@n1xyz/nord-ts 0.0.20 → 0.0.22

package/src/nord/api/core.ts

@@ -1,5 +1,4 @@
-import { Account, Info, SubscriptionPattern } from "../../types";
-import { checkedFetch } from "../../utils";
+import { SubscriptionPattern } from "../../types";
 import { NordWebSocketClient } from "../../websocket/index";
 import { NordError } from "../utils/NordError";
 
@@ -19,12 +18,10 @@ import { NordError } from "../utils/NordError";
 export function initWebSocketClient(
   webServerUrl: string,
   subscriptions?: SubscriptionPattern[] | "trades" | "delta" | "account",
-  initialSubscriptions?: SubscriptionPattern[],
 ): NordWebSocketClient {
   try {
     // Determine URL and subscriptions based on parameters
     let wsUrl = webServerUrl.replace(/^http/, "ws") + `/ws`;
-    let wsSubscriptions: SubscriptionPattern[] = [];
 
     // Validate subscriptions parameter
     if (typeof subscriptions === "string") {
@@ -35,12 +32,6 @@ export function initWebSocketClient(
         subscriptions === "account"
       ) {
         wsUrl += `/${subscriptions}`;
-        // If initialSubscriptions provided, use them
-        if (initialSubscriptions && initialSubscriptions.length > 0) {
-          // Validate initialSubscriptions
-          initialSubscriptions.forEach(validateSubscription);
-          wsSubscriptions = initialSubscriptions;
-        }
       } else {
         throw new NordError(
           `Invalid endpoint: ${subscriptions}. Must be "trades", "deltas", or "account".`,
@@ -68,12 +59,6 @@ export function initWebSocketClient(
     // Add connected handler for debugging
     ws.on("connected", () => {
       console.log("Nord WebSocket connected successfully");
-
-      // Subscribe to additional subscriptions if provided
-      // For new format, these are already part of the URL
-      if (wsSubscriptions.length > 0) {
-        ws.subscribe(wsSubscriptions);
-      }
     });
 
     // Connect the WebSocket

package/src/nord/client/Nord.ts

@@ -1,12 +1,16 @@
+import { ProtonClient } from "@n1xyz/proton";
+import { Connection, PublicKey } from "@solana/web3.js";
 import { EventEmitter } from "events";
-import { PublicKey, Connection } from "@solana/web3.js";
 import createClient, { Client, FetchOptions } from "openapi-fetch";
+import * as proto from "../../gen/nord_pb";
+import type { paths } from "../../gen/openapi.ts";
 import {
-  Info,
   Account,
   ActionResponse,
   AggregateMetrics,
+  Info,
   Market,
+  MarketStats,
   NordConfig,
   OrderbookQuery,
   OrderbookResponse,
@@ -15,18 +19,13 @@ import {
   Token,
   TradesResponse,
   User,
-  MarketStats,
 } from "../../types";
-import { ProtonClient } from "@n1xyz/proton";
-import * as proto from "../../gen/nord";
-// import { base64 } from "@scure/base";
+import * as utils from "../../utils";
 import { NordWebSocketClient } from "../../websocket/index";
 import * as core from "../api/core";
 import * as metrics from "../api/metrics";
-import * as utils from "../../utils";
 import { OrderbookSubscription, TradeSubscription } from "../models/Subscriber";
 import { NordError } from "../utils/NordError";
-import type { paths } from "../../gen/openapi.ts";
 
 /**
  * User subscription interface
@@ -306,9 +305,9 @@ export class Nord {
       actionId: x.actionId,
       action: utils.decodeLengthDelimited(
         Buffer.from(x.payload, "base64"),
-        proto.Action,
+        proto.ActionSchema,
       ),
-      physicalExecTime: new Date(x.physicalTime * 1000),
+      physicalExecTime: new Date(x.physicalTime),
     }));
   }
 
@@ -427,7 +426,6 @@ export class Nord {
     wsClient.on("delta", handleDelta);
 
     subscription.close = () => {
-      wsClient.unsubscribe([`deltas@${symbol}`]);
       wsClient.removeListener("delta", handleDelta);
       subscription.removeAllListeners();
     };
@@ -471,7 +469,6 @@ export class Nord {
     wsClient.on("trades", handleTrade);
 
     subscription.close = () => {
-      wsClient.unsubscribe([`trades@${symbol}`]);
       wsClient.removeListener("trades", handleTrade);
       subscription.removeAllListeners();
     };
@@ -507,7 +504,6 @@ export class Nord {
     wsClient.on("account", handleAccountUpdate);
 
     subscription.close = () => {
-      wsClient.unsubscribe([`account@${accountId}`]);
       wsClient.removeListener("account", handleAccountUpdate);
       subscription.removeAllListeners();
     };

package/src/nord/client/NordUser.ts

@@ -4,14 +4,19 @@ import {
   TOKEN_PROGRAM_ID,
   TOKEN_2022_PROGRAM_ID,
 } from "@solana/spl-token";
-import { Connection, PublicKey, Transaction } from "@solana/web3.js";
+import {
+  Connection,
+  PublicKey,
+  Transaction,
+  SendOptions,
+} from "@solana/web3.js";
 import Decimal from "decimal.js";
 import * as ed from "@noble/ed25519";
 import { sha512 } from "@noble/hashes/sha512";
 ed.etc.sha512Sync = sha512;
 import { floatToScaledBigIntLossy } from "@n1xyz/proton";
-import { FillMode, Order, Side, SPLTokenInfo } from "../../types";
-import * as proto from "../../gen/nord";
+import { FillMode, Side, SPLTokenInfo, QuoteSize } from "../../types";
+import * as proto from "../../gen/nord_pb";
 import {
   BigIntValue,
   checkedFetch,
@@ -87,8 +92,8 @@ export interface PlaceOrderParams {
   /** Order price */
   price?: Decimal.Value;
 
-  /** Quote size (for market orders) */
-  quoteSize?: Decimal.Value;
+  /** Quote size object (requires non-zero price and size) */
+  quoteSize?: QuoteSize;
 
   /** Account ID to place the order from */
   accountId?: number;
@@ -142,8 +147,8 @@ export interface UserAtomicSubaction {
   /** Order price */
   price?: Decimal.Value;
 
-  /** Quote size (for market orders) */
-  quoteSize?: Decimal.Value;
+  /** Quote size object (for market-style placement) */
+  quoteSize?: QuoteSize;
 
   /** The client order ID of the order. */
   clientOrderId?: BigIntValue;
@@ -471,6 +476,7 @@ export class NordUser {
    * @param amount - Amount to deposit
    * @param tokenId - Token ID
    * @param recipient - Recipient address; defaults to the user's address
+   * @param sendOptions - Send options for .sendTransaction
    * @returns Transaction signature
    * @throws {NordError} If required parameters are missing or operation fails
    */
@@ -478,10 +484,12 @@ export class NordUser {
     amount,
     tokenId,
     recipient,
+    sendOptions,
   }: Readonly<{
     amount: number;
     tokenId: number;
     recipient?: PublicKey;
+    sendOptions?: SendOptions;
   }>): Promise<string> {
     try {
       // Find the token info
@@ -502,8 +510,7 @@ export class NordUser {
         sourceTokenAccount: fromAccount,
       });
 
-      const { blockhash } =
-        await this.connection.getLatestBlockhash("confirmed");
+      const { blockhash } = await this.connection.getLatestBlockhash();
       const tx = new Transaction();
 
       tx.add(ix);
@@ -515,6 +522,7 @@ export class NordUser {
 
       const signature = await this.connection.sendRawTransaction(
         signedTx.serialize(),
+        sendOptions,
       );
 
       return signature;
@@ -657,7 +665,7 @@ export class NordUser {
    * @throws {NordError} If the operation fails
    */
   async refreshSession(): Promise<void> {
-    this.sessionId = await createSession(
+    const result = await createSession(
       this.nord.webServerUrl,
       this.walletSignFn,
       await this.nord.getTimestamp(),
@@ -667,6 +675,7 @@ export class NordUser {
         sessionPubkey: this.sessionPubKey,
       },
     );
+    this.sessionId = result.sessionId;
   }
   /**
    * Revoke a session
@@ -746,10 +755,14 @@ export class NordUser {
    * Place an order on the exchange
    *
    * @param params - Order parameters
-   * @returns Order ID if successful
+   * @returns Object containing actionId, orderId (if posted), fills, and clientOrderId
    * @throws {NordError} If the operation fails
    */
-  async placeOrder(params: PlaceOrderParams): Promise<bigint | undefined> {
+  async placeOrder(params: PlaceOrderParams): Promise<{
+    actionId: bigint;
+    orderId?: bigint;
+    fills: proto.Receipt_Trade[];
+  }> {
     try {
       this.checkSessionValidity();
       const market = findMarket(this.nord.markets, params.marketId);
@@ -757,7 +770,7 @@ export class NordUser {
         throw new NordError(`Market with ID ${params.marketId} not found`);
       }
 
-      return placeOrder(
+      const result = await placeOrder(
         this.nord.webServerUrl,
         this.sessionSignFn,
         await this.nord.getTimestamp(),
@@ -776,6 +789,7 @@ export class NordUser {
           quoteSize: params.quoteSize,
         },
       );
+      return result;
     } catch (error) {
       throw new NordError("Failed to place order", { cause: error });
     }
@@ -786,18 +800,22 @@ export class NordUser {
    *
    * @param orderId - Order ID to cancel
    * @param providedAccountId - Account ID that placed the order
-   * @returns Action ID if successful
+   * @returns Object containing actionId, cancelled orderId, and accountId
    * @throws {NordError} If the operation fails
    */
   async cancelOrder(
     orderId: BigIntValue,
     providedAccountId?: number,
-  ): Promise<bigint> {
+  ): Promise<{
+    actionId: bigint;
+    orderId: bigint;
+    accountId: number;
+  }> {
     const accountId =
       providedAccountId != null ? providedAccountId : this.accountIds?.[0];
     try {
       this.checkSessionValidity();
-      return cancelOrder(
+      const result = await cancelOrder(
         this.nord.webServerUrl,
         this.sessionSignFn,
         await this.nord.getTimestamp(),
@@ -808,6 +826,7 @@ export class NordUser {
           orderId,
         },
       );
+      return result;
     } catch (error) {
       throw new NordError(`Failed to cancel order ${orderId}`, {
         cause: error,
@@ -860,7 +879,10 @@ export class NordUser {
   async atomic(
     userActions: UserAtomicSubaction[],
     providedAccountId?: number,
-  ): Promise<proto.Receipt_AtomicResult> {
+  ): Promise<{
+    actionId: bigint;
+    results: proto.Receipt_AtomicSubactionResultKind[];
+  }> {
     try {
       this.checkSessionValidity();
 
@@ -889,8 +911,7 @@ export class NordUser {
             priceDecimals: market.priceDecimals,
             size: act.size,
             price: act.price,
-            quoteSizeSize: act.quoteSize, // treated as quote size; we pass only size component
-            quoteSizePrice: undefined,
+            quoteSize: act.quoteSize,
             clientOrderId: act.clientOrderId,
           } as ApiAtomicSubaction;
         }

package/src/types.ts

@@ -1,5 +1,7 @@
-import * as proto from "./gen/nord";
+import * as proto from "./gen/nord_pb";
 import type { components } from "./gen/openapi.ts";
+import Decimal from "decimal.js";
+import { toScaledU64 } from "./utils";
 
 /**
  * The peak TPS rate is queried over the specified period.
@@ -251,21 +253,11 @@ export interface ActionNonceResponse {
  * WebSocket message types
  */
 export enum WebSocketMessageType {
-  Subscribe = "subscribe",
-  Unsubscribe = "unsubscribe",
   TradeUpdate = "trades",
   DeltaUpdate = "delta",
   AccountUpdate = "account",
 }
 
-/**
- * WebSocket subscription request
- */
-export interface WebSocketSubscription {
-  e: WebSocketMessageType;
-  streams: string[]; // Array of streams to subscribe/unsubscribe (e.g. ["trades@BTCUSDC", "deltas@BTCUSDC"])
-}
-
 /**
  * WebSocket trade update message
  */
@@ -300,7 +292,6 @@ export interface WebSocketAccountUpdate {
 }
 
 export type WebSocketMessage =
-  | WebSocketSubscription
   | WebSocketTradeUpdate
   | WebSocketDeltaUpdate
   | WebSocketAccountUpdate;
@@ -311,3 +302,32 @@ export interface SPLTokenInfo {
   tokenId: number;
   name: string;
 }
+
+// Positive decimal price and size.
+export class QuoteSize {
+  price: Decimal;
+  size: Decimal;
+  constructor(quotePrice: Decimal.Value, quoteSize: Decimal.Value) {
+    const p = new Decimal(quotePrice);
+    const s = new Decimal(quoteSize);
+    if (p.isZero() || s.isZero()) {
+      throw new Error("quotePrice and quoteSize must be non-zero");
+    }
+    this.price = p;
+    this.size = s;
+  }
+
+  value(): Decimal {
+    return this.price.mul(this.size);
+  }
+
+  toScaledU64(
+    marketPriceDecimals: number,
+    marketSizeDecimals: number,
+  ): { price: bigint; size: bigint } {
+    return {
+      price: toScaledU64(this.price, marketPriceDecimals),
+      size: toScaledU64(this.size, marketSizeDecimals),
+    };
+  }
+}

package/src/utils.ts

@@ -4,8 +4,9 @@ import { bls12_381 as bls } from "@noble/curves/bls12-381";
 import { secp256k1 as secp } from "@noble/curves/secp256k1";
 import { sha256 } from "@noble/hashes/sha256";
 import { KeyType, type Market, type Token } from "./types";
-import * as proto from "./gen/nord";
-import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
+import { sizeDelimitedPeek } from "@bufbuild/protobuf/wire";
+import { fromBinary, type Message } from "@bufbuild/protobuf";
+import type { GenMessage } from "@bufbuild/protobuf/codegenv2";
 import { ethers } from "ethers";
 import fetch from "node-fetch";
 import { RequestInfo, RequestInit, Response } from "node-fetch";
@@ -101,6 +102,7 @@ export function makeWalletSignFn(
     signingKey.sign(ethers.hashMessage(message)).serialized;
 }
 
+// Returned numbers do fit into specified bits range, or error is thrown.
 function makeToScaledBigUint(params: {
   precision: number;
   exponent: number;
@@ -176,63 +178,42 @@ export const toScaledU128 = makeToScaledBigUint({
   exponent: 56,
 });
 
-/**
- * Encodes any protobuf message into a length-delimited format,
- * i.e. prefixed with its length encoded as varint
- * @param   message message object
- * @param   coder   associated coder object which implements `MessageFns` interface
- * @returns         Encoded message as Uint8Array, prefixed with its length
- */
-export function encodeLengthDelimited<T, M extends proto.MessageFns<T>>(
-  message: T,
-  coder: M,
-): Uint8Array {
-  const encoded = coder.encode(message).finish();
-  if (encoded.byteLength > MAX_PAYLOAD_SIZE) {
-    throw new Error(
-      `Encoded message size (${encoded.byteLength} bytes) is greater than max payload size (${MAX_PAYLOAD_SIZE} bytes).`,
-    );
-  }
-  const encodedLength = new BinaryWriter().uint32(encoded.byteLength).finish();
-  return new Uint8Array([...encodedLength, ...encoded]);
-}
-
 /**
  * Decodes any protobuf message from a length-delimited format,
  * i.e. prefixed with its length encoded as varint
  *
- * NB: Please note that due to limitations of Typescript type inference
- * it requires to specify variable type explicitly:
- *
- * ```
- * const foo: proto.Bar = decodeLengthDelimited(bytes, proto.Bar);
- * ```
- *
- * @param   bytes Byte array with encoded message
- * @param   coder associated coder object which implements `MessageFns` interface
- * @returns       Decoded Action as Uint8Array.
+ * @param   bytes  Byte array with encoded message
+ * @param   schema Message schema for decoding
+ * @returns        Decoded message
  */
-export function decodeLengthDelimited<T, M extends proto.MessageFns<T>>(
+export function decodeLengthDelimited<T extends Message>(
   bytes: Uint8Array,
-  coder: M,
+  schema: GenMessage<T>,
 ): T {
-  const lengthReader = new BinaryReader(bytes);
-  const msgLength = lengthReader.uint32();
-  const startsAt = lengthReader.pos;
+  // use sizeDelimitedPeek to extract the message length and offset
+  const peekResult = sizeDelimitedPeek(bytes);
+
+  if (peekResult.size === null || peekResult.offset === null) {
+    throw new Error("Failed to parse size-delimited message");
+  }
 
-  if (msgLength > MAX_PAYLOAD_SIZE) {
+  if (peekResult.size > MAX_PAYLOAD_SIZE) {
     throw new Error(
-      `Encoded message size (${msgLength} bytes) is greater than max payload size (${MAX_PAYLOAD_SIZE} bytes).`,
+      `Encoded message size (${peekResult.size} bytes) is greater than max payload size (${MAX_PAYLOAD_SIZE} bytes).`,
     );
   }
 
-  if (startsAt + msgLength > bytes.byteLength) {
+  if (peekResult.offset + peekResult.size > bytes.length) {
     throw new Error(
-      `Encoded message size (${msgLength} bytes) is greater than remaining buffer size (${bytes.byteLength - startsAt} bytes).`,
+      `Encoded message size (${peekResult.size} bytes) is greater than remaining buffer size (${bytes.length - peekResult.offset} bytes).`,
     );
   }
 
-  return coder.decode(bytes.slice(startsAt, startsAt + msgLength));
+  // decode the message using the offset and size from peek
+  return fromBinary(
+    schema,
+    bytes.slice(peekResult.offset, peekResult.offset + peekResult.size),
+  );
 }
 
 export function checkPubKeyLength(keyType: KeyType, len: number): void {

package/src/websocket/NordWebSocketClient.ts

@@ -4,8 +4,6 @@ import {
   WebSocketAccountUpdate,
   WebSocketDeltaUpdate,
   WebSocketMessage,
-  WebSocketMessageType,
-  WebSocketSubscription,
   WebSocketTradeUpdate,
 } from "../types";
 import { NordWebSocketClientEvents } from "./events";
@@ -29,9 +27,6 @@ type WebSocketInstance = WebSocket | BrowserWebSocket;
 
 const VALID_STREAM_TYPES = ["trades", "delta", "account"];
 
-// Constants for WebSocket readyState
-const WS_OPEN = 1;
-
 /**
  * WebSocket client for Nord exchange
  *
@@ -47,7 +42,6 @@ export class NordWebSocketClient
 {
   private ws: WebSocketInstance | null = null;
   private url: string;
-  private subscriptions: Set<string> = new Set();
   private reconnectAttempts: number = 0;
   private maxReconnectAttempts: number = 5;
   private reconnectDelay: number = 1000;
@@ -174,11 +168,6 @@ export class NordWebSocketClient
           this.emit("connected");
           this.reconnectAttempts = 0;
           this.reconnectDelay = 1000;
-
-          // Resubscribe to previous subscriptions
-          if (this.subscriptions.size > 0) {
-            this.subscribe([...this.subscriptions]);
-          }
         };
 
         (this.ws as BrowserWebSocket).onmessage = (event: { data: any }) => {
@@ -197,18 +186,13 @@ export class NordWebSocketClient
           }
         };
 
-        (this.ws as BrowserWebSocket).onclose = (event: any) => {
-          const reason =
-            event && event.reason ? ` Reason: ${event.reason}` : "";
-          const code = event && event.code ? ` Code: ${event.code}` : "";
+        (this.ws as BrowserWebSocket).onclose = (_event: any) => {
           this.emit("disconnected");
-          console.log(`WebSocket closed.${code}${reason}`);
           this.reconnect();
         };
 
         (this.ws as BrowserWebSocket).onerror = (event: any) => {
           const errorMsg = `WebSocket error: ${event && event.type ? event.type : "unknown"}`;
-          console.error(errorMsg, event);
           this.emit("error", new Error(errorMsg));
         };
       } else {
@@ -221,11 +205,6 @@ export class NordWebSocketClient
           this.reconnectAttempts = 0;
           this.reconnectDelay = 1000;
           this.setupHeartbeat();
-
-          // Resubscribe to previous subscriptions
-          if (this.subscriptions.size > 0) {
-            this.subscribe([...this.subscriptions]);
-          }
         });
 
         nodeWs.on("message", (data: WebSocket.Data) => {
@@ -242,9 +221,8 @@ export class NordWebSocketClient
           }
         });
 
-        nodeWs.on("close", (code: number, reason: string) => {
+        nodeWs.on("close", (_code: number, _reason: string) => {
           this.emit("disconnected");
-          console.log(`WebSocket closed. Code: ${code} Reason: ${reason}`);
           if (this.pingInterval) {
             clearInterval(this.pingInterval);
           }
@@ -255,7 +233,6 @@ export class NordWebSocketClient
         });
 
         nodeWs.on("error", (error: Error) => {
-          console.error("WebSocket error:", error);
           this.emit("error", error);
         });
 
@@ -267,105 +244,10 @@ export class NordWebSocketClient
       }
     } catch (error) {
       const errorMsg = `Failed to initialize WebSocket: ${error instanceof Error ? error.message : String(error)}`;
-      console.error(errorMsg);
       this.emit("error", new Error(errorMsg));
     }
   }
 
-  /**
-   * Subscribe to one or more streams
-   * @param streams Array of streams to subscribe to (e.g. ["trades@BTCUSDC", "deltas@BTCUSDC"])
-   */
-  public subscribe(streams: string[]): void {
-    // Validate all streams first
-    try {
-      streams.forEach((stream) => this.validateStream(stream));
-    } catch (error) {
-      this.emit(
-        "error",
-        error instanceof Error ? error : new Error(String(error)),
-      );
-      return;
-    }
-
-    if (
-      !this.ws ||
-      (this.isBrowser
-        ? (this.ws as BrowserWebSocket).readyState !== WS_OPEN
-        : (this.ws as WebSocket).readyState !== WebSocket.OPEN)
-    ) {
-      streams.forEach((stream) => this.subscriptions.add(stream));
-      return;
-    }
-
-    const message: WebSocketSubscription = {
-      e: WebSocketMessageType.Subscribe,
-      streams,
-    };
-
-    try {
-      const messageStr = JSON.stringify(message);
-      if (this.isBrowser) {
-        (this.ws as BrowserWebSocket).send(messageStr);
-      } else {
-        (this.ws as WebSocket).send(messageStr);
-      }
-      streams.forEach((stream) => this.subscriptions.add(stream));
-    } catch (error) {
-      this.emit(
-        "error",
-        error instanceof Error ? error : new Error(String(error)),
-      );
-    }
-  }
-
-  /**
-   * Unsubscribe from one or more streams
-   * @param streams Array of streams to unsubscribe from
-   */
-  public unsubscribe(streams: string[]): void {
-    // Validate all streams first
-    try {
-      streams.forEach((stream) => this.validateStream(stream));
-    } catch (error) {
-      this.emit(
-        "error",
-        error instanceof Error ? error : new Error(String(error)),
-      );
-      return;
-    }
-
-    if (
-      !this.ws ||
-      (this.isBrowser
-        ? (this.ws as BrowserWebSocket).readyState !== WS_OPEN
-        : (this.ws as WebSocket).readyState !== WebSocket.OPEN)
-    ) {
-      streams.forEach((stream) => this.subscriptions.delete(stream));
-      return;
-    }
-
-    const message: WebSocketSubscription = {
-      e: WebSocketMessageType.Unsubscribe,
-      streams,
-    };
-
-    try {
-      const messageStr = JSON.stringify(message);
-      if (this.isBrowser) {
-        (this.ws as BrowserWebSocket).send(messageStr);
-      } else {
-        (this.ws as WebSocket).send(messageStr);
-      }
-      streams.forEach((stream) => this.subscriptions.delete(stream));
-    } catch (error) {
-      this.emit(
-        "error",
-        error instanceof Error ? error : new Error(String(error)),
-      );
-    }
-  }
-
   /**
    * Close the WebSocket connection
    */
@@ -386,7 +268,6 @@ export class NordWebSocketClient
       clearTimeout(this.pingTimeout);
       this.pingTimeout = null;
     }
-    this.subscriptions.clear();
   }
 
   /**