@lifi/perps-sdk-provider-lighter 40.0.0 → 40.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/types/ws.d.ts +5 -0
- package/dist/cjs/types/ws.d.ts.map +1 -1
- package/dist/cjs/websocket/LighterWsProvider.d.ts +1 -0
- package/dist/cjs/websocket/LighterWsProvider.d.ts.map +1 -1
- package/dist/cjs/websocket/LighterWsProvider.js +45 -11
- package/dist/cjs/websocket/LighterWsProvider.js.map +1 -1
- package/dist/esm/types/ws.d.ts +12 -0
- package/dist/esm/types/ws.d.ts.map +1 -1
- package/dist/esm/websocket/LighterWsProvider.d.ts +7 -2
- package/dist/esm/websocket/LighterWsProvider.d.ts.map +1 -1
- package/dist/esm/websocket/LighterWsProvider.js +57 -17
- package/dist/esm/websocket/LighterWsProvider.js.map +1 -1
- package/dist/types/types/ws.d.ts +12 -0
- package/dist/types/types/ws.d.ts.map +1 -1
- package/dist/types/websocket/LighterWsProvider.d.ts +7 -2
- package/dist/types/websocket/LighterWsProvider.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/types/ws.ts +14 -0
- package/src/websocket/LighterWsProvider.ts +65 -19
package/dist/cjs/types/ws.d.ts
CHANGED
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@@ -1,4 +1,5 @@
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1
1
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import type { LtAccountAsset } from './account.js';
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2
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+
import type { LtCandle } from './asset.js';
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2
3
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export type LtWsMessage = {
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3
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channel?: string;
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4
5
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type: string;
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@@ -68,6 +69,10 @@ export type LtWsTradeMessage = LtWsMessage & {
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type: 'subscribed/trade' | 'update/trade';
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trades?: LtWsTrade[];
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};
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+
export type LtWsCandleMessage = LtWsMessage & {
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type: 'subscribed/candle' | 'update/candle';
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candles?: LtCandle[];
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+
};
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export type LtWsAccountAllOrdersMessage = LtWsMessage & {
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type: 'subscribed/account_all_orders' | 'update/account_all_orders';
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orders?: Record<string, unknown[]> | unknown[];
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,cAAc,CAAA;
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1
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+
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAwB1C,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;CACb,CAAA;AAOD,MAAM,MAAM,eAAe,GAAG,WAAW,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAU5D,MAAM,MAAM,eAAe,GAAG;IAC5B,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,aAAa,EAAE,MAAM,CAAA;IACrB,gBAAgB,EAAE,MAAM,CAAA;IAExB,oBAAoB,EAAE,MAAM,CAAA;IAE5B,YAAY,EAAE,MAAM,CAAA;IACpB,iBAAiB,EAAE,MAAM,CAAA;IACzB,uBAAuB,EAAE,MAAM,CAAA;IAC/B,wBAAwB,EAAE,MAAM,CAAA;IAChC,kBAAkB,EAAE,MAAM,CAAA;CAC3B,CAAA;AAOD,MAAM,MAAM,yBAAyB,GAAG,WAAW,GAAG;IACpD,IAAI,EAAE,yBAAyB,GAAG,qBAAqB,CAAA;IACvD,YAAY,CAAC,EAAE,eAAe,GAAG,MAAM,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;CACjE,CAAA;AAOD,MAAM,MAAM,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,cAAc,EAAE,MAAM,CAAA;IACtB,cAAc,EAAE,MAAM,CAAA;IACtB,gBAAgB,EAAE,MAAM,CAAA;IACxB,uBAAuB,EAAE,MAAM,CAAA;IAC/B,wBAAwB,EAAE,MAAM,CAAA;IAChC,eAAe,EAAE,MAAM,CAAA;IACvB,gBAAgB,EAAE,MAAM,CAAA;IACxB,kBAAkB,EAAE,MAAM,CAAA;CAC3B,CAAA;AAOD,MAAM,MAAM,6BAA6B,GAAG,WAAW,GAAG;IACxD,IAAI,EAAE,8BAA8B,GAAG,0BAA0B,CAAA;IACjE,iBAAiB,CAAC,EAAE,mBAAmB,GAAG,MAAM,CAAC,MAAM,EAAE,mBAAmB,CAAC,CAAA;CAC9E,CAAA;AAQD,MAAM,MAAM,kBAAkB,GAAG;IAC/B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb,CAAA;AAQD,MAAM,MAAM,aAAa,GAAG;IAC1B,IAAI,EAAE,kBAAkB,EAAE,CAAA;IAC1B,IAAI,EAAE,kBAAkB,EAAE,CAAA;IAC1B,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB,CAAA;AAOD,MAAM,MAAM,oBAAoB,GAAG,WAAW,GAAG;IAC/C,IAAI,EAAE,uBAAuB,GAAG,mBAAmB,CAAA;IACnD,UAAU,EAAE,aAAa,CAAA;CAC1B,CAAA;AAOD,MAAM,MAAM,SAAS,GAAG;IACtB,QAAQ,EAAE,MAAM,CAAA;IAChB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,YAAY,EAAE,OAAO,CAAA;IACrB,SAAS,EAAE,MAAM,CAAA;CAClB,CAAA;AAOD,MAAM,MAAM,gBAAgB,GAAG,WAAW,GAAG;IAC3C,IAAI,EAAE,kBAAkB,GAAG,cAAc,CAAA;IACzC,MAAM,CAAC,EAAE,SAAS,EAAE,CAAA;CACrB,CAAA;AASD,MAAM,MAAM,iBAAiB,GAAG,WAAW,GAAG;IAC5C,IAAI,EAAE,mBAAmB,GAAG,eAAe,CAAA;IAC3C,OAAO,CAAC,EAAE,QAAQ,EAAE,CAAA;CACrB,CAAA;AAmBD,MAAM,MAAM,2BAA2B,GAAG,WAAW,GAAG;IACtD,IAAI,EAAE,+BAA+B,GAAG,2BAA2B,CAAA;IACnE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;IAC9C,IAAI,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;KAAE,CAAA;CAC1D,CAAA;AASD,MAAM,MAAM,2BAA2B,GAAG,WAAW,GAAG;IACtD,IAAI,EAAE,+BAA+B,GAAG,2BAA2B,CAAA;IACnE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;IAC9C,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,aAAa,CAAC,EAAE,MAAM,CAAA;IACtB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,IAAI,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;KAAE,CAAA;CAC1D,CAAA;AASD,MAAM,MAAM,oBAAoB,GAAG,WAAW,GAAG;IAC/C,KAAK,CAAC,EAAE;QACN,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,iBAAiB,CAAC,EAAE,MAAM,CAAA;QAC1B,WAAW,CAAC,EAAE;YACZ,UAAU,EAAE,MAAM,CAAA;YAClB,eAAe,EAAE,MAAM,CAAA;YACvB,iBAAiB,EAAE,MAAM,CAAA;SAC1B,CAAA;KACF,CAAA;CACF,CAAA;AASD,MAAM,MAAM,qBAAqB,GAAG,WAAW,GAAG;IAChD,IAAI,EACA,wBAAwB,GACxB,oBAAoB,GACpB,+BAA+B,GAC/B,2BAA2B,CAAA;IAC/B,MAAM,CAAC,EAAE,MAAM,CACb,MAAM,EACN,IAAI,CAAC,cAAc,EAAE,QAAQ,GAAG,UAAU,GAAG,SAAS,GAAG,gBAAgB,CAAC,GACxE,OAAO,CAAC,IAAI,CAAC,cAAc,EAAE,gBAAgB,CAAC,CAAC,CAClD,GAAG,IAAI,CAAA;CACT,CAAA;AASD,MAAM,MAAM,8BAA8B,GAAG,WAAW,GAAG;IACzD,IAAI,EAAE,kCAAkC,GAAG,8BAA8B,CAAA;IACzE,SAAS,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IACnC,MAAM,CAAC,EAAE,OAAO,EAAE,CAAA;IAClB,kBAAkB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC3C,qBAAqB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC9C,IAAI,CAAC,EAAE;QAAE,SAAS,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;KAAE,CAAA;CAC/C,CAAA"}
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@@ -48,6 +48,7 @@ export declare class LighterWsProvider extends WsProviderBase<SubState> {
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private handleMarketStats;
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private handleOrderBook;
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private handleTrades;
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private handleCandles;
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private marketIdFromChannel;
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}
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export declare const lighterWsProvider: (options?: LighterWsProviderOptions) => WsProviderFactory;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"LighterWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/LighterWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,
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1
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+
{"version":3,"file":"LighterWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/LighterWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAUL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAQlB,cAAc,EACd,KAAK,iBAAiB,EAGvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAOL,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AAwGnC,MAAM,MAAM,wBAAwB,GAAG,CACrC,OAAO,EAAE,OAAO,KACb,OAAO,CAAC,MAAM,GAAG,SAAS,CAAC,CAAA;AAEhC,UAAU,QAAQ;IAEhB,OAAO,EAAE,MAAM,CAAA;IAEf,OAAO,CAAC,EAAE,OAAO,CAAA;IAEjB,SAAS,EAAE,OAAO,CAAA;CACnB;AAoBD,MAAM,WAAW,wBAAwB;IAEvC,OAAO,CAAC,EAAE,MAAM,CAAA;IAOhB,gBAAgB,CAAC,EAAE,wBAAwB,CAAA;CAC5C;AA4DD,qBAAa,iBAAkB,SAAQ,cAAc,CAAC,QAAQ,CAAC;IAC7D,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAkB;IACtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAE5B;IACb,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IAEnD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAoC;IAC/D,OAAO,CAAC,cAAc,CAAoC;IAO1D,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAA2C;IAE9E,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAGlC;IAEH,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IAErD,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAA4B;IAC9D,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAqC;gBAGxE,KAAK,GAAE,MAA+B,EACtC,WAAW,GAAE,MAA6B,EAC1C,OAAO,GAAE,wBAA6B,EACtC,MAAM,CAAC,EAAE,cAAc;IA2BzB,OAAO,CAAC,iBAAiB;IAiBnB,cAAc,CAClB,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;cAkBN,WAAW,CAAC,GAAG,EAAE,YAAY,GAAG,OAAO,CAAC,MAAM,IAAI,CAAC;IAkEnE,OAAO,CAAC,kBAAkB;cASP,OAAO,IAAI,IAAI;cAOlB,aAAa,CAAC,EAC5B,OAAO,EACP,SAAS,EACT,OAAO,GACR,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;YAmBb,gBAAgB;YAuBhB,mBAAmB;IAYjC,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;YA0B5B,cAAc;YAiGd,mBAAmB;YAqBnB,iBAAiB;IAK/B,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI;IAqB1C,OAAO,CAAC,QAAQ;IA+GhB,OAAO,CAAC,mBAAmB;IAgB3B,OAAO,CAAC,eAAe;IAyEvB,OAAO,CAAC,gBAAgB;IA0CxB,OAAO,CAAC,kBAAkB;IA0B1B,OAAO,CAAC,oBAAoB;IAW5B,OAAO,CAAC,mBAAmB;IAkB3B,OAAO,CAAC,sBAAsB;IA6C9B,OAAO,CAAC,kBAAkB;IAuB1B,OAAO,CAAC,iBAAiB;IAuCzB,OAAO,CAAC,eAAe;IAmCvB,OAAO,CAAC,YAAY;IA4BpB,OAAO,CAAC,aAAa;IA2BrB,OAAO,CAAC,mBAAmB;CAc5B;AA+HD,eAAO,MAAM,iBAAiB,GAC5B,UAAU,wBAAwB,KACjC,iBAKA,CAAA"}
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@@ -186,6 +186,7 @@ class LighterWsProvider extends perps_sdk_1.WsProviderBase {
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case 'accountSummary':
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return `accountSummary:${sub.address.toLowerCase()}`;
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case 'candle':
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return `candle:${sub.marketId}:${sub.interval}`;
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case 'spotBalances':
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case 'availableToTrade':
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throw new Error(`Lighter WS does not support channel: ${sub.channel}.`);
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@@ -210,21 +211,18 @@ class LighterWsProvider extends perps_sdk_1.WsProviderBase {
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return [{ channel: `${prefix}/${market.id}`, needsAuth: false }];
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}
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if (sub.channel === 'orderbook') {
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const id =
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if (!Number.isFinite(id)) {
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throw new Error(`Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
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'MarketId must be a numeric market_id string.');
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}
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const id = numericMarketId(sub.marketId);
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return [{ channel: `order_book/${id}`, needsAuth: false }];
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}
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if (sub.channel === 'trades') {
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const id =
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if (!Number.isFinite(id)) {
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throw new Error(`Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
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'MarketId must be a numeric market_id string.');
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-
}
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const id = numericMarketId(sub.marketId);
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return [{ channel: `trade/${id}`, needsAuth: false }];
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}
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if (sub.channel === 'candle') {
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const id = numericMarketId(sub.marketId);
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const resolution = (0, index_js_1.mapInterval)(sub.interval);
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return [{ channel: `candle/${id}/${resolution}`, needsAuth: false }];
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}
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if (sub.channel === 'accountSummary') {
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this.settlementAssetIndex();
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const accountIndex = await this.resolveAccountIndex(sub.address);
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@@ -327,6 +325,10 @@ class LighterWsProvider extends perps_sdk_1.WsProviderBase {
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this.handleTrades(msg);
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return;
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}
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if (msg.type === 'subscribed/candle' || msg.type === 'update/candle') {
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this.handleCandles(msg);
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return;
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}
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if (msg.type === 'subscribed/account_all_orders' ||
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msg.type === 'update/account_all_orders') {
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this.handleAccountOrders(msg);
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@@ -628,6 +630,30 @@ class LighterWsProvider extends perps_sdk_1.WsProviderBase {
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})),
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});
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}
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handleCandles(msg) {
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const [prefix, rawMarketId, interval] = msg.channel?.split(/[:/]/) ?? [];
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const marketId = Number(rawMarketId);
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if (prefix !== 'candle' ||
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!rawMarketId ||
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!Number.isFinite(marketId) ||
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!interval) {
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return;
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}
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const key = `candle:${marketId}:${interval}`;
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for (const bar of msg.candles ?? []) {
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this.emit(key, {
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channel: 'candle',
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data: {
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t: bar.t,
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o: (0, perps_sdk_1.numberToDecimalString)(bar.o),
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h: (0, perps_sdk_1.numberToDecimalString)(bar.h),
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l: (0, perps_sdk_1.numberToDecimalString)(bar.l),
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c: (0, perps_sdk_1.numberToDecimalString)(bar.c),
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v: (0, perps_sdk_1.numberToDecimalString)(bar.v),
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},
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});
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}
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}
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marketIdFromChannel(channel, prefix = 'order_book') {
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if (!channel?.startsWith(prefix)) {
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return null;
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@@ -645,6 +671,14 @@ function hasAuthTokenResolver(provider) {
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return ('resolveAuthToken' in provider &&
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typeof provider.resolveAuthToken === 'function');
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}
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function numericMarketId(marketId) {
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const id = Number(marketId);
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if (!Number.isFinite(id)) {
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throw new Error(`Lighter WS: unknown market for marketId '${marketId}'. ` +
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'MarketId must be a numeric market_id string.');
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}
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return id;
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}
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const isObject = (v) => typeof v === 'object' && v !== null;
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function isValidLighterFrame(msg) {
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if (typeof msg.type !== 'string') {
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@@ -680,6 +714,6 @@ function collectAuthChannelItems(msg, field) {
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extractItems(msg.data?.[field]) ??
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[]);
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}
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-
const lighterWsProvider = (options) => Object.assign(({ provider, wsUrl, client }) => new LighterWsProvider(wsUrl, provider, options, client), { streamsCandles:
|
|
717
|
+
const lighterWsProvider = (options) => Object.assign(({ provider, wsUrl, client }) => new LighterWsProvider(wsUrl, provider, options, client), { streamsCandles: true, streamsAvailableToTrade: false });
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684
718
|
exports.lighterWsProvider = lighterWsProvider;
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|
685
719
|
//# sourceMappingURL=LighterWsProvider.js.map
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|
@@ -1 +1 @@
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|
1
|
-
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|
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1
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+
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|
package/dist/esm/types/ws.d.ts
CHANGED
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
import type { LtAccountAsset } from './account.js';
|
|
2
|
+
import type { LtCandle } from './asset.js';
|
|
2
3
|
/**
|
|
3
4
|
* Common envelope fields on every Lighter WebSocket frame.
|
|
4
5
|
*
|
|
@@ -133,6 +134,17 @@ export type LtWsTradeMessage = LtWsMessage & {
|
|
|
133
134
|
type: 'subscribed/trade' | 'update/trade';
|
|
134
135
|
trades?: LtWsTrade[];
|
|
135
136
|
};
|
|
137
|
+
/**
|
|
138
|
+
* Subscription or update frame of the public `candle/{market_id}/{resolution}`
|
|
139
|
+
* channel. The reply `channel` uses colons (`candle:1:1m`). Each bar also
|
|
140
|
+
* carries the quote volume `V` and a sequence `i`, which the SDK does not read.
|
|
141
|
+
*
|
|
142
|
+
* @public
|
|
143
|
+
*/
|
|
144
|
+
export type LtWsCandleMessage = LtWsMessage & {
|
|
145
|
+
type: 'subscribed/candle' | 'update/candle';
|
|
146
|
+
candles?: LtCandle[];
|
|
147
|
+
};
|
|
136
148
|
/**
|
|
137
149
|
* Auth-channel payloads.
|
|
138
150
|
*
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,cAAc,CAAA;
|
|
1
|
+
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAgB1C;;;;;;;GAOG;AACH,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;CACb,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,eAAe,GAAG,WAAW,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAE5D;;;;;;;GAOG;AACH,MAAM,MAAM,eAAe,GAAG;IAC5B,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,aAAa,EAAE,MAAM,CAAA;IACrB,gBAAgB,EAAE,MAAM,CAAA;IACxB,sDAAsD;IACtD,oBAAoB,EAAE,MAAM,CAAA;IAC5B,oDAAoD;IACpD,YAAY,EAAE,MAAM,CAAA;IACpB,iBAAiB,EAAE,MAAM,CAAA;IACzB,uBAAuB,EAAE,MAAM,CAAA;IAC/B,wBAAwB,EAAE,MAAM,CAAA;IAChC,kBAAkB,EAAE,MAAM,CAAA;CAC3B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,yBAAyB,GAAG,WAAW,GAAG;IACpD,IAAI,EAAE,yBAAyB,GAAG,qBAAqB,CAAA;IACvD,YAAY,CAAC,EAAE,eAAe,GAAG,MAAM,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;CACjE,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,cAAc,EAAE,MAAM,CAAA;IACtB,cAAc,EAAE,MAAM,CAAA;IACtB,gBAAgB,EAAE,MAAM,CAAA;IACxB,uBAAuB,EAAE,MAAM,CAAA;IAC/B,wBAAwB,EAAE,MAAM,CAAA;IAChC,eAAe,EAAE,MAAM,CAAA;IACvB,gBAAgB,EAAE,MAAM,CAAA;IACxB,kBAAkB,EAAE,MAAM,CAAA;CAC3B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,6BAA6B,GAAG,WAAW,GAAG;IACxD,IAAI,EAAE,8BAA8B,GAAG,0BAA0B,CAAA;IACjE,iBAAiB,CAAC,EAAE,mBAAmB,GAAG,MAAM,CAAC,MAAM,EAAE,mBAAmB,CAAC,CAAA;CAC9E,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,kBAAkB,GAAG;IAC/B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,aAAa,GAAG;IAC1B,IAAI,EAAE,kBAAkB,EAAE,CAAA;IAC1B,IAAI,EAAE,kBAAkB,EAAE,CAAA;IAC1B,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,oBAAoB,GAAG,WAAW,GAAG;IAC/C,IAAI,EAAE,uBAAuB,GAAG,mBAAmB,CAAA;IACnD,UAAU,EAAE,aAAa,CAAA;CAC1B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,SAAS,GAAG;IACtB,QAAQ,EAAE,MAAM,CAAA;IAChB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,YAAY,EAAE,OAAO,CAAA;IACrB,SAAS,EAAE,MAAM,CAAA;CAClB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,gBAAgB,GAAG,WAAW,GAAG;IAC3C,IAAI,EAAE,kBAAkB,GAAG,cAAc,CAAA;IACzC,MAAM,CAAC,EAAE,SAAS,EAAE,CAAA;CACrB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,iBAAiB,GAAG,WAAW,GAAG;IAC5C,IAAI,EAAE,mBAAmB,GAAG,eAAe,CAAA;IAC3C,OAAO,CAAC,EAAE,QAAQ,EAAE,CAAA;CACrB,CAAA;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,MAAM,2BAA2B,GAAG,WAAW,GAAG;IACtD,IAAI,EAAE,+BAA+B,GAAG,2BAA2B,CAAA;IACnE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;IAC9C,IAAI,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;KAAE,CAAA;CAC1D,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,2BAA2B,GAAG,WAAW,GAAG;IACtD,IAAI,EAAE,+BAA+B,GAAG,2BAA2B,CAAA;IACnE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;IAC9C,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,aAAa,CAAC,EAAE,MAAM,CAAA;IACtB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,IAAI,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;KAAE,CAAA;CAC1D,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,oBAAoB,GAAG,WAAW,GAAG;IAC/C,KAAK,CAAC,EAAE;QACN,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,iBAAiB,CAAC,EAAE,MAAM,CAAA;QAC1B,WAAW,CAAC,EAAE;YACZ,UAAU,EAAE,MAAM,CAAA;YAClB,eAAe,EAAE,MAAM,CAAA;YACvB,iBAAiB,EAAE,MAAM,CAAA;SAC1B,CAAA;KACF,CAAA;CACF,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,qBAAqB,GAAG,WAAW,GAAG;IAChD,IAAI,EACA,wBAAwB,GACxB,oBAAoB,GACpB,+BAA+B,GAC/B,2BAA2B,CAAA;IAC/B,MAAM,CAAC,EAAE,MAAM,CACb,MAAM,EACN,IAAI,CAAC,cAAc,EAAE,QAAQ,GAAG,UAAU,GAAG,SAAS,GAAG,gBAAgB,CAAC,GACxE,OAAO,CAAC,IAAI,CAAC,cAAc,EAAE,gBAAgB,CAAC,CAAC,CAClD,GAAG,IAAI,CAAA;CACT,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,8BAA8B,GAAG,WAAW,GAAG;IACzD,IAAI,EAAE,kCAAkC,GAAG,8BAA8B,CAAA;IACzE,SAAS,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IACnC,MAAM,CAAC,EAAE,OAAO,EAAE,CAAA;IAClB,kBAAkB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC3C,qBAAqB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC9C,IAAI,CAAC,EAAE;QAAE,SAAS,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;KAAE,CAAA;CAC/C,CAAA"}
|
|
@@ -42,8 +42,8 @@ export interface LighterWsProviderOptions {
|
|
|
42
42
|
}
|
|
43
43
|
/**
|
|
44
44
|
* Lighter WebSocket provider (extends {@link WsProviderBase}): subscribes to
|
|
45
|
-
* Lighter's WS channels (orderbook, marketsContext, orders,
|
|
46
|
-
* tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
45
|
+
* Lighter's WS channels (orderbook, candle, marketsContext, orders,
|
|
46
|
+
* positions), attaching auth tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
47
47
|
*
|
|
48
48
|
* @public
|
|
49
49
|
*/
|
|
@@ -123,6 +123,11 @@ export declare class LighterWsProvider extends WsProviderBase<SubState> {
|
|
|
123
123
|
private handleMarketStats;
|
|
124
124
|
private handleOrderBook;
|
|
125
125
|
private handleTrades;
|
|
126
|
+
/**
|
|
127
|
+
* One emit per bar. The reply channel (`candle:1:1m`) names the interval,
|
|
128
|
+
* because Lighter resolution strings equal the `OhlcvInterval` values.
|
|
129
|
+
*/
|
|
130
|
+
private handleCandles;
|
|
126
131
|
private marketIdFromChannel;
|
|
127
132
|
}
|
|
128
133
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"LighterWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/LighterWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"LighterWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/LighterWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAUL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAQlB,cAAc,EACd,KAAK,iBAAiB,EAGvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAOL,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AA0FnC;;;;;;;;;;;;;GAaG;AACH,MAAM,MAAM,wBAAwB,GAAG,CACrC,OAAO,EAAE,OAAO,KACb,OAAO,CAAC,MAAM,GAAG,SAAS,CAAC,CAAA;AAEhC,UAAU,QAAQ;IAChB,kFAAkF;IAClF,OAAO,EAAE,MAAM,CAAA;IACf,+DAA+D;IAC/D,OAAO,CAAC,EAAE,OAAO,CAAA;IACjB,yEAAyE;IACzE,SAAS,EAAE,OAAO,CAAA;CACnB;AAeD;;;;GAIG;AACH,MAAM,WAAW,wBAAwB;IACvC,wEAAwE;IACxE,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB;;;;;OAKG;IACH,gBAAgB,CAAC,EAAE,wBAAwB,CAAA;CAC5C;AAqDD;;;;;;GAMG;AACH,qBAAa,iBAAkB,SAAQ,cAAc,CAAC,QAAQ,CAAC;IAC7D,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAkB;IACtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAE5B;IACb,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IAEnD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAoC;IAC/D,OAAO,CAAC,cAAc,CAAoC;IAE1D;;;;OAIG;IACH,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAA2C;IAE9E,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAGlC;IAEH,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IAErD,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAA4B;IAC9D,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAqC;gBAGxE,KAAK,GAAE,MAA+B,EACtC,WAAW,GAAE,MAA6B,EAC1C,OAAO,GAAE,wBAA6B,EACtC,MAAM,CAAC,EAAE,cAAc;IAsBzB;;;;OAIG;IACH,OAAO,CAAC,iBAAiB;IAWzB;;;;;OAKG;IACG,cAAc,CAClB,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;cAkBN,WAAW,CAAC,GAAG,EAAE,YAAY,GAAG,OAAO,CAAC,MAAM,IAAI,CAAC;IA6DnE;;;;OAIG;IACH,OAAO,CAAC,kBAAkB;cASP,OAAO,IAAI,IAAI;cAOlB,aAAa,CAAC,EAC5B,OAAO,EACP,SAAS,EACT,OAAO,GACR,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;IAW3B;;;;;;;OAOG;YACW,gBAAgB;IAsB9B,2FAA2F;YAC7E,mBAAmB;IAYjC,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;YA0B5B,cAAc;YAiGd,mBAAmB;YAqBnB,iBAAiB;IAK/B,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI;IAqB1C,OAAO,CAAC,QAAQ;IA+GhB,OAAO,CAAC,mBAAmB;IAgB3B,OAAO,CAAC,eAAe;IAwEvB,4EAA4E;IAC5E,OAAO,CAAC,gBAAgB;IAyCxB,qEAAqE;IACrE,OAAO,CAAC,kBAAkB;IA0B1B,OAAO,CAAC,oBAAoB;IAW5B,OAAO,CAAC,mBAAmB;IAkB3B,OAAO,CAAC,sBAAsB;IAsC9B;;;;;;OAMG;IACH,OAAO,CAAC,kBAAkB;IAuB1B,OAAO,CAAC,iBAAiB;IAuCzB,OAAO,CAAC,eAAe;IAmCvB,OAAO,CAAC,YAAY;IAwBpB;;;OAGG;IACH,OAAO,CAAC,aAAa;IA2BrB,OAAO,CAAC,mBAAmB;CAc5B;AA+GD;;;;;;;;;;;;;;;GAeG;AACH,eAAO,MAAM,iBAAiB,GAC5B,UAAU,wBAAwB,KACjC,iBAKA,CAAA"}
|
|
@@ -1,15 +1,16 @@
|
|
|
1
|
-
import { addDecimalString, cachePromise, createSafeFunction, getMarketRegistry, isDecimalStringGreaterThan, PerpsError, ReconnectingWebSocket, resolveRetryPolicy, resolveSubscribeQuote, safeUnknownToDecimalString, subtractDecimalString, toPerpsMarketDisplay, unknownToDecimalString, WsProviderBase, wsLog, } from '@lifi/perps-sdk';
|
|
1
|
+
import { addDecimalString, cachePromise, createSafeFunction, getMarketRegistry, isDecimalStringGreaterThan, numberToDecimalString, PerpsError, ReconnectingWebSocket, resolveRetryPolicy, resolveSubscribeQuote, safeUnknownToDecimalString, subtractDecimalString, toPerpsMarketDisplay, unknownToDecimalString, WsProviderBase, wsLog, } from '@lifi/perps-sdk';
|
|
2
2
|
import { PerpsErrorCode, } from '@lifi/perps-types';
|
|
3
3
|
import { lighterPortfolioValue } from '../accountSummary.js';
|
|
4
4
|
import { DEFAULT_LIGHTER_REST_URL, DEFAULT_LIGHTER_WS_URL, LIGHTER_BASE_FEE_TIER, LIGHTER_COLLATERAL_ASSETS, LIGHTER_PROVIDER_KEY, LIGHTER_RH_PROVIDER_KEY, LIGHTER_SPOT_CATEGORY_ID, } from '../constants.js';
|
|
5
5
|
import { LIGHTER_RETRY_DEFAULTS, LighterApiClient } from '../utils/apiClient.js';
|
|
6
|
-
import { fetchDetailedAccount, isOpenPosition, mapFill, mapMarketContext, mapOrderUpdates, mapPosition, } from '../utils/index.js';
|
|
6
|
+
import { fetchDetailedAccount, isOpenPosition, mapFill, mapInterval, mapMarketContext, mapOrderUpdates, mapPosition, } from '../utils/index.js';
|
|
7
7
|
import { spotPriceByAssetId, spotValuation } from '../utils/spotPrice.js';
|
|
8
8
|
import { askOrder, bidOrder, OrderBookSide } from './orderBookSide.js';
|
|
9
9
|
// Public channels: `marketsContext` (market_stats/all + spot_market_stats/all),
|
|
10
10
|
// `marketContext` (market_stats/N or spot_market_stats/N), `orderbook`
|
|
11
|
-
// (order_book/N), `trades` (trade/N), `
|
|
12
|
-
// account_all/N, priced by the
|
|
11
|
+
// (order_book/N), `trades` (trade/N), `candle` (candle/N/resolution),
|
|
12
|
+
// `accountSummary` (user_stats/N + account_all/N, priced by the
|
|
13
|
+
// `marketsContext` spot marks).
|
|
13
14
|
// Authenticated channels (resolve an auth token per subscribe send):
|
|
14
15
|
// - orderUpdates → account_all_orders/{account_index}
|
|
15
16
|
// - fills → account_all_trades/{account_index}
|
|
@@ -73,8 +74,8 @@ const heldPortfolioValue = (perpsEquity, balances, settlementAssetIndex, markets
|
|
|
73
74
|
const safeHeldPortfolioValue = createSafeFunction('heldPortfolioValue', heldPortfolioValue);
|
|
74
75
|
/**
|
|
75
76
|
* Lighter WebSocket provider (extends {@link WsProviderBase}): subscribes to
|
|
76
|
-
* Lighter's WS channels (orderbook, marketsContext, orders,
|
|
77
|
-
* tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
77
|
+
* Lighter's WS channels (orderbook, candle, marketsContext, orders,
|
|
78
|
+
* positions), attaching auth tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
78
79
|
*
|
|
79
80
|
* @public
|
|
80
81
|
*/
|
|
@@ -266,6 +267,7 @@ export class LighterWsProvider extends WsProviderBase {
|
|
|
266
267
|
case 'accountSummary':
|
|
267
268
|
return `accountSummary:${sub.address.toLowerCase()}`;
|
|
268
269
|
case 'candle':
|
|
270
|
+
return `candle:${sub.marketId}:${sub.interval}`;
|
|
269
271
|
case 'spotBalances':
|
|
270
272
|
case 'availableToTrade':
|
|
271
273
|
throw new Error(`Lighter WS does not support channel: ${sub.channel}.`);
|
|
@@ -295,21 +297,18 @@ export class LighterWsProvider extends WsProviderBase {
|
|
|
295
297
|
return [{ channel: `${prefix}/${market.id}`, needsAuth: false }];
|
|
296
298
|
}
|
|
297
299
|
if (sub.channel === 'orderbook') {
|
|
298
|
-
const id =
|
|
299
|
-
if (!Number.isFinite(id)) {
|
|
300
|
-
throw new Error(`Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
|
|
301
|
-
'MarketId must be a numeric market_id string.');
|
|
302
|
-
}
|
|
300
|
+
const id = numericMarketId(sub.marketId);
|
|
303
301
|
return [{ channel: `order_book/${id}`, needsAuth: false }];
|
|
304
302
|
}
|
|
305
303
|
if (sub.channel === 'trades') {
|
|
306
|
-
const id =
|
|
307
|
-
if (!Number.isFinite(id)) {
|
|
308
|
-
throw new Error(`Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
|
|
309
|
-
'MarketId must be a numeric market_id string.');
|
|
310
|
-
}
|
|
304
|
+
const id = numericMarketId(sub.marketId);
|
|
311
305
|
return [{ channel: `trade/${id}`, needsAuth: false }];
|
|
312
306
|
}
|
|
307
|
+
if (sub.channel === 'candle') {
|
|
308
|
+
const id = numericMarketId(sub.marketId);
|
|
309
|
+
const resolution = mapInterval(sub.interval);
|
|
310
|
+
return [{ channel: `candle/${id}/${resolution}`, needsAuth: false }];
|
|
311
|
+
}
|
|
313
312
|
if (sub.channel === 'accountSummary') {
|
|
314
313
|
// Rejects the subscribe for a provider key with no settlement asset,
|
|
315
314
|
// instead of every later frame.
|
|
@@ -421,6 +420,10 @@ export class LighterWsProvider extends WsProviderBase {
|
|
|
421
420
|
this.handleTrades(msg);
|
|
422
421
|
return;
|
|
423
422
|
}
|
|
423
|
+
if (msg.type === 'subscribed/candle' || msg.type === 'update/candle') {
|
|
424
|
+
this.handleCandles(msg);
|
|
425
|
+
return;
|
|
426
|
+
}
|
|
424
427
|
if (msg.type === 'subscribed/account_all_orders' ||
|
|
425
428
|
msg.type === 'update/account_all_orders') {
|
|
426
429
|
this.handleAccountOrders(msg);
|
|
@@ -735,6 +738,34 @@ export class LighterWsProvider extends WsProviderBase {
|
|
|
735
738
|
})),
|
|
736
739
|
});
|
|
737
740
|
}
|
|
741
|
+
/**
|
|
742
|
+
* One emit per bar. The reply channel (`candle:1:1m`) names the interval,
|
|
743
|
+
* because Lighter resolution strings equal the `OhlcvInterval` values.
|
|
744
|
+
*/
|
|
745
|
+
handleCandles(msg) {
|
|
746
|
+
const [prefix, rawMarketId, interval] = msg.channel?.split(/[:/]/) ?? [];
|
|
747
|
+
const marketId = Number(rawMarketId);
|
|
748
|
+
if (prefix !== 'candle' ||
|
|
749
|
+
!rawMarketId ||
|
|
750
|
+
!Number.isFinite(marketId) ||
|
|
751
|
+
!interval) {
|
|
752
|
+
return;
|
|
753
|
+
}
|
|
754
|
+
const key = `candle:${marketId}:${interval}`;
|
|
755
|
+
for (const bar of msg.candles ?? []) {
|
|
756
|
+
this.emit(key, {
|
|
757
|
+
channel: 'candle',
|
|
758
|
+
data: {
|
|
759
|
+
t: bar.t,
|
|
760
|
+
o: numberToDecimalString(bar.o),
|
|
761
|
+
h: numberToDecimalString(bar.h),
|
|
762
|
+
l: numberToDecimalString(bar.l),
|
|
763
|
+
c: numberToDecimalString(bar.c),
|
|
764
|
+
v: numberToDecimalString(bar.v),
|
|
765
|
+
},
|
|
766
|
+
});
|
|
767
|
+
}
|
|
768
|
+
}
|
|
738
769
|
marketIdFromChannel(channel, prefix = 'order_book') {
|
|
739
770
|
if (!channel?.startsWith(prefix)) {
|
|
740
771
|
return null;
|
|
@@ -756,6 +787,15 @@ function hasAuthTokenResolver(provider) {
|
|
|
756
787
|
return ('resolveAuthToken' in provider &&
|
|
757
788
|
typeof provider.resolveAuthToken === 'function');
|
|
758
789
|
}
|
|
790
|
+
/** The numeric Lighter `market_id` of a public-channel subscription. */
|
|
791
|
+
function numericMarketId(marketId) {
|
|
792
|
+
const id = Number(marketId);
|
|
793
|
+
if (!Number.isFinite(id)) {
|
|
794
|
+
throw new Error(`Lighter WS: unknown market for marketId '${marketId}'. ` +
|
|
795
|
+
'MarketId must be a numeric market_id string.');
|
|
796
|
+
}
|
|
797
|
+
return id;
|
|
798
|
+
}
|
|
759
799
|
const isObject = (v) => typeof v === 'object' && v !== null;
|
|
760
800
|
/**
|
|
761
801
|
* Minimal presence/type check of the discriminating `type` and the required
|
|
@@ -828,5 +868,5 @@ function collectAuthChannelItems(msg, field) {
|
|
|
828
868
|
*
|
|
829
869
|
* @public
|
|
830
870
|
*/
|
|
831
|
-
export const lighterWsProvider = (options) => Object.assign(({ provider, wsUrl, client }) => new LighterWsProvider(wsUrl, provider, options, client), { streamsCandles:
|
|
871
|
+
export const lighterWsProvider = (options) => Object.assign(({ provider, wsUrl, client }) => new LighterWsProvider(wsUrl, provider, options, client), { streamsCandles: true, streamsAvailableToTrade: false });
|
|
832
872
|
//# sourceMappingURL=LighterWsProvider.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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|
package/dist/types/types/ws.d.ts
CHANGED
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
import type { LtAccountAsset } from './account.js';
|
|
2
|
+
import type { LtCandle } from './asset.js';
|
|
2
3
|
/**
|
|
3
4
|
* Common envelope fields on every Lighter WebSocket frame.
|
|
4
5
|
*
|
|
@@ -133,6 +134,17 @@ export type LtWsTradeMessage = LtWsMessage & {
|
|
|
133
134
|
type: 'subscribed/trade' | 'update/trade';
|
|
134
135
|
trades?: LtWsTrade[];
|
|
135
136
|
};
|
|
137
|
+
/**
|
|
138
|
+
* Subscription or update frame of the public `candle/{market_id}/{resolution}`
|
|
139
|
+
* channel. The reply `channel` uses colons (`candle:1:1m`). Each bar also
|
|
140
|
+
* carries the quote volume `V` and a sequence `i`, which the SDK does not read.
|
|
141
|
+
*
|
|
142
|
+
* @public
|
|
143
|
+
*/
|
|
144
|
+
export type LtWsCandleMessage = LtWsMessage & {
|
|
145
|
+
type: 'subscribed/candle' | 'update/candle';
|
|
146
|
+
candles?: LtCandle[];
|
|
147
|
+
};
|
|
136
148
|
/**
|
|
137
149
|
* Auth-channel payloads.
|
|
138
150
|
*
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,cAAc,CAAA;
|
|
1
|
+
{"version":3,"file":"ws.d.ts","sourceRoot":"","sources":["../../../src/types/ws.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAgB1C;;;;;;;GAOG;AACH,MAAM,MAAM,WAAW,GAAG;IACxB,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,IAAI,EAAE,MAAM,CAAA;CACb,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,eAAe,GAAG,WAAW,GAAG;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAA;AAE5D;;;;;;;GAOG;AACH,MAAM,MAAM,eAAe,GAAG;IAC5B,SAAS,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,CAAA;IACjB,aAAa,EAAE,MAAM,CAAA;IACrB,gBAAgB,EAAE,MAAM,CAAA;IACxB,sDAAsD;IACtD,oBAAoB,EAAE,MAAM,CAAA;IAC5B,oDAAoD;IACpD,YAAY,EAAE,MAAM,CAAA;IACpB,iBAAiB,EAAE,MAAM,CAAA;IACzB,uBAAuB,EAAE,MAAM,CAAA;IAC/B,wBAAwB,EAAE,MAAM,CAAA;IAChC,kBAAkB,EAAE,MAAM,CAAA;CAC3B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,yBAAyB,GAAG,WAAW,GAAG;IACpD,IAAI,EAAE,yBAAyB,GAAG,qBAAqB,CAAA;IACvD,YAAY,CAAC,EAAE,eAAe,GAAG,MAAM,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;CACjE,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,mBAAmB,GAAG;IAChC,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,cAAc,EAAE,MAAM,CAAA;IACtB,cAAc,EAAE,MAAM,CAAA;IACtB,gBAAgB,EAAE,MAAM,CAAA;IACxB,uBAAuB,EAAE,MAAM,CAAA;IAC/B,wBAAwB,EAAE,MAAM,CAAA;IAChC,eAAe,EAAE,MAAM,CAAA;IACvB,gBAAgB,EAAE,MAAM,CAAA;IACxB,kBAAkB,EAAE,MAAM,CAAA;CAC3B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,6BAA6B,GAAG,WAAW,GAAG;IACxD,IAAI,EAAE,8BAA8B,GAAG,0BAA0B,CAAA;IACjE,iBAAiB,CAAC,EAAE,mBAAmB,GAAG,MAAM,CAAC,MAAM,EAAE,mBAAmB,CAAC,CAAA;CAC9E,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,kBAAkB,GAAG;IAC/B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;CACb,CAAA;AAED;;;;;GAKG;AACH,MAAM,MAAM,aAAa,GAAG;IAC1B,IAAI,EAAE,kBAAkB,EAAE,CAAA;IAC1B,IAAI,EAAE,kBAAkB,EAAE,CAAA;IAC1B,MAAM,CAAC,EAAE,MAAM,CAAA;CAChB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,oBAAoB,GAAG,WAAW,GAAG;IAC/C,IAAI,EAAE,uBAAuB,GAAG,mBAAmB,CAAA;IACnD,UAAU,EAAE,aAAa,CAAA;CAC1B,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,SAAS,GAAG;IACtB,QAAQ,EAAE,MAAM,CAAA;IAChB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,YAAY,EAAE,OAAO,CAAA;IACrB,SAAS,EAAE,MAAM,CAAA;CAClB,CAAA;AAED;;;;GAIG;AACH,MAAM,MAAM,gBAAgB,GAAG,WAAW,GAAG;IAC3C,IAAI,EAAE,kBAAkB,GAAG,cAAc,CAAA;IACzC,MAAM,CAAC,EAAE,SAAS,EAAE,CAAA;CACrB,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,iBAAiB,GAAG,WAAW,GAAG;IAC5C,IAAI,EAAE,mBAAmB,GAAG,eAAe,CAAA;IAC3C,OAAO,CAAC,EAAE,QAAQ,EAAE,CAAA;CACrB,CAAA;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,MAAM,MAAM,2BAA2B,GAAG,WAAW,GAAG;IACtD,IAAI,EAAE,+BAA+B,GAAG,2BAA2B,CAAA;IACnE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;IAC9C,IAAI,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;KAAE,CAAA;CAC1D,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,2BAA2B,GAAG,WAAW,GAAG;IACtD,IAAI,EAAE,+BAA+B,GAAG,2BAA2B,CAAA;IACnE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;IAC9C,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,aAAa,CAAC,EAAE,MAAM,CAAA;IACtB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,IAAI,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,CAAC,GAAG,OAAO,EAAE,CAAA;KAAE,CAAA;CAC1D,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,oBAAoB,GAAG,WAAW,GAAG;IAC/C,KAAK,CAAC,EAAE;QACN,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,iBAAiB,CAAC,EAAE,MAAM,CAAA;QAC1B,WAAW,CAAC,EAAE;YACZ,UAAU,EAAE,MAAM,CAAA;YAClB,eAAe,EAAE,MAAM,CAAA;YACvB,iBAAiB,EAAE,MAAM,CAAA;SAC1B,CAAA;KACF,CAAA;CACF,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,qBAAqB,GAAG,WAAW,GAAG;IAChD,IAAI,EACA,wBAAwB,GACxB,oBAAoB,GACpB,+BAA+B,GAC/B,2BAA2B,CAAA;IAC/B,MAAM,CAAC,EAAE,MAAM,CACb,MAAM,EACN,IAAI,CAAC,cAAc,EAAE,QAAQ,GAAG,UAAU,GAAG,SAAS,GAAG,gBAAgB,CAAC,GACxE,OAAO,CAAC,IAAI,CAAC,cAAc,EAAE,gBAAgB,CAAC,CAAC,CAClD,GAAG,IAAI,CAAA;CACT,CAAA;AAED;;;;;;GAMG;AACH,MAAM,MAAM,8BAA8B,GAAG,WAAW,GAAG;IACzD,IAAI,EAAE,kCAAkC,GAAG,8BAA8B,CAAA;IACzE,SAAS,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IACnC,MAAM,CAAC,EAAE,OAAO,EAAE,CAAA;IAClB,kBAAkB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC3C,qBAAqB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC9C,IAAI,CAAC,EAAE;QAAE,SAAS,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;KAAE,CAAA;CAC/C,CAAA"}
|
|
@@ -42,8 +42,8 @@ export interface LighterWsProviderOptions {
|
|
|
42
42
|
}
|
|
43
43
|
/**
|
|
44
44
|
* Lighter WebSocket provider (extends {@link WsProviderBase}): subscribes to
|
|
45
|
-
* Lighter's WS channels (orderbook, marketsContext, orders,
|
|
46
|
-
* tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
45
|
+
* Lighter's WS channels (orderbook, candle, marketsContext, orders,
|
|
46
|
+
* positions), attaching auth tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
47
47
|
*
|
|
48
48
|
* @public
|
|
49
49
|
*/
|
|
@@ -123,6 +123,11 @@ export declare class LighterWsProvider extends WsProviderBase<SubState> {
|
|
|
123
123
|
private handleMarketStats;
|
|
124
124
|
private handleOrderBook;
|
|
125
125
|
private handleTrades;
|
|
126
|
+
/**
|
|
127
|
+
* One emit per bar. The reply channel (`candle:1:1m`) names the interval,
|
|
128
|
+
* because Lighter resolution strings equal the `OhlcvInterval` values.
|
|
129
|
+
*/
|
|
130
|
+
private handleCandles;
|
|
126
131
|
private marketIdFromChannel;
|
|
127
132
|
}
|
|
128
133
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"LighterWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/LighterWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"LighterWsProvider.d.ts","sourceRoot":"","sources":["../../../src/websocket/LighterWsProvider.ts"],"names":[],"mappings":"AAAA,OAAO,EAUL,KAAK,cAAc,EACnB,KAAK,sBAAsB,EAC3B,KAAK,aAAa,EAQlB,cAAc,EACd,KAAK,iBAAiB,EAGvB,MAAM,iBAAiB,CAAA;AACxB,OAAO,EAOL,KAAK,YAAY,EAClB,MAAM,mBAAmB,CAAA;AAC1B,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,MAAM,CAAA;AA0FnC;;;;;;;;;;;;;GAaG;AACH,MAAM,MAAM,wBAAwB,GAAG,CACrC,OAAO,EAAE,OAAO,KACb,OAAO,CAAC,MAAM,GAAG,SAAS,CAAC,CAAA;AAEhC,UAAU,QAAQ;IAChB,kFAAkF;IAClF,OAAO,EAAE,MAAM,CAAA;IACf,+DAA+D;IAC/D,OAAO,CAAC,EAAE,OAAO,CAAA;IACjB,yEAAyE;IACzE,SAAS,EAAE,OAAO,CAAA;CACnB;AAeD;;;;GAIG;AACH,MAAM,WAAW,wBAAwB;IACvC,wEAAwE;IACxE,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB;;;;;OAKG;IACH,gBAAgB,CAAC,EAAE,wBAAwB,CAAA;CAC5C;AAqDD;;;;;;GAMG;AACH,qBAAa,iBAAkB,SAAQ,cAAc,CAAC,QAAQ,CAAC;IAC7D,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAkB;IACtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAE5B;IACb,OAAO,CAAC,QAAQ,CAAC,MAAM,CAA4B;IAEnD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAoC;IAC/D,OAAO,CAAC,cAAc,CAAoC;IAE1D;;;;OAIG;IACH,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAA2C;IAE9E,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAGlC;IAEH,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAA4B;IAErD,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAA4B;IAC9D,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAqC;gBAGxE,KAAK,GAAE,MAA+B,EACtC,WAAW,GAAE,MAA6B,EAC1C,OAAO,GAAE,wBAA6B,EACtC,MAAM,CAAC,EAAE,cAAc;IAsBzB;;;;OAIG;IACH,OAAO,CAAC,iBAAiB;IAWzB;;;;;OAKG;IACG,cAAc,CAClB,MAAM,EAAE,sBAAsB,EAC9B,OAAO,EAAE,aAAa,GACrB,OAAO,CAAC,MAAM,IAAI,CAAC;cAkBN,WAAW,CAAC,GAAG,EAAE,YAAY,GAAG,OAAO,CAAC,MAAM,IAAI,CAAC;IA6DnE;;;;OAIG;IACH,OAAO,CAAC,kBAAkB;cASP,OAAO,IAAI,IAAI;cAOlB,aAAa,CAAC,EAC5B,OAAO,EACP,SAAS,EACT,OAAO,GACR,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;IAW3B;;;;;;;OAOG;YACW,gBAAgB;IAsB9B,2FAA2F;YAC7E,mBAAmB;IAYjC,SAAS,CAAC,KAAK,CAAC,GAAG,EAAE,YAAY,GAAG,MAAM;YA0B5B,cAAc;YAiGd,mBAAmB;YAqBnB,iBAAiB;IAK/B,SAAS,CAAC,aAAa,CAAC,GAAG,EAAE,MAAM,GAAG,IAAI;IAqB1C,OAAO,CAAC,QAAQ;IA+GhB,OAAO,CAAC,mBAAmB;IAgB3B,OAAO,CAAC,eAAe;IAwEvB,4EAA4E;IAC5E,OAAO,CAAC,gBAAgB;IAyCxB,qEAAqE;IACrE,OAAO,CAAC,kBAAkB;IA0B1B,OAAO,CAAC,oBAAoB;IAW5B,OAAO,CAAC,mBAAmB;IAkB3B,OAAO,CAAC,sBAAsB;IAsC9B;;;;;;OAMG;IACH,OAAO,CAAC,kBAAkB;IAuB1B,OAAO,CAAC,iBAAiB;IAuCzB,OAAO,CAAC,eAAe;IAmCvB,OAAO,CAAC,YAAY;IAwBpB;;;OAGG;IACH,OAAO,CAAC,aAAa;IA2BrB,OAAO,CAAC,mBAAmB;CAc5B;AA+GD;;;;;;;;;;;;;;;GAeG;AACH,eAAO,MAAM,iBAAiB,GAC5B,UAAU,wBAAwB,KACjC,iBAKA,CAAA"}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@lifi/perps-sdk-provider-lighter",
|
|
3
|
-
"version": "40.
|
|
3
|
+
"version": "40.1.0",
|
|
4
4
|
"description": "Lighter provider plugin for @lifi/perps-sdk",
|
|
5
5
|
"homepage": "https://github.com/lifinance/perps-sdk",
|
|
6
6
|
"bugs": {
|
|
@@ -47,7 +47,7 @@
|
|
|
47
47
|
"@lifi/perps-types": "^24.0.0"
|
|
48
48
|
},
|
|
49
49
|
"peerDependencies": {
|
|
50
|
-
"@lifi/perps-sdk": "^27.
|
|
50
|
+
"@lifi/perps-sdk": "^27.1.0"
|
|
51
51
|
},
|
|
52
52
|
"publishConfig": {
|
|
53
53
|
"access": "public"
|
package/src/types/ws.ts
CHANGED
|
@@ -1,4 +1,5 @@
|
|
|
1
1
|
import type { LtAccountAsset } from './account.js'
|
|
2
|
+
import type { LtCandle } from './asset.js'
|
|
2
3
|
|
|
3
4
|
// The Lighter stream server sends JSON messages of shape:
|
|
4
5
|
// { type: 'subscribed/<channel>' | 'update/<channel>' | 'ping',
|
|
@@ -11,6 +12,7 @@ import type { LtAccountAsset } from './account.js'
|
|
|
11
12
|
// - spot_market_stats/all → context across all spot markets
|
|
12
13
|
// - spot_market_stats/{id} → context for one spot market
|
|
13
14
|
// - order_book/{market_id} → bids/asks per market (stateful with deltas)
|
|
15
|
+
// - candle/{market_id}/{resolution} → OHLCV bars per market and resolution
|
|
14
16
|
// - account_all/{account} → per-asset spot and margin-route balances
|
|
15
17
|
|
|
16
18
|
/**
|
|
@@ -156,6 +158,18 @@ export type LtWsTradeMessage = LtWsMessage & {
|
|
|
156
158
|
trades?: LtWsTrade[]
|
|
157
159
|
}
|
|
158
160
|
|
|
161
|
+
/**
|
|
162
|
+
* Subscription or update frame of the public `candle/{market_id}/{resolution}`
|
|
163
|
+
* channel. The reply `channel` uses colons (`candle:1:1m`). Each bar also
|
|
164
|
+
* carries the quote volume `V` and a sequence `i`, which the SDK does not read.
|
|
165
|
+
*
|
|
166
|
+
* @public
|
|
167
|
+
*/
|
|
168
|
+
export type LtWsCandleMessage = LtWsMessage & {
|
|
169
|
+
type: 'subscribed/candle' | 'update/candle'
|
|
170
|
+
candles?: LtCandle[]
|
|
171
|
+
}
|
|
172
|
+
|
|
159
173
|
/**
|
|
160
174
|
* Auth-channel payloads.
|
|
161
175
|
*
|
|
@@ -5,6 +5,7 @@ import {
|
|
|
5
5
|
getMarketRegistry,
|
|
6
6
|
isDecimalStringGreaterThan,
|
|
7
7
|
type MarketRegistry,
|
|
8
|
+
numberToDecimalString,
|
|
8
9
|
PerpsError,
|
|
9
10
|
type PerpsProvider,
|
|
10
11
|
type PerpsSDKClient,
|
|
@@ -51,6 +52,7 @@ import type {
|
|
|
51
52
|
LtWsAccountAllOrdersMessage,
|
|
52
53
|
LtWsAccountAllPositionsMessage,
|
|
53
54
|
LtWsAccountAllTradesMessage,
|
|
55
|
+
LtWsCandleMessage,
|
|
54
56
|
LtWsMarketStats,
|
|
55
57
|
LtWsMarketStatsAllMessage,
|
|
56
58
|
LtWsMessage,
|
|
@@ -65,6 +67,7 @@ import {
|
|
|
65
67
|
fetchDetailedAccount,
|
|
66
68
|
isOpenPosition,
|
|
67
69
|
mapFill,
|
|
70
|
+
mapInterval,
|
|
68
71
|
mapMarketContext,
|
|
69
72
|
mapOrderUpdates,
|
|
70
73
|
mapPosition,
|
|
@@ -74,8 +77,9 @@ import { askOrder, bidOrder, OrderBookSide } from './orderBookSide.js'
|
|
|
74
77
|
|
|
75
78
|
// Public channels: `marketsContext` (market_stats/all + spot_market_stats/all),
|
|
76
79
|
// `marketContext` (market_stats/N or spot_market_stats/N), `orderbook`
|
|
77
|
-
// (order_book/N), `trades` (trade/N), `
|
|
78
|
-
// account_all/N, priced by the
|
|
80
|
+
// (order_book/N), `trades` (trade/N), `candle` (candle/N/resolution),
|
|
81
|
+
// `accountSummary` (user_stats/N + account_all/N, priced by the
|
|
82
|
+
// `marketsContext` spot marks).
|
|
79
83
|
// Authenticated channels (resolve an auth token per subscribe send):
|
|
80
84
|
// - orderUpdates → account_all_orders/{account_index}
|
|
81
85
|
// - fills → account_all_trades/{account_index}
|
|
@@ -228,8 +232,8 @@ const safeHeldPortfolioValue = createSafeFunction(
|
|
|
228
232
|
|
|
229
233
|
/**
|
|
230
234
|
* Lighter WebSocket provider (extends {@link WsProviderBase}): subscribes to
|
|
231
|
-
* Lighter's WS channels (orderbook, marketsContext, orders,
|
|
232
|
-
* tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
235
|
+
* Lighter's WS channels (orderbook, candle, marketsContext, orders,
|
|
236
|
+
* positions), attaching auth tokens to gated channels. Construct via {@link lighterWsProvider}.
|
|
233
237
|
*
|
|
234
238
|
* @public
|
|
235
239
|
*/
|
|
@@ -488,6 +492,7 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
|
|
|
488
492
|
case 'accountSummary':
|
|
489
493
|
return `accountSummary:${sub.address.toLowerCase()}`
|
|
490
494
|
case 'candle':
|
|
495
|
+
return `candle:${sub.marketId}:${sub.interval}`
|
|
491
496
|
case 'spotBalances':
|
|
492
497
|
case 'availableToTrade':
|
|
493
498
|
throw new Error(`Lighter WS does not support channel: ${sub.channel}.`)
|
|
@@ -528,25 +533,18 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
|
|
|
528
533
|
return [{ channel: `${prefix}/${market.id}`, needsAuth: false }]
|
|
529
534
|
}
|
|
530
535
|
if (sub.channel === 'orderbook') {
|
|
531
|
-
const id =
|
|
532
|
-
if (!Number.isFinite(id)) {
|
|
533
|
-
throw new Error(
|
|
534
|
-
`Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
|
|
535
|
-
'MarketId must be a numeric market_id string.'
|
|
536
|
-
)
|
|
537
|
-
}
|
|
536
|
+
const id = numericMarketId(sub.marketId)
|
|
538
537
|
return [{ channel: `order_book/${id}`, needsAuth: false }]
|
|
539
538
|
}
|
|
540
539
|
if (sub.channel === 'trades') {
|
|
541
|
-
const id =
|
|
542
|
-
if (!Number.isFinite(id)) {
|
|
543
|
-
throw new Error(
|
|
544
|
-
`Lighter WS: unknown market for marketId '${sub.marketId}'. ` +
|
|
545
|
-
'MarketId must be a numeric market_id string.'
|
|
546
|
-
)
|
|
547
|
-
}
|
|
540
|
+
const id = numericMarketId(sub.marketId)
|
|
548
541
|
return [{ channel: `trade/${id}`, needsAuth: false }]
|
|
549
542
|
}
|
|
543
|
+
if (sub.channel === 'candle') {
|
|
544
|
+
const id = numericMarketId(sub.marketId)
|
|
545
|
+
const resolution = mapInterval(sub.interval)
|
|
546
|
+
return [{ channel: `candle/${id}/${resolution}`, needsAuth: false }]
|
|
547
|
+
}
|
|
550
548
|
if (sub.channel === 'accountSummary') {
|
|
551
549
|
// Rejects the subscribe for a provider key with no settlement asset,
|
|
552
550
|
// instead of every later frame.
|
|
@@ -691,6 +689,11 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
|
|
|
691
689
|
return
|
|
692
690
|
}
|
|
693
691
|
|
|
692
|
+
if (msg.type === 'subscribed/candle' || msg.type === 'update/candle') {
|
|
693
|
+
this.handleCandles(msg as LtWsCandleMessage)
|
|
694
|
+
return
|
|
695
|
+
}
|
|
696
|
+
|
|
694
697
|
if (
|
|
695
698
|
msg.type === 'subscribed/account_all_orders' ||
|
|
696
699
|
msg.type === 'update/account_all_orders'
|
|
@@ -1103,6 +1106,37 @@ export class LighterWsProvider extends WsProviderBase<SubState> {
|
|
|
1103
1106
|
})
|
|
1104
1107
|
}
|
|
1105
1108
|
|
|
1109
|
+
/**
|
|
1110
|
+
* One emit per bar. The reply channel (`candle:1:1m`) names the interval,
|
|
1111
|
+
* because Lighter resolution strings equal the `OhlcvInterval` values.
|
|
1112
|
+
*/
|
|
1113
|
+
private handleCandles(msg: LtWsCandleMessage): void {
|
|
1114
|
+
const [prefix, rawMarketId, interval] = msg.channel?.split(/[:/]/) ?? []
|
|
1115
|
+
const marketId = Number(rawMarketId)
|
|
1116
|
+
if (
|
|
1117
|
+
prefix !== 'candle' ||
|
|
1118
|
+
!rawMarketId ||
|
|
1119
|
+
!Number.isFinite(marketId) ||
|
|
1120
|
+
!interval
|
|
1121
|
+
) {
|
|
1122
|
+
return
|
|
1123
|
+
}
|
|
1124
|
+
const key = `candle:${marketId}:${interval}`
|
|
1125
|
+
for (const bar of msg.candles ?? []) {
|
|
1126
|
+
this.emit(key, {
|
|
1127
|
+
channel: 'candle',
|
|
1128
|
+
data: {
|
|
1129
|
+
t: bar.t,
|
|
1130
|
+
o: numberToDecimalString(bar.o),
|
|
1131
|
+
h: numberToDecimalString(bar.h),
|
|
1132
|
+
l: numberToDecimalString(bar.l),
|
|
1133
|
+
c: numberToDecimalString(bar.c),
|
|
1134
|
+
v: numberToDecimalString(bar.v),
|
|
1135
|
+
},
|
|
1136
|
+
})
|
|
1137
|
+
}
|
|
1138
|
+
}
|
|
1139
|
+
|
|
1106
1140
|
private marketIdFromChannel(
|
|
1107
1141
|
channel: string | undefined,
|
|
1108
1142
|
prefix = 'order_book'
|
|
@@ -1133,6 +1167,18 @@ function hasAuthTokenResolver(
|
|
|
1133
1167
|
)
|
|
1134
1168
|
}
|
|
1135
1169
|
|
|
1170
|
+
/** The numeric Lighter `market_id` of a public-channel subscription. */
|
|
1171
|
+
function numericMarketId(marketId: string): number {
|
|
1172
|
+
const id = Number(marketId)
|
|
1173
|
+
if (!Number.isFinite(id)) {
|
|
1174
|
+
throw new Error(
|
|
1175
|
+
`Lighter WS: unknown market for marketId '${marketId}'. ` +
|
|
1176
|
+
'MarketId must be a numeric market_id string.'
|
|
1177
|
+
)
|
|
1178
|
+
}
|
|
1179
|
+
return id
|
|
1180
|
+
}
|
|
1181
|
+
|
|
1136
1182
|
const isObject = (v: unknown): v is Record<string, unknown> =>
|
|
1137
1183
|
typeof v === 'object' && v !== null
|
|
1138
1184
|
|
|
@@ -1238,5 +1284,5 @@ export const lighterWsProvider = (
|
|
|
1238
1284
|
Object.assign(
|
|
1239
1285
|
({ provider, wsUrl, client }: WsProviderFactoryParams) =>
|
|
1240
1286
|
new LighterWsProvider(wsUrl, provider, options, client),
|
|
1241
|
-
{ streamsCandles:
|
|
1287
|
+
{ streamsCandles: true, streamsAvailableToTrade: false }
|
|
1242
1288
|
)
|