@solncebro/exchange-engine 0.1.0

package/dist/ws/BybitPublicStream.d.ts

@@ -0,0 +1,25 @@
+import type { ExchangeLogger, Kline, KlineInterval, TickerBySymbol } from '../types/common';
+declare class BybitPublicStream {
+    private ws;
+    private readonly url;
+    private readonly logger;
+    private readonly onNotify?;
+    private readonly tickerHandlerSet;
+    private readonly klineHandlerByKey;
+    private readonly activeSubscriptionSet;
+    constructor(url: string, 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 handleMessage;
+    private handleKlineMessage;
+    private resubscribeAll;
+    private sendSubscribe;
+    private sendUnsubscribe;
+    private resolveTickerTopic;
+}
+export { BybitPublicStream };
+//# sourceMappingURL=BybitPublicStream.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"BybitPublicStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,KAAK,EAAE,aAAa,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AAiC5F,cAAM,iBAAiB;IACrB,OAAO,CAAC,EAAE,CAAkD;IAC5D,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAS;IAC7B,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,QAAQ,CAAC,qBAAqB,CAA0B;gBAEpD,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC;IAMrG,mBAAmB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI;IAOrE,qBAAqB,CAAC,OAAO,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,GAAG,IAAI;IASvE,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAAG,IAAI;IAoB/F,iBAAiB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAAG,IAAI;IAuBjG,KAAK,IAAI,IAAI;IAQb,OAAO,CAAC,eAAe;IAyBvB,OAAO,CAAC,aAAa;IAgCrB,OAAO,CAAC,kBAAkB;IAwB1B,OAAO,CAAC,cAAc;IAQtB,OAAO,CAAC,aAAa;IAQrB,OAAO,CAAC,eAAe;IAQvB,OAAO,CAAC,kBAAkB;CAG3B;AAED,OAAO,EAAE,iBAAiB,EAAE,CAAC"}

package/dist/ws/BybitPublicStream.js

@@ -0,0 +1,178 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BybitPublicStream = void 0;
+const websocket_engine_1 = require("@solncebro/websocket-engine");
+const bybitNormalizer_1 = require("../normalizers/bybitNormalizer");
+const bybit_1 = require("../constants/bybit");
+function parseBybitMessage(rawData) {
+    return JSON.parse(rawData.toString());
+}
+function isBybitPongResponse(message) {
+    return message.op === 'pong' || message.ret_msg === 'pong';
+}
+function resolveUnifiedInterval(bybitInterval) {
+    for (const [unified, bybit] of Object.entries(bybit_1.BYBIT_KLINE_INTERVAL)) {
+        if (bybit === bybitInterval) {
+            return unified;
+        }
+    }
+    return '1m';
+}
+class BybitPublicStream {
+    ws = null;
+    url;
+    logger;
+    onNotify;
+    tickerHandlerSet = new Set();
+    klineHandlerByKey = new Map();
+    activeSubscriptionSet = new Set();
+    constructor(url, logger, onNotify) {
+        this.url = url;
+        this.logger = logger;
+        this.onNotify = onNotify;
+    }
+    subscribeAllTickers(handler) {
+        this.tickerHandlerSet.add(handler);
+        const topic = this.resolveTickerTopic();
+        this.activeSubscriptionSet.add(topic);
+        this.ensureConnected();
+    }
+    unsubscribeAllTickers(handler) {
+        this.tickerHandlerSet.delete(handler);
+        if (this.tickerHandlerSet.size === 0) {
+            const topic = this.resolveTickerTopic();
+            this.activeSubscriptionSet.delete(topic);
+        }
+    }
+    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);
+        const bybitInterval = bybit_1.BYBIT_KLINE_INTERVAL[interval];
+        const topic = `kline.${bybitInterval}.${symbol}`;
+        this.activeSubscriptionSet.add(topic);
+        if (this.ws !== null) {
+            this.sendSubscribe([topic]);
+        }
+        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);
+            const bybitInterval = bybit_1.BYBIT_KLINE_INTERVAL[interval];
+            const topic = `kline.${bybitInterval}.${symbol}`;
+            this.activeSubscriptionSet.delete(topic);
+            if (this.ws !== null) {
+                this.sendUnsubscribe([topic]);
+            }
+        }
+    }
+    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: 'BybitPublicStream',
+            url: this.url,
+            logger: this.logger,
+            parseMessage: parseBybitMessage,
+            onMessage: (message) => this.handleMessage(message),
+            onReconnectSuccess: () => this.resubscribeAll(),
+            onNotify: this.onNotify,
+            heartbeat: {
+                buildPayload: () => ({ op: 'ping' }),
+                isResponse: isBybitPongResponse,
+            },
+            configuration: {
+                pingInterval: 20000,
+            },
+        });
+        this.resubscribeAll();
+    }
+    handleMessage(message) {
+        if (message.op === 'subscribe' || message.op === 'unsubscribe') {
+            if (message.success) {
+                this.logger.debug(`Bybit subscription successful: ${message.op}`);
+            }
+            else {
+                this.logger.error(`Bybit subscription error: ${JSON.stringify(message)}`);
+            }
+            return;
+        }
+        if (!message.topic || !Array.isArray(message.data)) {
+            return;
+        }
+        const topic = message.topic;
+        if (topic.startsWith('tickers.')) {
+            const tickers = (0, bybitNormalizer_1.normalizeBybitTickers)(message.data);
+            for (const handler of this.tickerHandlerSet) {
+                handler(tickers);
+            }
+            return;
+        }
+        if (topic.startsWith('kline.')) {
+            this.handleKlineMessage(topic, message.data);
+        }
+    }
+    handleKlineMessage(topic, dataList) {
+        const partList = topic.split('.');
+        if (partList.length < 3) {
+            return;
+        }
+        const bybitInterval = partList[1];
+        const symbol = partList.slice(2).join('.');
+        const unifiedInterval = resolveUnifiedInterval(bybitInterval);
+        const key = `${symbol}_${unifiedInterval}`;
+        const handlerSet = this.klineHandlerByKey.get(key);
+        if (!handlerSet || dataList.length === 0) {
+            return;
+        }
+        const kline = (0, bybitNormalizer_1.normalizeBybitKlineWsMessage)(dataList[0]);
+        for (const handler of handlerSet) {
+            handler(kline);
+        }
+    }
+    resubscribeAll() {
+        const topicList = Array.from(this.activeSubscriptionSet);
+        if (topicList.length > 0) {
+            this.sendSubscribe(topicList);
+        }
+    }
+    sendSubscribe(topicList) {
+        try {
+            this.ws.sendToConnectedSocket({ op: 'subscribe', args: topicList });
+        }
+        catch {
+            this.logger.warn('BybitPublicStream: failed to subscribe, socket not connected');
+        }
+    }
+    sendUnsubscribe(topicList) {
+        try {
+            this.ws.sendToConnectedSocket({ op: 'unsubscribe', args: topicList });
+        }
+        catch {
+            this.logger.warn('BybitPublicStream: failed to unsubscribe, socket not connected');
+        }
+    }
+    resolveTickerTopic() {
+        return this.url.includes('linear') ? 'tickers.linear' : 'tickers.spot';
+    }
+}
+exports.BybitPublicStream = BybitPublicStream;
+//# sourceMappingURL=BybitPublicStream.js.map

package/dist/ws/BybitPublicStream.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"BybitPublicStream.js","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAGhE,oEAAqG;AAErG,8CAA0D;AAY1D,SAAS,iBAAiB,CAAC,OAAgB;IACzC,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAmB,CAAC;AAC1D,CAAC;AAED,SAAS,mBAAmB,CAAC,OAAuB;IAClD,OAAO,OAAO,CAAC,EAAE,KAAK,MAAM,IAAI,OAAO,CAAC,OAAO,KAAK,MAAM,CAAC;AAC7D,CAAC;AAED,SAAS,sBAAsB,CAAC,aAAqB;IACnD,KAAK,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,4BAAoB,CAAC,EAAE,CAAC;QACpE,IAAI,KAAK,KAAK,aAAa,EAAE,CAAC;YAC5B,OAAO,OAAwB,CAAC;QAClC,CAAC;IACH,CAAC;IAED,OAAO,IAAI,CAAC;AACd,CAAC;AAED,MAAM,iBAAiB;IACb,EAAE,GAA6C,IAAI,CAAC;IAC3C,GAAG,CAAS;IACZ,MAAM,CAAiB;IACvB,QAAQ,CAA6C;IACrD,gBAAgB,GAA2C,IAAI,GAAG,EAAE,CAAC;IACrE,iBAAiB,GAA6C,IAAI,GAAG,EAAE,CAAC;IACxE,qBAAqB,GAAgB,IAAI,GAAG,EAAE,CAAC;IAEhE,YAAY,GAAW,EAAE,MAAsB,EAAE,QAAoD;QACnG,IAAI,CAAC,GAAG,GAAG,GAAG,CAAC;QACf,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;IAC3B,CAAC;IAED,mBAAmB,CAAC,OAA0C;QAC5D,IAAI,CAAC,gBAAgB,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;QACnC,MAAM,KAAK,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACxC,IAAI,CAAC,qBAAqB,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QACtC,IAAI,CAAC,eAAe,EAAE,CAAC;IACzB,CAAC;IAED,qBAAqB,CAAC,OAA0C;QAC9D,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAEtC,IAAI,IAAI,CAAC,gBAAgB,CAAC,IAAI,KAAK,CAAC,EAAE,CAAC;YACrC,MAAM,KAAK,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;YACxC,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAC3C,CAAC;IACH,CAAC;IAED,eAAe,CAAC,MAAc,EAAE,QAAuB,EAAE,OAA+B;QACtF,MAAM,GAAG,GAAG,GAAG,MAAM,IAAI,QAAQ,EAAE,CAAC;QAEpC,IAAI,CAAC,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC;YACrC,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,GAAG,EAAE,CAAC,CAAC;QAC7C,CAAC;QAED,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAE,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;QAE9C,MAAM,aAAa,GAAG,4BAAoB,CAAC,QAAQ,CAAC,CAAC;QACrD,MAAM,KAAK,GAAG,SAAS,aAAa,IAAI,MAAM,EAAE,CAAC;QACjD,IAAI,CAAC,qBAAqB,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;QAEtC,IAAI,IAAI,CAAC,EAAE,KAAK,IAAI,EAAE,CAAC;YACrB,IAAI,CAAC,aAAa,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;QAC9B,CAAC;aAAM,CAAC;YACN,IAAI,CAAC,eAAe,EAAE,CAAC;QACzB,CAAC;IACH,CAAC;IAED,iBAAiB,CAAC,MAAc,EAAE,QAAuB,EAAE,OAA+B;QACxF,MAAM,GAAG,GAAG,GAAG,MAAM,IAAI,QAAQ,EAAE,CAAC;QACpC,MAAM,UAAU,GAAG,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEnD,IAAI,CAAC,UAAU,EAAE,CAAC;YAChB,OAAO;QACT,CAAC;QAED,UAAU,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAE3B,IAAI,UAAU,CAAC,IAAI,KAAK,CAAC,EAAE,CAAC;YAC1B,IAAI,CAAC,iBAAiB,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;YAEnC,MAAM,aAAa,GAAG,4BAAoB,CAAC,QAAQ,CAAC,CAAC;YACrD,MAAM,KAAK,GAAG,SAAS,aAAa,IAAI,MAAM,EAAE,CAAC;YACjD,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;YAEzC,IAAI,IAAI,CAAC,EAAE,KAAK,IAAI,EAAE,CAAC;gBACrB,IAAI,CAAC,eAAe,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;YAChC,CAAC;QACH,CAAC;IACH,CAAC;IAED,KAAK;QACH,IAAI,IAAI,CAAC,EAAE,KAAK,IAAI,EAAE,CAAC;YACrB,IAAI,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC;YAEhB,IAAI,CAAC,EAAE,GAAG,IAAI,CAAC;QACjB,CAAC;IACH,CAAC;IAEO,eAAe;QACrB,IAAI,IAAI,CAAC,EAAE,KAAK,IAAI,EAAE,CAAC;YACrB,OAAO;QACT,CAAC;QAED,IAAI,CAAC,EAAE,GAAG,IAAI,oCAAiB,CAAiB;YAC9C,KAAK,EAAE,mBAAmB;YAC1B,GAAG,EAAE,IAAI,CAAC,GAAG;YACb,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,YAAY,EAAE,iBAAiB;YAC/B,SAAS,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC;YACnD,kBAAkB,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,cAAc,EAAE;YAC/C,QAAQ,EAAE,IAAI,CAAC,QAAQ;YACvB,SAAS,EAAE;gBACT,YAAY,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC;gBACpC,UAAU,EAAE,mBAAmB;aAChC;YACD,aAAa,EAAE;gBACb,YAAY,EAAE,KAAK;aACpB;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,cAAc,EAAE,CAAC;IACxB,CAAC;IAEO,aAAa,CAAC,OAAuB;QAC3C,IAAI,OAAO,CAAC,EAAE,KAAK,WAAW,IAAI,OAAO,CAAC,EAAE,KAAK,aAAa,EAAE,CAAC;YAC/D,IAAI,OAAO,CAAC,OAAO,EAAE,CAAC;gBACpB,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,kCAAkC,OAAO,CAAC,EAAE,EAAE,CAAC,CAAC;YACpE,CAAC;iBAAM,CAAC;gBACN,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,6BAA6B,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;YAC5E,CAAC;YAED,OAAO;QACT,CAAC;QAED,IAAI,CAAC,OAAO,CAAC,KAAK,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;YACnD,OAAO;QACT,CAAC;QAED,MAAM,KAAK,GAAG,OAAO,CAAC,KAAK,CAAC;QAE5B,IAAI,KAAK,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;YACjC,MAAM,OAAO,GAAG,IAAA,uCAAqB,EAAC,OAAO,CAAC,IAAwB,CAAC,CAAC;YAExE,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,gBAAgB,EAAE,CAAC;gBAC5C,OAAO,CAAC,OAAO,CAAC,CAAC;YACnB,CAAC;YAED,OAAO;QACT,CAAC;QAED,IAAI,KAAK,CAAC,UAAU,CAAC,QAAQ,CAAC,EAAE,CAAC;YAC/B,IAAI,CAAC,kBAAkB,CAAC,KAAK,EAAE,OAAO,CAAC,IAAyB,CAAC,CAAC;QACpE,CAAC;IACH,CAAC;IAEO,kBAAkB,CAAC,KAAa,EAAE,QAA2B;QACnE,MAAM,QAAQ,GAAG,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QAElC,IAAI,QAAQ,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACxB,OAAO;QACT,CAAC;QAED,MAAM,aAAa,GAAG,QAAQ,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,MAAM,GAAG,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC3C,MAAM,eAAe,GAAG,sBAAsB,CAAC,aAAa,CAAC,CAAC;QAC9D,MAAM,GAAG,GAAG,GAAG,MAAM,IAAI,eAAe,EAAE,CAAC;QAC3C,MAAM,UAAU,GAAG,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEnD,IAAI,CAAC,UAAU,IAAI,QAAQ,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YACzC,OAAO;QACT,CAAC;QAED,MAAM,KAAK,GAAG,IAAA,8CAA4B,EAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;QAExD,KAAK,MAAM,OAAO,IAAI,UAAU,EAAE,CAAC;YACjC,OAAO,CAAC,KAAK,CAAC,CAAC;QACjB,CAAC;IACH,CAAC;IAEO,cAAc;QACpB,MAAM,SAAS,GAAG,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,qBAAqB,CAAC,CAAC;QAEzD,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;YACzB,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAC;QAChC,CAAC;IACH,CAAC;IAEO,aAAa,CAAC,SAAmB;QACvC,IAAI,CAAC;YACH,IAAI,CAAC,EAAG,CAAC,qBAAqB,CAAC,EAAE,EAAE,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;QACvE,CAAC;QAAC,MAAM,CAAC;YACP,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,8DAA8D,CAAC,CAAC;QACnF,CAAC;IACH,CAAC;IAEO,eAAe,CAAC,SAAmB;QACzC,IAAI,CAAC;YACH,IAAI,CAAC,EAAG,CAAC,qBAAqB,CAAC,EAAE,EAAE,EAAE,aAAa,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;QACzE,CAAC;QAAC,MAAM,CAAC;YACP,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,gEAAgE,CAAC,CAAC;QACrF,CAAC;IACH,CAAC;IAEO,kBAAkB;QACxB,OAAO,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,gBAAgB,CAAC,CAAC,CAAC,cAAc,CAAC;IACzE,CAAC;CACF;AAEQ,8CAAiB"}

package/dist/ws/BybitTradeStream.d.ts

@@ -0,0 +1,27 @@
+import type { ExchangeLogger, Order } from '../types/common';
+interface BybitTradeStreamArgs {
+    apiKey: string;
+    secret: string;
+    logger: ExchangeLogger;
+    onNotify?: (message: string) => void | Promise<void>;
+}
+declare class BybitTradeStream {
+    private ws;
+    private readonly logger;
+    private readonly apiKey;
+    private readonly secret;
+    private readonly onNotify?;
+    private readonly pendingRequestByReqId;
+    private connectPromise;
+    constructor(args: BybitTradeStreamArgs);
+    createOrder(orderParams: Record<string, unknown>): Promise<Order>;
+    disconnect(): void;
+    isConnected(): boolean;
+    private ensureConnected;
+    private initConnection;
+    private authenticate;
+    private handleMessage;
+}
+export { BybitTradeStream };
+export type { BybitTradeStreamArgs };
+//# sourceMappingURL=BybitTradeStream.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"BybitTradeStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitTradeStream.ts"],"names":[],"mappings":"AAKA,OAAO,KAAK,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,iBAAiB,CAAC;AAe7D,UAAU,oBAAoB;IAC5B,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,cAAc,CAAC;IACvB,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;CACtD;AAkBD,cAAM,gBAAgB;IACpB,OAAO,CAAC,EAAE,CAAqD;IAC/D,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAiB;IACxC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAS;IAChC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAS;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAA4C;IACtE,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAA0C;IAChF,OAAO,CAAC,cAAc,CAA8B;gBAExC,IAAI,EAAE,oBAAoB;IAOhC,WAAW,CAAC,WAAW,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,GAAG,OAAO,CAAC,KAAK,CAAC;IAsBvE,UAAU,IAAI,IAAI;IAelB,WAAW,IAAI,OAAO;YAIR,eAAe;IAkB7B,OAAO,CAAC,cAAc;YAkCR,YAAY;IAkB1B,OAAO,CAAC,aAAa;CAuBtB;AAED,OAAO,EAAE,gBAAgB,EAAE,CAAC;AAC5B,YAAY,EAAE,oBAAoB,EAAE,CAAC"}

package/dist/ws/BybitTradeStream.js

@@ -0,0 +1,146 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BybitTradeStream = void 0;
+const node_crypto_1 = __importDefault(require("node:crypto"));
+const websocket_engine_1 = require("@solncebro/websocket-engine");
+const bybitNormalizer_1 = require("../normalizers/bybitNormalizer");
+const bybit_1 = require("../constants/bybit");
+function parseBybitTradeMessage(rawData) {
+    return JSON.parse(rawData.toString());
+}
+function isBybitPongResponse(message) {
+    return message.op === 'pong' || message.ret_msg === 'pong';
+}
+const ORDER_TIMEOUT_MS = 30000;
+class BybitTradeStream {
+    ws = null;
+    logger;
+    apiKey;
+    secret;
+    onNotify;
+    pendingRequestByReqId = new Map();
+    connectPromise = null;
+    constructor(args) {
+        this.logger = args.logger;
+        this.apiKey = args.apiKey;
+        this.secret = args.secret;
+        this.onNotify = args.onNotify;
+    }
+    async createOrder(orderParams) {
+        await this.ensureConnected();
+        const reqId = `order_${Date.now()}_${Math.random().toString(36).slice(2)}`;
+        const request = {
+            op: 'order.create',
+            args: [{ ...orderParams }],
+            header: { 'X-BAPI-TIMESTAMP': String(Date.now()), 'X-BAPI-RECV-WINDOW': '7000' },
+            reqId,
+        };
+        return new Promise((resolve, reject) => {
+            const timeout = setTimeout(() => {
+                this.pendingRequestByReqId.delete(reqId);
+                reject(new Error(`Order creation timeout after ${ORDER_TIMEOUT_MS}ms`));
+            }, ORDER_TIMEOUT_MS);
+            this.pendingRequestByReqId.set(reqId, { resolve, reject, timeout });
+            this.ws.sendToConnectedSocket(request);
+        });
+    }
+    disconnect() {
+        for (const [reqId, pending] of this.pendingRequestByReqId) {
+            clearTimeout(pending.timeout);
+            pending.reject(new Error('BybitTradeStream disconnected'));
+            this.pendingRequestByReqId.delete(reqId);
+        }
+        if (this.ws !== null) {
+            this.ws.close();
+            this.ws = null;
+        }
+        this.connectPromise = null;
+    }
+    isConnected() {
+        return this.ws !== null;
+    }
+    async ensureConnected() {
+        if (this.ws !== null) {
+            return;
+        }
+        if (this.connectPromise !== null) {
+            return this.connectPromise;
+        }
+        this.connectPromise = this.initConnection();
+        try {
+            await this.connectPromise;
+        }
+        finally {
+            this.connectPromise = null;
+        }
+    }
+    initConnection() {
+        return new Promise((resolve, reject) => {
+            let resolved = false;
+            this.ws = new websocket_engine_1.ReliableWebSocket({
+                label: 'BybitTradeStream',
+                url: bybit_1.BYBIT_TRADE_WS_URL,
+                logger: this.logger,
+                parseMessage: parseBybitTradeMessage,
+                onMessage: (message) => this.handleMessage(message),
+                onOpen: async (context) => {
+                    try {
+                        await this.authenticate(context);
+                        resolved = true;
+                        resolve();
+                    }
+                    catch (error) {
+                        if (!resolved) {
+                            resolved = true;
+                            reject(error);
+                        }
+                    }
+                },
+                onNotify: this.onNotify,
+                heartbeat: {
+                    buildPayload: () => ({ op: 'ping' }),
+                    isResponse: isBybitPongResponse,
+                },
+                configuration: {
+                    pingInterval: 20000,
+                },
+            });
+        });
+    }
+    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('BybitTradeStream authenticated');
+    }
+    handleMessage(message) {
+        if (message.op === 'auth') {
+            return;
+        }
+        if (message.op === 'order.create' && message.reqId) {
+            const pending = this.pendingRequestByReqId.get(message.reqId);
+            if (!pending) {
+                return;
+            }
+            clearTimeout(pending.timeout);
+            this.pendingRequestByReqId.delete(message.reqId);
+            if (message.success && message.data) {
+                const order = (0, bybitNormalizer_1.normalizeBybitOrder)(message.data);
+                pending.resolve(order);
+            }
+            else {
+                pending.reject(new Error(message.reason ?? message.ret_msg ?? 'Order creation failed'));
+            }
+        }
+    }
+}
+exports.BybitTradeStream = BybitTradeStream;
+//# sourceMappingURL=BybitTradeStream.js.map

package/dist/ws/BybitTradeStream.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"BybitTradeStream.js","sourceRoot":"","sources":["../../src/ws/BybitTradeStream.ts"],"names":[],"mappings":";;;;;;AAAA,8DAAiC;AAEjC,kEAAgE;AAIhE,oEAAqE;AAErE,8CAAwD;AAyBxD,SAAS,sBAAsB,CAAC,OAAgB;IAC9C,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAsB,CAAC;AAC7D,CAAC;AAED,SAAS,mBAAmB,CAAC,OAA0B;IACrD,OAAO,OAAO,CAAC,EAAE,KAAK,MAAM,IAAI,OAAO,CAAC,OAAO,KAAK,MAAM,CAAC;AAC7D,CAAC;AAED,MAAM,gBAAgB,GAAG,KAAK,CAAC;AAE/B,MAAM,gBAAgB;IACZ,EAAE,GAAgD,IAAI,CAAC;IAC9C,MAAM,CAAiB;IACvB,MAAM,CAAS;IACf,MAAM,CAAS;IACf,QAAQ,CAA6C;IACrD,qBAAqB,GAAgC,IAAI,GAAG,EAAE,CAAC;IACxE,cAAc,GAAyB,IAAI,CAAC;IAEpD,YAAY,IAA0B;QACpC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC;QAC1B,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC;QAC1B,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC;QAC1B,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;IAChC,CAAC;IAED,KAAK,CAAC,WAAW,CAAC,WAAoC;QACpD,MAAM,IAAI,CAAC,eAAe,EAAE,CAAC;QAE7B,MAAM,KAAK,GAAG,SAAS,IAAI,CAAC,GAAG,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC;QAC3E,MAAM,OAAO,GAAG;YACd,EAAE,EAAE,cAAc;YAClB,IAAI,EAAE,CAAC,EAAE,GAAG,WAAW,EAAE,CAAC;YAC1B,MAAM,EAAE,EAAE,kBAAkB,EAAE,MAAM,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,oBAAoB,EAAE,MAAM,EAAE;YAChF,KAAK;SACN,CAAC;QAEF,OAAO,IAAI,OAAO,CAAQ,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YAC5C,MAAM,OAAO,GAAG,UAAU,CAAC,GAAG,EAAE;gBAC9B,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBACzC,MAAM,CAAC,IAAI,KAAK,CAAC,gCAAgC,gBAAgB,IAAI,CAAC,CAAC,CAAC;YAC1E,CAAC,EAAE,gBAAgB,CAAC,CAAC;YAErB,IAAI,CAAC,qBAAqB,CAAC,GAAG,CAAC,KAAK,EAAE,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC,CAAC;YACpE,IAAI,CAAC,EAAG,CAAC,qBAAqB,CAAC,OAAO,CAAC,CAAC;QAC1C,CAAC,CAAC,CAAC;IACL,CAAC;IAED,UAAU;QACR,KAAK,MAAM,CAAC,KAAK,EAAE,OAAO,CAAC,IAAI,IAAI,CAAC,qBAAqB,EAAE,CAAC;YAC1D,YAAY,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAC9B,OAAO,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,+BAA+B,CAAC,CAAC,CAAC;YAC3D,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAC3C,CAAC;QAED,IAAI,IAAI,CAAC,EAAE,KAAK,IAAI,EAAE,CAAC;YACrB,IAAI,CAAC,EAAE,CAAC,KAAK,EAAE,CAAC;YAChB,IAAI,CAAC,EAAE,GAAG,IAAI,CAAC;QACjB,CAAC;QAED,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;IAC7B,CAAC;IAED,WAAW;QACT,OAAO,IAAI,CAAC,EAAE,KAAK,IAAI,CAAC;IAC1B,CAAC;IAEO,KAAK,CAAC,eAAe;QAC3B,IAAI,IAAI,CAAC,EAAE,KAAK,IAAI,EAAE,CAAC;YACrB,OAAO;QACT,CAAC;QAED,IAAI,IAAI,CAAC,cAAc,KAAK,IAAI,EAAE,CAAC;YACjC,OAAO,IAAI,CAAC,cAAc,CAAC;QAC7B,CAAC;QAED,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,cAAc,EAAE,CAAC;QAE5C,IAAI,CAAC;YACH,MAAM,IAAI,CAAC,cAAc,CAAC;QAC5B,CAAC;gBAAS,CAAC;YACT,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;QAC7B,CAAC;IACH,CAAC;IAEO,cAAc;QACpB,OAAO,IAAI,OAAO,CAAO,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YAC3C,IAAI,QAAQ,GAAG,KAAK,CAAC;YAErB,IAAI,CAAC,EAAE,GAAG,IAAI,oCAAiB,CAAoB;gBACjD,KAAK,EAAE,kBAAkB;gBACzB,GAAG,EAAE,0BAAkB;gBACvB,MAAM,EAAE,IAAI,CAAC,MAAM;gBACnB,YAAY,EAAE,sBAAsB;gBACpC,SAAS,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC;gBACnD,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,EAAE;oBACxB,IAAI,CAAC;wBACH,MAAM,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,CAAC;wBACjC,QAAQ,GAAG,IAAI,CAAC;wBAChB,OAAO,EAAE,CAAC;oBACZ,CAAC;oBAAC,OAAO,KAAK,EAAE,CAAC;wBACf,IAAI,CAAC,QAAQ,EAAE,CAAC;4BACd,QAAQ,GAAG,IAAI,CAAC;4BAChB,MAAM,CAAC,KAAK,CAAC,CAAC;wBAChB,CAAC;oBACH,CAAC;gBACH,CAAC;gBACD,QAAQ,EAAE,IAAI,CAAC,QAAQ;gBACvB,SAAS,EAAE;oBACT,YAAY,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC;oBACpC,UAAU,EAAE,mBAAmB;iBAChC;gBACD,aAAa,EAAE;oBACb,YAAY,EAAE,KAAK;iBACpB;aACF,CAAC,CAAC;QACL,CAAC,CAAC,CAAC;IACL,CAAC;IAEO,KAAK,CAAC,YAAY,CAAC,OAAgD;QACzE,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QAC7B,MAAM,OAAO,GAAG,eAAe,SAAS,EAAE,CAAC;QAC3C,MAAM,SAAS,GAAG,qBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAEzF,OAAO,CAAC,IAAI,CAAC;YACX,EAAE,EAAE,MAAM;YACV,IAAI,EAAE,CAAC,IAAI,CAAC,MAAM,EAAE,SAAS,EAAE,SAAS,CAAC;SAC1C,CAAC,CAAC;QAEH,MAAM,OAAO,CAAC,cAAc,CAC1B,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAAE,KAAK,MAAM,IAAI,OAAO,CAAC,OAAO,KAAK,IAAI,EAC9D,KAAK,CACN,CAAC;QAEF,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,gCAAgC,CAAC,CAAC;IACrD,CAAC;IAEO,aAAa,CAAC,OAA0B;QAC9C,IAAI,OAAO,CAAC,EAAE,KAAK,MAAM,EAAE,CAAC;YAC1B,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,EAAE,KAAK,cAAc,IAAI,OAAO,CAAC,KAAK,EAAE,CAAC;YACnD,MAAM,OAAO,GAAG,IAAI,CAAC,qBAAqB,CAAC,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAE9D,IAAI,CAAC,OAAO,EAAE,CAAC;gBACb,OAAO;YACT,CAAC;YAED,YAAY,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAC9B,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAEjD,IAAI,OAAO,CAAC,OAAO,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;gBACpC,MAAM,KAAK,GAAG,IAAA,qCAAmB,EAAC,OAAO,CAAC,IAA6B,CAAC,CAAC;gBACzE,OAAO,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YACzB,CAAC;iBAAM,CAAC;gBACN,OAAO,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,OAAO,IAAI,uBAAuB,CAAC,CAAC,CAAC;YAC1F,CAAC;QACH,CAAC;IACH,CAAC;CACF;AAEQ,4CAAgB"}

package/package.json

@@ -0,0 +1,58 @@
+{
+  "name": "@solncebro/exchange-engine",
+  "version": "0.1.0",
+  "description": "Universal TypeScript client library for Binance and Bybit with unified API, type safety, and WebSocket support",
+  "main": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "files": [
+    "dist",
+    "README.md",
+    "LICENSE",
+    "CHANGELOG.md"
+  ],
+  "scripts": {
+    "build": "rm -rf dist && tsc -p tsconfig.json",
+    "build:watch": "tsc -p tsconfig.json --watch",
+    "test:smoke": "ts-node --project test/tsconfig.json test/smoke.test.ts",
+    "type-check": "tsc -p tsconfig.json --noEmit",
+    "prepublishOnly": "npm run build && npm run type-check"
+  },
+  "keywords": [
+    "exchange",
+    "binance",
+    "bybit",
+    "trading",
+    "websocket",
+    "rest",
+    "crypto",
+    "cryptocurrency",
+    "api",
+    "client",
+    "typescript"
+  ],
+  "author": {
+    "name": "solncebro",
+    "url": "https://github.com/solncebro"
+  },
+  "license": "MIT",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/solncebro/exchange-engine.git"
+  },
+  "bugs": {
+    "url": "https://github.com/solncebro/exchange-engine/issues"
+  },
+  "homepage": "https://github.com/solncebro/exchange-engine#readme",
+  "engines": {
+    "node": ">=18.0.0"
+  },
+  "dependencies": {
+    "@solncebro/websocket-engine": "^0.1.0",
+    "axios": "^1.7.7"
+  },
+  "devDependencies": {
+    "@types/node": "^22.0.0",
+    "@types/ws": "^8.18.1",
+    "typescript": "^5.7.0"
+  }
+}