@xapy/orderbook 0.1.2 → 0.1.4

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

@@ -1 +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}: ${text.slice(0, 200)}`);\n    }\n    return (await res.json()) as T;\n  } finally {\n    clearTimeout(timer);\n  }\n}\n","export class ExchangeError extends Error {\n  constructor(\n    public readonly exchange: string,\n    message: string,\n    cause?: unknown\n  ) {\n    super(\n      `[${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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","/** BingX uses underscore-separated symbols for REST. */\nexport function toBingxSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${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","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","/**\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 type { BingxWSMessage } from \"./types.js\";\n\nexport interface StreamBingxOrderbookOptions {\n  symbol: string;\n  market: Market;\n  /** Number of levels: 5, 20, or 100. Defaults to 20. */\n  depth?: number;\n  /** Push interval: \"200ms\" (BTC/ETH only) or \"500ms\". Defaults to \"500ms\". */\n  interval?: \"200ms\" | \"500ms\";\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 wsSymbol = opts.symbol.toUpperCase().replace(\"/\", \"-\");\n  const level = opts.depth ?? 20;\n  const interval = opts.interval ?? \"500ms\";\n  const dataType = `${wsSymbol}@depth${level}@${interval}`;\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: opts.symbol,\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"]}
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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}: ${text.slice(0, 200)}`);\n    }\n    return (await res.json()) as T;\n  } finally {\n    clearTimeout(timer);\n  }\n}\n","export class ExchangeError extends Error {\n  constructor(\n    public readonly exchange: string,\n    message: string,\n    cause?: unknown\n  ) {\n    super(\n      `[${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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","/** BingX uses underscore-separated symbols for REST. */\nexport function toBingxSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${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","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","/**\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 {\n  BookEvent,\n  Market,\n  Orderbook,\n  OrderbookLevel,\n} from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport type {\n  BingxBookTickerData,\n  BingxWSData,\n  BingxWSMessage,\n} from \"./types.js\";\n\nexport interface StreamBingxOrderbookOptions {\n  symbol: string;\n  market: Market;\n  /** Number of levels: 5, 20, or 100. Defaults to 20. */\n  depth?: number;\n  /** Push interval: \"200ms\" (BTC/ETH only) or \"500ms\". Defaults to \"500ms\". */\n  interval?: \"200ms\" | \"500ms\";\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.\n *\n * We subscribe to two channels on the same socket:\n *   - `<sym>@depth{N}@{interval}` — full snapshot per frame (the body of the book)\n *   - `<sym>@bookTicker`          — top-of-book only, every 200ms\n *\n * The depth channel intermittently omits the best ask (observed in production),\n * so we overlay the bookTicker's best bid/ask on every emit. Stale levels in\n * the depth snapshot priced inside the ticker top are dropped.\n */\nexport function streamBingxOrderbook(\n  opts: StreamBingxOrderbookOptions\n): OrderbookStream {\n  const isSpot = opts.market === \"spot\";\n  const wsSymbol = opts.symbol.toUpperCase().replace(\"/\", \"-\");\n  const level = opts.depth ?? 20;\n  const interval = opts.interval ?? \"500ms\";\n  const depthDataType = `${wsSymbol}@depth${level}@${interval}`;\n  const tickerDataType = `${wsSymbol}@bookTicker`;\n\n  const merger = new BookMerger();\n  let ws: WSClient | null = null;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const subId = Date.now();\n  const subscribeDepth = JSON.stringify({\n    id: `sub-depth-${subId}`,\n    reqType: \"sub\",\n    dataType: depthDataType,\n  });\n  const subscribeTicker = JSON.stringify({\n    id: `sub-ticker-${subId}`,\n    reqType: \"sub\",\n    dataType: tickerDataType,\n  });\n\n  let lastMerged:\n    | { bids: OrderbookLevel[]; asks: OrderbookLevel[]; timestamp: number; sequence: number }\n    | null = null;\n  let lastTicker:\n    | { bid: OrderbookLevel; ask: OrderbookLevel; ts: number }\n    | null = null;\n\n  const emitOverlayed = () => {\n    if (!lastMerged) return;\n    let bids = lastMerged.bids;\n    let asks = lastMerged.asks;\n    let timestamp = lastMerged.timestamp;\n    let sequence = lastMerged.sequence;\n    if (lastTicker) {\n      bids = overlayBid(bids, lastTicker.bid);\n      asks = overlayAsk(asks, lastTicker.ask);\n      if (lastTicker.ts > timestamp) {\n        timestamp = lastTicker.ts;\n        sequence = Math.max(sequence, lastTicker.ts);\n      }\n    }\n    const book: Orderbook = {\n      exchange: \"bingx\",\n      symbol: opts.symbol,\n      market: opts.market,\n      bids,\n      asks,\n      timestamp,\n      sequence,\n    };\n    stream.emit(\"update\", book);\n  };\n\n  const handleDepth = (d: BingxWSData) => {\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    const r = merger.apply(event);\n    if (!r.ok) return;\n    lastMerged = {\n      bids: r.bids,\n      asks: r.asks,\n      timestamp: r.timestamp,\n      sequence: r.sequence,\n    };\n    emitOverlayed();\n  };\n\n  const handleTicker = (t: BingxBookTickerData) => {\n    const bidPrice = Number(t.b);\n    const askPrice = Number(t.a);\n    const bidSize = Number(t.B);\n    const askSize = Number(t.A);\n    if (!Number.isFinite(bidPrice) || !Number.isFinite(askPrice)) return;\n    lastTicker = {\n      bid: { price: bidPrice, size: bidSize },\n      ask: { price: askPrice, size: askSize },\n      ts: t.T ?? t.E ?? Date.now(),\n    };\n    emitOverlayed();\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 || !msg.data) return;\n\n    if (msg.dataType === depthDataType) {\n      handleDepth(msg.data as BingxWSData);\n    } else if (msg.dataType === tickerDataType) {\n      handleTicker(msg.data as BingxBookTickerData);\n    }\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      lastMerged = null;\n      lastTicker = null;\n      sock.send(subscribeDepth);\n      sock.send(subscribeTicker);\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\n/**\n * Insert/replace top ask using bookTicker. Drops any depth levels priced below\n * the ticker's best ask (those are stale — bingx's @depth occasionally lags).\n * `size <= 0` from ticker is treated as \"no top update\" rather than a deletion.\n */\nfunction overlayAsk(\n  asks: OrderbookLevel[],\n  top: OrderbookLevel\n): OrderbookLevel[] {\n  if (!(top.size > 0)) return asks;\n  let i = 0;\n  for (; i < asks.length; i++) {\n    const level = asks[i];\n    if (!level || level.price >= top.price) break;\n  }\n  const at = asks[i];\n  if (at && at.price === top.price) {\n    return [{ price: top.price, size: top.size }, ...asks.slice(i + 1)];\n  }\n  return [{ price: top.price, size: top.size }, ...asks.slice(i)];\n}\n\nfunction overlayBid(\n  bids: OrderbookLevel[],\n  top: OrderbookLevel\n): OrderbookLevel[] {\n  if (!(top.size > 0)) return bids;\n  let i = 0;\n  for (; i < bids.length; i++) {\n    const level = bids[i];\n    if (!level || level.price <= top.price) break;\n  }\n  const at = bids[i];\n  if (at && at.price === top.price) {\n    return [{ price: top.price, size: top.size }, ...bids.slice(i + 1)];\n  }\n  return [{ price: top.price, size: top.size }, ...bids.slice(i)];\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"]}

package/dist/exchanges/gate/index.cjs

@@ -426,9 +426,131 @@ var WSClient = class extends TypedEmitter {
 var WS_SPOT = "wss://api.gateio.ws/ws/v4/";
 var WS_FUTURES = "wss://fx-ws.gateio.ws/v4/ws/usdt";
 function streamGateOrderbook(opts) {
-  const isFutures = opts.market === "perpetual";
+  return opts.market === "perpetual" ? streamGateFuturesObu(opts) : streamGateSpot(opts);
+}
+function streamGateFuturesObu(opts) {
+  const gateSymbol = toGateSymbol(opts.symbol);
+  const level = snapFuturesLevel(opts.depth ?? 50);
+  const streamName = `ob.${gateSymbol}.${level}`;
+  const merger = new BookMerger();
+  let lastU = -1;
+  let ws = null;
+  const stream = new OrderbookStream(() => ws?.close());
+  const wsMsg = (event) => JSON.stringify({
+    time: Math.floor(Date.now() / 1e3),
+    channel: "futures.obu",
+    event,
+    payload: [streamName]
+  });
+  const pingMsg = () => JSON.stringify({
+    time: Math.floor(Date.now() / 1e3),
+    channel: "futures.ping"
+  });
+  const emitBook = (bids, asks, sequence, timestamp) => {
+    const book = {
+      exchange: "gate",
+      symbol: fromGateSymbol(gateSymbol),
+      market: "perpetual",
+      bids,
+      asks,
+      timestamp,
+      sequence
+    };
+    stream.emit("update", book);
+  };
+  const resubscribe = () => {
+    if (!ws) return;
+    merger.reset();
+    lastU = -1;
+    try {
+      ws.send(wsMsg("unsubscribe"));
+      ws.send(wsMsg("subscribe"));
+    } catch (err) {
+      stream.emit("error", err);
+    }
+  };
+  const processFrame = (frame) => {
+    const bids = parseObuLevels(frame.b);
+    const asks = parseObuLevels(frame.a);
+    if (frame.full) {
+      const r2 = merger.apply({
+        kind: "snapshot",
+        bids,
+        asks,
+        sequence: frame.u,
+        timestamp: frame.t
+      });
+      lastU = frame.u;
+      if (r2.ok) emitBook(r2.bids, r2.asks, r2.sequence, r2.timestamp);
+      return;
+    }
+    if (!merger.isReady() || lastU < 0 || frame.U === void 0) return;
+    if (frame.u <= lastU) return;
+    if (frame.U !== lastU + 1) {
+      resubscribe();
+      return;
+    }
+    const r = merger.apply({
+      kind: "delta",
+      bids,
+      asks,
+      sequence: frame.u,
+      prevSequence: lastU,
+      timestamp: frame.t
+    });
+    if (r.ok) {
+      lastU = frame.u;
+      emitBook(r.bids, r.asks, r.sequence, r.timestamp);
+    } else if (r.reason === "gap") {
+      resubscribe();
+    }
+  };
+  const onMessage = (raw) => {
+    if (typeof raw !== "string") return;
+    let msg;
+    try {
+      msg = JSON.parse(raw);
+    } catch {
+      return;
+    }
+    if (msg.error) {
+      stream.emit("error", new Error(`gate: ${msg.error.message}`));
+      return;
+    }
+    if (msg.channel !== "futures.obu") return;
+    if (msg.event === "subscribe" || msg.event === "unsubscribe") return;
+    if (msg.event !== "update" || !msg.result) return;
+    processFrame(msg.result);
+  };
+  ws = new WSClient({
+    url: WS_FUTURES,
+    onOpen: (sock) => {
+      merger.reset();
+      lastU = -1;
+      sock.send(wsMsg("subscribe"));
+    },
+    onMessage,
+    pingIntervalMs: 15e3,
+    pingPayload: pingMsg
+  });
+  ws.on("open", () => stream.emit("connected"));
+  ws.on("close", (r) => stream.emit("disconnected", r));
+  ws.on("reconnecting", (a, w) => stream.emit("reconnecting", a, w));
+  ws.on("error", (e) => stream.emit("error", e));
+  ws.connect().catch((e) => stream.emit("error", e));
+  return stream;
+}
+function snapFuturesLevel(depth) {
+  return depth <= 50 ? 50 : 400;
+}
+function parseObuLevels(rows) {
+  if (!rows) return [];
+  const out = [];
+  for (const [p, s] of rows) out.push({ price: Number(p), size: Number(s) });
+  return out;
+}
+function streamGateSpot(opts) {
   const gateSymbol = toGateSymbol(opts.symbol);
-  const channel = isFutures ? "futures.order_book_update" : "spot.order_book_update";
   const interval = `${opts.intervalMs ?? 100}ms`;
   const depth = String(opts.depth ?? 100);
   const merger = new BookMerger();
@@ -440,22 +562,21 @@ function streamGateOrderbook(opts) {
   let recovering = false;
   let ws = null;
   const stream = new OrderbookStream(() => ws?.close());
-  const payload = isFutures ? [gateSymbol, interval, depth] : [gateSymbol, depth, interval];
   const subscribeMsg = () => JSON.stringify({
     time: Math.floor(Date.now() / 1e3),
-    channel,
+    channel: "spot.order_book_update",
     event: "subscribe",
-    payload
+    payload: [gateSymbol, depth, interval]
   });
   const pingMsg = () => JSON.stringify({
     time: Math.floor(Date.now() / 1e3),
-    channel: isFutures ? "futures.ping" : "spot.ping"
+    channel: "spot.ping"
   });
   const emitBook = (bids, asks, sequence, timestamp) => {
     const book = {
       exchange: "gate",
       symbol: fromGateSymbol(gateSymbol),
-      market: opts.market,
+      market: "spot",
       bids,
       asks,
       timestamp,
@@ -468,7 +589,7 @@ function streamGateOrderbook(opts) {
     snapshotInFlight = true;
     fetchGateOrderbook({
       symbol: opts.symbol,
-      market: opts.market,
+      market: "spot",
       depth: opts.depth ?? 100,
       timeoutMs: opts.timeoutMs,
       transformUrl: opts.transformUrl
@@ -544,9 +665,16 @@ function streamGateOrderbook(opts) {
       stream.emit("error", new Error(`gate: ${msg.error.message}`));
       return;
     }
-    if (msg.channel !== channel || !msg.result) return;
+    if (msg.channel !== "spot.order_book_update" || !msg.result) return;
     if (msg.event !== "update") return;
-    const ev = normalize(msg.result, isFutures);
+    const r = msg.result;
+    const ev = {
+      U: r.U,
+      u: r.u,
+      t: r.t,
+      bids: r.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
+      asks: r.a.map(([p, s]) => ({ price: Number(p), size: Number(s) }))
+    };
     if (!snapshotDone) {
       buffered.push(ev);
       if (!snapshotInFlight) triggerSnapshot();
@@ -555,7 +683,7 @@ function streamGateOrderbook(opts) {
     processDelta(ev);
   };
   ws = new WSClient({
-    url: isFutures ? WS_FUTURES : WS_SPOT,
+    url: WS_SPOT,
     onOpen: (sock) => {
       merger.reset();
       snapshotSequence = -1;
@@ -575,26 +703,6 @@ function streamGateOrderbook(opts) {
   ws.connect().catch((e) => stream.emit("error", e));
   return stream;
 }
-function normalize(ev, isFutures) {
-  if (isFutures) {
-    const f = ev;
-    return {
-      U: f.U,
-      u: f.u,
-      t: f.t,
-      bids: f.b.map((row) => ({ price: Number(row.p), size: Number(row.s) })),
-      asks: f.a.map((row) => ({ price: Number(row.p), size: Number(row.s) }))
-    };
-  }
-  const s = ev;
-  return {
-    U: s.U,
-    u: s.u,
-    t: s.t,
-    bids: s.b.map(([p, sz]) => ({ price: Number(p), size: Number(sz) })),
-    asks: s.a.map(([p, sz]) => ({ price: Number(p), size: Number(sz) }))
-  };
-}
 
 // src/exchanges/gate/index.ts
 var GateClient = class {