@yuants/vendor-okx 0.23.26 → 0.25.0

package/lib/websocket.js.map

@@ -1 +0,0 @@
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{ PromRegistry, Terminal } from '@yuants/protocol';\nimport { encodePath, formatTime } from '@yuants/utils';\nimport { catchError, defer, EMPTY, interval, Observable, Subscription, tap, timeout } from 'rxjs';\n\nconst MetricsWebSocketConnectionsGauge = PromRegistry.create(\n  'gauge',\n  'okx_websocket_connections',\n  'Number of active OKX WebSocket connections',\n);\n\nconst MetricsWebSocketChannelGauge = PromRegistry.create(\n  'gauge',\n  'okx_websocket_channel',\n  'Number of OKX WebSocket channels subscribed',\n);\n\nconst terminal = Terminal.fromNodeEnv();\n\nclass OKXWsClient {\n  ws: WebSocket;\n  connected: boolean = false;\n  subscriptions: Set<string>;\n  handlers: Record<string, Function>;\n  pendingSub: string[];\n  keepAlive: Subscription;\n\n  baseURL: string = `wss://ws.okx.com:8443`;\n  constructor(path: string) {\n    // this.instId = instId;\n    this.ws = new WebSocket(`${this.baseURL}/${path}`);\n\n    MetricsWebSocketConnectionsGauge.inc({ path, terminal_id: terminal.terminal_id });\n\n    this.pendingSub = [];\n    this.keepAlive = interval(25000)\n      .pipe(\n        tap(() => {\n          if (this.connected) {\n            this.ws.send('ping');\n          }\n        }),\n      )\n      .subscribe();\n    // this.ws.\n    this.ws.addEventListener('open', () => {\n      this.connected = true;\n      console.info(formatTime(Date.now()), '✅ WS connected');\n      while (this.pendingSub.length > 0) {\n        const msg = this.pendingSub.shift();\n        if (msg) {\n          this.ws.send(msg);\n          console.info(formatTime(Date.now()), `📩 Sent subscribe for ${msg}`);\n        }\n      }\n    });\n\n    this.ws.addEventListener('message', (raw) => this.handleMessage(raw));\n    this.ws.addEventListener('error', (raw) => {\n      console.error(formatTime(Date.now()), '❌ WS error', raw);\n    });\n    this.ws.addEventListener('close', (event) => {\n      console.error(formatTime(Date.now()), '❌ WS closed', event);\n\n      MetricsWebSocketConnectionsGauge.dec({ path });\n    });\n    this.subscriptions = new Set();\n    this.handlers = {}; // key: channel, value: callback\n  }\n\n  // 处理消息\n  handleMessage(raw: { data: string }) {\n    if (raw.data === 'pong') {\n      return;\n    }\n    const msg = JSON.parse(raw.data);\n    if (msg.arg?.channel) {\n      const channelId = encodePath(msg.arg.channel, msg.arg.instId);\n      const data = msg.data?.[0];\n      if (data && this.handlers[channelId]) {\n        this.handlers[channelId](data, msg.arg);\n      }\n    } else if (msg.event) {\n      console.info(formatTime(Date.now()), 'Event:', msg);\n    }\n  }\n\n  // 调用订阅\n  subscribe(channel: string, instId?: string, handler?: Function) {\n    const channelId = encodePath(channel, instId);\n    if (this.subscriptions.has(channelId)) {\n      console.info(formatTime(Date.now()), `⚠️ Already subscribed: ${channelId}`);\n      return;\n    }\n\n    const subMsg = {\n      op: 'subscribe',\n      args: [{ channel, instId }],\n    };\n\n    if (this.connected) {\n      this.ws.send(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 Sent subscribe for ${channelId}`);\n    } else {\n      this.pendingSub.push(JSON.stringify(subMsg));\n      console.info(formatTime(Date.now()), `📩 add subscribe for ${channelId} to pending list`);\n    }\n    MetricsWebSocketChannelGauge.inc({ channel, terminal_id: terminal.terminal_id });\n    this.subscriptions.add(channelId);\n    if (handler) {\n      this.handlers[channelId] = handler;\n    }\n  }\n\n  // 取消订阅\n  unsubscribe(channel: string, instId?: string) {\n    const channelId = encodePath(channel, instId);\n    if (!this.subscriptions.has(channelId)) return;\n\n    const unSubMsg = {\n      op: 'unsubscribe',\n      args: [{ channel, instId }],\n    };\n\n    this.ws.send(JSON.stringify(unSubMsg));\n    this.subscriptions.delete(channelId);\n    if (this.subscriptions.size === 0) {\n      this.keepAlive.unsubscribe();\n    }\n    MetricsWebSocketChannelGauge.dec({ channel });\n    delete this.handlers[channelId];\n    console.info(formatTime(Date.now()), `📩 Sent unsubscribe for ${channelId}`);\n  }\n}\n\nconst wsPool: {\n  path: string;\n  client: OKXWsClient;\n  requests: number;\n  isFull: boolean;\n}[] = [];\n\n// ISSUE: 连接限制：3 次/秒 (基于IP)\n//\n// https://www.okx.com/docs-v5/zh/#overview-websocket-connect\n//\n// 当订阅公有频道时，使用公有服务的地址；当订阅私有频道时，使用私有服务的地址\n//\n// 请求限制：\n//\n// 每个连接 对于 订阅/取消订阅/登录 请求的总次数限制为 480 次/小时\nconst getWsClient = (path: string) => {\n  const existing = wsPool.find((item) => item.path === path && !item.isFull);\n  if (existing) {\n    existing.requests++;\n    if (existing.requests >= 480) {\n      existing.isFull = true;\n    }\n    return existing.client;\n  }\n  const newClient = new OKXWsClient(path);\n  wsPool.push({ path, client: newClient, requests: 1, isFull: false });\n  return newClient;\n};\n\nconst fromWsChannelAndInstId = <T>(path: string, channel: string, instId: string) =>\n  defer(\n    () =>\n      new Observable<T>((subscriber) => {\n        const client = getWsClient(path);\n        client.subscribe(channel, instId, (data: T) => {\n          subscriber.next(data);\n        });\n        client.ws.addEventListener('error', (err) => {\n          subscriber.error(err);\n        });\n        client.ws.addEventListener('close', () => {\n          subscriber.error('WS Connection Closed');\n        });\n        subscriber.add(() => {\n          client.unsubscribe(channel, instId);\n        });\n      }),\n  ).pipe(\n    // 防止单个连接断开导致数据流关闭\n    timeout(60_000),\n    tap({\n      error: (err) => {\n        console.info(formatTime(Date.now()), 'WS_SUBSCRIBE_ERROR', channel, instId, err);\n      },\n    }),\n    // 暂时不太确定是否能支持 retry\n    // retry({ delay: 1000 }),\n    catchError(() => EMPTY),\n  );\n\nexport const useTicker = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    last: string;\n    askPx: string;\n    bidPx: string;\n    askSz: string;\n    bidSz: string;\n  }>('ws/v5/public', 'tickers', instId);\n\nexport const useOpenInterest = (instId: string) =>\n  fromWsChannelAndInstId<{\n    instId: string;\n    oi: string; // open interest\n  }>('ws/v5/public', 'open-interest', instId);\n\nexport const useOHLC = (candleType: string, instId: string) =>\n  fromWsChannelAndInstId<string[]>('ws/v5/business', candleType, instId);\n"]}