@xapy/orderbook 0.1.23 → 0.1.24

package/dist/exchanges/grvt/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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","import type { Market } from \"../../core/types.js\";\n\n/**\n * GRVT instrument names are `BASE_QUOTE_Perp`, e.g. `BTC_USDT_Perp`. Every\n * listed perpetual is USDT-quoted and linear.\n *\n * GRVT's only non-perp instruments are two `SPOT_SWAP` products\n * (`GRVT_USDT_SpotSwap`, `USDC_USDT_SpotSwap`) — a swap product rather than a\n * conventional spot book, so spot is rejected here instead of being silently\n * mapped onto them.\n */\nexport function toGrvtSymbol(symbol: string, market: Market): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n  }\n  if (market !== \"perpetual\") {\n    throw new Error(\n      `grvt only lists perpetuals; use \"${base.toUpperCase()}/${quote.toUpperCase()}:${quote.toUpperCase()}\"`\n    );\n  }\n  return `${base.toUpperCase()}_${quote.toUpperCase()}_Perp`;\n}\n\nexport function fromGrvtSymbol(instrument: string): string {\n  const parts = instrument.split(\"_\");\n  const [base, quote] = parts;\n  return base && quote\n    ? `${base.toUpperCase()}/${quote.toUpperCase()}`\n    : instrument;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromGrvtSymbol, toGrvtSymbol } from \"./symbols.js\";\nimport type { GrvtBookLevel, GrvtBookResponse } from \"./types.js\";\n\nexport interface FetchGrvtOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  timeoutMs?: number;\n  transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://market-data.grvt.io\";\n\n/** GRVT rejects anything else with `3031 Depth is invalid`. */\nconst ALLOWED_DEPTHS = [10, 50, 100, 500];\n\nexport function snapDepth(depth: number): number {\n  return (\n    ALLOWED_DEPTHS.find((d) => d >= depth) ??\n    ALLOWED_DEPTHS[ALLOWED_DEPTHS.length - 1]!\n  );\n}\n\n/** `event_time` is a nanosecond epoch string. */\nexport function nsToMs(ns: string | undefined): number {\n  const n = Number(ns);\n  return Number.isFinite(n) && n > 0 ? Math.floor(n / 1e6) : Date.now();\n}\n\nexport const toLevels = (rows: GrvtBookLevel[] | undefined) =>\n  (rows ?? []).map((l) => ({ price: Number(l.price), size: Number(l.size) }));\n\nexport async function fetchGrvtOrderbook(\n  opts: FetchGrvtOrderbookOptions\n): Promise<Orderbook> {\n  const instrument = toGrvtSymbol(opts.symbol, opts.market);\n  const depth = snapDepth(opts.depth ?? 50);\n\n  const res = await httpJson<GrvtBookResponse>({\n    url: `${BASE}/full/v1/book`,\n    method: \"POST\",\n    headers: { \"Content-Type\": \"application/json\" },\n    body: JSON.stringify({ instrument, depth }),\n    timeoutMs: opts.timeoutMs,\n    transformUrl: opts.transformUrl,\n  });\n\n  if (!res.result) {\n    throw new ExchangeError(\n      \"grvt\",\n      res.code ? `${res.code}: ${res.message}` : \"empty orderbook response\"\n    );\n  }\n  const ts = nsToMs(res.result.event_time);\n  return {\n    exchange: \"grvt\",\n    symbol: fromGrvtSymbol(res.result.instrument ?? instrument),\n    market: opts.market,\n    bids: toLevels(res.result.bids),\n    asks: toLevels(res.result.asks),\n    timestamp: ts,\n    sequence: ts,\n  };\n}\n","import type { BookEvent, OrderbookLevel } from \"./types.js\";\n\n/**\n * BookMerger maintains a sorted orderbook from a stream of snapshot and delta\n * events. It is exchange-agnostic — adapters translate raw WS frames into the\n * normalized BookEvent shape and feed them here.\n *\n * Gap detection:\n *   - If the delta carries a `prevSequence`, we check it equals our current sequence.\n *   - Otherwise we expect strictly consecutive sequence numbers.\n *   - On gap, the caller is expected to re-fetch a REST snapshot, call reset(),\n *     then apply the snapshot.\n */\n\nexport type MergeResult =\n  | {\n      ok: true;\n      bids: OrderbookLevel[]; // descending\n      asks: OrderbookLevel[]; // ascending\n      sequence: number;\n      timestamp: number;\n    }\n  | { ok: false; reason: \"gap\"; expected: number; received: number }\n  | { ok: false; reason: \"no-snapshot\" };\n\nexport class BookMerger {\n  private readonly bids = new Map<number, number>(); // price -> size\n  private readonly asks = new Map<number, number>();\n  private sequence = -1;\n  private timestamp = 0;\n  private hasSnapshot = false;\n\n  apply(event: BookEvent): MergeResult {\n    if (event.kind === \"snapshot\") {\n      this.bids.clear();\n      this.asks.clear();\n      for (const { price, size } of event.bids) {\n        if (size > 0) this.bids.set(price, size);\n      }\n      for (const { price, size } of event.asks) {\n        if (size > 0) this.asks.set(price, size);\n      }\n      this.sequence = event.sequence;\n      this.timestamp = event.timestamp;\n      this.hasSnapshot = true;\n      return this.emit();\n    }\n\n    if (!this.hasSnapshot) {\n      return { ok: false, reason: \"no-snapshot\" };\n    }\n\n    // Stale or duplicate delta: silently ignore but emit current state.\n    if (event.sequence <= this.sequence) {\n      return this.emit();\n    }\n\n    // Gap detection\n    if (event.prevSequence !== undefined) {\n      if (event.prevSequence !== this.sequence) {\n        return {\n          ok: false,\n          reason: \"gap\",\n          expected: this.sequence,\n          received: event.prevSequence,\n        };\n      }\n    } else if (event.sequence !== this.sequence + 1) {\n      return {\n        ok: false,\n        reason: \"gap\",\n        expected: this.sequence + 1,\n        received: event.sequence,\n      };\n    }\n\n    for (const { price, size } of event.bids) {\n      if (size === 0) this.bids.delete(price);\n      else this.bids.set(price, size);\n    }\n    for (const { price, size } of event.asks) {\n      if (size === 0) this.asks.delete(price);\n      else this.asks.set(price, size);\n    }\n    this.sequence = event.sequence;\n    this.timestamp = event.timestamp;\n    return this.emit();\n  }\n\n  reset(): void {\n    this.bids.clear();\n    this.asks.clear();\n    this.sequence = -1;\n    this.timestamp = 0;\n    this.hasSnapshot = false;\n  }\n\n  /** Returns true once the merger has a usable book. */\n  isReady(): boolean {\n    return this.hasSnapshot;\n  }\n\n  private emit(): Extract<MergeResult, { ok: true }> {\n    const bids: OrderbookLevel[] = [];\n    for (const [price, size] of this.bids) bids.push({ price, size });\n    bids.sort((a, b) => b.price - a.price);\n\n    const asks: OrderbookLevel[] = [];\n    for (const [price, size] of this.asks) asks.push({ price, size });\n    asks.sort((a, b) => a.price - b.price);\n\n    return {\n      ok: true,\n      bids,\n      asks,\n      sequence: this.sequence,\n      timestamp: this.timestamp,\n    };\n  }\n}\n","/**\n * Tiny typed event emitter — keeps the package dependency-free across runtimes\n * (Node's `events` doesn't work in browser bundles without polyfills).\n */\n// eslint-disable-next-line @typescript-eslint/no-explicit-any\ntype EventMap = Record<string, (...args: any[]) => void>;\n\nexport class TypedEmitter<E extends EventMap> {\n  private readonly listeners = new Map<keyof E, Set<E[keyof E]>>();\n\n  on<K extends keyof E>(event: K, fn: E[K]): this {\n    let set = this.listeners.get(event);\n    if (!set) {\n      set = new Set();\n      this.listeners.set(event, set as Set<E[keyof E]>);\n    }\n    (set as Set<E[K]>).add(fn);\n    return this;\n  }\n\n  off<K extends keyof E>(event: K, fn: E[K]): this {\n    (this.listeners.get(event) as Set<E[K]> | undefined)?.delete(fn);\n    return this;\n  }\n\n  emit<K extends keyof E>(event: K, ...args: Parameters<E[K]>): boolean {\n    const set = this.listeners.get(event) as Set<E[K]> | undefined;\n    if (!set || set.size === 0) return false;\n    for (const fn of set) fn(...args);\n    return true;\n  }\n\n  removeAllListeners(): void {\n    this.listeners.clear();\n  }\n}\n","import { TypedEmitter } from \"./event-emitter.js\";\nimport type { Orderbook } from \"./types.js\";\n\nexport type StreamEvents = {\n  update: (book: Orderbook) => void;\n  error: (err: Error) => void;\n  connected: () => void;\n  disconnected: (reason?: string) => void;\n  reconnecting: (attempt: number, waitMs: number) => void;\n};\n\n/**\n * OrderbookStream is the consumer-facing handle for a maintained orderbook.\n * It exposes both an EventEmitter API and an async-iterator (`for await`).\n */\nexport class OrderbookStream extends TypedEmitter<StreamEvents> {\n  private closed = false;\n\n  constructor(private readonly onClose: () => void) {\n    super();\n  }\n\n  close(): void {\n    if (this.closed) return;\n    this.closed = true;\n    this.onClose();\n    this.removeAllListeners();\n  }\n\n  /** Yields each maintained book as it becomes available. */\n  async *iter(): AsyncGenerator<Orderbook, void, undefined> {\n    const queue: Orderbook[] = [];\n    let resolveNext: (() => void) | null = null;\n    let pendingError: Error | null = null;\n    let ended = false;\n\n    const onUpdate = (b: Orderbook) => {\n      queue.push(b);\n      resolveNext?.();\n    };\n    const onError = (e: Error) => {\n      pendingError = e;\n      resolveNext?.();\n    };\n    const onClose = () => {\n      ended = true;\n      resolveNext?.();\n    };\n\n    this.on(\"update\", onUpdate);\n    this.on(\"error\", onError);\n    this.on(\"disconnected\", onClose);\n\n    try {\n      while (true) {\n        if (pendingError) throw pendingError;\n        const next = queue.shift();\n        if (next) {\n          yield next;\n          continue;\n        }\n        if (ended || this.closed) return;\n        await new Promise<void>((r) => {\n          resolveNext = r;\n        });\n        resolveNext = null;\n      }\n    } finally {\n      this.off(\"update\", onUpdate);\n      this.off(\"error\", onError);\n      this.off(\"disconnected\", onClose);\n    }\n  }\n}\n","export interface BackoffOptions {\n  initialMs?: number;\n  maxMs?: number;\n  factor?: number;\n  /** 0..1 — random jitter as a fraction of the delay. */\n  jitter?: number;\n  /** 0 = infinite. */\n  maxAttempts?: number;\n}\n\ninterface ResolvedBackoff {\n  initialMs: number;\n  maxMs: number;\n  factor: number;\n  jitter: number;\n  maxAttempts: number;\n}\n\nexport class Backoff {\n  private attempt = 0;\n  private readonly opts: ResolvedBackoff;\n\n  private constructor(opts: ResolvedBackoff) {\n    this.opts = opts;\n  }\n\n  static withDefaults(opts: BackoffOptions = {}): Backoff {\n    return new Backoff({\n      initialMs: opts.initialMs ?? 500,\n      maxMs: opts.maxMs ?? 30_000,\n      factor: opts.factor ?? 2,\n      jitter: opts.jitter ?? 0.3,\n      maxAttempts: opts.maxAttempts ?? 0,\n    });\n  }\n\n  next(): { wait: number; attempt: number } | null {\n    if (this.opts.maxAttempts > 0 && this.attempt >= this.opts.maxAttempts) {\n      return null;\n    }\n    this.attempt += 1;\n    const base = Math.min(\n      this.opts.initialMs * Math.pow(this.opts.factor, this.attempt - 1),\n      this.opts.maxMs\n    );\n    const jitterRange = base * this.opts.jitter;\n    const wait = Math.max(0, base + (Math.random() * 2 - 1) * jitterRange);\n    return { wait, attempt: this.attempt };\n  }\n\n  reset(): void {\n    this.attempt = 0;\n  }\n}\n","declare const globalThis: typeof global & {\n  window?: unknown;\n  document?: unknown;\n  WebSocket?: unknown;\n};\n\nexport const isBrowser =\n  typeof globalThis.window !== \"undefined\" &&\n  typeof globalThis.document !== \"undefined\";\n\nexport const hasNativeWebSocket = typeof globalThis.WebSocket !== \"undefined\";\n","import { TypedEmitter } from \"../core/event-emitter.js\";\nimport { Backoff, type BackoffOptions } from \"../core/reconnect.js\";\nimport { hasNativeWebSocket } from \"../utils/runtime.js\";\n\nexport interface WSConfig {\n  /**\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 { nsToMs, toLevels } from \"./rest.js\";\nimport { fromGrvtSymbol, toGrvtSymbol } from \"./symbols.js\";\nimport type { GrvtBookFeed, GrvtWSMessage } from \"./types.js\";\n\nexport interface StreamGrvtOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  /** Push cadence in ms for the delta feed. GRVT's default is 500. */\n  rate?: number;\n  transformUrl?: (url: string) => string;\n  timeoutMs?: number;\n}\n\nconst WS_FULL = \"wss://market-data.grvt.io/ws/full\";\nconst STREAM = \"v1.book.d\";\n\n/**\n * GRVT `v1.book.d` — JSON-RPC over WS, selector `{instrument}@{rate}`.\n *\n * On subscribe the server replays one full snapshot, tagged\n * `sequence_number: \"0\"`, followed by strictly consecutive deltas whose\n * `sequence_number` increments by exactly 1. Removed levels arrive as\n * `size: \"0.0\"`, which the merger already treats as a deletion.\n *\n * The snapshot's `\"0\"` doesn't line up with the delta numbering (the ack's\n * `latest_sequence_number` does), so the first delta after a snapshot is\n * aligned explicitly — same dance the gate/binance adapters do after their\n * REST seed. On gap we unsubscribe + resubscribe and the server replays a\n * fresh snapshot; no REST seed needed.\n */\nexport function streamGrvtOrderbook(\n  opts: StreamGrvtOrderbookOptions\n): OrderbookStream {\n  const instrument = toGrvtSymbol(opts.symbol, opts.market);\n  const selector = `${instrument}@${opts.rate ?? 500}`;\n\n  const merger = new BookMerger();\n  let ws: WSClient | null = null;\n  let sock: SocketHandle | null = null;\n  let recovering = false;\n  /** Sequence assigned to the last snapshot, until the first delta lands. */\n  let awaitingFirstDelta = false;\n  let snapshotSequence = 0;\n  /**\n   * `latest_sequence_number` from the subscribe ack — the sequence the\n   * replayed snapshot actually represents. The ack precedes the snapshot\n   * frame, so this is normally known by the time it arrives; the alignment\n   * below still covers the case where it isn't.\n   */\n  let ackSequence: number | null = null;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  let nextId = 1;\n  const subscribeIds = new Set<number>();\n\n  const rpc = (method: string): number => {\n    const id = nextId++;\n    sock?.send(\n      JSON.stringify({\n        jsonrpc: \"2.0\",\n        method,\n        params: { stream: STREAM, selectors: [selector] },\n        id,\n      })\n    );\n    return id;\n  };\n\n  const subscribe = () => subscribeIds.add(rpc(\"subscribe\"));\n\n  const emit = (\n    r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n  ): void => {\n    const book: Orderbook = {\n      exchange: \"grvt\",\n      symbol: fromGrvtSymbol(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  /** Resubscribing is what makes GRVT replay a snapshot on the live socket. */\n  const resync = () => {\n    if (recovering) return;\n    recovering = true;\n    merger.reset();\n    rpc(\"unsubscribe\");\n    subscribe();\n  };\n\n  const buildEvent = (feed: GrvtBookFeed, seq: number): BookEvent => {\n    const bids = toLevels(feed.bids);\n    const asks = toLevels(feed.asks);\n    const timestamp = nsToMs(feed.event_time);\n\n    if (seq === 0) {\n      // Snapshot. The frame itself is always tagged \"0\", so take the real\n      // position from the ack when we have it and let the first delta pull\n      // the merger onto the live sequence either way.\n      snapshotSequence = ackSequence ?? 0;\n      awaitingFirstDelta = true;\n      return {\n        kind: \"snapshot\",\n        bids,\n        asks,\n        sequence: snapshotSequence,\n        timestamp,\n      };\n    }\n\n    const prevSequence = awaitingFirstDelta ? snapshotSequence : seq - 1;\n    awaitingFirstDelta = false;\n    return { kind: \"delta\", bids, asks, sequence: seq, prevSequence, timestamp };\n  };\n\n  const handleFeed = (msg: GrvtWSMessage) => {\n    if (!msg.feed) return;\n    const seq = Number(msg.sequence_number ?? 0);\n    if (!Number.isFinite(seq)) return;\n    if (seq === 0) recovering = false;\n    else if (recovering) return; // waiting on the replayed snapshot\n\n    const r = merger.apply(buildEvent(msg.feed, seq));\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: GrvtWSMessage;\n    try {\n      msg = JSON.parse(raw) as GrvtWSMessage;\n    } catch {\n      return;\n    }\n\n    if (msg.feed) {\n      if (msg.selector && msg.selector !== selector) return;\n      handleFeed(msg);\n      return;\n    }\n\n    if (msg.id === undefined) return;\n\n    if (msg.error) {\n      stream.emit(\n        \"error\",\n        new ExchangeError(\"grvt\", `${msg.error.code}: ${msg.error.message}`)\n      );\n      return;\n    }\n    // A successful ack still has to be checked: `subs` lists what the server\n    // actually attached us to, so a quietly dropped selector is caught here.\n    if (subscribeIds.delete(msg.id)) {\n      const subs = msg.result?.subs ?? [];\n      const latest = Number(msg.result?.latest_sequence_number?.[0]);\n      ackSequence = Number.isFinite(latest) ? latest : null;\n      if (!subs.includes(selector)) {\n        stream.emit(\n          \"error\",\n          new ExchangeError(\n            \"grvt\",\n            `subscribe rejected for \"${STREAM}\" selector \"${selector}\"`\n          )\n        );\n      }\n    }\n  };\n\n  ws = new WSClient({\n    url: WS_FULL,\n    onOpen: (handle) => {\n      sock = handle;\n      merger.reset();\n      recovering = false;\n      awaitingFirstDelta = false;\n      subscribeIds.clear();\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 { fetchGrvtOrderbook } from \"./rest.js\";\nimport { streamGrvtOrderbook } from \"./ws.js\";\n\n/** GRVT — USDT-quoted linear perpetuals only. Spot is rejected in symbols.ts. */\nexport class GrvtClient {\n  readonly exchange = \"grvt\" 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 fetchGrvtOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      timeoutMs: this.timeoutMs,\n      transformUrl: this.transformUrl,\n    });\n  }\n\n  streamOrderbook(symbol: string, opts: OrderbookOptions = {}): OrderbookStream {\n    const { pair, market } = parseSymbol(symbol);\n    return streamGrvtOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      transformUrl: this.transformUrl,\n      timeoutMs: this.timeoutMs,\n    });\n  }\n}\n\nexport { fetchGrvtOrderbook } from \"./rest.js\";\nexport { streamGrvtOrderbook } from \"./ws.js\";\n"]}

package/dist/exchanges/huobi/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-CO3LD9jf.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.cjs';
 
 interface FetchHuobiOrderbookOptions {
     symbol: string;

package/dist/exchanges/huobi/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-CO3LD9jf.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.js';
 
 interface FetchHuobiOrderbookOptions {
     symbol: string;

package/dist/exchanges/hyperliquid/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-CO3LD9jf.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.cjs';
 
 interface FetchHyperliquidOrderbookOptions {
     symbol: string;

package/dist/exchanges/hyperliquid/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-CO3LD9jf.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.js';
 
 interface FetchHyperliquidOrderbookOptions {
     symbol: string;

package/dist/exchanges/kucoin/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-CO3LD9jf.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.cjs';
 
 interface FetchKucoinOrderbookOptions {
     symbol: string;

package/dist/exchanges/kucoin/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-CO3LD9jf.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.js';
 
 interface FetchKucoinOrderbookOptions {
     symbol: string;

package/dist/exchanges/okx/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-CO3LD9jf.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.cjs';
 
 interface FetchOkxOrderbookOptions {
     symbol: string;

package/dist/exchanges/okx/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-CO3LD9jf.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Con47OAp.js';
 
 interface FetchOkxOrderbookOptions {
     symbol: string;

package/dist/index.cjs

@@ -2745,13 +2745,13 @@ function streamDeribitOrderbook(opts) {
     rpc("public/unsubscribe", { channels: [channel] });
     subscribe();
   };
-  const toLevels = (entries) => entries.map(([action, price, amount]) => ({
+  const toLevels2 = (entries) => entries.map(([action, price, amount]) => ({
     price,
     size: action === "delete" ? 0 : amount
   }));
   const buildEvent2 = (d) => {
-    const bids = toLevels(d.bids);
-    const asks = toLevels(d.asks);
+    const bids = toLevels2(d.bids);
+    const asks = toLevels2(d.asks);
     if (d.type === "snapshot") {
       return {
         kind: "snapshot",
@@ -2873,6 +2873,232 @@ var DeribitClient = class {
   }
 };
 
+// src/exchanges/grvt/symbols.ts
+function toGrvtSymbol(symbol, market) {
+  const [base, quote] = symbol.split("/");
+  if (!base || !quote) {
+    throw new Error(`invalid symbol "${symbol}" \u2014 expected "BASE/QUOTE"`);
+  }
+  if (market !== "perpetual") {
+    throw new Error(
+      `grvt only lists perpetuals; use "${base.toUpperCase()}/${quote.toUpperCase()}:${quote.toUpperCase()}"`
+    );
+  }
+  return `${base.toUpperCase()}_${quote.toUpperCase()}_Perp`;
+}
+function fromGrvtSymbol(instrument) {
+  const parts = instrument.split("_");
+  const [base, quote] = parts;
+  return base && quote ? `${base.toUpperCase()}/${quote.toUpperCase()}` : instrument;
+}
+
+// src/exchanges/grvt/rest.ts
+var BASE9 = "https://market-data.grvt.io";
+var ALLOWED_DEPTHS2 = [10, 50, 100, 500];
+function snapDepth(depth) {
+  return ALLOWED_DEPTHS2.find((d) => d >= depth) ?? ALLOWED_DEPTHS2[ALLOWED_DEPTHS2.length - 1];
+}
+function nsToMs(ns) {
+  const n = Number(ns);
+  return Number.isFinite(n) && n > 0 ? Math.floor(n / 1e6) : Date.now();
+}
+var toLevels = (rows) => (rows ?? []).map((l) => ({ price: Number(l.price), size: Number(l.size) }));
+async function fetchGrvtOrderbook(opts) {
+  const instrument = toGrvtSymbol(opts.symbol, opts.market);
+  const depth = snapDepth(opts.depth ?? 50);
+  const res = await httpJson({
+    url: `${BASE9}/full/v1/book`,
+    method: "POST",
+    headers: { "Content-Type": "application/json" },
+    body: JSON.stringify({ instrument, depth }),
+    timeoutMs: opts.timeoutMs,
+    transformUrl: opts.transformUrl
+  });
+  if (!res.result) {
+    throw new ExchangeError(
+      "grvt",
+      res.code ? `${res.code}: ${res.message}` : "empty orderbook response"
+    );
+  }
+  const ts = nsToMs(res.result.event_time);
+  return {
+    exchange: "grvt",
+    symbol: fromGrvtSymbol(res.result.instrument ?? instrument),
+    market: opts.market,
+    bids: toLevels(res.result.bids),
+    asks: toLevels(res.result.asks),
+    timestamp: ts,
+    sequence: ts
+  };
+}
+
+// src/exchanges/grvt/ws.ts
+var WS_FULL = "wss://market-data.grvt.io/ws/full";
+var STREAM = "v1.book.d";
+function streamGrvtOrderbook(opts) {
+  const instrument = toGrvtSymbol(opts.symbol, opts.market);
+  const selector = `${instrument}@${opts.rate ?? 500}`;
+  const merger = new BookMerger();
+  let ws = null;
+  let sock = null;
+  let recovering = false;
+  let awaitingFirstDelta = false;
+  let snapshotSequence = 0;
+  let ackSequence = null;
+  const stream = new OrderbookStream(() => ws?.close());
+  let nextId = 1;
+  const subscribeIds = /* @__PURE__ */ new Set();
+  const rpc = (method) => {
+    const id = nextId++;
+    sock?.send(
+      JSON.stringify({
+        jsonrpc: "2.0",
+        method,
+        params: { stream: STREAM, selectors: [selector] },
+        id
+      })
+    );
+    return id;
+  };
+  const subscribe = () => subscribeIds.add(rpc("subscribe"));
+  const emit = (r) => {
+    const book = {
+      exchange: "grvt",
+      symbol: fromGrvtSymbol(instrument),
+      market: opts.market,
+      bids: r.bids,
+      asks: r.asks,
+      timestamp: r.timestamp,
+      sequence: r.sequence
+    };
+    stream.emit("update", book);
+  };
+  const resync = () => {
+    if (recovering) return;
+    recovering = true;
+    merger.reset();
+    rpc("unsubscribe");
+    subscribe();
+  };
+  const buildEvent2 = (feed, seq) => {
+    const bids = toLevels(feed.bids);
+    const asks = toLevels(feed.asks);
+    const timestamp = nsToMs(feed.event_time);
+    if (seq === 0) {
+      snapshotSequence = ackSequence ?? 0;
+      awaitingFirstDelta = true;
+      return {
+        kind: "snapshot",
+        bids,
+        asks,
+        sequence: snapshotSequence,
+        timestamp
+      };
+    }
+    const prevSequence = awaitingFirstDelta ? snapshotSequence : seq - 1;
+    awaitingFirstDelta = false;
+    return { kind: "delta", bids, asks, sequence: seq, prevSequence, timestamp };
+  };
+  const handleFeed = (msg) => {
+    if (!msg.feed) return;
+    const seq = Number(msg.sequence_number ?? 0);
+    if (!Number.isFinite(seq)) return;
+    if (seq === 0) recovering = false;
+    else if (recovering) return;
+    const r = merger.apply(buildEvent2(msg.feed, seq));
+    if (r.ok) {
+      emit(r);
+    } else if (r.reason === "gap" || r.reason === "no-snapshot") {
+      resync();
+    }
+  };
+  const onMessage = (raw) => {
+    if (typeof raw !== "string") return;
+    let msg;
+    try {
+      msg = JSON.parse(raw);
+    } catch {
+      return;
+    }
+    if (msg.feed) {
+      if (msg.selector && msg.selector !== selector) return;
+      handleFeed(msg);
+      return;
+    }
+    if (msg.id === void 0) return;
+    if (msg.error) {
+      stream.emit(
+        "error",
+        new ExchangeError("grvt", `${msg.error.code}: ${msg.error.message}`)
+      );
+      return;
+    }
+    if (subscribeIds.delete(msg.id)) {
+      const subs = msg.result?.subs ?? [];
+      const latest = Number(msg.result?.latest_sequence_number?.[0]);
+      ackSequence = Number.isFinite(latest) ? latest : null;
+      if (!subs.includes(selector)) {
+        stream.emit(
+          "error",
+          new ExchangeError(
+            "grvt",
+            `subscribe rejected for "${STREAM}" selector "${selector}"`
+          )
+        );
+      }
+    }
+  };
+  ws = new WSClient({
+    url: WS_FULL,
+    onOpen: (handle) => {
+      sock = handle;
+      merger.reset();
+      recovering = false;
+      awaitingFirstDelta = false;
+      subscribeIds.clear();
+      subscribe();
+    },
+    onMessage
+  });
+  ws.on("open", () => stream.emit("connected"));
+  ws.on("close", (r) => stream.emit("disconnected", r));
+  ws.on("reconnecting", (a, w) => stream.emit("reconnecting", a, w));
+  ws.on("error", (e) => stream.emit("error", e));
+  ws.connect().catch((e) => stream.emit("error", e));
+  return stream;
+}
+
+// src/exchanges/grvt/index.ts
+var GrvtClient = class {
+  exchange = "grvt";
+  transformUrl;
+  timeoutMs;
+  constructor(opts = {}) {
+    this.transformUrl = opts.transformUrl;
+    this.timeoutMs = opts.timeoutMs;
+  }
+  fetchOrderbook(symbol, opts = {}) {
+    const { pair, market } = parseSymbol(symbol);
+    return fetchGrvtOrderbook({
+      symbol: pair,
+      market,
+      depth: opts.depth,
+      timeoutMs: this.timeoutMs,
+      transformUrl: this.transformUrl
+    });
+  }
+  streamOrderbook(symbol, opts = {}) {
+    const { pair, market } = parseSymbol(symbol);
+    return streamGrvtOrderbook({
+      symbol: pair,
+      market,
+      depth: opts.depth,
+      transformUrl: this.transformUrl,
+      timeoutMs: this.timeoutMs
+    });
+  }
+};
+
 exports.Backoff = Backoff;
 exports.BinanceClient = BinanceClient;
 exports.BingxClient = BingxClient;
@@ -2883,6 +3109,7 @@ exports.CoinexClient = CoinexClient;
 exports.DeribitClient = DeribitClient;
 exports.ExchangeError = ExchangeError;
 exports.GateClient = GateClient;
+exports.GrvtClient = GrvtClient;
 exports.HuobiClient = HuobiClient;
 exports.HyperliquidClient = HyperliquidClient;
 exports.KucoinClient = KucoinClient;