@grvt/client 1.4.30 → 1.5.0

package/ws/ws.d.ts

@@ -1,4 +1,13 @@
-import { type TWSRequest } from './interfaces';
+import type { TWSRequest } from './interfaces';
+export declare class WSError extends Error {
+    code?: number;
+    status?: number;
+    constructor(response: {
+        status?: number;
+        code?: number;
+        message?: string;
+    });
+}
 interface IOptions {
     url: string | URL;
     protocols?: string | string[];
@@ -46,14 +55,15 @@ export declare class WS {
     private readonly _onCloses;
     onClose(callback: (e: CloseEvent) => void): () => void;
     private readonly _onErrors;
-    onError(callback: (e: Event) => void): () => void;
+    onError(callback: (e: Event | WSError) => void): () => void;
     private _subscribeCurrentPairs;
     private _subscribe;
     /**
      * Only supports one feed
      */
     subscribe(_options: TWSRequest): string;
-    unsubscribe(pairedConsumerKey: string): this;
+    subscribes(...subscriptions: TWSRequest[]): string[];
+    unsubscribe(...pairedConsumerKeys: string[]): this;
     connect(): this;
     disconnect(): this;
     ready(delay?: number): Promise<unknown>;

package/ws/ws.js

@@ -20,10 +20,31 @@ var __rest = (this && this.__rest) || function (s, e) {
     return t;
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.WS = void 0;
-const interfaces_1 = require("../interfaces");
+exports.WS = exports.WSError = void 0;
+const ws_candlestick_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_candlestick_feed_data_v_1");
+const ws_deposit_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_deposit_feed_data_v_1");
+const ws_fill_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_fill_feed_data_v_1");
+const ws_mini_ticker_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_mini_ticker_feed_data_v_1");
+const ws_order_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_order_feed_data_v_1");
+const ws_order_group_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_order_group_feed_data_v_1");
+const ws_order_state_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_order_state_feed_data_v_1");
+const ws_orderbook_levels_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_orderbook_levels_feed_data_v_1");
+const ws_positions_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_positions_feed_data_v_1");
+const ws_ticker_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_ticker_feed_data_v_1");
+const ws_trade_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_trade_feed_data_v_1");
+const ws_transfer_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_transfer_feed_data_v_1");
+const ws_withdrawal_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/ws_withdrawal_feed_data_v_1");
 const utils_1 = require("../utils");
-const interfaces_2 = require("./interfaces");
+const interfaces_1 = require("./interfaces");
+class WSError extends Error {
+    constructor(response) {
+        super(response.message);
+        this.name = 'WSError';
+        this.code = response.code;
+        this.status = response.status;
+    }
+}
+exports.WSError = WSError;
 const omitZeroStr = (str) => str === '0' ? '' : str;
 class WS {
     get _ws() {
@@ -128,7 +149,7 @@ class WS {
             reconnect();
         });
         currentWs.addEventListener('message', (e) => {
-            var _a, _b, _c, _d, _e, _f;
+            var _a, _b, _c, _d, _e, _f, _g, _h, _j, _k;
             // only keep the latest ws
             if (currentWs !== this.__ws) {
                 this._close(currentWs);
@@ -140,17 +161,33 @@ class WS {
             }
             const message = utils_1.JsonUtils.parse(e.data);
             /**
-             * Ignore 400 status response messages
+             * Handle error response
              */
-            if (message.status === 400) {
+            if ((_b = (_a = message.status) !== null && _a !== void 0 ? _a : message.c) !== null && _b !== void 0 ? _b : message.code) {
+                /**
+                 * Ignore 1003 response "Request could not be processed due to malformed syntax"
+                 * This happens when client send
+                 */
+                const code = (_c = message.c) !== null && _c !== void 0 ? _c : message.code;
+                if (code !== 1003) {
+                    const error = new WSError(Object.assign(Object.assign({}, message), { code, message: (_d = message.m) !== null && _d !== void 0 ? _d : message.message }));
+                    if (this._onErrors.length) {
+                        for (const onError of this._onErrors) {
+                            onError(error);
+                        }
+                    }
+                    else {
+                        console.error(error);
+                    }
+                }
                 return;
             }
-            const stream = message.s = (_b = (_a = message.s) === null || _a === void 0 ? void 0 : _a.replace) === null || _b === void 0 ? void 0 : _b.call(_a, `${this._version}.`, '');
+            const stream = message.s = (_f = (_e = message.s) === null || _e === void 0 ? void 0 : _e.replace) === null || _f === void 0 ? void 0 : _f.call(_e, `${this._version}.`, '');
             const result = this._messageLiteToFull(message);
             // no entity found
             if (!result) {
                 // if no entity found and not a subscription message
-                if (!((_c = message.s1) === null || _c === void 0 ? void 0 : _c.length)) {
+                if (!((_g = message.s1) === null || _g === void 0 ? void 0 : _g.length)) {
                     console.warn('Error: something went wrong with message', message);
                 }
                 return;
@@ -159,7 +196,7 @@ class WS {
                 console.warn('Error: cannot parse stream or feed from message', message);
                 return;
             }
-            const instrument = (_f = (_e = (_d = result === null || result === void 0 ? void 0 : result.legs) === null || _d === void 0 ? void 0 : _d[0]) === null || _e === void 0 ? void 0 : _e.instrument) !== null && _f !== void 0 ? _f : result === null || result === void 0 ? void 0 : result.instrument;
+            const instrument = (_k = (_j = (_h = result === null || result === void 0 ? void 0 : result.legs) === null || _h === void 0 ? void 0 : _h[0]) === null || _j === void 0 ? void 0 : _j.instrument) !== null && _k !== void 0 ? _k : result === null || result === void 0 ? void 0 : result.instrument;
             /**
              * Handle subscriptions with instrument
              */
@@ -225,21 +262,21 @@ class WS {
             ].filter(Boolean).join('-');
             const withdrawalFromAccountId = omitZeroStr(result.from_account_id);
             switch (stream) {
-                case interfaces_2.EStream.GROUP:
+                case interfaces_1.EStream.GROUP:
                     return [...acc, ...Object.values(value)];
-                case interfaces_2.EStream.STATE:
+                case interfaces_1.EStream.STATE:
                     return [...acc, ...Object.values(value)];
-                case interfaces_2.EStream.DEPOSIT:
+                case interfaces_1.EStream.DEPOSIT:
                     if (depositDestinationAccountId && key.endsWith(depositDestinationAccountId)) {
                         return [...acc, ...Object.values(value)];
                     }
                     break;
-                case interfaces_2.EStream.TRANSFER:
+                case interfaces_1.EStream.TRANSFER:
                     if ((transferSourceKey && key.endsWith(transferSourceKey)) || (transferDestinationKey && key.endsWith(transferDestinationKey))) {
                         return [...acc, ...Object.values(value)];
                     }
                     break;
-                case interfaces_2.EStream.WITHDRAWAL:
+                case interfaces_1.EStream.WITHDRAWAL:
                     if (withdrawalFromAccountId && key.endsWith(withdrawalFromAccountId)) {
                         return [...acc, ...Object.values(value)];
                     }
@@ -259,10 +296,10 @@ class WS {
                 return acc;
             }
             const hasSubAccountId = [
-                interfaces_2.EStream.ORDER,
+                interfaces_1.EStream.ORDER,
                 // EStream.STATE,
-                interfaces_2.EStream.POSITION,
-                interfaces_2.EStream.FILL
+                interfaces_1.EStream.POSITION,
+                interfaces_1.EStream.FILL
                 // EStream.DEPOSIT,
                 // EStream.TRANSFER,
                 // EStream.WITHDRAWAL
@@ -415,76 +452,76 @@ class WS {
         };
         const { stream, params } = options;
         switch (stream) {
-            case interfaces_2.EStream.CANDLE:
+            case interfaces_1.EStream.CANDLE:
                 return {
                     stream,
                     feed: [candleFeed(params)]
                 };
-            case interfaces_2.EStream.ORDERBOOK_DELTA:
-            case interfaces_2.EStream.RPI_BOOK_DELTA:
+            case interfaces_1.EStream.ORDERBOOK_DELTA:
+            case interfaces_1.EStream.RPI_BOOK_DELTA:
                 return {
                     stream,
                     feed: [rpiBookDeltaFeed(params)]
                 };
-            case interfaces_2.EStream.ORDERBOOK_SNAP:
-            case interfaces_2.EStream.RPI_BOOK_SNAP:
+            case interfaces_1.EStream.ORDERBOOK_SNAP:
+            case interfaces_1.EStream.RPI_BOOK_SNAP:
                 return {
                     stream,
                     feed: [rpiBookFeed(params)]
                 };
-            case interfaces_2.EStream.MINI_DELTA:
-            case interfaces_2.EStream.MINI_SNAP:
+            case interfaces_1.EStream.MINI_DELTA:
+            case interfaces_1.EStream.MINI_SNAP:
                 return {
                     stream,
                     feed: [miniFeed(params)]
                 };
-            case interfaces_2.EStream.TICKER_DELTA:
-            case interfaces_2.EStream.TICKER_SNAP:
+            case interfaces_1.EStream.TICKER_DELTA:
+            case interfaces_1.EStream.TICKER_SNAP:
                 return {
                     stream,
                     feed: [tickerFeed(params)]
                 };
-            case interfaces_2.EStream.TRADE:
+            case interfaces_1.EStream.TRADE:
                 return {
                     stream,
                     feed: [publicTradesFeed(params)]
                 };
-            case interfaces_2.EStream.GROUP:
+            case interfaces_1.EStream.GROUP:
                 return {
                     stream,
                     feed: [orderGroupFeed(params)]
                 };
-            case interfaces_2.EStream.ORDER:
+            case interfaces_1.EStream.ORDER:
                 return {
                     stream,
                     feed: [orderFeed(params)]
                 };
-            case interfaces_2.EStream.STATE:
+            case interfaces_1.EStream.STATE:
                 return {
                     stream,
                     feed: [orderStateFeed(params)]
                 };
-            case interfaces_2.EStream.POSITION:
+            case interfaces_1.EStream.POSITION:
                 return {
                     stream,
                     feed: [positionFeed(params)]
                 };
-            case interfaces_2.EStream.FILL:
+            case interfaces_1.EStream.FILL:
                 return {
                     stream,
                     feed: [fillFeed(params)]
                 };
-            case interfaces_2.EStream.DEPOSIT:
+            case interfaces_1.EStream.DEPOSIT:
                 return {
                     stream,
                     feed: [depositFeed(params)]
                 };
-            case interfaces_2.EStream.TRANSFER:
+            case interfaces_1.EStream.TRANSFER:
                 return {
                     stream,
                     feed: [transferFeed(params)]
                 };
-            case interfaces_2.EStream.WITHDRAWAL:
+            case interfaces_1.EStream.WITHDRAWAL:
                 return {
                     stream,
                     feed: [withdrawalFeed(params)]
@@ -495,37 +532,37 @@ class WS {
     }
     _messageLiteToFull(message) {
         switch (message.s) {
-            case interfaces_2.EStream.CANDLE:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_CANDLESTICK_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.ORDERBOOK_DELTA:
-            case interfaces_2.EStream.ORDERBOOK_SNAP:
-            case interfaces_2.EStream.RPI_BOOK_DELTA:
-            case interfaces_2.EStream.RPI_BOOK_SNAP:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_ORDERBOOK_LEVELS_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.MINI_DELTA:
-            case interfaces_2.EStream.MINI_SNAP:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_MINI_TICKER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.TICKER_DELTA:
-            case interfaces_2.EStream.TICKER_SNAP:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_TICKER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.TRADE:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_TRADE_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.GROUP:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_ORDER_GROUP_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.ORDER:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_ORDER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.STATE:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_ORDER_STATE_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.POSITION:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_POSITIONS_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.FILL:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_FILL_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.DEPOSIT:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_DEPOSIT_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.TRANSFER:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_TRANSFER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
-            case interfaces_2.EStream.WITHDRAWAL:
-                return utils_1.Utils.schemaMap(message, interfaces_1.WS_WITHDRAWAL_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.CANDLE:
+                return utils_1.Utils.schemaMap(message, ws_candlestick_feed_data_v_1_1.WS_CANDLESTICK_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.ORDERBOOK_DELTA:
+            case interfaces_1.EStream.ORDERBOOK_SNAP:
+            case interfaces_1.EStream.RPI_BOOK_DELTA:
+            case interfaces_1.EStream.RPI_BOOK_SNAP:
+                return utils_1.Utils.schemaMap(message, ws_orderbook_levels_feed_data_v_1_1.WS_ORDERBOOK_LEVELS_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.MINI_DELTA:
+            case interfaces_1.EStream.MINI_SNAP:
+                return utils_1.Utils.schemaMap(message, ws_mini_ticker_feed_data_v_1_1.WS_MINI_TICKER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.TICKER_DELTA:
+            case interfaces_1.EStream.TICKER_SNAP:
+                return utils_1.Utils.schemaMap(message, ws_ticker_feed_data_v_1_1.WS_TICKER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.TRADE:
+                return utils_1.Utils.schemaMap(message, ws_trade_feed_data_v_1_1.WS_TRADE_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.GROUP:
+                return utils_1.Utils.schemaMap(message, ws_order_group_feed_data_v_1_1.WS_ORDER_GROUP_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.ORDER:
+                return utils_1.Utils.schemaMap(message, ws_order_feed_data_v_1_1.WS_ORDER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.STATE:
+                return utils_1.Utils.schemaMap(message, ws_order_state_feed_data_v_1_1.WS_ORDER_STATE_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.POSITION:
+                return utils_1.Utils.schemaMap(message, ws_positions_feed_data_v_1_1.WS_POSITIONS_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.FILL:
+                return utils_1.Utils.schemaMap(message, ws_fill_feed_data_v_1_1.WS_FILL_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.DEPOSIT:
+                return utils_1.Utils.schemaMap(message, ws_deposit_feed_data_v_1_1.WS_DEPOSIT_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.TRANSFER:
+                return utils_1.Utils.schemaMap(message, ws_transfer_feed_data_v_1_1.WS_TRANSFER_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
+            case interfaces_1.EStream.WITHDRAWAL:
+                return utils_1.Utils.schemaMap(message, ws_withdrawal_feed_data_v_1_1.WS_WITHDRAWAL_FEED_DATA_V_1_MAP.LITE_TO_FULL).feed;
             default:
                 console.warn('Unknown message:', message);
         }
@@ -622,12 +659,24 @@ class WS {
     }
     _subscribeCurrentPairs() {
         const pairs = Object.keys(this._pairs);
-        for (const pair of pairs) {
+        const groupStreams = {};
+        // keep last primary stream
+        for (const pair of pairs.reverse()) {
             const { stream, feed } = this._parsePair(pair);
+            if (!groupStreams[stream]) {
+                groupStreams[stream] = [];
+            }
+            const primaryFeed = feed.split('@')[0];
+            if (!groupStreams[stream].some((f) => f.startsWith(`${primaryFeed}@`))) {
+                groupStreams[stream].push(feed);
+            }
+        }
+        const streams = Object.keys(groupStreams);
+        for (const stream of streams) {
             this._sendMessage({
                 method: 'subscribe',
                 stream,
-                feed: [feed]
+                feed: groupStreams[stream]
             });
         }
     }
@@ -684,8 +733,90 @@ class WS {
         void this._subscribe(pair, subscribePayload).catch(onError);
         return this._addConsumer(pair, onMessage);
     }
-    unsubscribe(pairedConsumerKey) {
-        this._removeConsumer(pairedConsumerKey);
+    subscribes(...subscriptions) {
+        var _a;
+        if (!subscriptions.length) {
+            return [];
+        }
+        const pairs = [];
+        const payloads = [];
+        const groupStreams = {};
+        for (const subscription of subscriptions) {
+            const { onData: onMessage, onError } = subscription, options = __rest(subscription, ["onData", "onError"]);
+            const subscribePayload = this._parseStream(options);
+            const stream = subscribePayload === null || subscribePayload === void 0 ? void 0 : subscribePayload.stream;
+            const feed = (_a = subscribePayload === null || subscribePayload === void 0 ? void 0 : subscribePayload.feed) === null || _a === void 0 ? void 0 : _a[0];
+            if (!stream || !feed) {
+                throw new Error('Unknown stream or feed');
+            }
+            if (!groupStreams[stream]) {
+                groupStreams[stream] = [];
+            }
+            const primaryFeed = feed.split('@')[0];
+            if (groupStreams[stream].some((f) => f.startsWith(`${primaryFeed}@`))) {
+                throw new Error(`Attempted to subscribe to same primary selector twice, in same request: ${primaryFeed}`);
+            }
+            groupStreams[stream].push(feed);
+            payloads.push(subscribePayload);
+            pairs.push({
+                pair: this._getPair({ stream, feed }),
+                onData: onMessage,
+                onError
+            });
+        }
+        /**
+         * Subscribe in parallel and listen for responses
+         */
+        setTimeout(() => __awaiter(this, void 0, void 0, function* () {
+            var _b;
+            yield this.ready();
+            for (const { pair, onError } of pairs) {
+                let _resolve;
+                const onPaired = (e) => {
+                    var _a, _b, _c;
+                    const message = utils_1.JsonUtils.parse(e.data);
+                    if (!(message === null || message === void 0 ? void 0 : message.s) || !((_a = message === null || message === void 0 ? void 0 : message.s1) === null || _a === void 0 ? void 0 : _a.length)) {
+                        return;
+                    }
+                    const responseStream = (_c = (_b = message.s) === null || _b === void 0 ? void 0 : _b.replace) === null || _c === void 0 ? void 0 : _c.call(_b, `${this._version}.`, '');
+                    const { stream, feed } = this._parsePair(pair);
+                    const asset = feed.split('@')[0];
+                    const subs = message.s1;
+                    const isResolved = stream === responseStream && (subs.includes(asset) ||
+                        subs.includes(asset.toLowerCase()) ||
+                        subs.includes(feed) ||
+                        subs.includes(feed.toLowerCase()));
+                    if (isResolved) {
+                        _resolve();
+                    }
+                };
+                const promise = new Promise((resolve) => {
+                    _resolve = resolve;
+                    this._ws.addEventListener('message', onPaired);
+                });
+                utils_1.Utils.timeout(promise, (_b = this._options.timeout) !== null && _b !== void 0 ? _b : 30000, new Error('Subscribe Timeout: ' + pair))
+                    .catch((error) => onError === null || onError === void 0 ? void 0 : onError(error))
+                    .finally(() => {
+                    this._ws.removeEventListener('message', onPaired);
+                });
+            }
+            const streams = Object.keys(groupStreams);
+            for (const stream of streams) {
+                this._sendMessage({
+                    method: 'subscribe',
+                    stream,
+                    feed: groupStreams[stream]
+                });
+            }
+        }));
+        return pairs.map(({ pair, onData }) => {
+            return this._addConsumer(pair, onData);
+        });
+    }
+    unsubscribe(...pairedConsumerKeys) {
+        for (const pairedConsumerKey of pairedConsumerKeys) {
+            this._removeConsumer(pairedConsumerKey);
+        }
         return this;
     }
     connect() {