@xapy/orderbook 0.1.29 → 0.1.31

package/README.md

@@ -78,9 +78,12 @@ WebSocket connections are not subject to CORS and work directly in the browser.
 | edgeX | `@xapy/orderbook/edgex` | — | ✅ (USDC) |
 | WhiteBIT | `@xapy/orderbook/whitebit` | ✅ | ✅ (USDT) |
 | Aster | `@xapy/orderbook/aster` | ✅ | ✅ (USDT) |
+| MEXC | `@xapy/orderbook/mexc` | REST only¹ | ✅ (USDT-M) |
 
 Perpetuals are linear only — inverse / coin-margined contracts are out of scope.
 
+¹ MEXC replaced its JSON spot WebSocket streams with protobuf-encoded ones, which this lib does not decode, so MEXC spot is available through `fetchOrderbook` but not `streamOrderbook`.
+
 ## API
 
 ### `new BybitClient(options)`

package/dist/exchanges/aster/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-D5-FyNGW.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Dyq24thx.cjs';
 
 interface FetchAsterOrderbookOptions {
     symbol: string;

package/dist/exchanges/aster/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-D5-FyNGW.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Dyq24thx.js';
 
 interface FetchAsterOrderbookOptions {
     symbol: string;

package/dist/exchanges/binance/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-D5-FyNGW.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Dyq24thx.cjs';
 
 interface FetchBinanceOrderbookOptions {
     symbol: string;

package/dist/exchanges/binance/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-D5-FyNGW.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Dyq24thx.js';
 
 interface FetchBinanceOrderbookOptions {
     symbol: string;

package/dist/exchanges/bingx/index.cjs

@@ -470,48 +470,14 @@ function streamBingxOrderbook(opts) {
   const level = opts.depth ?? 20;
   const interval = opts.interval ?? "500ms";
   const depthDataType = isSpot ? `${wsSymbol}@depth${level}` : `${wsSymbol}@depth${level}@${interval}`;
-  const tickerDataType = `${wsSymbol}@bookTicker`;
   const merger = new BookMerger();
   let ws = null;
   const stream = new OrderbookStream(() => ws?.close());
-  const subId = Date.now();
   const subscribeDepth = JSON.stringify({
-    id: `sub-depth-${subId}`,
+    id: `sub-depth-${Date.now()}`,
     reqType: "sub",
     dataType: depthDataType
   });
-  const subscribeTicker = JSON.stringify({
-    id: `sub-ticker-${subId}`,
-    reqType: "sub",
-    dataType: tickerDataType
-  });
-  let lastMerged = null;
-  let lastTicker = null;
-  const emitOverlayed = () => {
-    if (!lastMerged) return;
-    let bids = lastMerged.bids;
-    let asks = lastMerged.asks;
-    let timestamp = lastMerged.timestamp;
-    let sequence = lastMerged.sequence;
-    if (lastTicker) {
-      bids = overlayBid(bids, lastTicker.bid);
-      asks = overlayAsk(asks, lastTicker.ask);
-      if (lastTicker.ts > timestamp) {
-        timestamp = lastTicker.ts;
-        sequence = Math.max(sequence, lastTicker.ts);
-      }
-    }
-    const book = {
-      exchange: "bingx",
-      symbol: opts.symbol,
-      market: opts.market,
-      bids,
-      asks,
-      timestamp,
-      sequence
-    };
-    stream.emit("update", book);
-  };
   const handleDepth = (d, frameTs) => {
     const ts = d.T ?? d.ts ?? frameTs ?? Date.now();
     const event = {
@@ -523,26 +489,16 @@ function streamBingxOrderbook(opts) {
     };
     const r = merger.apply(event);
     if (!r.ok) return;
-    lastMerged = {
+    const book = {
+      exchange: "bingx",
+      symbol: opts.symbol,
+      market: opts.market,
       bids: r.bids,
       asks: r.asks,
       timestamp: r.timestamp,
       sequence: r.sequence
     };
-    emitOverlayed();
-  };
-  const handleTicker = (t) => {
-    const bidPrice = Number(t.b);
-    const askPrice = Number(t.a);
-    const bidSize = Number(t.B);
-    const askSize = Number(t.A);
-    if (!Number.isFinite(bidPrice) || !Number.isFinite(askPrice)) return;
-    lastTicker = {
-      bid: { price: bidPrice, size: bidSize },
-      ask: { price: askPrice, size: askSize },
-      ts: t.T ?? t.E ?? Date.now()
-    };
-    emitOverlayed();
+    stream.emit("update", book);
   };
   const handlePayload = (text) => {
     if (text === "Ping" || text === "ping") {
@@ -568,12 +524,8 @@ function streamBingxOrderbook(opts) {
       return;
     }
     if (!msg.dataType || !msg.data) return;
-    const frameTs = msg.ts ?? msg.timestamp;
-    if (msg.dataType === depthDataType) {
-      handleDepth(msg.data, frameTs);
-    } else if (msg.dataType === tickerDataType) {
-      handleTicker(msg.data);
-    }
+    if (msg.dataType !== depthDataType) return;
+    handleDepth(msg.data, msg.ts ?? msg.timestamp);
   };
   const onMessage = async (raw) => {
     if (typeof raw === "string") {
@@ -587,10 +539,7 @@ function streamBingxOrderbook(opts) {
     url: isSpot ? WS_SPOT : WS_SWAP,
     onOpen: (sock) => {
       merger.reset();
-      lastMerged = null;
-      lastTicker = null;
       sock.send(subscribeDepth);
-      sock.send(subscribeTicker);
     },
     onMessage
     // bingx server is the one that sends Ping frames; we don't need client pings.
@@ -602,32 +551,6 @@ function streamBingxOrderbook(opts) {
   ws.connect().catch((e) => stream.emit("error", e));
   return stream;
 }
-function overlayAsk(asks, top) {
-  if (!(top.size > 0)) return asks;
-  let i = 0;
-  for (; i < asks.length; i++) {
-    const level = asks[i];
-    if (!level || level.price >= top.price) break;
-  }
-  const at = asks[i];
-  if (at && at.price === top.price) {
-    return [{ price: top.price, size: top.size }, ...asks.slice(i + 1)];
-  }
-  return [{ price: top.price, size: top.size }, ...asks.slice(i)];
-}
-function overlayBid(bids, top) {
-  if (!(top.size > 0)) return bids;
-  let i = 0;
-  for (; i < bids.length; i++) {
-    const level = bids[i];
-    if (!level || level.price <= top.price) break;
-  }
-  const at = bids[i];
-  if (at && at.price === top.price) {
-    return [{ price: top.price, size: top.size }, ...bids.slice(i + 1)];
-  }
-  return [{ price: top.price, size: top.size }, ...bids.slice(i)];
-}
 
 // src/exchanges/bingx/index.ts
 var BingxClient = class {

package/dist/exchanges/bingx/index.cjs.map

@@ -1 +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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","/** BingX uses underscore-separated symbols for REST. */\nexport function toBingxSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n  }\n  return `${base}_${quote}`.toUpperCase();\n}\n\nexport function fromBingxSymbol(s: string): string {\n  return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBingxSymbol, toBingxSymbol } from \"./symbols.js\";\nimport type { BingxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBingxOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  timeoutMs?: number;\n  transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://open-api.bingx.com\";\n\nexport async function fetchBingxOrderbook(\n  opts: FetchBingxOrderbookOptions\n): Promise<Orderbook> {\n  const symbol = toBingxSymbol(opts.symbol);\n  const limit = opts.depth ?? 50;\n\n  const url =\n    opts.market === \"spot\"\n      ? `${BASE}/openApi/spot/v1/market/depth?symbol=${symbol}&limit=${limit}`\n      : `${BASE}/openApi/swap/v2/quote/depth?symbol=${symbol}&limit=${limit}`;\n\n  const res = await httpJson<BingxOrderbookResponse>({\n    url,\n    timeoutMs: opts.timeoutMs,\n    transformUrl: opts.transformUrl,\n  });\n\n  if (res.code !== 0) {\n    throw new ExchangeError(\"bingx\", `${res.code}: ${res.msg}`);\n  }\n\n  const ts = res.data.T ?? res.data.ts ?? Date.now();\n  return {\n    exchange: \"bingx\",\n    symbol: fromBingxSymbol(symbol),\n    market: opts.market,\n    bids: res.data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    asks: res.data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\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","/**\n * Lazy gzip-inflate helper. `pako` is an optional peer dependency, loaded the\n * first time an adapter actually receives a binary frame.\n */\ntype Inflate = (data: Uint8Array | ArrayBuffer) => string;\n\nlet cached: Inflate | null = null;\nlet pending: Promise<Inflate> | null = null;\n\nexport function getGzipInflate(): Promise<Inflate> {\n  if (cached) return Promise.resolve(cached);\n  if (pending) return pending;\n  pending = (async () => {\n    let pako: typeof import(\"pako\");\n    try {\n      pako = await import(\"pako\");\n    } catch (err) {\n      throw new Error(\n        \"gzip decompression requires the `pako` peer dependency. \" +\n          (err instanceof Error ? err.message : String(err))\n      );\n    }\n    const inflate: Inflate = (data) => {\n      const buf = data instanceof ArrayBuffer ? new Uint8Array(data) : data;\n      try {\n        return pako.ungzip(buf, { to: \"string\" });\n      } catch {\n        return pako.inflate(buf, { to: \"string\" });\n      }\n    };\n    cached = inflate;\n    return inflate;\n  })();\n  return pending;\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type {\n  BookEvent,\n  Market,\n  Orderbook,\n  OrderbookLevel,\n} from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport type {\n  BingxBookTickerData,\n  BingxWSData,\n  BingxWSMessage,\n} from \"./types.js\";\n\nexport interface StreamBingxOrderbookOptions {\n  symbol: string;\n  market: Market;\n  /** Number of levels: 5, 20, or 100. Defaults to 20. */\n  depth?: number;\n  /** Push interval: \"200ms\" (BTC/ETH only) or \"500ms\". Defaults to \"500ms\". */\n  interval?: \"200ms\" | \"500ms\";\n  transformUrl?: (url: string) => string;\n  timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://open-api-ws.bingx.com/market\";\nconst WS_SWAP = \"wss://open-api-swap.bingx.com/swap-market\";\n\n/**\n * BingX pushes gzipped frames. Server sends \"Ping\" inside a gzipped frame and\n * expects \"Pong\" in reply.\n *\n * We subscribe to two channels on the same socket:\n *   - `<sym>@depth{N}@{interval}` — full snapshot per frame (the body of the book)\n *   - `<sym>@bookTicker`          — top-of-book only, every 200ms\n *\n * The depth channel intermittently omits the best ask (observed in production),\n * so we overlay the bookTicker's best bid/ask on every emit. Stale levels in\n * the depth snapshot priced inside the ticker top are dropped.\n */\nexport function streamBingxOrderbook(\n  opts: StreamBingxOrderbookOptions\n): OrderbookStream {\n  const isSpot = opts.market === \"spot\";\n  const wsSymbol = opts.symbol.toUpperCase().replace(\"/\", \"-\");\n  const level = opts.depth ?? 20;\n  const interval = opts.interval ?? \"500ms\";\n  // Swap takes a push-interval suffix; spot rejects it outright\n  // (`code 100400 dataType is error`) and wants the bare depth topic.\n  const depthDataType = isSpot\n    ? `${wsSymbol}@depth${level}`\n    : `${wsSymbol}@depth${level}@${interval}`;\n  const tickerDataType = `${wsSymbol}@bookTicker`;\n\n  const merger = new BookMerger();\n  let ws: WSClient | null = null;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const subId = Date.now();\n  const subscribeDepth = JSON.stringify({\n    id: `sub-depth-${subId}`,\n    reqType: \"sub\",\n    dataType: depthDataType,\n  });\n  const subscribeTicker = JSON.stringify({\n    id: `sub-ticker-${subId}`,\n    reqType: \"sub\",\n    dataType: tickerDataType,\n  });\n\n  let lastMerged:\n    | { bids: OrderbookLevel[]; asks: OrderbookLevel[]; timestamp: number; sequence: number }\n    | null = null;\n  let lastTicker:\n    | { bid: OrderbookLevel; ask: OrderbookLevel; ts: number }\n    | null = null;\n\n  const emitOverlayed = () => {\n    if (!lastMerged) return;\n    let bids = lastMerged.bids;\n    let asks = lastMerged.asks;\n    let timestamp = lastMerged.timestamp;\n    let sequence = lastMerged.sequence;\n    if (lastTicker) {\n      bids = overlayBid(bids, lastTicker.bid);\n      asks = overlayAsk(asks, lastTicker.ask);\n      if (lastTicker.ts > timestamp) {\n        timestamp = lastTicker.ts;\n        sequence = Math.max(sequence, lastTicker.ts);\n      }\n    }\n    const book: Orderbook = {\n      exchange: \"bingx\",\n      symbol: opts.symbol,\n      market: opts.market,\n      bids,\n      asks,\n      timestamp,\n      sequence,\n    };\n    stream.emit(\"update\", book);\n  };\n\n  const handleDepth = (d: BingxWSData, frameTs?: number) => {\n    // The timestamp sits on the *frame*, not inside `data` (swap: `ts`,\n    // spot: `timestamp`). `d.T`/`d.ts` are kept as a fallback for older frames.\n    const ts = d.T ?? d.ts ?? frameTs ?? Date.now();\n    const event: BookEvent = {\n      kind: \"snapshot\",\n      bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n      asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n      sequence: ts,\n      timestamp: ts,\n    };\n    const r = merger.apply(event);\n    if (!r.ok) return;\n    lastMerged = {\n      bids: r.bids,\n      asks: r.asks,\n      timestamp: r.timestamp,\n      sequence: r.sequence,\n    };\n    emitOverlayed();\n  };\n\n  const handleTicker = (t: BingxBookTickerData) => {\n    const bidPrice = Number(t.b);\n    const askPrice = Number(t.a);\n    const bidSize = Number(t.B);\n    const askSize = Number(t.A);\n    if (!Number.isFinite(bidPrice) || !Number.isFinite(askPrice)) return;\n    lastTicker = {\n      bid: { price: bidPrice, size: bidSize },\n      ask: { price: askPrice, size: askSize },\n      ts: t.T ?? t.E ?? Date.now(),\n    };\n    emitOverlayed();\n  };\n\n  const handlePayload = (text: string) => {\n    if (text === \"Ping\" || text === \"ping\") {\n      ws?.send(text === \"Ping\" ? \"Pong\" : \"pong\");\n      return;\n    }\n\n    let msg: BingxWSMessage;\n    try {\n      msg = JSON.parse(text) as BingxWSMessage;\n    } catch {\n      return;\n    }\n\n    // Subscribe ack — bingx echoes `id`, with `code` 0 on success. A rejected\n    // subscription (bad symbol, bad dataType, connection limits) arrives here\n    // too; without surfacing it the stream just goes quiet forever.\n    if (msg.id && !msg.data) {\n      if (msg.code) {\n        stream.emit(\n          \"error\",\n          new ExchangeError(\n            \"bingx\",\n            `subscribe failed (${msg.id}): ${msg.code}${\n              msg.msg ? ` ${msg.msg}` : \"\"\n            }`\n          )\n        );\n      }\n      return;\n    }\n    if (!msg.dataType || !msg.data) return;\n\n    const frameTs = msg.ts ?? msg.timestamp;\n    if (msg.dataType === depthDataType) {\n      handleDepth(msg.data as BingxWSData, frameTs);\n    } else if (msg.dataType === tickerDataType) {\n      handleTicker(msg.data as BingxBookTickerData);\n    }\n  };\n\n  const onMessage = async (raw: string | ArrayBuffer) => {\n    if (typeof raw === \"string\") {\n      handlePayload(raw);\n      return;\n    }\n    const inflate = await getGzipInflate();\n    handlePayload(inflate(raw));\n  };\n\n  ws = new WSClient({\n    url: isSpot ? WS_SPOT : WS_SWAP,\n    onOpen: (sock) => {\n      merger.reset();\n      lastMerged = null;\n      lastTicker = null;\n      sock.send(subscribeDepth);\n      sock.send(subscribeTicker);\n    },\n    onMessage,\n    // bingx server is the one that sends Ping frames; we don't need client pings.\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\n/**\n * Insert/replace top ask using bookTicker. Drops any depth levels priced below\n * the ticker's best ask (those are stale — bingx's @depth occasionally lags).\n * `size <= 0` from ticker is treated as \"no top update\" rather than a deletion.\n */\nfunction overlayAsk(\n  asks: OrderbookLevel[],\n  top: OrderbookLevel\n): OrderbookLevel[] {\n  if (!(top.size > 0)) return asks;\n  let i = 0;\n  for (; i < asks.length; i++) {\n    const level = asks[i];\n    if (!level || level.price >= top.price) break;\n  }\n  const at = asks[i];\n  if (at && at.price === top.price) {\n    return [{ price: top.price, size: top.size }, ...asks.slice(i + 1)];\n  }\n  return [{ price: top.price, size: top.size }, ...asks.slice(i)];\n}\n\nfunction overlayBid(\n  bids: OrderbookLevel[],\n  top: OrderbookLevel\n): OrderbookLevel[] {\n  if (!(top.size > 0)) return bids;\n  let i = 0;\n  for (; i < bids.length; i++) {\n    const level = bids[i];\n    if (!level || level.price <= top.price) break;\n  }\n  const at = bids[i];\n  if (at && at.price === top.price) {\n    return [{ price: top.price, size: top.size }, ...bids.slice(i + 1)];\n  }\n  return [{ price: top.price, size: top.size }, ...bids.slice(i)];\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 { fetchBingxOrderbook } from \"./rest.js\";\nimport { streamBingxOrderbook } from \"./ws.js\";\n\nexport class BingxClient {\n  readonly exchange = \"bingx\" 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 fetchBingxOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      timeoutMs: this.timeoutMs,\n      transformUrl: this.transformUrl,\n    });\n  }\n\n  streamOrderbook(\n    symbol: string,\n    opts: OrderbookOptions = {}\n  ): OrderbookStream {\n    const { pair, market } = parseSymbol(symbol);\n    return streamBingxOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      transformUrl: this.transformUrl,\n      timeoutMs: this.timeoutMs,\n    });\n  }\n}\n\nexport { fetchBingxOrderbook } from \"./rest.js\";\nexport { streamBingxOrderbook } from \"./ws.js\";\n"]}
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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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","/** BingX uses underscore-separated symbols for REST. */\nexport function toBingxSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n  }\n  return `${base}_${quote}`.toUpperCase();\n}\n\nexport function fromBingxSymbol(s: string): string {\n  return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBingxSymbol, toBingxSymbol } from \"./symbols.js\";\nimport type { BingxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBingxOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  timeoutMs?: number;\n  transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://open-api.bingx.com\";\n\nexport async function fetchBingxOrderbook(\n  opts: FetchBingxOrderbookOptions\n): Promise<Orderbook> {\n  const symbol = toBingxSymbol(opts.symbol);\n  const limit = opts.depth ?? 50;\n\n  const url =\n    opts.market === \"spot\"\n      ? `${BASE}/openApi/spot/v1/market/depth?symbol=${symbol}&limit=${limit}`\n      : `${BASE}/openApi/swap/v2/quote/depth?symbol=${symbol}&limit=${limit}`;\n\n  const res = await httpJson<BingxOrderbookResponse>({\n    url,\n    timeoutMs: opts.timeoutMs,\n    transformUrl: opts.transformUrl,\n  });\n\n  if (res.code !== 0) {\n    throw new ExchangeError(\"bingx\", `${res.code}: ${res.msg}`);\n  }\n\n  const ts = res.data.T ?? res.data.ts ?? Date.now();\n  return {\n    exchange: \"bingx\",\n    symbol: fromBingxSymbol(symbol),\n    market: opts.market,\n    bids: res.data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    asks: res.data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\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","/**\n * Lazy gzip-inflate helper. `pako` is an optional peer dependency, loaded the\n * first time an adapter actually receives a binary frame.\n */\ntype Inflate = (data: Uint8Array | ArrayBuffer) => string;\n\nlet cached: Inflate | null = null;\nlet pending: Promise<Inflate> | null = null;\n\nexport function getGzipInflate(): Promise<Inflate> {\n  if (cached) return Promise.resolve(cached);\n  if (pending) return pending;\n  pending = (async () => {\n    let pako: typeof import(\"pako\");\n    try {\n      pako = await import(\"pako\");\n    } catch (err) {\n      throw new Error(\n        \"gzip decompression requires the `pako` peer dependency. \" +\n          (err instanceof Error ? err.message : String(err))\n      );\n    }\n    const inflate: Inflate = (data) => {\n      const buf = data instanceof ArrayBuffer ? new Uint8Array(data) : data;\n      try {\n        return pako.ungzip(buf, { to: \"string\" });\n      } catch {\n        return pako.inflate(buf, { to: \"string\" });\n      }\n    };\n    cached = inflate;\n    return inflate;\n  })();\n  return pending;\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 } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport type { BingxWSData, BingxWSMessage } from \"./types.js\";\n\nexport interface StreamBingxOrderbookOptions {\n  symbol: string;\n  market: Market;\n  /** Number of levels: 5, 20, or 100. Defaults to 20. */\n  depth?: number;\n  /** Push interval: \"200ms\" (BTC/ETH only) or \"500ms\". Defaults to \"500ms\". */\n  interval?: \"200ms\" | \"500ms\";\n  transformUrl?: (url: string) => string;\n  timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://open-api-ws.bingx.com/market\";\nconst WS_SWAP = \"wss://open-api-swap.bingx.com/swap-market\";\n\n/**\n * BingX pushes gzipped frames. Server sends \"Ping\" inside a gzipped frame and\n * expects \"Pong\" in reply.\n *\n * One channel: `<sym>@depth{N}@{interval}`, a full snapshot per frame.\n *\n * This adapter used to also subscribe `<sym>@bookTicker` and splice its top of\n * book over the depth snapshot, to patch a best ask that was reported missing.\n * That overlay is removed for now (2026-09-18) — see `xapy/docs/platforms/bingx.md`\n * for the measurements and the exact code, should it need to come back. Reason: `bookTicker` disagrees with the real book on\n * thinner symbols — measured on LONGXIA-USDT it sat 0.6–1.0% above the depth\n * channel *while fresh* (0.1–0.6s old), and the depth channel agreed with the\n * REST snapshot to within 0.02%. Splicing that top in prepended a phantom\n * level and dropped every real level on the wrong side of it, leaving books\n * like 21 bids / 1 ask. Two independent snapshots with no shared sequence\n * cannot be merged safely — trust the depth channel alone.\n */\nexport function streamBingxOrderbook(\n  opts: StreamBingxOrderbookOptions\n): OrderbookStream {\n  const isSpot = opts.market === \"spot\";\n  const wsSymbol = opts.symbol.toUpperCase().replace(\"/\", \"-\");\n  const level = opts.depth ?? 20;\n  const interval = opts.interval ?? \"500ms\";\n  // Swap takes a push-interval suffix; spot rejects it outright\n  // (`code 100400 dataType is error`) and wants the bare depth topic.\n  const depthDataType = isSpot\n    ? `${wsSymbol}@depth${level}`\n    : `${wsSymbol}@depth${level}@${interval}`;\n\n  const merger = new BookMerger();\n  let ws: WSClient | null = null;\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const subscribeDepth = JSON.stringify({\n    id: `sub-depth-${Date.now()}`,\n    reqType: \"sub\",\n    dataType: depthDataType,\n  });\n\n  const handleDepth = (d: BingxWSData, frameTs?: number) => {\n    // The timestamp sits on the *frame*, not inside `data` (swap: `ts`,\n    // spot: `timestamp`). `d.T`/`d.ts` are kept as a fallback for older frames.\n    const ts = d.T ?? d.ts ?? frameTs ?? Date.now();\n    const event: BookEvent = {\n      kind: \"snapshot\",\n      bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n      asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n      sequence: ts,\n      timestamp: ts,\n    };\n    const r = merger.apply(event);\n    if (!r.ok) return;\n    const book: Orderbook = {\n      exchange: \"bingx\",\n      symbol: opts.symbol,\n      market: opts.market,\n      bids: r.bids,\n      asks: r.asks,\n      timestamp: r.timestamp,\n      sequence: r.sequence,\n    };\n    stream.emit(\"update\", book);\n  };\n\n  const handlePayload = (text: string) => {\n    if (text === \"Ping\" || text === \"ping\") {\n      ws?.send(text === \"Ping\" ? \"Pong\" : \"pong\");\n      return;\n    }\n\n    let msg: BingxWSMessage;\n    try {\n      msg = JSON.parse(text) as BingxWSMessage;\n    } catch {\n      return;\n    }\n\n    // Subscribe ack — bingx echoes `id`, with `code` 0 on success. A rejected\n    // subscription (bad symbol, bad dataType, connection limits) arrives here\n    // too; without surfacing it the stream just goes quiet forever.\n    if (msg.id && !msg.data) {\n      if (msg.code) {\n        stream.emit(\n          \"error\",\n          new ExchangeError(\n            \"bingx\",\n            `subscribe failed (${msg.id}): ${msg.code}${\n              msg.msg ? ` ${msg.msg}` : \"\"\n            }`\n          )\n        );\n      }\n      return;\n    }\n    if (!msg.dataType || !msg.data) return;\n    if (msg.dataType !== depthDataType) return;\n\n    handleDepth(msg.data, msg.ts ?? msg.timestamp);\n  };\n\n  const onMessage = async (raw: string | ArrayBuffer) => {\n    if (typeof raw === \"string\") {\n      handlePayload(raw);\n      return;\n    }\n    const inflate = await getGzipInflate();\n    handlePayload(inflate(raw));\n  };\n\n  ws = new WSClient({\n    url: isSpot ? WS_SPOT : WS_SWAP,\n    onOpen: (sock) => {\n      merger.reset();\n      sock.send(subscribeDepth);\n    },\n    onMessage,\n    // bingx server is the one that sends Ping frames; we don't need client pings.\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 { fetchBingxOrderbook } from \"./rest.js\";\nimport { streamBingxOrderbook } from \"./ws.js\";\n\nexport class BingxClient {\n  readonly exchange = \"bingx\" 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 fetchBingxOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      timeoutMs: this.timeoutMs,\n      transformUrl: this.transformUrl,\n    });\n  }\n\n  streamOrderbook(\n    symbol: string,\n    opts: OrderbookOptions = {}\n  ): OrderbookStream {\n    const { pair, market } = parseSymbol(symbol);\n    return streamBingxOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      transformUrl: this.transformUrl,\n      timeoutMs: this.timeoutMs,\n    });\n  }\n}\n\nexport { fetchBingxOrderbook } from \"./rest.js\";\nexport { streamBingxOrderbook } from \"./ws.js\";\n"]}

package/dist/exchanges/bingx/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-D5-FyNGW.cjs';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Dyq24thx.cjs';
 
 interface FetchBingxOrderbookOptions {
     symbol: string;
@@ -23,13 +23,18 @@ interface StreamBingxOrderbookOptions {
  * BingX pushes gzipped frames. Server sends "Ping" inside a gzipped frame and
  * expects "Pong" in reply.
  *
- * We subscribe to two channels on the same socket:
- *   - `<sym>@depth{N}@{interval}` — full snapshot per frame (the body of the book)
- *   - `<sym>@bookTicker`          — top-of-book only, every 200ms
+ * One channel: `<sym>@depth{N}@{interval}`, a full snapshot per frame.
  *
- * The depth channel intermittently omits the best ask (observed in production),
- * so we overlay the bookTicker's best bid/ask on every emit. Stale levels in
- * the depth snapshot priced inside the ticker top are dropped.
+ * This adapter used to also subscribe `<sym>@bookTicker` and splice its top of
+ * book over the depth snapshot, to patch a best ask that was reported missing.
+ * That overlay is removed for now (2026-09-18) — see `xapy/docs/platforms/bingx.md`
+ * for the measurements and the exact code, should it need to come back. Reason: `bookTicker` disagrees with the real book on
+ * thinner symbols — measured on LONGXIA-USDT it sat 0.6–1.0% above the depth
+ * channel *while fresh* (0.1–0.6s old), and the depth channel agreed with the
+ * REST snapshot to within 0.02%. Splicing that top in prepended a phantom
+ * level and dropped every real level on the wrong side of it, leaving books
+ * like 21 bids / 1 ask. Two independent snapshots with no shared sequence
+ * cannot be merged safely — trust the depth channel alone.
  */
 declare function streamBingxOrderbook(opts: StreamBingxOrderbookOptions): OrderbookStream;
 

package/dist/exchanges/bingx/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-D5-FyNGW.js';
+import { M as Market, a as Orderbook, c as OrderbookStream, C as ClientOptions, b as OrderbookOptions } from '../../stream-Dyq24thx.js';
 
 interface FetchBingxOrderbookOptions {
     symbol: string;
@@ -23,13 +23,18 @@ interface StreamBingxOrderbookOptions {
  * BingX pushes gzipped frames. Server sends "Ping" inside a gzipped frame and
  * expects "Pong" in reply.
  *
- * We subscribe to two channels on the same socket:
- *   - `<sym>@depth{N}@{interval}` — full snapshot per frame (the body of the book)
- *   - `<sym>@bookTicker`          — top-of-book only, every 200ms
+ * One channel: `<sym>@depth{N}@{interval}`, a full snapshot per frame.
  *
- * The depth channel intermittently omits the best ask (observed in production),
- * so we overlay the bookTicker's best bid/ask on every emit. Stale levels in
- * the depth snapshot priced inside the ticker top are dropped.
+ * This adapter used to also subscribe `<sym>@bookTicker` and splice its top of
+ * book over the depth snapshot, to patch a best ask that was reported missing.
+ * That overlay is removed for now (2026-09-18) — see `xapy/docs/platforms/bingx.md`
+ * for the measurements and the exact code, should it need to come back. Reason: `bookTicker` disagrees with the real book on
+ * thinner symbols — measured on LONGXIA-USDT it sat 0.6–1.0% above the depth
+ * channel *while fresh* (0.1–0.6s old), and the depth channel agreed with the
+ * REST snapshot to within 0.02%. Splicing that top in prepended a phantom
+ * level and dropped every real level on the wrong side of it, leaving books
+ * like 21 bids / 1 ask. Two independent snapshots with no shared sequence
+ * cannot be merged safely — trust the depth channel alone.
  */
 declare function streamBingxOrderbook(opts: StreamBingxOrderbookOptions): OrderbookStream;
 

package/dist/exchanges/bingx/index.js

@@ -468,48 +468,14 @@ function streamBingxOrderbook(opts) {
   const level = opts.depth ?? 20;
   const interval = opts.interval ?? "500ms";
   const depthDataType = isSpot ? `${wsSymbol}@depth${level}` : `${wsSymbol}@depth${level}@${interval}`;
-  const tickerDataType = `${wsSymbol}@bookTicker`;
   const merger = new BookMerger();
   let ws = null;
   const stream = new OrderbookStream(() => ws?.close());
-  const subId = Date.now();
   const subscribeDepth = JSON.stringify({
-    id: `sub-depth-${subId}`,
+    id: `sub-depth-${Date.now()}`,
     reqType: "sub",
     dataType: depthDataType
   });
-  const subscribeTicker = JSON.stringify({
-    id: `sub-ticker-${subId}`,
-    reqType: "sub",
-    dataType: tickerDataType
-  });
-  let lastMerged = null;
-  let lastTicker = null;
-  const emitOverlayed = () => {
-    if (!lastMerged) return;
-    let bids = lastMerged.bids;
-    let asks = lastMerged.asks;
-    let timestamp = lastMerged.timestamp;
-    let sequence = lastMerged.sequence;
-    if (lastTicker) {
-      bids = overlayBid(bids, lastTicker.bid);
-      asks = overlayAsk(asks, lastTicker.ask);
-      if (lastTicker.ts > timestamp) {
-        timestamp = lastTicker.ts;
-        sequence = Math.max(sequence, lastTicker.ts);
-      }
-    }
-    const book = {
-      exchange: "bingx",
-      symbol: opts.symbol,
-      market: opts.market,
-      bids,
-      asks,
-      timestamp,
-      sequence
-    };
-    stream.emit("update", book);
-  };
   const handleDepth = (d, frameTs) => {
     const ts = d.T ?? d.ts ?? frameTs ?? Date.now();
     const event = {
@@ -521,26 +487,16 @@ function streamBingxOrderbook(opts) {
     };
     const r = merger.apply(event);
     if (!r.ok) return;
-    lastMerged = {
+    const book = {
+      exchange: "bingx",
+      symbol: opts.symbol,
+      market: opts.market,
       bids: r.bids,
       asks: r.asks,
       timestamp: r.timestamp,
       sequence: r.sequence
     };
-    emitOverlayed();
-  };
-  const handleTicker = (t) => {
-    const bidPrice = Number(t.b);
-    const askPrice = Number(t.a);
-    const bidSize = Number(t.B);
-    const askSize = Number(t.A);
-    if (!Number.isFinite(bidPrice) || !Number.isFinite(askPrice)) return;
-    lastTicker = {
-      bid: { price: bidPrice, size: bidSize },
-      ask: { price: askPrice, size: askSize },
-      ts: t.T ?? t.E ?? Date.now()
-    };
-    emitOverlayed();
+    stream.emit("update", book);
   };
   const handlePayload = (text) => {
     if (text === "Ping" || text === "ping") {
@@ -566,12 +522,8 @@ function streamBingxOrderbook(opts) {
       return;
     }
     if (!msg.dataType || !msg.data) return;
-    const frameTs = msg.ts ?? msg.timestamp;
-    if (msg.dataType === depthDataType) {
-      handleDepth(msg.data, frameTs);
-    } else if (msg.dataType === tickerDataType) {
-      handleTicker(msg.data);
-    }
+    if (msg.dataType !== depthDataType) return;
+    handleDepth(msg.data, msg.ts ?? msg.timestamp);
   };
   const onMessage = async (raw) => {
     if (typeof raw === "string") {
@@ -585,10 +537,7 @@ function streamBingxOrderbook(opts) {
     url: isSpot ? WS_SPOT : WS_SWAP,
     onOpen: (sock) => {
       merger.reset();
-      lastMerged = null;
-      lastTicker = null;
       sock.send(subscribeDepth);
-      sock.send(subscribeTicker);
     },
     onMessage
     // bingx server is the one that sends Ping frames; we don't need client pings.
@@ -600,32 +549,6 @@ function streamBingxOrderbook(opts) {
   ws.connect().catch((e) => stream.emit("error", e));
   return stream;
 }
-function overlayAsk(asks, top) {
-  if (!(top.size > 0)) return asks;
-  let i = 0;
-  for (; i < asks.length; i++) {
-    const level = asks[i];
-    if (!level || level.price >= top.price) break;
-  }
-  const at = asks[i];
-  if (at && at.price === top.price) {
-    return [{ price: top.price, size: top.size }, ...asks.slice(i + 1)];
-  }
-  return [{ price: top.price, size: top.size }, ...asks.slice(i)];
-}
-function overlayBid(bids, top) {
-  if (!(top.size > 0)) return bids;
-  let i = 0;
-  for (; i < bids.length; i++) {
-    const level = bids[i];
-    if (!level || level.price <= top.price) break;
-  }
-  const at = bids[i];
-  if (at && at.price === top.price) {
-    return [{ price: top.price, size: top.size }, ...bids.slice(i + 1)];
-  }
-  return [{ price: top.price, size: top.size }, ...bids.slice(i)];
-}
 
 // src/exchanges/bingx/index.ts
 var BingxClient = class {