@solncebro/exchange-engine 0.1.1 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +42 -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 +8 -5
- package/dist/constants/binance.d.ts.map +1 -1
- package/dist/constants/binance.js +10 -23
- package/dist/constants/binance.js.map +1 -1
- package/dist/constants/bybit.d.ts +7 -9
- package/dist/constants/bybit.d.ts.map +1 -1
- package/dist/constants/bybit.js +10 -13
- package/dist/constants/bybit.js.map +1 -1
- package/dist/constants/mappings.d.ts +9 -0
- package/dist/constants/mappings.d.ts.map +1 -0
- package/dist/constants/mappings.js +40 -0
- package/dist/constants/mappings.js.map +1 -0
- package/dist/exchanges/BaseExchangeClient.d.ts +37 -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 +64 -0
- package/dist/exchanges/BinanceBaseClient.js.map +1 -0
- package/dist/exchanges/BinanceFutures.d.ts +9 -21
- package/dist/exchanges/BinanceFutures.d.ts.map +1 -1
- package/dist/exchanges/BinanceFutures.js +23 -94
- package/dist/exchanges/BinanceFutures.js.map +1 -1
- package/dist/exchanges/BinanceSpot.d.ts +9 -21
- package/dist/exchanges/BinanceSpot.d.ts.map +1 -1
- package/dist/exchanges/BinanceSpot.js +16 -94
- package/dist/exchanges/BinanceSpot.js.map +1 -1
- package/dist/exchanges/BybitLinear.d.ts +19 -20
- package/dist/exchanges/BybitLinear.d.ts.map +1 -1
- package/dist/exchanges/BybitLinear.js +66 -71
- package/dist/exchanges/BybitLinear.js.map +1 -1
- package/dist/exchanges/BybitSpot.d.ts +17 -19
- package/dist/exchanges/BybitSpot.d.ts.map +1 -1
- package/dist/exchanges/BybitSpot.js +42 -64
- package/dist/exchanges/BybitSpot.js.map +1 -1
- package/dist/exchanges/Exchange.d.ts +1 -1
- package/dist/exchanges/Exchange.d.ts.map +1 -1
- package/dist/exchanges/Exchange.js +3 -2
- package/dist/exchanges/Exchange.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 +38 -185
- 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 +82 -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 -2
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +9 -1
- package/dist/index.js.map +1 -1
- package/dist/normalizers/binanceNormalizer.d.ts +29 -19
- package/dist/normalizers/binanceNormalizer.d.ts.map +1 -1
- package/dist/normalizers/binanceNormalizer.js +55 -35
- package/dist/normalizers/binanceNormalizer.js.map +1 -1
- package/dist/normalizers/bybitNormalizer.d.ts +25 -19
- package/dist/normalizers/bybitNormalizer.d.ts.map +1 -1
- package/dist/normalizers/bybitNormalizer.js +60 -45
- package/dist/normalizers/bybitNormalizer.js.map +1 -1
- package/dist/precision/precision.d.ts +3 -3
- package/dist/precision/precision.d.ts.map +1 -1
- package/dist/precision/precision.js +4 -4
- package/dist/precision/precision.js.map +1 -1
- package/dist/types/common.d.ts +57 -22
- package/dist/types/common.d.ts.map +1 -1
- package/dist/types/common.js +40 -0
- package/dist/types/common.js.map +1 -1
- package/dist/types/exchange.d.ts +14 -8
- package/dist/types/exchange.d.ts.map +1 -1
- package/dist/types/index.d.ts +2 -2
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/stream.d.ts +9 -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 +8 -7
- package/dist/ws/BinanceFuturesPublicStream.d.ts.map +1 -1
- package/dist/ws/BinanceFuturesPublicStream.js +49 -79
- 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 +24 -31
- package/dist/ws/BinanceSpotPublicStream.js.map +1 -1
- package/dist/ws/BinanceUserDataStream.d.ts +3 -3
- package/dist/ws/BinanceUserDataStream.d.ts.map +1 -1
- package/dist/ws/BinanceUserDataStream.js +10 -10
- 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 +12 -29
- 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 +18 -24
- 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 +32 -44
- package/dist/ws/BybitTradeStream.js.map +1 -1
- package/dist/ws/binanceWebSocketUtils.d.ts +4 -0
- package/dist/ws/binanceWebSocketUtils.d.ts.map +1 -0
- package/dist/ws/binanceWebSocketUtils.js +7 -0
- package/dist/ws/binanceWebSocketUtils.js.map +1 -0
- package/dist/ws/bybitWebSocketUtils.d.ts +28 -0
- package/dist/ws/bybitWebSocketUtils.d.ts.map +1 -0
- package/dist/ws/bybitWebSocketUtils.js +29 -0
- package/dist/ws/bybitWebSocketUtils.js.map +1 -0
- package/package.json +21 -3
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-
{"version":3,"file":"BinanceSpotPublicStream.js","sourceRoot":"","sources":["../../src/ws/BinanceSpotPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;
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{"version":3,"file":"BinanceSpotPublicStream.js","sourceRoot":"","sources":["../../src/ws/BinanceSpotPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAKhE,wEAAkH;AAElH,mEAAwE;AASxE,SAAS,uBAAuB,CAAC,OAAgB;IAC/C,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAiC,CAAC;AACxE,CAAC;AAED,MAAM,uBAAuB;IACnB,SAAS,GAA2D,IAAI,CAAC;IAChE,YAAY,CAAS;IACrB,MAAM,CAAiB;IACvB,QAAQ,CAA6C;IACrD,gBAAgB,GAA2C,IAAI,GAAG,EAAE,CAAC;IACrE,iBAAiB,GAAmC,IAAI,GAAG,EAAE,CAAC;IACvE,qBAAqB,GAAG,CAAC,CAAC;IAElC,YAAY,YAAoB,EAAE,MAAsB,EAAE,QAAoD;QAC5G,IAAI,CAAC,YAAY,GAAG,YAAY,CAAC;QACjC,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,IAAI,CAAC,eAAe,EAAE,CAAC;IACzB,CAAC;IAED,qBAAqB,CAAC,OAA0C;QAC9D,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACxC,CAAC;IAED,eAAe,CAAC,MAAc,EAAE,QAAuB,EAAE,OAAqB;QAC5E,MAAM,GAAG,GAAG,GAAG,MAAM,IAAI,QAAQ,EAAE,CAAC;QAEpC,MAAM,UAAU,GAAG,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,IAAI,GAAG,EAAgB,CAAC;QAC9E,UAAU,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;QACxB,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,EAAE,UAAU,CAAC,CAAC;QAE5C,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,MAAM,eAAe,GAAG,QAAQ,CAAC;YACjC,MAAM,MAAM,GAAG,GAAG,MAAM,CAAC,WAAW,EAAE,UAAU,eAAe,EAAE,CAAC;YAClE,IAAI,CAAC,aAAa,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;QAC/B,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,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;gBAC5B,MAAM,eAAe,GAAG,QAAQ,CAAC;gBACjC,MAAM,MAAM,GAAG,GAAG,MAAM,CAAC,WAAW,EAAE,UAAU,eAAe,EAAE,CAAC;gBAClE,IAAI,CAAC,eAAe,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC;YACjC,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,CAA+B;YACnE,KAAK,EAAE,yBAAyB;YAChC,GAAG,EAAE,IAAI,CAAC,YAAY;YACtB,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,YAAY,EAAE,uBAAuB;YACrC,SAAS,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC;YACnD,MAAM,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC;YAC7C,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,MAAM,EAAE,MAAM,EAAE,CAAC;gBACxC,UAAU,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,SAAS,IAAI,OAAO,CAAC,QAAQ,CAAC,KAAK,IAAI;aACnF;YACD,aAAa,EAAE;gBACb,YAAY,EAAE,KAAK;aACpB;SACF,CAAC,CAAC;IACL,CAAC;IAEO,KAAK,CAAC,UAAU,CAAC,QAA4D;QACnF,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,mCAAmC,CAAC,CAAC;QACtD,IAAI,CAAC,cAAc,EAAE,CAAC;IACxB,CAAC;IAEO,aAAa,CAAC,OAAqC;QACzD,IAAI,OAAO,CAAC,CAAC,KAAK,gBAAgB,IAAI,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;YAClE,MAAM,OAAO,GAAG,IAAA,2CAAuB,EAAC,OAAO,CAAC,IAA8B,CAAC,CAAC;YAEhF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,gBAAgB,EAAE,CAAC;gBAC5C,OAAO,CAAC,OAAO,CAAC,CAAC;YACnB,CAAC;YAED,OAAO;QACT,CAAC;QAED,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,CAAC;YACpB,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,MAAM,KAAK,iBAAiB,IAAI,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;YACxE,MAAM,OAAO,GAAG,IAAA,2CAAuB,EAAC,OAAO,CAAC,IAA8B,CAAC,CAAC;YAEhF,KAAK,MAAM,OAAO,IAAI,IAAI,CAAC,gBAAgB,EAAE,CAAC;gBAC5C,OAAO,CAAC,OAAO,CAAC,CAAC;YACnB,CAAC;YAED,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,EAAE,CAAC;YACvC,IAAI,CAAC,qBAAqB,CAAC,OAAO,CAAC,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC;QAC3D,CAAC;IACH,CAAC;IAEO,qBAAqB,CAAC,MAAc,EAAE,IAAa;QACzD,IAAI,IAAI,KAAK,SAAS,IAAI,IAAI,KAAK,IAAI,EAAE,CAAC;YACxC,OAAO;QACT,CAAC;QAED,MAAM,YAAY,GAAG,IAAoC,CAAC;QAC1D,MAAM,QAAQ,GAAG,YAAY,CAAC,GAAG,CAAyC,CAAC;QAE3E,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,OAAO;QACT,CAAC;QAED,MAAM,KAAK,GAAG,IAAA,yDAAqC,EAAC,QAAQ,CAAC,CAAC;QAC9D,MAAM,OAAO,GAAG,MAAM,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAC1C,MAAM,WAAW,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,OAAO,CAAC,CAAC;QAC7C,MAAM,eAAe,GAAG,MAAM,CAAC,KAAK,CAAC,OAAO,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC;QACjE,MAAM,MAAM,GAAG,WAAW,CAAC,WAAW,EAAE,CAAC;QACzC,MAAM,eAAe,GAAG,IAAA,qDAA6B,EAAC,eAAe,CAAC,CAAC;QACvE,MAAM,GAAG,GAAG,GAAG,MAAM,IAAI,eAAe,EAAE,CAAC;QAC3C,MAAM,UAAU,GAAG,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEnD,IAAI,UAAU,EAAE,CAAC;YACf,KAAK,MAAM,OAAO,IAAI,UAAU,EAAE,CAAC;gBACjC,OAAO,CAAC,MAAM,EAAE,KAAK,CAAC,CAAC;YACzB,CAAC;QACH,CAAC;IACH,CAAC;IAEO,cAAc;QACpB,MAAM,UAAU,GAAa,EAAE,CAAC;QAEhC,IAAI,IAAI,CAAC,gBAAgB,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC;YACnC,UAAU,CAAC,IAAI,CAAC,iBAAiB,CAAC,CAAC;QACrC,CAAC;QAED,KAAK,MAAM,GAAG,IAAI,IAAI,CAAC,iBAAiB,CAAC,IAAI,EAAE,EAAE,CAAC;YAChD,MAAM,cAAc,GAAG,GAAG,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC;YAC5C,MAAM,MAAM,GAAG,GAAG,CAAC,KAAK,CAAC,CAAC,EAAE,cAAc,CAAC,CAAC;YAC5C,MAAM,QAAQ,GAAG,GAAG,CAAC,KAAK,CAAC,cAAc,GAAG,CAAC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import type { ExchangeLogger } from '../types/common';
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interface BinanceUserDataStreamArgs {
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listenKey: string;
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baseWebSocketUrl: string;
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logger: ExchangeLogger;
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onNotify?: (message: string) => void | Promise<void>;
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}
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declare class BinanceUserDataStream {
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private webSocket;
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private readonly
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private readonly baseWebSocketUrl;
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private readonly onNotify?;
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constructor(args: BinanceUserDataStreamArgs);
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{"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,
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{"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,gBAAgB,EAAE,MAAM,CAAC;IACzB,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,SAAS,CAA2D;IAC5E,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAiB;IACxC,OAAO,CAAC,QAAQ,CAAC,SAAS,CAAS;IACnC,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAS;IAC1C,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"}
|
|
@@ -6,25 +6,25 @@ function parseUserDataMessage(rawData) {
|
|
|
6
6
|
return JSON.parse(rawData.toString());
|
|
7
7
|
}
|
|
8
8
|
class BinanceUserDataStream {
|
|
9
|
-
|
|
9
|
+
webSocket = null;
|
|
10
10
|
logger;
|
|
11
11
|
listenKey;
|
|
12
|
-
|
|
12
|
+
baseWebSocketUrl;
|
|
13
13
|
onNotify;
|
|
14
14
|
onMessageHandler;
|
|
15
15
|
constructor(args) {
|
|
16
16
|
this.logger = args.logger;
|
|
17
17
|
this.listenKey = args.listenKey;
|
|
18
|
-
this.
|
|
18
|
+
this.baseWebSocketUrl = args.baseWebSocketUrl;
|
|
19
19
|
this.onNotify = args.onNotify;
|
|
20
20
|
this.onMessageHandler = args.onMessage;
|
|
21
21
|
}
|
|
22
22
|
connect() {
|
|
23
|
-
if (this.
|
|
23
|
+
if (this.webSocket !== null) {
|
|
24
24
|
return;
|
|
25
25
|
}
|
|
26
|
-
const url = `${this.
|
|
27
|
-
this.
|
|
26
|
+
const url = `${this.baseWebSocketUrl}/${this.listenKey}`;
|
|
27
|
+
this.webSocket = new websocket_engine_1.ReliableWebSocket({
|
|
28
28
|
label: 'BinanceUserDataStream',
|
|
29
29
|
url,
|
|
30
30
|
logger: this.logger,
|
|
@@ -35,13 +35,13 @@ class BinanceUserDataStream {
|
|
|
35
35
|
this.logger.info(`BinanceUserDataStream connected with listenKey: ${this.listenKey}`);
|
|
36
36
|
}
|
|
37
37
|
close() {
|
|
38
|
-
if (this.
|
|
39
|
-
this.
|
|
40
|
-
this.
|
|
38
|
+
if (this.webSocket !== null) {
|
|
39
|
+
this.webSocket.close();
|
|
40
|
+
this.webSocket = null;
|
|
41
41
|
}
|
|
42
42
|
}
|
|
43
43
|
isConnected() {
|
|
44
|
-
return this.
|
|
44
|
+
return this.webSocket !== null;
|
|
45
45
|
}
|
|
46
46
|
}
|
|
47
47
|
exports.BinanceUserDataStream = BinanceUserDataStream;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BinanceUserDataStream.js","sourceRoot":"","sources":["../../src/ws/BinanceUserDataStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAYhE,SAAS,oBAAoB,CAAC,OAAgB;IAC5C,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAA4B,CAAC;AACnE,CAAC;AAED,MAAM,qBAAqB;IACjB,
|
|
1
|
+
{"version":3,"file":"BinanceUserDataStream.js","sourceRoot":"","sources":["../../src/ws/BinanceUserDataStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAYhE,SAAS,oBAAoB,CAAC,OAAgB;IAC5C,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAA4B,CAAC;AACnE,CAAC;AAED,MAAM,qBAAqB;IACjB,SAAS,GAAsD,IAAI,CAAC;IAC3D,MAAM,CAAiB;IACvB,SAAS,CAAS;IAClB,gBAAgB,CAAS;IACzB,QAAQ,CAA6C;IACrD,gBAAgB,CAA2C;IAE5E,YAAY,IAA+B;QACzC,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC;QAC1B,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC;QAChC,IAAI,CAAC,gBAAgB,GAAG,IAAI,CAAC,gBAAgB,CAAC;QAC9C,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;QAC9B,IAAI,CAAC,gBAAgB,GAAG,IAAI,CAAC,SAAS,CAAC;IACzC,CAAC;IAED,OAAO;QACL,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,OAAO;QACT,CAAC;QAED,MAAM,GAAG,GAAG,GAAG,IAAI,CAAC,gBAAgB,IAAI,IAAI,CAAC,SAAS,EAAE,CAAC;QAEzD,IAAI,CAAC,SAAS,GAAG,IAAI,oCAAiB,CAA0B;YAC9D,KAAK,EAAE,uBAAuB;YAC9B,GAAG;YACH,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,YAAY,EAAE,oBAAoB;YAClC,SAAS,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,gBAAgB,CAAC,OAAO,CAAC;YACtD,QAAQ,EAAE,IAAI,CAAC,QAAQ;SACxB,CAAC,CAAC;QAEH,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,mDAAmD,IAAI,CAAC,SAAS,EAAE,CAAC,CAAC;IACxF,CAAC;IAED,KAAK;QACH,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;IACH,CAAC;IAED,WAAW;QACT,OAAO,IAAI,CAAC,SAAS,KAAK,IAAI,CAAC;IACjC,CAAC;CACF;AAEQ,sDAAqB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BybitPrivateStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitPrivateStream.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"BybitPrivateStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitPrivateStream.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AAatD,UAAU,sBAAsB;IAC9B,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;IACrD,SAAS,EAAE,CAAC,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;CACrD;AAMD,cAAM,kBAAkB;IACtB,OAAO,CAAC,SAAS,CAAuD;IACxE,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,gBAAgB,CAA2C;gBAEhE,IAAI,EAAE,sBAAsB;IAQxC,OAAO,IAAI,IAAI;IAoBf,KAAK,IAAI,IAAI;IAOb,WAAW,IAAI,OAAO;YAIR,YAAY;IAI1B,OAAO,CAAC,aAAa;CAOtB;AAED,OAAO,EAAE,kBAAkB,EAAE,CAAC;AAC9B,YAAY,EAAE,sBAAsB,EAAE,CAAC"}
|
|
@@ -1,20 +1,14 @@
|
|
|
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.BybitPrivateStream = void 0;
|
|
7
|
-
const node_crypto_1 = __importDefault(require("node:crypto"));
|
|
8
4
|
const websocket_engine_1 = require("@solncebro/websocket-engine");
|
|
9
5
|
const bybit_1 = require("../constants/bybit");
|
|
6
|
+
const bybitWebSocketUtils_1 = require("./bybitWebSocketUtils");
|
|
10
7
|
function parseBybitPrivateMessage(rawData) {
|
|
11
8
|
return JSON.parse(rawData.toString());
|
|
12
9
|
}
|
|
13
|
-
function isBybitPongResponse(message) {
|
|
14
|
-
return message.op === 'pong' || message.ret_msg === 'pong';
|
|
15
|
-
}
|
|
16
10
|
class BybitPrivateStream {
|
|
17
|
-
|
|
11
|
+
webSocket = null;
|
|
18
12
|
logger;
|
|
19
13
|
apiKey;
|
|
20
14
|
secret;
|
|
@@ -28,45 +22,34 @@ class BybitPrivateStream {
|
|
|
28
22
|
this.onMessageHandler = args.onMessage;
|
|
29
23
|
}
|
|
30
24
|
connect() {
|
|
31
|
-
if (this.
|
|
25
|
+
if (this.webSocket !== null) {
|
|
32
26
|
return;
|
|
33
27
|
}
|
|
34
|
-
this.
|
|
28
|
+
this.webSocket = new websocket_engine_1.ReliableWebSocket({
|
|
35
29
|
label: 'BybitPrivateStream',
|
|
36
|
-
url: bybit_1.
|
|
30
|
+
url: bybit_1.BYBIT_PRIVATE_WEBSOCKET_URL,
|
|
37
31
|
logger: this.logger,
|
|
38
32
|
parseMessage: parseBybitPrivateMessage,
|
|
39
33
|
onMessage: (message) => this.handleMessage(message),
|
|
40
34
|
onOpen: (context) => this.authenticate(context),
|
|
41
35
|
onNotify: this.onNotify,
|
|
42
|
-
heartbeat:
|
|
43
|
-
buildPayload: () => ({ op: 'ping' }),
|
|
44
|
-
isResponse: isBybitPongResponse,
|
|
45
|
-
},
|
|
36
|
+
heartbeat: bybitWebSocketUtils_1.BYBIT_HEARTBEAT_CONFIG,
|
|
46
37
|
configuration: {
|
|
47
|
-
pingInterval:
|
|
38
|
+
pingInterval: bybitWebSocketUtils_1.BYBIT_PING_INTERVAL,
|
|
48
39
|
},
|
|
49
40
|
});
|
|
50
41
|
}
|
|
51
42
|
close() {
|
|
52
|
-
if (this.
|
|
53
|
-
this.
|
|
54
|
-
this.
|
|
43
|
+
if (this.webSocket !== null) {
|
|
44
|
+
this.webSocket.close();
|
|
45
|
+
this.webSocket = null;
|
|
55
46
|
}
|
|
56
47
|
}
|
|
57
48
|
isConnected() {
|
|
58
|
-
return this.
|
|
49
|
+
return this.webSocket !== null;
|
|
59
50
|
}
|
|
60
51
|
async authenticate(context) {
|
|
61
|
-
|
|
62
|
-
const payload = `GET/realtime${timestamp}`;
|
|
63
|
-
const signature = node_crypto_1.default.createHmac('sha256', this.secret).update(payload).digest('hex');
|
|
64
|
-
context.send({
|
|
65
|
-
op: 'auth',
|
|
66
|
-
args: [this.apiKey, timestamp, signature],
|
|
67
|
-
});
|
|
68
|
-
await context.waitForMessage((message) => message.op === 'auth' && message.success === true, 10000);
|
|
69
|
-
this.logger.info('BybitPrivateStream authenticated');
|
|
52
|
+
await (0, bybitWebSocketUtils_1.authenticateBybitWebSocket)({ context, apiKey: this.apiKey, secret: this.secret, label: 'BybitPrivateStream', logger: this.logger });
|
|
70
53
|
}
|
|
71
54
|
handleMessage(message) {
|
|
72
55
|
if (message.op === 'auth') {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BybitPrivateStream.js","sourceRoot":"","sources":["../../src/ws/BybitPrivateStream.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"BybitPrivateStream.js","sourceRoot":"","sources":["../../src/ws/BybitPrivateStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAIhE,8CAAiE;AACjE,+DAI+B;AAe/B,SAAS,wBAAwB,CAAC,OAAgB;IAChD,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAwB,CAAC;AAC/D,CAAC;AAED,MAAM,kBAAkB;IACd,SAAS,GAAkD,IAAI,CAAC;IACvD,MAAM,CAAiB;IACvB,MAAM,CAAS;IACf,MAAM,CAAS;IACf,QAAQ,CAA6C;IACrD,gBAAgB,CAA2C;IAE5E,YAAY,IAA4B;QACtC,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;QAC9B,IAAI,CAAC,gBAAgB,GAAG,IAAI,CAAC,SAAS,CAAC;IACzC,CAAC;IAED,OAAO;QACL,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;YAC5B,OAAO;QACT,CAAC;QAED,IAAI,CAAC,SAAS,GAAG,IAAI,oCAAiB,CAAsB;YAC1D,KAAK,EAAE,oBAAoB;YAC3B,GAAG,EAAE,mCAA2B;YAChC,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,YAAY,EAAE,wBAAwB;YACtC,SAAS,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC;YACnD,MAAM,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC;YAC/C,QAAQ,EAAE,IAAI,CAAC,QAAQ;YACvB,SAAS,EAAE,4CAAsB;YACjC,aAAa,EAAE;gBACb,YAAY,EAAE,yCAAmB;aAClC;SACF,CAAC,CAAC;IACL,CAAC;IAED,KAAK;QACH,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;IACH,CAAC;IAED,WAAW;QACT,OAAO,IAAI,CAAC,SAAS,KAAK,IAAI,CAAC;IACjC,CAAC;IAEO,KAAK,CAAC,YAAY,CAAC,OAAkD;QAC3E,MAAM,IAAA,gDAA0B,EAAC,EAAE,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,KAAK,EAAE,oBAAoB,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC;IAC5I,CAAC;IAEO,aAAa,CAAC,OAA4B;QAChD,IAAI,OAAO,CAAC,EAAE,KAAK,MAAM,EAAE,CAAC;YAC1B,OAAO;QACT,CAAC;QAED,IAAI,CAAC,gBAAgB,CAAC,OAAkC,CAAC,CAAC;IAC5D,CAAC;CACF;AAEQ,gDAAkB"}
|
|
@@ -1,6 +1,7 @@
|
|
|
1
|
-
import type { ExchangeLogger,
|
|
1
|
+
import type { ExchangeLogger, KlineInterval, TickerBySymbol } from '../types/common';
|
|
2
|
+
import type { KlineHandler } from '../types/exchange';
|
|
2
3
|
declare class BybitPublicStream {
|
|
3
|
-
private
|
|
4
|
+
private webSocket;
|
|
4
5
|
private readonly url;
|
|
5
6
|
private readonly logger;
|
|
6
7
|
private readonly onNotify?;
|
|
@@ -10,8 +11,8 @@ declare class BybitPublicStream {
|
|
|
10
11
|
constructor(url: string, logger: ExchangeLogger, onNotify?: (message: string) => void | Promise<void>);
|
|
11
12
|
subscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
|
|
12
13
|
unsubscribeAllTickers(handler: (tickers: TickerBySymbol) => void): void;
|
|
13
|
-
subscribeKlines(symbol: string, interval: KlineInterval, handler:
|
|
14
|
-
unsubscribeKlines(symbol: string, interval: KlineInterval, handler:
|
|
14
|
+
subscribeKlines(symbol: string, interval: KlineInterval, handler: KlineHandler): void;
|
|
15
|
+
unsubscribeKlines(symbol: string, interval: KlineInterval, handler: KlineHandler): void;
|
|
15
16
|
close(): void;
|
|
16
17
|
private ensureConnected;
|
|
17
18
|
private handleMessage;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BybitPublicStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,
|
|
1
|
+
{"version":3,"file":"BybitPublicStream.d.ts","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAE,cAAc,EAAE,aAAa,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AACrF,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AA0BtD,cAAM,iBAAiB;IACrB,OAAO,CAAC,SAAS,CAAyD;IAC1E,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,CAA6C;IAC/E,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,YAAY,GAAG,IAAI;IAkBrF,iBAAiB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,aAAa,EAAE,OAAO,EAAE,YAAY,GAAG,IAAI;IAuBvF,KAAK,IAAI,IAAI;IAQb,OAAO,CAAC,eAAe;IAsBvB,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"}
|
|
@@ -4,12 +4,10 @@ exports.BybitPublicStream = void 0;
|
|
|
4
4
|
const websocket_engine_1 = require("@solncebro/websocket-engine");
|
|
5
5
|
const bybitNormalizer_1 = require("../normalizers/bybitNormalizer");
|
|
6
6
|
const bybit_1 = require("../constants/bybit");
|
|
7
|
+
const bybitWebSocketUtils_1 = require("./bybitWebSocketUtils");
|
|
7
8
|
function parseBybitMessage(rawData) {
|
|
8
9
|
return JSON.parse(rawData.toString());
|
|
9
10
|
}
|
|
10
|
-
function isBybitPongResponse(message) {
|
|
11
|
-
return message.op === 'pong' || message.ret_msg === 'pong';
|
|
12
|
-
}
|
|
13
11
|
function resolveUnifiedInterval(bybitInterval) {
|
|
14
12
|
for (const [unified, bybit] of Object.entries(bybit_1.BYBIT_KLINE_INTERVAL)) {
|
|
15
13
|
if (bybit === bybitInterval) {
|
|
@@ -19,7 +17,7 @@ function resolveUnifiedInterval(bybitInterval) {
|
|
|
19
17
|
return '1m';
|
|
20
18
|
}
|
|
21
19
|
class BybitPublicStream {
|
|
22
|
-
|
|
20
|
+
webSocket = null;
|
|
23
21
|
url;
|
|
24
22
|
logger;
|
|
25
23
|
onNotify;
|
|
@@ -46,14 +44,13 @@ class BybitPublicStream {
|
|
|
46
44
|
}
|
|
47
45
|
subscribeKlines(symbol, interval, handler) {
|
|
48
46
|
const key = `${symbol}_${interval}`;
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
this.klineHandlerByKey.get(key).add(handler);
|
|
47
|
+
const handlerSet = this.klineHandlerByKey.get(key) ?? new Set();
|
|
48
|
+
handlerSet.add(handler);
|
|
49
|
+
this.klineHandlerByKey.set(key, handlerSet);
|
|
53
50
|
const bybitInterval = bybit_1.BYBIT_KLINE_INTERVAL[interval];
|
|
54
51
|
const topic = `kline.${bybitInterval}.${symbol}`;
|
|
55
52
|
this.activeSubscriptionSet.add(topic);
|
|
56
|
-
if (this.
|
|
53
|
+
if (this.webSocket !== null) {
|
|
57
54
|
this.sendSubscribe([topic]);
|
|
58
55
|
}
|
|
59
56
|
else {
|
|
@@ -72,22 +69,22 @@ class BybitPublicStream {
|
|
|
72
69
|
const bybitInterval = bybit_1.BYBIT_KLINE_INTERVAL[interval];
|
|
73
70
|
const topic = `kline.${bybitInterval}.${symbol}`;
|
|
74
71
|
this.activeSubscriptionSet.delete(topic);
|
|
75
|
-
if (this.
|
|
72
|
+
if (this.webSocket !== null) {
|
|
76
73
|
this.sendUnsubscribe([topic]);
|
|
77
74
|
}
|
|
78
75
|
}
|
|
79
76
|
}
|
|
80
77
|
close() {
|
|
81
|
-
if (this.
|
|
82
|
-
this.
|
|
83
|
-
this.
|
|
78
|
+
if (this.webSocket !== null) {
|
|
79
|
+
this.webSocket.close();
|
|
80
|
+
this.webSocket = null;
|
|
84
81
|
}
|
|
85
82
|
}
|
|
86
83
|
ensureConnected() {
|
|
87
|
-
if (this.
|
|
84
|
+
if (this.webSocket !== null) {
|
|
88
85
|
return;
|
|
89
86
|
}
|
|
90
|
-
this.
|
|
87
|
+
this.webSocket = new websocket_engine_1.ReliableWebSocket({
|
|
91
88
|
label: 'BybitPublicStream',
|
|
92
89
|
url: this.url,
|
|
93
90
|
logger: this.logger,
|
|
@@ -95,12 +92,9 @@ class BybitPublicStream {
|
|
|
95
92
|
onMessage: (message) => this.handleMessage(message),
|
|
96
93
|
onReconnectSuccess: () => this.resubscribeAll(),
|
|
97
94
|
onNotify: this.onNotify,
|
|
98
|
-
heartbeat:
|
|
99
|
-
buildPayload: () => ({ op: 'ping' }),
|
|
100
|
-
isResponse: isBybitPongResponse,
|
|
101
|
-
},
|
|
95
|
+
heartbeat: bybitWebSocketUtils_1.BYBIT_HEARTBEAT_CONFIG,
|
|
102
96
|
configuration: {
|
|
103
|
-
pingInterval:
|
|
97
|
+
pingInterval: bybitWebSocketUtils_1.BYBIT_PING_INTERVAL,
|
|
104
98
|
},
|
|
105
99
|
});
|
|
106
100
|
this.resubscribeAll();
|
|
@@ -143,9 +137,9 @@ class BybitPublicStream {
|
|
|
143
137
|
if (!handlerSet || dataList.length === 0) {
|
|
144
138
|
return;
|
|
145
139
|
}
|
|
146
|
-
const kline = (0, bybitNormalizer_1.
|
|
140
|
+
const kline = (0, bybitNormalizer_1.normalizeBybitKlineWebSocketMessage)(dataList[0]);
|
|
147
141
|
for (const handler of handlerSet) {
|
|
148
|
-
handler(kline);
|
|
142
|
+
handler(symbol, kline);
|
|
149
143
|
}
|
|
150
144
|
}
|
|
151
145
|
resubscribeAll() {
|
|
@@ -156,7 +150,7 @@ class BybitPublicStream {
|
|
|
156
150
|
}
|
|
157
151
|
sendSubscribe(topicList) {
|
|
158
152
|
try {
|
|
159
|
-
this.
|
|
153
|
+
this.webSocket?.sendToConnectedSocket({ op: 'subscribe', args: topicList });
|
|
160
154
|
}
|
|
161
155
|
catch {
|
|
162
156
|
this.logger.warn('BybitPublicStream: failed to subscribe, socket not connected');
|
|
@@ -164,7 +158,7 @@ class BybitPublicStream {
|
|
|
164
158
|
}
|
|
165
159
|
sendUnsubscribe(topicList) {
|
|
166
160
|
try {
|
|
167
|
-
this.
|
|
161
|
+
this.webSocket?.sendToConnectedSocket({ op: 'unsubscribe', args: topicList });
|
|
168
162
|
}
|
|
169
163
|
catch {
|
|
170
164
|
this.logger.warn('BybitPublicStream: failed to unsubscribe, socket not connected');
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BybitPublicStream.js","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;
|
|
1
|
+
{"version":3,"file":"BybitPublicStream.js","sourceRoot":"","sources":["../../src/ws/BybitPublicStream.ts"],"names":[],"mappings":";;;AACA,kEAAgE;AAIhE,oEAA4G;AAE5G,8CAA0D;AAC1D,+DAAoF;AAQpF,SAAS,iBAAiB,CAAC,OAAgB;IACzC,OAAO,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,QAAQ,EAAE,CAA0B,CAAC;AACjE,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,GAAoD,IAAI,CAAC;IACzD,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,MAAM,UAAU,GAAG,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,IAAI,GAAG,EAAgB,CAAC;QAC9E,UAAU,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;QACxB,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,GAAG,EAAE,UAAU,CAAC,CAAC;QAE5C,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,CAAwB;YAC5D,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,4CAAsB;YACjC,aAAa,EAAE;gBACb,YAAY,EAAE,yCAAmB;aAClC;SACF,CAAC,CAAC;QAEH,IAAI,CAAC,cAAc,EAAE,CAAC;IACxB,CAAC;IAEO,aAAa,CAAC,OAA8B;QAClD,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,IAAgC,CAAC,CAAC;QAC3E,CAAC;IACH,CAAC;IAEO,kBAAkB,CAAC,KAAa,EAAE,QAAkC;QAC1E,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,qDAAmC,EAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;QAE/D,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,SAAS,EAAE,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,SAAS,EAAE,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;IA6BvE,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 bybitWebSocketUtils_1 = require("./bybitWebSocketUtils");
|
|
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 +26,43 @@ 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
|
+
if (this.webSocket === null) {
|
|
43
|
+
reject(new Error('WebSocket is not connected'));
|
|
44
|
+
return;
|
|
45
|
+
}
|
|
46
|
+
this.webSocket.sendToConnectedSocket(request);
|
|
48
47
|
});
|
|
49
48
|
}
|
|
50
49
|
disconnect() {
|
|
51
|
-
for (const [
|
|
50
|
+
for (const [requestId, pending] of this.pendingRequestByRequestId) {
|
|
52
51
|
clearTimeout(pending.timeout);
|
|
53
52
|
pending.reject(new Error('BybitTradeStream disconnected'));
|
|
54
|
-
this.
|
|
53
|
+
this.pendingRequestByRequestId.delete(requestId);
|
|
55
54
|
}
|
|
56
|
-
if (this.
|
|
57
|
-
this.
|
|
58
|
-
this.
|
|
55
|
+
if (this.webSocket !== null) {
|
|
56
|
+
this.webSocket.close();
|
|
57
|
+
this.webSocket = null;
|
|
59
58
|
}
|
|
60
59
|
this.connectPromise = null;
|
|
61
60
|
}
|
|
62
61
|
isConnected() {
|
|
63
|
-
return this.
|
|
62
|
+
return this.webSocket !== null;
|
|
64
63
|
}
|
|
65
64
|
async ensureConnected() {
|
|
66
|
-
if (this.
|
|
65
|
+
if (this.webSocket !== null) {
|
|
67
66
|
return;
|
|
68
67
|
}
|
|
69
68
|
if (this.connectPromise !== null) {
|
|
@@ -79,59 +78,48 @@ class BybitTradeStream {
|
|
|
79
78
|
}
|
|
80
79
|
initConnection() {
|
|
81
80
|
return new Promise((resolve, reject) => {
|
|
82
|
-
let
|
|
83
|
-
this.
|
|
81
|
+
let isResolved = false;
|
|
82
|
+
this.webSocket = new websocket_engine_1.ReliableWebSocket({
|
|
84
83
|
label: 'BybitTradeStream',
|
|
85
|
-
url:
|
|
84
|
+
url: this.url,
|
|
86
85
|
logger: this.logger,
|
|
87
86
|
parseMessage: parseBybitTradeMessage,
|
|
88
87
|
onMessage: (message) => this.handleMessage(message),
|
|
89
88
|
onOpen: async (context) => {
|
|
90
89
|
try {
|
|
91
90
|
await this.authenticate(context);
|
|
92
|
-
|
|
91
|
+
isResolved = true;
|
|
93
92
|
resolve();
|
|
94
93
|
}
|
|
95
94
|
catch (error) {
|
|
96
|
-
if (!
|
|
97
|
-
|
|
95
|
+
if (!isResolved) {
|
|
96
|
+
isResolved = true;
|
|
98
97
|
reject(error);
|
|
99
98
|
}
|
|
100
99
|
}
|
|
101
100
|
},
|
|
102
101
|
onNotify: this.onNotify,
|
|
103
|
-
heartbeat:
|
|
104
|
-
buildPayload: () => ({ op: 'ping' }),
|
|
105
|
-
isResponse: isBybitPongResponse,
|
|
106
|
-
},
|
|
102
|
+
heartbeat: bybitWebSocketUtils_1.BYBIT_HEARTBEAT_CONFIG,
|
|
107
103
|
configuration: {
|
|
108
|
-
pingInterval:
|
|
104
|
+
pingInterval: bybitWebSocketUtils_1.BYBIT_PING_INTERVAL,
|
|
109
105
|
},
|
|
110
106
|
});
|
|
111
107
|
});
|
|
112
108
|
}
|
|
113
109
|
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');
|
|
110
|
+
await (0, bybitWebSocketUtils_1.authenticateBybitWebSocket)({ context, apiKey: this.apiKey, secret: this.secret, label: 'BybitTradeStream', logger: this.logger });
|
|
123
111
|
}
|
|
124
112
|
handleMessage(message) {
|
|
125
113
|
if (message.op === 'auth') {
|
|
126
114
|
return;
|
|
127
115
|
}
|
|
128
116
|
if (message.op === 'order.create' && message.reqId) {
|
|
129
|
-
const pending = this.
|
|
117
|
+
const pending = this.pendingRequestByRequestId.get(message.reqId);
|
|
130
118
|
if (!pending) {
|
|
131
119
|
return;
|
|
132
120
|
}
|
|
133
121
|
clearTimeout(pending.timeout);
|
|
134
|
-
this.
|
|
122
|
+
this.pendingRequestByRequestId.delete(message.reqId);
|
|
135
123
|
if (message.success && message.data) {
|
|
136
124
|
const order = (0, bybitNormalizer_1.normalizeBybitOrder)(message.data);
|
|
137
125
|
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,+DAI+B;AAqB/B,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;YAE5E,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,EAAE,CAAC;gBAC5B,MAAM,CAAC,IAAI,KAAK,CAAC,4BAA4B,CAAC,CAAC,CAAC;gBAEhD,OAAO;YACT,CAAC;YAED,IAAI,CAAC,SAAS,CAAC,qBAAqB,CAAC,OAAO,CAAC,CAAC;QAChD,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,UAAU,GAAG,KAAK,CAAC;YAEvB,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,UAAU,GAAG,IAAI,CAAC;wBAClB,OAAO,EAAE,CAAC;oBACZ,CAAC;oBAAC,OAAO,KAAK,EAAE,CAAC;wBACf,IAAI,CAAC,UAAU,EAAE,CAAC;4BAChB,UAAU,GAAG,IAAI,CAAC;4BAClB,MAAM,CAAC,KAAK,CAAC,CAAC;wBAChB,CAAC;oBACH,CAAC;gBACH,CAAC;gBACD,QAAQ,EAAE,IAAI,CAAC,QAAQ;gBACvB,SAAS,EAAE,4CAAsB;gBACjC,aAAa,EAAE;oBACb,YAAY,EAAE,yCAAmB;iBAClC;aACF,CAAC,CAAC;QACL,CAAC,CAAC,CAAC;IACL,CAAC;IAEO,KAAK,CAAC,YAAY,CAAC,OAAgD;QACzE,MAAM,IAAA,gDAA0B,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;IAC1I,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"}
|