@solncebro/exchange-engine 0.1.1 → 0.1.2
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/CHANGELOG.md +17 -0
- package/README.md +7 -7
- package/dist/auth/binanceAuth.js +3 -6
- package/dist/auth/binanceAuth.js.map +1 -1
- package/dist/auth/bybitAuth.d.ts +0 -1
- package/dist/auth/bybitAuth.d.ts.map +1 -1
- package/dist/auth/bybitAuth.js +2 -9
- package/dist/auth/bybitAuth.js.map +1 -1
- package/dist/constants/binance.d.ts +5 -1
- package/dist/constants/binance.d.ts.map +1 -1
- package/dist/constants/binance.js +7 -4
- package/dist/constants/binance.js.map +1 -1
- package/dist/constants/bybit.d.ts +3 -5
- package/dist/constants/bybit.d.ts.map +1 -1
- package/dist/constants/bybit.js +6 -9
- package/dist/constants/bybit.js.map +1 -1
- package/dist/exchanges/BaseExchangeClient.d.ts +36 -0
- package/dist/exchanges/BaseExchangeClient.d.ts.map +1 -0
- package/dist/exchanges/BaseExchangeClient.js +91 -0
- package/dist/exchanges/BaseExchangeClient.js.map +1 -0
- package/dist/exchanges/BinanceBaseClient.d.ts +21 -0
- package/dist/exchanges/BinanceBaseClient.d.ts.map +1 -0
- package/dist/exchanges/BinanceBaseClient.js +65 -0
- package/dist/exchanges/BinanceBaseClient.js.map +1 -0
- package/dist/exchanges/BinanceFutures.d.ts +7 -21
- package/dist/exchanges/BinanceFutures.d.ts.map +1 -1
- package/dist/exchanges/BinanceFutures.js +17 -94
- package/dist/exchanges/BinanceFutures.js.map +1 -1
- package/dist/exchanges/BinanceSpot.d.ts +7 -21
- package/dist/exchanges/BinanceSpot.d.ts.map +1 -1
- package/dist/exchanges/BinanceSpot.js +14 -95
- package/dist/exchanges/BinanceSpot.js.map +1 -1
- package/dist/exchanges/BybitLinear.d.ts +15 -18
- package/dist/exchanges/BybitLinear.d.ts.map +1 -1
- package/dist/exchanges/BybitLinear.js +58 -67
- package/dist/exchanges/BybitLinear.js.map +1 -1
- package/dist/exchanges/BybitSpot.d.ts +13 -17
- package/dist/exchanges/BybitSpot.d.ts.map +1 -1
- package/dist/exchanges/BybitSpot.js +36 -62
- package/dist/exchanges/BybitSpot.js.map +1 -1
- package/dist/http/BaseHttpClient.d.ts +10 -1
- package/dist/http/BaseHttpClient.d.ts.map +1 -1
- package/dist/http/BaseHttpClient.js +27 -5
- package/dist/http/BaseHttpClient.js.map +1 -1
- package/dist/http/BinanceBaseHttpClient.d.ts +49 -0
- package/dist/http/BinanceBaseHttpClient.d.ts.map +1 -0
- package/dist/http/BinanceBaseHttpClient.js +86 -0
- package/dist/http/BinanceBaseHttpClient.js.map +1 -0
- package/dist/http/BinanceFuturesHttpClient.d.ts +11 -40
- package/dist/http/BinanceFuturesHttpClient.d.ts.map +1 -1
- package/dist/http/BinanceFuturesHttpClient.js +36 -180
- package/dist/http/BinanceFuturesHttpClient.js.map +1 -1
- package/dist/http/BinanceSpotHttpClient.d.ts +5 -24
- package/dist/http/BinanceSpotHttpClient.d.ts.map +1 -1
- package/dist/http/BinanceSpotHttpClient.js +15 -90
- package/dist/http/BinanceSpotHttpClient.js.map +1 -1
- package/dist/http/BybitHttpClient.d.ts +81 -134
- package/dist/http/BybitHttpClient.d.ts.map +1 -1
- package/dist/http/BybitHttpClient.js +61 -94
- package/dist/http/BybitHttpClient.js.map +1 -1
- package/dist/index.d.ts +3 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +6 -1
- package/dist/index.js.map +1 -1
- package/dist/normalizers/binanceNormalizer.d.ts +2 -1
- package/dist/normalizers/binanceNormalizer.d.ts.map +1 -1
- package/dist/normalizers/binanceNormalizer.js +8 -5
- package/dist/normalizers/binanceNormalizer.js.map +1 -1
- package/dist/normalizers/bybitNormalizer.d.ts +7 -1
- package/dist/normalizers/bybitNormalizer.d.ts.map +1 -1
- package/dist/normalizers/bybitNormalizer.js +21 -5
- package/dist/normalizers/bybitNormalizer.js.map +1 -1
- package/dist/types/common.d.ts +4 -2
- package/dist/types/common.d.ts.map +1 -1
- package/dist/types/exchange.d.ts +6 -2
- package/dist/types/exchange.d.ts.map +1 -1
- package/dist/types/stream.d.ts +10 -0
- package/dist/types/stream.d.ts.map +1 -0
- package/dist/types/stream.js +3 -0
- package/dist/types/stream.js.map +1 -0
- package/dist/utils/crypto.d.ts +2 -0
- package/dist/utils/crypto.d.ts.map +1 -0
- package/dist/utils/crypto.js +11 -0
- package/dist/utils/crypto.js.map +1 -0
- package/dist/utils/httpParams.d.ts +3 -0
- package/dist/utils/httpParams.d.ts.map +1 -0
- package/dist/utils/httpParams.js +15 -0
- package/dist/utils/httpParams.js.map +1 -0
- package/dist/utils/klineLoader.d.ts +10 -0
- package/dist/utils/klineLoader.d.ts.map +1 -0
- package/dist/utils/klineLoader.js +19 -0
- package/dist/utils/klineLoader.js.map +1 -0
- package/dist/ws/BinanceFuturesPublicStream.d.ts +6 -5
- package/dist/ws/BinanceFuturesPublicStream.d.ts.map +1 -1
- package/dist/ws/BinanceFuturesPublicStream.js +27 -56
- package/dist/ws/BinanceFuturesPublicStream.js.map +1 -1
- package/dist/ws/BinanceSpotPublicStream.d.ts +7 -5
- package/dist/ws/BinanceSpotPublicStream.d.ts.map +1 -1
- package/dist/ws/BinanceSpotPublicStream.js +17 -22
- package/dist/ws/BinanceSpotPublicStream.js.map +1 -1
- package/dist/ws/BinanceUserDataStream.d.ts +1 -1
- package/dist/ws/BinanceUserDataStream.d.ts.map +1 -1
- package/dist/ws/BinanceUserDataStream.js +7 -7
- package/dist/ws/BinanceUserDataStream.js.map +1 -1
- package/dist/ws/BybitPrivateStream.d.ts +1 -1
- package/dist/ws/BybitPrivateStream.d.ts.map +1 -1
- package/dist/ws/BybitPrivateStream.js +11 -28
- package/dist/ws/BybitPrivateStream.js.map +1 -1
- package/dist/ws/BybitPublicStream.d.ts +5 -4
- package/dist/ws/BybitPublicStream.d.ts.map +1 -1
- package/dist/ws/BybitPublicStream.js +14 -19
- package/dist/ws/BybitPublicStream.js.map +1 -1
- package/dist/ws/BybitTradeStream.d.ts +4 -2
- package/dist/ws/BybitTradeStream.d.ts.map +1 -1
- package/dist/ws/BybitTradeStream.js +24 -40
- package/dist/ws/BybitTradeStream.js.map +1 -1
- package/dist/ws/binanceWsUtils.d.ts +4 -0
- package/dist/ws/binanceWsUtils.d.ts.map +1 -0
- package/dist/ws/binanceWsUtils.js +13 -0
- package/dist/ws/binanceWsUtils.js.map +1 -0
- package/dist/ws/bybitWsUtils.d.ts +29 -0
- package/dist/ws/bybitWsUtils.d.ts.map +1 -0
- package/dist/ws/bybitWsUtils.js +29 -0
- package/dist/ws/bybitWsUtils.js.map +1 -0
- package/package.json +17 -3
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@@ -4,12 +4,10 @@ exports.BybitPublicStream = void 0;
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const websocket_engine_1 = require("@solncebro/websocket-engine");
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const bybitNormalizer_1 = require("../normalizers/bybitNormalizer");
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const bybit_1 = require("../constants/bybit");
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const bybitWsUtils_1 = require("./bybitWsUtils");
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function parseBybitMessage(rawData) {
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return JSON.parse(rawData.toString());
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}
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function isBybitPongResponse(message) {
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return message.op === 'pong' || message.ret_msg === 'pong';
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}
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function resolveUnifiedInterval(bybitInterval) {
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for (const [unified, bybit] of Object.entries(bybit_1.BYBIT_KLINE_INTERVAL)) {
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if (bybit === bybitInterval) {
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return '1m';
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}
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class BybitPublicStream {
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-
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webSocket = null;
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url;
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logger;
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onNotify;
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const bybitInterval = bybit_1.BYBIT_KLINE_INTERVAL[interval];
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const topic = `kline.${bybitInterval}.${symbol}`;
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this.activeSubscriptionSet.add(topic);
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if (this.
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if (this.webSocket !== null) {
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this.sendSubscribe([topic]);
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}
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else {
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const bybitInterval = bybit_1.BYBIT_KLINE_INTERVAL[interval];
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const topic = `kline.${bybitInterval}.${symbol}`;
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this.activeSubscriptionSet.delete(topic);
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if (this.
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if (this.webSocket !== null) {
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this.sendUnsubscribe([topic]);
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}
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}
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}
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close() {
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if (this.
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this.
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this.
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if (this.webSocket !== null) {
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this.webSocket.close();
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this.webSocket = null;
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}
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}
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ensureConnected() {
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if (this.
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if (this.webSocket !== null) {
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return;
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}
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this.
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this.webSocket = new websocket_engine_1.ReliableWebSocket({
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label: 'BybitPublicStream',
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url: this.url,
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logger: this.logger,
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onMessage: (message) => this.handleMessage(message),
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onReconnectSuccess: () => this.resubscribeAll(),
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onNotify: this.onNotify,
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heartbeat:
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buildPayload: () => ({ op: 'ping' }),
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isResponse: isBybitPongResponse,
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},
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heartbeat: bybitWsUtils_1.BYBIT_HEARTBEAT_CONFIG,
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configuration: {
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pingInterval:
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pingInterval: bybitWsUtils_1.BYBIT_PING_INTERVAL,
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},
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});
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this.resubscribeAll();
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}
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const kline = (0, bybitNormalizer_1.normalizeBybitKlineWsMessage)(dataList[0]);
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for (const handler of handlerSet) {
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handler(kline);
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handler(symbol, kline);
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}
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}
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resubscribeAll() {
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}
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sendSubscribe(topicList) {
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try {
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this.webSocket.sendToConnectedSocket({ op: 'subscribe', args: topicList });
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}
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catch {
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this.logger.warn('BybitPublicStream: failed to subscribe, socket not connected');
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}
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sendUnsubscribe(topicList) {
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try {
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this.webSocket.sendToConnectedSocket({ op: 'unsubscribe', args: topicList });
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}
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catch {
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this.logger.warn('BybitPublicStream: failed to unsubscribe, socket not connected');
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{"version":3,"file":"BybitPublicStream.js","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;
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+
{"version":3,"file":"BybitPublicStream.js","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAIhE,oEAAqG;AAErG,8CAA0D;AAC1D,iDAAkG;AAQlG,SAAS,iBAAiB,CAAC,OAAgB;IACzC,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAmB,CAAC;AAC1D,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,SAAS,GAA6C,IAAI,CAAC;IAClD,GAAG,CAAS;IACZ,MAAM,CAAiB;IACvB,QAAQ,CAA6C;IACrD,gBAAgB,GAA2C,IAAI,GAAG,EAAE,CAAC;IACrE,iBAAiB,GAAmC,IAAI,GAAG,EAAE,CAAC;IAC9D,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,OAAqB;QAC5E,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,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,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,OAAqB;QAC9E,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,SAAS,KAAK,IAAI,EAAE,CAAC;gBAC5B,IAAI,CAAC,eAAe,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;YAChC,CAAC;QACH,CAAC;IACH,CAAC;IAED,KAAK;QACH,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;YAEvB,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;QACxB,CAAC;IACH,CAAC;IAEO,eAAe;QACrB,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,OAAO;QACT,CAAC;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,oCAAiB,CAAiB;YACrD,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,qCAAsB;YACjC,aAAa,EAAE;gBACb,YAAY,EAAE,kCAAmB;aAClC;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,MAAM,EAAE,KAAK,CAAC,CAAC;QACzB,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,SAAU,CAAC,qBAAqB,CAAC,EAAE,EAAE,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;QAC9E,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,SAAU,CAAC,qBAAqB,CAAC,EAAE,EAAE,EAAE,aAAa,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;QAChF,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"}
|
|
@@ -1,17 +1,19 @@
|
|
|
1
1
|
import type { ExchangeLogger, Order } from '../types/common';
|
|
2
2
|
interface BybitTradeStreamArgs {
|
|
3
|
+
url: string;
|
|
3
4
|
apiKey: string;
|
|
4
5
|
secret: string;
|
|
5
6
|
logger: ExchangeLogger;
|
|
6
7
|
onNotify?: (message: string) => void | Promise<void>;
|
|
7
8
|
}
|
|
8
9
|
declare class BybitTradeStream {
|
|
9
|
-
private
|
|
10
|
+
private webSocket;
|
|
11
|
+
private readonly url;
|
|
10
12
|
private readonly logger;
|
|
11
13
|
private readonly apiKey;
|
|
12
14
|
private readonly secret;
|
|
13
15
|
private readonly onNotify?;
|
|
14
|
-
private readonly
|
|
16
|
+
private readonly pendingRequestByRequestId;
|
|
15
17
|
private connectPromise;
|
|
16
18
|
constructor(args: BybitTradeStreamArgs);
|
|
17
19
|
createOrder(orderParams: Record<string, unknown>): Promise<Order>;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BybitTradeStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitTradeStream.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"BybitTradeStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitTradeStream.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EAAE,cAAc,EAAE,KAAK,EAAE,MAAM,iBAAiB,CAAC;AAa7D,UAAU,oBAAoB;IAC5B,GAAG,EAAE,MAAM,CAAC;IACZ,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;AAcD,cAAM,gBAAgB;IACpB,OAAO,CAAC,SAAS,CAAqD;IACtE,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAS;IAC7B,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,yBAAyB,CAA0C;IACpF,OAAO,CAAC,cAAc,CAA8B;gBAExC,IAAI,EAAE,oBAAoB;IAQhC,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;YA+BR,YAAY;IAI1B,OAAO,CAAC,aAAa;CAuBtB;AAED,OAAO,EAAE,gBAAgB,EAAE,CAAC;AAC5B,YAAY,EAAE,oBAAoB,EAAE,CAAC"}
|
|
@@ -1,29 +1,24 @@
|
|
|
1
1
|
"use strict";
|
|
2
|
-
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
-
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
-
};
|
|
5
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
3
|
exports.BybitTradeStream = void 0;
|
|
7
|
-
const node_crypto_1 = __importDefault(require("node:crypto"));
|
|
8
4
|
const websocket_engine_1 = require("@solncebro/websocket-engine");
|
|
9
5
|
const bybitNormalizer_1 = require("../normalizers/bybitNormalizer");
|
|
10
|
-
const
|
|
6
|
+
const bybitWsUtils_1 = require("./bybitWsUtils");
|
|
11
7
|
function parseBybitTradeMessage(rawData) {
|
|
12
8
|
return JSON.parse(rawData.toString());
|
|
13
9
|
}
|
|
14
|
-
function isBybitPongResponse(message) {
|
|
15
|
-
return message.op === 'pong' || message.ret_msg === 'pong';
|
|
16
|
-
}
|
|
17
10
|
const ORDER_TIMEOUT_MS = 30000;
|
|
18
11
|
class BybitTradeStream {
|
|
19
|
-
|
|
12
|
+
webSocket = null;
|
|
13
|
+
url;
|
|
20
14
|
logger;
|
|
21
15
|
apiKey;
|
|
22
16
|
secret;
|
|
23
17
|
onNotify;
|
|
24
|
-
|
|
18
|
+
pendingRequestByRequestId = new Map();
|
|
25
19
|
connectPromise = null;
|
|
26
20
|
constructor(args) {
|
|
21
|
+
this.url = args.url;
|
|
27
22
|
this.logger = args.logger;
|
|
28
23
|
this.apiKey = args.apiKey;
|
|
29
24
|
this.secret = args.secret;
|
|
@@ -31,39 +26,39 @@ class BybitTradeStream {
|
|
|
31
26
|
}
|
|
32
27
|
async createOrder(orderParams) {
|
|
33
28
|
await this.ensureConnected();
|
|
34
|
-
const
|
|
29
|
+
const requestId = `order_${Date.now()}_${Math.random().toString(36).slice(2)}`;
|
|
35
30
|
const request = {
|
|
36
31
|
op: 'order.create',
|
|
37
32
|
args: [{ ...orderParams }],
|
|
38
33
|
header: { 'X-BAPI-TIMESTAMP': String(Date.now()), 'X-BAPI-RECV-WINDOW': '7000' },
|
|
39
|
-
reqId,
|
|
34
|
+
reqId: requestId,
|
|
40
35
|
};
|
|
41
36
|
return new Promise((resolve, reject) => {
|
|
42
37
|
const timeout = setTimeout(() => {
|
|
43
|
-
this.
|
|
38
|
+
this.pendingRequestByRequestId.delete(requestId);
|
|
44
39
|
reject(new Error(`Order creation timeout after ${ORDER_TIMEOUT_MS}ms`));
|
|
45
40
|
}, ORDER_TIMEOUT_MS);
|
|
46
|
-
this.
|
|
47
|
-
this.
|
|
41
|
+
this.pendingRequestByRequestId.set(requestId, { resolve, reject, timeout });
|
|
42
|
+
this.webSocket.sendToConnectedSocket(request);
|
|
48
43
|
});
|
|
49
44
|
}
|
|
50
45
|
disconnect() {
|
|
51
|
-
for (const [
|
|
46
|
+
for (const [requestId, pending] of this.pendingRequestByRequestId) {
|
|
52
47
|
clearTimeout(pending.timeout);
|
|
53
48
|
pending.reject(new Error('BybitTradeStream disconnected'));
|
|
54
|
-
this.
|
|
49
|
+
this.pendingRequestByRequestId.delete(requestId);
|
|
55
50
|
}
|
|
56
|
-
if (this.
|
|
57
|
-
this.
|
|
58
|
-
this.
|
|
51
|
+
if (this.webSocket !== null) {
|
|
52
|
+
this.webSocket.close();
|
|
53
|
+
this.webSocket = null;
|
|
59
54
|
}
|
|
60
55
|
this.connectPromise = null;
|
|
61
56
|
}
|
|
62
57
|
isConnected() {
|
|
63
|
-
return this.
|
|
58
|
+
return this.webSocket !== null;
|
|
64
59
|
}
|
|
65
60
|
async ensureConnected() {
|
|
66
|
-
if (this.
|
|
61
|
+
if (this.webSocket !== null) {
|
|
67
62
|
return;
|
|
68
63
|
}
|
|
69
64
|
if (this.connectPromise !== null) {
|
|
@@ -80,9 +75,9 @@ class BybitTradeStream {
|
|
|
80
75
|
initConnection() {
|
|
81
76
|
return new Promise((resolve, reject) => {
|
|
82
77
|
let resolved = false;
|
|
83
|
-
this.
|
|
78
|
+
this.webSocket = new websocket_engine_1.ReliableWebSocket({
|
|
84
79
|
label: 'BybitTradeStream',
|
|
85
|
-
url:
|
|
80
|
+
url: this.url,
|
|
86
81
|
logger: this.logger,
|
|
87
82
|
parseMessage: parseBybitTradeMessage,
|
|
88
83
|
onMessage: (message) => this.handleMessage(message),
|
|
@@ -100,38 +95,27 @@ class BybitTradeStream {
|
|
|
100
95
|
}
|
|
101
96
|
},
|
|
102
97
|
onNotify: this.onNotify,
|
|
103
|
-
heartbeat:
|
|
104
|
-
buildPayload: () => ({ op: 'ping' }),
|
|
105
|
-
isResponse: isBybitPongResponse,
|
|
106
|
-
},
|
|
98
|
+
heartbeat: bybitWsUtils_1.BYBIT_HEARTBEAT_CONFIG,
|
|
107
99
|
configuration: {
|
|
108
|
-
pingInterval:
|
|
100
|
+
pingInterval: bybitWsUtils_1.BYBIT_PING_INTERVAL,
|
|
109
101
|
},
|
|
110
102
|
});
|
|
111
103
|
});
|
|
112
104
|
}
|
|
113
105
|
async authenticate(context) {
|
|
114
|
-
|
|
115
|
-
const payload = `GET/realtime${timestamp}`;
|
|
116
|
-
const signature = node_crypto_1.default.createHmac('sha256', this.secret).update(payload).digest('hex');
|
|
117
|
-
context.send({
|
|
118
|
-
op: 'auth',
|
|
119
|
-
args: [this.apiKey, timestamp, signature],
|
|
120
|
-
});
|
|
121
|
-
await context.waitForMessage((message) => message.op === 'auth' && message.success === true, 10000);
|
|
122
|
-
this.logger.info('BybitTradeStream authenticated');
|
|
106
|
+
await (0, bybitWsUtils_1.authenticateBybitWs)({ context, apiKey: this.apiKey, secret: this.secret, label: 'BybitTradeStream', logger: this.logger });
|
|
123
107
|
}
|
|
124
108
|
handleMessage(message) {
|
|
125
109
|
if (message.op === 'auth') {
|
|
126
110
|
return;
|
|
127
111
|
}
|
|
128
112
|
if (message.op === 'order.create' && message.reqId) {
|
|
129
|
-
const pending = this.
|
|
113
|
+
const pending = this.pendingRequestByRequestId.get(message.reqId);
|
|
130
114
|
if (!pending) {
|
|
131
115
|
return;
|
|
132
116
|
}
|
|
133
117
|
clearTimeout(pending.timeout);
|
|
134
|
-
this.
|
|
118
|
+
this.pendingRequestByRequestId.delete(message.reqId);
|
|
135
119
|
if (message.success && message.data) {
|
|
136
120
|
const order = (0, bybitNormalizer_1.normalizeBybitOrder)(message.data);
|
|
137
121
|
pending.resolve(order);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BybitTradeStream.js","sourceRoot":"","sources":["../../src/ws/BybitTradeStream.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"BybitTradeStream.js","sourceRoot":"","sources":["../../src/ws/BybitTradeStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAIhE,oEAAqE;AAGrE,iDAIwB;AAqBxB,SAAS,sBAAsB,CAAC,OAAgB;IAC9C,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAsB,CAAC;AAC7D,CAAC;AAED,MAAM,gBAAgB,GAAG,KAAK,CAAC;AAE/B,MAAM,gBAAgB;IACZ,SAAS,GAAgD,IAAI,CAAC;IACrD,GAAG,CAAS;IACZ,MAAM,CAAiB;IACvB,MAAM,CAAS;IACf,MAAM,CAAS;IACf,QAAQ,CAA6C;IACrD,yBAAyB,GAAgC,IAAI,GAAG,EAAE,CAAC;IAC5E,cAAc,GAAyB,IAAI,CAAC;IAEpD,YAAY,IAA0B;QACpC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC;QACpB,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,SAAS,GAAG,SAAS,IAAI,CAAC,GAAG,EAAE,IAAI,IAAI,CAAC,MAAM,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC;QAC/E,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,EAAE,SAAS;SACjB,CAAC;QAEF,OAAO,IAAI,OAAO,CAAQ,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YAC5C,MAAM,OAAO,GAAG,UAAU,CAAC,GAAG,EAAE;gBAC9B,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;gBACjD,MAAM,CAAC,IAAI,KAAK,CAAC,gCAAgC,gBAAgB,IAAI,CAAC,CAAC,CAAC;YAC1E,CAAC,EAAE,gBAAgB,CAAC,CAAC;YAErB,IAAI,CAAC,yBAAyB,CAAC,GAAG,CAAC,SAAS,EAAE,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC,CAAC;YAC5E,IAAI,CAAC,SAAU,CAAC,qBAAqB,CAAC,OAAO,CAAC,CAAC;QACjD,CAAC,CAAC,CAAC;IACL,CAAC;IAED,UAAU;QACR,KAAK,MAAM,CAAC,SAAS,EAAE,OAAO,CAAC,IAAI,IAAI,CAAC,yBAAyB,EAAE,CAAC;YAClE,YAAY,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAC9B,OAAO,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,+BAA+B,CAAC,CAAC,CAAC;YAC3D,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QACnD,CAAC;QAED,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;YACvB,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC;QACxB,CAAC;QAED,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC;IAC7B,CAAC;IAED,WAAW;QACT,OAAO,IAAI,CAAC,SAAS,KAAK,IAAI,CAAC;IACjC,CAAC;IAEO,KAAK,CAAC,eAAe;QAC3B,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,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,SAAS,GAAG,IAAI,oCAAiB,CAAoB;gBACxD,KAAK,EAAE,kBAAkB;gBACzB,GAAG,EAAE,IAAI,CAAC,GAAG;gBACb,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,qCAAsB;gBACjC,aAAa,EAAE;oBACb,YAAY,EAAE,kCAAmB;iBAClC;aACF,CAAC,CAAC;QACL,CAAC,CAAC,CAAC;IACL,CAAC;IAEO,KAAK,CAAC,YAAY,CAAC,OAAgD;QACzE,MAAM,IAAA,kCAAmB,EAAC,EAAE,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,KAAK,EAAE,kBAAkB,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC;IACnI,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,yBAAyB,CAAC,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAElE,IAAI,CAAC,OAAO,EAAE,CAAC;gBACb,OAAO;YACT,CAAC;YAED,YAAY,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAC9B,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAErD,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"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"binanceWsUtils.d.ts","sourceRoot":"","sources":["../../src/ws/binanceWsUtils.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAGrD,iBAAS,6BAA6B,CAAC,eAAe,EAAE,MAAM,GAAG,aAAa,CAQ7E;AAED,OAAO,EAAE,6BAA6B,EAAE,CAAC"}
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.resolveUnifiedBinanceInterval = resolveUnifiedBinanceInterval;
|
|
4
|
+
const binance_1 = require("../constants/binance");
|
|
5
|
+
function resolveUnifiedBinanceInterval(binanceInterval) {
|
|
6
|
+
for (const [unified, binance] of Object.entries(binance_1.BINANCE_KLINE_INTERVAL)) {
|
|
7
|
+
if (binance === binanceInterval) {
|
|
8
|
+
return unified;
|
|
9
|
+
}
|
|
10
|
+
}
|
|
11
|
+
return '1m';
|
|
12
|
+
}
|
|
13
|
+
//# sourceMappingURL=binanceWsUtils.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"binanceWsUtils.js","sourceRoot":"","sources":["../../src/ws/binanceWsUtils.ts"],"names":[],"mappings":";;AAaS,sEAA6B;AAZtC,kDAA8D;AAE9D,SAAS,6BAA6B,CAAC,eAAuB;IAC5D,KAAK,MAAM,CAAC,OAAO,EAAE,OAAO,CAAC,IAAI,MAAM,CAAC,OAAO,CAAC,gCAAsB,CAAC,EAAE,CAAC;QACxE,IAAI,OAAO,KAAK,eAAe,EAAE,CAAC;YAChC,OAAO,OAAwB,CAAC;QAClC,CAAC;IACH,CAAC;IAED,OAAO,IAAI,CAAC;AACd,CAAC"}
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
import type { WebSocketOpenContext } from '@solncebro/websocket-engine';
|
|
2
|
+
interface BybitBaseWsMessage {
|
|
3
|
+
op?: string;
|
|
4
|
+
data?: unknown;
|
|
5
|
+
success?: boolean;
|
|
6
|
+
ret_msg?: string;
|
|
7
|
+
[key: string]: unknown;
|
|
8
|
+
}
|
|
9
|
+
declare const BYBIT_PING_INTERVAL = 20000;
|
|
10
|
+
declare function isBybitPongResponse(message: BybitBaseWsMessage): boolean;
|
|
11
|
+
declare const BYBIT_HEARTBEAT_CONFIG: {
|
|
12
|
+
buildPayload: () => {
|
|
13
|
+
op: string;
|
|
14
|
+
};
|
|
15
|
+
isResponse: typeof isBybitPongResponse;
|
|
16
|
+
};
|
|
17
|
+
interface AuthenticateBybitWsArgs {
|
|
18
|
+
context: WebSocketOpenContext<BybitBaseWsMessage>;
|
|
19
|
+
apiKey: string;
|
|
20
|
+
secret: string;
|
|
21
|
+
label: string;
|
|
22
|
+
logger: {
|
|
23
|
+
info(message: string, ...args: unknown[]): void;
|
|
24
|
+
};
|
|
25
|
+
}
|
|
26
|
+
declare function authenticateBybitWs(args: AuthenticateBybitWsArgs): Promise<void>;
|
|
27
|
+
export { isBybitPongResponse, BYBIT_HEARTBEAT_CONFIG, BYBIT_PING_INTERVAL, authenticateBybitWs, };
|
|
28
|
+
export type { BybitBaseWsMessage, AuthenticateBybitWsArgs };
|
|
29
|
+
//# sourceMappingURL=bybitWsUtils.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"bybitWsUtils.d.ts","sourceRoot":"","sources":["../../src/ws/bybitWsUtils.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,6BAA6B,CAAC;AAGxE,UAAU,kBAAkB;IAC1B,EAAE,CAAC,EAAE,MAAM,CAAC;IACZ,IAAI,CAAC,EAAE,OAAO,CAAC;IACf,OAAO,CAAC,EAAE,OAAO,CAAC;IAClB,OAAO,CAAC,EAAE,MAAM,CAAC;IACjB,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAC;CACxB;AAED,QAAA,MAAM,mBAAmB,QAAQ,CAAC;AAElC,iBAAS,mBAAmB,CAAC,OAAO,EAAE,kBAAkB,GAAG,OAAO,CAEjE;AAED,QAAA,MAAM,sBAAsB;;;;;CAG3B,CAAC;AAEF,UAAU,uBAAuB;IAC/B,OAAO,EAAE,oBAAoB,CAAC,kBAAkB,CAAC,CAAC;IAClD,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE;QAAE,IAAI,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,IAAI,EAAE,OAAO,EAAE,GAAG,IAAI,CAAA;KAAE,CAAC;CAC7D;AAED,iBAAe,mBAAmB,CAAC,IAAI,EAAE,uBAAuB,GAAG,OAAO,CAAC,IAAI,CAAC,CAiB/E;AAED,OAAO,EACL,mBAAmB,EACnB,sBAAsB,EACtB,mBAAmB,EACnB,mBAAmB,GACpB,CAAC;AACF,YAAY,EAAE,kBAAkB,EAAE,uBAAuB,EAAE,CAAC"}
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.BYBIT_PING_INTERVAL = exports.BYBIT_HEARTBEAT_CONFIG = void 0;
|
|
4
|
+
exports.isBybitPongResponse = isBybitPongResponse;
|
|
5
|
+
exports.authenticateBybitWs = authenticateBybitWs;
|
|
6
|
+
const crypto_1 = require("../utils/crypto");
|
|
7
|
+
const BYBIT_PING_INTERVAL = 20000;
|
|
8
|
+
exports.BYBIT_PING_INTERVAL = BYBIT_PING_INTERVAL;
|
|
9
|
+
function isBybitPongResponse(message) {
|
|
10
|
+
return message.op === 'pong' || message.ret_msg === 'pong';
|
|
11
|
+
}
|
|
12
|
+
const BYBIT_HEARTBEAT_CONFIG = {
|
|
13
|
+
buildPayload: () => ({ op: 'ping' }),
|
|
14
|
+
isResponse: isBybitPongResponse,
|
|
15
|
+
};
|
|
16
|
+
exports.BYBIT_HEARTBEAT_CONFIG = BYBIT_HEARTBEAT_CONFIG;
|
|
17
|
+
async function authenticateBybitWs(args) {
|
|
18
|
+
const { context, apiKey, secret, label, logger } = args;
|
|
19
|
+
const timestamp = Date.now();
|
|
20
|
+
const payload = `GET/realtime${timestamp}`;
|
|
21
|
+
const signature = (0, crypto_1.hmacSha256)(payload, secret);
|
|
22
|
+
context.send({
|
|
23
|
+
op: 'auth',
|
|
24
|
+
args: [apiKey, timestamp, signature],
|
|
25
|
+
});
|
|
26
|
+
await context.waitForMessage((message) => message.op === 'auth' && message.success === true, 10000);
|
|
27
|
+
logger.info(`${label} authenticated`);
|
|
28
|
+
}
|
|
29
|
+
//# sourceMappingURL=bybitWsUtils.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"bybitWsUtils.js","sourceRoot":"","sources":["../../src/ws/bybitWsUtils.ts"],"names":[],"mappings":";;;AAkDE,kDAAmB;AAGnB,kDAAmB;AApDrB,4CAA6C;AAU7C,MAAM,mBAAmB,GAAG,KAAK,CAAC;AAyChC,kDAAmB;AAvCrB,SAAS,mBAAmB,CAAC,OAA2B;IACtD,OAAO,OAAO,CAAC,EAAE,KAAK,MAAM,IAAI,OAAO,CAAC,OAAO,KAAK,MAAM,CAAC;AAC7D,CAAC;AAED,MAAM,sBAAsB,GAAG;IAC7B,YAAY,EAAE,GAAG,EAAE,CAAC,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC;IACpC,UAAU,EAAE,mBAAmB;CAChC,CAAC;AA+BA,wDAAsB;AArBxB,KAAK,UAAU,mBAAmB,CAAC,IAA6B;IAC9D,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,IAAI,CAAC;IACxD,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;IAC7B,MAAM,OAAO,GAAG,eAAe,SAAS,EAAE,CAAC;IAC3C,MAAM,SAAS,GAAG,IAAA,mBAAU,EAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IAE9C,OAAO,CAAC,IAAI,CAAC;QACX,EAAE,EAAE,MAAM;QACV,IAAI,EAAE,CAAC,MAAM,EAAE,SAAS,EAAE,SAAS,CAAC;KACrC,CAAC,CAAC;IAEH,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;IAEF,MAAM,CAAC,IAAI,CAAC,GAAG,KAAK,gBAAgB,CAAC,CAAC;AACxC,CAAC"}
|
package/package.json
CHANGED
|
@@ -1,9 +1,16 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@solncebro/exchange-engine",
|
|
3
|
-
"version": "0.1.
|
|
3
|
+
"version": "0.1.2",
|
|
4
4
|
"description": "Universal TypeScript client library for Binance and Bybit with unified API, type safety, and WebSocket support",
|
|
5
5
|
"main": "dist/index.js",
|
|
6
6
|
"types": "dist/index.d.ts",
|
|
7
|
+
"exports": {
|
|
8
|
+
".": {
|
|
9
|
+
"types": "./dist/index.d.ts",
|
|
10
|
+
"default": "./dist/index.js"
|
|
11
|
+
}
|
|
12
|
+
},
|
|
13
|
+
"sideEffects": false,
|
|
7
14
|
"files": [
|
|
8
15
|
"dist",
|
|
9
16
|
"README.md",
|
|
@@ -13,9 +20,12 @@
|
|
|
13
20
|
"scripts": {
|
|
14
21
|
"build": "rm -rf dist && tsc -p tsconfig.json",
|
|
15
22
|
"build:watch": "tsc -p tsconfig.json --watch",
|
|
23
|
+
"test": "jest",
|
|
24
|
+
"test:watch": "jest --watch",
|
|
25
|
+
"test:coverage": "jest --coverage",
|
|
16
26
|
"test:smoke": "ts-node --project test/tsconfig.json test/smoke.test.ts",
|
|
17
27
|
"type-check": "tsc -p tsconfig.json --noEmit",
|
|
18
|
-
"prepublishOnly": "npm run build && npm run type-check"
|
|
28
|
+
"prepublishOnly": "npm run test && npm run build && npm run type-check"
|
|
19
29
|
},
|
|
20
30
|
"keywords": [
|
|
21
31
|
"exchange",
|
|
@@ -47,12 +57,16 @@
|
|
|
47
57
|
"node": ">=18.0.0"
|
|
48
58
|
},
|
|
49
59
|
"dependencies": {
|
|
50
|
-
"@solncebro/websocket-engine": "^0.
|
|
60
|
+
"@solncebro/websocket-engine": "^0.2.0",
|
|
51
61
|
"axios": "^1.7.7"
|
|
52
62
|
},
|
|
53
63
|
"devDependencies": {
|
|
64
|
+
"@types/jest": "^30.0.0",
|
|
54
65
|
"@types/node": "^22.0.0",
|
|
55
66
|
"@types/ws": "^8.18.1",
|
|
67
|
+
"jest": "^30.2.0",
|
|
68
|
+
"ts-jest": "^29.4.6",
|
|
69
|
+
"ts-node": "^10.9.2",
|
|
56
70
|
"typescript": "^5.7.0"
|
|
57
71
|
}
|
|
58
72
|
}
|