@xapy/orderbook 0.1.23 → 0.1.24

package/dist/index.d.cts

@@ -1,5 +1,5 @@
-import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-CO3LD9jf.cjs';
-export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-CO3LD9jf.cjs';
+import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-Con47OAp.cjs';
+export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-Con47OAp.cjs';
 export { BybitClient } from './exchanges/bybit/index.cjs';
 export { BitgetClient } from './exchanges/bitget/index.cjs';
 export { GateClient } from './exchanges/gate/index.cjs';
@@ -11,6 +11,7 @@ export { BinanceClient } from './exchanges/binance/index.cjs';
 export { HyperliquidClient } from './exchanges/hyperliquid/index.cjs';
 export { KucoinClient } from './exchanges/kucoin/index.cjs';
 export { DeribitClient } from './exchanges/deribit/index.cjs';
+export { GrvtClient } from './exchanges/grvt/index.cjs';
 
 declare class ExchangeError extends Error {
     readonly exchange: string;

package/dist/index.d.ts

@@ -1,5 +1,5 @@
-import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-CO3LD9jf.js';
-export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-CO3LD9jf.js';
+import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-Con47OAp.js';
+export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-Con47OAp.js';
 export { BybitClient } from './exchanges/bybit/index.js';
 export { BitgetClient } from './exchanges/bitget/index.js';
 export { GateClient } from './exchanges/gate/index.js';
@@ -11,6 +11,7 @@ export { BinanceClient } from './exchanges/binance/index.js';
 export { HyperliquidClient } from './exchanges/hyperliquid/index.js';
 export { KucoinClient } from './exchanges/kucoin/index.js';
 export { DeribitClient } from './exchanges/deribit/index.js';
+export { GrvtClient } from './exchanges/grvt/index.js';
 
 declare class ExchangeError extends Error {
     readonly exchange: string;

package/dist/index.js

@@ -2743,13 +2743,13 @@ 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",
@@ -2871,6 +2871,232 @@ var DeribitClient = class {
   }
 };
 
-export { Backoff, BinanceClient, BingxClient, BitgetClient, BookMerger, BybitClient, CoinexClient, DeribitClient, ExchangeError, GateClient, HuobiClient, HyperliquidClient, KucoinClient, OkxClient, OrderbookStream, RateLimitError, SequenceGapError, parseSymbol };
+// 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
+    });
+  }
+};
+
+export { Backoff, BinanceClient, BingxClient, BitgetClient, BookMerger, BybitClient, CoinexClient, DeribitClient, ExchangeError, GateClient, GrvtClient, HuobiClient, HyperliquidClient, KucoinClient, OkxClient, OrderbookStream, RateLimitError, SequenceGapError, parseSymbol };
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