@xapy/orderbook 0.1.26 → 0.1.28
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/dist/exchanges/binance/index.d.cts +1 -1
- package/dist/exchanges/binance/index.d.ts +1 -1
- package/dist/exchanges/bingx/index.d.cts +1 -1
- package/dist/exchanges/bingx/index.d.ts +1 -1
- package/dist/exchanges/bitget/index.d.cts +1 -1
- package/dist/exchanges/bitget/index.d.ts +1 -1
- package/dist/exchanges/bybit/index.d.cts +1 -1
- package/dist/exchanges/bybit/index.d.ts +1 -1
- package/dist/exchanges/coinex/index.d.cts +1 -1
- package/dist/exchanges/coinex/index.d.ts +1 -1
- package/dist/exchanges/deribit/index.d.cts +1 -1
- package/dist/exchanges/deribit/index.d.ts +1 -1
- package/dist/exchanges/edgex/index.cjs +39 -23
- package/dist/exchanges/edgex/index.cjs.map +1 -1
- package/dist/exchanges/edgex/index.d.cts +37 -3
- package/dist/exchanges/edgex/index.d.ts +37 -3
- package/dist/exchanges/edgex/index.js +37 -24
- package/dist/exchanges/edgex/index.js.map +1 -1
- package/dist/exchanges/gate/index.d.cts +1 -1
- package/dist/exchanges/gate/index.d.ts +1 -1
- package/dist/exchanges/hyperliquid/index.d.cts +1 -1
- package/dist/exchanges/hyperliquid/index.d.ts +1 -1
- package/dist/exchanges/kucoin/index.d.cts +1 -1
- package/dist/exchanges/kucoin/index.d.ts +1 -1
- package/dist/exchanges/lighter/index.cjs +1 -0
- package/dist/exchanges/lighter/index.cjs.map +1 -1
- package/dist/exchanges/lighter/index.d.cts +3 -2
- package/dist/exchanges/lighter/index.d.ts +3 -2
- package/dist/exchanges/lighter/index.js +1 -1
- package/dist/exchanges/lighter/index.js.map +1 -1
- package/dist/exchanges/okx/index.d.cts +1 -1
- package/dist/exchanges/okx/index.d.ts +1 -1
- package/dist/exchanges/{grvt → whitebit}/index.cjs +98 -116
- package/dist/exchanges/whitebit/index.cjs.map +1 -0
- package/dist/exchanges/whitebit/index.d.cts +57 -0
- package/dist/exchanges/whitebit/index.d.ts +57 -0
- package/dist/exchanges/{grvt → whitebit}/index.js +93 -114
- package/dist/exchanges/whitebit/index.js.map +1 -0
- package/dist/index.cjs +248 -257
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +3 -3
- package/dist/index.d.ts +3 -3
- package/dist/index.js +248 -257
- package/dist/index.js.map +1 -1
- package/dist/{stream-YYPvjMV4.d.cts → stream-D8ErAue9.d.cts} +1 -1
- package/dist/{stream-YYPvjMV4.d.ts → stream-D8ErAue9.d.ts} +1 -1
- package/package.json +12 -12
- package/dist/exchanges/grvt/index.cjs.map +0 -1
- package/dist/exchanges/grvt/index.d.cts +0 -47
- package/dist/exchanges/grvt/index.d.ts +0 -47
- package/dist/exchanges/grvt/index.js.map +0 -1
package/dist/index.d.cts
CHANGED
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@@ -1,5 +1,5 @@
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1
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-
import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-
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2
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-
export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-
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1
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+
import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-D8ErAue9.cjs';
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2
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+
export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-D8ErAue9.cjs';
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3
3
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export { BybitClient } from './exchanges/bybit/index.cjs';
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4
4
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export { BitgetClient } from './exchanges/bitget/index.cjs';
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5
5
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export { GateClient } from './exchanges/gate/index.cjs';
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@@ -10,9 +10,9 @@ export { BinanceClient } from './exchanges/binance/index.cjs';
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10
10
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export { HyperliquidClient } from './exchanges/hyperliquid/index.cjs';
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11
11
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export { KucoinClient } from './exchanges/kucoin/index.cjs';
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12
12
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export { DeribitClient } from './exchanges/deribit/index.cjs';
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13
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-
export { GrvtClient } from './exchanges/grvt/index.cjs';
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14
13
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export { LighterClient } from './exchanges/lighter/index.cjs';
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15
14
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export { EdgexClient } from './exchanges/edgex/index.cjs';
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15
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export { WhitebitClient } from './exchanges/whitebit/index.cjs';
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16
16
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17
17
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declare class ExchangeError extends Error {
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18
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readonly exchange: string;
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package/dist/index.d.ts
CHANGED
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@@ -1,5 +1,5 @@
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1
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-
import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-
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2
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-
export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-
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1
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+
import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-D8ErAue9.js';
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2
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export { C as ClientOptions, E as ExchangeName, a as Orderbook, b as OrderbookOptions, c as OrderbookStream, S as Side, d as StreamEvents } from './stream-D8ErAue9.js';
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3
3
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export { BybitClient } from './exchanges/bybit/index.js';
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4
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export { BitgetClient } from './exchanges/bitget/index.js';
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5
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export { GateClient } from './exchanges/gate/index.js';
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@@ -10,9 +10,9 @@ export { BinanceClient } from './exchanges/binance/index.js';
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10
10
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export { HyperliquidClient } from './exchanges/hyperliquid/index.js';
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export { KucoinClient } from './exchanges/kucoin/index.js';
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12
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export { DeribitClient } from './exchanges/deribit/index.js';
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13
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-
export { GrvtClient } from './exchanges/grvt/index.js';
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13
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export { LighterClient } from './exchanges/lighter/index.js';
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14
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export { EdgexClient } from './exchanges/edgex/index.js';
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15
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export { WhitebitClient } from './exchanges/whitebit/index.js';
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16
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declare class ExchangeError extends Error {
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readonly exchange: string;
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package/dist/index.js
CHANGED
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@@ -2712,232 +2712,6 @@ var DeribitClient = class {
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2712
2712
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}
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2713
2713
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};
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2714
2714
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2715
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-
// src/exchanges/grvt/symbols.ts
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2716
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function toGrvtSymbol(symbol, market) {
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2717
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-
const [base, quote] = symbol.split("/");
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2718
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-
if (!base || !quote) {
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2719
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throw new Error(`invalid symbol "${symbol}" \u2014 expected "BASE/QUOTE"`);
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2720
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-
}
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2721
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-
if (market !== "perpetual") {
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2722
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throw new Error(
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2723
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`grvt only lists perpetuals; use "${base.toUpperCase()}/${quote.toUpperCase()}:${quote.toUpperCase()}"`
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2724
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-
);
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2725
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-
}
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2726
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-
return `${base.toUpperCase()}_${quote.toUpperCase()}_Perp`;
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2727
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-
}
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2728
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-
function fromGrvtSymbol(instrument) {
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2729
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-
const parts = instrument.split("_");
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2730
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-
const [base, quote] = parts;
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2731
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-
return base && quote ? `${base.toUpperCase()}/${quote.toUpperCase()}` : instrument;
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2732
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-
}
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2733
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-
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2734
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// src/exchanges/grvt/rest.ts
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2735
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-
var BASE9 = "https://market-data.grvt.io";
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2736
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-
var ALLOWED_DEPTHS2 = [10, 50, 100, 500];
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2737
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-
function snapDepth(depth) {
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2738
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-
return ALLOWED_DEPTHS2.find((d) => d >= depth) ?? ALLOWED_DEPTHS2[ALLOWED_DEPTHS2.length - 1];
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2739
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-
}
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2740
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-
function nsToMs(ns) {
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2741
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-
const n = Number(ns);
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2742
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-
return Number.isFinite(n) && n > 0 ? Math.floor(n / 1e6) : Date.now();
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2743
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-
}
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2744
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-
var toLevels = (rows) => (rows ?? []).map((l) => ({ price: Number(l.price), size: Number(l.size) }));
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2745
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-
async function fetchGrvtOrderbook(opts) {
|
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2746
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-
const instrument = toGrvtSymbol(opts.symbol, opts.market);
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2747
|
-
const depth = snapDepth(opts.depth ?? 50);
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2748
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-
const res = await httpJson({
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2749
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-
url: `${BASE9}/full/v1/book`,
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2750
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method: "POST",
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2751
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-
headers: { "Content-Type": "application/json" },
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2752
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body: JSON.stringify({ instrument, depth }),
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2753
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-
timeoutMs: opts.timeoutMs,
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2754
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-
transformUrl: opts.transformUrl
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2755
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-
});
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2756
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-
if (!res.result) {
|
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2757
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-
throw new ExchangeError(
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2758
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-
"grvt",
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2759
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-
res.code ? `${res.code}: ${res.message}` : "empty orderbook response"
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2760
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-
);
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2761
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-
}
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2762
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-
const ts = nsToMs(res.result.event_time);
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2763
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-
return {
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2764
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-
exchange: "grvt",
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2765
|
-
symbol: fromGrvtSymbol(res.result.instrument ?? instrument),
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2766
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-
market: opts.market,
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2767
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-
bids: toLevels(res.result.bids),
|
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2768
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-
asks: toLevels(res.result.asks),
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2769
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-
timestamp: ts,
|
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2770
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-
sequence: ts
|
|
2771
|
-
};
|
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2772
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-
}
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2773
|
-
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|
2774
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-
// src/exchanges/grvt/ws.ts
|
|
2775
|
-
var WS_FULL = "wss://market-data.grvt.io/ws/full";
|
|
2776
|
-
var STREAM = "v1.book.d";
|
|
2777
|
-
function streamGrvtOrderbook(opts) {
|
|
2778
|
-
const instrument = toGrvtSymbol(opts.symbol, opts.market);
|
|
2779
|
-
const selector = `${instrument}@${opts.rate ?? 500}`;
|
|
2780
|
-
const merger = new BookMerger();
|
|
2781
|
-
let ws = null;
|
|
2782
|
-
let sock = null;
|
|
2783
|
-
let recovering = false;
|
|
2784
|
-
let awaitingFirstDelta = false;
|
|
2785
|
-
let snapshotSequence = 0;
|
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2786
|
-
let ackSequence = null;
|
|
2787
|
-
const stream = new OrderbookStream(() => ws?.close());
|
|
2788
|
-
let nextId = 1;
|
|
2789
|
-
const subscribeIds = /* @__PURE__ */ new Set();
|
|
2790
|
-
const rpc = (method) => {
|
|
2791
|
-
const id = nextId++;
|
|
2792
|
-
sock?.send(
|
|
2793
|
-
JSON.stringify({
|
|
2794
|
-
jsonrpc: "2.0",
|
|
2795
|
-
method,
|
|
2796
|
-
params: { stream: STREAM, selectors: [selector] },
|
|
2797
|
-
id
|
|
2798
|
-
})
|
|
2799
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-
);
|
|
2800
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-
return id;
|
|
2801
|
-
};
|
|
2802
|
-
const subscribe = () => subscribeIds.add(rpc("subscribe"));
|
|
2803
|
-
const emit = (r) => {
|
|
2804
|
-
const book = {
|
|
2805
|
-
exchange: "grvt",
|
|
2806
|
-
symbol: fromGrvtSymbol(instrument),
|
|
2807
|
-
market: opts.market,
|
|
2808
|
-
bids: r.bids,
|
|
2809
|
-
asks: r.asks,
|
|
2810
|
-
timestamp: r.timestamp,
|
|
2811
|
-
sequence: r.sequence
|
|
2812
|
-
};
|
|
2813
|
-
stream.emit("update", book);
|
|
2814
|
-
};
|
|
2815
|
-
const resync = () => {
|
|
2816
|
-
if (recovering) return;
|
|
2817
|
-
recovering = true;
|
|
2818
|
-
merger.reset();
|
|
2819
|
-
rpc("unsubscribe");
|
|
2820
|
-
subscribe();
|
|
2821
|
-
};
|
|
2822
|
-
const buildEvent2 = (feed, seq) => {
|
|
2823
|
-
const bids = toLevels(feed.bids);
|
|
2824
|
-
const asks = toLevels(feed.asks);
|
|
2825
|
-
const timestamp = nsToMs(feed.event_time);
|
|
2826
|
-
if (seq === 0) {
|
|
2827
|
-
snapshotSequence = ackSequence ?? 0;
|
|
2828
|
-
awaitingFirstDelta = true;
|
|
2829
|
-
return {
|
|
2830
|
-
kind: "snapshot",
|
|
2831
|
-
bids,
|
|
2832
|
-
asks,
|
|
2833
|
-
sequence: snapshotSequence,
|
|
2834
|
-
timestamp
|
|
2835
|
-
};
|
|
2836
|
-
}
|
|
2837
|
-
const prevSequence = awaitingFirstDelta ? snapshotSequence : seq - 1;
|
|
2838
|
-
awaitingFirstDelta = false;
|
|
2839
|
-
return { kind: "delta", bids, asks, sequence: seq, prevSequence, timestamp };
|
|
2840
|
-
};
|
|
2841
|
-
const handleFeed = (msg) => {
|
|
2842
|
-
if (!msg.feed) return;
|
|
2843
|
-
const seq = Number(msg.sequence_number ?? 0);
|
|
2844
|
-
if (!Number.isFinite(seq)) return;
|
|
2845
|
-
if (seq === 0) recovering = false;
|
|
2846
|
-
else if (recovering) return;
|
|
2847
|
-
const r = merger.apply(buildEvent2(msg.feed, seq));
|
|
2848
|
-
if (r.ok) {
|
|
2849
|
-
emit(r);
|
|
2850
|
-
} else if (r.reason === "gap" || r.reason === "no-snapshot") {
|
|
2851
|
-
resync();
|
|
2852
|
-
}
|
|
2853
|
-
};
|
|
2854
|
-
const onMessage = (raw) => {
|
|
2855
|
-
if (typeof raw !== "string") return;
|
|
2856
|
-
let msg;
|
|
2857
|
-
try {
|
|
2858
|
-
msg = JSON.parse(raw);
|
|
2859
|
-
} catch {
|
|
2860
|
-
return;
|
|
2861
|
-
}
|
|
2862
|
-
if (msg.feed) {
|
|
2863
|
-
if (msg.selector && msg.selector !== selector) return;
|
|
2864
|
-
handleFeed(msg);
|
|
2865
|
-
return;
|
|
2866
|
-
}
|
|
2867
|
-
if (msg.id === void 0) return;
|
|
2868
|
-
if (msg.error) {
|
|
2869
|
-
stream.emit(
|
|
2870
|
-
"error",
|
|
2871
|
-
new ExchangeError("grvt", `${msg.error.code}: ${msg.error.message}`)
|
|
2872
|
-
);
|
|
2873
|
-
return;
|
|
2874
|
-
}
|
|
2875
|
-
if (subscribeIds.delete(msg.id)) {
|
|
2876
|
-
const subs = msg.result?.subs ?? [];
|
|
2877
|
-
const latest = Number(msg.result?.latest_sequence_number?.[0]);
|
|
2878
|
-
ackSequence = Number.isFinite(latest) ? latest : null;
|
|
2879
|
-
if (!subs.includes(selector)) {
|
|
2880
|
-
stream.emit(
|
|
2881
|
-
"error",
|
|
2882
|
-
new ExchangeError(
|
|
2883
|
-
"grvt",
|
|
2884
|
-
`subscribe rejected for "${STREAM}" selector "${selector}"`
|
|
2885
|
-
)
|
|
2886
|
-
);
|
|
2887
|
-
}
|
|
2888
|
-
}
|
|
2889
|
-
};
|
|
2890
|
-
ws = new WSClient({
|
|
2891
|
-
url: WS_FULL,
|
|
2892
|
-
onOpen: (handle) => {
|
|
2893
|
-
sock = handle;
|
|
2894
|
-
merger.reset();
|
|
2895
|
-
recovering = false;
|
|
2896
|
-
awaitingFirstDelta = false;
|
|
2897
|
-
subscribeIds.clear();
|
|
2898
|
-
subscribe();
|
|
2899
|
-
},
|
|
2900
|
-
onMessage
|
|
2901
|
-
});
|
|
2902
|
-
ws.on("open", () => stream.emit("connected"));
|
|
2903
|
-
ws.on("close", (r) => stream.emit("disconnected", r));
|
|
2904
|
-
ws.on("reconnecting", (a, w) => stream.emit("reconnecting", a, w));
|
|
2905
|
-
ws.on("error", (e) => stream.emit("error", e));
|
|
2906
|
-
ws.connect().catch((e) => stream.emit("error", e));
|
|
2907
|
-
return stream;
|
|
2908
|
-
}
|
|
2909
|
-
|
|
2910
|
-
// src/exchanges/grvt/index.ts
|
|
2911
|
-
var GrvtClient = class {
|
|
2912
|
-
exchange = "grvt";
|
|
2913
|
-
transformUrl;
|
|
2914
|
-
timeoutMs;
|
|
2915
|
-
constructor(opts = {}) {
|
|
2916
|
-
this.transformUrl = opts.transformUrl;
|
|
2917
|
-
this.timeoutMs = opts.timeoutMs;
|
|
2918
|
-
}
|
|
2919
|
-
fetchOrderbook(symbol, opts = {}) {
|
|
2920
|
-
const { pair, market } = parseSymbol(symbol);
|
|
2921
|
-
return fetchGrvtOrderbook({
|
|
2922
|
-
symbol: pair,
|
|
2923
|
-
market,
|
|
2924
|
-
depth: opts.depth,
|
|
2925
|
-
timeoutMs: this.timeoutMs,
|
|
2926
|
-
transformUrl: this.transformUrl
|
|
2927
|
-
});
|
|
2928
|
-
}
|
|
2929
|
-
streamOrderbook(symbol, opts = {}) {
|
|
2930
|
-
const { pair, market } = parseSymbol(symbol);
|
|
2931
|
-
return streamGrvtOrderbook({
|
|
2932
|
-
symbol: pair,
|
|
2933
|
-
market,
|
|
2934
|
-
depth: opts.depth,
|
|
2935
|
-
transformUrl: this.transformUrl,
|
|
2936
|
-
timeoutMs: this.timeoutMs
|
|
2937
|
-
});
|
|
2938
|
-
}
|
|
2939
|
-
};
|
|
2940
|
-
|
|
2941
2715
|
// src/exchanges/lighter/markets.ts
|
|
2942
2716
|
var LIGHTER_REST = "https://mainnet.zklighter.elliot.ai";
|
|
2943
2717
|
var cache = null;
|
|
@@ -3063,7 +2837,7 @@ async function fetchLighterOrderbook(opts) {
|
|
|
3063
2837
|
// src/exchanges/lighter/ws.ts
|
|
3064
2838
|
var WS_URL2 = "wss://mainnet.zklighter.elliot.ai/stream";
|
|
3065
2839
|
var PING_INTERVAL_MS = 6e4;
|
|
3066
|
-
var
|
|
2840
|
+
var toLevels = (rows) => (rows ?? []).map((l) => ({ price: Number(l.price), size: Number(l.size) }));
|
|
3067
2841
|
function streamLighterOrderbook(opts) {
|
|
3068
2842
|
const name = toLighterSymbol(opts.symbol, opts.market);
|
|
3069
2843
|
const symbol = fromLighterSymbol(name);
|
|
@@ -3102,8 +2876,8 @@ function streamLighterOrderbook(opts) {
|
|
|
3102
2876
|
};
|
|
3103
2877
|
const buildEvent2 = (msg, snapshot) => {
|
|
3104
2878
|
const ob = msg.order_book ?? {};
|
|
3105
|
-
const bids =
|
|
3106
|
-
const asks =
|
|
2879
|
+
const bids = toLevels(ob.bids);
|
|
2880
|
+
const asks = toLevels(ob.asks);
|
|
3107
2881
|
const timestamp = msg.timestamp ?? usToMs(ob.last_updated_at);
|
|
3108
2882
|
const sequence = Number(ob.nonce ?? 0);
|
|
3109
2883
|
return snapshot ? { kind: "snapshot", bids, asks, sequence, timestamp } : {
|
|
@@ -3200,13 +2974,16 @@ var LighterClient = class {
|
|
|
3200
2974
|
};
|
|
3201
2975
|
|
|
3202
2976
|
// src/exchanges/edgex/markets.ts
|
|
3203
|
-
var EDGEX_REST = "https://
|
|
2977
|
+
var EDGEX_REST = "https://cors.xapy.io/edgex";
|
|
3204
2978
|
var EDGEX_WS = "wss://edgex-quote-prod-v2.edgex.exchange";
|
|
3205
|
-
|
|
3206
|
-
|
|
3207
|
-
|
|
2979
|
+
function edgexRestBase(opts) {
|
|
2980
|
+
return (opts.restBase ?? EDGEX_REST).replace(/\/+$/, "");
|
|
2981
|
+
}
|
|
2982
|
+
var caches = /* @__PURE__ */ new Map();
|
|
2983
|
+
var inflights = /* @__PURE__ */ new Map();
|
|
2984
|
+
async function fetchContracts(opts, base) {
|
|
3208
2985
|
const res = await httpJson({
|
|
3209
|
-
url: `${
|
|
2986
|
+
url: `${base}/api/v2/public/meta/getMetaData`,
|
|
3210
2987
|
timeoutMs: opts.timeoutMs,
|
|
3211
2988
|
transformUrl: opts.transformUrl
|
|
3212
2989
|
});
|
|
@@ -3221,24 +2998,29 @@ async function fetchContracts(opts) {
|
|
|
3221
2998
|
for (const row of rows) map.set(row.contractName.toUpperCase(), row);
|
|
3222
2999
|
return map;
|
|
3223
3000
|
}
|
|
3224
|
-
function loadContracts(opts) {
|
|
3225
|
-
|
|
3226
|
-
|
|
3227
|
-
|
|
3228
|
-
|
|
3229
|
-
|
|
3230
|
-
|
|
3231
|
-
|
|
3232
|
-
|
|
3233
|
-
|
|
3234
|
-
|
|
3235
|
-
|
|
3236
|
-
|
|
3001
|
+
function loadContracts(opts, base) {
|
|
3002
|
+
let pending2 = inflights.get(base);
|
|
3003
|
+
if (!pending2) {
|
|
3004
|
+
pending2 = fetchContracts(opts, base).then(
|
|
3005
|
+
(m) => {
|
|
3006
|
+
caches.set(base, m);
|
|
3007
|
+
inflights.delete(base);
|
|
3008
|
+
return m;
|
|
3009
|
+
},
|
|
3010
|
+
(err) => {
|
|
3011
|
+
inflights.delete(base);
|
|
3012
|
+
throw err;
|
|
3013
|
+
}
|
|
3014
|
+
);
|
|
3015
|
+
inflights.set(base, pending2);
|
|
3016
|
+
}
|
|
3017
|
+
return pending2;
|
|
3237
3018
|
}
|
|
3238
3019
|
async function resolveEdgexContract(contractName, opts) {
|
|
3020
|
+
const base = edgexRestBase(opts);
|
|
3239
3021
|
const k = contractName.toUpperCase();
|
|
3240
|
-
const hit =
|
|
3241
|
-
const contract = hit ?? (await loadContracts(opts)).get(k);
|
|
3022
|
+
const hit = caches.get(base)?.get(k);
|
|
3023
|
+
const contract = hit ?? (await loadContracts(opts, base)).get(k);
|
|
3242
3024
|
if (!contract) {
|
|
3243
3025
|
throw new ExchangeError(
|
|
3244
3026
|
"edgex",
|
|
@@ -3274,13 +3056,13 @@ var ALLOWED_LEVELS = [15, 200];
|
|
|
3274
3056
|
function snapLevel(depth) {
|
|
3275
3057
|
return ALLOWED_LEVELS.find((l) => l >= depth) ?? ALLOWED_LEVELS[ALLOWED_LEVELS.length - 1];
|
|
3276
3058
|
}
|
|
3277
|
-
var
|
|
3059
|
+
var toLevels2 = (rows) => (rows ?? []).map((l) => ({ price: Number(l.price), size: Number(l.size) }));
|
|
3278
3060
|
async function fetchEdgexOrderbook(opts) {
|
|
3279
3061
|
const contractName = toEdgexSymbol(opts.symbol, opts.market);
|
|
3280
3062
|
const contract = await resolveEdgexContract(contractName, opts);
|
|
3281
3063
|
const level = snapLevel(opts.depth ?? 50);
|
|
3282
3064
|
const res = await httpJson({
|
|
3283
|
-
url: `${
|
|
3065
|
+
url: `${edgexRestBase(opts)}/api/v2/public/quote/getDepth?contractId=${contract.contractId}&level=${level}`,
|
|
3284
3066
|
timeoutMs: opts.timeoutMs,
|
|
3285
3067
|
transformUrl: opts.transformUrl
|
|
3286
3068
|
});
|
|
@@ -3296,8 +3078,8 @@ async function fetchEdgexOrderbook(opts) {
|
|
|
3296
3078
|
exchange: "edgex",
|
|
3297
3079
|
symbol: fromEdgexSymbol(depth.contractName ?? contractName),
|
|
3298
3080
|
market: opts.market,
|
|
3299
|
-
bids:
|
|
3300
|
-
asks:
|
|
3081
|
+
bids: toLevels2(depth.bids),
|
|
3082
|
+
asks: toLevels2(depth.asks),
|
|
3301
3083
|
timestamp,
|
|
3302
3084
|
sequence: Number(depth.endVersion ?? 0)
|
|
3303
3085
|
};
|
|
@@ -3343,8 +3125,8 @@ function streamEdgexOrderbook(opts) {
|
|
|
3343
3125
|
send("subscribe");
|
|
3344
3126
|
};
|
|
3345
3127
|
const buildEvent2 = (d, snapshot) => {
|
|
3346
|
-
const bids =
|
|
3347
|
-
const asks =
|
|
3128
|
+
const bids = toLevels2(d.bids);
|
|
3129
|
+
const asks = toLevels2(d.asks);
|
|
3348
3130
|
const timestamp = Date.now();
|
|
3349
3131
|
const sequence = Number(d.endVersion ?? 0);
|
|
3350
3132
|
return snapshot ? { kind: "snapshot", bids, asks, sequence, timestamp } : {
|
|
@@ -3418,9 +3200,11 @@ var EdgexClient = class {
|
|
|
3418
3200
|
exchange = "edgex";
|
|
3419
3201
|
transformUrl;
|
|
3420
3202
|
timeoutMs;
|
|
3203
|
+
restBase;
|
|
3421
3204
|
constructor(opts = {}) {
|
|
3422
3205
|
this.transformUrl = opts.transformUrl;
|
|
3423
3206
|
this.timeoutMs = opts.timeoutMs;
|
|
3207
|
+
this.restBase = opts.restBase;
|
|
3424
3208
|
}
|
|
3425
3209
|
fetchOrderbook(symbol, opts = {}) {
|
|
3426
3210
|
const { pair, market } = parseSymbol(symbol);
|
|
@@ -3429,12 +3213,219 @@ var EdgexClient = class {
|
|
|
3429
3213
|
market,
|
|
3430
3214
|
depth: opts.depth,
|
|
3431
3215
|
timeoutMs: this.timeoutMs,
|
|
3432
|
-
transformUrl: this.transformUrl
|
|
3216
|
+
transformUrl: this.transformUrl,
|
|
3217
|
+
restBase: this.restBase
|
|
3433
3218
|
});
|
|
3434
3219
|
}
|
|
3435
3220
|
streamOrderbook(symbol, opts = {}) {
|
|
3436
3221
|
const { pair, market } = parseSymbol(symbol);
|
|
3437
3222
|
return streamEdgexOrderbook({
|
|
3223
|
+
symbol: pair,
|
|
3224
|
+
market,
|
|
3225
|
+
depth: opts.depth,
|
|
3226
|
+
transformUrl: this.transformUrl,
|
|
3227
|
+
timeoutMs: this.timeoutMs,
|
|
3228
|
+
restBase: this.restBase
|
|
3229
|
+
});
|
|
3230
|
+
}
|
|
3231
|
+
};
|
|
3232
|
+
|
|
3233
|
+
// src/exchanges/whitebit/symbols.ts
|
|
3234
|
+
function toWhitebitSymbol(symbol, market) {
|
|
3235
|
+
const [base, quote] = symbol.split("/");
|
|
3236
|
+
if (!base || !quote) {
|
|
3237
|
+
throw new Error(`invalid symbol "${symbol}" \u2014 expected "BASE/QUOTE"`);
|
|
3238
|
+
}
|
|
3239
|
+
if (market === "perpetual") {
|
|
3240
|
+
if (quote.toUpperCase() !== "USDT") {
|
|
3241
|
+
throw new Error(
|
|
3242
|
+
`whitebit perpetuals are USDT-margined; got "${quote}"`
|
|
3243
|
+
);
|
|
3244
|
+
}
|
|
3245
|
+
return `${base.toUpperCase()}_PERP`;
|
|
3246
|
+
}
|
|
3247
|
+
return `${base.toUpperCase()}_${quote.toUpperCase()}`;
|
|
3248
|
+
}
|
|
3249
|
+
function fromWhitebitSymbol(market) {
|
|
3250
|
+
const name = market.toUpperCase();
|
|
3251
|
+
if (name.endsWith("_PERP")) return `${name.slice(0, -5)}/USDT`;
|
|
3252
|
+
const [base, quote] = name.split("_");
|
|
3253
|
+
return base && quote ? `${base}/${quote}` : name;
|
|
3254
|
+
}
|
|
3255
|
+
|
|
3256
|
+
// src/exchanges/whitebit/rest.ts
|
|
3257
|
+
var WHITEBIT_REST = "https://whitebit.com";
|
|
3258
|
+
var MAX_REST_LIMIT = 100;
|
|
3259
|
+
function secToMs(sec) {
|
|
3260
|
+
return Number.isFinite(sec) && sec > 0 ? Math.round(sec * 1e3) : Date.now();
|
|
3261
|
+
}
|
|
3262
|
+
var toLevels3 = (rows) => (rows ?? []).map(([price, size]) => ({
|
|
3263
|
+
price: Number(price),
|
|
3264
|
+
size: Number(size)
|
|
3265
|
+
}));
|
|
3266
|
+
async function fetchWhitebitOrderbook(opts) {
|
|
3267
|
+
const market = toWhitebitSymbol(opts.symbol, opts.market);
|
|
3268
|
+
const limit = Math.min(opts.depth ?? 50, MAX_REST_LIMIT);
|
|
3269
|
+
const res = await httpJson({
|
|
3270
|
+
url: `${WHITEBIT_REST}/api/v4/public/orderbook/${market}?limit=${limit}`,
|
|
3271
|
+
timeoutMs: opts.timeoutMs,
|
|
3272
|
+
transformUrl: opts.transformUrl
|
|
3273
|
+
});
|
|
3274
|
+
if (!res.asks && !res.bids) {
|
|
3275
|
+
const detail = res.message ?? (res.errors ? JSON.stringify(res.errors) : "empty orderbook response");
|
|
3276
|
+
throw new ExchangeError("whitebit", detail);
|
|
3277
|
+
}
|
|
3278
|
+
const timestamp = secToMs(res.timestamp);
|
|
3279
|
+
return {
|
|
3280
|
+
exchange: "whitebit",
|
|
3281
|
+
symbol: fromWhitebitSymbol(res.ticker_id ?? market),
|
|
3282
|
+
market: opts.market,
|
|
3283
|
+
bids: toLevels3(res.bids),
|
|
3284
|
+
asks: toLevels3(res.asks),
|
|
3285
|
+
timestamp,
|
|
3286
|
+
// REST publishes no `update_id`; the WS chain is where ordering is enforced.
|
|
3287
|
+
sequence: timestamp
|
|
3288
|
+
};
|
|
3289
|
+
}
|
|
3290
|
+
|
|
3291
|
+
// src/exchanges/whitebit/ws.ts
|
|
3292
|
+
var WS_URL4 = "wss://api.whitebit.com/ws";
|
|
3293
|
+
var PING_INTERVAL_MS2 = 5e4;
|
|
3294
|
+
var ALLOWED_LIMITS = [1, 5, 10, 20, 30, 50, 100];
|
|
3295
|
+
function snapLimit(depth) {
|
|
3296
|
+
return ALLOWED_LIMITS.find((l) => l >= depth) ?? ALLOWED_LIMITS[ALLOWED_LIMITS.length - 1];
|
|
3297
|
+
}
|
|
3298
|
+
function streamWhitebitOrderbook(opts) {
|
|
3299
|
+
const market = toWhitebitSymbol(opts.symbol, opts.market);
|
|
3300
|
+
const symbol = fromWhitebitSymbol(market);
|
|
3301
|
+
const limit = snapLimit(opts.depth ?? 50);
|
|
3302
|
+
const merger = new BookMerger();
|
|
3303
|
+
let ws = null;
|
|
3304
|
+
let sock = null;
|
|
3305
|
+
let recovering = false;
|
|
3306
|
+
const stream = new OrderbookStream(() => ws?.close());
|
|
3307
|
+
let nextId = 1;
|
|
3308
|
+
const subscribeIds = /* @__PURE__ */ new Set();
|
|
3309
|
+
const call = (method, params) => {
|
|
3310
|
+
const id = nextId++;
|
|
3311
|
+
sock?.send(JSON.stringify({ id, method, params }));
|
|
3312
|
+
return id;
|
|
3313
|
+
};
|
|
3314
|
+
const subscribe = () => {
|
|
3315
|
+
subscribeIds.add(call("depth_subscribe", [market, limit, "0", true]));
|
|
3316
|
+
};
|
|
3317
|
+
const emit = (r) => {
|
|
3318
|
+
const book = {
|
|
3319
|
+
exchange: "whitebit",
|
|
3320
|
+
symbol,
|
|
3321
|
+
market: opts.market,
|
|
3322
|
+
bids: r.bids,
|
|
3323
|
+
asks: r.asks,
|
|
3324
|
+
timestamp: r.timestamp,
|
|
3325
|
+
sequence: r.sequence
|
|
3326
|
+
};
|
|
3327
|
+
stream.emit("update", book);
|
|
3328
|
+
};
|
|
3329
|
+
const resync = () => {
|
|
3330
|
+
if (recovering) return;
|
|
3331
|
+
recovering = true;
|
|
3332
|
+
merger.reset();
|
|
3333
|
+
call("depth_unsubscribe", []);
|
|
3334
|
+
subscribe();
|
|
3335
|
+
};
|
|
3336
|
+
const buildEvent2 = (d, snapshot) => {
|
|
3337
|
+
const bids = toLevels3(d.bids);
|
|
3338
|
+
const asks = toLevels3(d.asks);
|
|
3339
|
+
const timestamp = secToMs(d.timestamp ?? d.event_time);
|
|
3340
|
+
const sequence = Number(d.update_id ?? 0);
|
|
3341
|
+
return snapshot ? { kind: "snapshot", bids, asks, sequence, timestamp } : {
|
|
3342
|
+
kind: "delta",
|
|
3343
|
+
bids,
|
|
3344
|
+
asks,
|
|
3345
|
+
sequence,
|
|
3346
|
+
prevSequence: Number(d.past_update_id ?? 0),
|
|
3347
|
+
timestamp
|
|
3348
|
+
};
|
|
3349
|
+
};
|
|
3350
|
+
const handleDepth = (d, snapshot) => {
|
|
3351
|
+
if (snapshot) recovering = false;
|
|
3352
|
+
else if (recovering) return;
|
|
3353
|
+
const r = merger.apply(buildEvent2(d, snapshot));
|
|
3354
|
+
if (r.ok) {
|
|
3355
|
+
emit(r);
|
|
3356
|
+
} else if (r.reason === "gap" || r.reason === "no-snapshot") {
|
|
3357
|
+
resync();
|
|
3358
|
+
}
|
|
3359
|
+
};
|
|
3360
|
+
const onMessage = (raw) => {
|
|
3361
|
+
if (typeof raw !== "string") return;
|
|
3362
|
+
let msg;
|
|
3363
|
+
try {
|
|
3364
|
+
msg = JSON.parse(raw);
|
|
3365
|
+
} catch {
|
|
3366
|
+
return;
|
|
3367
|
+
}
|
|
3368
|
+
if (msg.method === "depth_update") {
|
|
3369
|
+
const [snapshot, data, frameMarket] = msg.params ?? [];
|
|
3370
|
+
if (!data || frameMarket && frameMarket !== market) return;
|
|
3371
|
+
handleDepth(data, snapshot === true);
|
|
3372
|
+
return;
|
|
3373
|
+
}
|
|
3374
|
+
if (msg.error) {
|
|
3375
|
+
stream.emit(
|
|
3376
|
+
"error",
|
|
3377
|
+
new ExchangeError(
|
|
3378
|
+
"whitebit",
|
|
3379
|
+
`${msg.error.code}: ${msg.error.message}`
|
|
3380
|
+
)
|
|
3381
|
+
);
|
|
3382
|
+
return;
|
|
3383
|
+
}
|
|
3384
|
+
if (typeof msg.id === "number") subscribeIds.delete(msg.id);
|
|
3385
|
+
};
|
|
3386
|
+
ws = new WSClient({
|
|
3387
|
+
url: WS_URL4,
|
|
3388
|
+
onOpen: (handle) => {
|
|
3389
|
+
sock = handle;
|
|
3390
|
+
merger.reset();
|
|
3391
|
+
recovering = false;
|
|
3392
|
+
subscribeIds.clear();
|
|
3393
|
+
subscribe();
|
|
3394
|
+
},
|
|
3395
|
+
onMessage,
|
|
3396
|
+
pingIntervalMs: PING_INTERVAL_MS2,
|
|
3397
|
+
pingPayload: () => JSON.stringify({ id: 0, method: "ping", params: [] })
|
|
3398
|
+
});
|
|
3399
|
+
ws.on("open", () => stream.emit("connected"));
|
|
3400
|
+
ws.on("close", (r) => stream.emit("disconnected", r));
|
|
3401
|
+
ws.on("reconnecting", (a, w) => stream.emit("reconnecting", a, w));
|
|
3402
|
+
ws.on("error", (e) => stream.emit("error", e));
|
|
3403
|
+
ws.connect().catch((e) => stream.emit("error", e));
|
|
3404
|
+
return stream;
|
|
3405
|
+
}
|
|
3406
|
+
|
|
3407
|
+
// src/exchanges/whitebit/index.ts
|
|
3408
|
+
var WhitebitClient = class {
|
|
3409
|
+
exchange = "whitebit";
|
|
3410
|
+
transformUrl;
|
|
3411
|
+
timeoutMs;
|
|
3412
|
+
constructor(opts = {}) {
|
|
3413
|
+
this.transformUrl = opts.transformUrl;
|
|
3414
|
+
this.timeoutMs = opts.timeoutMs;
|
|
3415
|
+
}
|
|
3416
|
+
fetchOrderbook(symbol, opts = {}) {
|
|
3417
|
+
const { pair, market } = parseSymbol(symbol);
|
|
3418
|
+
return fetchWhitebitOrderbook({
|
|
3419
|
+
symbol: pair,
|
|
3420
|
+
market,
|
|
3421
|
+
depth: opts.depth,
|
|
3422
|
+
timeoutMs: this.timeoutMs,
|
|
3423
|
+
transformUrl: this.transformUrl
|
|
3424
|
+
});
|
|
3425
|
+
}
|
|
3426
|
+
streamOrderbook(symbol, opts = {}) {
|
|
3427
|
+
const { pair, market } = parseSymbol(symbol);
|
|
3428
|
+
return streamWhitebitOrderbook({
|
|
3438
3429
|
symbol: pair,
|
|
3439
3430
|
market,
|
|
3440
3431
|
depth: opts.depth,
|
|
@@ -3444,6 +3435,6 @@ var EdgexClient = class {
|
|
|
3444
3435
|
}
|
|
3445
3436
|
};
|
|
3446
3437
|
|
|
3447
|
-
export { Backoff, BinanceClient, BingxClient, BitgetClient, BookMerger, BybitClient, CoinexClient, DeribitClient, EdgexClient, ExchangeError, GateClient,
|
|
3438
|
+
export { Backoff, BinanceClient, BingxClient, BitgetClient, BookMerger, BybitClient, CoinexClient, DeribitClient, EdgexClient, ExchangeError, GateClient, HyperliquidClient, KucoinClient, LighterClient, OkxClient, OrderbookStream, RateLimitError, SequenceGapError, WhitebitClient, parseSymbol };
|
|
3448
3439
|
//# sourceMappingURL=index.js.map
|
|
3449
3440
|
//# sourceMappingURL=index.js.map
|