@xapy/orderbook 0.1.0

package/dist/exchanges/gate/index.js.map

@@ -0,0 +1 @@
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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}: ${text.slice(0, 200)}`);\n    }\n    return (await res.json()) as T;\n  } finally {\n    clearTimeout(timer);\n  }\n}\n","/**\n * Gate uses \"BTC_USDT\"-style underscore-separated symbols for both spot and\n * USDT-perpetual contracts.\n */\nexport function toGateSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${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 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","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 { 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"]}

package/dist/exchanges/huobi/index.cjs

@@ -0,0 +1,573 @@
+'use strict';
+
+// src/core/symbol.ts
+function parseSymbol(symbol) {
+  const [pair, settle] = symbol.split(":");
+  const parts = (pair ?? "").split("/");
+  const base = parts[0]?.toUpperCase();
+  const quote = parts[1]?.toUpperCase();
+  if (!base || !quote) {
+    throw new Error(
+      `invalid symbol "${symbol}" \u2014 expected "BASE/QUOTE" or "BASE/QUOTE:SETTLE"`
+    );
+  }
+  if (settle && settle.toUpperCase() !== quote) {
+    throw new Error(
+      `unsupported settlement currency in "${symbol}" \u2014 only linear (settle === quote) is supported`
+    );
+  }
+  return {
+    base,
+    quote,
+    market: settle ? "perpetual" : "spot",
+    pair: `${base}/${quote}`
+  };
+}
+
+// src/transport/http.ts
+async function httpJson(req) {
+  const url = req.transformUrl ? req.transformUrl(req.url) : req.url;
+  const controller = new AbortController();
+  const timer = setTimeout(() => controller.abort(), req.timeoutMs ?? 1e4);
+  try {
+    const res = await fetch(url, {
+      method: req.method ?? "GET",
+      headers: req.headers,
+      body: req.body,
+      signal: controller.signal
+    });
+    if (!res.ok) {
+      const text = await res.text().catch(() => "");
+      throw new Error(`HTTP ${res.status} ${res.statusText}: ${text.slice(0, 200)}`);
+    }
+    return await res.json();
+  } finally {
+    clearTimeout(timer);
+  }
+}
+
+// src/core/errors.ts
+var ExchangeError = class extends Error {
+  constructor(exchange, message, cause) {
+    super(
+      `[${exchange}] ${message}`,
+      cause === void 0 ? void 0 : { cause }
+    );
+    this.exchange = exchange;
+    this.name = "ExchangeError";
+  }
+  exchange;
+};
+
+// src/exchanges/huobi/symbols.ts
+var QUOTES = ["USDT", "USDC", "USD", "BTC", "ETH"];
+function toHuobiSymbol(symbol, market) {
+  const [base, quote] = symbol.split("/");
+  if (!base || !quote) {
+    throw new Error(`invalid symbol "${symbol}" \u2014 expected "BASE/QUOTE"`);
+  }
+  return market === "spot" ? `${base}${quote}`.toLowerCase() : `${base}-${quote}`.toUpperCase();
+}
+function fromHuobiSymbol(s, market) {
+  if (market === "spot") {
+    const upper = s.toUpperCase();
+    for (const q of QUOTES) {
+      if (upper.endsWith(q)) return `${upper.slice(0, -q.length)}/${q}`;
+    }
+    return upper;
+  }
+  return s.toUpperCase().replace("-", "/");
+}
+
+// src/exchanges/huobi/rest.ts
+var SPOT_BASE = "https://api.huobi.pro";
+var PERP_BASE = "https://api.hbdm.com";
+async function fetchHuobiOrderbook(opts) {
+  const symbol = toHuobiSymbol(opts.symbol, opts.market);
+  const step = opts.step ?? "step0";
+  const url = opts.market === "spot" ? `${SPOT_BASE}/market/depth?symbol=${symbol}&type=${step}` : `${PERP_BASE}/linear-swap-ex/market/depth?contract_code=${symbol}&type=${step}`;
+  const res = await httpJson({
+    url,
+    timeoutMs: opts.timeoutMs,
+    transformUrl: opts.transformUrl
+  });
+  if (res.status !== "ok" || !res.tick) {
+    throw new ExchangeError(
+      "huobi",
+      res["err-msg"] ?? res["err-code"] ?? "missing tick"
+    );
+  }
+  const ts = res.tick.ts;
+  return {
+    exchange: "huobi",
+    symbol: fromHuobiSymbol(symbol, opts.market),
+    market: opts.market,
+    bids: res.tick.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
+    asks: res.tick.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
+    timestamp: ts,
+    sequence: res.tick.version ?? ts
+  };
+}
+
+// src/core/book-merger.ts
+var BookMerger = class {
+  bids = /* @__PURE__ */ new Map();
+  // price -> size
+  asks = /* @__PURE__ */ new Map();
+  sequence = -1;
+  timestamp = 0;
+  hasSnapshot = false;
+  apply(event) {
+    if (event.kind === "snapshot") {
+      this.bids.clear();
+      this.asks.clear();
+      for (const { price, size } of event.bids) {
+        if (size > 0) this.bids.set(price, size);
+      }
+      for (const { price, size } of event.asks) {
+        if (size > 0) this.asks.set(price, size);
+      }
+      this.sequence = event.sequence;
+      this.timestamp = event.timestamp;
+      this.hasSnapshot = true;
+      return this.emit();
+    }
+    if (!this.hasSnapshot) {
+      return { ok: false, reason: "no-snapshot" };
+    }
+    if (event.sequence <= this.sequence) {
+      return this.emit();
+    }
+    if (event.prevSequence !== void 0) {
+      if (event.prevSequence !== this.sequence) {
+        return {
+          ok: false,
+          reason: "gap",
+          expected: this.sequence,
+          received: event.prevSequence
+        };
+      }
+    } else if (event.sequence !== this.sequence + 1) {
+      return {
+        ok: false,
+        reason: "gap",
+        expected: this.sequence + 1,
+        received: event.sequence
+      };
+    }
+    for (const { price, size } of event.bids) {
+      if (size === 0) this.bids.delete(price);
+      else this.bids.set(price, size);
+    }
+    for (const { price, size } of event.asks) {
+      if (size === 0) this.asks.delete(price);
+      else this.asks.set(price, size);
+    }
+    this.sequence = event.sequence;
+    this.timestamp = event.timestamp;
+    return this.emit();
+  }
+  reset() {
+    this.bids.clear();
+    this.asks.clear();
+    this.sequence = -1;
+    this.timestamp = 0;
+    this.hasSnapshot = false;
+  }
+  /** Returns true once the merger has a usable book. */
+  isReady() {
+    return this.hasSnapshot;
+  }
+  emit() {
+    const bids = [];
+    for (const [price, size] of this.bids) bids.push({ price, size });
+    bids.sort((a, b) => b.price - a.price);
+    const asks = [];
+    for (const [price, size] of this.asks) asks.push({ price, size });
+    asks.sort((a, b) => a.price - b.price);
+    return {
+      ok: true,
+      bids,
+      asks,
+      sequence: this.sequence,
+      timestamp: this.timestamp
+    };
+  }
+};
+
+// src/core/event-emitter.ts
+var TypedEmitter = class {
+  listeners = /* @__PURE__ */ new Map();
+  on(event, fn) {
+    let set = this.listeners.get(event);
+    if (!set) {
+      set = /* @__PURE__ */ new Set();
+      this.listeners.set(event, set);
+    }
+    set.add(fn);
+    return this;
+  }
+  off(event, fn) {
+    this.listeners.get(event)?.delete(fn);
+    return this;
+  }
+  emit(event, ...args) {
+    const set = this.listeners.get(event);
+    if (!set || set.size === 0) return false;
+    for (const fn of set) fn(...args);
+    return true;
+  }
+  removeAllListeners() {
+    this.listeners.clear();
+  }
+};
+
+// src/core/stream.ts
+var OrderbookStream = class extends TypedEmitter {
+  constructor(onClose) {
+    super();
+    this.onClose = onClose;
+  }
+  onClose;
+  closed = false;
+  close() {
+    if (this.closed) return;
+    this.closed = true;
+    this.onClose();
+    this.removeAllListeners();
+  }
+  /** Yields each maintained book as it becomes available. */
+  async *iter() {
+    const queue = [];
+    let resolveNext = null;
+    let pendingError = null;
+    let ended = false;
+    const onUpdate = (b) => {
+      queue.push(b);
+      resolveNext?.();
+    };
+    const onError = (e) => {
+      pendingError = e;
+      resolveNext?.();
+    };
+    const onClose = () => {
+      ended = true;
+      resolveNext?.();
+    };
+    this.on("update", onUpdate);
+    this.on("error", onError);
+    this.on("disconnected", onClose);
+    try {
+      while (true) {
+        if (pendingError) throw pendingError;
+        const next = queue.shift();
+        if (next) {
+          yield next;
+          continue;
+        }
+        if (ended || this.closed) return;
+        await new Promise((r) => {
+          resolveNext = r;
+        });
+        resolveNext = null;
+      }
+    } finally {
+      this.off("update", onUpdate);
+      this.off("error", onError);
+      this.off("disconnected", onClose);
+    }
+  }
+};
+
+// src/core/reconnect.ts
+var Backoff = class _Backoff {
+  attempt = 0;
+  opts;
+  constructor(opts) {
+    this.opts = opts;
+  }
+  static withDefaults(opts = {}) {
+    return new _Backoff({
+      initialMs: opts.initialMs ?? 500,
+      maxMs: opts.maxMs ?? 3e4,
+      factor: opts.factor ?? 2,
+      jitter: opts.jitter ?? 0.3,
+      maxAttempts: opts.maxAttempts ?? 0
+    });
+  }
+  next() {
+    if (this.opts.maxAttempts > 0 && this.attempt >= this.opts.maxAttempts) {
+      return null;
+    }
+    this.attempt += 1;
+    const base = Math.min(
+      this.opts.initialMs * Math.pow(this.opts.factor, this.attempt - 1),
+      this.opts.maxMs
+    );
+    const jitterRange = base * this.opts.jitter;
+    const wait = Math.max(0, base + (Math.random() * 2 - 1) * jitterRange);
+    return { wait, attempt: this.attempt };
+  }
+  reset() {
+    this.attempt = 0;
+  }
+};
+var hasNativeWebSocket = typeof globalThis.WebSocket !== "undefined";
+
+// src/transport/ws.ts
+var cachedCtor = null;
+async function getWebSocketCtor() {
+  if (cachedCtor) return cachedCtor;
+  if (hasNativeWebSocket) {
+    cachedCtor = globalThis.WebSocket;
+    return cachedCtor;
+  }
+  try {
+    const mod = await import('ws');
+    const ctor = mod.default ?? mod.WebSocket;
+    if (!ctor) throw new Error("missing default export");
+    cachedCtor = ctor;
+    return cachedCtor;
+  } catch (err) {
+    throw new Error(
+      "WebSocket unavailable; install peer dep `ws` for Node <22. " + (err instanceof Error ? err.message : String(err))
+    );
+  }
+}
+var WSClient = class extends TypedEmitter {
+  constructor(cfg) {
+    super();
+    this.cfg = cfg;
+    this.backoff = Backoff.withDefaults(cfg.reconnect);
+  }
+  cfg;
+  ws = null;
+  backoff;
+  closed = false;
+  pingTimer = null;
+  async connect() {
+    if (this.closed) return;
+    const WS = await getWebSocketCtor();
+    const ws = new WS(this.cfg.url);
+    ws.binaryType = "arraybuffer";
+    this.ws = ws;
+    ws.onopen = async () => {
+      this.backoff.reset();
+      this.startPing();
+      this.emit("open");
+      try {
+        await this.cfg.onOpen?.({
+          send: (d) => ws.send(d),
+          close: () => this.close()
+        });
+      } catch (err) {
+        this.emit("error", err);
+      }
+    };
+    ws.onmessage = (e) => {
+      let result;
+      try {
+        result = this.cfg.onMessage(e.data);
+      } catch (err) {
+        this.emit("error", err);
+        return;
+      }
+      if (result && typeof result.catch === "function") {
+        result.catch(
+          (err) => this.emit("error", err)
+        );
+      }
+    };
+    ws.onerror = (e) => {
+      this.emit("error", new Error(e?.message ?? "WebSocket error"));
+    };
+    ws.onclose = (e) => {
+      this.stopPing();
+      const reason = e?.reason ?? "closed";
+      this.emit("close", reason);
+      if (!this.closed) this.scheduleReconnect();
+    };
+  }
+  send(data) {
+    this.ws?.send(data);
+  }
+  close() {
+    this.closed = true;
+    this.stopPing();
+    try {
+      this.ws?.close();
+    } catch {
+    }
+  }
+  startPing() {
+    if (!this.cfg.pingIntervalMs || !this.cfg.pingPayload) return;
+    this.stopPing();
+    this.pingTimer = setInterval(() => {
+      try {
+        this.ws?.send(this.cfg.pingPayload());
+      } catch {
+      }
+    }, this.cfg.pingIntervalMs);
+  }
+  stopPing() {
+    if (this.pingTimer) {
+      clearInterval(this.pingTimer);
+      this.pingTimer = null;
+    }
+  }
+  scheduleReconnect() {
+    const next = this.backoff.next();
+    if (!next) {
+      this.emit("error", new Error("max reconnect attempts exceeded"));
+      return;
+    }
+    this.emit("reconnecting", next.attempt, next.wait);
+    setTimeout(() => {
+      this.connect().catch((e) => this.emit("error", e));
+    }, next.wait);
+  }
+};
+
+// src/utils/gzip.ts
+var cached = null;
+var pending = null;
+function getGzipInflate() {
+  if (cached) return Promise.resolve(cached);
+  if (pending) return pending;
+  pending = (async () => {
+    let pako;
+    try {
+      pako = await import('pako');
+    } catch (err) {
+      throw new Error(
+        "gzip decompression requires the `pako` peer dependency. " + (err instanceof Error ? err.message : String(err))
+      );
+    }
+    const inflate = (data) => {
+      const buf = data instanceof ArrayBuffer ? new Uint8Array(data) : data;
+      try {
+        return pako.ungzip(buf, { to: "string" });
+      } catch {
+        return pako.inflate(buf, { to: "string" });
+      }
+    };
+    cached = inflate;
+    return inflate;
+  })();
+  return pending;
+}
+
+// src/exchanges/huobi/ws.ts
+var WS_SPOT = "wss://api.huobi.pro/ws";
+var WS_PERP = "wss://api.hbdm.com/linear-swap-ws";
+function streamHuobiOrderbook(opts) {
+  const huobiSymbol = toHuobiSymbol(opts.symbol, opts.market);
+  const step = opts.step ?? "step0";
+  const channel = `market.${huobiSymbol}.depth.${step}`;
+  const merger = new BookMerger();
+  let ws = null;
+  const stream = new OrderbookStream(() => ws?.close());
+  const subscribePayload = JSON.stringify({
+    sub: channel,
+    id: `sub-${Date.now()}`
+  });
+  const handlePayload = (text) => {
+    let msg;
+    try {
+      msg = JSON.parse(text);
+    } catch {
+      return;
+    }
+    if (typeof msg.ping === "number") {
+      ws?.send(JSON.stringify({ pong: msg.ping }));
+      return;
+    }
+    if (msg.status === "ok" && msg.subbed) return;
+    if (msg.ch !== channel || !msg.tick) return;
+    const ts = msg.tick.ts;
+    const sequence = msg.tick.version ?? ts;
+    const event = {
+      kind: "snapshot",
+      bids: msg.tick.bids.map(([p, s]) => ({
+        price: Number(p),
+        size: Number(s)
+      })),
+      asks: msg.tick.asks.map(([p, s]) => ({
+        price: Number(p),
+        size: Number(s)
+      })),
+      sequence,
+      timestamp: ts
+    };
+    const r = merger.apply(event);
+    if (!r.ok) return;
+    const book = {
+      exchange: "huobi",
+      symbol: fromHuobiSymbol(huobiSymbol, opts.market),
+      market: opts.market,
+      bids: r.bids,
+      asks: r.asks,
+      timestamp: r.timestamp,
+      sequence: r.sequence
+    };
+    stream.emit("update", book);
+  };
+  const onMessage = async (raw) => {
+    if (typeof raw === "string") {
+      handlePayload(raw);
+      return;
+    }
+    const inflate = await getGzipInflate();
+    handlePayload(inflate(raw));
+  };
+  ws = new WSClient({
+    url: opts.market === "spot" ? WS_SPOT : WS_PERP,
+    onOpen: (sock) => {
+      merger.reset();
+      sock.send(subscribePayload);
+    },
+    onMessage
+    // Huobi heartbeat is server-initiated; we reply inline above. No client ping.
+  });
+  ws.on("open", () => stream.emit("connected"));
+  ws.on("close", (r) => stream.emit("disconnected", r));
+  ws.on("reconnecting", (a, w) => stream.emit("reconnecting", a, w));
+  ws.on("error", (e) => stream.emit("error", e));
+  ws.connect().catch((e) => stream.emit("error", e));
+  return stream;
+}
+
+// src/exchanges/huobi/index.ts
+var HuobiClient = class {
+  exchange = "huobi";
+  transformUrl;
+  timeoutMs;
+  constructor(opts = {}) {
+    this.transformUrl = opts.transformUrl;
+    this.timeoutMs = opts.timeoutMs;
+  }
+  fetchOrderbook(symbol, _opts = {}) {
+    const { pair, market } = parseSymbol(symbol);
+    return fetchHuobiOrderbook({
+      symbol: pair,
+      market,
+      timeoutMs: this.timeoutMs,
+      transformUrl: this.transformUrl
+    });
+  }
+  streamOrderbook(symbol, _opts = {}) {
+    const { pair, market } = parseSymbol(symbol);
+    return streamHuobiOrderbook({
+      symbol: pair,
+      market,
+      transformUrl: this.transformUrl,
+      timeoutMs: this.timeoutMs
+    });
+  }
+};
+
+exports.HuobiClient = HuobiClient;
+exports.fetchHuobiOrderbook = fetchHuobiOrderbook;
+exports.streamHuobiOrderbook = streamHuobiOrderbook;
+//# sourceMappingURL=index.cjs.map
+//# sourceMappingURL=index.cjs.map