@xapy/orderbook 0.1.9 → 0.1.22

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 (17) hide show
  1. package/dist/exchanges/bitmart/index.cjs +12 -7
  2. package/dist/exchanges/bitmart/index.cjs.map +1 -1
  3. package/dist/exchanges/bitmart/index.d.cts +24 -12
  4. package/dist/exchanges/bitmart/index.d.ts +24 -12
  5. package/dist/exchanges/bitmart/index.js +12 -7
  6. package/dist/exchanges/bitmart/index.js.map +1 -1
  7. package/dist/exchanges/coinex/index.cjs +139 -57
  8. package/dist/exchanges/coinex/index.cjs.map +1 -1
  9. package/dist/exchanges/coinex/index.d.cts +10 -16
  10. package/dist/exchanges/coinex/index.d.ts +10 -16
  11. package/dist/exchanges/coinex/index.js +139 -57
  12. package/dist/exchanges/coinex/index.js.map +1 -1
  13. package/dist/index.cjs +133 -75
  14. package/dist/index.cjs.map +1 -1
  15. package/dist/index.js +133 -75
  16. package/dist/index.js.map +1 -1
  17. package/package.json +1 -1
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
- 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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","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","import 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}: ${text.slice(0, 200)}`);\n }\n return (await res.json()) as T;\n } finally {\n clearTimeout(timer);\n }\n}\n","/**\n * Bybit uses \"BTCUSDT\"-style concatenated symbols for both spot and linear perps.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBybitSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${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","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","/**\n * Bitget uses \"BTCUSDT\"-style concatenated symbols across spot and USDT futures.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBitgetSymbol(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 fromBitgetSymbol(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 { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bitget.com\";\n\nexport async function fetchBitgetOrderbook(\n opts: FetchBitgetOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBitgetSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/api/v2/spot/market/orderbook?symbol=${symbol}&limit=${limit}`\n : `${BASE}/api/v2/mix/market/merge-depth?symbol=${symbol}&productType=USDT-FUTURES&limit=${limit}`;\n\n const res = await httpJson<BitgetOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"00000\") {\n throw new ExchangeError(\"bitget\", `${res.code}: ${res.msg}`);\n }\n\n const ts = Number(res.data.ts);\n return {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(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, // REST endpoint doesn't expose a seq; ts is monotonic in practice\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 { fetchBitgetOrderbook } from \"./rest.js\";\nimport { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetWSBookEntry, BitgetWSMessage } from \"./types.js\";\n\nexport interface StreamBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.bitget.com/v2/ws/public\";\n\nexport function streamBitgetOrderbook(\n opts: StreamBitgetOrderbookOptions\n): OrderbookStream {\n const bitgetSymbol = toBitgetSymbol(opts.symbol);\n const instType = opts.market === \"spot\" ? \"SPOT\" : \"USDT-FUTURES\";\n const channel = \"books\"; // full book; alternatives: books5, books15\n\n const merger = new BookMerger();\n let lastSeq = -1; // bitget data lacks an explicit prevSeq — track ourselves\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ instType, channel, instId: bitgetSymbol }],\n });\n\n const handleEntry = (\n entry: BitgetWSBookEntry,\n isSnapshot: boolean\n ): void => {\n const ts = Number(entry.ts);\n const sequence = entry.seq ?? ts;\n\n const event: BookEvent = isSnapshot\n ? {\n kind: \"snapshot\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n }\n : {\n kind: \"delta\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n // bitget doesn't publish prevSeq; pass it ourselves so merger checks\n // consecutive ordering without assuming the seq jumps by exactly 1.\n prevSequence: lastSeq >= 0 ? lastSeq : undefined,\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (r.ok) {\n lastSeq = r.sequence;\n stream.emit(\"update\", {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(bitgetSymbol),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n });\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 lastSeq = -1;\n fetchBitgetOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.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 lastSeq = r.sequence;\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;\n if (raw === \"pong\") return;\n let msg: BitgetWSMessage;\n try {\n msg = JSON.parse(raw) as BitgetWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"error\") return;\n if (!msg.action || !msg.data?.length) return;\n if (msg.arg?.channel !== channel || msg.arg?.instId !== bitgetSymbol) return;\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const entry of msg.data) {\n handleEntry(entry, isSnapshot);\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n lastSeq = -1;\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000, // bitget idle-closes at 30s\n pingPayload: () => \"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","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 { fetchBitgetOrderbook } from \"./rest.js\";\nimport { streamBitgetOrderbook } from \"./ws.js\";\n\nexport class BitgetClient {\n readonly exchange = \"bitget\" 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 fetchBitgetOrderbook({\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 streamBitgetOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBitgetOrderbook } from \"./rest.js\";\nexport { streamBitgetOrderbook } from \"./ws.js\";\n","/**\n * Gate uses \"BTC_USDT\"-style underscore-separated symbols for both spot and\n * USDT-perpetual contracts.\n */\nexport function toGateSymbol(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 fromGateSymbol(s: string): string {\n return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateFuturesOrderbookResponse,\n GateSpotOrderbookResponse,\n} from \"./types.js\";\n\nexport interface FetchGateOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.gateio.ws\";\n\nexport async function fetchGateOrderbook(\n opts: FetchGateOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toGateSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n if (opts.market === \"spot\") {\n const url = `${BASE}/api/v4/spot/order_book?currency_pair=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateSpotOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"spot\",\n bids: parseArrayLevels(data.bids),\n asks: parseArrayLevels(data.asks),\n timestamp: data.update,\n sequence: data.id,\n };\n }\n\n const url = `${BASE}/api/v4/futures/usdt/order_book?contract=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"perpetual\",\n bids: parseObjectLevels(data.bids),\n asks: parseObjectLevels(data.asks),\n timestamp: data.update,\n sequence: data.id ?? data.update,\n };\n}\n\nfunction parseArrayLevels(rows: [string, string][]): OrderbookLevel[] {\n return rows.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n}\n\nfunction parseObjectLevels(\n rows: { p: string; s: number | string }[]\n): OrderbookLevel[] {\n return rows.map((r) => ({ price: Number(r.p), size: Number(r.s) }));\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchGateOrderbook } from \"./rest.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateWSDeltaSpot,\n GateWSMessage,\n GateWSObuFrame,\n} from \"./types.js\";\n\nexport interface StreamGateOrderbookOptions {\n symbol: string;\n market: Market;\n /**\n * Subscribed depth.\n * - Spot: arbitrary (5/10/20/50/100). Default 100.\n * - Futures (Order Book V2): only 50 (20ms cadence) or 400 (100ms).\n * Anything <=50 snaps to 50; anything >50 snaps to 400. Default 50.\n */\n depth?: number;\n /** Push interval (spot only). Futures cadence is fixed by the depth tier. */\n intervalMs?: 100 | 1000;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.gateio.ws/ws/v4/\";\nconst WS_FUTURES = \"wss://fx-ws.gateio.ws/v4/ws/usdt\";\n\nexport function streamGateOrderbook(\n opts: StreamGateOrderbookOptions\n): OrderbookStream {\n return opts.market === \"perpetual\"\n ? streamGateFuturesObu(opts)\n : streamGateSpot(opts);\n}\n\n/* -------------------------------------------------------------------------- */\n/* Futures: Order Book V2 (`futures.obu`) */\n/* -------------------------------------------------------------------------- */\n\n/**\n * Subscribes to gate's `futures.obu` (Order Book V2) channel:\n *\n * 1. Open WS, send subscribe → server responds with a `full: true` frame\n * which seeds the merger directly (no REST seed needed).\n * 2. For each subsequent incremental frame, require `U === lastU + 1`;\n * apply with `prevSequence = lastU`, `sequence = u`.\n * 3. Server may resend a full snapshot at any time — we reseat the merger.\n * 4. On gap, unsubscribe + resubscribe on the same socket; the next frame\n * will be a fresh `full: true` snapshot. (REST re-seed not required.)\n */\nfunction streamGateFuturesObu(\n opts: StreamGateOrderbookOptions\n): OrderbookStream {\n const gateSymbol = toGateSymbol(opts.symbol);\n const level = snapFuturesLevel(opts.depth ?? 50);\n const streamName = `ob.${gateSymbol}.${level}`;\n\n const merger = new BookMerger();\n let lastU = -1;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const wsMsg = (event: \"subscribe\" | \"unsubscribe\") =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"futures.obu\",\n event,\n payload: [streamName],\n });\n\n const pingMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"futures.ping\",\n });\n\n const emitBook = (\n bids: OrderbookLevel[],\n asks: OrderbookLevel[],\n sequence: number,\n timestamp: number\n ) => {\n const book: Orderbook = {\n exchange: \"gate\",\n symbol: fromGateSymbol(gateSymbol),\n market: \"perpetual\",\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const resubscribe = () => {\n if (!ws) return;\n merger.reset();\n lastU = -1;\n try {\n ws.send(wsMsg(\"unsubscribe\"));\n ws.send(wsMsg(\"subscribe\"));\n } catch (err) {\n stream.emit(\"error\", err as Error);\n }\n };\n\n const processFrame = (frame: GateWSObuFrame) => {\n const bids = parseObuLevels(frame.b);\n const asks = parseObuLevels(frame.a);\n\n if (frame.full) {\n const r = merger.apply({\n kind: \"snapshot\",\n bids,\n asks,\n sequence: frame.u,\n timestamp: frame.t,\n });\n lastU = frame.u;\n if (r.ok) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n return;\n }\n\n if (!merger.isReady() || lastU < 0 || frame.U === undefined) return;\n\n // Stale: entire range already applied.\n if (frame.u <= lastU) return;\n\n // Spec: must satisfy U === lastU + 1; otherwise unsubscribe + resubscribe.\n if (frame.U !== lastU + 1) {\n resubscribe();\n return;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids,\n asks,\n sequence: frame.u,\n prevSequence: lastU,\n timestamp: frame.t,\n });\n\n if (r.ok) {\n lastU = frame.u;\n emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n } else if (r.reason === \"gap\") {\n resubscribe();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: GateWSMessage<GateWSObuFrame>;\n try {\n msg = JSON.parse(raw) as GateWSMessage<GateWSObuFrame>;\n } catch {\n return;\n }\n if (msg.error) {\n stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n return;\n }\n if (msg.channel !== \"futures.obu\") return;\n if (msg.event === \"subscribe\" || msg.event === \"unsubscribe\") return;\n if (msg.event !== \"update\" || !msg.result) return;\n processFrame(msg.result);\n };\n\n ws = new WSClient({\n url: WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n lastU = -1;\n sock.send(wsMsg(\"subscribe\"));\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload: pingMsg,\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n\nfunction snapFuturesLevel(depth: number): 50 | 400 {\n return depth <= 50 ? 50 : 400;\n}\n\nfunction parseObuLevels(\n rows: [string, string][] | undefined\n): OrderbookLevel[] {\n if (!rows) return [];\n const out: OrderbookLevel[] = [];\n for (const [p, s] of rows) out.push({ price: Number(p), size: Number(s) });\n return out;\n}\n\n/* -------------------------------------------------------------------------- */\n/* Spot: `spot.order_book_update` (binance-style U/u with REST seed) */\n/* -------------------------------------------------------------------------- */\n\nfunction streamGateSpot(opts: StreamGateOrderbookOptions): OrderbookStream {\n const gateSymbol = toGateSymbol(opts.symbol);\n const interval = `${opts.intervalMs ?? 100}ms`;\n const depth = String(opts.depth ?? 100);\n\n const merger = new BookMerger();\n let snapshotSequence = -1;\n let lastU = -1;\n let snapshotInFlight = false;\n let snapshotDone = false;\n let buffered: NormalizedDelta[] = [];\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribeMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"spot.order_book_update\",\n event: \"subscribe\",\n payload: [gateSymbol, depth, interval],\n });\n\n const pingMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"spot.ping\",\n });\n\n const emitBook = (\n bids: OrderbookLevel[],\n asks: OrderbookLevel[],\n sequence: number,\n timestamp: number\n ) => {\n const book: Orderbook = {\n exchange: \"gate\",\n symbol: fromGateSymbol(gateSymbol),\n market: \"spot\",\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const triggerSnapshot = () => {\n if (snapshotInFlight || recovering) return;\n snapshotInFlight = true;\n fetchGateOrderbook({\n symbol: opts.symbol,\n market: \"spot\",\n depth: opts.depth ?? 100,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n snapshotSequence = snap.sequence;\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) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n snapshotDone = true;\n lastU = -1;\n const pending = buffered;\n buffered = [];\n for (const ev of pending) processDelta(ev);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n snapshotInFlight = false;\n });\n };\n\n const resync = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n setTimeout(() => {\n recovering = false;\n triggerSnapshot();\n }, 100);\n };\n\n const processDelta = (ev: NormalizedDelta) => {\n if (ev.u <= snapshotSequence) return;\n\n let prevSequence: number;\n if (lastU < 0) {\n if (ev.U > snapshotSequence + 1) {\n resync();\n return;\n }\n prevSequence = snapshotSequence;\n } else {\n prevSequence = lastU;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids: ev.bids,\n asks: ev.asks,\n sequence: ev.u,\n prevSequence,\n timestamp: ev.t,\n });\n\n if (r.ok) {\n lastU = ev.u;\n emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n } else if (r.reason === \"gap\") {\n resync();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: GateWSMessage<GateWSDeltaSpot>;\n try {\n msg = JSON.parse(raw) as GateWSMessage<GateWSDeltaSpot>;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"pong\") return;\n if (msg.error) {\n stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n return;\n }\n if (msg.channel !== \"spot.order_book_update\" || !msg.result) return;\n if (msg.event !== \"update\") return;\n\n const r = msg.result;\n const ev: NormalizedDelta = {\n U: r.U,\n u: r.u,\n t: r.t,\n bids: r.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: r.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n };\n\n if (!snapshotDone) {\n buffered.push(ev);\n if (!snapshotInFlight) triggerSnapshot();\n return;\n }\n processDelta(ev);\n };\n\n ws = new WSClient({\n url: WS_SPOT,\n onOpen: (sock) => {\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n sock.send(subscribeMsg());\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload: pingMsg,\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\ninterface NormalizedDelta {\n U: number;\n u: number;\n t: number;\n bids: OrderbookLevel[];\n asks: OrderbookLevel[];\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 { fetchGateOrderbook } from \"./rest.js\";\nimport { streamGateOrderbook } from \"./ws.js\";\n\nexport class GateClient {\n readonly exchange = \"gate\" 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 fetchGateOrderbook({\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 streamGateOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchGateOrderbook } from \"./rest.js\";\nexport { streamGateOrderbook } from \"./ws.js\";\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","/**\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","import type { Market } from \"../../core/types.js\";\n\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\", \"BTC\", \"ETH\"] as const;\n\n/**\n * Spot: lowercase concatenated (\"btcusdt\").\n * Perp (USDT-margined): uppercase hyphenated (\"BTC-USDT\").\n */\nexport function toHuobiSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return market === \"spot\"\n ? `${base}${quote}`.toLowerCase()\n : `${base}-${quote}`.toUpperCase();\n}\n\nexport function fromHuobiSymbol(s: string, market: Market): string {\n if (market === \"spot\") {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) return `${upper.slice(0, -q.length)}/${q}`;\n }\n return upper;\n }\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 { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiOrderbookResponse } from \"./types.js\";\n\nexport interface FetchHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n /** Huobi \"step\" controls aggregation; step0 = no aggregation. */\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst SPOT_BASE = \"https://api.huobi.pro\";\nconst PERP_BASE = \"https://api.hbdm.com\";\n\nexport async function fetchHuobiOrderbook(\n opts: FetchHuobiOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n\n const url =\n opts.market === \"spot\"\n ? `${SPOT_BASE}/market/depth?symbol=${symbol}&type=${step}`\n : `${PERP_BASE}/linear-swap-ex/market/depth?contract_code=${symbol}&type=${step}`;\n\n const res = await httpJson<HuobiOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.status !== \"ok\" || !res.tick) {\n throw new ExchangeError(\n \"huobi\",\n res[\"err-msg\"] ?? res[\"err-code\"] ?? \"missing tick\"\n );\n }\n\n const ts = res.tick.ts;\n return {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(symbol, opts.market),\n market: opts.market,\n bids: res.tick.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.tick.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: res.tick.version ?? ts,\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 { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiWSMessage } from \"./types.js\";\n\nexport interface StreamHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.huobi.pro/ws\";\nconst WS_PERP = \"wss://api.hbdm.com/linear-swap-ws\";\n\n/**\n * Huobi pushes gzipped frames and uses JSON-shaped heartbeats:\n * server → { \"ping\": <ts> }\n * client → { \"pong\": <ts> }\n * Channel sends a full snapshot every interval — no delta merging needed.\n */\nexport function streamHuobiOrderbook(\n opts: StreamHuobiOrderbookOptions\n): OrderbookStream {\n const huobiSymbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n const channel = `market.${huobiSymbol}.depth.${step}`;\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 sub: channel,\n id: `sub-${Date.now()}`,\n });\n\n const handlePayload = (text: string) => {\n let msg: HuobiWSMessage;\n try {\n msg = JSON.parse(text) as HuobiWSMessage;\n } catch {\n return;\n }\n\n if (typeof msg.ping === \"number\") {\n ws?.send(JSON.stringify({ pong: msg.ping }));\n return;\n }\n\n if (msg.status === \"ok\" && msg.subbed) return; // subscribe ack\n if (msg.ch !== channel || !msg.tick) return;\n\n const ts = msg.tick.ts;\n const sequence = msg.tick.version ?? ts;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: msg.tick.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: msg.tick.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(huobiSymbol, opts.market),\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: opts.market === \"spot\" ? WS_SPOT : WS_PERP,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // Huobi heartbeat is server-initiated; we reply inline above. No client 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","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 { fetchHuobiOrderbook } from \"./rest.js\";\nimport { streamHuobiOrderbook } from \"./ws.js\";\n\nexport class HuobiClient {\n readonly exchange = \"huobi\" 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 fetchHuobiOrderbook({\n symbol: pair,\n market,\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 streamHuobiOrderbook({\n symbol: pair,\n market,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchHuobiOrderbook } from \"./rest.js\";\nexport { streamHuobiOrderbook } from \"./ws.js\";\n","/** CoinEx uses \"BTCUSDT\"-style concatenated symbols across spot and futures. */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toCoinexSymbol(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 fromCoinexSymbol(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 { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type { CoinexOrderbookResponse } from \"./types.js\";\n\nexport interface FetchCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.coinex.com\";\n\nexport async function fetchCoinexOrderbook(\n opts: FetchCoinexOrderbookOptions\n): Promise<Orderbook> {\n const market = toCoinexSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/v2/spot/depth?market=${market}&limit=${limit}&interval=0`\n : `${BASE}/v2/futures/depth?market=${market}&limit=${limit}&interval=0`;\n\n const res = await httpJson<CoinexOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== 0) {\n throw new ExchangeError(\"coinex\", `${res.code}: ${res.message}`);\n }\n\n const d = res.data.depth;\n return {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\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 timestamp: d.updated_at,\n sequence: d.updated_at,\n };\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 { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type {\n CoinexV1DepthPayload,\n CoinexV1DepthPush,\n CoinexV1Message,\n} from \"./types.js\";\n\nexport interface StreamCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n /** CoinEx supports 5/10/20/50. */\n depth?: 5 | 10 | 20 | 50;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://socket.coinex.com/\";\nconst WS_FUTURES = \"wss://perpetual.coinex.com/\";\n\n/**\n * CoinEx V1 WS — the same protocol the CoinEx web UI uses, so the maintained\n * book matches what users see in the browser. (V2 books diverge from web\n * because v2 uses a different aggregation pipeline.)\n *\n * Protocol notes:\n * - URL: spot `socket.coinex.com`, perp `perpetual.coinex.com`.\n * - permessage-deflate (RFC 7692) is negotiated at the WS handshake; the\n * browser and the `ws` package handle decompression transparently, so\n * frames arrive here as plain text JSON. (V2 used per-frame gzip.)\n * - JSON-RPC framing: `{ method, params: [...], id }`.\n * - `depth.subscribe` with `params: [market, limit, \"0\", true]` — the\n * trailing `true` requests incremental mode: first push is `clean=true`\n * (snapshot), subsequent pushes are `clean=false` (deltas). Size `\"0\"`\n * in a delta removes the level — passed through to the merger as-is.\n * - Ping/pong is application-level (`server.ping` → `result: \"pong\"`).\n *\n * Sequence: V1 doesn't expose a per-frame id. We use a monotonic local\n * counter so the merger's strict-consecutive check enforces ordering.\n */\nexport function streamCoinexOrderbook(\n opts: StreamCoinexOrderbookOptions\n): OrderbookStream {\n const market = toCoinexSymbol(opts.symbol);\n const depth = opts.depth ?? 50;\n\n const merger = new BookMerger();\n let seq = 0;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n method: \"depth.subscribe\",\n params: [market, depth, \"0\", true],\n id: 1,\n });\n\n const pingPayload = () =>\n JSON.stringify({ method: \"server.ping\", params: [], id: 11 });\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ) => {\n const book: Orderbook = {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\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 handleDepthPush = (push: CoinexV1DepthPush) => {\n const [clean, payload, mkt] = push;\n if (mkt !== market) return;\n const bids = parseLevels(payload.bids);\n const asks = parseLevels(payload.asks);\n const event: BookEvent = clean\n ? {\n kind: \"snapshot\",\n bids,\n asks,\n sequence: ++seq,\n timestamp: payload.time,\n }\n : {\n kind: \"delta\",\n bids,\n asks,\n sequence: ++seq,\n timestamp: payload.time,\n };\n const r = merger.apply(event);\n if (r.ok) {\n emit(r);\n return;\n }\n // Delta arrived before any snapshot — wait for the server's next\n // `clean=true` reseat (it sends one on subscribe).\n if (r.reason === \"no-snapshot\") return;\n if (r.reason === \"gap\") {\n // Local counter shouldn't produce gaps, but if the merger sees one\n // (e.g. after a race during reconnect), drop the counter so the next\n // `clean=true` push reseats cleanly.\n merger.reset();\n seq = 0;\n }\n };\n\n const handlePayload = (text: string) => {\n let msg: CoinexV1Message;\n try {\n msg = JSON.parse(text) as CoinexV1Message;\n } catch {\n return;\n }\n\n // Subscribe ack or pong response (carries `result`, no `method`).\n if (msg.id != null && !msg.method) return;\n if (msg.error) {\n stream.emit(\n \"error\",\n new Error(`coinex: ${msg.error.code} ${msg.error.message}`)\n );\n return;\n }\n\n if (msg.method === \"depth.update\" && Array.isArray(msg.params)) {\n handleDepthPush(msg.params as CoinexV1DepthPush);\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n // permessage-deflate is handled at the WS layer; frames arrive as text.\n if (typeof raw !== \"string\") return;\n handlePayload(raw);\n };\n\n ws = new WSClient({\n url: opts.market === \"spot\" ? WS_SPOT : WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n seq = 0;\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000,\n pingPayload,\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 parseLevels(\n rows: CoinexV1DepthPayload[\"bids\"] | undefined\n): OrderbookLevel[] {\n if (!rows) return [];\n const out: OrderbookLevel[] = [];\n for (const [p, s] of rows) out.push({ price: Number(p), size: Number(s) });\n return out;\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 { fetchCoinexOrderbook } from \"./rest.js\";\nimport { streamCoinexOrderbook } from \"./ws.js\";\n\nexport class CoinexClient {\n readonly exchange = \"coinex\" 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 fetchCoinexOrderbook({\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 streamCoinexOrderbook({\n symbol: pair,\n market,\n depth: opts.depth as 5 | 10 | 20 | 50 | undefined,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchCoinexOrderbook } from \"./rest.js\";\nexport { streamCoinexOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\n/**\n * Spot: BTC-USDT\n * Perpetual: BTC-USDT-SWAP\n */\nexport function toOkxSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n const upper = `${base}-${quote}`.toUpperCase();\n return market === \"perpetual\" ? `${upper}-SWAP` : upper;\n}\n\nexport function fromOkxSymbol(instId: string, market: Market): string {\n let s = instId.toUpperCase();\n if (market === \"perpetual\" && s.endsWith(\"-SWAP\")) {\n s = s.slice(0, -\"-SWAP\".length);\n }\n const [base, quote] = s.split(\"-\");\n if (base && quote) return `${base}/${quote}`;\n return s;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://www.okx.com\";\n\nexport async function fetchOkxOrderbook(\n opts: FetchOkxOrderbookOptions\n): Promise<Orderbook> {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const sz = opts.depth ?? 50;\n const url = `${BASE}/api/v5/market/books?instId=${instId}&sz=${sz}`;\n\n const res = await httpJson<OkxOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"0\") {\n throw new ExchangeError(\"okx\", `${res.code}: ${res.msg}`);\n }\n const d = res.data[0];\n if (!d) throw new ExchangeError(\"okx\", \"empty orderbook response\");\n\n const ts = Number(d.ts);\n return {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\n market: opts.market,\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 timestamp: ts,\n sequence: ts,\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 { fetchOkxOrderbook } from \"./rest.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxWSBookData, OkxWSMessage } from \"./types.js\";\n\nexport interface StreamOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.okx.com:8443/ws/v5/public\";\n\n/**\n * OKX `books` channel: 400-level depth, snapshot+delta. Explicit `seqId` and\n * `prevSeqId` make this a clean fit for our merger — gap is detected if\n * `prevSeqId != current sequence`, and we recover via REST snapshot.\n *\n * Server-driven heartbeat: client sends \"ping\" text → server replies \"pong\".\n */\nexport function streamOkxOrderbook(\n opts: StreamOkxOrderbookOptions\n): OrderbookStream {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const channel = \"books\";\n\n const merger = new BookMerger();\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ channel, instId }],\n });\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ): void => {\n const book: Orderbook = {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\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 triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n fetchOkxOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 50,\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) emit(r);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const buildEvent = (\n d: OkxWSBookData,\n isSnapshot: boolean\n ): BookEvent => {\n const bids = d.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const asks = d.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const timestamp = Number(d.ts);\n if (isSnapshot) {\n return { kind: \"snapshot\", bids, asks, sequence: d.seqId, timestamp };\n }\n return {\n kind: \"delta\",\n bids,\n asks,\n sequence: d.seqId,\n prevSequence: d.prevSeqId,\n timestamp,\n };\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n if (raw === \"pong\") return;\n let msg: OkxWSMessage;\n try {\n msg = JSON.parse(raw) as OkxWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\") return;\n if (msg.event === \"error\") {\n stream.emit(\"error\", new Error(`okx: ${msg.msg ?? msg.code}`));\n return;\n }\n if (\n msg.arg?.channel !== channel ||\n msg.arg?.instId !== instId ||\n !msg.data?.length\n ) {\n return;\n }\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const d of msg.data) {\n const r = merger.apply(buildEvent(d, isSnapshot));\n if (r.ok) {\n emit(r);\n } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n triggerResnapshot();\n return;\n }\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000,\n pingPayload: () => \"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","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 { fetchOkxOrderbook } from \"./rest.js\";\nimport { streamOkxOrderbook } from \"./ws.js\";\n\nexport class OkxClient {\n readonly exchange = \"okx\" 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 fetchOkxOrderbook({\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 streamOkxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchOkxOrderbook } from \"./rest.js\";\nexport { streamOkxOrderbook } from \"./ws.js\";\n","/**\n * Binance uses concatenated symbols (`BTCUSDT`) for both spot and USDT-M perp.\n */\nconst QUOTES = [\n \"USDT\",\n \"USDC\",\n \"FDUSD\",\n \"BUSD\",\n \"TUSD\",\n \"USD\",\n \"BTC\",\n \"ETH\",\n \"BNB\",\n] as const;\n\nexport function toBinanceSymbol(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 fromBinanceSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q) && upper.length > q.length) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBinanceSymbol, toBinanceSymbol } from \"./symbols.js\";\nimport type { BinanceOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBinanceOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE_SPOT = \"https://api.binance.com\";\nconst BASE_FAPI = \"https://fapi.binance.com\";\n\n/**\n * Snapshot used to seed the diff-stream merger. Default `limit=1000`\n * (the maximum allowed without a depth-stream weight penalty) to keep the\n * book deep enough that the first buffered events overlap the snapshot id.\n */\nexport async function fetchBinanceOrderbook(\n opts: FetchBinanceOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBinanceSymbol(opts.symbol);\n const limit = opts.depth ?? 1000;\n const url =\n opts.market === \"spot\"\n ? `${BASE_SPOT}/api/v3/depth?symbol=${symbol}&limit=${limit}`\n : `${BASE_FAPI}/fapi/v1/depth?symbol=${symbol}&limit=${limit}`;\n\n const data = await httpJson<BinanceOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n return {\n exchange: \"binance\",\n symbol: fromBinanceSymbol(symbol),\n market: opts.market,\n bids: data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: data.E ?? data.T ?? Date.now(),\n sequence: data.lastUpdateId,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchBinanceOrderbook } from \"./rest.js\";\nimport { fromBinanceSymbol, toBinanceSymbol } from \"./symbols.js\";\nimport type { BinanceDepthUpdate } from \"./types.js\";\n\nexport interface StreamBinanceOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth used for the REST seed snapshot. Default 1000. */\n depth?: number;\n /**\n * WS push cadence — Binance supports \"100ms\" or \"1000ms\" (default).\n * Futures additionally supports \"250ms\" (`@250ms` suffix not yet documented\n * for spot). We default to 100ms which matches the rest of the lib.\n */\n interval?: \"100ms\" | \"250ms\" | \"1000ms\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://stream.binance.com:9443/ws\";\nconst WS_FUTURES = \"wss://fstream.binance.com/ws\";\n\n/**\n * Binance diff-stream pattern (spot + USDT-M perp):\n *\n * 1. Open WS, buffer incoming `depthUpdate` events.\n * 2. Fetch REST snapshot (carries `lastUpdateId`).\n * 3. Drop buffered events with `u < lastUpdateId + 1`.\n * 4. First processed event must satisfy `U <= lastUpdateId + 1 <= u`\n * (spot) or `U <= lastUpdateId <= u` (futures). The check is folded into\n * the same comparator since we pass `prevSequence = lastUpdateId` to the\n * merger.\n * 5. Subsequent events:\n * - Spot: `U === lastU + 1` → pass `prevSequence = ev.U - 1`\n * - Futures: `pu === lastU` → pass `prevSequence = ev.pu`\n * 6. On gap (or REST/WS desync), reset the merger and re-seed.\n *\n * Binance's server sends WebSocket-level ping frames every 3 minutes; the\n * browser / `ws` package auto-responds. No app-level ping needed.\n */\nexport function streamBinanceOrderbook(\n opts: StreamBinanceOrderbookOptions\n): OrderbookStream {\n const symbol = toBinanceSymbol(opts.symbol);\n const isSpot = opts.market === \"spot\";\n const interval = opts.interval ?? \"100ms\";\n const wsBase = isSpot ? WS_SPOT : WS_FUTURES;\n const wsUrl = `${wsBase}/${symbol.toLowerCase()}@depth@${interval}`;\n\n const merger = new BookMerger();\n let snapshotId = -1;\n let lastU = -1;\n let snapshotInFlight = false;\n let snapshotDone = false;\n let buffered: BinanceDepthUpdate[] = [];\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ) => {\n const book: Orderbook = {\n exchange: \"binance\",\n symbol: fromBinanceSymbol(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 triggerSnapshot = () => {\n if (snapshotInFlight) return;\n snapshotInFlight = true;\n fetchBinanceOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 1000,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n snapshotId = snap.sequence;\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) emit(r);\n snapshotDone = true;\n lastU = -1;\n const pending = buffered;\n buffered = [];\n for (const ev of pending) processDelta(ev);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n snapshotInFlight = false;\n });\n };\n\n const resync = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n snapshotId = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n setTimeout(() => {\n recovering = false;\n triggerSnapshot();\n }, 100);\n };\n\n const processDelta = (ev: BinanceDepthUpdate) => {\n if (ev.u < snapshotId + 1) return; // already covered by snapshot\n\n const bids: OrderbookLevel[] = ev.b.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const asks: OrderbookLevel[] = ev.a.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n\n let prevSequence: number;\n if (lastU < 0) {\n // First event after snapshot. Spec: U <= snapshotId+1 <= u (spot) or\n // U <= snapshotId <= u (futures). Range-overlap with the snapshot id is\n // the only correctness requirement; re-applying levels already in the\n // snapshot is idempotent.\n const overlap = isSpot\n ? ev.U <= snapshotId + 1\n : ev.U <= snapshotId;\n if (!overlap) {\n resync();\n return;\n }\n prevSequence = snapshotId;\n } else if (isSpot) {\n prevSequence = ev.U - 1;\n } else {\n if (ev.pu === undefined) {\n resync();\n return;\n }\n prevSequence = ev.pu;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids,\n asks,\n sequence: ev.u,\n prevSequence,\n timestamp: ev.E,\n });\n\n if (r.ok) {\n lastU = ev.u;\n emit(r);\n } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n resync();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: BinanceDepthUpdate;\n try {\n msg = JSON.parse(raw) as BinanceDepthUpdate;\n } catch {\n return;\n }\n if (msg.e !== \"depthUpdate\") return;\n if (!snapshotDone) {\n buffered.push(msg);\n if (!snapshotInFlight) triggerSnapshot();\n return;\n }\n processDelta(msg);\n };\n\n ws = new WSClient({\n url: wsUrl,\n onOpen: () => {\n merger.reset();\n snapshotId = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n },\n onMessage,\n // Binance server-initiated WS-level ping; auto-handled by the WS impl.\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 { fetchBinanceOrderbook } from \"./rest.js\";\nimport { streamBinanceOrderbook } from \"./ws.js\";\n\nexport class BinanceClient {\n readonly exchange = \"binance\" 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 fetchBinanceOrderbook({\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 streamBinanceOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBinanceOrderbook } from \"./rest.js\";\nexport { streamBinanceOrderbook } from \"./ws.js\";\n","/**\n * Hyperliquid perps use bare coin names (\"BTC\", \"ETH\", \"SOL\"). All perps are\n * USDC-margined. We accept the unified form \"BTC/USDC:USDC\" and translate to\n * the coin name; non-USDC quotes are rejected.\n *\n * Hyperliquid's spot markets use `@N`-style indexed identifiers (e.g. `@1`\n * for PURR/USDC) which don't fit the unified BASE/QUOTE convention, so spot\n * is intentionally unsupported here.\n */\nexport function toHyperliquidSymbol(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 if (quote.toUpperCase() !== \"USDC\") {\n throw new Error(\n `hyperliquid only supports USDC-quoted pairs; got \"${quote}\"`\n );\n }\n return base.toUpperCase();\n}\n\nexport function fromHyperliquidSymbol(coin: string): string {\n return `${coin.toUpperCase()}/USDC`;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromHyperliquidSymbol, toHyperliquidSymbol } from \"./symbols.js\";\nimport type { HyperliquidL2Book } from \"./types.js\";\n\nexport interface FetchHyperliquidOrderbookOptions {\n symbol: string;\n market: Market;\n /** Hyperliquid's `info` endpoint does not honor a depth parameter — present for API parity. */\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.hyperliquid.xyz\";\n\n/**\n * POST /info with body `{\"type\":\"l2Book\",\"coin\":\"BTC\"}` returns the same\n * payload the WS `l2Book` channel pushes — full snapshot every call.\n */\nexport async function fetchHyperliquidOrderbook(\n opts: FetchHyperliquidOrderbookOptions\n): Promise<Orderbook> {\n if (opts.market !== \"perpetual\") {\n throw new Error(\n \"hyperliquid: only perpetual markets are supported (spot uses @N-indexed coins)\"\n );\n }\n const coin = toHyperliquidSymbol(opts.symbol);\n const data = await httpJson<HyperliquidL2Book>({\n url: `${BASE}/info`,\n method: \"POST\",\n headers: { \"Content-Type\": \"application/json\" },\n body: JSON.stringify({ type: \"l2Book\", coin }),\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n return {\n exchange: \"hyperliquid\",\n symbol: fromHyperliquidSymbol(data.coin),\n market: \"perpetual\",\n bids: data.levels[0].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n asks: data.levels[1].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n timestamp: data.time,\n sequence: data.time,\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 { fromHyperliquidSymbol, toHyperliquidSymbol } from \"./symbols.js\";\nimport type { HyperliquidL2Book, HyperliquidWSMessage } from \"./types.js\";\n\nexport interface StreamHyperliquidOrderbookOptions {\n symbol: string;\n market: Market;\n /** Present for API parity — hyperliquid doesn't expose a depth parameter on l2Book. */\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_URL = \"wss://api.hyperliquid.xyz/ws\";\n\n/**\n * Hyperliquid pushes a full L2 snapshot on every change via the `l2Book`\n * subscription. We feed each frame straight to the merger as a snapshot;\n * the merger's \"sequence must increase\" guard rejects out-of-order frames\n * but there is no real gap-detection signal — we trust WS ordering.\n *\n * Heartbeat: client sends `{\"method\":\"ping\"}` every 50s; server replies\n * `{\"channel\":\"pong\"}` which we ignore.\n */\nexport function streamHyperliquidOrderbook(\n opts: StreamHyperliquidOrderbookOptions\n): OrderbookStream {\n if (opts.market !== \"perpetual\") {\n const s = new OrderbookStream(() => undefined);\n queueMicrotask(() =>\n s.emit(\n \"error\",\n new Error(\n \"hyperliquid: only perpetual markets are supported (spot uses @N-indexed coins)\"\n )\n )\n );\n return s;\n }\n\n const coin = toHyperliquidSymbol(opts.symbol);\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 method: \"subscribe\",\n subscription: { type: \"l2Book\", coin },\n });\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: HyperliquidWSMessage;\n try {\n msg = JSON.parse(raw) as HyperliquidWSMessage;\n } catch {\n return;\n }\n if (msg.channel === \"pong\" || msg.channel === \"subscriptionResponse\") {\n return;\n }\n if (msg.channel !== \"l2Book\" || !msg.data) return;\n const book = msg.data as HyperliquidL2Book;\n if (book.coin !== coin) return;\n\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: book.levels[0].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n asks: book.levels[1].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n sequence: book.time,\n timestamp: book.time,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const out: Orderbook = {\n exchange: \"hyperliquid\",\n symbol: fromHyperliquidSymbol(coin),\n market: \"perpetual\",\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", out);\n };\n\n ws = new WSClient({\n url: WS_URL,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 50_000,\n pingPayload: () => JSON.stringify({ method: \"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","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 { fetchHyperliquidOrderbook } from \"./rest.js\";\nimport { streamHyperliquidOrderbook } from \"./ws.js\";\n\nexport class HyperliquidClient {\n readonly exchange = \"hyperliquid\" 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 fetchHyperliquidOrderbook({\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 streamHyperliquidOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchHyperliquidOrderbook } from \"./rest.js\";\nexport { streamHyperliquidOrderbook } from \"./ws.js\";\n","/**\n * KuCoin has two symbol formats:\n * - Spot: `BTC-USDT` (hyphenated)\n * - Futures: `XBTUSDTM` (concatenated, with `XBT` for BTC and an `M` suffix\n * denoting USDT-margined perp)\n *\n * The `from*` helpers handle the BTC ↔ XBT alias and strip the `M` suffix.\n */\nconst FUTURES_QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toKucoinSpotSymbol(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 `${base.toUpperCase()}-${quote.toUpperCase()}`;\n}\n\nexport function fromKucoinSpotSymbol(s: string): string {\n return s.toUpperCase().replace(\"-\", \"/\");\n}\n\nexport function toKucoinFuturesSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n const b = base.toUpperCase() === \"BTC\" ? \"XBT\" : base.toUpperCase();\n return `${b}${quote.toUpperCase()}M`;\n}\n\nexport function fromKucoinFuturesSymbol(s: string): string {\n const upper = s.toUpperCase();\n const stripped = upper.endsWith(\"M\") ? upper.slice(0, -1) : upper;\n for (const q of FUTURES_QUOTES) {\n if (stripped.endsWith(q) && stripped.length > q.length) {\n let base = stripped.slice(0, -q.length);\n if (base === \"XBT\") base = \"BTC\";\n return `${base}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport {\n fromKucoinFuturesSymbol,\n fromKucoinSpotSymbol,\n toKucoinFuturesSymbol,\n toKucoinSpotSymbol,\n} from \"./symbols.js\";\nimport type {\n KucoinBulletResponse,\n KucoinFuturesOrderbookResponse,\n KucoinSpotOrderbookResponse,\n} from \"./types.js\";\n\nexport interface FetchKucoinOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth tier: `<= 20` → level2_20 / depth20; otherwise level2_100 / depth100. */\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nexport interface FetchKucoinBulletOptions {\n market: Market;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nexport interface KucoinBullet {\n endpoint: string;\n token: string;\n pingInterval: number;\n pingTimeout: number;\n}\n\nconst BASE_SPOT = \"https://api.kucoin.com\";\nconst BASE_FUTURES = \"https://api-futures.kucoin.com\";\n\n/**\n * Public bullet token used to authenticate the WS handshake. Token is\n * single-use and short-lived — call this once per WS (re)connect.\n */\nexport async function fetchKucoinBullet(\n opts: FetchKucoinBulletOptions\n): Promise<KucoinBullet> {\n const base = opts.market === \"spot\" ? BASE_SPOT : BASE_FUTURES;\n const res = await httpJson<KucoinBulletResponse>({\n url: `${base}/api/v1/bullet-public`,\n method: \"POST\",\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== \"200000\") {\n throw new ExchangeError(\"kucoin\", `bullet failed: ${res.code}`);\n }\n const server = res.data.instanceServers[0];\n if (!server) {\n throw new ExchangeError(\"kucoin\", \"bullet returned no instance servers\");\n }\n return {\n endpoint: server.endpoint,\n token: res.data.token,\n pingInterval: server.pingInterval,\n pingTimeout: server.pingTimeout,\n };\n}\n\nexport async function fetchKucoinOrderbook(\n opts: FetchKucoinOrderbookOptions\n): Promise<Orderbook> {\n const tier = (opts.depth ?? 100) <= 20 ? 20 : 100;\n if (opts.market === \"spot\") {\n const symbol = toKucoinSpotSymbol(opts.symbol);\n const url = `${BASE_SPOT}/api/v1/market/orderbook/level2_${tier}?symbol=${symbol}`;\n const res = await httpJson<KucoinSpotOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== \"200000\") {\n throw new ExchangeError(\"kucoin\", `orderbook failed: ${res.code}`);\n }\n return {\n exchange: \"kucoin\",\n symbol: fromKucoinSpotSymbol(symbol),\n market: \"spot\",\n bids: parseLevels(res.data.bids),\n asks: parseLevels(res.data.asks),\n timestamp: res.data.time,\n sequence: Number(res.data.sequence),\n };\n }\n\n const symbol = toKucoinFuturesSymbol(opts.symbol);\n const url = `${BASE_FUTURES}/api/v1/level2/depth${tier}?symbol=${symbol}`;\n const res = await httpJson<KucoinFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== \"200000\") {\n throw new ExchangeError(\"kucoin\", `orderbook failed: ${res.code}`);\n }\n return {\n exchange: \"kucoin\",\n symbol: fromKucoinFuturesSymbol(symbol),\n market: \"perpetual\",\n bids: parseLevels(res.data.bids),\n asks: parseLevels(res.data.asks),\n timestamp: res.data.ts,\n sequence: res.data.sequence,\n };\n}\n\nfunction parseLevels(\n rows: [string | number, string | number][]\n): OrderbookLevel[] {\n return rows.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\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 { fetchKucoinBullet, type KucoinBullet } from \"./rest.js\";\nimport {\n fromKucoinFuturesSymbol,\n fromKucoinSpotSymbol,\n toKucoinFuturesSymbol,\n toKucoinSpotSymbol,\n} from \"./symbols.js\";\nimport type { KucoinDepthData, KucoinWSMessage } from \"./types.js\";\n\nexport interface StreamKucoinOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth tier: `<= 5` → depth5, else depth50. */\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\n/**\n * KuCoin's WS handshake requires a one-shot token from `bullet-public`. We\n * refetch the bullet on every (re)connect via the URL-providing function\n * accepted by WSClient — tokens are single-use and short-lived.\n *\n * We subscribe to the snapshot-only `level2Depth{5|50}` channel rather than\n * the diff `market/level2` channel: simpler protocol, no REST seed dance,\n * no sequence-gap recovery needed. Tradeoff: capped at 50 levels.\n *\n * Ping: KuCoin's bullet response tells us `pingInterval`. We send\n * `{\"id\":..., \"type\":\"ping\"}` slightly under that interval.\n */\nexport function streamKucoinOrderbook(\n opts: StreamKucoinOrderbookOptions\n): OrderbookStream {\n const isSpot = opts.market === \"spot\";\n const symbol = isSpot\n ? toKucoinSpotSymbol(opts.symbol)\n : toKucoinFuturesSymbol(opts.symbol);\n const level = (opts.depth ?? 50) <= 5 ? 5 : 50;\n const topic = isSpot\n ? `/spotMarket/level2Depth${level}:${symbol}`\n : `/contractMarket/level2Depth${level}:${symbol}`;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const urlProvider = async (): Promise<string> => {\n const bullet: KucoinBullet = await fetchKucoinBullet({\n market: opts.market,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n const connectId = `xapy-${Date.now()}-${Math.floor(Math.random() * 1e6)}`;\n return `${bullet.endpoint}?token=${encodeURIComponent(bullet.token)}&connectId=${connectId}`;\n };\n\n const subscribePayload = () =>\n JSON.stringify({\n id: `sub-${Date.now()}`,\n type: \"subscribe\",\n topic,\n privateChannel: false,\n response: true,\n });\n\n const pingPayload = () =>\n JSON.stringify({ id: `${Date.now()}`, type: \"ping\" });\n\n const handleDepth = (d: KucoinDepthData) => {\n const ts = d.timestamp ?? d.ts ?? Date.now();\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: (d.bids ?? []).map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: (d.asks ?? []).map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence: ts,\n timestamp: ts,\n };\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"kucoin\",\n symbol: isSpot\n ? fromKucoinSpotSymbol(symbol)\n : fromKucoinFuturesSymbol(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 = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: KucoinWSMessage;\n try {\n msg = JSON.parse(raw) as KucoinWSMessage;\n } catch {\n return;\n }\n if (\n msg.type === \"welcome\" ||\n msg.type === \"ack\" ||\n msg.type === \"pong\"\n ) {\n return;\n }\n if (msg.type === \"error\") {\n stream.emit(\"error\", new Error(`kucoin: ${JSON.stringify(msg)}`));\n return;\n }\n if (msg.type !== \"message\" || msg.topic !== topic || !msg.data) return;\n handleDepth(msg.data);\n };\n\n ws = new WSClient({\n url: urlProvider,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload());\n },\n onMessage,\n // KuCoin's documented bullet `pingInterval` is 18000ms — stay under it.\n pingIntervalMs: 15_000,\n pingPayload,\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 { fetchKucoinOrderbook } from \"./rest.js\";\nimport { streamKucoinOrderbook } from \"./ws.js\";\n\nexport class KucoinClient {\n readonly exchange = \"kucoin\" 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 fetchKucoinOrderbook({\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 streamKucoinOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchKucoinBullet, fetchKucoinOrderbook } from \"./rest.js\";\nexport { streamKucoinOrderbook } from \"./ws.js\";\n","/**\n * BitMart futures uses concatenated symbols (`BTCUSDT`) for both REST and WS.\n * Spot is not supported by this adapter.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBitmartSymbol(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 fromBitmartSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q) && upper.length > q.length) {\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, OrderbookLevel } from \"../../core/types.js\";\nimport { fromBitmartSymbol, toBitmartSymbol } from \"./symbols.js\";\nimport type { BitmartFuturesOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBitmartOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api-cloud-v2.bitmart.com\";\n\n/**\n * BitMart only supports futures via this adapter. The futures depth endpoint\n * returns max 50 levels; `depth` is accepted for API parity but ignored.\n */\nexport async function fetchBitmartOrderbook(\n opts: FetchBitmartOrderbookOptions\n): Promise<Orderbook> {\n if (opts.market !== \"perpetual\") {\n throw new ExchangeError(\n \"bitmart\",\n \"spot is not supported — only USDT-M perpetual\"\n );\n }\n const symbol = toBitmartSymbol(opts.symbol);\n const url = `${BASE}/contract/public/depth?symbol=${symbol}`;\n const res = await httpJson<BitmartFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== 1000) {\n throw new ExchangeError(\"bitmart\", `${res.code}: ${res.message ?? \"\"}`);\n }\n return {\n exchange: \"bitmart\",\n symbol: fromBitmartSymbol(res.data.symbol),\n market: \"perpetual\",\n bids: parseLevels(res.data.bids),\n asks: parseLevels(res.data.asks),\n timestamp: res.data.timestamp,\n sequence: res.data.timestamp,\n };\n}\n\nfunction parseLevels(\n rows: [string, string, number?][]\n): OrderbookLevel[] {\n const out: OrderbookLevel[] = [];\n for (const row of rows) {\n out.push({ price: Number(row[0]), size: Number(row[1]) });\n }\n return out;\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type {\n BookEvent,\n Market,\n Orderbook,\n OrderbookLevel,\n} from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromBitmartSymbol, toBitmartSymbol } from \"./symbols.js\";\nimport type {\n BitmartFuturesDepthFrame,\n BitmartWSMessage,\n} from \"./types.js\";\n\nexport interface StreamBitmartOrderbookOptions {\n symbol: string;\n market: Market;\n /** Optional cadence flag appended to the channel arg: \"100ms\" or \"200ms\". */\n interval?: \"100ms\" | \"200ms\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_FUTURES = \"wss://openapi-ws-v2.bitmart.com/api?protocol=1.1\";\n\n/**\n * BitMart futures v2 depth channel (snapshot-per-frame).\n *\n * - WS URL: openapi-wsv2.bitmart.com (the `?protocol=1.1` hint and the\n * `-compress` lineage of the spot endpoint suggest payloads can arrive\n * compressed; the gzip util handles both gzip and raw-deflate framing\n * via pako's fallback, and plain text is short-circuited.)\n * - Subscribe: `{\"action\":\"subscribe\",\"args\":[\"futures/depth:<sym>\"]}`,\n * optionally suffixed `@100ms` / `@200ms` for higher cadence.\n * - Push: `{\"action\":\"snapshot\",\"arg\":\"...\",\"data\":{symbol,asks,bids,timestamp}}`\n * - Ping: client `{\"action\":\"ping\"}` → server `{\"action\":\"pong\"}` (spot\n * docs document this pattern; futures is undocumented but follows the\n * same shape in practice).\n *\n * Spot is intentionally unsupported — pass `market: \"spot\"` to get a clear\n * error instead of a silent half-implementation.\n */\nexport function streamBitmartOrderbook(\n opts: StreamBitmartOrderbookOptions\n): OrderbookStream {\n if (opts.market !== \"perpetual\") {\n throw new ExchangeError(\n \"bitmart\",\n \"spot is not supported — only USDT-M perpetual\"\n );\n }\n\n const symbol = toBitmartSymbol(opts.symbol);\n const channelArg = opts.interval\n ? `futures/depth:${symbol}@${opts.interval}`\n : `futures/depth:${symbol}`;\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 action: \"subscribe\",\n args: [channelArg],\n });\n\n const pingPayload = () => JSON.stringify({ action: \"ping\" });\n\n const handleFrame = (frame: BitmartFuturesDepthFrame) => {\n if (frame.symbol !== symbol) return;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: parseLevels(frame.bids),\n asks: parseLevels(frame.asks),\n sequence: frame.timestamp,\n timestamp: frame.timestamp,\n };\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"bitmart\",\n symbol: fromBitmartSymbol(symbol),\n market: \"perpetual\",\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const handlePayload = (text: string) => {\n let msg: BitmartWSMessage;\n try {\n msg = JSON.parse(text) as BitmartWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack / pong reply.\n if (msg.action === \"subscribe\" || msg.action === \"pong\") return;\n if (msg.errorCode) {\n stream.emit(\n \"error\",\n new Error(`bitmart: ${msg.errorCode} ${msg.errorMessage ?? \"\"}`)\n );\n return;\n }\n if (msg.arg !== channelArg || !msg.data) return;\n handleFrame(msg.data as BitmartFuturesDepthFrame);\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: WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload,\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 parseLevels(\n rows: [string, string, number?][] | undefined\n): OrderbookLevel[] {\n if (!rows) return [];\n const out: OrderbookLevel[] = [];\n for (const row of rows) {\n out.push({ price: Number(row[0]), size: Number(row[1]) });\n }\n return out;\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 { fetchBitmartOrderbook } from \"./rest.js\";\nimport { streamBitmartOrderbook } from \"./ws.js\";\n\n/**\n * BitMart — USDT-M perpetual futures only. Spot is rejected at the client\n * boundary; pass symbols like `\"BTC/USDT:USDT\"`.\n */\nexport class BitmartClient {\n readonly exchange = \"bitmart\" 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 fetchBitmartOrderbook({\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 streamBitmartOrderbook({\n symbol: pair,\n market,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBitmartOrderbook } from \"./rest.js\";\nexport { streamBitmartOrderbook } from \"./ws.js\";\n"]}
1
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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","import 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}: ${text.slice(0, 200)}`);\n }\n return (await res.json()) as T;\n } finally {\n clearTimeout(timer);\n }\n}\n","/**\n * Bybit uses \"BTCUSDT\"-style concatenated symbols for both spot and linear perps.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBybitSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${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","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","/**\n * Bitget uses \"BTCUSDT\"-style concatenated symbols across spot and USDT futures.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBitgetSymbol(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 fromBitgetSymbol(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 { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.bitget.com\";\n\nexport async function fetchBitgetOrderbook(\n opts: FetchBitgetOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBitgetSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/api/v2/spot/market/orderbook?symbol=${symbol}&limit=${limit}`\n : `${BASE}/api/v2/mix/market/merge-depth?symbol=${symbol}&productType=USDT-FUTURES&limit=${limit}`;\n\n const res = await httpJson<BitgetOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"00000\") {\n throw new ExchangeError(\"bitget\", `${res.code}: ${res.msg}`);\n }\n\n const ts = Number(res.data.ts);\n return {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(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, // REST endpoint doesn't expose a seq; ts is monotonic in practice\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 { fetchBitgetOrderbook } from \"./rest.js\";\nimport { fromBitgetSymbol, toBitgetSymbol } from \"./symbols.js\";\nimport type { BitgetWSBookEntry, BitgetWSMessage } from \"./types.js\";\n\nexport interface StreamBitgetOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.bitget.com/v2/ws/public\";\n\nexport function streamBitgetOrderbook(\n opts: StreamBitgetOrderbookOptions\n): OrderbookStream {\n const bitgetSymbol = toBitgetSymbol(opts.symbol);\n const instType = opts.market === \"spot\" ? \"SPOT\" : \"USDT-FUTURES\";\n const channel = \"books\"; // full book; alternatives: books5, books15\n\n const merger = new BookMerger();\n let lastSeq = -1; // bitget data lacks an explicit prevSeq — track ourselves\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ instType, channel, instId: bitgetSymbol }],\n });\n\n const handleEntry = (\n entry: BitgetWSBookEntry,\n isSnapshot: boolean\n ): void => {\n const ts = Number(entry.ts);\n const sequence = entry.seq ?? ts;\n\n const event: BookEvent = isSnapshot\n ? {\n kind: \"snapshot\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n }\n : {\n kind: \"delta\",\n bids: entry.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: entry.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n // bitget doesn't publish prevSeq; pass it ourselves so merger checks\n // consecutive ordering without assuming the seq jumps by exactly 1.\n prevSequence: lastSeq >= 0 ? lastSeq : undefined,\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (r.ok) {\n lastSeq = r.sequence;\n stream.emit(\"update\", {\n exchange: \"bitget\",\n symbol: fromBitgetSymbol(bitgetSymbol),\n market: opts.market,\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n });\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 lastSeq = -1;\n fetchBitgetOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.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 lastSeq = r.sequence;\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;\n if (raw === \"pong\") return;\n let msg: BitgetWSMessage;\n try {\n msg = JSON.parse(raw) as BitgetWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"error\") return;\n if (!msg.action || !msg.data?.length) return;\n if (msg.arg?.channel !== channel || msg.arg?.instId !== bitgetSymbol) return;\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const entry of msg.data) {\n handleEntry(entry, isSnapshot);\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n lastSeq = -1;\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000, // bitget idle-closes at 30s\n pingPayload: () => \"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","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 { fetchBitgetOrderbook } from \"./rest.js\";\nimport { streamBitgetOrderbook } from \"./ws.js\";\n\nexport class BitgetClient {\n readonly exchange = \"bitget\" 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 fetchBitgetOrderbook({\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 streamBitgetOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBitgetOrderbook } from \"./rest.js\";\nexport { streamBitgetOrderbook } from \"./ws.js\";\n","/**\n * Gate uses \"BTC_USDT\"-style underscore-separated symbols for both spot and\n * USDT-perpetual contracts.\n */\nexport function toGateSymbol(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 fromGateSymbol(s: string): string {\n return s.toUpperCase().replace(\"_\", \"/\");\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateFuturesOrderbookResponse,\n GateSpotOrderbookResponse,\n} from \"./types.js\";\n\nexport interface FetchGateOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.gateio.ws\";\n\nexport async function fetchGateOrderbook(\n opts: FetchGateOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toGateSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n if (opts.market === \"spot\") {\n const url = `${BASE}/api/v4/spot/order_book?currency_pair=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateSpotOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"spot\",\n bids: parseArrayLevels(data.bids),\n asks: parseArrayLevels(data.asks),\n timestamp: data.update,\n sequence: data.id,\n };\n }\n\n const url = `${BASE}/api/v4/futures/usdt/order_book?contract=${symbol}&limit=${limit}&with_id=true`;\n const data = await httpJson<GateFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n return {\n exchange: \"gate\",\n symbol: fromGateSymbol(symbol),\n market: \"perpetual\",\n bids: parseObjectLevels(data.bids),\n asks: parseObjectLevels(data.asks),\n timestamp: data.update,\n sequence: data.id ?? data.update,\n };\n}\n\nfunction parseArrayLevels(rows: [string, string][]): OrderbookLevel[] {\n return rows.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\n}\n\nfunction parseObjectLevels(\n rows: { p: string; s: number | string }[]\n): OrderbookLevel[] {\n return rows.map((r) => ({ price: Number(r.p), size: Number(r.s) }));\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchGateOrderbook } from \"./rest.js\";\nimport { fromGateSymbol, toGateSymbol } from \"./symbols.js\";\nimport type {\n GateWSDeltaSpot,\n GateWSMessage,\n GateWSObuFrame,\n} from \"./types.js\";\n\nexport interface StreamGateOrderbookOptions {\n symbol: string;\n market: Market;\n /**\n * Subscribed depth.\n * - Spot: arbitrary (5/10/20/50/100). Default 100.\n * - Futures (Order Book V2): only 50 (20ms cadence) or 400 (100ms).\n * Anything <=50 snaps to 50; anything >50 snaps to 400. Default 50.\n */\n depth?: number;\n /** Push interval (spot only). Futures cadence is fixed by the depth tier. */\n intervalMs?: 100 | 1000;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.gateio.ws/ws/v4/\";\nconst WS_FUTURES = \"wss://fx-ws.gateio.ws/v4/ws/usdt\";\n\nexport function streamGateOrderbook(\n opts: StreamGateOrderbookOptions\n): OrderbookStream {\n return opts.market === \"perpetual\"\n ? streamGateFuturesObu(opts)\n : streamGateSpot(opts);\n}\n\n/* -------------------------------------------------------------------------- */\n/* Futures: Order Book V2 (`futures.obu`) */\n/* -------------------------------------------------------------------------- */\n\n/**\n * Subscribes to gate's `futures.obu` (Order Book V2) channel:\n *\n * 1. Open WS, send subscribe → server responds with a `full: true` frame\n * which seeds the merger directly (no REST seed needed).\n * 2. For each subsequent incremental frame, require `U === lastU + 1`;\n * apply with `prevSequence = lastU`, `sequence = u`.\n * 3. Server may resend a full snapshot at any time — we reseat the merger.\n * 4. On gap, unsubscribe + resubscribe on the same socket; the next frame\n * will be a fresh `full: true` snapshot. (REST re-seed not required.)\n */\nfunction streamGateFuturesObu(\n opts: StreamGateOrderbookOptions\n): OrderbookStream {\n const gateSymbol = toGateSymbol(opts.symbol);\n const level = snapFuturesLevel(opts.depth ?? 50);\n const streamName = `ob.${gateSymbol}.${level}`;\n\n const merger = new BookMerger();\n let lastU = -1;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const wsMsg = (event: \"subscribe\" | \"unsubscribe\") =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"futures.obu\",\n event,\n payload: [streamName],\n });\n\n const pingMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"futures.ping\",\n });\n\n const emitBook = (\n bids: OrderbookLevel[],\n asks: OrderbookLevel[],\n sequence: number,\n timestamp: number\n ) => {\n const book: Orderbook = {\n exchange: \"gate\",\n symbol: fromGateSymbol(gateSymbol),\n market: \"perpetual\",\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const resubscribe = () => {\n if (!ws) return;\n merger.reset();\n lastU = -1;\n try {\n ws.send(wsMsg(\"unsubscribe\"));\n ws.send(wsMsg(\"subscribe\"));\n } catch (err) {\n stream.emit(\"error\", err as Error);\n }\n };\n\n const processFrame = (frame: GateWSObuFrame) => {\n const bids = parseObuLevels(frame.b);\n const asks = parseObuLevels(frame.a);\n\n if (frame.full) {\n const r = merger.apply({\n kind: \"snapshot\",\n bids,\n asks,\n sequence: frame.u,\n timestamp: frame.t,\n });\n lastU = frame.u;\n if (r.ok) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n return;\n }\n\n if (!merger.isReady() || lastU < 0 || frame.U === undefined) return;\n\n // Stale: entire range already applied.\n if (frame.u <= lastU) return;\n\n // Spec: must satisfy U === lastU + 1; otherwise unsubscribe + resubscribe.\n if (frame.U !== lastU + 1) {\n resubscribe();\n return;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids,\n asks,\n sequence: frame.u,\n prevSequence: lastU,\n timestamp: frame.t,\n });\n\n if (r.ok) {\n lastU = frame.u;\n emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n } else if (r.reason === \"gap\") {\n resubscribe();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: GateWSMessage<GateWSObuFrame>;\n try {\n msg = JSON.parse(raw) as GateWSMessage<GateWSObuFrame>;\n } catch {\n return;\n }\n if (msg.error) {\n stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n return;\n }\n if (msg.channel !== \"futures.obu\") return;\n if (msg.event === \"subscribe\" || msg.event === \"unsubscribe\") return;\n if (msg.event !== \"update\" || !msg.result) return;\n processFrame(msg.result);\n };\n\n ws = new WSClient({\n url: WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n lastU = -1;\n sock.send(wsMsg(\"subscribe\"));\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload: pingMsg,\n });\n\n ws.on(\"open\", () => stream.emit(\"connected\"));\n ws.on(\"close\", (r) => stream.emit(\"disconnected\", r));\n ws.on(\"reconnecting\", (a, w) => stream.emit(\"reconnecting\", a, w));\n ws.on(\"error\", (e) => stream.emit(\"error\", e));\n ws.connect().catch((e) => stream.emit(\"error\", e as Error));\n\n return stream;\n}\n\nfunction snapFuturesLevel(depth: number): 50 | 400 {\n return depth <= 50 ? 50 : 400;\n}\n\nfunction parseObuLevels(\n rows: [string, string][] | undefined\n): OrderbookLevel[] {\n if (!rows) return [];\n const out: OrderbookLevel[] = [];\n for (const [p, s] of rows) out.push({ price: Number(p), size: Number(s) });\n return out;\n}\n\n/* -------------------------------------------------------------------------- */\n/* Spot: `spot.order_book_update` (binance-style U/u with REST seed) */\n/* -------------------------------------------------------------------------- */\n\nfunction streamGateSpot(opts: StreamGateOrderbookOptions): OrderbookStream {\n const gateSymbol = toGateSymbol(opts.symbol);\n const interval = `${opts.intervalMs ?? 100}ms`;\n const depth = String(opts.depth ?? 100);\n\n const merger = new BookMerger();\n let snapshotSequence = -1;\n let lastU = -1;\n let snapshotInFlight = false;\n let snapshotDone = false;\n let buffered: NormalizedDelta[] = [];\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribeMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"spot.order_book_update\",\n event: \"subscribe\",\n payload: [gateSymbol, depth, interval],\n });\n\n const pingMsg = () =>\n JSON.stringify({\n time: Math.floor(Date.now() / 1000),\n channel: \"spot.ping\",\n });\n\n const emitBook = (\n bids: OrderbookLevel[],\n asks: OrderbookLevel[],\n sequence: number,\n timestamp: number\n ) => {\n const book: Orderbook = {\n exchange: \"gate\",\n symbol: fromGateSymbol(gateSymbol),\n market: \"spot\",\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const triggerSnapshot = () => {\n if (snapshotInFlight || recovering) return;\n snapshotInFlight = true;\n fetchGateOrderbook({\n symbol: opts.symbol,\n market: \"spot\",\n depth: opts.depth ?? 100,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n snapshotSequence = snap.sequence;\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) emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n snapshotDone = true;\n lastU = -1;\n const pending = buffered;\n buffered = [];\n for (const ev of pending) processDelta(ev);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n snapshotInFlight = false;\n });\n };\n\n const resync = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n setTimeout(() => {\n recovering = false;\n triggerSnapshot();\n }, 100);\n };\n\n const processDelta = (ev: NormalizedDelta) => {\n if (ev.u <= snapshotSequence) return;\n\n let prevSequence: number;\n if (lastU < 0) {\n if (ev.U > snapshotSequence + 1) {\n resync();\n return;\n }\n prevSequence = snapshotSequence;\n } else {\n prevSequence = lastU;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids: ev.bids,\n asks: ev.asks,\n sequence: ev.u,\n prevSequence,\n timestamp: ev.t,\n });\n\n if (r.ok) {\n lastU = ev.u;\n emitBook(r.bids, r.asks, r.sequence, r.timestamp);\n } else if (r.reason === \"gap\") {\n resync();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: GateWSMessage<GateWSDeltaSpot>;\n try {\n msg = JSON.parse(raw) as GateWSMessage<GateWSDeltaSpot>;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\" || msg.event === \"pong\") return;\n if (msg.error) {\n stream.emit(\"error\", new Error(`gate: ${msg.error.message}`));\n return;\n }\n if (msg.channel !== \"spot.order_book_update\" || !msg.result) return;\n if (msg.event !== \"update\") return;\n\n const r = msg.result;\n const ev: NormalizedDelta = {\n U: r.U,\n u: r.u,\n t: r.t,\n bids: r.b.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: r.a.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n };\n\n if (!snapshotDone) {\n buffered.push(ev);\n if (!snapshotInFlight) triggerSnapshot();\n return;\n }\n processDelta(ev);\n };\n\n ws = new WSClient({\n url: WS_SPOT,\n onOpen: (sock) => {\n merger.reset();\n snapshotSequence = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n sock.send(subscribeMsg());\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload: pingMsg,\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\ninterface NormalizedDelta {\n U: number;\n u: number;\n t: number;\n bids: OrderbookLevel[];\n asks: OrderbookLevel[];\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 { fetchGateOrderbook } from \"./rest.js\";\nimport { streamGateOrderbook } from \"./ws.js\";\n\nexport class GateClient {\n readonly exchange = \"gate\" 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 fetchGateOrderbook({\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 streamGateOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchGateOrderbook } from \"./rest.js\";\nexport { streamGateOrderbook } from \"./ws.js\";\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","/**\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","import type { Market } from \"../../core/types.js\";\n\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\", \"BTC\", \"ETH\"] as const;\n\n/**\n * Spot: lowercase concatenated (\"btcusdt\").\n * Perp (USDT-margined): uppercase hyphenated (\"BTC-USDT\").\n */\nexport function toHuobiSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n return market === \"spot\"\n ? `${base}${quote}`.toLowerCase()\n : `${base}-${quote}`.toUpperCase();\n}\n\nexport function fromHuobiSymbol(s: string, market: Market): string {\n if (market === \"spot\") {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q)) return `${upper.slice(0, -q.length)}/${q}`;\n }\n return upper;\n }\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 { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiOrderbookResponse } from \"./types.js\";\n\nexport interface FetchHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n /** Huobi \"step\" controls aggregation; step0 = no aggregation. */\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst SPOT_BASE = \"https://api.huobi.pro\";\nconst PERP_BASE = \"https://api.hbdm.com\";\n\nexport async function fetchHuobiOrderbook(\n opts: FetchHuobiOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n\n const url =\n opts.market === \"spot\"\n ? `${SPOT_BASE}/market/depth?symbol=${symbol}&type=${step}`\n : `${PERP_BASE}/linear-swap-ex/market/depth?contract_code=${symbol}&type=${step}`;\n\n const res = await httpJson<HuobiOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.status !== \"ok\" || !res.tick) {\n throw new ExchangeError(\n \"huobi\",\n res[\"err-msg\"] ?? res[\"err-code\"] ?? \"missing tick\"\n );\n }\n\n const ts = res.tick.ts;\n return {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(symbol, opts.market),\n market: opts.market,\n bids: res.tick.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: res.tick.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: ts,\n sequence: res.tick.version ?? ts,\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 { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromHuobiSymbol, toHuobiSymbol } from \"./symbols.js\";\nimport type { HuobiWSMessage } from \"./types.js\";\n\nexport interface StreamHuobiOrderbookOptions {\n symbol: string;\n market: Market;\n step?: \"step0\" | \"step1\" | \"step2\" | \"step3\" | \"step4\" | \"step5\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://api.huobi.pro/ws\";\nconst WS_PERP = \"wss://api.hbdm.com/linear-swap-ws\";\n\n/**\n * Huobi pushes gzipped frames and uses JSON-shaped heartbeats:\n * server → { \"ping\": <ts> }\n * client → { \"pong\": <ts> }\n * Channel sends a full snapshot every interval — no delta merging needed.\n */\nexport function streamHuobiOrderbook(\n opts: StreamHuobiOrderbookOptions\n): OrderbookStream {\n const huobiSymbol = toHuobiSymbol(opts.symbol, opts.market);\n const step = opts.step ?? \"step0\";\n const channel = `market.${huobiSymbol}.depth.${step}`;\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 sub: channel,\n id: `sub-${Date.now()}`,\n });\n\n const handlePayload = (text: string) => {\n let msg: HuobiWSMessage;\n try {\n msg = JSON.parse(text) as HuobiWSMessage;\n } catch {\n return;\n }\n\n if (typeof msg.ping === \"number\") {\n ws?.send(JSON.stringify({ pong: msg.ping }));\n return;\n }\n\n if (msg.status === \"ok\" && msg.subbed) return; // subscribe ack\n if (msg.ch !== channel || !msg.tick) return;\n\n const ts = msg.tick.ts;\n const sequence = msg.tick.version ?? ts;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: msg.tick.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: msg.tick.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence,\n timestamp: ts,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"huobi\",\n symbol: fromHuobiSymbol(huobiSymbol, opts.market),\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: opts.market === \"spot\" ? WS_SPOT : WS_PERP,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n // Huobi heartbeat is server-initiated; we reply inline above. No client 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","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 { fetchHuobiOrderbook } from \"./rest.js\";\nimport { streamHuobiOrderbook } from \"./ws.js\";\n\nexport class HuobiClient {\n readonly exchange = \"huobi\" 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 fetchHuobiOrderbook({\n symbol: pair,\n market,\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 streamHuobiOrderbook({\n symbol: pair,\n market,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchHuobiOrderbook } from \"./rest.js\";\nexport { streamHuobiOrderbook } from \"./ws.js\";\n","/** CoinEx uses \"BTCUSDT\"-style concatenated symbols across spot and futures. */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toCoinexSymbol(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 fromCoinexSymbol(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 { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type { CoinexOrderbookResponse } from \"./types.js\";\n\nexport interface FetchCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.coinex.com\";\n\nexport async function fetchCoinexOrderbook(\n opts: FetchCoinexOrderbookOptions\n): Promise<Orderbook> {\n const market = toCoinexSymbol(opts.symbol);\n const limit = opts.depth ?? 50;\n\n const url =\n opts.market === \"spot\"\n ? `${BASE}/v2/spot/depth?market=${market}&limit=${limit}&interval=0`\n : `${BASE}/v2/futures/depth?market=${market}&limit=${limit}&interval=0`;\n\n const res = await httpJson<CoinexOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== 0) {\n throw new ExchangeError(\"coinex\", `${res.code}: ${res.message}`);\n }\n\n const d = res.data.depth;\n return {\n exchange: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\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 timestamp: d.updated_at,\n sequence: d.updated_at,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromCoinexSymbol, toCoinexSymbol } from \"./symbols.js\";\nimport type {\n CoinexWSBboData,\n CoinexWSDepthData,\n CoinexWSMessage,\n} from \"./types.js\";\n\nexport interface StreamCoinexOrderbookOptions {\n symbol: string;\n market: Market;\n /** CoinEx supports 5/10/20/50. */\n depth?: 5 | 10 | 20 | 50;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://socket.coinex.com/v2/spot\";\nconst WS_FUTURES = \"wss://socket.coinex.com/v2/futures\";\n\n/**\n * CoinEx V2 WS sends gzipped JSON frames on the same socket. We subscribe to\n * two channels:\n * - `depth.subscribe` — full snapshots (`if_full=true`, ~200ms cadence)\n * - `bbo.subscribe` — real-time top-of-book updates\n *\n * The depth channel is bounded by its interval bucket; BBO arrives faster\n * and carries only the best bid/ask. We overlay BBO's top level on every\n * emit so consumers see the freshest top-of-book regardless of which\n * channel ticked. Stale depth levels priced inside the BBO top are dropped.\n *\n * Native WS ping/pong control frames keep the connection alive (auto-handled\n * by the browser / `ws` package), so no app-level ping is needed.\n */\nexport function streamCoinexOrderbook(\n opts: StreamCoinexOrderbookOptions\n): OrderbookStream {\n const market = toCoinexSymbol(opts.symbol);\n const depth = opts.depth ?? 50;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribeDepth = JSON.stringify({\n method: \"depth.subscribe\",\n params: {\n // [market, limit, interval, if_full] — `true` = every push is a full\n // snapshot; the merger revalidates monotonic ordering by updated_at.\n market_list: [[market, depth, \"0\", true]],\n },\n id: 1,\n });\n\n const subscribeBbo = JSON.stringify({\n method: \"bbo.subscribe\",\n params: { market_list: [market] },\n id: 2,\n });\n\n let lastMerged:\n | {\n bids: OrderbookLevel[];\n asks: OrderbookLevel[];\n timestamp: number;\n sequence: number;\n }\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: \"coinex\",\n symbol: fromCoinexSymbol(market),\n market: opts.market,\n bids,\n asks,\n timestamp,\n sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const handleDepth = (d: CoinexWSDepthData) => {\n if (d.market !== market) return;\n const inner = d.depth;\n // With `if_full=true` we treat every push as a snapshot regardless of\n // the `is_full` field. Sequence is the payload's `updated_at` — the\n // merger will drop out-of-order pushes.\n const r = merger.apply({\n kind: \"snapshot\",\n bids: inner.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: inner.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence: inner.updated_at,\n timestamp: inner.updated_at,\n });\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 handleBbo = (b: CoinexWSBboData) => {\n if (b.market !== market) return;\n const bidPrice = Number(b.best_bid_price);\n const askPrice = Number(b.best_ask_price);\n const bidSize = Number(b.best_bid_size);\n const askSize = Number(b.best_ask_size);\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: b.updated_at,\n };\n emitOverlayed();\n };\n\n const handlePayload = (text: string) => {\n let msg: CoinexWSMessage;\n try {\n msg = JSON.parse(text) as CoinexWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack / pong: has id but no method.\n if (msg.id != null && !msg.method) return;\n if (!msg.data || !msg.method) return;\n\n if (msg.method === \"depth.update\") {\n handleDepth(msg.data as CoinexWSDepthData);\n } else if (msg.method === \"bbo.update\") {\n handleBbo(msg.data as CoinexWSBboData);\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: opts.market === \"spot\" ? WS_SPOT : WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n lastMerged = null;\n lastTicker = null;\n sock.send(subscribeDepth);\n sock.send(subscribeBbo);\n },\n onMessage,\n // Native WS ping/pong frames keep the connection alive — no app-level 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\n/**\n * Insert/replace top ask using BBO. Drops depth levels priced below the BBO\n * top (those are stale — depth snapshots tick slower than BBO).\n * `size <= 0` 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 { fetchCoinexOrderbook } from \"./rest.js\";\nimport { streamCoinexOrderbook } from \"./ws.js\";\n\nexport class CoinexClient {\n readonly exchange = \"coinex\" 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 fetchCoinexOrderbook({\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 streamCoinexOrderbook({\n symbol: pair,\n market,\n depth: opts.depth as 5 | 10 | 20 | 50 | undefined,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchCoinexOrderbook } from \"./rest.js\";\nexport { streamCoinexOrderbook } from \"./ws.js\";\n","import type { Market } from \"../../core/types.js\";\n\n/**\n * Spot: BTC-USDT\n * Perpetual: BTC-USDT-SWAP\n */\nexport function toOkxSymbol(symbol: string, market: Market): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n const upper = `${base}-${quote}`.toUpperCase();\n return market === \"perpetual\" ? `${upper}-SWAP` : upper;\n}\n\nexport function fromOkxSymbol(instId: string, market: Market): string {\n let s = instId.toUpperCase();\n if (market === \"perpetual\" && s.endsWith(\"-SWAP\")) {\n s = s.slice(0, -\"-SWAP\".length);\n }\n const [base, quote] = s.split(\"-\");\n if (base && quote) return `${base}/${quote}`;\n return s;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxOrderbookResponse } from \"./types.js\";\n\nexport interface FetchOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://www.okx.com\";\n\nexport async function fetchOkxOrderbook(\n opts: FetchOkxOrderbookOptions\n): Promise<Orderbook> {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const sz = opts.depth ?? 50;\n const url = `${BASE}/api/v5/market/books?instId=${instId}&sz=${sz}`;\n\n const res = await httpJson<OkxOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n if (res.code !== \"0\") {\n throw new ExchangeError(\"okx\", `${res.code}: ${res.msg}`);\n }\n const d = res.data[0];\n if (!d) throw new ExchangeError(\"okx\", \"empty orderbook response\");\n\n const ts = Number(d.ts);\n return {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\n market: opts.market,\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 timestamp: ts,\n sequence: ts,\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 { fetchOkxOrderbook } from \"./rest.js\";\nimport { fromOkxSymbol, toOkxSymbol } from \"./symbols.js\";\nimport type { OkxWSBookData, OkxWSMessage } from \"./types.js\";\n\nexport interface StreamOkxOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_PUBLIC = \"wss://ws.okx.com:8443/ws/v5/public\";\n\n/**\n * OKX `books` channel: 400-level depth, snapshot+delta. Explicit `seqId` and\n * `prevSeqId` make this a clean fit for our merger — gap is detected if\n * `prevSeqId != current sequence`, and we recover via REST snapshot.\n *\n * Server-driven heartbeat: client sends \"ping\" text → server replies \"pong\".\n */\nexport function streamOkxOrderbook(\n opts: StreamOkxOrderbookOptions\n): OrderbookStream {\n const instId = toOkxSymbol(opts.symbol, opts.market);\n const channel = \"books\";\n\n const merger = new BookMerger();\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const subscribePayload = JSON.stringify({\n op: \"subscribe\",\n args: [{ channel, instId }],\n });\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ): void => {\n const book: Orderbook = {\n exchange: \"okx\",\n symbol: fromOkxSymbol(instId, opts.market),\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 triggerResnapshot = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n fetchOkxOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 50,\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) emit(r);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n recovering = false;\n });\n };\n\n const buildEvent = (\n d: OkxWSBookData,\n isSnapshot: boolean\n ): BookEvent => {\n const bids = d.bids.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const asks = d.asks.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const timestamp = Number(d.ts);\n if (isSnapshot) {\n return { kind: \"snapshot\", bids, asks, sequence: d.seqId, timestamp };\n }\n return {\n kind: \"delta\",\n bids,\n asks,\n sequence: d.seqId,\n prevSequence: d.prevSeqId,\n timestamp,\n };\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n if (raw === \"pong\") return;\n let msg: OkxWSMessage;\n try {\n msg = JSON.parse(raw) as OkxWSMessage;\n } catch {\n return;\n }\n if (msg.event === \"subscribe\") return;\n if (msg.event === \"error\") {\n stream.emit(\"error\", new Error(`okx: ${msg.msg ?? msg.code}`));\n return;\n }\n if (\n msg.arg?.channel !== channel ||\n msg.arg?.instId !== instId ||\n !msg.data?.length\n ) {\n return;\n }\n\n const isSnapshot = msg.action === \"snapshot\";\n for (const d of msg.data) {\n const r = merger.apply(buildEvent(d, isSnapshot));\n if (r.ok) {\n emit(r);\n } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n triggerResnapshot();\n return;\n }\n }\n };\n\n ws = new WSClient({\n url: WS_PUBLIC,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 25_000,\n pingPayload: () => \"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","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 { fetchOkxOrderbook } from \"./rest.js\";\nimport { streamOkxOrderbook } from \"./ws.js\";\n\nexport class OkxClient {\n readonly exchange = \"okx\" 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 fetchOkxOrderbook({\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 streamOkxOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchOkxOrderbook } from \"./rest.js\";\nexport { streamOkxOrderbook } from \"./ws.js\";\n","/**\n * Binance uses concatenated symbols (`BTCUSDT`) for both spot and USDT-M perp.\n */\nconst QUOTES = [\n \"USDT\",\n \"USDC\",\n \"FDUSD\",\n \"BUSD\",\n \"TUSD\",\n \"USD\",\n \"BTC\",\n \"ETH\",\n \"BNB\",\n] as const;\n\nexport function toBinanceSymbol(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 fromBinanceSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q) && upper.length > q.length) {\n return `${upper.slice(0, -q.length)}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromBinanceSymbol, toBinanceSymbol } from \"./symbols.js\";\nimport type { BinanceOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBinanceOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE_SPOT = \"https://api.binance.com\";\nconst BASE_FAPI = \"https://fapi.binance.com\";\n\n/**\n * Snapshot used to seed the diff-stream merger. Default `limit=1000`\n * (the maximum allowed without a depth-stream weight penalty) to keep the\n * book deep enough that the first buffered events overlap the snapshot id.\n */\nexport async function fetchBinanceOrderbook(\n opts: FetchBinanceOrderbookOptions\n): Promise<Orderbook> {\n const symbol = toBinanceSymbol(opts.symbol);\n const limit = opts.depth ?? 1000;\n const url =\n opts.market === \"spot\"\n ? `${BASE_SPOT}/api/v3/depth?symbol=${symbol}&limit=${limit}`\n : `${BASE_FAPI}/fapi/v1/depth?symbol=${symbol}&limit=${limit}`;\n\n const data = await httpJson<BinanceOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n return {\n exchange: \"binance\",\n symbol: fromBinanceSymbol(symbol),\n market: opts.market,\n bids: data.bids.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n asks: data.asks.map(([p, s]) => ({ price: Number(p), size: Number(s) })),\n timestamp: data.E ?? data.T ?? Date.now(),\n sequence: data.lastUpdateId,\n };\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { fetchBinanceOrderbook } from \"./rest.js\";\nimport { fromBinanceSymbol, toBinanceSymbol } from \"./symbols.js\";\nimport type { BinanceDepthUpdate } from \"./types.js\";\n\nexport interface StreamBinanceOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth used for the REST seed snapshot. Default 1000. */\n depth?: number;\n /**\n * WS push cadence — Binance supports \"100ms\" or \"1000ms\" (default).\n * Futures additionally supports \"250ms\" (`@250ms` suffix not yet documented\n * for spot). We default to 100ms which matches the rest of the lib.\n */\n interval?: \"100ms\" | \"250ms\" | \"1000ms\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_SPOT = \"wss://stream.binance.com:9443/ws\";\nconst WS_FUTURES = \"wss://fstream.binance.com/ws\";\n\n/**\n * Binance diff-stream pattern (spot + USDT-M perp):\n *\n * 1. Open WS, buffer incoming `depthUpdate` events.\n * 2. Fetch REST snapshot (carries `lastUpdateId`).\n * 3. Drop buffered events with `u < lastUpdateId + 1`.\n * 4. First processed event must satisfy `U <= lastUpdateId + 1 <= u`\n * (spot) or `U <= lastUpdateId <= u` (futures). The check is folded into\n * the same comparator since we pass `prevSequence = lastUpdateId` to the\n * merger.\n * 5. Subsequent events:\n * - Spot: `U === lastU + 1` → pass `prevSequence = ev.U - 1`\n * - Futures: `pu === lastU` → pass `prevSequence = ev.pu`\n * 6. On gap (or REST/WS desync), reset the merger and re-seed.\n *\n * Binance's server sends WebSocket-level ping frames every 3 minutes; the\n * browser / `ws` package auto-responds. No app-level ping needed.\n */\nexport function streamBinanceOrderbook(\n opts: StreamBinanceOrderbookOptions\n): OrderbookStream {\n const symbol = toBinanceSymbol(opts.symbol);\n const isSpot = opts.market === \"spot\";\n const interval = opts.interval ?? \"100ms\";\n const wsBase = isSpot ? WS_SPOT : WS_FUTURES;\n const wsUrl = `${wsBase}/${symbol.toLowerCase()}@depth@${interval}`;\n\n const merger = new BookMerger();\n let snapshotId = -1;\n let lastU = -1;\n let snapshotInFlight = false;\n let snapshotDone = false;\n let buffered: BinanceDepthUpdate[] = [];\n let recovering = false;\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const emit = (\n r: Extract<ReturnType<BookMerger[\"apply\"]>, { ok: true }>\n ) => {\n const book: Orderbook = {\n exchange: \"binance\",\n symbol: fromBinanceSymbol(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 triggerSnapshot = () => {\n if (snapshotInFlight) return;\n snapshotInFlight = true;\n fetchBinanceOrderbook({\n symbol: opts.symbol,\n market: opts.market,\n depth: opts.depth ?? 1000,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n })\n .then((snap) => {\n snapshotId = snap.sequence;\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) emit(r);\n snapshotDone = true;\n lastU = -1;\n const pending = buffered;\n buffered = [];\n for (const ev of pending) processDelta(ev);\n })\n .catch((err) => stream.emit(\"error\", err as Error))\n .finally(() => {\n snapshotInFlight = false;\n });\n };\n\n const resync = () => {\n if (recovering) return;\n recovering = true;\n merger.reset();\n snapshotId = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n setTimeout(() => {\n recovering = false;\n triggerSnapshot();\n }, 100);\n };\n\n const processDelta = (ev: BinanceDepthUpdate) => {\n if (ev.u < snapshotId + 1) return; // already covered by snapshot\n\n const bids: OrderbookLevel[] = ev.b.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n const asks: OrderbookLevel[] = ev.a.map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n }));\n\n let prevSequence: number;\n if (lastU < 0) {\n // First event after snapshot. Spec: U <= snapshotId+1 <= u (spot) or\n // U <= snapshotId <= u (futures). Range-overlap with the snapshot id is\n // the only correctness requirement; re-applying levels already in the\n // snapshot is idempotent.\n const overlap = isSpot\n ? ev.U <= snapshotId + 1\n : ev.U <= snapshotId;\n if (!overlap) {\n resync();\n return;\n }\n prevSequence = snapshotId;\n } else if (isSpot) {\n prevSequence = ev.U - 1;\n } else {\n if (ev.pu === undefined) {\n resync();\n return;\n }\n prevSequence = ev.pu;\n }\n\n const r = merger.apply({\n kind: \"delta\",\n bids,\n asks,\n sequence: ev.u,\n prevSequence,\n timestamp: ev.E,\n });\n\n if (r.ok) {\n lastU = ev.u;\n emit(r);\n } else if (r.reason === \"gap\" || r.reason === \"no-snapshot\") {\n resync();\n }\n };\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: BinanceDepthUpdate;\n try {\n msg = JSON.parse(raw) as BinanceDepthUpdate;\n } catch {\n return;\n }\n if (msg.e !== \"depthUpdate\") return;\n if (!snapshotDone) {\n buffered.push(msg);\n if (!snapshotInFlight) triggerSnapshot();\n return;\n }\n processDelta(msg);\n };\n\n ws = new WSClient({\n url: wsUrl,\n onOpen: () => {\n merger.reset();\n snapshotId = -1;\n snapshotDone = false;\n lastU = -1;\n buffered = [];\n },\n onMessage,\n // Binance server-initiated WS-level ping; auto-handled by the WS impl.\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 { fetchBinanceOrderbook } from \"./rest.js\";\nimport { streamBinanceOrderbook } from \"./ws.js\";\n\nexport class BinanceClient {\n readonly exchange = \"binance\" 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 fetchBinanceOrderbook({\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 streamBinanceOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBinanceOrderbook } from \"./rest.js\";\nexport { streamBinanceOrderbook } from \"./ws.js\";\n","/**\n * Hyperliquid perps use bare coin names (\"BTC\", \"ETH\", \"SOL\"). All perps are\n * USDC-margined. We accept the unified form \"BTC/USDC:USDC\" and translate to\n * the coin name; non-USDC quotes are rejected.\n *\n * Hyperliquid's spot markets use `@N`-style indexed identifiers (e.g. `@1`\n * for PURR/USDC) which don't fit the unified BASE/QUOTE convention, so spot\n * is intentionally unsupported here.\n */\nexport function toHyperliquidSymbol(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 if (quote.toUpperCase() !== \"USDC\") {\n throw new Error(\n `hyperliquid only supports USDC-quoted pairs; got \"${quote}\"`\n );\n }\n return base.toUpperCase();\n}\n\nexport function fromHyperliquidSymbol(coin: string): string {\n return `${coin.toUpperCase()}/USDC`;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport type { Market, Orderbook } from \"../../core/types.js\";\nimport { fromHyperliquidSymbol, toHyperliquidSymbol } from \"./symbols.js\";\nimport type { HyperliquidL2Book } from \"./types.js\";\n\nexport interface FetchHyperliquidOrderbookOptions {\n symbol: string;\n market: Market;\n /** Hyperliquid's `info` endpoint does not honor a depth parameter — present for API parity. */\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api.hyperliquid.xyz\";\n\n/**\n * POST /info with body `{\"type\":\"l2Book\",\"coin\":\"BTC\"}` returns the same\n * payload the WS `l2Book` channel pushes — full snapshot every call.\n */\nexport async function fetchHyperliquidOrderbook(\n opts: FetchHyperliquidOrderbookOptions\n): Promise<Orderbook> {\n if (opts.market !== \"perpetual\") {\n throw new Error(\n \"hyperliquid: only perpetual markets are supported (spot uses @N-indexed coins)\"\n );\n }\n const coin = toHyperliquidSymbol(opts.symbol);\n const data = await httpJson<HyperliquidL2Book>({\n url: `${BASE}/info`,\n method: \"POST\",\n headers: { \"Content-Type\": \"application/json\" },\n body: JSON.stringify({ type: \"l2Book\", coin }),\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n\n return {\n exchange: \"hyperliquid\",\n symbol: fromHyperliquidSymbol(data.coin),\n market: \"perpetual\",\n bids: data.levels[0].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n asks: data.levels[1].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n timestamp: data.time,\n sequence: data.time,\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 { fromHyperliquidSymbol, toHyperliquidSymbol } from \"./symbols.js\";\nimport type { HyperliquidL2Book, HyperliquidWSMessage } from \"./types.js\";\n\nexport interface StreamHyperliquidOrderbookOptions {\n symbol: string;\n market: Market;\n /** Present for API parity — hyperliquid doesn't expose a depth parameter on l2Book. */\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_URL = \"wss://api.hyperliquid.xyz/ws\";\n\n/**\n * Hyperliquid pushes a full L2 snapshot on every change via the `l2Book`\n * subscription. We feed each frame straight to the merger as a snapshot;\n * the merger's \"sequence must increase\" guard rejects out-of-order frames\n * but there is no real gap-detection signal — we trust WS ordering.\n *\n * Heartbeat: client sends `{\"method\":\"ping\"}` every 50s; server replies\n * `{\"channel\":\"pong\"}` which we ignore.\n */\nexport function streamHyperliquidOrderbook(\n opts: StreamHyperliquidOrderbookOptions\n): OrderbookStream {\n if (opts.market !== \"perpetual\") {\n const s = new OrderbookStream(() => undefined);\n queueMicrotask(() =>\n s.emit(\n \"error\",\n new Error(\n \"hyperliquid: only perpetual markets are supported (spot uses @N-indexed coins)\"\n )\n )\n );\n return s;\n }\n\n const coin = toHyperliquidSymbol(opts.symbol);\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 method: \"subscribe\",\n subscription: { type: \"l2Book\", coin },\n });\n\n const onMessage = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: HyperliquidWSMessage;\n try {\n msg = JSON.parse(raw) as HyperliquidWSMessage;\n } catch {\n return;\n }\n if (msg.channel === \"pong\" || msg.channel === \"subscriptionResponse\") {\n return;\n }\n if (msg.channel !== \"l2Book\" || !msg.data) return;\n const book = msg.data as HyperliquidL2Book;\n if (book.coin !== coin) return;\n\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: book.levels[0].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n asks: book.levels[1].map((l) => ({\n price: Number(l.px),\n size: Number(l.sz),\n })),\n sequence: book.time,\n timestamp: book.time,\n };\n\n const r = merger.apply(event);\n if (!r.ok) return;\n const out: Orderbook = {\n exchange: \"hyperliquid\",\n symbol: fromHyperliquidSymbol(coin),\n market: \"perpetual\",\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", out);\n };\n\n ws = new WSClient({\n url: WS_URL,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 50_000,\n pingPayload: () => JSON.stringify({ method: \"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","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 { fetchHyperliquidOrderbook } from \"./rest.js\";\nimport { streamHyperliquidOrderbook } from \"./ws.js\";\n\nexport class HyperliquidClient {\n readonly exchange = \"hyperliquid\" 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 fetchHyperliquidOrderbook({\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 streamHyperliquidOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchHyperliquidOrderbook } from \"./rest.js\";\nexport { streamHyperliquidOrderbook } from \"./ws.js\";\n","/**\n * KuCoin has two symbol formats:\n * - Spot: `BTC-USDT` (hyphenated)\n * - Futures: `XBTUSDTM` (concatenated, with `XBT` for BTC and an `M` suffix\n * denoting USDT-margined perp)\n *\n * The `from*` helpers handle the BTC ↔ XBT alias and strip the `M` suffix.\n */\nconst FUTURES_QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toKucoinSpotSymbol(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 `${base.toUpperCase()}-${quote.toUpperCase()}`;\n}\n\nexport function fromKucoinSpotSymbol(s: string): string {\n return s.toUpperCase().replace(\"-\", \"/\");\n}\n\nexport function toKucoinFuturesSymbol(symbol: string): string {\n const [base, quote] = symbol.split(\"/\");\n if (!base || !quote) {\n throw new Error(`invalid symbol \"${symbol}\" — expected \"BASE/QUOTE\"`);\n }\n const b = base.toUpperCase() === \"BTC\" ? \"XBT\" : base.toUpperCase();\n return `${b}${quote.toUpperCase()}M`;\n}\n\nexport function fromKucoinFuturesSymbol(s: string): string {\n const upper = s.toUpperCase();\n const stripped = upper.endsWith(\"M\") ? upper.slice(0, -1) : upper;\n for (const q of FUTURES_QUOTES) {\n if (stripped.endsWith(q) && stripped.length > q.length) {\n let base = stripped.slice(0, -q.length);\n if (base === \"XBT\") base = \"BTC\";\n return `${base}/${q}`;\n }\n }\n return upper;\n}\n","import { httpJson } from \"../../transport/http.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport type { Market, Orderbook, OrderbookLevel } from \"../../core/types.js\";\nimport {\n fromKucoinFuturesSymbol,\n fromKucoinSpotSymbol,\n toKucoinFuturesSymbol,\n toKucoinSpotSymbol,\n} from \"./symbols.js\";\nimport type {\n KucoinBulletResponse,\n KucoinFuturesOrderbookResponse,\n KucoinSpotOrderbookResponse,\n} from \"./types.js\";\n\nexport interface FetchKucoinOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth tier: `<= 20` → level2_20 / depth20; otherwise level2_100 / depth100. */\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nexport interface FetchKucoinBulletOptions {\n market: Market;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nexport interface KucoinBullet {\n endpoint: string;\n token: string;\n pingInterval: number;\n pingTimeout: number;\n}\n\nconst BASE_SPOT = \"https://api.kucoin.com\";\nconst BASE_FUTURES = \"https://api-futures.kucoin.com\";\n\n/**\n * Public bullet token used to authenticate the WS handshake. Token is\n * single-use and short-lived — call this once per WS (re)connect.\n */\nexport async function fetchKucoinBullet(\n opts: FetchKucoinBulletOptions\n): Promise<KucoinBullet> {\n const base = opts.market === \"spot\" ? BASE_SPOT : BASE_FUTURES;\n const res = await httpJson<KucoinBulletResponse>({\n url: `${base}/api/v1/bullet-public`,\n method: \"POST\",\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== \"200000\") {\n throw new ExchangeError(\"kucoin\", `bullet failed: ${res.code}`);\n }\n const server = res.data.instanceServers[0];\n if (!server) {\n throw new ExchangeError(\"kucoin\", \"bullet returned no instance servers\");\n }\n return {\n endpoint: server.endpoint,\n token: res.data.token,\n pingInterval: server.pingInterval,\n pingTimeout: server.pingTimeout,\n };\n}\n\nexport async function fetchKucoinOrderbook(\n opts: FetchKucoinOrderbookOptions\n): Promise<Orderbook> {\n const tier = (opts.depth ?? 100) <= 20 ? 20 : 100;\n if (opts.market === \"spot\") {\n const symbol = toKucoinSpotSymbol(opts.symbol);\n const url = `${BASE_SPOT}/api/v1/market/orderbook/level2_${tier}?symbol=${symbol}`;\n const res = await httpJson<KucoinSpotOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== \"200000\") {\n throw new ExchangeError(\"kucoin\", `orderbook failed: ${res.code}`);\n }\n return {\n exchange: \"kucoin\",\n symbol: fromKucoinSpotSymbol(symbol),\n market: \"spot\",\n bids: parseLevels(res.data.bids),\n asks: parseLevels(res.data.asks),\n timestamp: res.data.time,\n sequence: Number(res.data.sequence),\n };\n }\n\n const symbol = toKucoinFuturesSymbol(opts.symbol);\n const url = `${BASE_FUTURES}/api/v1/level2/depth${tier}?symbol=${symbol}`;\n const res = await httpJson<KucoinFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== \"200000\") {\n throw new ExchangeError(\"kucoin\", `orderbook failed: ${res.code}`);\n }\n return {\n exchange: \"kucoin\",\n symbol: fromKucoinFuturesSymbol(symbol),\n market: \"perpetual\",\n bids: parseLevels(res.data.bids),\n asks: parseLevels(res.data.asks),\n timestamp: res.data.ts,\n sequence: res.data.sequence,\n };\n}\n\nfunction parseLevels(\n rows: [string | number, string | number][]\n): OrderbookLevel[] {\n return rows.map(([p, s]) => ({ price: Number(p), size: Number(s) }));\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 { fetchKucoinBullet, type KucoinBullet } from \"./rest.js\";\nimport {\n fromKucoinFuturesSymbol,\n fromKucoinSpotSymbol,\n toKucoinFuturesSymbol,\n toKucoinSpotSymbol,\n} from \"./symbols.js\";\nimport type { KucoinDepthData, KucoinWSMessage } from \"./types.js\";\n\nexport interface StreamKucoinOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth tier: `<= 5` → depth5, else depth50. */\n depth?: number;\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\n/**\n * KuCoin's WS handshake requires a one-shot token from `bullet-public`. We\n * refetch the bullet on every (re)connect via the URL-providing function\n * accepted by WSClient — tokens are single-use and short-lived.\n *\n * We subscribe to the snapshot-only `level2Depth{5|50}` channel rather than\n * the diff `market/level2` channel: simpler protocol, no REST seed dance,\n * no sequence-gap recovery needed. Tradeoff: capped at 50 levels.\n *\n * Ping: KuCoin's bullet response tells us `pingInterval`. We send\n * `{\"id\":..., \"type\":\"ping\"}` slightly under that interval.\n */\nexport function streamKucoinOrderbook(\n opts: StreamKucoinOrderbookOptions\n): OrderbookStream {\n const isSpot = opts.market === \"spot\";\n const symbol = isSpot\n ? toKucoinSpotSymbol(opts.symbol)\n : toKucoinFuturesSymbol(opts.symbol);\n const level = (opts.depth ?? 50) <= 5 ? 5 : 50;\n const topic = isSpot\n ? `/spotMarket/level2Depth${level}:${symbol}`\n : `/contractMarket/level2Depth${level}:${symbol}`;\n\n const merger = new BookMerger();\n let ws: WSClient | null = null;\n const stream = new OrderbookStream(() => ws?.close());\n\n const urlProvider = async (): Promise<string> => {\n const bullet: KucoinBullet = await fetchKucoinBullet({\n market: opts.market,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n const connectId = `xapy-${Date.now()}-${Math.floor(Math.random() * 1e6)}`;\n return `${bullet.endpoint}?token=${encodeURIComponent(bullet.token)}&connectId=${connectId}`;\n };\n\n const subscribePayload = () =>\n JSON.stringify({\n id: `sub-${Date.now()}`,\n type: \"subscribe\",\n topic,\n privateChannel: false,\n response: true,\n });\n\n const pingPayload = () =>\n JSON.stringify({ id: `${Date.now()}`, type: \"ping\" });\n\n const handleDepth = (d: KucoinDepthData) => {\n const ts = d.timestamp ?? d.ts ?? Date.now();\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: (d.bids ?? []).map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n asks: (d.asks ?? []).map(([p, s]) => ({\n price: Number(p),\n size: Number(s),\n })),\n sequence: ts,\n timestamp: ts,\n };\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"kucoin\",\n symbol: isSpot\n ? fromKucoinSpotSymbol(symbol)\n : fromKucoinFuturesSymbol(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 = (raw: string | ArrayBuffer) => {\n if (typeof raw !== \"string\") return;\n let msg: KucoinWSMessage;\n try {\n msg = JSON.parse(raw) as KucoinWSMessage;\n } catch {\n return;\n }\n if (\n msg.type === \"welcome\" ||\n msg.type === \"ack\" ||\n msg.type === \"pong\"\n ) {\n return;\n }\n if (msg.type === \"error\") {\n stream.emit(\"error\", new Error(`kucoin: ${JSON.stringify(msg)}`));\n return;\n }\n if (msg.type !== \"message\" || msg.topic !== topic || !msg.data) return;\n handleDepth(msg.data);\n };\n\n ws = new WSClient({\n url: urlProvider,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload());\n },\n onMessage,\n // KuCoin's documented bullet `pingInterval` is 18000ms — stay under it.\n pingIntervalMs: 15_000,\n pingPayload,\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 { fetchKucoinOrderbook } from \"./rest.js\";\nimport { streamKucoinOrderbook } from \"./ws.js\";\n\nexport class KucoinClient {\n readonly exchange = \"kucoin\" 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 fetchKucoinOrderbook({\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 streamKucoinOrderbook({\n symbol: pair,\n market,\n depth: opts.depth,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchKucoinBullet, fetchKucoinOrderbook } from \"./rest.js\";\nexport { streamKucoinOrderbook } from \"./ws.js\";\n","/**\n * BitMart futures uses concatenated symbols (`BTCUSDT`) for both REST and WS.\n * Spot is not supported by this adapter.\n */\nconst QUOTES = [\"USDT\", \"USDC\", \"USD\"] as const;\n\nexport function toBitmartSymbol(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 fromBitmartSymbol(s: string): string {\n const upper = s.toUpperCase();\n for (const q of QUOTES) {\n if (upper.endsWith(q) && upper.length > q.length) {\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, OrderbookLevel } from \"../../core/types.js\";\nimport { fromBitmartSymbol, toBitmartSymbol } from \"./symbols.js\";\nimport type { BitmartFuturesOrderbookResponse } from \"./types.js\";\n\nexport interface FetchBitmartOrderbookOptions {\n symbol: string;\n market: Market;\n depth?: number;\n timeoutMs?: number;\n transformUrl?: (url: string) => string;\n}\n\nconst BASE = \"https://api-cloud-v2.bitmart.com\";\n\n/**\n * BitMart only supports futures via this adapter. The futures depth endpoint\n * returns max 50 levels; `depth` is accepted for API parity but ignored.\n */\nexport async function fetchBitmartOrderbook(\n opts: FetchBitmartOrderbookOptions\n): Promise<Orderbook> {\n if (opts.market !== \"perpetual\") {\n throw new ExchangeError(\n \"bitmart\",\n \"spot is not supported — only USDT-M perpetual\"\n );\n }\n const symbol = toBitmartSymbol(opts.symbol);\n const url = `${BASE}/contract/public/depth?symbol=${symbol}`;\n const res = await httpJson<BitmartFuturesOrderbookResponse>({\n url,\n timeoutMs: opts.timeoutMs,\n transformUrl: opts.transformUrl,\n });\n if (res.code !== 1000) {\n throw new ExchangeError(\"bitmart\", `${res.code}: ${res.message ?? \"\"}`);\n }\n return {\n exchange: \"bitmart\",\n symbol: fromBitmartSymbol(res.data.symbol),\n market: \"perpetual\",\n bids: parseLevels(res.data.bids),\n asks: parseLevels(res.data.asks),\n timestamp: res.data.timestamp,\n sequence: res.data.timestamp,\n };\n}\n\nfunction parseLevels(\n rows: [string, string, number?][]\n): OrderbookLevel[] {\n const out: OrderbookLevel[] = [];\n for (const row of rows) {\n out.push({ price: Number(row[0]), size: Number(row[1]) });\n }\n return out;\n}\n","import { BookMerger } from \"../../core/book-merger.js\";\nimport { ExchangeError } from \"../../core/errors.js\";\nimport { OrderbookStream } from \"../../core/stream.js\";\nimport type {\n BookEvent,\n Market,\n Orderbook,\n OrderbookLevel,\n} from \"../../core/types.js\";\nimport { WSClient } from \"../../transport/ws.js\";\nimport { getGzipInflate } from \"../../utils/gzip.js\";\nimport { fromBitmartSymbol, toBitmartSymbol } from \"./symbols.js\";\nimport type {\n BitmartFuturesDepthFrame,\n BitmartFuturesDepthLevel,\n BitmartWSMessage,\n} from \"./types.js\";\n\nexport interface StreamBitmartOrderbookOptions {\n symbol: string;\n market: Market;\n /** Depth level: 5, 20, or 50 (BitMart only supports these tiers). Default 50. */\n depth?: 5 | 20 | 50;\n /** Update cadence: \"100ms\" or \"200ms\". Default \"200ms\" (BitMart default). */\n interval?: \"100ms\" | \"200ms\";\n transformUrl?: (url: string) => string;\n timeoutMs?: number;\n}\n\nconst WS_FUTURES = \"wss://openapi-ws-v2.bitmart.com/api?protocol=1.1\";\n\n/**\n * BitMart Futures v2 — `futures/depthAll{N}` channel (snapshot-per-frame).\n *\n * BitMart offers three futures depth channel families:\n * - `futures/depth{N}` — one side per frame (`way: 1`=bid, `2`=ask)\n * - `futures/depthAll{N}` — full snapshot of both sides per frame ← we use this\n * - `futures/depthIncrease{N}` — initial snapshot + incremental updates\n * with `version`/`type` reconciliation\n *\n * The `depthAll` channel matches our snapshot-per-frame contract — every push\n * carries the entire book within the chosen depth tier, so no diff reconcile\n * is needed and `BookMerger` handles ordering via the `ms_t` timestamp.\n *\n * Wire protocol notes (from BitMart Futures Public Depth docs):\n * - URL: `wss://openapi-ws-v2.bitmart.com/api?protocol=1.1`\n * - Subscribe: `{\"action\":\"subscribe\",\"args\":[\"futures/depthAll{N}:<sym>@<speed>\"]}`\n * - Push: `{\"group\":\"futures/depthAll{N}:<sym>@<speed>\",\"data\":{symbol,asks,bids,ms_t}}`\n * - Levels: `{price: string, vol: string}` objects (not arrays)\n * - Ping/pong: undocumented for futures; we send `{\"action\":\"ping\"}` as a\n * keepalive (same shape as the spot channel) and tolerate the\n * reply silently. `protocol=1.1` hints that frames may arrive\n * compressed; the gzip util's pako fallback handles both gzip\n * and raw-deflate, and plain text short-circuits.\n *\n * Spot is intentionally unsupported — pass `market: \"spot\"` to get a clear\n * error instead of a silent half-implementation.\n */\nexport function streamBitmartOrderbook(\n opts: StreamBitmartOrderbookOptions\n): OrderbookStream {\n if (opts.market !== \"perpetual\") {\n throw new ExchangeError(\n \"bitmart\",\n \"spot is not supported — only USDT-M perpetual\"\n );\n }\n\n const symbol = toBitmartSymbol(opts.symbol);\n const level = snapLevel(opts.depth);\n const interval = opts.interval ?? \"200ms\";\n const channelArg = `futures/depthAll${level}:${symbol}@${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 action: \"subscribe\",\n args: [channelArg],\n });\n\n const pingPayload = () => JSON.stringify({ action: \"ping\" });\n\n const handleFrame = (frame: BitmartFuturesDepthFrame) => {\n if (frame.symbol !== symbol) return;\n const event: BookEvent = {\n kind: \"snapshot\",\n bids: parseLevels(frame.bids),\n asks: parseLevels(frame.asks),\n sequence: frame.ms_t,\n timestamp: frame.ms_t,\n };\n const r = merger.apply(event);\n if (!r.ok) return;\n const book: Orderbook = {\n exchange: \"bitmart\",\n symbol: fromBitmartSymbol(symbol),\n market: \"perpetual\",\n bids: r.bids,\n asks: r.asks,\n timestamp: r.timestamp,\n sequence: r.sequence,\n };\n stream.emit(\"update\", book);\n };\n\n const handlePayload = (text: string) => {\n let msg: BitmartWSMessage;\n try {\n msg = JSON.parse(text) as BitmartWSMessage;\n } catch {\n return;\n }\n\n // Subscribe ack: carries `action` + `success`. Pong reply: same shape.\n if (msg.action === \"subscribe\" || msg.action === \"pong\") return;\n if (msg.errorCode) {\n stream.emit(\n \"error\",\n new Error(`bitmart: ${msg.errorCode} ${msg.errorMessage ?? \"\"}`)\n );\n return;\n }\n // Push frames carry the channel under `group`, not `arg`.\n if (msg.group !== channelArg || !msg.data) return;\n handleFrame(msg.data as BitmartFuturesDepthFrame);\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: WS_FUTURES,\n onOpen: (sock) => {\n merger.reset();\n sock.send(subscribePayload);\n },\n onMessage,\n pingIntervalMs: 15_000,\n pingPayload,\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/** BitMart only ships 5/20/50 level channels — snap anything else to the nearest. */\nfunction snapLevel(depth: number | undefined): 5 | 20 | 50 {\n if (depth === 5) return 5;\n if (depth === 20) return 20;\n return 50;\n}\n\nfunction parseLevels(\n rows: BitmartFuturesDepthLevel[] | undefined\n): OrderbookLevel[] {\n if (!rows) return [];\n const out: OrderbookLevel[] = [];\n for (const r of rows) out.push({ price: Number(r.price), size: Number(r.vol) });\n return out;\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 { fetchBitmartOrderbook } from \"./rest.js\";\nimport { streamBitmartOrderbook } from \"./ws.js\";\n\n/**\n * BitMart — USDT-M perpetual futures only. Spot is rejected at the client\n * boundary; pass symbols like `\"BTC/USDT:USDT\"`.\n */\nexport class BitmartClient {\n readonly exchange = \"bitmart\" 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 fetchBitmartOrderbook({\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 streamBitmartOrderbook({\n symbol: pair,\n market,\n transformUrl: this.transformUrl,\n timeoutMs: this.timeoutMs,\n });\n }\n}\n\nexport { fetchBitmartOrderbook } from \"./rest.js\";\nexport { streamBitmartOrderbook } from \"./ws.js\";\n"]}