@xapy/orderbook 0.1.0 → 0.1.1

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.
Files changed (9) hide show
  1. package/dist/exchanges/bingx/index.cjs +8 -4
  2. package/dist/exchanges/bingx/index.cjs.map +1 -1
  3. package/dist/exchanges/bingx/index.js +8 -4
  4. package/dist/exchanges/bingx/index.js.map +1 -1
  5. package/dist/index.cjs +8 -4
  6. package/dist/index.cjs.map +1 -1
  7. package/dist/index.js +8 -4
  8. package/dist/index.js.map +1 -1
  9. package/package.json +1 -1
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- 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class ExchangeError extends Error {\n constructor(\n public readonly exchange: string,\n message: string,\n cause?: unknown\n ) {\n super(\n `[${exchange}] ${message}`,\n cause === undefined ? undefined : { cause }\n );\n this.name = \"ExchangeError\";\n }\n}\n\nexport class RateLimitError extends ExchangeError {\n constructor(exchange: string, message = \"rate limited\") {\n super(exchange, message);\n this.name = \"RateLimitError\";\n }\n}\n\nexport class SequenceGapError extends Error {\n constructor(\n public readonly expected: number,\n public readonly received: number\n ) {\n super(`sequence gap: expected ${expected}, received ${received}`);\n this.name = \"SequenceGapError\";\n }\n}\n","import type { BookEvent, OrderbookLevel } from \"./types.js\";\n\n/**\n * BookMerger maintains a sorted orderbook from a stream of snapshot and delta\n * events. It is exchange-agnostic — adapters translate raw WS frames into the\n * normalized BookEvent shape and feed them here.\n *\n * Gap detection:\n * - If the delta carries a `prevSequence`, we check it equals our current sequence.\n * - Otherwise we expect strictly consecutive sequence numbers.\n * - On gap, the caller is expected to re-fetch a REST snapshot, call reset(),\n * then apply the snapshot.\n */\n\nexport type MergeResult =\n | {\n ok: true;\n bids: OrderbookLevel[]; // descending\n asks: OrderbookLevel[]; // ascending\n sequence: number;\n timestamp: number;\n }\n | { ok: false; reason: \"gap\"; expected: number; received: number }\n | { ok: false; reason: \"no-snapshot\" };\n\nexport class BookMerger {\n private readonly bids = new Map<number, number>(); // price -> size\n private readonly asks = new Map<number, number>();\n private sequence = -1;\n private timestamp = 0;\n private hasSnapshot = false;\n\n apply(event: BookEvent): MergeResult {\n if (event.kind === \"snapshot\") {\n this.bids.clear();\n this.asks.clear();\n for (const { price, size } of event.bids) {\n if (size > 0) this.bids.set(price, size);\n }\n for (const { price, size } of event.asks) {\n if (size > 0) this.asks.set(price, size);\n }\n this.sequence = event.sequence;\n this.timestamp = event.timestamp;\n this.hasSnapshot = true;\n return this.emit();\n }\n\n if (!this.hasSnapshot) {\n return { ok: false, reason: \"no-snapshot\" };\n }\n\n // Stale or duplicate delta: silently ignore but emit current state.\n if (event.sequence <= this.sequence) {\n return this.emit();\n }\n\n // Gap detection\n if (event.prevSequence !== undefined) {\n if (event.prevSequence !== this.sequence) {\n return {\n ok: false,\n reason: \"gap\",\n expected: this.sequence,\n received: event.prevSequence,\n };\n }\n } else if (event.sequence !== this.sequence + 1) {\n return {\n ok: false,\n reason: \"gap\",\n expected: this.sequence + 1,\n received: event.sequence,\n };\n }\n\n for (const { price, size } of event.bids) {\n if (size === 0) this.bids.delete(price);\n else this.bids.set(price, size);\n }\n for (const { price, size } of event.asks) {\n if (size === 0) this.asks.delete(price);\n else this.asks.set(price, size);\n }\n this.sequence = event.sequence;\n this.timestamp = event.timestamp;\n return this.emit();\n }\n\n reset(): void {\n this.bids.clear();\n this.asks.clear();\n this.sequence = -1;\n this.timestamp = 0;\n this.hasSnapshot = false;\n }\n\n /** Returns true once the merger has a usable book. */\n isReady(): boolean {\n return this.hasSnapshot;\n }\n\n private emit(): Extract<MergeResult, { ok: true }> {\n const bids: OrderbookLevel[] = [];\n for (const [price, size] of this.bids) bids.push({ price, size });\n bids.sort((a, b) => b.price - a.price);\n\n const asks: OrderbookLevel[] = [];\n for (const [price, size] of this.asks) asks.push({ price, size });\n asks.sort((a, b) => a.price - b.price);\n\n return {\n ok: true,\n bids,\n asks,\n sequence: this.sequence,\n timestamp: this.timestamp,\n };\n }\n}\n","/**\n * Tiny typed event emitter — keeps the package dependency-free across runtimes\n * (Node's `events` doesn't work in browser bundles without polyfills).\n */\n// eslint-disable-next-line @typescript-eslint/no-explicit-any\ntype EventMap = Record<string, (...args: any[]) => void>;\n\nexport class TypedEmitter<E extends EventMap> {\n private readonly listeners = new Map<keyof E, Set<E[keyof E]>>();\n\n on<K extends keyof E>(event: K, fn: E[K]): this {\n let set = this.listeners.get(event);\n if (!set) {\n set = new Set();\n this.listeners.set(event, set as Set<E[keyof E]>);\n }\n (set as Set<E[K]>).add(fn);\n return this;\n }\n\n off<K extends keyof E>(event: K, fn: E[K]): this {\n (this.listeners.get(event) as Set<E[K]> | undefined)?.delete(fn);\n return this;\n }\n\n emit<K extends keyof E>(event: K, ...args: Parameters<E[K]>): boolean {\n const set = this.listeners.get(event) as Set<E[K]> | undefined;\n if (!set || set.size === 0) return false;\n for (const fn of set) fn(...args);\n return true;\n }\n\n removeAllListeners(): void {\n this.listeners.clear();\n }\n}\n","import { TypedEmitter } from \"./event-emitter.js\";\nimport type { Orderbook } from \"./types.js\";\n\nexport type StreamEvents = {\n update: (book: Orderbook) => void;\n error: (err: Error) => void;\n connected: () => void;\n disconnected: (reason?: string) => void;\n reconnecting: (attempt: number, waitMs: number) => void;\n};\n\n/**\n * OrderbookStream is the consumer-facing handle for a maintained orderbook.\n * It exposes both an EventEmitter API and an async-iterator (`for await`).\n */\nexport class OrderbookStream extends TypedEmitter<StreamEvents> {\n private closed = false;\n\n constructor(private readonly onClose: () => void) {\n super();\n }\n\n close(): void {\n if (this.closed) return;\n this.closed = true;\n this.onClose();\n this.removeAllListeners();\n }\n\n /** Yields each maintained book as it becomes available. */\n async *iter(): AsyncGenerator<Orderbook, void, undefined> {\n const queue: Orderbook[] = [];\n let resolveNext: (() => void) | null = null;\n let pendingError: Error | null = null;\n let ended = false;\n\n const onUpdate = (b: Orderbook) => {\n queue.push(b);\n resolveNext?.();\n };\n const onError = (e: Error) => {\n pendingError = e;\n resolveNext?.();\n };\n const onClose = () => {\n ended = true;\n resolveNext?.();\n };\n\n this.on(\"update\", onUpdate);\n this.on(\"error\", onError);\n this.on(\"disconnected\", onClose);\n\n try {\n while (true) {\n if (pendingError) throw pendingError;\n const next = queue.shift();\n if (next) {\n yield next;\n continue;\n }\n if (ended || this.closed) return;\n await new Promise<void>((r) => {\n resolveNext = r;\n });\n resolveNext = null;\n }\n } finally {\n this.off(\"update\", onUpdate);\n this.off(\"error\", onError);\n this.off(\"disconnected\", onClose);\n }\n }\n}\n","export interface BackoffOptions {\n initialMs?: number;\n maxMs?: number;\n factor?: number;\n /** 0..1 — random jitter as a fraction of the delay. */\n jitter?: number;\n /** 0 = infinite. */\n maxAttempts?: number;\n}\n\ninterface ResolvedBackoff {\n initialMs: number;\n maxMs: number;\n factor: number;\n jitter: number;\n maxAttempts: number;\n}\n\nexport class Backoff {\n private attempt = 0;\n private readonly opts: ResolvedBackoff;\n\n private constructor(opts: ResolvedBackoff) {\n this.opts = opts;\n }\n\n static withDefaults(opts: BackoffOptions = {}): Backoff {\n return new Backoff({\n initialMs: opts.initialMs ?? 500,\n maxMs: opts.maxMs ?? 30_000,\n factor: opts.factor ?? 2,\n jitter: opts.jitter ?? 0.3,\n maxAttempts: opts.maxAttempts ?? 0,\n });\n }\n\n next(): { wait: number; attempt: number } | null {\n if (this.opts.maxAttempts > 0 && this.attempt >= this.opts.maxAttempts) {\n return null;\n }\n this.attempt += 1;\n const base = Math.min(\n this.opts.initialMs * Math.pow(this.opts.factor, this.attempt - 1),\n this.opts.maxMs\n );\n const jitterRange = base * this.opts.jitter;\n const wait = Math.max(0, base + (Math.random() * 2 - 1) * jitterRange);\n return { wait, attempt: this.attempt };\n }\n\n reset(): void {\n this.attempt = 0;\n }\n}\n","import type { Market } from \"./types.js\";\n\nexport interface ParsedSymbol {\n base: string;\n quote: string;\n market: Market;\n /** \"BASE/QUOTE\" — settlement suffix stripped. Pass this to per-exchange formatters. */\n pair: string;\n}\n\n/**\n * CCXT-style unified symbol:\n * \"BTC/USDT\" → spot\n * \"BTC/USDT:USDT\" → linear perpetual (USDT-margined)\n *\n * Inverse/coin-margined contracts (e.g. \"BTC/USD:BTC\") are intentionally\n * unsupported by this lib.\n */\nexport function parseSymbol(symbol: string): ParsedSymbol {\n const [pair, settle] = symbol.split(\":\");\n const parts = (pair ?? \"\").split(\"/\");\n const base = parts[0]?.toUpperCase();\n const quote = parts[1]?.toUpperCase();\n if (!base || !quote) {\n throw new Error(\n `invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\" or \"BASE/QUOTE:SETTLE\"`\n );\n }\n if (settle && settle.toUpperCase() !== quote) {\n throw new Error(\n `unsupported settlement currency in \"${symbol}\" — only linear (settle === quote) is supported`\n );\n }\n return {\n base,\n quote,\n market: settle ? \"perpetual\" : \"spot\",\n pair: `${base}/${quote}`,\n };\n}\n","export interface HttpRequest {\n url: string;\n method?: \"GET\" | \"POST\";\n headers?: Record<string, string>;\n body?: string;\n timeoutMs?: number;\n /** Applied to `url` before the request fires. Use for CORS proxying. */\n transformUrl?: (url: string) => string;\n}\n\nexport async function httpJson<T>(req: HttpRequest): Promise<T> {\n const url = req.transformUrl ? req.transformUrl(req.url) : req.url;\n const controller = new AbortController();\n const timer = setTimeout(() => controller.abort(), req.timeoutMs ?? 10_000);\n try {\n const res = await fetch(url, {\n method: req.method ?? \"GET\",\n headers: req.headers,\n body: req.body,\n signal: controller.signal,\n });\n if (!res.ok) {\n const text = await res.text().catch(() => \"\");\n throw new Error(`HTTP ${res.status} ${res.statusText}: ${text.slice(0, 200)}`);\n }\n return (await res.json()) as T;\n } finally {\n clearTimeout(timer);\n }\n}\n","/**\n * Bybit uses \"BTCUSDT\"-style concatenated symbols for both spot and linear perps.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBybitSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromBybitSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBybitOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bybit.com\";\n\nexport async function fetchBybitOrderbook(\n opts: FetchBybitOrderbookOptions\n): Promise<Orderbook> {\n const category = opts.market === \"spot\" ? \"spot\" : \"linear\";\n const limit = opts.depth ?? 50;\n const url =\n `${BASE}/v5/market/orderbook` +\n `?category=${category}` +\n `&symbol=${toBybitSymbol(opts.symbol)}` +\n `&limit=${limit}`;\n\n const res = await httpJson<BybitOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.retCode !== 0) {\n throw new ExchangeError(\"bybit\", `${res.retCode}: ${res.retMsg}`);\n }\n\n return {\n exchange: \"bybit\",\n symbol: fromBybitSymbol(res.result.s),\n market: opts.market,\n bids: res.result.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.result.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: res.result.ts,\n sequence: res.result.u,\n };\n}\n","declare const globalThis: typeof global & {\n window?: unknown;\n document?: unknown;\n WebSocket?: unknown;\n};\n\nexport const isBrowser =\n typeof globalThis.window !== \"undefined\" &&\n typeof globalThis.document !== \"undefined\";\n\nexport const hasNativeWebSocket = typeof globalThis.WebSocket !== \"undefined\";\n","import { TypedEmitter } from \"../core/event-emitter.js\";\nimport { Backoff, type BackoffOptions } from \"../core/reconnect.js\";\nimport { hasNativeWebSocket } from \"../utils/runtime.js\";\n\nexport interface WSConfig {\n url: string;\n /** Called every time the socket opens (initial + after each reconnect). */\n onOpen?: (sock: SocketHandle) => void | Promise<void>;\n /** Called for every inbound frame. Adapter is responsible for JSON-parsing. */\n onMessage: (data: string | ArrayBuffer) => void | Promise<void>;\n /** Periodic ping; omit to disable. */\n pingIntervalMs?: number;\n pingPayload?: () => string;\n reconnect?: BackoffOptions;\n}\n\nexport interface SocketHandle {\n send(data: string): void;\n close(): void;\n}\n\ntype WSEvents = {\n open: () => void;\n close: (reason: string) => void;\n reconnecting: (attempt: number, waitMs: number) => void;\n error: (err: Error) => void;\n};\n\ninterface WebSocketLike {\n binaryType: string;\n send(data: string): void;\n close(): void;\n onopen: ((ev?: unknown) => void) | null;\n onclose: ((ev?: { reason?: string; code?: number }) => void) | null;\n onerror: ((ev?: { message?: string }) => void) | null;\n onmessage: ((ev: { data: string | ArrayBuffer }) => void) | null;\n}\n\ntype WebSocketCtor = new (url: string) => WebSocketLike;\n\nlet cachedCtor: WebSocketCtor | null = null;\n\nasync function getWebSocketCtor(): Promise<WebSocketCtor> {\n if (cachedCtor) return cachedCtor;\n if (hasNativeWebSocket) {\n cachedCtor = (globalThis as unknown as { WebSocket: WebSocketCtor })\n .WebSocket;\n return cachedCtor;\n }\n try {\n const mod = (await import(\"ws\")) as unknown as {\n default?: WebSocketCtor;\n WebSocket?: WebSocketCtor;\n };\n const ctor = mod.default ?? mod.WebSocket;\n if (!ctor) throw new Error(\"missing default export\");\n cachedCtor = ctor;\n return cachedCtor;\n } catch (err) {\n throw new Error(\n \"WebSocket unavailable; install peer dep `ws` for Node <22. \" +\n (err instanceof Error ? err.message : String(err))\n );\n }\n}\n\nexport class WSClient extends TypedEmitter<WSEvents> {\n private ws: WebSocketLike | null = null;\n private readonly backoff: Backoff;\n private closed = false;\n private pingTimer: ReturnType<typeof setInterval> | null = null;\n\n constructor(private readonly cfg: WSConfig) {\n super();\n this.backoff = Backoff.withDefaults(cfg.reconnect);\n }\n\n async connect(): Promise<void> {\n if (this.closed) return;\n const WS = await getWebSocketCtor();\n const ws = new WS(this.cfg.url);\n ws.binaryType = \"arraybuffer\";\n this.ws = ws;\n\n ws.onopen = async () => {\n this.backoff.reset();\n this.startPing();\n this.emit(\"open\");\n try {\n await this.cfg.onOpen?.({\n send: (d) => ws.send(d),\n close: () => this.close(),\n });\n } catch (err) {\n this.emit(\"error\", err as Error);\n }\n };\n\n ws.onmessage = (e) => {\n let result: void | Promise<void>;\n try {\n result = this.cfg.onMessage(e.data);\n } catch (err) {\n this.emit(\"error\", err as Error);\n return;\n }\n if (result && typeof (result as Promise<void>).catch === \"function\") {\n (result as Promise<void>).catch((err) =>\n this.emit(\"error\", err as Error)\n );\n }\n };\n\n ws.onerror = (e) => {\n this.emit(\"error\", new Error(e?.message ?? \"WebSocket error\"));\n };\n\n ws.onclose = (e) => {\n this.stopPing();\n const reason = e?.reason ?? \"closed\";\n this.emit(\"close\", reason);\n if (!this.closed) this.scheduleReconnect();\n };\n }\n\n send(data: string): void {\n this.ws?.send(data);\n }\n\n close(): void {\n this.closed = true;\n this.stopPing();\n try {\n this.ws?.close();\n } catch {\n /* ignore */\n }\n }\n\n private startPing(): void {\n if (!this.cfg.pingIntervalMs || !this.cfg.pingPayload) return;\n this.stopPing();\n this.pingTimer = setInterval(() => {\n try {\n this.ws?.send(this.cfg.pingPayload!());\n } catch {\n /* ignore — close handler will reconnect */\n }\n }, this.cfg.pingIntervalMs);\n }\n\n private stopPing(): void {\n if (this.pingTimer) {\n clearInterval(this.pingTimer);\n this.pingTimer = null;\n }\n }\n\n private scheduleReconnect(): void {\n const next = this.backoff.next();\n if (!next) {\n this.emit(\"error\", new Error(\"max reconnect attempts exceeded\"));\n return;\n }\n this.emit(\"reconnecting\", next.attempt, next.wait);\n setTimeout(() => {\n this.connect().catch((e) => this.emit(\"error\", e as Error));\n }, next.wait);\n }\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchBybitOrderbook } from \"./rest.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitWSMessage, BybitWSOrderbookData } from \"./types.js\";\n\nexport interface StreamBybitOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://stream.bybit.com/v5/public/spot\";\nconst WS_LINEAR = \"wss://stream.bybit.com/v5/public/linear\";\n\n/**\n * Subscribes to bybit's V5 orderbook channel. The first frame after subscribe\n * is `type: \"snapshot\"` which seeds the merger — no REST seed is needed in the\n * happy path. On a sequence gap (very rare on bybit), we recover by fetching a\n * REST snapshot.\n */\nexport function streamBybitOrderbook(\n opts: StreamBybitOrderbookOptions\n): OrderbookStream {\n const wsUrl = opts.market === \"spot\" ? WS_SPOT : WS_LINEAR;\n const depth = opts.depth ?? 50;\n const bybitSymbol = toBybitSymbol(opts.symbol);\n const topic = `orderbook.${depth}.${bybitSymbol}`;\n\n const merger = new BookMerger();\n let recovering = false;\n let ws: WSClient | null = null;\n\n const stream = new OrderbookStream(() => ws?.close());\n\n const handleMergeResult = (data: BybitWSOrderbookData, timestamp: number) => {\n const r = merger.apply(buildEvent(data, timestamp, /*isSnapshot*/ false));\n if (r.ok) {\n stream.emit(\"update\", buildBook(opts, data.s, r));\n return;\n }\n if (r.reason === \"no-snapshot\" || r.reason === \"gap\") {\n triggerResnapshot();\n }\n };\n\n const triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n fetchBybitOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) {\n stream.emit(\"update\", { ...snap, bids: r.bids, asks: r.asks });\n }\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return; // bybit V5 is JSON\n let msg: BybitWSMessage;\n try {\n msg = JSON.parse(raw) as BybitWSMessage;\n } catch {\n return;\n }\n if (msg.op === \"ping\" || msg.op === \"pong\") return;\n if (msg.op === \"subscribe\") return;\n if (!msg.topic || msg.topic !== topic || !msg.data) return;\n\n const ts = msg.ts ?? Date.now();\n const data = msg.data;\n\n if (msg.type === \"snapshot\") {\n const r = merger.apply(buildEvent(data, ts, /*isSnapshot*/ true));\n if (r.ok) stream.emit(\"update\", buildBook(opts, data.s, r));\n return;\n }\n\n // delta\n handleMergeResult(data, ts);\n };\n\n ws = new WSClient({\n url: wsUrl,\n onOpen: (sock) => {\n merger.reset();\n sock.send(JSON.stringify({ op: \"subscribe\", args: [topic] }));\n },\n onMessage,\n pingIntervalMs: 20_000,\n pingPayload: () => JSON.stringify({ op: \"ping\" }),\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n\nfunction buildEvent(\n data: BybitWSOrderbookData,\n timestamp: number,\n isSnapshot: boolean\n): BookEvent {\n const bids = data.b.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n const asks = data.a.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n if (isSnapshot) {\n return { kind: \"snapshot\", bids, asks, sequence: data.u, timestamp };\n }\n return { kind: \"delta\", bids, asks, sequence: data.u, timestamp };\n}\n\nfunction buildBook(\n opts: StreamBybitOrderbookOptions,\n rawSymbol: string,\n merged: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n): Orderbook {\n return {\n exchange: \"bybit\",\n symbol: fromBybitSymbol(rawSymbol),\n market: opts.market,\n bids: merged.bids,\n asks: merged.asks,\n timestamp: merged.timestamp,\n sequence: merged.sequence,\n };\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchBybitOrderbook } from \"./rest.js\";\nimport { streamBybitOrderbook } from \"./ws.js\";\n\nexport class BybitClient {\n readonly exchange = \"bybit\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchBybitOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamBybitOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBybitOrderbook } from \"./rest.js\";\nexport { streamBybitOrderbook } from \"./ws.js\";\n","/**\n * Bitget uses \"BTCUSDT\"-style concatenated symbols across spot and USDT futures.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBitgetSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromBitgetSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bitget.com\";\n\nexport async function fetchBitgetOrderbook(\n opts: FetchBitgetOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBitgetSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/api/v2/spot/market/orderbook?symbol=${symbol}&limit=${limit}`\n : `${BASE}/api/v2/mix/market/merge-depth?symbol=${symbol}&productType=USDT-FUTURES&limit=${limit}`;\n\n const res = await httpJson<BitgetOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"00000\") {\n throw new ExchangeError(\"bitget\", `${res.code}: ${res.msg}`);\n }\n\n const ts = Number(res.data.ts);\n return {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(symbol),\n market: opts.market,\n bids: res.data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: ts, // REST endpoint doesn't expose a seq; ts is monotonic in practice\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchBitgetOrderbook } from \"./rest.js\";\nimport { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetWSBookEntry, BitgetWSMessage } from \"./types.js\";\n\nexport interface StreamBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.bitget.com/v2/ws/public\";\n\nexport function streamBitgetOrderbook(\n opts: StreamBitgetOrderbookOptions\n): OrderbookStream {\n const bitgetSymbol = toBitgetSymbol(opts.symbol);\n const instType = opts.market === \"spot\" ? \"SPOT\" : \"USDT-FUTURES\";\n const channel = \"books\"; // full book; alternatives: books5, books15\n\n const merger = new BookMerger();\n let lastSeq = -1; // bitget data lacks an explicit prevSeq — track ourselves\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ instType, channel, instId: bitgetSymbol }],\n });\n\n const handleEntry = (\n entry: BitgetWSBookEntry,\n isSnapshot: boolean\n ): void => {\n const ts = Number(entry.ts);\n const sequence = entry.seq ?? ts;\n\n const event: BookEvent = isSnapshot\n ? {\n kind: \"snapshot\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n }\n : {\n kind: \"delta\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n // bitget doesn't publish prevSeq; pass it ourselves so merger checks\n // consecutive ordering without assuming the seq jumps by exactly 1.\n prevSequence: lastSeq >= 0 ? lastSeq : undefined,\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (r.ok) {\n lastSeq = r.sequence;\n stream.emit(\"update\", {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(bitgetSymbol),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n });\n return;\n }\n if (r.reason === \"no-snapshot\" || r.reason === \"gap\") {\n triggerResnapshot();\n }\n };\n\n const triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n lastSeq = -1;\n fetchBitgetOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) {\n lastSeq = r.sequence;\n stream.emit(\"update\", { ...snap, bids: r.bids, asks: r.asks });\n }\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n if (raw === \"pong\") return;\n let msg: BitgetWSMessage;\n try {\n msg = JSON.parse(raw) as BitgetWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"error\") return;\n if (!msg.action || !msg.data?.length) return;\n if (msg.arg?.channel !== channel || msg.arg?.instId !== bitgetSymbol) return;\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const entry of msg.data) {\n handleEntry(entry, isSnapshot);\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n lastSeq = -1;\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000, // bitget idle-closes at 30s\n pingPayload: () => \"ping\",\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchBitgetOrderbook } from \"./rest.js\";\nimport { streamBitgetOrderbook } from \"./ws.js\";\n\nexport class BitgetClient {\n readonly exchange = \"bitget\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchBitgetOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamBitgetOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBitgetOrderbook } from \"./rest.js\";\nexport { streamBitgetOrderbook } from \"./ws.js\";\n","/**\n * Gate uses \"BTC_USDT\"-style underscore-separated symbols for both spot and\n * USDT-perpetual contracts.\n */\nexport function toGateSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}_${quote}`.toUpperCase();\n}\n\nexport function fromGateSymbol(s: string): string {\n return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateFuturesOrderbookResponse,\n GateSpotOrderbookResponse,\n} from \"./types.js\";\n\nexport interface FetchGateOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.gateio.ws\";\n\nexport async function fetchGateOrderbook(\n opts: FetchGateOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toGateSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n if (opts.market === \"spot\") {\n const url = `${BASE}/api/v4/spot/order_book?currency_pair=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateSpotOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"spot\",\n bids: parseArrayLevels(data.bids),\n asks: parseArrayLevels(data.asks),\n timestamp: data.update,\n sequence: data.id,\n };\n }\n\n const url = `${BASE}/api/v4/futures/usdt/order_book?contract=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"perpetual\",\n bids: parseObjectLevels(data.bids),\n asks: parseObjectLevels(data.asks),\n timestamp: data.update,\n sequence: data.id ?? data.update,\n };\n}\n\nfunction parseArrayLevels(rows: [string, string][]): OrderbookLevel[] {\n return rows.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n}\n\nfunction parseObjectLevels(\n rows: { p: string; s: number | string }[]\n): OrderbookLevel[] {\n return rows.map((r) => ({ price: Number(r.p), size: Number(r.s) }));\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchGateOrderbook } from \"./rest.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateWSDeltaFutures,\n GateWSDeltaSpot,\n GateWSMessage,\n} from \"./types.js\";\n\nexport interface StreamGateOrderbookOptions {\n symbol: string;\n market: Market;\n /** Subscribed depth — gate supports 5, 10, 20, 50, 100. Default 100. */\n depth?: number;\n /** Push interval (futures only): \"100ms\" or \"1000ms\" (default 100ms). */\n intervalMs?: 100 | 1000;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.gateio.ws/ws/v4/\";\nconst WS_FUTURES = \"wss://fx-ws.gateio.ws/v4/ws/usdt\";\n\n/**\n * Subscribes to gate's `*.order_book_update` (delta) channel and seeds the\n * merger from a REST snapshot. Uses binance-style `U`/`u` ranges:\n *\n * 1. Open WS, send subscribe → start buffering events.\n * 2. Fetch REST snapshot with id = N.\n * 3. Apply snapshot (merger sequence = N).\n * 4. For each buffered (then live) event:\n * - skip if u <= N (entirely pre-snapshot)\n * - first applicable event must satisfy U <= N+1 (otherwise gap → resnap)\n * - apply with prevSequence = N (first) or u_prev (subsequent), sequence = u\n */\nexport function streamGateOrderbook(\n opts: StreamGateOrderbookOptions\n): OrderbookStream {\n const isFutures = opts.market === \"perpetual\";\n const gateSymbol = toGateSymbol(opts.symbol);\n const channel = isFutures\n ? \"futures.order_book_update\"\n : \"spot.order_book_update\";\n const interval = `${opts.intervalMs ?? 100}ms`;\n const depth = String(opts.depth ?? 100);\n\n const merger = new BookMerger();\n let snapshotSequence = -1;\n let lastU = -1;\n let snapshotInFlight = false;\n let snapshotDone = false;\n let buffered: NormalizedDelta[] = [];\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n // Futures payload: [symbol, interval, depth]\n // Spot payload: [symbol, depth, interval]\n const payload = isFutures\n ? [gateSymbol, interval, depth]\n : [gateSymbol, depth, interval];\n\n const subscribeMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel,\n event: \"subscribe\",\n payload,\n });\n\n const pingMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: isFutures ? \"futures.ping\" : \"spot.ping\",\n });\n\n const emitBook = (\n bids: OrderbookLevel[],\n asks: OrderbookLevel[],\n sequence: number,\n timestamp: number\n ) => {\n const book: Orderbook = {\n exchange: \"gate\",\n symbol: fromGateSymbol(gateSymbol),\n market: opts.market,\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const triggerSnapshot = () => {\n if (snapshotInFlight || recovering) return;\n snapshotInFlight = true;\n fetchGateOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 100,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n snapshotSequence = snap.sequence;\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n snapshotDone = true;\n lastU = -1;\n // Drain buffered events in order\n const pending = buffered;\n buffered = [];\n for (const ev of pending) processDelta(ev);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n snapshotInFlight = false;\n });\n };\n\n const resync = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n setTimeout(() => {\n recovering = false;\n triggerSnapshot();\n }, 100);\n };\n\n const processDelta = (ev: NormalizedDelta) => {\n if (ev.u <= snapshotSequence) return; // entirely pre-snapshot\n\n let prevSequence: number;\n if (lastU < 0) {\n // First applicable event after snapshot.\n if (ev.U > snapshotSequence + 1) {\n // Missed updates between snapshot and this event — resync.\n resync();\n return;\n }\n prevSequence = snapshotSequence;\n } else {\n prevSequence = lastU;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids: ev.bids,\n asks: ev.asks,\n sequence: ev.u,\n prevSequence,\n timestamp: ev.t,\n });\n\n if (r.ok) {\n lastU = ev.u;\n emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n } else if (r.reason === \"gap\") {\n resync();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: GateWSMessage<GateWSDeltaSpot | GateWSDeltaFutures>;\n try {\n msg = JSON.parse(raw) as GateWSMessage<\n GateWSDeltaSpot | GateWSDeltaFutures\n >;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"pong\") return;\n if (msg.error) {\n stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n return;\n }\n if (msg.channel !== channel || !msg.result) return;\n if (msg.event !== \"update\") return;\n\n const ev = normalize(msg.result, isFutures);\n if (!snapshotDone) {\n buffered.push(ev);\n if (!snapshotInFlight) triggerSnapshot();\n return;\n }\n processDelta(ev);\n };\n\n ws = new WSClient({\n url: isFutures ? WS_FUTURES : WS_SPOT,\n onOpen: (sock) => {\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n sock.send(subscribeMsg());\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload: pingMsg,\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n\ninterface NormalizedDelta {\n U: number;\n u: number;\n t: number;\n bids: OrderbookLevel[];\n asks: OrderbookLevel[];\n}\n\nfunction normalize(\n ev: GateWSDeltaSpot | GateWSDeltaFutures,\n isFutures: boolean\n): NormalizedDelta {\n if (isFutures) {\n const f = ev as GateWSDeltaFutures;\n return {\n U: f.U,\n u: f.u,\n t: f.t,\n bids: f.b.map((row) => ({ price: Number(row.p), size: Number(row.s) })),\n asks: f.a.map((row) => ({ price: Number(row.p), size: Number(row.s) })),\n };\n }\n const s = ev as GateWSDeltaSpot;\n return {\n U: s.U,\n u: s.u,\n t: s.t,\n bids: s.b.map(([p, sz]) => ({ price: Number(p), size: Number(sz) })),\n asks: s.a.map(([p, sz]) => ({ price: Number(p), size: Number(sz) })),\n };\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchGateOrderbook } from \"./rest.js\";\nimport { streamGateOrderbook } from \"./ws.js\";\n\nexport class GateClient {\n readonly exchange = \"gate\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchGateOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamGateOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchGateOrderbook } from \"./rest.js\";\nexport { streamGateOrderbook } from \"./ws.js\";\n","/** BingX uses \"BTC-USDT\"-style hyphenated symbols on both spot and swap. */\nexport function toBingxSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}-${quote}`.toUpperCase();\n}\n\nexport function fromBingxSymbol(s: string): string {\n return s.toUpperCase().replace(\"-\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBingxSymbol, toBingxSymbol } from \"./symbols.js\";\nimport type { BingxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBingxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://open-api.bingx.com\";\n\nexport async function fetchBingxOrderbook(\n opts: FetchBingxOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBingxSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/openApi/spot/v1/market/depth?symbol=${symbol}&limit=${limit}`\n : `${BASE}/openApi/swap/v2/quote/depth?symbol=${symbol}&limit=${limit}`;\n\n const res = await httpJson<BingxOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== 0) {\n throw new ExchangeError(\"bingx\", `${res.code}: ${res.msg}`);\n }\n\n const ts = res.data.T ?? res.data.ts ?? Date.now();\n return {\n exchange: \"bingx\",\n symbol: fromBingxSymbol(symbol),\n market: opts.market,\n bids: res.data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: ts,\n };\n}\n","/**\n * Lazy gzip-inflate helper. `pako` is an optional peer dependency, loaded the\n * first time an adapter actually receives a binary frame.\n */\ntype Inflate = (data: Uint8Array | ArrayBuffer) => string;\n\nlet cached: Inflate | null = null;\nlet pending: Promise<Inflate> | null = null;\n\nexport function getGzipInflate(): Promise<Inflate> {\n if (cached) return Promise.resolve(cached);\n if (pending) return pending;\n pending = (async () => {\n let pako: typeof import(\"pako\");\n try {\n pako = await import(\"pako\");\n } catch (err) {\n throw new Error(\n \"gzip decompression requires the `pako` peer dependency. \" +\n (err instanceof Error ? err.message : String(err))\n );\n }\n const inflate: Inflate = (data) => {\n const buf = data instanceof ArrayBuffer ? new Uint8Array(data) : data;\n try {\n return pako.ungzip(buf, { to: \"string\" });\n } catch {\n return pako.inflate(buf, { to: \"string\" });\n }\n };\n cached = inflate;\n return inflate;\n })();\n return pending;\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromBingxSymbol, toBingxSymbol } from \"./symbols.js\";\nimport type { BingxWSMessage } from \"./types.js\";\n\nexport interface StreamBingxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://open-api-ws.bingx.com/market\";\nconst WS_SWAP = \"wss://open-api-swap.bingx.com/swap-market\";\n\n/**\n * BingX pushes gzipped frames. Server sends \"Ping\" inside a gzipped frame and\n * expects \"Pong\" in reply. Each market data frame is a full snapshot for the\n * subscribed depth channel.\n */\nexport function streamBingxOrderbook(\n opts: StreamBingxOrderbookOptions\n): OrderbookStream {\n const isSpot = opts.market === \"spot\";\n const bingxSymbol = toBingxSymbol(opts.symbol);\n const depth = opts.depth ?? 20;\n const dataType = `${bingxSymbol}@depth${depth}`;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n id: `sub-${Date.now()}`,\n reqType: \"sub\",\n dataType,\n });\n\n const handlePayload = (text: string) => {\n if (text === \"Ping\" || text === \"ping\") {\n ws?.send(text === \"Ping\" ? \"Pong\" : \"pong\");\n return;\n }\n\n let msg: BingxWSMessage;\n try {\n msg = JSON.parse(text) as BingxWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack — bingx echoes `id` and may include `code` 0.\n if (msg.id && !msg.data) return;\n if (msg.dataType !== dataType || !msg.data) return;\n\n const d = msg.data;\n const ts = d.T ?? d.ts ?? Date.now();\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n sequence: ts,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"bingx\",\n symbol: fromBingxSymbol(bingxSymbol),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const onMessage = async (raw: string | ArrayBuffer) => {\n if (typeof raw === \"string\") {\n handlePayload(raw);\n return;\n }\n const inflate = await getGzipInflate();\n handlePayload(inflate(raw));\n };\n\n ws = new WSClient({\n url: isSpot ? WS_SPOT : WS_SWAP,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // bingx server is the one that sends Ping frames; we don't need client pings.\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchBingxOrderbook } from \"./rest.js\";\nimport { streamBingxOrderbook } from \"./ws.js\";\n\nexport class BingxClient {\n readonly exchange = \"bingx\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchBingxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamBingxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBingxOrderbook } from \"./rest.js\";\nexport { streamBingxOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\", \"BTC\", \"ETH\"] as const;\n\n/**\n * Spot: lowercase concatenated (\"btcusdt\").\n * Perp (USDT-margined): uppercase hyphenated (\"BTC-USDT\").\n */\nexport function toHuobiSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return market === \"spot\"\n ? `${base}${quote}`.toLowerCase()\n : `${base}-${quote}`.toUpperCase();\n}\n\nexport function fromHuobiSymbol(s: string, market: Market): string {\n if (market === \"spot\") {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) return `${upper.slice(0, -q.length)}/${q}`;\n }\n return upper;\n }\n return s.toUpperCase().replace(\"-\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiOrderbookResponse } from \"./types.js\";\n\nexport interface FetchHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n /** Huobi \"step\" controls aggregation; step0 = no aggregation. */\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst SPOT_BASE = \"https://api.huobi.pro\";\nconst PERP_BASE = \"https://api.hbdm.com\";\n\nexport async function fetchHuobiOrderbook(\n opts: FetchHuobiOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n\n const url =\n opts.market === \"spot\"\n ? `${SPOT_BASE}/market/depth?symbol=${symbol}&type=${step}`\n : `${PERP_BASE}/linear-swap-ex/market/depth?contract_code=${symbol}&type=${step}`;\n\n const res = await httpJson<HuobiOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.status !== \"ok\" || !res.tick) {\n throw new ExchangeError(\n \"huobi\",\n res[\"err-msg\"] ?? res[\"err-code\"] ?? \"missing tick\"\n );\n }\n\n const ts = res.tick.ts;\n return {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(symbol, opts.market),\n market: opts.market,\n bids: res.tick.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.tick.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: res.tick.version ?? ts,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiWSMessage } from \"./types.js\";\n\nexport interface StreamHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.huobi.pro/ws\";\nconst WS_PERP = \"wss://api.hbdm.com/linear-swap-ws\";\n\n/**\n * Huobi pushes gzipped frames and uses JSON-shaped heartbeats:\n * server → { \"ping\": <ts> }\n * client → { \"pong\": <ts> }\n * Channel sends a full snapshot every interval — no delta merging needed.\n */\nexport function streamHuobiOrderbook(\n opts: StreamHuobiOrderbookOptions\n): OrderbookStream {\n const huobiSymbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n const channel = `market.${huobiSymbol}.depth.${step}`;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n sub: channel,\n id: `sub-${Date.now()}`,\n });\n\n const handlePayload = (text: string) => {\n let msg: HuobiWSMessage;\n try {\n msg = JSON.parse(text) as HuobiWSMessage;\n } catch {\n return;\n }\n\n if (typeof msg.ping === \"number\") {\n ws?.send(JSON.stringify({ pong: msg.ping }));\n return;\n }\n\n if (msg.status === \"ok\" && msg.subbed) return; // subscribe ack\n if (msg.ch !== channel || !msg.tick) return;\n\n const ts = msg.tick.ts;\n const sequence = msg.tick.version ?? ts;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: msg.tick.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: msg.tick.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(huobiSymbol, opts.market),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const onMessage = async (raw: string | ArrayBuffer) => {\n if (typeof raw === \"string\") {\n handlePayload(raw);\n return;\n }\n const inflate = await getGzipInflate();\n handlePayload(inflate(raw));\n };\n\n ws = new WSClient({\n url: opts.market === \"spot\" ? WS_SPOT : WS_PERP,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // Huobi heartbeat is server-initiated; we reply inline above. No client ping.\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchHuobiOrderbook } from \"./rest.js\";\nimport { streamHuobiOrderbook } from \"./ws.js\";\n\nexport class HuobiClient {\n readonly exchange = \"huobi\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n _opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchHuobiOrderbook({\n symbol: pair,\n market,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n _opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamHuobiOrderbook({\n symbol: pair,\n market,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchHuobiOrderbook } from \"./rest.js\";\nexport { streamHuobiOrderbook } from \"./ws.js\";\n","/** CoinEx uses \"BTCUSDT\"-style concatenated symbols across spot and futures. */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toCoinexSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromCoinexSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type { CoinexOrderbookResponse } from \"./types.js\";\n\nexport interface FetchCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.coinex.com\";\n\nexport async function fetchCoinexOrderbook(\n opts: FetchCoinexOrderbookOptions\n): Promise<Orderbook> {\n const market = toCoinexSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/v2/spot/depth?market=${market}&limit=${limit}&interval=0`\n : `${BASE}/v2/futures/depth?market=${market}&limit=${limit}&interval=0`;\n\n const res = await httpJson<CoinexOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== 0) {\n throw new ExchangeError(\"coinex\", `${res.code}: ${res.message}`);\n }\n\n const d = res.data.depth;\n return {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: d.updated_at,\n sequence: d.updated_at,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type { CoinexWSMessage } from \"./types.js\";\n\nexport interface StreamCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n /** CoinEx supports 5/10/20/50. */\n depth?: 5 | 10 | 20 | 50;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://socket.coinex.com/v2/spot\";\nconst WS_FUTURES = \"wss://socket.coinex.com/v2/futures\";\n\n/**\n * CoinEx V2 WS sends gzipped JSON frames. Subscribe with `diff_flag=false` to\n * receive full snapshots on every change — no merging required. Native WS\n * ping/pong control frames keep the connection alive (auto-handled by the\n * browser / `ws` package), so no app-level ping is needed.\n */\nexport function streamCoinexOrderbook(\n opts: StreamCoinexOrderbookOptions\n): OrderbookStream {\n const market = toCoinexSymbol(opts.symbol);\n const depth = opts.depth ?? 50;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n method: \"depth.subscribe\",\n params: {\n // [market, limit, interval, diff_flag] — diff_flag=false → full snapshots\n market_list: [[market, depth, \"0\", true]],\n },\n id: 1,\n });\n\n const handlePayload = (text: string) => {\n let msg: CoinexWSMessage;\n try {\n msg = JSON.parse(text) as CoinexWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack / pong: has id but no method\n if (msg.id != null && !msg.method) return;\n if (msg.method !== \"depth.update\" || !msg.data) return;\n if (msg.data.market !== market) return;\n\n const d = msg.data.depth;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n sequence: d.updated_at,\n timestamp: d.updated_at,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const onMessage = async (raw: string | ArrayBuffer) => {\n if (typeof raw === \"string\") {\n // CoinEx normally sends binary; subscribe acks may arrive as plain text.\n handlePayload(raw);\n return;\n }\n const inflate = await getGzipInflate();\n handlePayload(inflate(raw));\n };\n\n ws = new WSClient({\n url: opts.market === \"spot\" ? WS_SPOT : WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // Native WS ping/pong frames keep the connection alive — no app-level ping.\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchCoinexOrderbook } from \"./rest.js\";\nimport { streamCoinexOrderbook } from \"./ws.js\";\n\nexport class CoinexClient {\n readonly exchange = \"coinex\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchCoinexOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamCoinexOrderbook({\n symbol: pair,\n market,\n depth: opts.depth as 5 | 10 | 20 | 50 | undefined,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchCoinexOrderbook } from \"./rest.js\";\nexport { streamCoinexOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\n/**\n * Spot: BTC-USDT\n * Perpetual: BTC-USDT-SWAP\n */\nexport function toOkxSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n const upper = `${base}-${quote}`.toUpperCase();\n return market === \"perpetual\" ? `${upper}-SWAP` : upper;\n}\n\nexport function fromOkxSymbol(instId: string, market: Market): string {\n let s = instId.toUpperCase();\n if (market === \"perpetual\" && s.endsWith(\"-SWAP\")) {\n s = s.slice(0, -\"-SWAP\".length);\n }\n const [base, quote] = s.split(\"-\");\n if (base && quote) return `${base}/${quote}`;\n return s;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://www.okx.com\";\n\nexport async function fetchOkxOrderbook(\n opts: FetchOkxOrderbookOptions\n): Promise<Orderbook> {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const sz = opts.depth ?? 50;\n const url = `${BASE}/api/v5/market/books?instId=${instId}&sz=${sz}`;\n\n const res = await httpJson<OkxOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"0\") {\n throw new ExchangeError(\"okx\", `${res.code}: ${res.msg}`);\n }\n const d = res.data[0];\n if (!d) throw new ExchangeError(\"okx\", \"empty orderbook response\");\n\n const ts = Number(d.ts);\n return {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\n market: opts.market,\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: ts,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchOkxOrderbook } from \"./rest.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxWSBookData, OkxWSMessage } from \"./types.js\";\n\nexport interface StreamOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.okx.com:8443/ws/v5/public\";\n\n/**\n * OKX `books` channel: 400-level depth, snapshot+delta. Explicit `seqId` and\n * `prevSeqId` make this a clean fit for our merger — gap is detected if\n * `prevSeqId != current sequence`, and we recover via REST snapshot.\n *\n * Server-driven heartbeat: client sends \"ping\" text → server replies \"pong\".\n */\nexport function streamOkxOrderbook(\n opts: StreamOkxOrderbookOptions\n): OrderbookStream {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const channel = \"books\";\n\n const merger = new BookMerger();\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ channel, instId }],\n });\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ): void => {\n const book: Orderbook = {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n fetchOkxOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 50,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) emit(r);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const buildEvent = (\n d: OkxWSBookData,\n isSnapshot: boolean\n ): BookEvent => {\n const bids = d.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const asks = d.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const timestamp = Number(d.ts);\n if (isSnapshot) {\n return { kind: \"snapshot\", bids, asks, sequence: d.seqId, timestamp };\n }\n return {\n kind: \"delta\",\n bids,\n asks,\n sequence: d.seqId,\n prevSequence: d.prevSeqId,\n timestamp,\n };\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n if (raw === \"pong\") return;\n let msg: OkxWSMessage;\n try {\n msg = JSON.parse(raw) as OkxWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\") return;\n if (msg.event === \"error\") {\n stream.emit(\"error\", new Error(`okx: ${msg.msg ?? msg.code}`));\n return;\n }\n if (\n msg.arg?.channel !== channel ||\n msg.arg?.instId !== instId ||\n !msg.data?.length\n ) {\n return;\n }\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const d of msg.data) {\n const r = merger.apply(buildEvent(d, isSnapshot));\n if (r.ok) {\n emit(r);\n } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n triggerResnapshot();\n return;\n }\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000,\n pingPayload: () => \"ping\",\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchOkxOrderbook } from \"./rest.js\";\nimport { streamOkxOrderbook } from \"./ws.js\";\n\nexport class OkxClient {\n readonly exchange = \"okx\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchOkxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamOkxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchOkxOrderbook } from \"./rest.js\";\nexport { streamOkxOrderbook } from \"./ws.js\";\n"]}
1
+ 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class ExchangeError extends Error {\n constructor(\n public readonly exchange: string,\n message: string,\n cause?: unknown\n ) {\n super(\n `[${exchange}] ${message}`,\n cause === undefined ? undefined : { cause }\n );\n this.name = \"ExchangeError\";\n }\n}\n\nexport class RateLimitError extends ExchangeError {\n constructor(exchange: string, message = \"rate limited\") {\n super(exchange, message);\n this.name = \"RateLimitError\";\n }\n}\n\nexport class SequenceGapError extends Error {\n constructor(\n public readonly expected: number,\n public readonly received: number\n ) {\n super(`sequence gap: expected ${expected}, received ${received}`);\n this.name = \"SequenceGapError\";\n }\n}\n","import type { BookEvent, OrderbookLevel } from \"./types.js\";\n\n/**\n * BookMerger maintains a sorted orderbook from a stream of snapshot and delta\n * events. It is exchange-agnostic — adapters translate raw WS frames into the\n * normalized BookEvent shape and feed them here.\n *\n * Gap detection:\n * - If the delta carries a `prevSequence`, we check it equals our current sequence.\n * - Otherwise we expect strictly consecutive sequence numbers.\n * - On gap, the caller is expected to re-fetch a REST snapshot, call reset(),\n * then apply the snapshot.\n */\n\nexport type MergeResult =\n | {\n ok: true;\n bids: OrderbookLevel[]; // descending\n asks: OrderbookLevel[]; // ascending\n sequence: number;\n timestamp: number;\n }\n | { ok: false; reason: \"gap\"; expected: number; received: number }\n | { ok: false; reason: \"no-snapshot\" };\n\nexport class BookMerger {\n private readonly bids = new Map<number, number>(); // price -> size\n private readonly asks = new Map<number, number>();\n private sequence = -1;\n private timestamp = 0;\n private hasSnapshot = false;\n\n apply(event: BookEvent): MergeResult {\n if (event.kind === \"snapshot\") {\n this.bids.clear();\n this.asks.clear();\n for (const { price, size } of event.bids) {\n if (size > 0) this.bids.set(price, size);\n }\n for (const { price, size } of event.asks) {\n if (size > 0) this.asks.set(price, size);\n }\n this.sequence = event.sequence;\n this.timestamp = event.timestamp;\n this.hasSnapshot = true;\n return this.emit();\n }\n\n if (!this.hasSnapshot) {\n return { ok: false, reason: \"no-snapshot\" };\n }\n\n // Stale or duplicate delta: silently ignore but emit current state.\n if (event.sequence <= this.sequence) {\n return this.emit();\n }\n\n // Gap detection\n if (event.prevSequence !== undefined) {\n if (event.prevSequence !== this.sequence) {\n return {\n ok: false,\n reason: \"gap\",\n expected: this.sequence,\n received: event.prevSequence,\n };\n }\n } else if (event.sequence !== this.sequence + 1) {\n return {\n ok: false,\n reason: \"gap\",\n expected: this.sequence + 1,\n received: event.sequence,\n };\n }\n\n for (const { price, size } of event.bids) {\n if (size === 0) this.bids.delete(price);\n else this.bids.set(price, size);\n }\n for (const { price, size } of event.asks) {\n if (size === 0) this.asks.delete(price);\n else this.asks.set(price, size);\n }\n this.sequence = event.sequence;\n this.timestamp = event.timestamp;\n return this.emit();\n }\n\n reset(): void {\n this.bids.clear();\n this.asks.clear();\n this.sequence = -1;\n this.timestamp = 0;\n this.hasSnapshot = false;\n }\n\n /** Returns true once the merger has a usable book. */\n isReady(): boolean {\n return this.hasSnapshot;\n }\n\n private emit(): Extract<MergeResult, { ok: true }> {\n const bids: OrderbookLevel[] = [];\n for (const [price, size] of this.bids) bids.push({ price, size });\n bids.sort((a, b) => b.price - a.price);\n\n const asks: OrderbookLevel[] = [];\n for (const [price, size] of this.asks) asks.push({ price, size });\n asks.sort((a, b) => a.price - b.price);\n\n return {\n ok: true,\n bids,\n asks,\n sequence: this.sequence,\n timestamp: this.timestamp,\n };\n }\n}\n","/**\n * Tiny typed event emitter — keeps the package dependency-free across runtimes\n * (Node's `events` doesn't work in browser bundles without polyfills).\n */\n// eslint-disable-next-line @typescript-eslint/no-explicit-any\ntype EventMap = Record<string, (...args: any[]) => void>;\n\nexport class TypedEmitter<E extends EventMap> {\n private readonly listeners = new Map<keyof E, Set<E[keyof E]>>();\n\n on<K extends keyof E>(event: K, fn: E[K]): this {\n let set = this.listeners.get(event);\n if (!set) {\n set = new Set();\n this.listeners.set(event, set as Set<E[keyof E]>);\n }\n (set as Set<E[K]>).add(fn);\n return this;\n }\n\n off<K extends keyof E>(event: K, fn: E[K]): this {\n (this.listeners.get(event) as Set<E[K]> | undefined)?.delete(fn);\n return this;\n }\n\n emit<K extends keyof E>(event: K, ...args: Parameters<E[K]>): boolean {\n const set = this.listeners.get(event) as Set<E[K]> | undefined;\n if (!set || set.size === 0) return false;\n for (const fn of set) fn(...args);\n return true;\n }\n\n removeAllListeners(): void {\n this.listeners.clear();\n }\n}\n","import { TypedEmitter } from \"./event-emitter.js\";\nimport type { Orderbook } from \"./types.js\";\n\nexport type StreamEvents = {\n update: (book: Orderbook) => void;\n error: (err: Error) => void;\n connected: () => void;\n disconnected: (reason?: string) => void;\n reconnecting: (attempt: number, waitMs: number) => void;\n};\n\n/**\n * OrderbookStream is the consumer-facing handle for a maintained orderbook.\n * It exposes both an EventEmitter API and an async-iterator (`for await`).\n */\nexport class OrderbookStream extends TypedEmitter<StreamEvents> {\n private closed = false;\n\n constructor(private readonly onClose: () => void) {\n super();\n }\n\n close(): void {\n if (this.closed) return;\n this.closed = true;\n this.onClose();\n this.removeAllListeners();\n }\n\n /** Yields each maintained book as it becomes available. */\n async *iter(): AsyncGenerator<Orderbook, void, undefined> {\n const queue: Orderbook[] = [];\n let resolveNext: (() => void) | null = null;\n let pendingError: Error | null = null;\n let ended = false;\n\n const onUpdate = (b: Orderbook) => {\n queue.push(b);\n resolveNext?.();\n };\n const onError = (e: Error) => {\n pendingError = e;\n resolveNext?.();\n };\n const onClose = () => {\n ended = true;\n resolveNext?.();\n };\n\n this.on(\"update\", onUpdate);\n this.on(\"error\", onError);\n this.on(\"disconnected\", onClose);\n\n try {\n while (true) {\n if (pendingError) throw pendingError;\n const next = queue.shift();\n if (next) {\n yield next;\n continue;\n }\n if (ended || this.closed) return;\n await new Promise<void>((r) => {\n resolveNext = r;\n });\n resolveNext = null;\n }\n } finally {\n this.off(\"update\", onUpdate);\n this.off(\"error\", onError);\n this.off(\"disconnected\", onClose);\n }\n }\n}\n","export interface BackoffOptions {\n initialMs?: number;\n maxMs?: number;\n factor?: number;\n /** 0..1 — random jitter as a fraction of the delay. */\n jitter?: number;\n /** 0 = infinite. */\n maxAttempts?: number;\n}\n\ninterface ResolvedBackoff {\n initialMs: number;\n maxMs: number;\n factor: number;\n jitter: number;\n maxAttempts: number;\n}\n\nexport class Backoff {\n private attempt = 0;\n private readonly opts: ResolvedBackoff;\n\n private constructor(opts: ResolvedBackoff) {\n this.opts = opts;\n }\n\n static withDefaults(opts: BackoffOptions = {}): Backoff {\n return new Backoff({\n initialMs: opts.initialMs ?? 500,\n maxMs: opts.maxMs ?? 30_000,\n factor: opts.factor ?? 2,\n jitter: opts.jitter ?? 0.3,\n maxAttempts: opts.maxAttempts ?? 0,\n });\n }\n\n next(): { wait: number; attempt: number } | null {\n if (this.opts.maxAttempts > 0 && this.attempt >= this.opts.maxAttempts) {\n return null;\n }\n this.attempt += 1;\n const base = Math.min(\n this.opts.initialMs * Math.pow(this.opts.factor, this.attempt - 1),\n this.opts.maxMs\n );\n const jitterRange = base * this.opts.jitter;\n const wait = Math.max(0, base + (Math.random() * 2 - 1) * jitterRange);\n return { wait, attempt: this.attempt };\n }\n\n reset(): void {\n this.attempt = 0;\n }\n}\n","import type { Market } from \"./types.js\";\n\nexport interface ParsedSymbol {\n base: string;\n quote: string;\n market: Market;\n /** \"BASE/QUOTE\" — settlement suffix stripped. Pass this to per-exchange formatters. */\n pair: string;\n}\n\n/**\n * CCXT-style unified symbol:\n * \"BTC/USDT\" → spot\n * \"BTC/USDT:USDT\" → linear perpetual (USDT-margined)\n *\n * Inverse/coin-margined contracts (e.g. \"BTC/USD:BTC\") are intentionally\n * unsupported by this lib.\n */\nexport function parseSymbol(symbol: string): ParsedSymbol {\n const [pair, settle] = symbol.split(\":\");\n const parts = (pair ?? \"\").split(\"/\");\n const base = parts[0]?.toUpperCase();\n const quote = parts[1]?.toUpperCase();\n if (!base || !quote) {\n throw new Error(\n `invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\" or \"BASE/QUOTE:SETTLE\"`\n );\n }\n if (settle && settle.toUpperCase() !== quote) {\n throw new Error(\n `unsupported settlement currency in \"${symbol}\" — only linear (settle === quote) is supported`\n );\n }\n return {\n base,\n quote,\n market: settle ? \"perpetual\" : \"spot\",\n pair: `${base}/${quote}`,\n };\n}\n","export interface HttpRequest {\n url: string;\n method?: \"GET\" | \"POST\";\n headers?: Record<string, string>;\n body?: string;\n timeoutMs?: number;\n /** Applied to `url` before the request fires. Use for CORS proxying. */\n transformUrl?: (url: string) => string;\n}\n\nexport async function httpJson<T>(req: HttpRequest): Promise<T> {\n const url = req.transformUrl ? req.transformUrl(req.url) : req.url;\n const controller = new AbortController();\n const timer = setTimeout(() => controller.abort(), req.timeoutMs ?? 10_000);\n try {\n const res = await fetch(url, {\n method: req.method ?? \"GET\",\n headers: req.headers,\n body: req.body,\n signal: controller.signal,\n });\n if (!res.ok) {\n const text = await res.text().catch(() => \"\");\n throw new Error(`HTTP ${res.status} ${res.statusText}: ${text.slice(0, 200)}`);\n }\n return (await res.json()) as T;\n } finally {\n clearTimeout(timer);\n }\n}\n","/**\n * Bybit uses \"BTCUSDT\"-style concatenated symbols for both spot and linear perps.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBybitSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromBybitSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBybitOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bybit.com\";\n\nexport async function fetchBybitOrderbook(\n opts: FetchBybitOrderbookOptions\n): Promise<Orderbook> {\n const category = opts.market === \"spot\" ? \"spot\" : \"linear\";\n const limit = opts.depth ?? 50;\n const url =\n `${BASE}/v5/market/orderbook` +\n `?category=${category}` +\n `&symbol=${toBybitSymbol(opts.symbol)}` +\n `&limit=${limit}`;\n\n const res = await httpJson<BybitOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.retCode !== 0) {\n throw new ExchangeError(\"bybit\", `${res.retCode}: ${res.retMsg}`);\n }\n\n return {\n exchange: \"bybit\",\n symbol: fromBybitSymbol(res.result.s),\n market: opts.market,\n bids: res.result.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.result.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: res.result.ts,\n sequence: res.result.u,\n };\n}\n","declare const globalThis: typeof global & {\n window?: unknown;\n document?: unknown;\n WebSocket?: unknown;\n};\n\nexport const isBrowser =\n typeof globalThis.window !== \"undefined\" &&\n typeof globalThis.document !== \"undefined\";\n\nexport const hasNativeWebSocket = typeof globalThis.WebSocket !== \"undefined\";\n","import { TypedEmitter } from \"../core/event-emitter.js\";\nimport { Backoff, type BackoffOptions } from \"../core/reconnect.js\";\nimport { hasNativeWebSocket } from \"../utils/runtime.js\";\n\nexport interface WSConfig {\n url: string;\n /** Called every time the socket opens (initial + after each reconnect). */\n onOpen?: (sock: SocketHandle) => void | Promise<void>;\n /** Called for every inbound frame. Adapter is responsible for JSON-parsing. */\n onMessage: (data: string | ArrayBuffer) => void | Promise<void>;\n /** Periodic ping; omit to disable. */\n pingIntervalMs?: number;\n pingPayload?: () => string;\n reconnect?: BackoffOptions;\n}\n\nexport interface SocketHandle {\n send(data: string): void;\n close(): void;\n}\n\ntype WSEvents = {\n open: () => void;\n close: (reason: string) => void;\n reconnecting: (attempt: number, waitMs: number) => void;\n error: (err: Error) => void;\n};\n\ninterface WebSocketLike {\n binaryType: string;\n send(data: string): void;\n close(): void;\n onopen: ((ev?: unknown) => void) | null;\n onclose: ((ev?: { reason?: string; code?: number }) => void) | null;\n onerror: ((ev?: { message?: string }) => void) | null;\n onmessage: ((ev: { data: string | ArrayBuffer }) => void) | null;\n}\n\ntype WebSocketCtor = new (url: string) => WebSocketLike;\n\nlet cachedCtor: WebSocketCtor | null = null;\n\nasync function getWebSocketCtor(): Promise<WebSocketCtor> {\n if (cachedCtor) return cachedCtor;\n if (hasNativeWebSocket) {\n cachedCtor = (globalThis as unknown as { WebSocket: WebSocketCtor })\n .WebSocket;\n return cachedCtor;\n }\n try {\n const mod = (await import(\"ws\")) as unknown as {\n default?: WebSocketCtor;\n WebSocket?: WebSocketCtor;\n };\n const ctor = mod.default ?? mod.WebSocket;\n if (!ctor) throw new Error(\"missing default export\");\n cachedCtor = ctor;\n return cachedCtor;\n } catch (err) {\n throw new Error(\n \"WebSocket unavailable; install peer dep `ws` for Node <22. \" +\n (err instanceof Error ? err.message : String(err))\n );\n }\n}\n\nexport class WSClient extends TypedEmitter<WSEvents> {\n private ws: WebSocketLike | null = null;\n private readonly backoff: Backoff;\n private closed = false;\n private pingTimer: ReturnType<typeof setInterval> | null = null;\n\n constructor(private readonly cfg: WSConfig) {\n super();\n this.backoff = Backoff.withDefaults(cfg.reconnect);\n }\n\n async connect(): Promise<void> {\n if (this.closed) return;\n const WS = await getWebSocketCtor();\n const ws = new WS(this.cfg.url);\n ws.binaryType = \"arraybuffer\";\n this.ws = ws;\n\n ws.onopen = async () => {\n this.backoff.reset();\n this.startPing();\n this.emit(\"open\");\n try {\n await this.cfg.onOpen?.({\n send: (d) => ws.send(d),\n close: () => this.close(),\n });\n } catch (err) {\n this.emit(\"error\", err as Error);\n }\n };\n\n ws.onmessage = (e) => {\n let result: void | Promise<void>;\n try {\n result = this.cfg.onMessage(e.data);\n } catch (err) {\n this.emit(\"error\", err as Error);\n return;\n }\n if (result && typeof (result as Promise<void>).catch === \"function\") {\n (result as Promise<void>).catch((err) =>\n this.emit(\"error\", err as Error)\n );\n }\n };\n\n ws.onerror = (e) => {\n this.emit(\"error\", new Error(e?.message ?? \"WebSocket error\"));\n };\n\n ws.onclose = (e) => {\n this.stopPing();\n const reason = e?.reason ?? \"closed\";\n this.emit(\"close\", reason);\n if (!this.closed) this.scheduleReconnect();\n };\n }\n\n send(data: string): void {\n this.ws?.send(data);\n }\n\n close(): void {\n this.closed = true;\n this.stopPing();\n try {\n this.ws?.close();\n } catch {\n /* ignore */\n }\n }\n\n private startPing(): void {\n if (!this.cfg.pingIntervalMs || !this.cfg.pingPayload) return;\n this.stopPing();\n this.pingTimer = setInterval(() => {\n try {\n this.ws?.send(this.cfg.pingPayload!());\n } catch {\n /* ignore — close handler will reconnect */\n }\n }, this.cfg.pingIntervalMs);\n }\n\n private stopPing(): void {\n if (this.pingTimer) {\n clearInterval(this.pingTimer);\n this.pingTimer = null;\n }\n }\n\n private scheduleReconnect(): void {\n const next = this.backoff.next();\n if (!next) {\n this.emit(\"error\", new Error(\"max reconnect attempts exceeded\"));\n return;\n }\n this.emit(\"reconnecting\", next.attempt, next.wait);\n setTimeout(() => {\n this.connect().catch((e) => this.emit(\"error\", e as Error));\n }, next.wait);\n }\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchBybitOrderbook } from \"./rest.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitWSMessage, BybitWSOrderbookData } from \"./types.js\";\n\nexport interface StreamBybitOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://stream.bybit.com/v5/public/spot\";\nconst WS_LINEAR = \"wss://stream.bybit.com/v5/public/linear\";\n\n/**\n * Subscribes to bybit's V5 orderbook channel. The first frame after subscribe\n * is `type: \"snapshot\"` which seeds the merger — no REST seed is needed in the\n * happy path. On a sequence gap (very rare on bybit), we recover by fetching a\n * REST snapshot.\n */\nexport function streamBybitOrderbook(\n opts: StreamBybitOrderbookOptions\n): OrderbookStream {\n const wsUrl = opts.market === \"spot\" ? WS_SPOT : WS_LINEAR;\n const depth = opts.depth ?? 50;\n const bybitSymbol = toBybitSymbol(opts.symbol);\n const topic = `orderbook.${depth}.${bybitSymbol}`;\n\n const merger = new BookMerger();\n let recovering = false;\n let ws: WSClient | null = null;\n\n const stream = new OrderbookStream(() => ws?.close());\n\n const handleMergeResult = (data: BybitWSOrderbookData, timestamp: number) => {\n const r = merger.apply(buildEvent(data, timestamp, /*isSnapshot*/ false));\n if (r.ok) {\n stream.emit(\"update\", buildBook(opts, data.s, r));\n return;\n }\n if (r.reason === \"no-snapshot\" || r.reason === \"gap\") {\n triggerResnapshot();\n }\n };\n\n const triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n fetchBybitOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) {\n stream.emit(\"update\", { ...snap, bids: r.bids, asks: r.asks });\n }\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return; // bybit V5 is JSON\n let msg: BybitWSMessage;\n try {\n msg = JSON.parse(raw) as BybitWSMessage;\n } catch {\n return;\n }\n if (msg.op === \"ping\" || msg.op === \"pong\") return;\n if (msg.op === \"subscribe\") return;\n if (!msg.topic || msg.topic !== topic || !msg.data) return;\n\n const ts = msg.ts ?? Date.now();\n const data = msg.data;\n\n if (msg.type === \"snapshot\") {\n const r = merger.apply(buildEvent(data, ts, /*isSnapshot*/ true));\n if (r.ok) stream.emit(\"update\", buildBook(opts, data.s, r));\n return;\n }\n\n // delta\n handleMergeResult(data, ts);\n };\n\n ws = new WSClient({\n url: wsUrl,\n onOpen: (sock) => {\n merger.reset();\n sock.send(JSON.stringify({ op: \"subscribe\", args: [topic] }));\n },\n onMessage,\n pingIntervalMs: 20_000,\n pingPayload: () => JSON.stringify({ op: \"ping\" }),\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n\nfunction buildEvent(\n data: BybitWSOrderbookData,\n timestamp: number,\n isSnapshot: boolean\n): BookEvent {\n const bids = data.b.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n const asks = data.a.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n if (isSnapshot) {\n return { kind: \"snapshot\", bids, asks, sequence: data.u, timestamp };\n }\n return { kind: \"delta\", bids, asks, sequence: data.u, timestamp };\n}\n\nfunction buildBook(\n opts: StreamBybitOrderbookOptions,\n rawSymbol: string,\n merged: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n): Orderbook {\n return {\n exchange: \"bybit\",\n symbol: fromBybitSymbol(rawSymbol),\n market: opts.market,\n bids: merged.bids,\n asks: merged.asks,\n timestamp: merged.timestamp,\n sequence: merged.sequence,\n };\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchBybitOrderbook } from \"./rest.js\";\nimport { streamBybitOrderbook } from \"./ws.js\";\n\nexport class BybitClient {\n readonly exchange = \"bybit\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchBybitOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamBybitOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBybitOrderbook } from \"./rest.js\";\nexport { streamBybitOrderbook } from \"./ws.js\";\n","/**\n * Bitget uses \"BTCUSDT\"-style concatenated symbols across spot and USDT futures.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBitgetSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromBitgetSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bitget.com\";\n\nexport async function fetchBitgetOrderbook(\n opts: FetchBitgetOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBitgetSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/api/v2/spot/market/orderbook?symbol=${symbol}&limit=${limit}`\n : `${BASE}/api/v2/mix/market/merge-depth?symbol=${symbol}&productType=USDT-FUTURES&limit=${limit}`;\n\n const res = await httpJson<BitgetOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"00000\") {\n throw new ExchangeError(\"bitget\", `${res.code}: ${res.msg}`);\n }\n\n const ts = Number(res.data.ts);\n return {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(symbol),\n market: opts.market,\n bids: res.data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: ts, // REST endpoint doesn't expose a seq; ts is monotonic in practice\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchBitgetOrderbook } from \"./rest.js\";\nimport { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetWSBookEntry, BitgetWSMessage } from \"./types.js\";\n\nexport interface StreamBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.bitget.com/v2/ws/public\";\n\nexport function streamBitgetOrderbook(\n opts: StreamBitgetOrderbookOptions\n): OrderbookStream {\n const bitgetSymbol = toBitgetSymbol(opts.symbol);\n const instType = opts.market === \"spot\" ? \"SPOT\" : \"USDT-FUTURES\";\n const channel = \"books\"; // full book; alternatives: books5, books15\n\n const merger = new BookMerger();\n let lastSeq = -1; // bitget data lacks an explicit prevSeq — track ourselves\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ instType, channel, instId: bitgetSymbol }],\n });\n\n const handleEntry = (\n entry: BitgetWSBookEntry,\n isSnapshot: boolean\n ): void => {\n const ts = Number(entry.ts);\n const sequence = entry.seq ?? ts;\n\n const event: BookEvent = isSnapshot\n ? {\n kind: \"snapshot\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n }\n : {\n kind: \"delta\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n // bitget doesn't publish prevSeq; pass it ourselves so merger checks\n // consecutive ordering without assuming the seq jumps by exactly 1.\n prevSequence: lastSeq >= 0 ? lastSeq : undefined,\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (r.ok) {\n lastSeq = r.sequence;\n stream.emit(\"update\", {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(bitgetSymbol),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n });\n return;\n }\n if (r.reason === \"no-snapshot\" || r.reason === \"gap\") {\n triggerResnapshot();\n }\n };\n\n const triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n lastSeq = -1;\n fetchBitgetOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) {\n lastSeq = r.sequence;\n stream.emit(\"update\", { ...snap, bids: r.bids, asks: r.asks });\n }\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n if (raw === \"pong\") return;\n let msg: BitgetWSMessage;\n try {\n msg = JSON.parse(raw) as BitgetWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"error\") return;\n if (!msg.action || !msg.data?.length) return;\n if (msg.arg?.channel !== channel || msg.arg?.instId !== bitgetSymbol) return;\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const entry of msg.data) {\n handleEntry(entry, isSnapshot);\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n lastSeq = -1;\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000, // bitget idle-closes at 30s\n pingPayload: () => \"ping\",\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchBitgetOrderbook } from \"./rest.js\";\nimport { streamBitgetOrderbook } from \"./ws.js\";\n\nexport class BitgetClient {\n readonly exchange = \"bitget\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchBitgetOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamBitgetOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBitgetOrderbook } from \"./rest.js\";\nexport { streamBitgetOrderbook } from \"./ws.js\";\n","/**\n * Gate uses \"BTC_USDT\"-style underscore-separated symbols for both spot and\n * USDT-perpetual contracts.\n */\nexport function toGateSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}_${quote}`.toUpperCase();\n}\n\nexport function fromGateSymbol(s: string): string {\n return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateFuturesOrderbookResponse,\n GateSpotOrderbookResponse,\n} from \"./types.js\";\n\nexport interface FetchGateOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.gateio.ws\";\n\nexport async function fetchGateOrderbook(\n opts: FetchGateOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toGateSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n if (opts.market === \"spot\") {\n const url = `${BASE}/api/v4/spot/order_book?currency_pair=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateSpotOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"spot\",\n bids: parseArrayLevels(data.bids),\n asks: parseArrayLevels(data.asks),\n timestamp: data.update,\n sequence: data.id,\n };\n }\n\n const url = `${BASE}/api/v4/futures/usdt/order_book?contract=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"perpetual\",\n bids: parseObjectLevels(data.bids),\n asks: parseObjectLevels(data.asks),\n timestamp: data.update,\n sequence: data.id ?? data.update,\n };\n}\n\nfunction parseArrayLevels(rows: [string, string][]): OrderbookLevel[] {\n return rows.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n}\n\nfunction parseObjectLevels(\n rows: { p: string; s: number | string }[]\n): OrderbookLevel[] {\n return rows.map((r) => ({ price: Number(r.p), size: Number(r.s) }));\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchGateOrderbook } from \"./rest.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateWSDeltaFutures,\n GateWSDeltaSpot,\n GateWSMessage,\n} from \"./types.js\";\n\nexport interface StreamGateOrderbookOptions {\n symbol: string;\n market: Market;\n /** Subscribed depth — gate supports 5, 10, 20, 50, 100. Default 100. */\n depth?: number;\n /** Push interval (futures only): \"100ms\" or \"1000ms\" (default 100ms). */\n intervalMs?: 100 | 1000;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.gateio.ws/ws/v4/\";\nconst WS_FUTURES = \"wss://fx-ws.gateio.ws/v4/ws/usdt\";\n\n/**\n * Subscribes to gate's `*.order_book_update` (delta) channel and seeds the\n * merger from a REST snapshot. Uses binance-style `U`/`u` ranges:\n *\n * 1. Open WS, send subscribe → start buffering events.\n * 2. Fetch REST snapshot with id = N.\n * 3. Apply snapshot (merger sequence = N).\n * 4. For each buffered (then live) event:\n * - skip if u <= N (entirely pre-snapshot)\n * - first applicable event must satisfy U <= N+1 (otherwise gap → resnap)\n * - apply with prevSequence = N (first) or u_prev (subsequent), sequence = u\n */\nexport function streamGateOrderbook(\n opts: StreamGateOrderbookOptions\n): OrderbookStream {\n const isFutures = opts.market === \"perpetual\";\n const gateSymbol = toGateSymbol(opts.symbol);\n const channel = isFutures\n ? \"futures.order_book_update\"\n : \"spot.order_book_update\";\n const interval = `${opts.intervalMs ?? 100}ms`;\n const depth = String(opts.depth ?? 100);\n\n const merger = new BookMerger();\n let snapshotSequence = -1;\n let lastU = -1;\n let snapshotInFlight = false;\n let snapshotDone = false;\n let buffered: NormalizedDelta[] = [];\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n // Futures payload: [symbol, interval, depth]\n // Spot payload: [symbol, depth, interval]\n const payload = isFutures\n ? [gateSymbol, interval, depth]\n : [gateSymbol, depth, interval];\n\n const subscribeMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel,\n event: \"subscribe\",\n payload,\n });\n\n const pingMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: isFutures ? \"futures.ping\" : \"spot.ping\",\n });\n\n const emitBook = (\n bids: OrderbookLevel[],\n asks: OrderbookLevel[],\n sequence: number,\n timestamp: number\n ) => {\n const book: Orderbook = {\n exchange: \"gate\",\n symbol: fromGateSymbol(gateSymbol),\n market: opts.market,\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const triggerSnapshot = () => {\n if (snapshotInFlight || recovering) return;\n snapshotInFlight = true;\n fetchGateOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 100,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n snapshotSequence = snap.sequence;\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n snapshotDone = true;\n lastU = -1;\n // Drain buffered events in order\n const pending = buffered;\n buffered = [];\n for (const ev of pending) processDelta(ev);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n snapshotInFlight = false;\n });\n };\n\n const resync = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n setTimeout(() => {\n recovering = false;\n triggerSnapshot();\n }, 100);\n };\n\n const processDelta = (ev: NormalizedDelta) => {\n if (ev.u <= snapshotSequence) return; // entirely pre-snapshot\n\n let prevSequence: number;\n if (lastU < 0) {\n // First applicable event after snapshot.\n if (ev.U > snapshotSequence + 1) {\n // Missed updates between snapshot and this event — resync.\n resync();\n return;\n }\n prevSequence = snapshotSequence;\n } else {\n prevSequence = lastU;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids: ev.bids,\n asks: ev.asks,\n sequence: ev.u,\n prevSequence,\n timestamp: ev.t,\n });\n\n if (r.ok) {\n lastU = ev.u;\n emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n } else if (r.reason === \"gap\") {\n resync();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: GateWSMessage<GateWSDeltaSpot | GateWSDeltaFutures>;\n try {\n msg = JSON.parse(raw) as GateWSMessage<\n GateWSDeltaSpot | GateWSDeltaFutures\n >;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"pong\") return;\n if (msg.error) {\n stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n return;\n }\n if (msg.channel !== channel || !msg.result) return;\n if (msg.event !== \"update\") return;\n\n const ev = normalize(msg.result, isFutures);\n if (!snapshotDone) {\n buffered.push(ev);\n if (!snapshotInFlight) triggerSnapshot();\n return;\n }\n processDelta(ev);\n };\n\n ws = new WSClient({\n url: isFutures ? WS_FUTURES : WS_SPOT,\n onOpen: (sock) => {\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n sock.send(subscribeMsg());\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload: pingMsg,\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n\ninterface NormalizedDelta {\n U: number;\n u: number;\n t: number;\n bids: OrderbookLevel[];\n asks: OrderbookLevel[];\n}\n\nfunction normalize(\n ev: GateWSDeltaSpot | GateWSDeltaFutures,\n isFutures: boolean\n): NormalizedDelta {\n if (isFutures) {\n const f = ev as GateWSDeltaFutures;\n return {\n U: f.U,\n u: f.u,\n t: f.t,\n bids: f.b.map((row) => ({ price: Number(row.p), size: Number(row.s) })),\n asks: f.a.map((row) => ({ price: Number(row.p), size: Number(row.s) })),\n };\n }\n const s = ev as GateWSDeltaSpot;\n return {\n U: s.U,\n u: s.u,\n t: s.t,\n bids: s.b.map(([p, sz]) => ({ price: Number(p), size: Number(sz) })),\n asks: s.a.map(([p, sz]) => ({ price: Number(p), size: Number(sz) })),\n };\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchGateOrderbook } from \"./rest.js\";\nimport { streamGateOrderbook } from \"./ws.js\";\n\nexport class GateClient {\n readonly exchange = \"gate\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchGateOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamGateOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchGateOrderbook } from \"./rest.js\";\nexport { streamGateOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\n/** BingX uses underscore-separated symbols for REST and topic paths for WS. */\nexport function toBingxSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}_${quote}`.toUpperCase();\n}\n\nexport function toBingxTopic(\n symbol: string,\n market: Market,\n depth: number | string = 0.1\n): string {\n const prefix = market === \"spot\" ? \"market-depth\" : \"swap-depth\";\n return `${prefix}.${toBingxSymbol(symbol)}.${depth}`;\n}\n\nexport function fromBingxSymbol(s: string): string {\n return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBingxSymbol, toBingxSymbol } from \"./symbols.js\";\nimport type { BingxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBingxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://open-api.bingx.com\";\n\nexport async function fetchBingxOrderbook(\n opts: FetchBingxOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBingxSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/openApi/spot/v1/market/depth?symbol=${symbol}&limit=${limit}`\n : `${BASE}/openApi/swap/v2/quote/depth?symbol=${symbol}&limit=${limit}`;\n\n const res = await httpJson<BingxOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== 0) {\n throw new ExchangeError(\"bingx\", `${res.code}: ${res.msg}`);\n }\n\n const ts = res.data.T ?? res.data.ts ?? Date.now();\n return {\n exchange: \"bingx\",\n symbol: fromBingxSymbol(symbol),\n market: opts.market,\n bids: res.data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: ts,\n };\n}\n","/**\n * Lazy gzip-inflate helper. `pako` is an optional peer dependency, loaded the\n * first time an adapter actually receives a binary frame.\n */\ntype Inflate = (data: Uint8Array | ArrayBuffer) => string;\n\nlet cached: Inflate | null = null;\nlet pending: Promise<Inflate> | null = null;\n\nexport function getGzipInflate(): Promise<Inflate> {\n if (cached) return Promise.resolve(cached);\n if (pending) return pending;\n pending = (async () => {\n let pako: typeof import(\"pako\");\n try {\n pako = await import(\"pako\");\n } catch (err) {\n throw new Error(\n \"gzip decompression requires the `pako` peer dependency. \" +\n (err instanceof Error ? err.message : String(err))\n );\n }\n const inflate: Inflate = (data) => {\n const buf = data instanceof ArrayBuffer ? new Uint8Array(data) : data;\n try {\n return pako.ungzip(buf, { to: \"string\" });\n } catch {\n return pako.inflate(buf, { to: \"string\" });\n }\n };\n cached = inflate;\n return inflate;\n })();\n return pending;\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromBingxSymbol, toBingxSymbol, toBingxTopic } from \"./symbols.js\";\nimport type { BingxWSMessage } from \"./types.js\";\n\nexport interface StreamBingxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://open-api-ws.bingx.com/market\";\nconst WS_SWAP = \"wss://open-api-swap.bingx.com/swap-market\";\n\n/**\n * BingX pushes gzipped frames. Server sends \"Ping\" inside a gzipped frame and\n * expects \"Pong\" in reply. Each market data frame is a full snapshot for the\n * subscribed depth channel.\n */\nexport function streamBingxOrderbook(\n opts: StreamBingxOrderbookOptions\n): OrderbookStream {\n const isSpot = opts.market === \"spot\";\n const bingxSymbol = toBingxSymbol(opts.symbol);\n const depth = opts.depth ?? 0.1;\n const dataType = toBingxTopic(opts.symbol, opts.market, depth);\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n id: `sub-${Date.now()}`,\n reqType: \"sub\",\n dataType,\n });\n\n const handlePayload = (text: string) => {\n if (text === \"Ping\" || text === \"ping\") {\n ws?.send(text === \"Ping\" ? \"Pong\" : \"pong\");\n return;\n }\n\n let msg: BingxWSMessage;\n try {\n msg = JSON.parse(text) as BingxWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack — bingx echoes `id` and may include `code` 0.\n if (msg.id && !msg.data) return;\n if (msg.dataType !== dataType || !msg.data) return;\n\n const d = msg.data;\n const ts = d.T ?? d.ts ?? Date.now();\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n sequence: ts,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"bingx\",\n symbol: fromBingxSymbol(bingxSymbol),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const onMessage = async (raw: string | ArrayBuffer) => {\n if (typeof raw === \"string\") {\n handlePayload(raw);\n return;\n }\n const inflate = await getGzipInflate();\n handlePayload(inflate(raw));\n };\n\n ws = new WSClient({\n url: isSpot ? WS_SPOT : WS_SWAP,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // bingx server is the one that sends Ping frames; we don't need client pings.\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchBingxOrderbook } from \"./rest.js\";\nimport { streamBingxOrderbook } from \"./ws.js\";\n\nexport class BingxClient {\n readonly exchange = \"bingx\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchBingxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamBingxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBingxOrderbook } from \"./rest.js\";\nexport { streamBingxOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\", \"BTC\", \"ETH\"] as const;\n\n/**\n * Spot: lowercase concatenated (\"btcusdt\").\n * Perp (USDT-margined): uppercase hyphenated (\"BTC-USDT\").\n */\nexport function toHuobiSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return market === \"spot\"\n ? `${base}${quote}`.toLowerCase()\n : `${base}-${quote}`.toUpperCase();\n}\n\nexport function fromHuobiSymbol(s: string, market: Market): string {\n if (market === \"spot\") {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) return `${upper.slice(0, -q.length)}/${q}`;\n }\n return upper;\n }\n return s.toUpperCase().replace(\"-\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiOrderbookResponse } from \"./types.js\";\n\nexport interface FetchHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n /** Huobi \"step\" controls aggregation; step0 = no aggregation. */\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst SPOT_BASE = \"https://api.huobi.pro\";\nconst PERP_BASE = \"https://api.hbdm.com\";\n\nexport async function fetchHuobiOrderbook(\n opts: FetchHuobiOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n\n const url =\n opts.market === \"spot\"\n ? `${SPOT_BASE}/market/depth?symbol=${symbol}&type=${step}`\n : `${PERP_BASE}/linear-swap-ex/market/depth?contract_code=${symbol}&type=${step}`;\n\n const res = await httpJson<HuobiOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.status !== \"ok\" || !res.tick) {\n throw new ExchangeError(\n \"huobi\",\n res[\"err-msg\"] ?? res[\"err-code\"] ?? \"missing tick\"\n );\n }\n\n const ts = res.tick.ts;\n return {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(symbol, opts.market),\n market: opts.market,\n bids: res.tick.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.tick.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: res.tick.version ?? ts,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiWSMessage } from \"./types.js\";\n\nexport interface StreamHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.huobi.pro/ws\";\nconst WS_PERP = \"wss://api.hbdm.com/linear-swap-ws\";\n\n/**\n * Huobi pushes gzipped frames and uses JSON-shaped heartbeats:\n * server → { \"ping\": <ts> }\n * client → { \"pong\": <ts> }\n * Channel sends a full snapshot every interval — no delta merging needed.\n */\nexport function streamHuobiOrderbook(\n opts: StreamHuobiOrderbookOptions\n): OrderbookStream {\n const huobiSymbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n const channel = `market.${huobiSymbol}.depth.${step}`;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n sub: channel,\n id: `sub-${Date.now()}`,\n });\n\n const handlePayload = (text: string) => {\n let msg: HuobiWSMessage;\n try {\n msg = JSON.parse(text) as HuobiWSMessage;\n } catch {\n return;\n }\n\n if (typeof msg.ping === \"number\") {\n ws?.send(JSON.stringify({ pong: msg.ping }));\n return;\n }\n\n if (msg.status === \"ok\" && msg.subbed) return; // subscribe ack\n if (msg.ch !== channel || !msg.tick) return;\n\n const ts = msg.tick.ts;\n const sequence = msg.tick.version ?? ts;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: msg.tick.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: msg.tick.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(huobiSymbol, opts.market),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const onMessage = async (raw: string | ArrayBuffer) => {\n if (typeof raw === \"string\") {\n handlePayload(raw);\n return;\n }\n const inflate = await getGzipInflate();\n handlePayload(inflate(raw));\n };\n\n ws = new WSClient({\n url: opts.market === \"spot\" ? WS_SPOT : WS_PERP,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // Huobi heartbeat is server-initiated; we reply inline above. No client ping.\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchHuobiOrderbook } from \"./rest.js\";\nimport { streamHuobiOrderbook } from \"./ws.js\";\n\nexport class HuobiClient {\n readonly exchange = \"huobi\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n _opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchHuobiOrderbook({\n symbol: pair,\n market,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n _opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamHuobiOrderbook({\n symbol: pair,\n market,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchHuobiOrderbook } from \"./rest.js\";\nexport { streamHuobiOrderbook } from \"./ws.js\";\n","/** CoinEx uses \"BTCUSDT\"-style concatenated symbols across spot and futures. */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toCoinexSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromCoinexSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type { CoinexOrderbookResponse } from \"./types.js\";\n\nexport interface FetchCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.coinex.com\";\n\nexport async function fetchCoinexOrderbook(\n opts: FetchCoinexOrderbookOptions\n): Promise<Orderbook> {\n const market = toCoinexSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/v2/spot/depth?market=${market}&limit=${limit}&interval=0`\n : `${BASE}/v2/futures/depth?market=${market}&limit=${limit}&interval=0`;\n\n const res = await httpJson<CoinexOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== 0) {\n throw new ExchangeError(\"coinex\", `${res.code}: ${res.message}`);\n }\n\n const d = res.data.depth;\n return {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: d.updated_at,\n sequence: d.updated_at,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type { CoinexWSMessage } from \"./types.js\";\n\nexport interface StreamCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n /** CoinEx supports 5/10/20/50. */\n depth?: 5 | 10 | 20 | 50;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://socket.coinex.com/v2/spot\";\nconst WS_FUTURES = \"wss://socket.coinex.com/v2/futures\";\n\n/**\n * CoinEx V2 WS sends gzipped JSON frames. Subscribe with `diff_flag=false` to\n * receive full snapshots on every change — no merging required. Native WS\n * ping/pong control frames keep the connection alive (auto-handled by the\n * browser / `ws` package), so no app-level ping is needed.\n */\nexport function streamCoinexOrderbook(\n opts: StreamCoinexOrderbookOptions\n): OrderbookStream {\n const market = toCoinexSymbol(opts.symbol);\n const depth = opts.depth ?? 50;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n method: \"depth.subscribe\",\n params: {\n // [market, limit, interval, diff_flag] — diff_flag=false → full snapshots\n market_list: [[market, depth, \"0\", true]],\n },\n id: 1,\n });\n\n const handlePayload = (text: string) => {\n let msg: CoinexWSMessage;\n try {\n msg = JSON.parse(text) as CoinexWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack / pong: has id but no method\n if (msg.id != null && !msg.method) return;\n if (msg.method !== \"depth.update\" || !msg.data) return;\n if (msg.data.market !== market) return;\n\n const d = msg.data.depth;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n sequence: d.updated_at,\n timestamp: d.updated_at,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const onMessage = async (raw: string | ArrayBuffer) => {\n if (typeof raw === \"string\") {\n // CoinEx normally sends binary; subscribe acks may arrive as plain text.\n handlePayload(raw);\n return;\n }\n const inflate = await getGzipInflate();\n handlePayload(inflate(raw));\n };\n\n ws = new WSClient({\n url: opts.market === \"spot\" ? WS_SPOT : WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // Native WS ping/pong frames keep the connection alive — no app-level ping.\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchCoinexOrderbook } from \"./rest.js\";\nimport { streamCoinexOrderbook } from \"./ws.js\";\n\nexport class CoinexClient {\n readonly exchange = \"coinex\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchCoinexOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamCoinexOrderbook({\n symbol: pair,\n market,\n depth: opts.depth as 5 | 10 | 20 | 50 | undefined,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchCoinexOrderbook } from \"./rest.js\";\nexport { streamCoinexOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\n/**\n * Spot: BTC-USDT\n * Perpetual: BTC-USDT-SWAP\n */\nexport function toOkxSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n const upper = `${base}-${quote}`.toUpperCase();\n return market === \"perpetual\" ? `${upper}-SWAP` : upper;\n}\n\nexport function fromOkxSymbol(instId: string, market: Market): string {\n let s = instId.toUpperCase();\n if (market === \"perpetual\" && s.endsWith(\"-SWAP\")) {\n s = s.slice(0, -\"-SWAP\".length);\n }\n const [base, quote] = s.split(\"-\");\n if (base && quote) return `${base}/${quote}`;\n return s;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://www.okx.com\";\n\nexport async function fetchOkxOrderbook(\n opts: FetchOkxOrderbookOptions\n): Promise<Orderbook> {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const sz = opts.depth ?? 50;\n const url = `${BASE}/api/v5/market/books?instId=${instId}&sz=${sz}`;\n\n const res = await httpJson<OkxOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"0\") {\n throw new ExchangeError(\"okx\", `${res.code}: ${res.msg}`);\n }\n const d = res.data[0];\n if (!d) throw new ExchangeError(\"okx\", \"empty orderbook response\");\n\n const ts = Number(d.ts);\n return {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\n market: opts.market,\n bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: ts,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchOkxOrderbook } from \"./rest.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxWSBookData, OkxWSMessage } from \"./types.js\";\n\nexport interface StreamOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.okx.com:8443/ws/v5/public\";\n\n/**\n * OKX `books` channel: 400-level depth, snapshot+delta. Explicit `seqId` and\n * `prevSeqId` make this a clean fit for our merger — gap is detected if\n * `prevSeqId != current sequence`, and we recover via REST snapshot.\n *\n * Server-driven heartbeat: client sends \"ping\" text → server replies \"pong\".\n */\nexport function streamOkxOrderbook(\n opts: StreamOkxOrderbookOptions\n): OrderbookStream {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const channel = \"books\";\n\n const merger = new BookMerger();\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ channel, instId }],\n });\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ): void => {\n const book: Orderbook = {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n fetchOkxOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 50,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n const r = merger.apply({\n kind: \"snapshot\",\n bids: snap.bids,\n asks: snap.asks,\n sequence: snap.sequence,\n timestamp: snap.timestamp,\n });\n if (r.ok) emit(r);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const buildEvent = (\n d: OkxWSBookData,\n isSnapshot: boolean\n ): BookEvent => {\n const bids = d.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const asks = d.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const timestamp = Number(d.ts);\n if (isSnapshot) {\n return { kind: \"snapshot\", bids, asks, sequence: d.seqId, timestamp };\n }\n return {\n kind: \"delta\",\n bids,\n asks,\n sequence: d.seqId,\n prevSequence: d.prevSeqId,\n timestamp,\n };\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n if (raw === \"pong\") return;\n let msg: OkxWSMessage;\n try {\n msg = JSON.parse(raw) as OkxWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\") return;\n if (msg.event === \"error\") {\n stream.emit(\"error\", new Error(`okx: ${msg.msg ?? msg.code}`));\n return;\n }\n if (\n msg.arg?.channel !== channel ||\n msg.arg?.instId !== instId ||\n !msg.data?.length\n ) {\n return;\n }\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const d of msg.data) {\n const r = merger.apply(buildEvent(d, isSnapshot));\n if (r.ok) {\n emit(r);\n } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n triggerResnapshot();\n return;\n }\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000,\n pingPayload: () => \"ping\",\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n","import type {\n ClientOptions,\n Orderbook,\n OrderbookOptions,\n} from \"../../core/types.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport { parseSymbol } from \"../../core/symbol.js\";\nimport { fetchOkxOrderbook } from \"./rest.js\";\nimport { streamOkxOrderbook } from \"./ws.js\";\n\nexport class OkxClient {\n readonly exchange = \"okx\" as const;\n private readonly transformUrl?: (url: string) => string;\n private readonly timeoutMs?: number;\n\n constructor(opts: ClientOptions = {}) {\n this.transformUrl = opts.transformUrl;\n this.timeoutMs = opts.timeoutMs;\n }\n\n fetchOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): Promise<Orderbook> {\n const { pair, market } = parseSymbol(symbol);\n return fetchOkxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n timeoutMs: this.timeoutMs,\n transformUrl: this.transformUrl,\n });\n }\n\n streamOrderbook(\n symbol: string,\n opts: OrderbookOptions = {}\n ): OrderbookStream {\n const { pair, market } = parseSymbol(symbol);\n return streamOkxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchOkxOrderbook } from \"./rest.js\";\nexport { streamOkxOrderbook } from \"./ws.js\";\n"]}