(id, builder);
|
|
238
|
+
}
|
|
239
|
+
return builder;
|
|
240
|
+
}
|
|
241
|
+
mark(id, snapshot, trade) {
|
|
242
|
+
const previous = this.dirty.get(id);
|
|
243
|
+
this.measurements.received++;
|
|
244
|
+
if (previous) this.measurements.coalesced++;
|
|
245
|
+
this.dirty.set(id, {
|
|
246
|
+
snapshot: snapshot || !!previous?.snapshot,
|
|
247
|
+
receivedAtMs: previous?.receivedAtMs ?? (this.receivedAtMs || Date.now()),
|
|
248
|
+
trades: trade ? [trade, ...previous?.trades ?? []].slice(0, 50) : previous?.trades ?? []
|
|
249
|
+
});
|
|
250
|
+
this.measurements.maxPendingOutcomes = Math.max(this.measurements.maxPendingOutcomes, this.dirty.size);
|
|
251
|
+
this.schedule();
|
|
252
|
+
}
|
|
253
|
+
schedule() {
|
|
254
|
+
if (this.timer || this.inFlight || this.disposed || !this.observer) return;
|
|
255
|
+
this.timer = setTimeout(() => {
|
|
256
|
+
this.timer = void 0;
|
|
257
|
+
this.publish();
|
|
258
|
+
}, 50);
|
|
259
|
+
}
|
|
260
|
+
async publish() {
|
|
261
|
+
if (this.inFlight || this.disposed || !this.observer || !this.dirty.size) return;
|
|
262
|
+
const views = [...this.dirty].map(([outcomeId, dirty]) => {
|
|
263
|
+
const builder = this.builder(outcomeId);
|
|
264
|
+
return {
|
|
265
|
+
outcomeId,
|
|
266
|
+
revision: this.revision,
|
|
267
|
+
integrity: this.socket?.isResyncing(outcomeId) ? "resyncing" : "ok",
|
|
268
|
+
book: this.socket?.getBook(outcomeId) ?? null,
|
|
269
|
+
...dirty,
|
|
270
|
+
candles: Object.fromEntries(intervals.map((interval) => [interval, {
|
|
271
|
+
forming: builder.getForming(interval) ? { ...builder.getForming(interval) } : null,
|
|
272
|
+
closed: builder.getClosed(interval).filter((candle) => candle.openTime > (this.deliveredClosed.get(outcomeId)?.[interval] ?? -Infinity)).map((candle) => ({ ...candle }))
|
|
273
|
+
}]))
|
|
274
|
+
};
|
|
275
|
+
});
|
|
276
|
+
const generation = this.generation;
|
|
277
|
+
this.dirty.clear();
|
|
278
|
+
this.inFlight = true;
|
|
279
|
+
const token = {};
|
|
280
|
+
this.deliveryToken = token;
|
|
281
|
+
const cancelled = new Promise((resolve) => {
|
|
282
|
+
this.cancelDelivery = resolve;
|
|
283
|
+
});
|
|
284
|
+
this.measurements.maxInFlight = 1;
|
|
285
|
+
try {
|
|
286
|
+
await Promise.race([this.observer({
|
|
287
|
+
generation,
|
|
288
|
+
views,
|
|
289
|
+
publishedAtMs: Date.now()
|
|
290
|
+
}), cancelled]);
|
|
291
|
+
if (this.disposed || this.deliveryToken !== token) return;
|
|
292
|
+
for (const view of generation === this.generation ? views : []) {
|
|
293
|
+
const delivered = this.deliveredClosed.get(view.outcomeId) ?? {};
|
|
294
|
+
for (const interval of intervals) {
|
|
295
|
+
const last = view.candles[interval].closed.at(-1);
|
|
296
|
+
if (last) delivered[interval] = last.openTime;
|
|
297
|
+
}
|
|
298
|
+
this.deliveredClosed.set(view.outcomeId, delivered);
|
|
299
|
+
}
|
|
300
|
+
this.measurements.published++;
|
|
301
|
+
} catch {
|
|
302
|
+
if (!this.disposed && this.deliveryToken === token) this.socket?.disconnect();
|
|
303
|
+
} finally {
|
|
304
|
+
if (this.deliveryToken === token) {
|
|
305
|
+
this.deliveryToken = null;
|
|
306
|
+
this.cancelDelivery = void 0;
|
|
307
|
+
this.inFlight = false;
|
|
308
|
+
if (this.dirty.size) this.schedule();
|
|
309
|
+
}
|
|
310
|
+
}
|
|
311
|
+
}
|
|
352
312
|
};
|
|
313
|
+
//#endregion
|
|
314
|
+
export { MarketDataEngine, decodeChartHistory };
|
|
315
|
+
|
|
316
|
+
//# sourceMappingURL=market-data.mjs.map
|