@xapy/orderbook 0.1.30 → 0.1.31

package/dist/index.js

@@ -1248,48 +1248,14 @@ 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 = {
@@ -1301,26 +1267,16 @@ 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") {
@@ -1346,12 +1302,8 @@ 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") {
@@ -1365,10 +1317,7 @@ function streamBingxOrderbook(opts) {
     url: isSpot ? WS_SPOT3 : 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.
@@ -1380,32 +1329,6 @@ 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 {
@@ -1515,8 +1438,8 @@ function streamCoinexOrderbook(opts) {
     let timestamp = lastMerged.timestamp;
     let sequence = lastMerged.sequence;
     if (lastTicker) {
-      bids = overlayBid2(bids, lastTicker.bid);
-      asks = overlayAsk2(asks, lastTicker.ask);
+      bids = overlayBid(bids, lastTicker.bid);
+      asks = overlayAsk(asks, lastTicker.ask);
       if (lastTicker.ts > timestamp) {
         timestamp = lastTicker.ts;
         sequence = Math.max(sequence, lastTicker.ts);
@@ -1614,7 +1537,7 @@ function streamCoinexOrderbook(opts) {
   ws.connect().catch((e) => stream.emit("error", e));
   return stream;
 }
-function overlayAsk2(asks, top) {
+function overlayAsk(asks, top) {
   if (!(top.size > 0)) return asks;
   let i = 0;
   for (; i < asks.length; i++) {
@@ -1627,7 +1550,7 @@ function overlayAsk2(asks, top) {
   }
   return [{ price: top.price, size: top.size }, ...asks.slice(i)];
 }
-function overlayBid2(bids, top) {
+function overlayBid(bids, top) {
   if (!(top.size > 0)) return bids;
   let i = 0;
   for (; i < bids.length; i++) {