@grvt/client 1.5.0-alpha.0 → 1.5.1

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@grvt/client",
-  "version": "1.5.0-alpha.0",
+  "version": "1.5.1",
   "description": "Node.js & JavaScript client for GRVT REST APIs & WebSockets",
   "repository": {
     "type": "git",
@@ -33,7 +33,7 @@
     "test": "nodemon dist/index.js"
   },
   "dependencies": {
-    "axios": "^1.8.2"
+    "axios": "^1.11.0"
   },
   "devDependencies": {
     "@typescript-eslint/eslint-plugin": "^6.10.0",

package/ws/interfaces.d.ts

@@ -1,4 +1,4 @@
-import { type ECandlestickInterval, type ECandlestickType, type IWSCandlestickFeedDataV1, type IWSCandlestickFeedSelectorV1, type IWSDepositFeedDataV1, type IWSDepositFeedSelectorV1, type IWSFillFeedDataV1, type IWSFillFeedSelectorV1, type IWSMiniTickerFeedDataV1, type IWSMiniTickerFeedSelectorV1, type IWSOrderFeedDataV1, type IWSOrderFeedSelectorV1, type IWSOrderGroupFeedDataV1, type IWSOrderStateFeedDataV1, type IWSOrderStateFeedSelectorV1, type IWSOrderbookLevelsFeedDataV1, type IWSOrderbookLevelsFeedSelectorV1, type IWSPositionsFeedDataV1, type IWSPositionsFeedSelectorV1, type IWSTickerFeedDataV1, type IWSTickerFeedSelectorV1, type IWSTradeFeedDataV1, type IWSTradeFeedSelectorV1, type IWSTransferFeedDataV1, type IWSTransferFeedSelectorV1, type IWSWithdrawalFeedDataV1, type IWSWithdrawalFeedSelectorV1 } from '../interfaces';
+import type { ECandlestickInterval, ECandlestickType, IWSCandlestickFeedDataV1, IWSCandlestickFeedSelectorV1, IWSDepositFeedDataV1, IWSDepositFeedSelectorV1, IWSFillFeedDataV1, IWSFillFeedSelectorV1, IWSMiniTickerFeedDataV1, IWSMiniTickerFeedSelectorV1, IWSOrderFeedDataV1, IWSOrderFeedSelectorV1, IWSOrderGroupFeedDataV1, IWSOrderStateFeedDataV1, IWSOrderStateFeedSelectorV1, IWSOrderbookLevelsFeedDataV1, IWSOrderbookLevelsFeedSelectorV1, IWSPositionsFeedDataV1, IWSPositionsFeedSelectorV1, IWSTickerFeedDataV1, IWSTickerFeedSelectorV1, IWSTradeFeedDataV1, IWSTradeFeedSelectorV1, IWSTransferFeedDataV1, IWSTransferFeedSelectorV1, IWSWithdrawalFeedDataV1, IWSWithdrawalFeedSelectorV1 } from '../interfaces';
 export declare enum EStream {
     CANDLE = "candle",
     MINI_DELTA = "mini.d",

package/ws/ws.d.ts

@@ -1,4 +1,13 @@
 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

@@ -20,7 +20,7 @@ var __rest = (this && this.__rest) || function (s, e) {
     return t;
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.WS = void 0;
+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");
@@ -36,6 +36,15 @@ const ws_transfer_feed_data_v_1_1 = require("../interfaces/codegen/schema-maps/w
 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_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() {
@@ -140,7 +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);
@@ -152,17 +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;
@@ -171,7 +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
              */
@@ -572,30 +597,45 @@ class WS {
         this._pairs[pair][consumerKey] = onMessage;
         return `${pair}__${consumerKey}`;
     }
-    _removeConsumer(pairedConsumerKey) {
-        const [stream, feed, consumerKey] = pairedConsumerKey.split('__');
-        const pairKey = this._getPair({ stream, feed });
-        if (!this._pairs[pairKey]) {
-            return;
-        }
-        let needUnsubscribe = true;
-        const pairPrimary = pairKey.split('@')[0];
-        for (const key of Object.keys(this._pairs)) {
-            if (key.split('@')[0] !== pairPrimary) {
-                continue;
+    _removeConsumer(...pairedConsumerKeys) {
+        const toUnsubscribe = {};
+        for (const pairedConsumerKey of pairedConsumerKeys) {
+            const [stream, feed, consumerKey] = pairedConsumerKey.split('__');
+            const pairKey = this._getPair({ stream, feed });
+            if (!this._pairs[pairKey]) {
+                return;
+            }
+            let needUnsubscribe = true;
+            const pairPrimary = pairKey.split('@')[0];
+            for (const key of Object.keys(this._pairs)) {
+                if (key.split('@')[0] !== pairPrimary) {
+                    continue;
+                }
+                const primaryGroup = this._pairs[key];
+                const _a = primaryGroup, _b = consumerKey, _ = _a[_b], keep = __rest(_a, [typeof _b === "symbol" ? _b : _b + ""]);
+                this._pairs[key] = keep;
+                if (Object.keys(keep).length) {
+                    needUnsubscribe = false;
+                }
             }
-            const primaryGroup = this._pairs[key];
-            const _a = primaryGroup, _b = consumerKey, _ = _a[_b], keep = __rest(_a, [typeof _b === "symbol" ? _b : _b + ""]);
-            this._pairs[key] = keep;
-            if (Object.keys(keep).length) {
-                needUnsubscribe = false;
+            if (needUnsubscribe) {
+                if (!toUnsubscribe[stream]) {
+                    toUnsubscribe[stream] = [];
+                }
+                const primaryFeed = feed.split('@')[0];
+                if (!toUnsubscribe[stream].some((f) => f.startsWith(`${primaryFeed}@`))) {
+                    toUnsubscribe[stream].push(feed);
+                }
             }
         }
-        if (needUnsubscribe) {
+        /**
+         * Send unsubscribes
+         */
+        for (const stream of Object.keys(toUnsubscribe)) {
             this._sendMessage({
                 method: 'unsubscribe',
                 stream,
-                feed: [feed]
+                feed: toUnsubscribe[stream]
             });
         }
     }
@@ -634,12 +674,24 @@ class WS {
     }
     _subscribeCurrentPairs() {
         const pairs = Object.keys(this._pairs);
-        for (const pair of pairs) {
+        const groupStreams = {};
+        // keep last primary stream
+        for (const pair of pairs.reverse()) {
             const { stream, feed } = this._parsePair(pair);
+            if (!groupStreams[stream]) {
+                groupStreams[stream] = [];
+            }
+            const primaryFeed = feed.split('@')[0];
+            if (!groupStreams[stream].some((f) => f.startsWith(`${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]
             });
         }
     }
@@ -696,8 +748,88 @@ 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) {
+        this._removeConsumer(...pairedConsumerKeys);
         return this;
     }
     connect() {