@solncebro/exchange-engine 0.1.0

package/dist/ws/BinanceFuturesPublicStream.js

@@ -0,0 +1,216 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceFuturesPublicStream = void 0;
+const websocket_engine_1 = require("@solncebro/websocket-engine");
+const binanceNormalizer_1 = require("../normalizers/binanceNormalizer");
+const binance_1 = require("../constants/binance");
+const MAX_STREAMS_PER_CONNECTION = 200;
+function parseBinanceCombinedMessage(rawData) {
+    return JSON.parse(rawData.toString());
+}
+function buildKlineStreamList(klineHandlerByKey) {
+    const streamList = [];
+    for (const key of klineHandlerByKey.keys()) {
+        const separatorIndex = key.lastIndexOf('_');
+        const symbol = key.slice(0, separatorIndex);
+        const interval = key.slice(separatorIndex + 1);
+        const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+        streamList.push(`${symbol.toLowerCase()}_perpetual@continuousKline_${binanceInterval}`);
+    }
+    return streamList;
+}
+function resolveUnifiedInterval(binanceInterval) {
+    for (const [unified, binance] of Object.entries(binance_1.BINANCE_KLINE_INTERVAL)) {
+        if (binance === binanceInterval) {
+            return unified;
+        }
+    }
+    return '1m';
+}
+class BinanceFuturesPublicStream {
+    logger;
+    onNotify;
+    tickerHandlerSet = new Set();
+    klineHandlerByKey = new Map();
+    connections = [];
+    connectScheduled = false;
+    subscriptionIdCounter = 1;
+    constructor(logger, onNotify) {
+        this.logger = logger;
+        this.onNotify = onNotify;
+    }
+    subscribeAllTickers(handler) {
+        this.tickerHandlerSet.add(handler);
+        this.scheduleConnect();
+    }
+    unsubscribeAllTickers(handler) {
+        this.tickerHandlerSet.delete(handler);
+    }
+    subscribeKlines(symbol, interval, handler) {
+        const key = `${symbol}_${interval}`;
+        if (!this.klineHandlerByKey.has(key)) {
+            this.klineHandlerByKey.set(key, new Set());
+        }
+        this.klineHandlerByKey.get(key).add(handler);
+        if (this.connections.length > 0) {
+            const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+            const stream = `${symbol.toLowerCase()}_perpetual@continuousKline_${binanceInterval}`;
+            this.addStreamToConnection(stream);
+        }
+        else {
+            this.scheduleConnect();
+        }
+    }
+    unsubscribeKlines(symbol, interval, handler) {
+        const key = `${symbol}_${interval}`;
+        const handlerSet = this.klineHandlerByKey.get(key);
+        if (!handlerSet) {
+            return;
+        }
+        handlerSet.delete(handler);
+        if (handlerSet.size === 0) {
+            this.klineHandlerByKey.delete(key);
+            const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+            const stream = `${symbol.toLowerCase()}_perpetual@continuousKline_${binanceInterval}`;
+            this.removeStreamFromConnection(stream);
+        }
+    }
+    close() {
+        for (const conn of this.connections) {
+            conn.ws.close();
+        }
+        this.connections.length = 0;
+    }
+    scheduleConnect() {
+        if (this.connectScheduled || this.connections.length > 0) {
+            return;
+        }
+        this.connectScheduled = true;
+        queueMicrotask(() => {
+            this.connectScheduled = false;
+            this.createConnections();
+        });
+    }
+    createConnections() {
+        const tickerStreams = this.tickerHandlerSet.size > 0 ? ['!miniTicker@arr'] : [];
+        const klineStreams = buildKlineStreamList(this.klineHandlerByKey);
+        const allStreams = [...tickerStreams, ...klineStreams];
+        if (allStreams.length === 0) {
+            return;
+        }
+        for (let i = 0; i < allStreams.length; i += MAX_STREAMS_PER_CONNECTION) {
+            const chunk = allStreams.slice(i, i + MAX_STREAMS_PER_CONNECTION);
+            this.createConnection(chunk);
+        }
+        this.logger.info(`BinanceFuturesPublicStream: created ${this.connections.length} connection(s) for ${allStreams.length} streams`);
+    }
+    createConnection(streams) {
+        const conn = { ws: null, streams };
+        conn.ws = new websocket_engine_1.ReliableWebSocket({
+            label: 'BinanceFuturesPublicStream',
+            url: binance_1.BINANCE_FUTURES_WS_COMBINED_URL,
+            logger: this.logger,
+            parseMessage: parseBinanceCombinedMessage,
+            onMessage: (message) => this.handleMessage(message),
+            onOpen: async () => {
+                this.logger.info(`BinanceFuturesPublicStream connected (${conn.streams.length} streams)`);
+                this.sendSubscribe(conn);
+            },
+            onReconnectSuccess: () => this.sendSubscribe(conn),
+            onNotify: this.onNotify,
+            heartbeat: {
+                buildPayload: () => ({ method: 'PING' }),
+                isResponse: (message) => {
+                    const raw = message;
+                    return raw['id'] !== undefined && raw['result'] === null;
+                },
+            },
+            configuration: {
+                pingInterval: 30000,
+            },
+        });
+        this.connections.push(conn);
+    }
+    addStreamToConnection(stream) {
+        let targetConn = this.connections.find((c) => c.streams.length < MAX_STREAMS_PER_CONNECTION);
+        if (!targetConn) {
+            this.createConnection([stream]);
+            return;
+        }
+        targetConn.streams.push(stream);
+        try {
+            targetConn.ws.sendToConnectedSocket({
+                method: 'SUBSCRIBE',
+                params: [stream],
+                id: this.subscriptionIdCounter++,
+            });
+        }
+        catch {
+            // Will be subscribed on reconnect
+        }
+    }
+    removeStreamFromConnection(stream) {
+        for (const conn of this.connections) {
+            const idx = conn.streams.indexOf(stream);
+            if (idx !== -1) {
+                conn.streams.splice(idx, 1);
+                try {
+                    conn.ws.sendToConnectedSocket({
+                        method: 'UNSUBSCRIBE',
+                        params: [stream],
+                        id: this.subscriptionIdCounter++,
+                    });
+                }
+                catch {
+                    // Will be reflected on reconnect
+                }
+                break;
+            }
+        }
+    }
+    sendSubscribe(conn) {
+        try {
+            conn.ws.sendToConnectedSocket({
+                method: 'SUBSCRIBE',
+                params: conn.streams,
+                id: this.subscriptionIdCounter++,
+            });
+        }
+        catch {
+            this.logger.warn('BinanceFuturesPublicStream: failed to subscribe, socket not connected');
+        }
+    }
+    handleMessage(message) {
+        if (message.data === undefined) {
+            return;
+        }
+        if (Array.isArray(message.data)) {
+            const tickers = (0, binanceNormalizer_1.normalizeBinanceTickers)(message.data);
+            for (const handler of this.tickerHandlerSet) {
+                handler(tickers);
+            }
+            return;
+        }
+        if (message.stream && message.stream.includes('@continuousKline_')) {
+            const klineRaw = message.data['k'];
+            if (!klineRaw) {
+                return;
+            }
+            const kline = (0, binanceNormalizer_1.normalizeBinanceKlineWsMessage)(klineRaw);
+            const continuousKlineIndex = message.stream.indexOf('@continuousKline_');
+            const symbolLower = message.stream.slice(0, continuousKlineIndex).replace(/_perpetual$/, '');
+            const symbol = symbolLower.toUpperCase();
+            const binanceInterval = message.stream.slice(continuousKlineIndex + '@continuousKline_'.length);
+            const unifiedInterval = resolveUnifiedInterval(binanceInterval);
+            const key = `${symbol}_${unifiedInterval}`;
+            const handlerSet = this.klineHandlerByKey.get(key);
+            if (handlerSet) {
+                for (const handler of handlerSet) {
+                    handler(kline);
+                }
+            }
+        }
+    }
+}
+exports.BinanceFuturesPublicStream = BinanceFuturesPublicStream;
+//# sourceMappingURL=BinanceFuturesPublicStream.js.map

package/dist/ws/BinanceFuturesPublicStream.js.map

@@ -0,0 +1 @@
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package/dist/ws/BinanceSpotPublicStream.d.ts

@@ -0,0 +1,24 @@
+import type { ExchangeLogger, Kline, KlineInterval, TickerBySymbol } from '../types/common';
+declare class BinanceSpotPublicStream {
+    private ws;
+    private readonly logger;
+    private readonly onNotify?;
+    private readonly tickerHandlerSet;
+    private readonly klineHandlerByKey;
+    private subscriptionIdCounter;
+    constructor(logger: ExchangeLogger, onNotify?: (message: string) => void | Promise<void>);
+    subscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
+    unsubscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
+    subscribeKlines(symbol: string, interval: KlineInterval, handler: (kline: Kline) => void): void;
+    unsubscribeKlines(symbol: string, interval: KlineInterval, handler: (kline: Kline) => void): void;
+    close(): void;
+    private ensureConnected;
+    private handleOpen;
+    private handleMessage;
+    private handleKlineFromStream;
+    private resubscribeAll;
+    private sendSubscribe;
+    private sendUnsubscribe;
+}
+export { BinanceSpotPublicStream };
+//# sourceMappingURL=BinanceSpotPublicStream.d.ts.map

package/dist/ws/BinanceSpotPublicStream.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"BinanceSpotPublicStream.d.ts","sourceRoot":"","sources":["../../src/ws/BinanceSpotPublicStream.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,cAAc,EAAE,KAAK,EAAE,aAAa,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AA0B5F,cAAM,uBAAuB;IAC3B,OAAO,CAAC,EAAE,CAAyD;IACnE,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAiB;IACxC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAA4C;IACtE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAqD;IACtF,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAuD;IACzF,OAAO,CAAC,qBAAqB,CAAK;gBAEtB,MAAM,EAAE,cAAc,EAAE,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IAKxF,mBAAmB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI;IAKrE,qBAAqB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI;IAIvE,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAAG,IAAI;IAkB/F,iBAAiB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAAG,IAAI;IAqBjG,KAAK,IAAI,IAAI;IAQb,OAAO,CAAC,eAAe;YAwBT,UAAU;IAKxB,OAAO,CAAC,aAAa;IA8BrB,OAAO,CAAC,qBAAqB;IA4B7B,OAAO,CAAC,cAAc;IAoBtB,OAAO,CAAC,aAAa;IAYrB,OAAO,CAAC,eAAe;CAWxB;AAED,OAAO,EAAE,uBAAuB,EAAE,CAAC"}

package/dist/ws/BinanceSpotPublicStream.js

@@ -0,0 +1,186 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceSpotPublicStream = void 0;
+const websocket_engine_1 = require("@solncebro/websocket-engine");
+const binanceNormalizer_1 = require("../normalizers/binanceNormalizer");
+const binance_1 = require("../constants/binance");
+function parseBinanceSpotMessage(rawData) {
+    return JSON.parse(rawData.toString());
+}
+function resolveUnifiedInterval(binanceInterval) {
+    for (const [unified, binance] of Object.entries(binance_1.BINANCE_KLINE_INTERVAL)) {
+        if (binance === binanceInterval) {
+            return unified;
+        }
+    }
+    return '1m';
+}
+class BinanceSpotPublicStream {
+    ws = null;
+    logger;
+    onNotify;
+    tickerHandlerSet = new Set();
+    klineHandlerByKey = new Map();
+    subscriptionIdCounter = 1;
+    constructor(logger, onNotify) {
+        this.logger = logger;
+        this.onNotify = onNotify;
+    }
+    subscribeAllTickers(handler) {
+        this.tickerHandlerSet.add(handler);
+        this.ensureConnected();
+    }
+    unsubscribeAllTickers(handler) {
+        this.tickerHandlerSet.delete(handler);
+    }
+    subscribeKlines(symbol, interval, handler) {
+        const key = `${symbol}_${interval}`;
+        if (!this.klineHandlerByKey.has(key)) {
+            this.klineHandlerByKey.set(key, new Set());
+        }
+        this.klineHandlerByKey.get(key).add(handler);
+        if (this.ws !== null) {
+            const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+            const stream = `${symbol.toLowerCase()}@kline_${binanceInterval}`;
+            this.sendSubscribe([stream]);
+        }
+        else {
+            this.ensureConnected();
+        }
+    }
+    unsubscribeKlines(symbol, interval, handler) {
+        const key = `${symbol}_${interval}`;
+        const handlerSet = this.klineHandlerByKey.get(key);
+        if (!handlerSet) {
+            return;
+        }
+        handlerSet.delete(handler);
+        if (handlerSet.size === 0) {
+            this.klineHandlerByKey.delete(key);
+            if (this.ws !== null) {
+                const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+                const stream = `${symbol.toLowerCase()}@kline_${binanceInterval}`;
+                this.sendUnsubscribe([stream]);
+            }
+        }
+    }
+    close() {
+        if (this.ws !== null) {
+            this.ws.close();
+            this.ws = null;
+        }
+    }
+    ensureConnected() {
+        if (this.ws !== null) {
+            return;
+        }
+        this.ws = new websocket_engine_1.ReliableWebSocket({
+            label: 'BinanceSpotPublicStream',
+            url: binance_1.BINANCE_SPOT_WS_STREAM_URL,
+            logger: this.logger,
+            parseMessage: parseBinanceSpotMessage,
+            onMessage: (message) => this.handleMessage(message),
+            onOpen: (context) => this.handleOpen(context),
+            onReconnectSuccess: () => this.resubscribeAll(),
+            onNotify: this.onNotify,
+            heartbeat: {
+                buildPayload: () => ({ method: 'PING' }),
+                isResponse: (message) => message['id'] !== undefined && message['result'] === null,
+            },
+            configuration: {
+                pingInterval: 30000,
+            },
+        });
+    }
+    async handleOpen(_context) {
+        this.logger.info('BinanceSpotPublicStream connected');
+        this.resubscribeAll();
+    }
+    handleMessage(message) {
+        if (message.e === '24hrMiniTicker' && Array.isArray(message.data)) {
+            const tickers = (0, binanceNormalizer_1.normalizeBinanceTickers)(message.data);
+            for (const handler of this.tickerHandlerSet) {
+                handler(tickers);
+            }
+            return;
+        }
+        if (!message.stream) {
+            return;
+        }
+        if (message.stream === '!miniTicker@arr' && Array.isArray(message.data)) {
+            const tickers = (0, binanceNormalizer_1.normalizeBinanceTickers)(message.data);
+            for (const handler of this.tickerHandlerSet) {
+                handler(tickers);
+            }
+            return;
+        }
+        if (message.stream.includes('@kline_')) {
+            this.handleKlineFromStream(message.stream, message.data);
+        }
+    }
+    handleKlineFromStream(stream, data) {
+        if (data === undefined || data === null) {
+            return;
+        }
+        const klineWrapper = data;
+        const klineRaw = klineWrapper['k'];
+        if (!klineRaw) {
+            return;
+        }
+        const kline = (0, binanceNormalizer_1.normalizeBinanceKlineWsMessage)(klineRaw);
+        const atIndex = stream.indexOf('@kline_');
+        const symbolLower = stream.slice(0, atIndex);
+        const binanceInterval = stream.slice(atIndex + '@kline_'.length);
+        const symbol = symbolLower.toUpperCase();
+        const unifiedInterval = resolveUnifiedInterval(binanceInterval);
+        const key = `${symbol}_${unifiedInterval}`;
+        const handlerSet = this.klineHandlerByKey.get(key);
+        if (handlerSet) {
+            for (const handler of handlerSet) {
+                handler(kline);
+            }
+        }
+    }
+    resubscribeAll() {
+        const streamList = [];
+        if (this.tickerHandlerSet.size > 0) {
+            streamList.push('!miniTicker@arr');
+        }
+        for (const key of this.klineHandlerByKey.keys()) {
+            const separatorIndex = key.lastIndexOf('_');
+            const symbol = key.slice(0, separatorIndex);
+            const interval = key.slice(separatorIndex + 1);
+            const binanceInterval = binance_1.BINANCE_KLINE_INTERVAL[interval];
+            streamList.push(`${symbol.toLowerCase()}@kline_${binanceInterval}`);
+        }
+        if (streamList.length > 0) {
+            this.sendSubscribe(streamList);
+        }
+    }
+    sendSubscribe(streamList) {
+        try {
+            this.ws.sendToConnectedSocket({
+                method: 'SUBSCRIBE',
+                params: streamList,
+                id: this.subscriptionIdCounter++,
+            });
+        }
+        catch {
+            this.logger.warn('BinanceSpotPublicStream: failed to subscribe, socket not connected');
+        }
+    }
+    sendUnsubscribe(streamList) {
+        try {
+            this.ws.sendToConnectedSocket({
+                method: 'UNSUBSCRIBE',
+                params: streamList,
+                id: this.subscriptionIdCounter++,
+            });
+        }
+        catch {
+            this.logger.warn('BinanceSpotPublicStream: failed to unsubscribe, socket not connected');
+        }
+    }
+}
+exports.BinanceSpotPublicStream = BinanceSpotPublicStream;
+//# sourceMappingURL=BinanceSpotPublicStream.js.map

package/dist/ws/BinanceSpotPublicStream.js.map

@@ -0,0 +1 @@
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package/dist/ws/BinanceUserDataStream.d.ts

@@ -0,0 +1,23 @@
+import type { ExchangeLogger } from '../types/common';
+interface BinanceUserDataStreamArgs {
+    listenKey: string;
+    baseWsUrl: string;
+    logger: ExchangeLogger;
+    onNotify?: (message: string) => void | Promise<void>;
+    onMessage: (event: Record<string, unknown>) => void;
+}
+declare class BinanceUserDataStream {
+    private ws;
+    private readonly logger;
+    private readonly listenKey;
+    private readonly baseWsUrl;
+    private readonly onNotify?;
+    private readonly onMessageHandler;
+    constructor(args: BinanceUserDataStreamArgs);
+    connect(): void;
+    close(): void;
+    isConnected(): boolean;
+}
+export { BinanceUserDataStream };
+export type { BinanceUserDataStreamArgs };
+//# sourceMappingURL=BinanceUserDataStream.d.ts.map

package/dist/ws/BinanceUserDataStream.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"BinanceUserDataStream.d.ts","sourceRoot":"","sources":["../../src/ws/BinanceUserDataStream.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AAEtD,UAAU,yBAAyB;IACjC,SAAS,EAAE,MAAM,CAAC;IAClB,SAAS,EAAE,MAAM,CAAC;IAClB,MAAM,EAAE,cAAc,CAAC;IACvB,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IACrD,SAAS,EAAE,CAAC,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;CACrD;AAMD,cAAM,qBAAqB;IACzB,OAAO,CAAC,EAAE,CAA2D;IACrE,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAiB;IACxC,OAAO,CAAC,QAAQ,CAAC,SAAS,CAAS;IACnC,OAAO,CAAC,QAAQ,CAAC,SAAS,CAAS;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAA4C;IACtE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAA2C;gBAEhE,IAAI,EAAE,yBAAyB;IAQ3C,OAAO,IAAI,IAAI;IAmBf,KAAK,IAAI,IAAI;IAOb,WAAW,IAAI,OAAO;CAGvB;AAED,OAAO,EAAE,qBAAqB,EAAE,CAAC;AACjC,YAAY,EAAE,yBAAyB,EAAE,CAAC"}

package/dist/ws/BinanceUserDataStream.js

@@ -0,0 +1,48 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinanceUserDataStream = void 0;
+const websocket_engine_1 = require("@solncebro/websocket-engine");
+function parseUserDataMessage(rawData) {
+    return JSON.parse(rawData.toString());
+}
+class BinanceUserDataStream {
+    ws = null;
+    logger;
+    listenKey;
+    baseWsUrl;
+    onNotify;
+    onMessageHandler;
+    constructor(args) {
+        this.logger = args.logger;
+        this.listenKey = args.listenKey;
+        this.baseWsUrl = args.baseWsUrl;
+        this.onNotify = args.onNotify;
+        this.onMessageHandler = args.onMessage;
+    }
+    connect() {
+        if (this.ws !== null) {
+            return;
+        }
+        const url = `${this.baseWsUrl}/${this.listenKey}`;
+        this.ws = new websocket_engine_1.ReliableWebSocket({
+            label: 'BinanceUserDataStream',
+            url,
+            logger: this.logger,
+            parseMessage: parseUserDataMessage,
+            onMessage: (message) => this.onMessageHandler(message),
+            onNotify: this.onNotify,
+        });
+        this.logger.info(`BinanceUserDataStream connected with listenKey: ${this.listenKey}`);
+    }
+    close() {
+        if (this.ws !== null) {
+            this.ws.close();
+            this.ws = null;
+        }
+    }
+    isConnected() {
+        return this.ws !== null;
+    }
+}
+exports.BinanceUserDataStream = BinanceUserDataStream;
+//# sourceMappingURL=BinanceUserDataStream.js.map

package/dist/ws/BinanceUserDataStream.js.map

@@ -0,0 +1 @@
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package/dist/ws/BybitPrivateStream.d.ts

@@ -0,0 +1,25 @@
+import type { ExchangeLogger } from '../types/common';
+interface BybitPrivateStreamArgs {
+    apiKey: string;
+    secret: string;
+    logger: ExchangeLogger;
+    onNotify?: (message: string) => void | Promise<void>;
+    onMessage: (event: Record<string, unknown>) => void;
+}
+declare class BybitPrivateStream {
+    private ws;
+    private readonly logger;
+    private readonly apiKey;
+    private readonly secret;
+    private readonly onNotify?;
+    private readonly onMessageHandler;
+    constructor(args: BybitPrivateStreamArgs);
+    connect(): void;
+    close(): void;
+    isConnected(): boolean;
+    private authenticate;
+    private handleMessage;
+}
+export { BybitPrivateStream };
+export type { BybitPrivateStreamArgs };
+//# sourceMappingURL=BybitPrivateStream.d.ts.map

package/dist/ws/BybitPrivateStream.d.ts.map

@@ -0,0 +1 @@
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package/dist/ws/BybitPrivateStream.js

@@ -0,0 +1,79 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BybitPrivateStream = void 0;
+const node_crypto_1 = __importDefault(require("node:crypto"));
+const websocket_engine_1 = require("@solncebro/websocket-engine");
+const bybit_1 = require("../constants/bybit");
+function parseBybitPrivateMessage(rawData) {
+    return JSON.parse(rawData.toString());
+}
+function isBybitPongResponse(message) {
+    return message.op === 'pong' || message.ret_msg === 'pong';
+}
+class BybitPrivateStream {
+    ws = null;
+    logger;
+    apiKey;
+    secret;
+    onNotify;
+    onMessageHandler;
+    constructor(args) {
+        this.logger = args.logger;
+        this.apiKey = args.apiKey;
+        this.secret = args.secret;
+        this.onNotify = args.onNotify;
+        this.onMessageHandler = args.onMessage;
+    }
+    connect() {
+        if (this.ws !== null) {
+            return;
+        }
+        this.ws = new websocket_engine_1.ReliableWebSocket({
+            label: 'BybitPrivateStream',
+            url: bybit_1.BYBIT_PRIVATE_WS_URL,
+            logger: this.logger,
+            parseMessage: parseBybitPrivateMessage,
+            onMessage: (message) => this.handleMessage(message),
+            onOpen: (context) => this.authenticate(context),
+            onNotify: this.onNotify,
+            heartbeat: {
+                buildPayload: () => ({ op: 'ping' }),
+                isResponse: isBybitPongResponse,
+            },
+            configuration: {
+                pingInterval: 20000,
+            },
+        });
+    }
+    close() {
+        if (this.ws !== null) {
+            this.ws.close();
+            this.ws = null;
+        }
+    }
+    isConnected() {
+        return this.ws !== null;
+    }
+    async authenticate(context) {
+        const timestamp = Date.now();
+        const payload = `GET/realtime${timestamp}`;
+        const signature = node_crypto_1.default.createHmac('sha256', this.secret).update(payload).digest('hex');
+        context.send({
+            op: 'auth',
+            args: [this.apiKey, timestamp, signature],
+        });
+        await context.waitForMessage((message) => message.op === 'auth' && message.success === true, 10000);
+        this.logger.info('BybitPrivateStream authenticated');
+    }
+    handleMessage(message) {
+        if (message.op === 'auth') {
+            return;
+        }
+        this.onMessageHandler(message);
+    }
+}
+exports.BybitPrivateStream = BybitPrivateStream;
+//# sourceMappingURL=BybitPrivateStream.js.map

package/dist/ws/BybitPrivateStream.js.map

@@ -0,0 +1 @@
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