@xapy/orderbook 0.1.28 → 0.1.29

package/dist/index.d.cts

@@ -1,5 +1,5 @@
-import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-D8ErAue9.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-D8ErAue9.cjs';
+import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-D5-FyNGW.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-D5-FyNGW.cjs';
 export { BybitClient } from './exchanges/bybit/index.cjs';
 export { BitgetClient } from './exchanges/bitget/index.cjs';
 export { GateClient } from './exchanges/gate/index.cjs';
@@ -13,6 +13,7 @@ export { DeribitClient } from './exchanges/deribit/index.cjs';
 export { LighterClient } from './exchanges/lighter/index.cjs';
 export { EdgexClient } from './exchanges/edgex/index.cjs';
 export { WhitebitClient } from './exchanges/whitebit/index.cjs';
+export { AsterClient } from './exchanges/aster/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-D8ErAue9.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-D8ErAue9.js';
+import { B as BookEvent, O as OrderbookLevel, M as Market } from './stream-D5-FyNGW.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-D5-FyNGW.js';
 export { BybitClient } from './exchanges/bybit/index.js';
 export { BitgetClient } from './exchanges/bitget/index.js';
 export { GateClient } from './exchanges/gate/index.js';
@@ -13,6 +13,7 @@ export { DeribitClient } from './exchanges/deribit/index.js';
 export { LighterClient } from './exchanges/lighter/index.js';
 export { EdgexClient } from './exchanges/edgex/index.js';
 export { WhitebitClient } from './exchanges/whitebit/index.js';
+export { AsterClient } from './exchanges/aster/index.js';
 
 declare class ExchangeError extends Error {
     readonly exchange: string;

package/dist/index.js

@@ -3435,6 +3435,224 @@ var WhitebitClient = class {
   }
 };
 
-export { Backoff, BinanceClient, BingxClient, BitgetClient, BookMerger, BybitClient, CoinexClient, DeribitClient, EdgexClient, ExchangeError, GateClient, HyperliquidClient, KucoinClient, LighterClient, OkxClient, OrderbookStream, RateLimitError, SequenceGapError, WhitebitClient, parseSymbol };
+// src/exchanges/aster/symbols.ts
+var QUOTES5 = ["USDT", "USD1", "FORM", "USDC", "BTC", "ETH", "U"];
+function toAsterSymbol(symbol) {
+  const [base, quote] = symbol.split("/");
+  if (!base || !quote) {
+    throw new Error(`invalid symbol "${symbol}" \u2014 expected "BASE/QUOTE"`);
+  }
+  return `${base}${quote}`.toUpperCase();
+}
+function fromAsterSymbol(s) {
+  const upper = s.toUpperCase();
+  for (const q of QUOTES5) {
+    if (upper.endsWith(q) && upper.length > q.length) {
+      return `${upper.slice(0, -q.length)}/${q}`;
+    }
+  }
+  return upper;
+}
+
+// src/exchanges/aster/rest.ts
+var ASTER_SPOT_REST = "https://sapi.asterdex.com";
+var ASTER_FUTURES_REST = "https://fapi.asterdex.com";
+async function fetchAsterOrderbook(opts) {
+  const symbol = toAsterSymbol(opts.symbol);
+  const limit = opts.depth ?? 1e3;
+  const url = opts.market === "spot" ? `${ASTER_SPOT_REST}/api/v3/depth?symbol=${symbol}&limit=${limit}` : `${ASTER_FUTURES_REST}/fapi/v1/depth?symbol=${symbol}&limit=${limit}`;
+  const data = await httpJson({
+    url,
+    timeoutMs: opts.timeoutMs,
+    transformUrl: opts.transformUrl
+  });
+  return {
+    exchange: "aster",
+    symbol: fromAsterSymbol(data.symbol ?? symbol),
+    market: opts.market,
+    bids: data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
+    asks: data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
+    timestamp: data.E ?? data.T ?? Date.now(),
+    sequence: data.lastUpdateId
+  };
+}
+
+// src/exchanges/aster/ws.ts
+var WS_SPOT6 = "wss://sstream.asterdex.com/ws";
+var WS_FUTURES4 = "wss://fstream.asterdex.com/ws";
+function streamAsterOrderbook(opts) {
+  const symbol = toAsterSymbol(opts.symbol);
+  const isSpot = opts.market === "spot";
+  const wsBase = isSpot ? WS_SPOT6 : WS_FUTURES4;
+  const wsUrl = `${wsBase}/${symbol.toLowerCase()}@depth@${opts.interval ?? "100ms"}`;
+  const merger = new BookMerger();
+  let snapshotId = -1;
+  let lastU = -1;
+  let snapshotInFlight = false;
+  let snapshotDone = false;
+  let buffered = [];
+  let recovering = false;
+  let ws = null;
+  const stream = new OrderbookStream(() => ws?.close());
+  const emit = (r) => {
+    const book = {
+      exchange: "aster",
+      symbol: fromAsterSymbol(symbol),
+      market: opts.market,
+      bids: r.bids,
+      asks: r.asks,
+      timestamp: r.timestamp,
+      sequence: r.sequence
+    };
+    stream.emit("update", book);
+  };
+  const triggerSnapshot = () => {
+    if (snapshotInFlight) return;
+    snapshotInFlight = true;
+    fetchAsterOrderbook({
+      symbol: opts.symbol,
+      market: opts.market,
+      depth: opts.depth ?? 1e3,
+      timeoutMs: opts.timeoutMs,
+      transformUrl: opts.transformUrl
+    }).then((snap) => {
+      snapshotId = snap.sequence;
+      const r = merger.apply({
+        kind: "snapshot",
+        bids: snap.bids,
+        asks: snap.asks,
+        sequence: snap.sequence,
+        timestamp: snap.timestamp
+      });
+      if (r.ok) emit(r);
+      snapshotDone = true;
+      lastU = -1;
+      const pending2 = buffered;
+      buffered = [];
+      for (const ev of pending2) processDelta(ev);
+    }).catch((err) => stream.emit("error", err)).finally(() => {
+      snapshotInFlight = false;
+    });
+  };
+  const resync = () => {
+    if (recovering) return;
+    recovering = true;
+    merger.reset();
+    snapshotId = -1;
+    snapshotDone = false;
+    lastU = -1;
+    buffered = [];
+    setTimeout(() => {
+      recovering = false;
+      triggerSnapshot();
+    }, 100);
+  };
+  const processDelta = (ev) => {
+    if (ev.u < snapshotId) return;
+    const bids = ev.b.map(([p, s]) => ({
+      price: Number(p),
+      size: Number(s)
+    }));
+    const asks = ev.a.map(([p, s]) => ({
+      price: Number(p),
+      size: Number(s)
+    }));
+    let prevSequence;
+    if (lastU < 0) {
+      if (ev.U > snapshotId) {
+        resync();
+        return;
+      }
+      prevSequence = snapshotId;
+    } else {
+      if (ev.pu === void 0) {
+        resync();
+        return;
+      }
+      prevSequence = ev.pu;
+    }
+    const r = merger.apply({
+      kind: "delta",
+      bids,
+      asks,
+      sequence: ev.u,
+      prevSequence,
+      timestamp: ev.E
+    });
+    if (r.ok) {
+      lastU = ev.u;
+      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.e !== "depthUpdate") return;
+    if (!snapshotDone) {
+      buffered.push(msg);
+      if (!snapshotInFlight) triggerSnapshot();
+      return;
+    }
+    processDelta(msg);
+  };
+  ws = new WSClient({
+    url: wsUrl,
+    onOpen: () => {
+      merger.reset();
+      snapshotId = -1;
+      snapshotDone = false;
+      lastU = -1;
+      buffered = [];
+    },
+    onMessage
+    // Server-initiated WS-level ping; auto-handled by the WS impl.
+  });
+  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/aster/index.ts
+var AsterClient = class {
+  exchange = "aster";
+  transformUrl;
+  timeoutMs;
+  constructor(opts = {}) {
+    this.transformUrl = opts.transformUrl;
+    this.timeoutMs = opts.timeoutMs;
+  }
+  fetchOrderbook(symbol, opts = {}) {
+    const { pair, market } = parseSymbol(symbol);
+    return fetchAsterOrderbook({
+      symbol: pair,
+      market,
+      depth: opts.depth,
+      timeoutMs: this.timeoutMs,
+      transformUrl: this.transformUrl
+    });
+  }
+  streamOrderbook(symbol, opts = {}) {
+    const { pair, market } = parseSymbol(symbol);
+    return streamAsterOrderbook({
+      symbol: pair,
+      market,
+      depth: opts.depth,
+      transformUrl: this.transformUrl,
+      timeoutMs: this.timeoutMs
+    });
+  }
+};
+
+export { AsterClient, Backoff, BinanceClient, BingxClient, BitgetClient, BookMerger, BybitClient, CoinexClient, DeribitClient, EdgexClient, ExchangeError, GateClient, HyperliquidClient, KucoinClient, LighterClient, OkxClient, OrderbookStream, RateLimitError, SequenceGapError, WhitebitClient, parseSymbol };
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