@xapy/orderbook 0.1.22 → 0.1.24

package/dist/exchanges/deribit/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}: ${text.slice(0, 200)}`);\n    }\n    return (await res.json()) as T;\n  } finally {\n    clearTimeout(timer);\n  }\n}\n","export class ExchangeError extends Error {\n  constructor(\n    public readonly exchange: string,\n    message: string,\n    cause?: unknown\n  ) {\n    super(\n      `[${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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","import type { Market } from \"../../core/types.js\";\n\n/**\n * Deribit instrument names:\n *   Spot:              BTC_USDC, XRP_USDC, USDC_USDT\n *   Linear perpetual:  BTC_USDC-PERPETUAL, SOL_USDC-PERPETUAL\n *\n * Every linear perpetual on Deribit is USDC-margined — the only non-USDC\n * perps are `BTC-PERPETUAL` / `ETH-PERPETUAL`, which are inverse (amounts\n * quoted in USD) and therefore out of scope for this lib, same as the other\n * coin-margined contracts. Non-USDC perp quotes are rejected here rather than\n * failing later as a silent empty subscription.\n */\nexport function toDeribitSymbol(symbol: string, market: Market): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n  }\n  const pair = `${base}_${quote}`.toUpperCase();\n  if (market !== \"perpetual\") return pair;\n  if (quote.toUpperCase() !== \"USDC\") {\n    throw new Error(\n      `deribit linear perpetuals are USDC-margined; got \"${quote}\" ` +\n        `(inverse contracts like BTC-PERPETUAL are unsupported)`\n    );\n  }\n  return `${pair}-PERPETUAL`;\n}\n\nexport function fromDeribitSymbol(instrument: string): string {\n  let s = instrument.toUpperCase();\n  if (s.endsWith(\"-PERPETUAL\")) s = s.slice(0, -\"-PERPETUAL\".length);\n  const [base, quote] = s.split(\"_\");\n  return base && quote ? `${base}/${quote}` : s;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromDeribitSymbol, toDeribitSymbol } from \"./symbols.js\";\nimport type { DeribitOrderbookResult, DeribitRpcResponse } from \"./types.js\";\n\nexport interface FetchDeribitOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  timeoutMs?: number;\n  transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://www.deribit.com\";\n\n/** Deribit only accepts these depths; anything else is a 400. */\nconst ALLOWED_DEPTHS = [1, 5, 10, 20, 50, 100, 1000, 10000];\n\nfunction clampDepth(depth: number): number {\n  return (\n    ALLOWED_DEPTHS.find((d) => d >= depth) ??\n    ALLOWED_DEPTHS[ALLOWED_DEPTHS.length - 1]!\n  );\n}\n\nexport async function fetchDeribitOrderbook(\n  opts: FetchDeribitOrderbookOptions\n): Promise<Orderbook> {\n  const instrument = toDeribitSymbol(opts.symbol, opts.market);\n  const depth = clampDepth(opts.depth ?? 50);\n  const url =\n    `${BASE}/api/v2/public/get_order_book` +\n    `?instrument_name=${instrument}&depth=${depth}`;\n\n  const res = await httpJson<DeribitRpcResponse<DeribitOrderbookResult>>({\n    url,\n    timeoutMs: opts.timeoutMs,\n    transformUrl: opts.transformUrl,\n  });\n\n  if (res.error) {\n    throw new ExchangeError(\n      \"deribit\",\n      `${res.error.code}: ${res.error.message}`\n    );\n  }\n  const r = res.result;\n  if (!r) throw new ExchangeError(\"deribit\", \"empty orderbook response\");\n\n  return {\n    exchange: \"deribit\",\n    symbol: fromDeribitSymbol(r.instrument_name ?? instrument),\n    market: opts.market,\n    bids: r.bids.map(([price, size]) => ({ price, size })),\n    asks: r.asks.map(([price, size]) => ({ price, size })),\n    timestamp: r.timestamp,\n    sequence: r.change_id,\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  /**\n   * WebSocket URL, or a function resolved on every (re)connect. The function\n   * form lets adapters that need a fresh handshake token (e.g. KuCoin's bullet\n   * endpoint) hand out a new URL each time without ditching WSClient.\n   */\n  url: string | (() => string | Promise<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?: WSErrorEventLike) => void) | null;\n  onmessage: ((ev: { data: string | ArrayBuffer }) => void) | null;\n}\n\n/**\n * Shape of what lands in `onerror` across runtimes:\n *   - browsers: a bare `Event` (no `message`), or an `ErrorEvent` whose\n *     `message` defaults to the **empty string** — which is why the fallbacks\n *     below test truthiness, not nullishness. `?? \"...\"` lets `\"\"` through and\n *     the consumer ends up rendering a blank error.\n *   - node (native/undici) + `ws`: `ErrorEvent` with `message` + `error`.\n */\ninterface WSErrorEventLike {\n  message?: string;\n  type?: string;\n  error?: unknown;\n}\n\n/** Never returns an Error with an empty message. */\nexport function toError(value: unknown, fallback = \"unknown error\"): Error {\n  if (value instanceof Error) {\n    return value.message ? value : new Error(`${value.name}: ${fallback}`);\n  }\n  if (typeof value === \"string\" && value) return new Error(value);\n  return new Error(fallback);\n}\n\n/** Turns a WebSocket `error` event into an Error that always says something. */\nexport function normalizeWsError(ev: WSErrorEventLike | undefined): Error {\n  const detail =\n    ev?.message ||\n    (ev?.error instanceof Error ? ev.error.message : undefined) ||\n    (typeof ev?.error === \"string\" ? ev.error : undefined);\n  return new Error(detail ? `WebSocket error: ${detail}` : \"WebSocket error\");\n}\n\n/** Close events routinely carry `reason: \"\"` — surface the code instead. */\nexport function describeClose(ev: { reason?: string; code?: number } | undefined): string {\n  if (ev?.reason) return ev.reason;\n  return ev?.code === undefined ? \"closed\" : `closed (code ${ev.code})`;\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 url =\n      typeof this.cfg.url === \"function\" ? await this.cfg.url() : this.cfg.url;\n    const ws = new WS(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\", toError(err, \"onOpen handler failed\"));\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\", toError(err, \"onMessage handler failed\"));\n        return;\n      }\n      if (result && typeof (result as Promise<void>).catch === \"function\") {\n        (result as Promise<void>).catch((err) =>\n          this.emit(\"error\", toError(err, \"onMessage handler failed\"))\n        );\n      }\n    };\n\n    ws.onerror = (e) => {\n      this.emit(\"error\", normalizeWsError(e));\n    };\n\n    ws.onclose = (e) => {\n      this.stopPing();\n      const reason = describeClose(e);\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\", toError(e, \"reconnect failed\")));\n    }, next.wait);\n  }\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { BookEvent, Market, Orderbook } from \"../../core/types.js\";\nimport { WSClient, type SocketHandle } from \"../../transport/ws.js\";\nimport { fromDeribitSymbol, toDeribitSymbol } from \"./symbols.js\";\nimport type {\n  DeribitBookData,\n  DeribitBookEntry,\n  DeribitWSMessage,\n} from \"./types.js\";\n\nexport interface StreamDeribitOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  /**\n   * Book channel interval. `\"raw\"` is per-change and only available to\n   * authenticated clients, so the public default is `\"100ms\"`; `\"agg2\"` is\n   * the 2-second aggregate.\n   */\n  interval?: \"100ms\" | \"agg2\" | \"raw\";\n  transformUrl?: (url: string) => string;\n  timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://www.deribit.com/ws/api/v2\";\n/** Server pushes `test_request` on this cadence; 10s is Deribit's minimum. */\nconst HEARTBEAT_SECONDS = 30;\n\n/**\n * Deribit `book.{instrument}.{interval}` channel — JSON-RPC 2.0 over WS.\n *\n * The first frame is `type: \"snapshot\"`, every later frame is\n * `type: \"change\"` carrying `prev_change_id`, which chains exactly to the\n * previous frame's `change_id`. That maps straight onto the merger's\n * `prevSequence === current` check, so no REST seed is needed — on a gap we\n * unsubscribe + resubscribe and the server replays a fresh snapshot.\n *\n * Levels arrive as `[action, price, amount]`; `delete` means remove the level,\n * which we hand to the merger as size 0.\n */\nexport function streamDeribitOrderbook(\n  opts: StreamDeribitOrderbookOptions\n): OrderbookStream {\n  const instrument = toDeribitSymbol(opts.symbol, opts.market);\n  const channel = `book.${instrument}.${opts.interval ?? \"100ms\"}`;\n\n  const merger = new BookMerger();\n  let ws: WSClient | null = null;\n  let sock: SocketHandle | null = null;\n  let recovering = false;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  let nextId = 1;\n  /** Request ids we expect a subscribe result for. */\n  const subscribeIds = new Set<number>();\n\n  const rpc = (method: string, params: Record<string, unknown>): number => {\n    const id = nextId++;\n    sock?.send(JSON.stringify({ jsonrpc: \"2.0\", id, method, params }));\n    return id;\n  };\n\n  const subscribe = () => {\n    subscribeIds.add(rpc(\"public/subscribe\", { channels: [channel] }));\n  };\n\n  const emit = (\n    r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n  ): void => {\n    const book: Orderbook = {\n      exchange: \"deribit\",\n      symbol: fromDeribitSymbol(instrument),\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  /** The channel only replays a snapshot on (re)subscribe — so do that. */\n  const resync = () => {\n    if (recovering) return;\n    recovering = true;\n    merger.reset();\n    rpc(\"public/unsubscribe\", { channels: [channel] });\n    subscribe();\n  };\n\n  const toLevels = (entries: DeribitBookEntry[]) =>\n    entries.map(([action, price, amount]) => ({\n      price,\n      size: action === \"delete\" ? 0 : amount,\n    }));\n\n  const buildEvent = (d: DeribitBookData): BookEvent => {\n    const bids = toLevels(d.bids);\n    const asks = toLevels(d.asks);\n    if (d.type === \"snapshot\") {\n      return {\n        kind: \"snapshot\",\n        bids,\n        asks,\n        sequence: d.change_id,\n        timestamp: d.timestamp,\n      };\n    }\n    return {\n      kind: \"delta\",\n      bids,\n      asks,\n      sequence: d.change_id,\n      prevSequence: d.prev_change_id,\n      timestamp: d.timestamp,\n    };\n  };\n\n  const handleData = (d: DeribitBookData) => {\n    if (d.type === \"snapshot\") recovering = false;\n    else if (recovering) return; // waiting on the replayed snapshot\n\n    const r = merger.apply(buildEvent(d));\n    if (r.ok) {\n      emit(r);\n    } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n      resync();\n    }\n  };\n\n  const onMessage = (raw: string | ArrayBuffer) => {\n    if (typeof raw !== \"string\") return;\n    let msg: DeribitWSMessage;\n    try {\n      msg = JSON.parse(raw) as DeribitWSMessage;\n    } catch {\n      return;\n    }\n\n    // Server keepalive: `test_request` must be answered or Deribit hangs up.\n    if (msg.method === \"heartbeat\") {\n      if (msg.params?.type === \"test_request\") rpc(\"public/test\", {});\n      return;\n    }\n\n    if (msg.method === \"subscription\") {\n      if (msg.params?.channel !== channel || !msg.params.data) return;\n      handleData(msg.params.data);\n      return;\n    }\n\n    // JSON-RPC reply. A rejected subscribe does NOT come back as an error —\n    // an unknown instrument simply yields `result: []`, which would otherwise\n    // look like a healthy stream that never ticks.\n    if (msg.id !== undefined) {\n      if (msg.error) {\n        stream.emit(\n          \"error\",\n          new ExchangeError(\n            \"deribit\",\n            `${msg.error.code}: ${msg.error.message}`\n          )\n        );\n        return;\n      }\n      if (subscribeIds.delete(msg.id)) {\n        const channels = Array.isArray(msg.result) ? (msg.result as string[]) : [];\n        if (!channels.includes(channel)) {\n          stream.emit(\n            \"error\",\n            new ExchangeError(\n              \"deribit\",\n              `subscribe rejected for \"${channel}\" — unknown instrument or interval`\n            )\n          );\n        }\n      }\n    }\n  };\n\n  ws = new WSClient({\n    url: WS_PUBLIC,\n    onOpen: (handle) => {\n      sock = handle;\n      merger.reset();\n      recovering = false;\n      subscribeIds.clear();\n      rpc(\"public/set_heartbeat\", { interval: HEARTBEAT_SECONDS });\n      subscribe();\n    },\n    onMessage,\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 { fetchDeribitOrderbook } from \"./rest.js\";\nimport { streamDeribitOrderbook } from \"./ws.js\";\n\nexport class DeribitClient {\n  readonly exchange = \"deribit\" 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 fetchDeribitOrderbook({\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 streamDeribitOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      transformUrl: this.transformUrl,\n      timeoutMs: this.timeoutMs,\n    });\n  }\n}\n\nexport { fetchDeribitOrderbook } from \"./rest.js\";\nexport { streamDeribitOrderbook } from \"./ws.js\";\n"]}

package/dist/exchanges/gate/index.cjs

@@ -309,6 +309,21 @@ var Backoff = class _Backoff {
 var hasNativeWebSocket = typeof globalThis.WebSocket !== "undefined";
 
 // src/transport/ws.ts
+function toError(value, fallback = "unknown error") {
+  if (value instanceof Error) {
+    return value.message ? value : new Error(`${value.name}: ${fallback}`);
+  }
+  if (typeof value === "string" && value) return new Error(value);
+  return new Error(fallback);
+}
+function normalizeWsError(ev) {
+  const detail = ev?.message || (ev?.error instanceof Error ? ev.error.message : void 0) || (typeof ev?.error === "string" ? ev.error : void 0);
+  return new Error(detail ? `WebSocket error: ${detail}` : "WebSocket error");
+}
+function describeClose(ev) {
+  if (ev?.reason) return ev.reason;
+  return ev?.code === void 0 ? "closed" : `closed (code ${ev.code})`;
+}
 var cachedCtor = null;
 async function getWebSocketCtor() {
   if (cachedCtor) return cachedCtor;
@@ -356,7 +371,7 @@ var WSClient = class extends TypedEmitter {
           close: () => this.close()
         });
       } catch (err) {
-        this.emit("error", err);
+        this.emit("error", toError(err, "onOpen handler failed"));
       }
     };
     ws.onmessage = (e) => {
@@ -364,21 +379,21 @@ var WSClient = class extends TypedEmitter {
       try {
         result = this.cfg.onMessage(e.data);
       } catch (err) {
-        this.emit("error", err);
+        this.emit("error", toError(err, "onMessage handler failed"));
         return;
       }
       if (result && typeof result.catch === "function") {
         result.catch(
-          (err) => this.emit("error", err)
+          (err) => this.emit("error", toError(err, "onMessage handler failed"))
         );
       }
     };
     ws.onerror = (e) => {
-      this.emit("error", new Error(e?.message ?? "WebSocket error"));
+      this.emit("error", normalizeWsError(e));
     };
     ws.onclose = (e) => {
       this.stopPing();
-      const reason = e?.reason ?? "closed";
+      const reason = describeClose(e);
       this.emit("close", reason);
       if (!this.closed) this.scheduleReconnect();
     };
@@ -418,7 +433,7 @@ var WSClient = class extends TypedEmitter {
     }
     this.emit("reconnecting", next.attempt, next.wait);
     setTimeout(() => {
-      this.connect().catch((e) => this.emit("error", e));
+      this.connect().catch((e) => this.emit("error", toError(e, "reconnect failed")));
     }, next.wait);
   }
 };

package/dist/exchanges/gate/index.cjs.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}: ${text.slice(0, 200)}`);\n    }\n    return (await res.json()) as T;\n  } finally {\n    clearTimeout(timer);\n  }\n}\n","/**\n * Gate uses \"BTC_USDT\"-style underscore-separated symbols for both spot and\n * USDT-perpetual contracts.\n */\nexport function toGateSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${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  /**\n   * WebSocket URL, or a function resolved on every (re)connect. The function\n   * form lets adapters that need a fresh handshake token (e.g. KuCoin's bullet\n   * endpoint) hand out a new URL each time without ditching WSClient.\n   */\n  url: string | (() => string | Promise<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 url =\n      typeof this.cfg.url === \"function\" ? await this.cfg.url() : this.cfg.url;\n    const ws = new WS(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  GateWSDeltaSpot,\n  GateWSMessage,\n  GateWSObuFrame,\n} from \"./types.js\";\n\nexport interface StreamGateOrderbookOptions {\n  symbol: string;\n  market: Market;\n  /**\n   * Subscribed depth.\n   * - Spot: arbitrary (5/10/20/50/100). Default 100.\n   * - Futures (Order Book V2): only 50 (20ms cadence) or 400 (100ms).\n   *   Anything <=50 snaps to 50; anything >50 snaps to 400. Default 50.\n   */\n  depth?: number;\n  /** Push interval (spot only). Futures cadence is fixed by the depth tier. */\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\nexport function streamGateOrderbook(\n  opts: StreamGateOrderbookOptions\n): OrderbookStream {\n  return opts.market === \"perpetual\"\n    ? streamGateFuturesObu(opts)\n    : streamGateSpot(opts);\n}\n\n/* -------------------------------------------------------------------------- */\n/*  Futures: Order Book V2 (`futures.obu`)                                    */\n/* -------------------------------------------------------------------------- */\n\n/**\n * Subscribes to gate's `futures.obu` (Order Book V2) channel:\n *\n *   1. Open WS, send subscribe → server responds with a `full: true` frame\n *      which seeds the merger directly (no REST seed needed).\n *   2. For each subsequent incremental frame, require `U === lastU + 1`;\n *      apply with `prevSequence = lastU`, `sequence = u`.\n *   3. Server may resend a full snapshot at any time — we reseat the merger.\n *   4. On gap, unsubscribe + resubscribe on the same socket; the next frame\n *      will be a fresh `full: true` snapshot. (REST re-seed not required.)\n */\nfunction streamGateFuturesObu(\n  opts: StreamGateOrderbookOptions\n): OrderbookStream {\n  const gateSymbol = toGateSymbol(opts.symbol);\n  const level = snapFuturesLevel(opts.depth ?? 50);\n  const streamName = `ob.${gateSymbol}.${level}`;\n\n  const merger = new BookMerger();\n  let lastU = -1;\n  let ws: WSClient | null = null;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const wsMsg = (event: \"subscribe\" | \"unsubscribe\") =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"futures.obu\",\n      event,\n      payload: [streamName],\n    });\n\n  const pingMsg = () =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"futures.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: \"perpetual\",\n      bids,\n      asks,\n      timestamp,\n      sequence,\n    };\n    stream.emit(\"update\", book);\n  };\n\n  const resubscribe = () => {\n    if (!ws) return;\n    merger.reset();\n    lastU = -1;\n    try {\n      ws.send(wsMsg(\"unsubscribe\"));\n      ws.send(wsMsg(\"subscribe\"));\n    } catch (err) {\n      stream.emit(\"error\", err as Error);\n    }\n  };\n\n  const processFrame = (frame: GateWSObuFrame) => {\n    const bids = parseObuLevels(frame.b);\n    const asks = parseObuLevels(frame.a);\n\n    if (frame.full) {\n      const r = merger.apply({\n        kind: \"snapshot\",\n        bids,\n        asks,\n        sequence: frame.u,\n        timestamp: frame.t,\n      });\n      lastU = frame.u;\n      if (r.ok) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n      return;\n    }\n\n    if (!merger.isReady() || lastU < 0 || frame.U === undefined) return;\n\n    // Stale: entire range already applied.\n    if (frame.u <= lastU) return;\n\n    // Spec: must satisfy U === lastU + 1; otherwise unsubscribe + resubscribe.\n    if (frame.U !== lastU + 1) {\n      resubscribe();\n      return;\n    }\n\n    const r = merger.apply({\n      kind: \"delta\",\n      bids,\n      asks,\n      sequence: frame.u,\n      prevSequence: lastU,\n      timestamp: frame.t,\n    });\n\n    if (r.ok) {\n      lastU = frame.u;\n      emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n    } else if (r.reason === \"gap\") {\n      resubscribe();\n    }\n  };\n\n  const onMessage = (raw: string | ArrayBuffer) => {\n    if (typeof raw !== \"string\") return;\n    let msg: GateWSMessage<GateWSObuFrame>;\n    try {\n      msg = JSON.parse(raw) as GateWSMessage<GateWSObuFrame>;\n    } catch {\n      return;\n    }\n    if (msg.error) {\n      stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n      return;\n    }\n    if (msg.channel !== \"futures.obu\") return;\n    if (msg.event === \"subscribe\" || msg.event === \"unsubscribe\") return;\n    if (msg.event !== \"update\" || !msg.result) return;\n    processFrame(msg.result);\n  };\n\n  ws = new WSClient({\n    url: WS_FUTURES,\n    onOpen: (sock) => {\n      merger.reset();\n      lastU = -1;\n      sock.send(wsMsg(\"subscribe\"));\n    },\n    onMessage,\n    pingIntervalMs: 15_000,\n    pingPayload: pingMsg,\n  });\n\n  ws.on(\"open\", () => stream.emit(\"connected\"));\n  ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n  ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n  ws.on(\"error\", (e) => stream.emit(\"error\", e));\n  ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n  return stream;\n}\n\nfunction snapFuturesLevel(depth: number): 50 | 400 {\n  return depth <= 50 ? 50 : 400;\n}\n\nfunction parseObuLevels(\n  rows: [string, string][] | undefined\n): OrderbookLevel[] {\n  if (!rows) return [];\n  const out: OrderbookLevel[] = [];\n  for (const [p, s] of rows) out.push({ price: Number(p), size: Number(s) });\n  return out;\n}\n\n/* -------------------------------------------------------------------------- */\n/*  Spot: `spot.order_book_update` (binance-style U/u with REST seed)         */\n/* -------------------------------------------------------------------------- */\n\nfunction streamGateSpot(opts: StreamGateOrderbookOptions): OrderbookStream {\n  const gateSymbol = toGateSymbol(opts.symbol);\n  const interval = `${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  const subscribeMsg = () =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"spot.order_book_update\",\n      event: \"subscribe\",\n      payload: [gateSymbol, depth, interval],\n    });\n\n  const pingMsg = () =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"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: \"spot\",\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: \"spot\",\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        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;\n\n    let prevSequence: number;\n    if (lastU < 0) {\n      if (ev.U > snapshotSequence + 1) {\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>;\n    try {\n      msg = JSON.parse(raw) as GateWSMessage<GateWSDeltaSpot>;\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 !== \"spot.order_book_update\" || !msg.result) return;\n    if (msg.event !== \"update\") return;\n\n    const r = msg.result;\n    const ev: NormalizedDelta = {\n      U: r.U,\n      u: r.u,\n      t: r.t,\n      bids: r.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n      asks: r.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    };\n\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: 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","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"]}
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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  /**\n   * WebSocket URL, or a function resolved on every (re)connect. The function\n   * form lets adapters that need a fresh handshake token (e.g. KuCoin's bullet\n   * endpoint) hand out a new URL each time without ditching WSClient.\n   */\n  url: string | (() => string | Promise<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?: WSErrorEventLike) => void) | null;\n  onmessage: ((ev: { data: string | ArrayBuffer }) => void) | null;\n}\n\n/**\n * Shape of what lands in `onerror` across runtimes:\n *   - browsers: a bare `Event` (no `message`), or an `ErrorEvent` whose\n *     `message` defaults to the **empty string** — which is why the fallbacks\n *     below test truthiness, not nullishness. `?? \"...\"` lets `\"\"` through and\n *     the consumer ends up rendering a blank error.\n *   - node (native/undici) + `ws`: `ErrorEvent` with `message` + `error`.\n */\ninterface WSErrorEventLike {\n  message?: string;\n  type?: string;\n  error?: unknown;\n}\n\n/** Never returns an Error with an empty message. */\nexport function toError(value: unknown, fallback = \"unknown error\"): Error {\n  if (value instanceof Error) {\n    return value.message ? value : new Error(`${value.name}: ${fallback}`);\n  }\n  if (typeof value === \"string\" && value) return new Error(value);\n  return new Error(fallback);\n}\n\n/** Turns a WebSocket `error` event into an Error that always says something. */\nexport function normalizeWsError(ev: WSErrorEventLike | undefined): Error {\n  const detail =\n    ev?.message ||\n    (ev?.error instanceof Error ? ev.error.message : undefined) ||\n    (typeof ev?.error === \"string\" ? ev.error : undefined);\n  return new Error(detail ? `WebSocket error: ${detail}` : \"WebSocket error\");\n}\n\n/** Close events routinely carry `reason: \"\"` — surface the code instead. */\nexport function describeClose(ev: { reason?: string; code?: number } | undefined): string {\n  if (ev?.reason) return ev.reason;\n  return ev?.code === undefined ? \"closed\" : `closed (code ${ev.code})`;\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 url =\n      typeof this.cfg.url === \"function\" ? await this.cfg.url() : this.cfg.url;\n    const ws = new WS(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\", toError(err, \"onOpen handler failed\"));\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\", toError(err, \"onMessage handler failed\"));\n        return;\n      }\n      if (result && typeof (result as Promise<void>).catch === \"function\") {\n        (result as Promise<void>).catch((err) =>\n          this.emit(\"error\", toError(err, \"onMessage handler failed\"))\n        );\n      }\n    };\n\n    ws.onerror = (e) => {\n      this.emit(\"error\", normalizeWsError(e));\n    };\n\n    ws.onclose = (e) => {\n      this.stopPing();\n      const reason = describeClose(e);\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\", toError(e, \"reconnect failed\")));\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  GateWSDeltaSpot,\n  GateWSMessage,\n  GateWSObuFrame,\n} from \"./types.js\";\n\nexport interface StreamGateOrderbookOptions {\n  symbol: string;\n  market: Market;\n  /**\n   * Subscribed depth.\n   * - Spot: arbitrary (5/10/20/50/100). Default 100.\n   * - Futures (Order Book V2): only 50 (20ms cadence) or 400 (100ms).\n   *   Anything <=50 snaps to 50; anything >50 snaps to 400. Default 50.\n   */\n  depth?: number;\n  /** Push interval (spot only). Futures cadence is fixed by the depth tier. */\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\nexport function streamGateOrderbook(\n  opts: StreamGateOrderbookOptions\n): OrderbookStream {\n  return opts.market === \"perpetual\"\n    ? streamGateFuturesObu(opts)\n    : streamGateSpot(opts);\n}\n\n/* -------------------------------------------------------------------------- */\n/*  Futures: Order Book V2 (`futures.obu`)                                    */\n/* -------------------------------------------------------------------------- */\n\n/**\n * Subscribes to gate's `futures.obu` (Order Book V2) channel:\n *\n *   1. Open WS, send subscribe → server responds with a `full: true` frame\n *      which seeds the merger directly (no REST seed needed).\n *   2. For each subsequent incremental frame, require `U === lastU + 1`;\n *      apply with `prevSequence = lastU`, `sequence = u`.\n *   3. Server may resend a full snapshot at any time — we reseat the merger.\n *   4. On gap, unsubscribe + resubscribe on the same socket; the next frame\n *      will be a fresh `full: true` snapshot. (REST re-seed not required.)\n */\nfunction streamGateFuturesObu(\n  opts: StreamGateOrderbookOptions\n): OrderbookStream {\n  const gateSymbol = toGateSymbol(opts.symbol);\n  const level = snapFuturesLevel(opts.depth ?? 50);\n  const streamName = `ob.${gateSymbol}.${level}`;\n\n  const merger = new BookMerger();\n  let lastU = -1;\n  let ws: WSClient | null = null;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const wsMsg = (event: \"subscribe\" | \"unsubscribe\") =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"futures.obu\",\n      event,\n      payload: [streamName],\n    });\n\n  const pingMsg = () =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"futures.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: \"perpetual\",\n      bids,\n      asks,\n      timestamp,\n      sequence,\n    };\n    stream.emit(\"update\", book);\n  };\n\n  const resubscribe = () => {\n    if (!ws) return;\n    merger.reset();\n    lastU = -1;\n    try {\n      ws.send(wsMsg(\"unsubscribe\"));\n      ws.send(wsMsg(\"subscribe\"));\n    } catch (err) {\n      stream.emit(\"error\", err as Error);\n    }\n  };\n\n  const processFrame = (frame: GateWSObuFrame) => {\n    const bids = parseObuLevels(frame.b);\n    const asks = parseObuLevels(frame.a);\n\n    if (frame.full) {\n      const r = merger.apply({\n        kind: \"snapshot\",\n        bids,\n        asks,\n        sequence: frame.u,\n        timestamp: frame.t,\n      });\n      lastU = frame.u;\n      if (r.ok) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n      return;\n    }\n\n    if (!merger.isReady() || lastU < 0 || frame.U === undefined) return;\n\n    // Stale: entire range already applied.\n    if (frame.u <= lastU) return;\n\n    // Spec: must satisfy U === lastU + 1; otherwise unsubscribe + resubscribe.\n    if (frame.U !== lastU + 1) {\n      resubscribe();\n      return;\n    }\n\n    const r = merger.apply({\n      kind: \"delta\",\n      bids,\n      asks,\n      sequence: frame.u,\n      prevSequence: lastU,\n      timestamp: frame.t,\n    });\n\n    if (r.ok) {\n      lastU = frame.u;\n      emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n    } else if (r.reason === \"gap\") {\n      resubscribe();\n    }\n  };\n\n  const onMessage = (raw: string | ArrayBuffer) => {\n    if (typeof raw !== \"string\") return;\n    let msg: GateWSMessage<GateWSObuFrame>;\n    try {\n      msg = JSON.parse(raw) as GateWSMessage<GateWSObuFrame>;\n    } catch {\n      return;\n    }\n    if (msg.error) {\n      stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n      return;\n    }\n    if (msg.channel !== \"futures.obu\") return;\n    if (msg.event === \"subscribe\" || msg.event === \"unsubscribe\") return;\n    if (msg.event !== \"update\" || !msg.result) return;\n    processFrame(msg.result);\n  };\n\n  ws = new WSClient({\n    url: WS_FUTURES,\n    onOpen: (sock) => {\n      merger.reset();\n      lastU = -1;\n      sock.send(wsMsg(\"subscribe\"));\n    },\n    onMessage,\n    pingIntervalMs: 15_000,\n    pingPayload: pingMsg,\n  });\n\n  ws.on(\"open\", () => stream.emit(\"connected\"));\n  ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n  ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n  ws.on(\"error\", (e) => stream.emit(\"error\", e));\n  ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n  return stream;\n}\n\nfunction snapFuturesLevel(depth: number): 50 | 400 {\n  return depth <= 50 ? 50 : 400;\n}\n\nfunction parseObuLevels(\n  rows: [string, string][] | undefined\n): OrderbookLevel[] {\n  if (!rows) return [];\n  const out: OrderbookLevel[] = [];\n  for (const [p, s] of rows) out.push({ price: Number(p), size: Number(s) });\n  return out;\n}\n\n/* -------------------------------------------------------------------------- */\n/*  Spot: `spot.order_book_update` (binance-style U/u with REST seed)         */\n/* -------------------------------------------------------------------------- */\n\nfunction streamGateSpot(opts: StreamGateOrderbookOptions): OrderbookStream {\n  const gateSymbol = toGateSymbol(opts.symbol);\n  const interval = `${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  const subscribeMsg = () =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"spot.order_book_update\",\n      event: \"subscribe\",\n      payload: [gateSymbol, depth, interval],\n    });\n\n  const pingMsg = () =>\n    JSON.stringify({\n      time: Math.floor(Date.now() / 1000),\n      channel: \"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: \"spot\",\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: \"spot\",\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        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;\n\n    let prevSequence: number;\n    if (lastU < 0) {\n      if (ev.U > snapshotSequence + 1) {\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>;\n    try {\n      msg = JSON.parse(raw) as GateWSMessage<GateWSDeltaSpot>;\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 !== \"spot.order_book_update\" || !msg.result) return;\n    if (msg.event !== \"update\") return;\n\n    const r = msg.result;\n    const ev: NormalizedDelta = {\n      U: r.U,\n      u: r.u,\n      t: r.t,\n      bids: r.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n      asks: r.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    };\n\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: 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","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/gate/index.d.cts

@@ -1,4 +1,4 @@
-import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-L9MJjYbE.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.cjs';
 
 interface FetchGateOrderbookOptions {
     symbol: string;

package/dist/exchanges/gate/index.d.ts

@@ -1,4 +1,4 @@
-import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-L9MJjYbE.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.js';
 
 interface FetchGateOrderbookOptions {
     symbol: string;

package/dist/exchanges/gate/index.js

@@ -307,6 +307,21 @@ var Backoff = class _Backoff {
 var hasNativeWebSocket = typeof globalThis.WebSocket !== "undefined";
 
 // src/transport/ws.ts
+function toError(value, fallback = "unknown error") {
+  if (value instanceof Error) {
+    return value.message ? value : new Error(`${value.name}: ${fallback}`);
+  }
+  if (typeof value === "string" && value) return new Error(value);
+  return new Error(fallback);
+}
+function normalizeWsError(ev) {
+  const detail = ev?.message || (ev?.error instanceof Error ? ev.error.message : void 0) || (typeof ev?.error === "string" ? ev.error : void 0);
+  return new Error(detail ? `WebSocket error: ${detail}` : "WebSocket error");
+}
+function describeClose(ev) {
+  if (ev?.reason) return ev.reason;
+  return ev?.code === void 0 ? "closed" : `closed (code ${ev.code})`;
+}
 var cachedCtor = null;
 async function getWebSocketCtor() {
   if (cachedCtor) return cachedCtor;
@@ -354,7 +369,7 @@ var WSClient = class extends TypedEmitter {
           close: () => this.close()
         });
       } catch (err) {
-        this.emit("error", err);
+        this.emit("error", toError(err, "onOpen handler failed"));
       }
     };
     ws.onmessage = (e) => {
@@ -362,21 +377,21 @@ var WSClient = class extends TypedEmitter {
       try {
         result = this.cfg.onMessage(e.data);
       } catch (err) {
-        this.emit("error", err);
+        this.emit("error", toError(err, "onMessage handler failed"));
         return;
       }
       if (result && typeof result.catch === "function") {
         result.catch(
-          (err) => this.emit("error", err)
+          (err) => this.emit("error", toError(err, "onMessage handler failed"))
         );
       }
     };
     ws.onerror = (e) => {
-      this.emit("error", new Error(e?.message ?? "WebSocket error"));
+      this.emit("error", normalizeWsError(e));
     };
     ws.onclose = (e) => {
       this.stopPing();
-      const reason = e?.reason ?? "closed";
+      const reason = describeClose(e);
       this.emit("close", reason);
       if (!this.closed) this.scheduleReconnect();
     };
@@ -416,7 +431,7 @@ var WSClient = class extends TypedEmitter {
     }
     this.emit("reconnecting", next.attempt, next.wait);
     setTimeout(() => {
-      this.connect().catch((e) => this.emit("error", e));
+      this.connect().catch((e) => this.emit("error", toError(e, "reconnect failed")));
     }, next.wait);
   }
 };