@xapy/orderbook 0.1.4 → 0.1.6

package/dist/exchanges/bybit/index.js.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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","/**\n * Bybit uses \"BTCUSDT\"-style concatenated symbols for both spot and linear perps.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBybitSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n  }\n  return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromBybitSymbol(s: string): string {\n  const upper = s.toUpperCase();\n  for (const q of QUOTES) {\n    if (upper.endsWith(q)) {\n      return `${upper.slice(0, -q.length)}/${q}`;\n    }\n  }\n  return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBybitOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  timeoutMs?: number;\n  transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bybit.com\";\n\nexport async function fetchBybitOrderbook(\n  opts: FetchBybitOrderbookOptions\n): Promise<Orderbook> {\n  const category = opts.market === \"spot\" ? \"spot\" : \"linear\";\n  const limit = opts.depth ?? 50;\n  const url =\n    `${BASE}/v5/market/orderbook` +\n    `?category=${category}` +\n    `&symbol=${toBybitSymbol(opts.symbol)}` +\n    `&limit=${limit}`;\n\n  const res = await httpJson<BybitOrderbookResponse>({\n    url,\n    timeoutMs: opts.timeoutMs,\n    transformUrl: opts.transformUrl,\n  });\n\n  if (res.retCode !== 0) {\n    throw new ExchangeError(\"bybit\", `${res.retCode}: ${res.retMsg}`);\n  }\n\n  return {\n    exchange: \"bybit\",\n    symbol: fromBybitSymbol(res.result.s),\n    market: opts.market,\n    bids: res.result.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    asks: res.result.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    timestamp: res.result.ts,\n    sequence: res.result.u,\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","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 { fetchBybitOrderbook } from \"./rest.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitWSMessage, BybitWSOrderbookData } from \"./types.js\";\n\nexport interface StreamBybitOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  transformUrl?: (url: string) => string;\n  timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://stream.bybit.com/v5/public/spot\";\nconst WS_LINEAR = \"wss://stream.bybit.com/v5/public/linear\";\n\n/**\n * Subscribes to bybit's V5 orderbook channel. The first frame after subscribe\n * is `type: \"snapshot\"` which seeds the merger — no REST seed is needed in the\n * happy path. On a sequence gap (very rare on bybit), we recover by fetching a\n * REST snapshot.\n */\nexport function streamBybitOrderbook(\n  opts: StreamBybitOrderbookOptions\n): OrderbookStream {\n  const wsUrl = opts.market === \"spot\" ? WS_SPOT : WS_LINEAR;\n  const depth = opts.depth ?? 50;\n  const bybitSymbol = toBybitSymbol(opts.symbol);\n  const topic = `orderbook.${depth}.${bybitSymbol}`;\n\n  const merger = new BookMerger();\n  let recovering = false;\n  let ws: WSClient | null = null;\n\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const handleMergeResult = (data: BybitWSOrderbookData, timestamp: number) => {\n    const r = merger.apply(buildEvent(data, timestamp, /*isSnapshot*/ false));\n    if (r.ok) {\n      stream.emit(\"update\", buildBook(opts, data.s, r));\n      return;\n    }\n    if (r.reason === \"no-snapshot\" || r.reason === \"gap\") {\n      triggerResnapshot();\n    }\n  };\n\n  const triggerResnapshot = () => {\n    if (recovering) return;\n    recovering = true;\n    merger.reset();\n    fetchBybitOrderbook({\n      symbol: opts.symbol,\n      market: opts.market,\n      depth,\n      timeoutMs: opts.timeoutMs,\n      transformUrl: opts.transformUrl,\n    })\n      .then((snap) => {\n        const r = merger.apply({\n          kind: \"snapshot\",\n          bids: snap.bids,\n          asks: snap.asks,\n          sequence: snap.sequence,\n          timestamp: snap.timestamp,\n        });\n        if (r.ok) {\n          stream.emit(\"update\", { ...snap, bids: r.bids, asks: r.asks });\n        }\n      })\n      .catch((err) => stream.emit(\"error\", err as Error))\n      .finally(() => {\n        recovering = false;\n      });\n  };\n\n  const onMessage = (raw: string | ArrayBuffer) => {\n    if (typeof raw !== \"string\") return; // bybit V5 is JSON\n    let msg: BybitWSMessage;\n    try {\n      msg = JSON.parse(raw) as BybitWSMessage;\n    } catch {\n      return;\n    }\n    if (msg.op === \"ping\" || msg.op === \"pong\") return;\n    if (msg.op === \"subscribe\") return;\n    if (!msg.topic || msg.topic !== topic || !msg.data) return;\n\n    const ts = msg.ts ?? Date.now();\n    const data = msg.data;\n\n    if (msg.type === \"snapshot\") {\n      const r = merger.apply(buildEvent(data, ts, /*isSnapshot*/ true));\n      if (r.ok) stream.emit(\"update\", buildBook(opts, data.s, r));\n      return;\n    }\n\n    // delta\n    handleMergeResult(data, ts);\n  };\n\n  ws = new WSClient({\n    url: wsUrl,\n    onOpen: (sock) => {\n      merger.reset();\n      sock.send(JSON.stringify({ op: \"subscribe\", args: [topic] }));\n    },\n    onMessage,\n    pingIntervalMs: 20_000,\n    pingPayload: () => JSON.stringify({ op: \"ping\" }),\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\nfunction buildEvent(\n  data: BybitWSOrderbookData,\n  timestamp: number,\n  isSnapshot: boolean\n): BookEvent {\n  const bids = data.b.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n  const asks = data.a.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n  if (isSnapshot) {\n    return { kind: \"snapshot\", bids, asks, sequence: data.u, timestamp };\n  }\n  return { kind: \"delta\", bids, asks, sequence: data.u, timestamp };\n}\n\nfunction buildBook(\n  opts: StreamBybitOrderbookOptions,\n  rawSymbol: string,\n  merged: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n): Orderbook {\n  return {\n    exchange: \"bybit\",\n    symbol: fromBybitSymbol(rawSymbol),\n    market: opts.market,\n    bids: merged.bids,\n    asks: merged.asks,\n    timestamp: merged.timestamp,\n    sequence: merged.sequence,\n  };\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 { fetchBybitOrderbook } from \"./rest.js\";\nimport { streamBybitOrderbook } from \"./ws.js\";\n\nexport class BybitClient {\n  readonly exchange = \"bybit\" 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 fetchBybitOrderbook({\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 streamBybitOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      transformUrl: this.transformUrl,\n      timeoutMs: this.timeoutMs,\n    });\n  }\n}\n\nexport { fetchBybitOrderbook } from \"./rest.js\";\nexport { streamBybitOrderbook } 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 ${received}`);\n    this.name = \"SequenceGapError\";\n  }\n}\n","/**\n * Bybit uses \"BTCUSDT\"-style concatenated symbols for both spot and linear perps.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBybitSymbol(symbol: string): string {\n  const [base, quote] = symbol.split(\"/\");\n  if (!base || !quote) {\n    throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n  }\n  return `${base}${quote}`.toUpperCase();\n}\n\nexport function fromBybitSymbol(s: string): string {\n  const upper = s.toUpperCase();\n  for (const q of QUOTES) {\n    if (upper.endsWith(q)) {\n      return `${upper.slice(0, -q.length)}/${q}`;\n    }\n  }\n  return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBybitOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  timeoutMs?: number;\n  transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bybit.com\";\n\nexport async function fetchBybitOrderbook(\n  opts: FetchBybitOrderbookOptions\n): Promise<Orderbook> {\n  const category = opts.market === \"spot\" ? \"spot\" : \"linear\";\n  const limit = opts.depth ?? 50;\n  const url =\n    `${BASE}/v5/market/orderbook` +\n    `?category=${category}` +\n    `&symbol=${toBybitSymbol(opts.symbol)}` +\n    `&limit=${limit}`;\n\n  const res = await httpJson<BybitOrderbookResponse>({\n    url,\n    timeoutMs: opts.timeoutMs,\n    transformUrl: opts.transformUrl,\n  });\n\n  if (res.retCode !== 0) {\n    throw new ExchangeError(\"bybit\", `${res.retCode}: ${res.retMsg}`);\n  }\n\n  return {\n    exchange: \"bybit\",\n    symbol: fromBybitSymbol(res.result.s),\n    market: opts.market,\n    bids: res.result.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    asks: res.result.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n    timestamp: res.result.ts,\n    sequence: res.result.u,\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?: { 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 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\", 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","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 { fetchBybitOrderbook } from \"./rest.js\";\nimport { fromBybitSymbol, toBybitSymbol } from \"./symbols.js\";\nimport type { BybitWSMessage, BybitWSOrderbookData } from \"./types.js\";\n\nexport interface StreamBybitOrderbookOptions {\n  symbol: string;\n  market: Market;\n  depth?: number;\n  transformUrl?: (url: string) => string;\n  timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://stream.bybit.com/v5/public/spot\";\nconst WS_LINEAR = \"wss://stream.bybit.com/v5/public/linear\";\n\n/**\n * Subscribes to bybit's V5 orderbook channel. The first frame after subscribe\n * is `type: \"snapshot\"` which seeds the merger — no REST seed is needed in the\n * happy path. On a sequence gap (very rare on bybit), we recover by fetching a\n * REST snapshot.\n */\nexport function streamBybitOrderbook(\n  opts: StreamBybitOrderbookOptions\n): OrderbookStream {\n  const wsUrl = opts.market === \"spot\" ? WS_SPOT : WS_LINEAR;\n  const depth = opts.depth ?? 50;\n  const bybitSymbol = toBybitSymbol(opts.symbol);\n  const topic = `orderbook.${depth}.${bybitSymbol}`;\n\n  const merger = new BookMerger();\n  let recovering = false;\n  let ws: WSClient | null = null;\n\n  const stream = new OrderbookStream(() => ws?.close());\n\n  const handleMergeResult = (data: BybitWSOrderbookData, timestamp: number) => {\n    const r = merger.apply(buildEvent(data, timestamp, /*isSnapshot*/ false));\n    if (r.ok) {\n      stream.emit(\"update\", buildBook(opts, data.s, r));\n      return;\n    }\n    if (r.reason === \"no-snapshot\" || r.reason === \"gap\") {\n      triggerResnapshot();\n    }\n  };\n\n  const triggerResnapshot = () => {\n    if (recovering) return;\n    recovering = true;\n    merger.reset();\n    fetchBybitOrderbook({\n      symbol: opts.symbol,\n      market: opts.market,\n      depth,\n      timeoutMs: opts.timeoutMs,\n      transformUrl: opts.transformUrl,\n    })\n      .then((snap) => {\n        const r = merger.apply({\n          kind: \"snapshot\",\n          bids: snap.bids,\n          asks: snap.asks,\n          sequence: snap.sequence,\n          timestamp: snap.timestamp,\n        });\n        if (r.ok) {\n          stream.emit(\"update\", { ...snap, bids: r.bids, asks: r.asks });\n        }\n      })\n      .catch((err) => stream.emit(\"error\", err as Error))\n      .finally(() => {\n        recovering = false;\n      });\n  };\n\n  const onMessage = (raw: string | ArrayBuffer) => {\n    if (typeof raw !== \"string\") return; // bybit V5 is JSON\n    let msg: BybitWSMessage;\n    try {\n      msg = JSON.parse(raw) as BybitWSMessage;\n    } catch {\n      return;\n    }\n    if (msg.op === \"ping\" || msg.op === \"pong\") return;\n    if (msg.op === \"subscribe\") return;\n    if (!msg.topic || msg.topic !== topic || !msg.data) return;\n\n    const ts = msg.ts ?? Date.now();\n    const data = msg.data;\n\n    if (msg.type === \"snapshot\") {\n      const r = merger.apply(buildEvent(data, ts, /*isSnapshot*/ true));\n      if (r.ok) stream.emit(\"update\", buildBook(opts, data.s, r));\n      return;\n    }\n\n    // delta\n    handleMergeResult(data, ts);\n  };\n\n  ws = new WSClient({\n    url: wsUrl,\n    onOpen: (sock) => {\n      merger.reset();\n      sock.send(JSON.stringify({ op: \"subscribe\", args: [topic] }));\n    },\n    onMessage,\n    pingIntervalMs: 20_000,\n    pingPayload: () => JSON.stringify({ op: \"ping\" }),\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\nfunction buildEvent(\n  data: BybitWSOrderbookData,\n  timestamp: number,\n  isSnapshot: boolean\n): BookEvent {\n  const bids = data.b.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n  const asks = data.a.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n  if (isSnapshot) {\n    return { kind: \"snapshot\", bids, asks, sequence: data.u, timestamp };\n  }\n  return { kind: \"delta\", bids, asks, sequence: data.u, timestamp };\n}\n\nfunction buildBook(\n  opts: StreamBybitOrderbookOptions,\n  rawSymbol: string,\n  merged: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n): Orderbook {\n  return {\n    exchange: \"bybit\",\n    symbol: fromBybitSymbol(rawSymbol),\n    market: opts.market,\n    bids: merged.bids,\n    asks: merged.asks,\n    timestamp: merged.timestamp,\n    sequence: merged.sequence,\n  };\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 { fetchBybitOrderbook } from \"./rest.js\";\nimport { streamBybitOrderbook } from \"./ws.js\";\n\nexport class BybitClient {\n  readonly exchange = \"bybit\" 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 fetchBybitOrderbook({\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 streamBybitOrderbook({\n      symbol: pair,\n      market,\n      depth: opts.depth,\n      transformUrl: this.transformUrl,\n      timeoutMs: this.timeoutMs,\n    });\n  }\n}\n\nexport { fetchBybitOrderbook } from \"./rest.js\";\nexport { streamBybitOrderbook } from \"./ws.js\";\n"]}

package/dist/exchanges/coinex/index.cjs

@@ -343,7 +343,8 @@ var WSClient = class extends TypedEmitter {
   async connect() {
     if (this.closed) return;
     const WS = await getWebSocketCtor();
-    const ws = new WS(this.cfg.url);
+    const url = typeof this.cfg.url === "function" ? await this.cfg.url() : this.cfg.url;
+    const ws = new WS(url);
     ws.binaryType = "arraybuffer";
     this.ws = ws;
     ws.onopen = async () => {
@@ -461,44 +462,101 @@ function streamCoinexOrderbook(opts) {
   const merger = new BookMerger();
   let ws = null;
   const stream = new OrderbookStream(() => ws?.close());
-  const subscribePayload = JSON.stringify({
+  const subscribeDepth = JSON.stringify({
     method: "depth.subscribe",
     params: {
-      // [market, limit, interval, diff_flag] — diff_flag=false → full snapshots
+      // [market, limit, interval, diff_flag] — diff_flag=true → snapshots only
+      // (CoinEx flips the sense of the flag in V2; our handler treats every
+      // frame as a snapshot to stay correct under either reading).
       market_list: [[market, depth, "0", true]]
     },
     id: 1
   });
-  const handlePayload = (text) => {
-    let msg;
-    try {
-      msg = JSON.parse(text);
-    } catch {
-      return;
+  const subscribeBbo = JSON.stringify({
+    method: "bbo.subscribe",
+    params: { market_list: [market] },
+    id: 2
+  });
+  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);
+      }
     }
-    if (msg.id != null && !msg.method) return;
-    if (msg.method !== "depth.update" || !msg.data) return;
-    if (msg.data.market !== market) return;
-    const d = msg.data.depth;
-    const event = {
-      kind: "snapshot",
-      bids: d.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
-      asks: d.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),
-      sequence: d.updated_at,
-      timestamp: d.updated_at
-    };
-    const r = merger.apply(event);
-    if (!r.ok) return;
     const book = {
       exchange: "coinex",
       symbol: fromCoinexSymbol(market),
       market: opts.market,
+      bids,
+      asks,
+      timestamp,
+      sequence
+    };
+    stream.emit("update", book);
+  };
+  const handleDepth = (d) => {
+    if (d.market !== market) return;
+    const inner = d.depth;
+    const r = merger.apply({
+      kind: "snapshot",
+      bids: inner.bids.map(([p, s]) => ({
+        price: Number(p),
+        size: Number(s)
+      })),
+      asks: inner.asks.map(([p, s]) => ({
+        price: Number(p),
+        size: Number(s)
+      })),
+      sequence: inner.updated_at,
+      timestamp: inner.updated_at
+    });
+    if (!r.ok) return;
+    lastMerged = {
       bids: r.bids,
       asks: r.asks,
       timestamp: r.timestamp,
       sequence: r.sequence
     };
-    stream.emit("update", book);
+    emitOverlayed();
+  };
+  const handleBbo = (b) => {
+    if (b.market !== market) return;
+    const bidPrice = Number(b.best_bid_price);
+    const askPrice = Number(b.best_ask_price);
+    const bidSize = Number(b.best_bid_size);
+    const askSize = Number(b.best_ask_size);
+    if (!Number.isFinite(bidPrice) || !Number.isFinite(askPrice)) return;
+    lastTicker = {
+      bid: { price: bidPrice, size: bidSize },
+      ask: { price: askPrice, size: askSize },
+      ts: b.updated_at
+    };
+    emitOverlayed();
+  };
+  const handlePayload = (text) => {
+    let msg;
+    try {
+      msg = JSON.parse(text);
+    } catch {
+      return;
+    }
+    if (msg.id != null && !msg.method) return;
+    if (!msg.data || !msg.method) return;
+    if (msg.method === "depth.update") {
+      handleDepth(msg.data);
+    } else if (msg.method === "bbo.update") {
+      handleBbo(msg.data);
+    }
   };
   const onMessage = async (raw) => {
     if (typeof raw === "string") {
@@ -512,7 +570,10 @@ function streamCoinexOrderbook(opts) {
     url: opts.market === "spot" ? WS_SPOT : WS_FUTURES,
     onOpen: (sock) => {
       merger.reset();
-      sock.send(subscribePayload);
+      lastMerged = null;
+      lastTicker = null;
+      sock.send(subscribeDepth);
+      sock.send(subscribeBbo);
     },
     onMessage
     // Native WS ping/pong frames keep the connection alive — no app-level ping.
@@ -524,6 +585,32 @@ function streamCoinexOrderbook(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/coinex/index.ts
 var CoinexClient = class {