@flexemarkets/fm-sdk 0.0.0

package/dist/stomp.js

@@ -0,0 +1,275 @@
+/**
+ * WebSocket STOMP event listener for Flexemarkets.
+ *
+ * Implements STOMP 1.2 framing over WebSocket, matching the Python
+ * EventListener / Java StompListener behaviour.
+ */
+import WebSocket from "ws";
+const HEARTBEAT_MS = 30_000;
+const NULL = "\x00";
+export function encodeFrame(frame) {
+    const lines = [frame.command];
+    for (const [k, v] of Object.entries(frame.headers)) {
+        lines.push(`${k}:${v}`);
+    }
+    lines.push("");
+    lines.push(frame.body);
+    return lines.join("\n") + NULL;
+}
+export function decodeFrame(raw) {
+    // Strip trailing NUL and whitespace
+    raw = raw.replace(/\x00+$/, "");
+    // Split command + headers from body at the first blank line
+    const headerEnd = raw.indexOf("\n\n");
+    let headerSection;
+    let body;
+    if (headerEnd < 0) {
+        headerSection = raw;
+        body = "";
+    }
+    else {
+        headerSection = raw.substring(0, headerEnd);
+        body = raw.substring(headerEnd + 2);
+    }
+    const lines = headerSection.split("\n");
+    const command = lines[0] ?? "";
+    const headers = {};
+    for (const line of lines.slice(1)) {
+        const idx = line.indexOf(":");
+        if (idx >= 0) {
+            headers[line.substring(0, idx)] = line.substring(idx + 1);
+        }
+    }
+    return { command, headers, body };
+}
+// ---------------------------------------------------------------------------
+// Event parsing — mirrors Python _parse_event / Java EventParser
+// ---------------------------------------------------------------------------
+const MESSAGE_TYPE = "message-type";
+function parseEvent(frame, parseHolding, parseOrder) {
+    const msgType = frame.headers[MESSAGE_TYPE];
+    if (msgType === undefined)
+        return null;
+    let data;
+    try {
+        data = frame.body ? JSON.parse(frame.body) : null;
+    }
+    catch {
+        return null;
+    }
+    switch (msgType) {
+        case "VERSION":
+            return parseVersion(data);
+        case "SESSION-LIST":
+            return parseSessionList(data);
+        case "SESSION-UPDATE":
+            return parseSession(data);
+        case "HOLDING-UPDATE":
+            return parseHolding(data);
+        case "ORDERS-UPDATE":
+            return parseOrders(data, parseOrder);
+        default:
+            return null;
+    }
+}
+function parseVersion(data) {
+    if (typeof data === "object" && data !== null && "version" in data) {
+        return { version: data.version ?? 0 };
+    }
+    return { version: typeof data === "number" ? data : 0 };
+}
+function parseSession(data) {
+    return {
+        marketplaceId: data.marketplaceId ?? 0,
+        allocationId: data.allocationId ?? 0,
+        id: data.id ?? 0,
+        original: data.original ?? 0,
+        state: data.state ?? null,
+        name: data.name ?? null,
+        description: data.description ?? null,
+        openDate: data.openDate ?? null,
+        closeDate: data.closeDate ?? null,
+    };
+}
+function parseSessionList(data) {
+    if (Array.isArray(data)) {
+        return data.map((s) => parseSession(s));
+    }
+    return [];
+}
+function parseOrders(data, parseOrder) {
+    if (Array.isArray(data)) {
+        return data.map((o) => parseOrder(o));
+    }
+    return [];
+}
+// ---------------------------------------------------------------------------
+// EventListener — manages WS + STOMP connection
+// ---------------------------------------------------------------------------
+export class EventListener {
+    _wsUrl;
+    _bearerToken;
+    _marketplaceId;
+    _callback;
+    _clientDescription;
+    _parseHolding;
+    _parseOrder;
+    _ws = null;
+    _closed = false;
+    _subscriptionCounter = 0;
+    constructor(wsUrl, bearerToken, marketplaceId, callback, clientDescription, parseHolding, parseOrder) {
+        this._wsUrl = wsUrl;
+        this._bearerToken = bearerToken;
+        this._marketplaceId = marketplaceId;
+        this._callback = callback;
+        this._clientDescription = clientDescription;
+        this._parseHolding = parseHolding;
+        this._parseOrder = parseOrder;
+    }
+    // -- public API ------------------------------------------------------------
+    start() {
+        return new Promise((resolve, reject) => {
+            this._ws = this._connect();
+            this._ws.on("open", () => {
+                try {
+                    this._stompConnect();
+                }
+                catch (err) {
+                    reject(err);
+                    return;
+                }
+                // Wait for CONNECTED frame then subscribe
+                this._ws.once("message", (raw) => {
+                    const reply = decodeFrame(raw.toString());
+                    if (reply.command !== "CONNECTED" && reply.command !== "") {
+                        // unexpected but continue
+                    }
+                    this._subscribe();
+                    this._receiveLoop();
+                    resolve();
+                });
+            });
+            this._ws.on("error", (err) => {
+                if (!this._closed) {
+                    reject(err);
+                }
+            });
+        });
+    }
+    async reconnect() {
+        while (!this._closed) {
+            try {
+                this._disconnect();
+                await this.start();
+                return;
+            }
+            catch {
+                await new Promise((r) => setTimeout(r, 2000));
+            }
+        }
+    }
+    close() {
+        if (this._closed)
+            return;
+        this._closed = true;
+        this._disconnect();
+    }
+    // -- WebSocket connection --------------------------------------------------
+    _connect() {
+        return new WebSocket(this._wsUrl, ["v12.stomp", "v11.stomp", "v10.stomp"], {
+            headers: {
+                Authorization: this._bearerToken,
+            },
+            maxPayload: 128 * 1024 * 1024,
+        });
+    }
+    _disconnect() {
+        if (this._ws !== null) {
+            try {
+                this._ws.removeAllListeners();
+                this._ws.close();
+            }
+            catch {
+                // ignore
+            }
+            this._ws = null;
+        }
+    }
+    // -- STOMP framing ---------------------------------------------------------
+    _nextId() {
+        this._subscriptionCounter += 1;
+        return `sub-${this._subscriptionCounter}`;
+    }
+    _stompConnect() {
+        const frame = {
+            command: "CONNECT",
+            headers: {
+                "accept-version": "1.2,1.1,1.0",
+                "heart-beat": `${HEARTBEAT_MS},${HEARTBEAT_MS}`,
+                "agent-description": this._clientDescription,
+                "marketplace-id": String(this._marketplaceId),
+            },
+            body: "",
+        };
+        this._ws.send(encodeFrame(frame));
+    }
+    _subscribe() {
+        const resource = `/marketplaces/${this._marketplaceId}`;
+        for (const dest of [
+            `/user/queue${resource}`,
+            `/topic${resource}`,
+            `/app${resource}`,
+        ]) {
+            const frame = {
+                command: "SUBSCRIBE",
+                headers: {
+                    id: this._nextId(),
+                    destination: dest,
+                },
+                body: "",
+            };
+            this._ws.send(encodeFrame(frame));
+        }
+    }
+    // -- receive loop ----------------------------------------------------------
+    _receiveLoop() {
+        this._ws.on("message", (raw) => {
+            const data = raw.toString();
+            if (!data || data === "\n")
+                return; // STOMP heartbeat
+            const frame = decodeFrame(data);
+            if (frame.command === "MESSAGE") {
+                const event = parseEvent(frame, this._parseHolding, this._parseOrder);
+                if (event !== null) {
+                    this._callback(event);
+                }
+            }
+            else if (frame.command === "ERROR") {
+                this._callback({
+                    kind: "ws-exception",
+                    command: frame.command,
+                    headers: frame.headers,
+                    body: frame.body,
+                    exception: new Error(frame.headers.message ?? "STOMP ERROR"),
+                });
+            }
+        });
+        this._ws.on("close", () => {
+            if (!this._closed) {
+                this._callback({
+                    kind: "transport-error",
+                    exception: new Error("WebSocket connection closed"),
+                });
+            }
+        });
+        this._ws.on("error", (err) => {
+            if (!this._closed) {
+                this._callback({
+                    kind: "transport-error",
+                    exception: err,
+                });
+            }
+        });
+    }
+}
+//# sourceMappingURL=stomp.js.map

package/dist/stomp.js.map

@@ -0,0 +1 @@
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package/dist/ticker.d.ts

@@ -0,0 +1,7 @@
+#!/usr/bin/env tsx
+/**
+ * fm-ticker — live order book and trade history display.
+ *
+ * Port of python/ticker.py.
+ */
+export {};

package/dist/ticker.js

@@ -0,0 +1,128 @@
+#!/usr/bin/env tsx
+/**
+ * fm-ticker — live order book and trade history display.
+ *
+ * Port of python/ticker.py.
+ */
+import { Flexemarkets } from "./client.js";
+import { OrderBooks } from "./orderbook.js";
+import { MarketplaceTrades } from "./trades.js";
+import { SESSION_STATE_CLOSED } from "./types.js";
+const TRADE_DISPLAY_COUNT = 5;
+function price(value) {
+    if (value < 0)
+        return "     -";
+    return `$${(value / 100).toFixed(2).padStart(5)}`;
+}
+function spread(bid, ask) {
+    if (bid < 0 || ask < 0)
+        return "     -";
+    return `$${((ask - bid) / 100).toFixed(2).padStart(5)}`;
+}
+function tradePrices(prices, count) {
+    const recent = prices.length > count ? prices.slice(-count) : prices;
+    return [...recent]
+        .reverse()
+        .map((p) => `$${(p / 100).toFixed(2)}`)
+        .join("  ");
+}
+function display(books, trades, session, endpointUrl = "") {
+    const state = session?.state ?? "---";
+    const lines = [];
+    lines.push("\x1b[2J\x1b[H"); // clear screen, cursor home
+    lines.push(`fm-ticker  ${endpointUrl}`);
+    lines.push(state.padStart(59));
+    lines.push("");
+    lines.push(`  ${"Symbol".padStart(6)}  ${"Bid".padStart(6)}  ${"Ask".padStart(6)}  ${"Spread".padStart(6)}   Last trades`);
+    lines.push(`  ${"------".padStart(6)}  ${"------".padStart(6)}  ${"------".padStart(6)}  ${"------".padStart(6)}   -----------`);
+    const sorted = [...books.collection()].sort((a, b) => a.marketId - b.marketId);
+    for (const book of sorted) {
+        const bid = book.bestBuyPrice();
+        const ask = book.bestSellPrice();
+        const symbol = book.symbol ?? "?";
+        const recent = trades.get(book.marketId).mostRecentPrices();
+        lines.push(`  ${symbol.padStart(6)}  ${price(bid)}  ${price(ask)}  ${spread(bid, ask)}   ${tradePrices(recent, TRADE_DISPLAY_COUNT)}`);
+    }
+    lines.push("");
+    process.stdout.write(lines.join("\n"));
+}
+function isOrderArray(event) {
+    return Array.isArray(event) && (event.length === 0 || "supplier" in event[0]);
+}
+function isSession(event) {
+    return (typeof event === "object" &&
+        !Array.isArray(event) &&
+        "state" in event &&
+        "marketplaceId" in event &&
+        "allocationId" in event);
+}
+function isTransportError(event) {
+    return typeof event === "object" && "kind" in event && event.kind === "transport-error";
+}
+async function main() {
+    // Parse CLI args
+    const args = process.argv.slice(2);
+    let credential = null;
+    let endpoint = null;
+    for (let i = 0; i < args.length; i++) {
+        if ((args[i] === "-C" || args[i] === "--credential") && i + 1 < args.length) {
+            credential = args[++i];
+        }
+        else if ((args[i] === "-E" || args[i] === "--endpoint") && i + 1 < args.length) {
+            endpoint = args[++i];
+        }
+    }
+    const fm = await Flexemarkets.connect(credential, endpoint, "fm-ticker");
+    try {
+        const marketplaceId = fm.endpointMarketplaceId;
+        const markets = await fm.markets(marketplaceId);
+        markets.sort((a, b) => a.id - b.id);
+        const books = new OrderBooks(markets);
+        const marketTrades = new MarketplaceTrades(markets);
+        const endpointUrl = fm.endpointUrl;
+        let session = null;
+        display(books, marketTrades, session, endpointUrl);
+        await fm.listen(marketplaceId, (event) => {
+            let redraw = false;
+            if (isOrderArray(event)) {
+                books.update(event);
+                marketTrades.update(event);
+                redraw = true;
+            }
+            else if (isSession(event)) {
+                session = event;
+                redraw = true;
+                if (event.state === SESSION_STATE_CLOSED) {
+                    display(books, marketTrades, session, endpointUrl);
+                    console.log("Session closed.");
+                    fm.close();
+                    process.exit(0);
+                }
+            }
+            else if (isTransportError(event)) {
+                process.stderr.write(`\nConnection lost: ${event.exception.message}\n`);
+                fm.reconnect();
+            }
+            if (redraw) {
+                display(books, marketTrades, session, endpointUrl);
+            }
+        });
+        // Keep alive — listen for Ctrl+C
+        process.on("SIGINT", () => {
+            console.log("\nStopped.");
+            fm.close();
+            process.exit(0);
+        });
+        // Keep the process alive
+        await new Promise(() => { });
+    }
+    catch (err) {
+        fm.close();
+        throw err;
+    }
+}
+main().catch((err) => {
+    console.error(err);
+    process.exit(1);
+});
+//# sourceMappingURL=ticker.js.map

package/dist/ticker.js.map

@@ -0,0 +1 @@
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package/dist/trades.d.ts

@@ -0,0 +1,36 @@
+/**
+ * Trade history maintained from WebSocket order events.
+ *
+ * Port of fm.trades (Python) / fm.Trades (Java).
+ */
+import type { Market, Order } from "./types.js";
+/**
+ * Bounded FIFO queue of executed trades for a single market.
+ *
+ * Updated incrementally from WebSocket ORDERS-UPDATE events.
+ * Keeps the most recent `capacity` trades.
+ */
+export declare class Trades {
+    readonly market: Market;
+    readonly capacity: number;
+    private readonly _container;
+    constructor(market: Market, capacity?: number);
+    get marketId(): number;
+    size(): number;
+    update(orders: Order[]): void;
+    private _append;
+    mostRecentTrades(): Order[];
+    mostRecentPrices(): number[];
+    drain(): Order[];
+}
+/**
+ * Container of Trades instances, one per market.
+ */
+export declare class MarketplaceTrades {
+    private readonly _trades;
+    constructor(markets: Market[], capacity?: number);
+    update(orders: Order[]): void;
+    mostRecentPrices(): number[][];
+    collection(): Trades[];
+    get(marketId: number): Trades;
+}

package/dist/trades.js

@@ -0,0 +1,100 @@
+/**
+ * Trade history maintained from WebSocket order events.
+ *
+ * Port of fm.trades (Python) / fm.Trades (Java).
+ */
+import { isCancel, isConsumed, isSplit, isSymbol } from "./order-utils.js";
+/**
+ * Bounded FIFO queue of executed trades for a single market.
+ *
+ * Updated incrementally from WebSocket ORDERS-UPDATE events.
+ * Keeps the most recent `capacity` trades.
+ */
+export class Trades {
+    market;
+    capacity;
+    _container = [];
+    constructor(market, capacity = 100) {
+        if (capacity < 1)
+            throw new Error("Capacity must be greater than zero.");
+        this.market = market;
+        this.capacity = capacity;
+    }
+    get marketId() {
+        return this.market.id;
+    }
+    size() {
+        return this._container.length;
+    }
+    // -- update from WebSocket events ------------------------------------------
+    update(orders) {
+        const consumers = new Map();
+        for (const order of orders) {
+            if (!isSymbol(this.market.symbol, order))
+                continue;
+            if (isCancel(order))
+                continue;
+            if (isSplit(order))
+                continue;
+            if (isConsumed(order)) {
+                consumers.set(order.id, order);
+                const consumer = consumers.get(order.consumer);
+                if (consumer !== undefined) {
+                    // The resting order is the one with the older original ID
+                    if (order.original < consumer.original) {
+                        this._append(order);
+                    }
+                    else {
+                        this._append(consumer);
+                    }
+                }
+            }
+        }
+    }
+    _append(order) {
+        this._container.push(order);
+        while (this._container.length > this.capacity) {
+            this._container.shift();
+        }
+    }
+    // -- query -----------------------------------------------------------------
+    mostRecentTrades() {
+        return [...this._container];
+    }
+    mostRecentPrices() {
+        return this._container.map((o) => o.price);
+    }
+    drain() {
+        const trades = [...this._container];
+        this._container.length = 0;
+        return trades;
+    }
+}
+/**
+ * Container of Trades instances, one per market.
+ */
+export class MarketplaceTrades {
+    _trades = new Map();
+    constructor(markets, capacity = 100) {
+        for (const m of markets) {
+            this._trades.set(m.id, new Trades(m, capacity));
+        }
+    }
+    update(orders) {
+        for (const t of this._trades.values()) {
+            t.update(orders);
+        }
+    }
+    mostRecentPrices() {
+        return [...this._trades.values()]
+            .sort((a, b) => a.marketId - b.marketId)
+            .map((t) => t.mostRecentPrices());
+    }
+    collection() {
+        return [...this._trades.values()];
+    }
+    get(marketId) {
+        return this._trades.get(marketId);
+    }
+}
+//# sourceMappingURL=trades.js.map

package/dist/trades.js.map

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