@dydxprotocol/v4-client-js 1.18.0 → 1.19.0

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Files changed (11) hide show
  1. package/CHANGELOG.md +2 -2
  2. package/build/examples/websocket_orderbook_example.js +10 -12
  3. package/build/src/clients/modules/local-wallet.d.ts +4 -4
  4. package/build/src/clients/modules/local-wallet.js +1 -1
  5. package/build/src/clients/modules/signer.d.ts +3 -3
  6. package/build/src/clients/modules/signer.js +18 -8
  7. package/build/tsconfig.tsbuildinfo +1 -1
  8. package/examples/websocket_orderbook_example.ts +202 -215
  9. package/package.json +1 -1
  10. package/src/clients/modules/local-wallet.ts +4 -4
  11. package/src/clients/modules/signer.ts +33 -12
package/examples/websocket_orderbook_example.ts CHANGED
@@ -1,252 +1,239 @@
1
+ /* eslint-disable @typescript-eslint/no-explicit-any */
2
+ /* eslint-disable no-param-reassign */
1
3
  import { Network } from '../src/clients/constants';
2
4
  import { SocketClient } from '../src/clients/socket-client';
3
5
 
4
6
  function test(): void {
5
- let orderBookBidList: [number, number, number][] = [];
6
- let orderBookAskList: [number, number, number][] = [];
7
-
8
- const mySocket = new SocketClient(
9
- Network.mainnet().indexerConfig,
10
- () => {
11
- console.log('socket opened');
12
-
13
- mySocket.subscribeToOrderbook('ETH-USD');
14
- },
15
- () => {
16
- console.log('socket closed');
17
- },
18
- (message) => {
19
- try {
20
- if (typeof message.data === "string") {
21
- const jsonString = message.data;
22
- const parsingData = JSON.parse(jsonString);
23
- const messageId = parsingData.message_id;
24
- const orderBookDataList = parsingData.contents;
25
-
26
- if (orderBookDataList instanceof Array) {
27
- // common orderBook data;
28
- [orderBookBidList, orderBookAskList] = updateOrderBook(
29
- orderBookDataList,
30
- orderBookBidList,
31
- orderBookAskList,
32
- messageId,
33
- );
34
-
35
- // sort
36
- orderBookBidList = sortByNthElementDesc(
37
- orderBookBidList,
38
- 0,
39
- );
40
- orderBookAskList = sortByNthElementAsc(
41
- orderBookAskList,
42
- 0,
43
- );
44
-
45
- // resolving crossed orderBook
46
- if (
47
- orderBookBidList &&
48
- orderBookAskList &&
49
- orderBookBidList.length > 0 &&
50
- orderBookAskList.length > 0 &&
51
- orderBookBidList[0][0] >= orderBookAskList[0][0]
52
- ) {
53
- [orderBookBidList, orderBookAskList] =
54
- resolveCrossedOrderBook(
55
- orderBookBidList,
56
- orderBookAskList,
57
- );
58
- }
59
-
60
- printOrderBook(orderBookBidList, orderBookAskList);
61
-
62
- if (orderBookBidList.length > 300) {
63
- orderBookBidList.splice(50);
64
- }
65
-
66
- if (orderBookAskList.length > 300) {
67
- orderBookAskList.splice(50);
68
- }
69
- } else if (
70
- orderBookDataList !== null &&
71
- orderBookDataList !== undefined
72
- ) {
73
- // initial OrderBook data
74
- setInitialOrderBook(
75
- orderBookDataList,
76
- orderBookBidList,
77
- orderBookAskList,
78
- messageId,
79
- );
80
- }
81
- }
82
- } catch (e) {
83
- console.error('Error parsing JSON message:', e);
7
+ let orderBookBidList: [number, number, number][] = [];
8
+ let orderBookAskList: [number, number, number][] = [];
9
+
10
+ const mySocket = new SocketClient(
11
+ Network.mainnet().indexerConfig,
12
+ () => {
13
+ console.log('socket opened');
14
+
15
+ mySocket.subscribeToOrderbook('ETH-USD');
16
+ },
17
+ () => {
18
+ console.log('socket closed');
19
+ },
20
+ (message) => {
21
+ try {
22
+ if (typeof message.data === 'string') {
23
+ const jsonString = message.data;
24
+ const parsingData = JSON.parse(jsonString);
25
+ const messageId = parsingData.message_id;
26
+ const orderBookDataList = parsingData.contents;
27
+
28
+ if (orderBookDataList instanceof Array) {
29
+ // common orderBook data;
30
+ [orderBookBidList, orderBookAskList] = updateOrderBook(
31
+ orderBookDataList,
32
+ orderBookBidList,
33
+ orderBookAskList,
34
+ messageId,
35
+ );
36
+
37
+ // sort
38
+ orderBookBidList = sortByNthElementDesc(orderBookBidList, 0);
39
+ orderBookAskList = sortByNthElementAsc(orderBookAskList, 0);
40
+
41
+ // resolving crossed orderBook
42
+ if (
43
+ orderBookBidList.length > 0 &&
44
+ orderBookAskList.length > 0 &&
45
+ orderBookBidList[0][0] >= orderBookAskList[0][0]
46
+ ) {
47
+ [orderBookBidList, orderBookAskList] = resolveCrossedOrderBook(
48
+ orderBookBidList,
49
+ orderBookAskList,
50
+ );
84
51
  }
85
- },
86
- (event) => {
87
- console.error('Encountered error:', event.message);
88
- },
89
- );
90
52
 
91
- mySocket.connect();
53
+ printOrderBook(orderBookBidList, orderBookAskList);
54
+
55
+ if (orderBookBidList.length > 300) {
56
+ orderBookBidList.splice(50);
57
+ }
58
+
59
+ if (orderBookAskList.length > 300) {
60
+ orderBookAskList.splice(50);
61
+ }
62
+ } else if (orderBookDataList !== null && orderBookDataList !== undefined) {
63
+ // initial OrderBook data
64
+ setInitialOrderBook(orderBookDataList, orderBookBidList, orderBookAskList, messageId);
65
+ }
66
+ }
67
+ } catch (e) {
68
+ console.error('Error parsing JSON message:', e);
69
+ }
70
+ },
71
+ (event) => {
72
+ console.error('Encountered error:', event.message);
73
+ },
74
+ );
75
+
76
+ mySocket.connect();
92
77
  }
93
78
 
94
- const sortByNthElementAsc = (arr: [number, number, number][], n: number): [number, number, number][] => {
95
- return arr.sort((a, b) => {
96
- if (a[n] < b[n]) return -1;
97
- if (a[n] > b[n]) return 1;
98
- return 0;
99
- });
79
+ const sortByNthElementAsc = (
80
+ arr: [number, number, number][],
81
+ n: number,
82
+ ): [number, number, number][] => {
83
+ return arr.sort((a, b) => {
84
+ if (a[n] < b[n]) return -1;
85
+ if (a[n] > b[n]) return 1;
86
+ return 0;
87
+ });
100
88
  };
101
- const sortByNthElementDesc = (arr: [number, number, number][], n: number): [number, number, number][] => {
102
- return arr.sort((a, b) => {
103
- if (a[n] > b[n]) return -1;
104
- if (a[n] < b[n]) return 1;
105
- return 0;
106
- });
89
+ const sortByNthElementDesc = (
90
+ arr: [number, number, number][],
91
+ n: number,
92
+ ): [number, number, number][] => {
93
+ return arr.sort((a, b) => {
94
+ if (a[n] > b[n]) return -1;
95
+ if (a[n] < b[n]) return 1;
96
+ return 0;
97
+ });
107
98
  };
108
99
 
109
100
  const printOrderBook = (
110
- orderBookBidList: [number, number, number][],
111
- orderBookAskList: [number, number, number][],
101
+ orderBookBidList: [number, number, number][],
102
+ orderBookAskList: [number, number, number][],
112
103
  ): void => {
113
- // print
114
- console.log(`OrderBook for ETH-USD:`);
115
- console.log(`Price Qty`);
116
- for (let i = 4; i > -1; i--) {
117
- const priceStr = String(orderBookAskList[i][0]);
118
- const spaces = createSpaces(10 - priceStr.length);
119
- console.log(`${priceStr}${spaces}${orderBookAskList[i][1]}`);
120
- }
121
- console.log('---------------------');
122
- for (let i = 0; i < 5; i++) {
123
- const priceStr = String(orderBookBidList[i][0]);
124
- const spaces = createSpaces(10 - priceStr.length);
125
- console.log(`${priceStr}${spaces}${orderBookBidList[i][1]}`);
126
- }
127
- console.log('');
104
+ // print
105
+ console.log(`OrderBook for ETH-USD:`);
106
+ console.log(`Price Qty`);
107
+ for (let i = 4; i > -1; i--) {
108
+ const priceStr = String(orderBookAskList[i][0]);
109
+ const spaces = createSpaces(10 - priceStr.length);
110
+ console.log(`${priceStr}${spaces}${orderBookAskList[i][1]}`);
111
+ }
112
+ console.log('---------------------');
113
+ for (let i = 0; i < 5; i++) {
114
+ const priceStr = String(orderBookBidList[i][0]);
115
+ const spaces = createSpaces(10 - priceStr.length);
116
+ console.log(`${priceStr}${spaces}${orderBookBidList[i][1]}`);
117
+ }
118
+ console.log('');
128
119
  };
129
120
 
130
121
  function createSpaces(count: number): string {
131
- if(count <= 0 ){
132
- return "";
133
- }
134
-
135
- let spaces = "";
136
- for (let i = 0; i < count; i++) {
137
- spaces += " ";
138
- }
139
- return spaces;
122
+ if (count <= 0) {
123
+ return '';
124
+ }
125
+
126
+ let spaces = '';
127
+ for (let i = 0; i < count; i++) {
128
+ spaces += ' ';
129
+ }
130
+ return spaces;
140
131
  }
141
132
 
142
133
  const resolveCrossedOrderBook = (
143
- orderBookBidList: [number, number, number][],
144
- orderBookAskList: [number, number, number][],
134
+ orderBookBidList: [number, number, number][],
135
+ orderBookAskList: [number, number, number][],
145
136
  ): [[number, number, number][], [number, number, number][]] => {
146
- while (orderBookBidList[0][0] >= orderBookAskList[0][0]) {
147
- if (orderBookBidList[0][2] < orderBookAskList[0][2]) {
148
- orderBookBidList.shift();
149
- } else if (orderBookBidList[0][2] > orderBookAskList[0][2]) {
150
- orderBookAskList.shift();
151
- } else {
152
- if (orderBookBidList[0][1] > orderBookAskList[0][1]) {
153
- orderBookBidList[0][1] -= orderBookAskList[0][1];
154
- orderBookAskList.shift();
155
- } else if (orderBookBidList[0][1] < orderBookAskList[0][1]) {
156
- orderBookAskList[0][1] -= orderBookBidList[0][1];
157
- orderBookBidList.shift();
158
- } else {
159
- orderBookAskList.shift();
160
- orderBookBidList.shift();
161
- }
162
- }
137
+ while (orderBookBidList[0][0] >= orderBookAskList[0][0]) {
138
+ if (orderBookBidList[0][2] < orderBookAskList[0][2]) {
139
+ orderBookBidList.shift();
140
+ } else if (orderBookBidList[0][2] > orderBookAskList[0][2]) {
141
+ orderBookAskList.shift();
142
+ } else {
143
+ if (orderBookBidList[0][1] > orderBookAskList[0][1]) {
144
+ orderBookBidList[0][1] -= orderBookAskList[0][1];
145
+ orderBookAskList.shift();
146
+ } else if (orderBookBidList[0][1] < orderBookAskList[0][1]) {
147
+ orderBookAskList[0][1] -= orderBookBidList[0][1];
148
+ orderBookBidList.shift();
149
+ } else {
150
+ orderBookAskList.shift();
151
+ orderBookBidList.shift();
152
+ }
163
153
  }
154
+ }
164
155
 
165
- return [orderBookBidList, orderBookAskList];
156
+ return [orderBookBidList, orderBookAskList];
166
157
  };
167
158
  const setInitialOrderBook = (
168
- orderBookDataList: { bids: []; asks: [] },
169
- orderBookBidList: [number, number, number][],
170
- orderBookAskList: [number, number, number][],
171
- messageId: number,
159
+ orderBookDataList: { bids: []; asks: [] },
160
+ orderBookBidList: [number, number, number][],
161
+ orderBookAskList: [number, number, number][],
162
+ messageId: number,
172
163
  ): void => {
173
- orderBookDataList.bids.forEach((item: { price: string; size: string }) => {
174
- orderBookBidList.push([Number(item.price), Number(item.size), messageId]);
175
- });
164
+ orderBookDataList.bids.forEach((item: { price: string; size: string }) => {
165
+ orderBookBidList.push([Number(item.price), Number(item.size), messageId]);
166
+ });
176
167
 
177
- orderBookDataList.asks.forEach((item: { price: string; size: string }) => {
178
- orderBookAskList.push([Number(item.price), Number(item.size), messageId]);
179
- });
168
+ orderBookDataList.asks.forEach((item: { price: string; size: string }) => {
169
+ orderBookAskList.push([Number(item.price), Number(item.size), messageId]);
170
+ });
180
171
  };
181
172
 
182
173
  const updateOrderBook = (
183
- orderBookDataList: { bids: [[]]; asks: [[]] }[],
184
- orderBookBidList: [number, number, number][],
185
- orderBookAskList: [number, number, number][],
186
- messageId: number,
174
+ orderBookDataList: { bids: [[]]; asks: [[]] }[],
175
+ orderBookBidList: [number, number, number][],
176
+ orderBookAskList: [number, number, number][],
177
+ messageId: number,
187
178
  ): [[number, number, number][], [number, number, number][]] => {
188
- orderBookDataList.forEach((entry: { bids: [[]]; asks: [[]] }) => {
189
- if (entry.bids !== null && entry.bids !== undefined) {
190
- const flattened = entry.bids.reduce((acc: any[], val: any[]) => acc.concat(val), []);
191
- const entryBidPrice = Number(flattened[0]);
192
- const entryBidSize = Number(flattened[1]);
193
-
194
- // remove prices with zero Qty
195
- if (entryBidSize === 0) {
196
- for (let i = orderBookBidList.length - 1; i >= 0; i--) {
197
- if (orderBookBidList[i][0] === entryBidPrice) {
198
- orderBookBidList.splice(i, 1);
199
- }
200
- }
201
- } else {
202
- // The price that already exists in the order book is modified only Qty
203
- if (
204
- orderBookBidList.some((innerArray) => innerArray[0] === entryBidPrice)
205
- ) {
206
- orderBookBidList.forEach((item, index) => {
207
- if (item[0] === entryBidPrice) {
208
- orderBookBidList[index][1] = entryBidSize;
209
- orderBookBidList[index][2] = messageId;
210
- }
211
- });
212
- } else {
213
- // Add new data to order book
214
- orderBookBidList.push([entryBidPrice, entryBidSize, messageId]);
215
- }
179
+ orderBookDataList.forEach((entry: { bids: [[]]; asks: [[]] }) => {
180
+ if (entry.bids !== null && entry.bids !== undefined) {
181
+ const flattened = entry.bids.reduce((acc: any[], val: any[]) => acc.concat(val), []);
182
+ const entryBidPrice = Number(flattened[0]);
183
+ const entryBidSize = Number(flattened[1]);
184
+
185
+ // remove prices with zero Qty
186
+ if (entryBidSize === 0) {
187
+ for (let i = orderBookBidList.length - 1; i >= 0; i--) {
188
+ if (orderBookBidList[i][0] === entryBidPrice) {
189
+ orderBookBidList.splice(i, 1);
190
+ }
191
+ }
192
+ } else {
193
+ // The price that already exists in the order book is modified only Qty
194
+ if (orderBookBidList.some((innerArray) => innerArray[0] === entryBidPrice)) {
195
+ orderBookBidList.forEach((item, index) => {
196
+ if (item[0] === entryBidPrice) {
197
+ orderBookBidList[index][1] = entryBidSize;
198
+ orderBookBidList[index][2] = messageId;
216
199
  }
200
+ });
201
+ } else {
202
+ // Add new data to order book
203
+ orderBookBidList.push([entryBidPrice, entryBidSize, messageId]);
217
204
  }
218
- if (entry.asks !== null && entry.asks !== undefined) {
219
- const flattened = entry.asks.reduce((acc: any[], val: any[]) => acc.concat(val), []);
220
- const entryAskPrice = Number(flattened[0]);
221
- const entryAskSize = Number(flattened[1]);
222
-
223
- if (entryAskSize === 0) {
224
- // remove prices with zero Qty
225
- for (let i = orderBookAskList.length - 1; i >= 0; i--) {
226
- if (orderBookAskList[i][0] === entryAskPrice) {
227
- orderBookAskList.splice(i, 1);
228
- }
229
- }
230
- } else {
231
- // The price that already exists in the order book is modified only Qty
232
- if (
233
- orderBookAskList.some((innerArray) => innerArray[0] === entryAskPrice)
234
- ) {
235
- orderBookAskList.forEach((item, index) => {
236
- if (item[0] === entryAskPrice) {
237
- orderBookAskList[index][1] = entryAskSize;
238
- orderBookAskList[index][2] = messageId;
239
- }
240
- });
241
- } else {
242
- // Add new data to order book
243
- orderBookAskList.push([entryAskPrice, entryAskSize, messageId]);
244
- }
205
+ }
206
+ }
207
+ if (entry.asks !== null && entry.asks !== undefined) {
208
+ const flattened = entry.asks.reduce((acc: any[], val: any[]) => acc.concat(val), []);
209
+ const entryAskPrice = Number(flattened[0]);
210
+ const entryAskSize = Number(flattened[1]);
211
+
212
+ if (entryAskSize === 0) {
213
+ // remove prices with zero Qty
214
+ for (let i = orderBookAskList.length - 1; i >= 0; i--) {
215
+ if (orderBookAskList[i][0] === entryAskPrice) {
216
+ orderBookAskList.splice(i, 1);
217
+ }
218
+ }
219
+ } else {
220
+ // The price that already exists in the order book is modified only Qty
221
+ if (orderBookAskList.some((innerArray) => innerArray[0] === entryAskPrice)) {
222
+ orderBookAskList.forEach((item, index) => {
223
+ if (item[0] === entryAskPrice) {
224
+ orderBookAskList[index][1] = entryAskSize;
225
+ orderBookAskList[index][2] = messageId;
245
226
  }
227
+ });
228
+ } else {
229
+ // Add new data to order book
230
+ orderBookAskList.push([entryAskPrice, entryAskSize, messageId]);
246
231
  }
247
- });
232
+ }
233
+ }
234
+ });
248
235
 
249
- return [orderBookBidList, orderBookAskList];
236
+ return [orderBookBidList, orderBookAskList];
250
237
  };
251
238
 
252
- test();
239
+ test();
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@dydxprotocol/v4-client-js",
3
- "version": "1.18.0",
3
+ "version": "1.19.0",
4
4
  "description": "General client library for the new dYdX system (v4 decentralized)",
5
5
  "main": "build/src/index.js",
6
6
  "scripts": {
package/src/clients/modules/local-wallet.ts CHANGED
@@ -3,7 +3,7 @@ import {
3
3
  AccountData,
4
4
  DirectSecp256k1HdWallet,
5
5
  EncodeObject,
6
- OfflineDirectSigner,
6
+ OfflineSigner,
7
7
  } from '@cosmjs/proto-signing';
8
8
  import { SigningStargateClient } from '@cosmjs/stargate';
9
9
  import Long from 'long';
@@ -22,9 +22,9 @@ export default class LocalWallet {
22
22
  address?: string;
23
23
  pubKey?: Secp256k1Pubkey;
24
24
  signer?: TransactionSigner;
25
- offlineSigner?: OfflineDirectSigner;
25
+ offlineSigner?: OfflineSigner;
26
26
 
27
- static async fromOfflineSigner(signer: OfflineDirectSigner): Promise<LocalWallet> {
27
+ static async fromOfflineSigner(signer: OfflineSigner): Promise<LocalWallet> {
28
28
  const wallet = new LocalWallet();
29
29
  await wallet.setSigner(signer);
30
30
  return wallet;
@@ -36,7 +36,7 @@ export default class LocalWallet {
36
36
  return wallet;
37
37
  }
38
38
 
39
- async setSigner(signer: OfflineDirectSigner): Promise<void> {
39
+ async setSigner(signer: OfflineSigner): Promise<void> {
40
40
  this.offlineSigner = signer;
41
41
  const stargateClient = await SigningStargateClient.offline(signer, {
42
42
  registry: generateRegistry(),
package/src/clients/modules/signer.ts CHANGED
@@ -1,7 +1,14 @@
1
1
  import { Secp256k1Pubkey } from '@cosmjs/amino';
2
2
  import { fromBase64 } from '@cosmjs/encoding';
3
3
  import { Int53 } from '@cosmjs/math';
4
- import { EncodeObject, encodePubkey, makeAuthInfoBytes, makeSignDoc, OfflineDirectSigner } from '@cosmjs/proto-signing';
4
+ import {
5
+ EncodeObject,
6
+ encodePubkey,
7
+ isOfflineDirectSigner,
8
+ makeAuthInfoBytes,
9
+ makeSignDoc,
10
+ OfflineSigner,
11
+ } from '@cosmjs/proto-signing';
5
12
  import { SigningStargateClient, StdFee } from '@cosmjs/stargate';
6
13
  import { TxExtension } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/accountplus/tx';
7
14
  import { TxBody, TxRaw } from 'cosmjs-types/cosmos/tx/v1beta1/tx';
@@ -22,12 +29,12 @@ protobuf.configure();
22
29
  export class TransactionSigner {
23
30
  readonly address: string;
24
31
  readonly stargateSigningClient: SigningStargateClient;
25
- readonly offlineSigner: OfflineDirectSigner;
32
+ readonly offlineSigner: OfflineSigner;
26
33
 
27
34
  constructor(
28
35
  address: string,
29
36
  stargateSigningClient: SigningStargateClient,
30
- offlineSigner: OfflineDirectSigner,
37
+ offlineSigner: OfflineSigner,
31
38
  ) {
32
39
  this.address = address;
33
40
  this.stargateSigningClient = stargateSigningClient;
@@ -105,14 +112,28 @@ export class TransactionSigner {
105
112
 
106
113
  // Use OfflineSigner to sign the transaction
107
114
  const signerAddress = this.address;
108
- const { signed, signature } = await this.offlineSigner.signDirect(signerAddress, signDoc);
109
-
110
- const txRaw = TxRaw.fromPartial({
111
- bodyBytes: signed.bodyBytes,
112
- authInfoBytes: signed.authInfoBytes,
113
- signatures: [fromBase64(signature.signature)],
114
- });
115
-
116
- return Uint8Array.from(TxRaw.encode(txRaw).finish());
115
+ if (isOfflineDirectSigner(this.offlineSigner)) {
116
+ const { signed, signature } = await this.offlineSigner.signDirect(signerAddress, signDoc);
117
+
118
+ const txRaw = TxRaw.fromPartial({
119
+ bodyBytes: signed.bodyBytes,
120
+ authInfoBytes: signed.authInfoBytes,
121
+ signatures: [fromBase64(signature.signature)],
122
+ });
123
+ return Uint8Array.from(TxRaw.encode(txRaw).finish());
124
+ } else {
125
+ const rawTx: TxRaw = await this.stargateSigningClient.sign(
126
+ this.address,
127
+ messages,
128
+ fee,
129
+ memo,
130
+ {
131
+ accountNumber: transactionOptions.accountNumber,
132
+ sequence: transactionOptions.sequence,
133
+ chainId: transactionOptions.chainId,
134
+ },
135
+ );
136
+ return Uint8Array.from(TxRaw.encode(rawTx).finish());
137
+ }
117
138
  }
118
139
  }