@xapy/orderbook 0.1.22 → 0.1.24

package/dist/exchanges/deribit/index.cjs.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/deribit/index.d.cts

@@ -0,0 +1,48 @@
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.cjs';
+
+interface FetchDeribitOrderbookOptions {
+    symbol: string;
+    market: Market;
+    depth?: number;
+    timeoutMs?: number;
+    transformUrl?: (url: string) => string;
+}
+declare function fetchDeribitOrderbook(opts: FetchDeribitOrderbookOptions): Promise<Orderbook>;
+
+interface StreamDeribitOrderbookOptions {
+    symbol: string;
+    market: Market;
+    depth?: number;
+    /**
+     * Book channel interval. `"raw"` is per-change and only available to
+     * authenticated clients, so the public default is `"100ms"`; `"agg2"` is
+     * the 2-second aggregate.
+     */
+    interval?: "100ms" | "agg2" | "raw";
+    transformUrl?: (url: string) => string;
+    timeoutMs?: number;
+}
+/**
+ * Deribit `book.{instrument}.{interval}` channel — JSON-RPC 2.0 over WS.
+ *
+ * The first frame is `type: "snapshot"`, every later frame is
+ * `type: "change"` carrying `prev_change_id`, which chains exactly to the
+ * previous frame's `change_id`. That maps straight onto the merger's
+ * `prevSequence === current` check, so no REST seed is needed — on a gap we
+ * unsubscribe + resubscribe and the server replays a fresh snapshot.
+ *
+ * Levels arrive as `[action, price, amount]`; `delete` means remove the level,
+ * which we hand to the merger as size 0.
+ */
+declare function streamDeribitOrderbook(opts: StreamDeribitOrderbookOptions): OrderbookStream;
+
+declare class DeribitClient {
+    readonly exchange: "deribit";
+    private readonly transformUrl?;
+    private readonly timeoutMs?;
+    constructor(opts?: ClientOptions);
+    fetchOrderbook(symbol: string, opts?: OrderbookOptions): Promise<Orderbook>;
+    streamOrderbook(symbol: string, opts?: OrderbookOptions): OrderbookStream;
+}
+
+export { DeribitClient, fetchDeribitOrderbook, streamDeribitOrderbook };

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

@@ -0,0 +1,48 @@
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.js';
+
+interface FetchDeribitOrderbookOptions {
+    symbol: string;
+    market: Market;
+    depth?: number;
+    timeoutMs?: number;
+    transformUrl?: (url: string) => string;
+}
+declare function fetchDeribitOrderbook(opts: FetchDeribitOrderbookOptions): Promise<Orderbook>;
+
+interface StreamDeribitOrderbookOptions {
+    symbol: string;
+    market: Market;
+    depth?: number;
+    /**
+     * Book channel interval. `"raw"` is per-change and only available to
+     * authenticated clients, so the public default is `"100ms"`; `"agg2"` is
+     * the 2-second aggregate.
+     */
+    interval?: "100ms" | "agg2" | "raw";
+    transformUrl?: (url: string) => string;
+    timeoutMs?: number;
+}
+/**
+ * Deribit `book.{instrument}.{interval}` channel — JSON-RPC 2.0 over WS.
+ *
+ * The first frame is `type: "snapshot"`, every later frame is
+ * `type: "change"` carrying `prev_change_id`, which chains exactly to the
+ * previous frame's `change_id`. That maps straight onto the merger's
+ * `prevSequence === current` check, so no REST seed is needed — on a gap we
+ * unsubscribe + resubscribe and the server replays a fresh snapshot.
+ *
+ * Levels arrive as `[action, price, amount]`; `delete` means remove the level,
+ * which we hand to the merger as size 0.
+ */
+declare function streamDeribitOrderbook(opts: StreamDeribitOrderbookOptions): OrderbookStream;
+
+declare class DeribitClient {
+    readonly exchange: "deribit";
+    private readonly transformUrl?;
+    private readonly timeoutMs?;
+    constructor(opts?: ClientOptions);
+    fetchOrderbook(symbol: string, opts?: OrderbookOptions): Promise<Orderbook>;
+    streamOrderbook(symbol: string, opts?: OrderbookOptions): OrderbookStream;
+}
+
+export { DeribitClient, fetchDeribitOrderbook, streamDeribitOrderbook };