@xapy/orderbook 0.1.3 → 0.1.4

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.
Files changed (11) hide show
  1. package/dist/exchanges/bingx/index.cjs +102 -23
  2. package/dist/exchanges/bingx/index.cjs.map +1 -1
  3. package/dist/exchanges/bingx/index.d.cts +9 -2
  4. package/dist/exchanges/bingx/index.d.ts +9 -2
  5. package/dist/exchanges/bingx/index.js +102 -23
  6. package/dist/exchanges/bingx/index.js.map +1 -1
  7. package/dist/index.cjs +102 -23
  8. package/dist/index.cjs.map +1 -1
  9. package/dist/index.js +102 -23
  10. package/dist/index.js.map +1 -1
  11. package/package.json +1 -1
package/dist/exchanges/bingx/index.js.map CHANGED
@@ -1 +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 url: 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?: { message?: string }) => void) | null;\n onmessage: ((ev: { data: string | ArrayBuffer }) => void) | null;\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 ws = new WS(this.cfg.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\", err as Error);\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\", err as Error);\n return;\n }\n if (result && typeof (result as Promise<void>).catch === \"function\") {\n (result as Promise<void>).catch((err) =>\n this.emit(\"error\", err as Error)\n );\n }\n };\n\n ws.onerror = (e) => {\n this.emit(\"error\", new Error(e?.message ?? \"WebSocket error\"));\n };\n\n ws.onclose = (e) => {\n this.stopPing();\n const reason = e?.reason ?? \"closed\";\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\", e as Error));\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 { 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 { 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. Each market data frame is a full snapshot for the\n * subscribed depth channel.\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 const dataType = `${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 subscribePayload = JSON.stringify({\n id: `sub-${Date.now()}`,\n reqType: \"sub\",\n dataType,\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` and may include `code` 0.\n if (msg.id && !msg.data) return;\n if (msg.dataType !== dataType || !msg.data) return;\n\n const d = msg.data;\n const ts = d.T ?? d.ts ?? 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\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 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(subscribePayload);\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"]}
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 url: 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?: { message?: string }) => void) | null;\n onmessage: ((ev: { data: string | ArrayBuffer }) => void) | null;\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 ws = new WS(this.cfg.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\", err as Error);\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\", err as Error);\n return;\n }\n if (result && typeof (result as Promise<void>).catch === \"function\") {\n (result as Promise<void>).catch((err) =>\n this.emit(\"error\", err as Error)\n );\n }\n };\n\n ws.onerror = (e) => {\n this.emit(\"error\", new Error(e?.message ?? \"WebSocket error\"));\n };\n\n ws.onclose = (e) => {\n this.stopPing();\n const reason = e?.reason ?? \"closed\";\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\", e as Error));\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 { 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 const depthDataType = `${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) => {\n const ts = d.T ?? d.ts ?? 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` and may include `code` 0.\n if (msg.id && !msg.data) return;\n if (!msg.dataType || !msg.data) return;\n\n if (msg.dataType === depthDataType) {\n handleDepth(msg.data as BingxWSData);\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"]}
package/dist/index.cjs CHANGED
@@ -1233,29 +1233,50 @@ function streamBingxOrderbook(opts) {
1233
1233
  const wsSymbol = opts.symbol.toUpperCase().replace("/", "-");
1234
1234
  const level = opts.depth ?? 20;
1235
1235
  const interval = opts.interval ?? "500ms";
1236
- const dataType = `${wsSymbol}@depth${level}@${interval}`;
1236
+ const depthDataType = `${wsSymbol}@depth${level}@${interval}`;
1237
+ const tickerDataType = `${wsSymbol}@bookTicker`;
1237
1238
  const merger = new BookMerger();
1238
1239
  let ws = null;
1239
1240
  const stream = new OrderbookStream(() => ws?.close());
1240
- const subscribePayload = JSON.stringify({
1241
- id: `sub-${Date.now()}`,
1241
+ const subId = Date.now();
1242
+ const subscribeDepth = JSON.stringify({
1243
+ id: `sub-depth-${subId}`,
1242
1244
  reqType: "sub",
1243
- dataType
1245
+ dataType: depthDataType
1244
1246
  });
1245
- const handlePayload = (text) => {
1246
- if (text === "Ping" || text === "ping") {
1247
- ws?.send(text === "Ping" ? "Pong" : "pong");
1248
- return;
1249
- }
1250
- let msg;
1251
- try {
1252
- msg = JSON.parse(text);
1253
- } catch {
1254
- return;
1247
+ const subscribeTicker = JSON.stringify({
1248
+ id: `sub-ticker-${subId}`,
1249
+ reqType: "sub",
1250
+ dataType: tickerDataType
1251
+ });
1252
+ let lastMerged = null;
1253
+ let lastTicker = null;
1254
+ const emitOverlayed = () => {
1255
+ if (!lastMerged) return;
1256
+ let bids = lastMerged.bids;
1257
+ let asks = lastMerged.asks;
1258
+ let timestamp = lastMerged.timestamp;
1259
+ let sequence = lastMerged.sequence;
1260
+ if (lastTicker) {
1261
+ bids = overlayBid(bids, lastTicker.bid);
1262
+ asks = overlayAsk(asks, lastTicker.ask);
1263
+ if (lastTicker.ts > timestamp) {
1264
+ timestamp = lastTicker.ts;
1265
+ sequence = Math.max(sequence, lastTicker.ts);
1266
+ }
1255
1267
  }
1256
- if (msg.id && !msg.data) return;
1257
- if (msg.dataType !== dataType || !msg.data) return;
1258
- const d = msg.data;
1268
+ const book = {
1269
+ exchange: "bingx",
1270
+ symbol: opts.symbol,
1271
+ market: opts.market,
1272
+ bids,
1273
+ asks,
1274
+ timestamp,
1275
+ sequence
1276
+ };
1277
+ stream.emit("update", book);
1278
+ };
1279
+ const handleDepth = (d) => {
1259
1280
  const ts = d.T ?? d.ts ?? Date.now();
1260
1281
  const event = {
1261
1282
  kind: "snapshot",
@@ -1266,16 +1287,45 @@ function streamBingxOrderbook(opts) {
1266
1287
  };
1267
1288
  const r = merger.apply(event);
1268
1289
  if (!r.ok) return;
1269
- const book = {
1270
- exchange: "bingx",
1271
- symbol: opts.symbol,
1272
- market: opts.market,
1290
+ lastMerged = {
1273
1291
  bids: r.bids,
1274
1292
  asks: r.asks,
1275
1293
  timestamp: r.timestamp,
1276
1294
  sequence: r.sequence
1277
1295
  };
1278
- stream.emit("update", book);
1296
+ emitOverlayed();
1297
+ };
1298
+ const handleTicker = (t) => {
1299
+ const bidPrice = Number(t.b);
1300
+ const askPrice = Number(t.a);
1301
+ const bidSize = Number(t.B);
1302
+ const askSize = Number(t.A);
1303
+ if (!Number.isFinite(bidPrice) || !Number.isFinite(askPrice)) return;
1304
+ lastTicker = {
1305
+ bid: { price: bidPrice, size: bidSize },
1306
+ ask: { price: askPrice, size: askSize },
1307
+ ts: t.T ?? t.E ?? Date.now()
1308
+ };
1309
+ emitOverlayed();
1310
+ };
1311
+ const handlePayload = (text) => {
1312
+ if (text === "Ping" || text === "ping") {
1313
+ ws?.send(text === "Ping" ? "Pong" : "pong");
1314
+ return;
1315
+ }
1316
+ let msg;
1317
+ try {
1318
+ msg = JSON.parse(text);
1319
+ } catch {
1320
+ return;
1321
+ }
1322
+ if (msg.id && !msg.data) return;
1323
+ if (!msg.dataType || !msg.data) return;
1324
+ if (msg.dataType === depthDataType) {
1325
+ handleDepth(msg.data);
1326
+ } else if (msg.dataType === tickerDataType) {
1327
+ handleTicker(msg.data);
1328
+ }
1279
1329
  };
1280
1330
  const onMessage = async (raw) => {
1281
1331
  if (typeof raw === "string") {
@@ -1289,7 +1339,10 @@ function streamBingxOrderbook(opts) {
1289
1339
  url: isSpot ? WS_SPOT3 : WS_SWAP,
1290
1340
  onOpen: (sock) => {
1291
1341
  merger.reset();
1292
- sock.send(subscribePayload);
1342
+ lastMerged = null;
1343
+ lastTicker = null;
1344
+ sock.send(subscribeDepth);
1345
+ sock.send(subscribeTicker);
1293
1346
  },
1294
1347
  onMessage
1295
1348
  // bingx server is the one that sends Ping frames; we don't need client pings.
@@ -1301,6 +1354,32 @@ function streamBingxOrderbook(opts) {
1301
1354
  ws.connect().catch((e) => stream.emit("error", e));
1302
1355
  return stream;
1303
1356
  }
1357
+ function overlayAsk(asks, top) {
1358
+ if (!(top.size > 0)) return asks;
1359
+ let i = 0;
1360
+ for (; i < asks.length; i++) {
1361
+ const level = asks[i];
1362
+ if (!level || level.price >= top.price) break;
1363
+ }
1364
+ const at = asks[i];
1365
+ if (at && at.price === top.price) {
1366
+ return [{ price: top.price, size: top.size }, ...asks.slice(i + 1)];
1367
+ }
1368
+ return [{ price: top.price, size: top.size }, ...asks.slice(i)];
1369
+ }
1370
+ function overlayBid(bids, top) {
1371
+ if (!(top.size > 0)) return bids;
1372
+ let i = 0;
1373
+ for (; i < bids.length; i++) {
1374
+ const level = bids[i];
1375
+ if (!level || level.price <= top.price) break;
1376
+ }
1377
+ const at = bids[i];
1378
+ if (at && at.price === top.price) {
1379
+ return [{ price: top.price, size: top.size }, ...bids.slice(i + 1)];
1380
+ }
1381
+ return [{ price: top.price, size: top.size }, ...bids.slice(i)];
1382
+ }
1304
1383
 
1305
1384
  // src/exchanges/bingx/index.ts
1306
1385
  var BingxClient = class {