@flexemarkets/fm-sdk 0.1.3 → 0.2.0

package/dist/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,mCAAmC;AAsBnC,OAAO,EACL,SAAS,EACT,SAAS,EACT,MAAM,EACN,WAAW,EACX,kBAAkB,EAClB,kBAAkB,EAClB,oBAAoB,EACpB,oBAAoB,EACpB,WAAW,EACX,UAAU,EACV,iBAAiB,EACjB,YAAY,EACZ,UAAU,EACV,SAAS,EACT,SAAS,EACT,SAAS,EACT,QAAQ,EACR,WAAW,GACZ,MAAM,YAAY,CAAC;AAEpB,SAAS;AACT,OAAO,EACL,YAAY,EACZ,iBAAiB,EACjB,mBAAmB,EACnB,kBAAkB,EAClB,oBAAoB,EACpB,qBAAqB,EACrB,kBAAkB,EAClB,aAAa,EACb,SAAS,EACT,QAAQ,EACR,wBAAwB,EACxB,6BAA6B,GAC9B,MAAM,aAAa,CAAC;AAErB,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAE5C,4EAA4E;AAC5E,EAAE;AACF,6EAA6E;AAC7E,gFAAgF;AAChF,6EAA6E;AAC7E,6EAA6E;AAC7E,+DAA+D;AAC/D,EAAE;AACF,8EAA8E;AAC9E,wDAAwD;AACxD,OAAO,EACL,MAAM,EACN,SAAS,EACT,WAAW,EACX,UAAU,EACV,iBAAiB,EACjB,SAAS,EACT,OAAO,EACP,QAAQ,EACR,UAAU,EACV,QAAQ,EACR,KAAK,GACN,MAAM,kBAAkB,CAAC;AAE1B,aAAa;AACb,OAAO,EAAE,IAAI,EAAE,MAAM,gBAAgB,CAAC;AAEtC,OAAO;AACP,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,aAAa,CAAC;AAgB5C,OAAO,EAAE,MAAM,EAAE,MAAM,YAAY,CAAC"}

package/dist/order-utils.d.ts

@@ -3,12 +3,12 @@
  *
  * Port of fm.order_utils (Python) / fm.OrderUtils (Java).
  */
-import { Order, type Side } from "./types.js";
+import { Order, type Market, type OrderSide } from "./types.js";
 export declare function isCancel(order: Order): boolean;
 export declare function isLimit(order: Order): boolean;
 export declare function isBuy(side: string | null | undefined): boolean;
 export declare function isSell(side: string | null | undefined): boolean;
-export declare function contra(side: string): Side;
+export declare function contra(side: string): OrderSide;
 /** Order is resting on the book (consumer is null). */
 export declare function isAvailable(order: Order): boolean;
 /** Order has been matched with another order. */
@@ -20,3 +20,28 @@ export declare function isSubmit(order: Order): boolean;
 export declare function findOrder(orders: Order[], orderId: number | null | undefined): Order | null;
 /** Determine if an order is currently resting on the book. */
 export declare function isResting(orders: Order[], order: Order): boolean;
+/**
+ * True once an order has a consumer: traded against, whole or in part.
+ *
+ * The positive complement of {@link isAvailable}, named for what a position
+ * keeps rather than for the mechanism. A split leaves a remainder order behind,
+ * so from the position's point of view the original is finished either way --
+ * which is why this is one predicate rather than `isConsumed(o) || isSplit(o)`
+ * spelled out at every call site.
+ */
+export declare function isConsumedOrSplit(order: Order | null): boolean;
+/**
+ * True if `rhs` was supplied by `lhs` -- the two sides of one trade.
+ *
+ * The kind of question this module exists for: it cannot be answered by either
+ * order alone, only by the reference between them.
+ */
+export declare function isSupplier(lhs: Order | null, rhs: Order | null): boolean;
+/**
+ * A limit order ready to submit.
+ *
+ * {@link Order} has seventeen fields because it is what the server returns; a
+ * caller building one to send sets four and leaves the rest to the exchange.
+ * Naming those at the call site beats an object literal of mostly nulls.
+ */
+export declare function limit(market: Market, side: OrderSide, units: number, price: number): Order;

package/dist/order-utils.js

@@ -3,14 +3,14 @@
  *
  * Port of fm.order_utils (Python) / fm.OrderUtils (Java).
  */
-import { toOrderType, toSide } from "./types.js";
+import { OrderType, toOrderType, toSide } from "./types.js";
 export function isCancel(order) {
     return toOrderType(order.type) === "CANCEL";
 }
 export function isLimit(order) {
     return toOrderType(order.type) === "LIMIT";
 }
-// These take `string` rather than `Side` on purpose: they are the lenient
+// These take `string` rather than `OrderSide` on purpose: they are the lenient
 // door. A caller holding a value off the wire, or out of a config file, can
 // ask without narrowing it first -- which is what the old toUpperCase()
 // comparison allowed and what removing it would quietly take away.
@@ -132,4 +132,53 @@ export function isResting(orders, order) {
     // split order with child younger than its consumer is resting
     return isSupplierOlder(orders, firstChild(orders, order));
 }
+/**
+ * True once an order has a consumer: traded against, whole or in part.
+ *
+ * The positive complement of {@link isAvailable}, named for what a position
+ * keeps rather than for the mechanism. A split leaves a remainder order behind,
+ * so from the position's point of view the original is finished either way --
+ * which is why this is one predicate rather than `isConsumed(o) || isSplit(o)`
+ * spelled out at every call site.
+ */
+export function isConsumedOrSplit(order) {
+    return order != null && order.consumer != null;
+}
+/**
+ * True if `rhs` was supplied by `lhs` -- the two sides of one trade.
+ *
+ * The kind of question this module exists for: it cannot be answered by either
+ * order alone, only by the reference between them.
+ */
+export function isSupplier(lhs, rhs) {
+    return lhs != null && rhs != null && lhs.id === rhs.supplier;
+}
+/**
+ * A limit order ready to submit.
+ *
+ * {@link Order} has seventeen fields because it is what the server returns; a
+ * caller building one to send sets four and leaves the rest to the exchange.
+ * Naming those at the call site beats an object literal of mostly nulls.
+ */
+export function limit(market, side, units, price) {
+    return {
+        id: 0,
+        original: 0,
+        supplier: 0,
+        consumer: null,
+        type: OrderType.LIMIT,
+        side,
+        units,
+        price,
+        ownerId: null,
+        marketplaceId: market.marketplaceId,
+        sessionId: 0,
+        symbol: market.symbol,
+        marketId: market.id,
+        ownerTarget: null,
+        clientDescription: null,
+        createdDate: null,
+        lastModifiedDate: null,
+    };
+}
 //# sourceMappingURL=order-utils.js.map

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@@ -1 +1 @@
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package/dist/orderbook.d.ts

@@ -1,7 +1,7 @@
 /**
  * Order book maintained from WebSocket order events.
  *
- * Port of fm.orderbook (Python) / fm.OrderBook (Java).
+ * Port of fm.orderbook (Python) / fm.Book (Java).
  */
 import type { Market, Order } from "./types.js";
 /**
@@ -10,7 +10,7 @@ import type { Market, Order } from "./types.js";
  * Updated incrementally from WebSocket ORDERS-UPDATE events.
  * Buys are sorted highest-first (best bid), sells lowest-first (best ask).
  */
-export declare class OrderBook {
+export declare class Book {
     readonly market: Market;
     private readonly _buys;
     private readonly _sells;
@@ -21,6 +21,15 @@ export declare class OrderBook {
     update(orders: Order[]): void;
     private _add;
     private _remove;
+    /**
+     * The book a side belongs to, refusing anything that does not name one.
+     *
+     * This used to be `isBuy(side) ? this._buys : this._sells`, which is the
+     * complement of buy rather than a test for sell, so a null side fell to the
+     * offer book. A null side is a real value on the wire -- a cancel carries
+     * none -- so that guess was reachable, and a book kept on a guess is wrong
+     * silently: units come off a side the order was never on.
+     */
     private _priceLevels;
     hasValue(side: string): boolean;
     bestPrice(side: string): number;
@@ -35,23 +44,23 @@ export declare class OrderBook {
     sellLevels(): [number, number][];
     /**
      * Reset to just-constructed state — empty levels, initialized=false.
-     * Used by MarketView's Phase 2b gap-recovery: refetch the snapshot,
+     * Used by Desk's Phase 2b gap-recovery: refetch the snapshot,
      * clear(), reapply via update(), so the next delta with
      * isAvailable=false doesn't underflow against stale levels.
      */
     clear(): void;
 }
 /**
- * Container of OrderBook instances, one per market.
+ * Container of Book instances, one per market.
  */
-export declare class OrderBooks {
+export declare class BookIndex {
     private readonly _books;
     constructor(markets: Market[]);
     update(orders: Order[]): void;
     hasValue(marketId: number, side: string): boolean;
     bestPrice(marketId: number, side: string): number;
-    collection(): OrderBook[];
-    get(marketId: number): OrderBook;
-    /** Clear every contained book — see {@link OrderBook.clear}. */
+    collection(): Book[];
+    get(marketId: number): Book;
+    /** Clear every contained book — see {@link Book.clear}. */
     clear(): void;
 }

package/dist/orderbook.js

@@ -1,16 +1,16 @@
 /**
  * Order book maintained from WebSocket order events.
  *
- * Port of fm.orderbook (Python) / fm.OrderBook (Java).
+ * Port of fm.orderbook (Python) / fm.Book (Java).
  */
-import { isAvailable, isBuy, isCancel, isResting, isSplit, isSymbol } from "./order-utils.js";
+import { findOrder, isAvailable, isBuy, isSell, isCancel, isResting, isSplit, isSymbol, } from "./order-utils.js";
 /**
  * Aggregated price-level order book for a single market.
  *
  * Updated incrementally from WebSocket ORDERS-UPDATE events.
  * Buys are sorted highest-first (best bid), sells lowest-first (best ask).
  */
-export class OrderBook {
+export class Book {
     market;
     _buys = new Map(); // price → units
     _sells = new Map(); // price → units
@@ -41,9 +41,22 @@ export class OrderBook {
             // During initialisation, disregard all non-available orders
             if (!this._initialized)
                 continue;
-            // Remove CANCEL orders
             if (isCancel(order)) {
-                this._remove(side, price, units);
+                // fm-server broadcasts a cancel as two rows: the CANCEL, and the LIMIT it
+                // consumed, which carries the cancel as its consumer. The resting branch
+                // below removes that limit, because a cancelled limit was on the book and
+                // isResting says so. Removing here as well takes the units off twice.
+                //
+                // Both removals landing on a level that held only the cancelled order left
+                // it empty either way, which is why this survived: the one test that
+                // covered a cancel used a single one-unit order. Give the level units from
+                // a second order and the cancel takes that one down with it.
+                //
+                // So remove only when the order being cancelled is not in this batch --
+                // which keeps a lone CANCEL working, and stops the pair double-counting.
+                if (findOrder(orders, order.consumer) === null) {
+                    this._remove(side, price, units);
+                }
                 continue;
             }
             // Remove split orders from book
@@ -76,8 +89,21 @@ export class OrderBook {
             levels.set(price, updated);
         }
     }
+    /**
+     * The book a side belongs to, refusing anything that does not name one.
+     *
+     * This used to be `isBuy(side) ? this._buys : this._sells`, which is the
+     * complement of buy rather than a test for sell, so a null side fell to the
+     * offer book. A null side is a real value on the wire -- a cancel carries
+     * none -- so that guess was reachable, and a book kept on a guess is wrong
+     * silently: units come off a side the order was never on.
+     */
     _priceLevels(side) {
-        return isBuy(side) ? this._buys : this._sells;
+        if (isBuy(side))
+            return this._buys;
+        if (isSell(side))
+            return this._sells;
+        throw new Error(`An order must name its side to be placed on a book; got: ${side}`);
     }
     // -- query -----------------------------------------------------------------
     hasValue(side) {
@@ -120,7 +146,7 @@ export class OrderBook {
     }
     /**
      * Reset to just-constructed state — empty levels, initialized=false.
-     * Used by MarketView's Phase 2b gap-recovery: refetch the snapshot,
+     * Used by Desk's Phase 2b gap-recovery: refetch the snapshot,
      * clear(), reapply via update(), so the next delta with
      * isAvailable=false doesn't underflow against stale levels.
      */
@@ -131,13 +157,13 @@ export class OrderBook {
     }
 }
 /**
- * Container of OrderBook instances, one per market.
+ * Container of Book instances, one per market.
  */
-export class OrderBooks {
+export class BookIndex {
     _books = new Map();
     constructor(markets) {
         for (const m of markets) {
-            this._books.set(m.id, new OrderBook(m));
+            this._books.set(m.id, new Book(m));
         }
     }
     update(orders) {
@@ -157,7 +183,7 @@ export class OrderBooks {
     get(marketId) {
         return this._books.get(marketId);
     }
-    /** Clear every contained book — see {@link OrderBook.clear}. */
+    /** Clear every contained book — see {@link Book.clear}. */
     clear() {
         for (const book of this._books.values())
             book.clear();

package/dist/orderbook.js.map

@@ -1 +1 @@
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package/dist/snapshot.d.ts

@@ -1,7 +1,7 @@
 /**
  * REST snapshot response bundle: parsed body + the `x-fm-as-of-seq`
  * header value the snapshot was read at. Returned by `Flexemarkets`
- * V1 snapshot methods so `MarketView` (and any other caller that
+ * V1 snapshot methods so `Desk` (and any other caller that
  * mixes REST snapshots with WS deltas) can reconcile the two
  * streams: apply deltas whose `seq` is greater than `asOfSeq` and
  * skip those whose seq is less than or equal.

package/dist/stomp.d.ts

@@ -5,6 +5,17 @@
  * EventListener / Java StompListener behaviour.
  */
 import type { Holding, Order, Session, Version } from "./types.js";
+/** What this client advertises in CONNECT, and must therefore keep to. */
+export declare const ADVERTISED_HEARTBEAT_MS = 30000;
+/**
+ * How often this client actually sends one. Under the 30s it advertises, so a
+ * late timer still lands inside the window it promised, and well under the 55s
+ * at which Heroku's router closes an idle connection and records an H15
+ * against the app. Named so the interval can be tested against the thing it
+ * exists to stay under.
+ */
+export declare const HEARTBEAT_INTERVAL_MS = 25000;
+export declare const HEROKU_IDLE_TIMEOUT_MS = 55000;
 export interface StompFrame {
     command: string;
     headers: Record<string, string>;
@@ -24,9 +35,9 @@ export interface StreamDropped {
  * happened while the socket was down was not delivered.
  *
  * Carries the marketplace because one client can hold several subscriptions,
- * and "we are back" does not say which view to reseed.
+ * and "we are back" does not say which desk to reseed.
  */
-export interface Reconnected {
+export interface StreamReconnected {
     kind: "reconnected";
     marketplaceId: number;
 }
@@ -52,7 +63,7 @@ export interface OrdersUpdate {
     readonly orders: Order[];
     readonly seq: number;
 }
-export type FmEvent = Version | Session | Session[] | Holding | OrdersUpdate | StreamDropped | Reconnected | FrameUnreadable;
+export type FmEvent = Version | Session | Session[] | Holding | OrdersUpdate | StreamDropped | StreamReconnected | FrameUnreadable;
 export type EventCallback = (event: FmEvent) => void;
 /** Sentinel for "no seq header" — see OrdersUpdate.seq docstring. */
 export declare const NO_SEQ = -1;
@@ -67,6 +78,19 @@ export declare class EventListener {
     private readonly _parseOrder;
     private _ws;
     private _closed;
+    /**
+     * Sends the heartbeats this client promises.
+     *
+     * IT PROMISED THEM AND NEVER SENT ONE. The CONNECT frame has always carried
+     * `heart-beat:30000,30000` -- "I will send every 30s, send me one every 30s"
+     * -- and nothing here wrote to the socket again except SUBSCRIBE. Worse than
+     * the other two SDKs: `ws` sends no WebSocket ping of its own unless asked,
+     * so this client had no keepalive at any layer. Java fixed this first;
+     * TypeScript and Python advertised the same thing and were left behind.
+     *
+     * unref()'d, so it can never hold the process open.
+     */
+    private _heartbeat;
     private _subscriptionCounter;
     private _reconnecting;
     constructor(wsUrl: string, bearerToken: string, marketplaceId: number, callback: EventCallback, clientDescription: string, parseHolding: (data: Record<string, unknown>) => Holding, parseOrder: (data: Record<string, unknown>) => Order);
@@ -74,7 +98,7 @@ export declare class EventListener {
     /**
      * React to a dropped stream by restoring it.
      *
-     * On success a `Reconnected` is delivered so consumers know their state
+     * On success a `StreamReconnected` is delivered so consumers know their state
      * needs reseeding -- matching Java, where the subscription has always
      * restored itself rather than leaving the caller to notice.
      *
@@ -84,6 +108,14 @@ export declare class EventListener {
     _onStreamDropped(exception: Error): void;
     reconnect(): Promise<void>;
     close(): void;
+    /**
+     * Send a bare EOL every {@link HEARTBEAT_INTERVAL_MS}.
+     *
+     * A newline on its own is what STOMP 1.2 defines a heartbeat to be, so the
+     * server reads it as one and nothing else parses it as a frame.
+     */
+    private _startHeartbeats;
+    private _stopHeartbeats;
     private _connect;
     private _disconnect;
     private _nextId;

package/dist/stomp.js

@@ -7,6 +7,17 @@
 import WebSocket from "ws";
 import { toInstant } from "./timestamps.js";
 const HEARTBEAT_MS = 30_000;
+/** What this client advertises in CONNECT, and must therefore keep to. */
+export const ADVERTISED_HEARTBEAT_MS = HEARTBEAT_MS;
+/**
+ * How often this client actually sends one. Under the 30s it advertises, so a
+ * late timer still lands inside the window it promised, and well under the 55s
+ * at which Heroku's router closes an idle connection and records an H15
+ * against the app. Named so the interval can be tested against the thing it
+ * exists to stay under.
+ */
+export const HEARTBEAT_INTERVAL_MS = 25_000;
+export const HEROKU_IDLE_TIMEOUT_MS = 55_000;
 const NULL = "\x00";
 /**
  * Prefix on the `/app` SUBSCRIBE destination selecting fm-server's WS
@@ -141,6 +152,22 @@ function parseOrders(data, parseOrder) {
 // ---------------------------------------------------------------------------
 // EventListener — manages WS + STOMP connection
 // ---------------------------------------------------------------------------
+/**
+ * Whether the handshake was refused for who we are rather than for what the
+ * network did.
+ *
+ * <p>`ws` reports a rejected upgrade as `Unexpected server response: 401`, so
+ * the status is read back out of that. 403 counts too: a token that is valid
+ * but not permitted here will not become permitted by being presented again.
+ */
+function isAuthRefusal(failure) {
+    for (let cause = failure; cause instanceof Error; cause = cause.cause) {
+        const status = /Unexpected server response:\s*(\d{3})/.exec(cause.message)?.[1];
+        if (status === "401" || status === "403")
+            return true;
+    }
+    return false;
+}
 export class EventListener {
     _wsUrl;
     _bearerToken;
@@ -151,6 +178,19 @@ export class EventListener {
     _parseOrder;
     _ws = null;
     _closed = false;
+    /**
+     * Sends the heartbeats this client promises.
+     *
+     * IT PROMISED THEM AND NEVER SENT ONE. The CONNECT frame has always carried
+     * `heart-beat:30000,30000` -- "I will send every 30s, send me one every 30s"
+     * -- and nothing here wrote to the socket again except SUBSCRIBE. Worse than
+     * the other two SDKs: `ws` sends no WebSocket ping of its own unless asked,
+     * so this client had no keepalive at any layer. Java fixed this first;
+     * TypeScript and Python advertised the same thing and were left behind.
+     *
+     * unref()'d, so it can never hold the process open.
+     */
+    _heartbeat = null;
     _subscriptionCounter = 0;
     _reconnecting = false;
     constructor(wsUrl, bearerToken, marketplaceId, callback, clientDescription, parseHolding, parseOrder) {
@@ -181,6 +221,7 @@ export class EventListener {
                         // unexpected but continue
                     }
                     this._subscribe();
+                    this._startHeartbeats();
                     this._receiveLoop();
                     resolve();
                 });
@@ -195,7 +236,7 @@ export class EventListener {
     /**
      * React to a dropped stream by restoring it.
      *
-     * On success a `Reconnected` is delivered so consumers know their state
+     * On success a `StreamReconnected` is delivered so consumers know their state
      * needs reseeding -- matching Java, where the subscription has always
      * restored itself rather than leaving the caller to notice.
      *
@@ -228,7 +269,26 @@ export class EventListener {
                 await this.start();
                 return;
             }
-            catch {
+            catch (exception) {
+                // A REJECTED TOKEN IS NOT A BLIP, and retrying it is not patience --
+                // it is a client hammering a server that has already given its final
+                // answer. Measured 2026-09-03: one NAT gateway produced 11,918
+                // handshake 401s in two hours, about 100 a minute, against 360
+                // successful connections from every other client combined. Nothing
+                // told the operator their token had expired; the loop simply ran.
+                //
+                // So an auth refusal ends the stream and says why, and every other
+                // failure keeps the existing retry: a server restart or a network drop
+                // IS a blip, and recovering from it is what this loop is for.
+                if (isAuthRefusal(exception)) {
+                    this._closed = true;
+                    this._callback({
+                        kind: "stream-dropped",
+                        exception: new Error("WebSocket refused: the token was rejected. It has expired or was " +
+                            "signed for another server; reconnecting cannot fix it.", { cause: exception }),
+                    });
+                    return;
+                }
                 await new Promise((r) => setTimeout(r, 2000));
             }
         }
@@ -237,8 +297,36 @@ export class EventListener {
         if (this._closed)
             return;
         this._closed = true;
+        this._stopHeartbeats();
         this._disconnect();
     }
+    /**
+     * Send a bare EOL every {@link HEARTBEAT_INTERVAL_MS}.
+     *
+     * A newline on its own is what STOMP 1.2 defines a heartbeat to be, so the
+     * server reads it as one and nothing else parses it as a frame.
+     */
+    _startHeartbeats() {
+        this._stopHeartbeats();
+        this._heartbeat = setInterval(() => {
+            const ws = this._ws;
+            if (this._closed || ws === null || ws.readyState !== WebSocket.OPEN)
+                return;
+            try {
+                ws.send("\n");
+            }
+            catch {
+                // a dead socket is the receive loop's problem, not this timer's
+            }
+        }, HEARTBEAT_INTERVAL_MS);
+        this._heartbeat.unref?.();
+    }
+    _stopHeartbeats() {
+        if (this._heartbeat !== null) {
+            clearInterval(this._heartbeat);
+            this._heartbeat = null;
+        }
+    }
     // -- WebSocket connection --------------------------------------------------
     _connect() {
         return new WebSocket(this._wsUrl, ["v12.stomp", "v11.stomp", "v10.stomp"], {

package/dist/stomp.js.map

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