binance 2.15.14 → 3.0.0-beta.1

package/lib/util/websockets/websocket-util.js

@@ -0,0 +1,481 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WS_ERROR_ENUM = exports.WS_AUTH_ON_CONNECT_KEYS = exports.WS_KEY_URL_MAP = exports.WS_KEY_MAP = exports.WS_LOGGER_CATEGORY = void 0;
+exports.getWsURLSuffix = getWsURLSuffix;
+exports.isPrivateWsTopic = isPrivateWsTopic;
+exports.getWsKeyForTopic = getWsKeyForTopic;
+exports.getWsUrl = getWsUrl;
+exports.getMaxTopicsPerSubscribeEvent = getMaxTopicsPerSubscribeEvent;
+exports.safeTerminateWs = safeTerminateWs;
+exports.getPromiseRefForWSAPIRequest = getPromiseRefForWSAPIRequest;
+exports.getNormalisedTopicRequests = getNormalisedTopicRequests;
+exports.getTopicsPerWSKey = getTopicsPerWSKey;
+exports.parseEventTypeFromMessage = parseEventTypeFromMessage;
+exports.resolveUserDataMarketForWsKey = resolveUserDataMarketForWsKey;
+exports.resolveWsKeyForLegacyMarket = resolveWsKeyForLegacyMarket;
+exports.parseRawWsMessage = parseRawWsMessage;
+exports.getContextFromWsKey = getContextFromWsKey;
+exports.getLegacyWsStoreKeyWithContext = getLegacyWsStoreKeyWithContext;
+exports.getLegacyWsKeyContext = getLegacyWsKeyContext;
+exports.getRealWsKeyFromDerivedWsKey = getRealWsKeyFromDerivedWsKey;
+exports.appendEventMarket = appendEventMarket;
+const typeGuards_1 = require("../typeGuards");
+exports.WS_LOGGER_CATEGORY = { category: 'binance-ws' };
+exports.WS_KEY_MAP = {
+    // https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams
+    main: 'main', // spot, margin, isolated margin, user data
+    main2: 'main2', // spot, margin, isolated margin, user data | alternative
+    main3: 'main3', // spot, margin, isolated margin | alternative | MARKET DATA ONLY | NO USER DATA
+    // https://developers.binance.com/docs/binance-spot-api-docs/testnet/web-socket-streams#general-wss-information
+    mainTestnetPublic: 'mainTestnetPublic',
+    mainTestnetUserData: 'mainTestnetUserData',
+    // https://developers.binance.com/docs/binance-spot-api-docs/web-socket-api/general-api-information
+    mainWSAPI: 'mainWSAPI', // trading over WS in spot, margin, isolated margin. User data supported too.
+    mainWSAPI2: 'mainWSAPI2', // trading over WS in spot, margin, isolated margin. User data supported too.
+    mainWSAPITestnet: 'mainWSAPITestnet', // trading over WS in spot, margin, isolated margin | TESTNET
+    // https://developers.binance.com/docs/margin_trading/risk-data-stream
+    marginRiskUserData: 'marginRiskUserData',
+    // https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams
+    // market data, user data
+    usdm: 'usdm',
+    // https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info
+    usdmTestnet: 'usdmTestnet',
+    // https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-api-general-info
+    // ONLY WS API | NO USER DATA
+    usdmWSAPI: 'usdmWSAPI',
+    usdmWSAPITestnet: 'usdmWSAPITestnet',
+    // https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams
+    // market data, user data
+    coinm: 'coinm',
+    coinm2: 'coinm2',
+    // https://developers.binance.com/docs/derivatives/coin-margined-futures/general-info
+    coinmTestnet: 'coinmTestnet',
+    eoptions: 'eoptions',
+    // optionsTestnet: 'optionsTestnet',
+    // https://developers.binance.com/docs/derivatives/portfolio-margin/user-data-streams
+    portfolioMarginUserData: 'portfolioMarginUserData',
+    // https://developers.binance.com/docs/derivatives/portfolio-margin-pro/portfolio-margin-pro-user-data-stream
+    portfolioMarginProUserData: 'portfolioMarginProUserData',
+};
+exports.WS_KEY_URL_MAP = {
+    // https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams
+    main: 'wss://stream.binance.com:9443', // spot, margin, isolated margin, user data
+    main2: 'wss://stream.binance.com:443', // spot, margin, isolated margin, user data | alternative
+    main3: 'wss://data-stream.binance.vision', // spot, margin, isolated margin | alternative | MARKET DATA ONLY | NO USER DATA
+    // https://developers.binance.com/docs/binance-spot-api-docs/testnet/web-socket-streams#general-wss-information
+    mainTestnetPublic: 'wss://testnet.binance.vision',
+    mainTestnetUserData: 'wss://stream.testnet.binance.vision:9443',
+    // https://developers.binance.com/docs/binance-spot-api-docs/web-socket-api/general-api-information
+    // TODO:
+    mainWSAPI: 'wss://ws-api.binance.com:443',
+    mainWSAPI2: 'wss://ws-api.binance.com:9443',
+    mainWSAPITestnet: 'wss://testnet.binance.vision',
+    // https://developers.binance.com/docs/margin_trading/risk-data-stream
+    // Margin websocket only support Cross Margin Accounts
+    marginRiskUserData: 'wss://margin-stream.binance.com',
+    // https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams
+    // market data, user data
+    usdm: 'wss://fstream.binance.com',
+    // https://developers.binance.com/docs/derivatives/usds-margined-futures/general-info
+    usdmTestnet: 'wss://stream.binancefuture.com',
+    // https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-api-general-info
+    // ONLY WS API
+    // TODO:
+    usdmWSAPI: 'wss://ws-fapi.binance.com',
+    usdmWSAPITestnet: 'wss://testnet.binancefuture.com',
+    // https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams
+    // market data, user data
+    coinm: 'wss://dstream.binance.com',
+    coinm2: 'wss://dstream-auth.binance.com', // Warning, coinm2 requires a listenkey
+    // https://developers.binance.com/docs/derivatives/coin-margined-futures/general-info
+    coinmTestnet: 'wss://dstream.binancefuture.com',
+    // https://developers.binance.com/docs/derivatives/option/websocket-market-streams
+    // https://developers.binance.com/docs/derivatives/option/user-data-streams
+    eoptions: 'wss://nbstream.binance.com/eoptions',
+    // optionsTestnet: 'wss://testnetws.binanceops.com',
+    // https://developers.binance.com/docs/derivatives/portfolio-margin/user-data-streams
+    portfolioMarginUserData: 'wss://fstream.binance.com',
+    // https://developers.binance.com/docs/derivatives/portfolio-margin-pro/portfolio-margin-pro-user-data-stream
+    portfolioMarginProUserData: 'wss://fstream.binance.com',
+};
+function getWsURLSuffix(wsKey, connectionType) {
+    switch (wsKey) {
+        case 'main':
+        case 'main2':
+        case 'main3':
+        case 'marginRiskUserData':
+        case 'mainTestnetPublic':
+        case 'mainTestnetUserData':
+        case 'mainWSAPITestnet': {
+            switch (connectionType) {
+                case 'market':
+                    return '/stream';
+                case 'userData':
+                    return '/ws';
+                case 'wsAPI':
+                    return '/ws-api/v3';
+                default: {
+                    throw (0, typeGuards_1.neverGuard)(connectionType, `Unhandled connectionType "${wsKey}/${connectionType}"`);
+                }
+            }
+        }
+        case 'mainWSAPI':
+        case 'mainWSAPI2': {
+            return '/ws-api/v3';
+        }
+        case 'usdm':
+        case 'usdmTestnet': {
+            switch (connectionType) {
+                case 'market':
+                    return '/stream';
+                case 'userData':
+                    return '/ws';
+                case 'wsAPI':
+                    return '/ws-fapi/v1';
+                default: {
+                    throw (0, typeGuards_1.neverGuard)(connectionType, `Unhandled connectionType "${wsKey}/${connectionType}"`);
+                }
+            }
+        }
+        case 'usdmWSAPI':
+        case 'usdmWSAPITestnet': {
+            return '/ws-fapi/v1';
+        }
+        case 'coinm':
+        case 'coinmTestnet':
+        case 'eoptions':
+            switch (connectionType) {
+                case 'market':
+                    return '/stream';
+                case 'userData':
+                    return '/ws';
+                case 'wsAPI':
+                    return '/ws-capi/v1';
+                default: {
+                    throw (0, typeGuards_1.neverGuard)(connectionType, `Unhandled connectionType "${wsKey}/${connectionType}"`);
+                }
+            }
+        case 'coinm2':
+            return '/stream&listenKey=';
+        case 'portfolioMarginUserData':
+            return '/pm/ws'; // pm/ws/listenKeyHere
+        case 'portfolioMarginProUserData':
+            return '/pm-classic/ws';
+        default: {
+            throw (0, typeGuards_1.neverGuard)(wsKey, `Unhandled WsKey "${wsKey}"`);
+        }
+    }
+}
+exports.WS_AUTH_ON_CONNECT_KEYS = [
+    exports.WS_KEY_MAP.mainWSAPI,
+    exports.WS_KEY_MAP.mainWSAPI2,
+    exports.WS_KEY_MAP.mainWSAPITestnet,
+    exports.WS_KEY_MAP.usdmWSAPI,
+    exports.WS_KEY_MAP.usdmWSAPITestnet,
+    // WS_KEY_MAP.v5Private,
+    // WS_KEY_MAP.v5PrivateTrade,
+];
+// export const PUBLIC_WS_KEYS = [
+//   WS_KEY_MAP.main,
+//   WS_KEY_MAP.main,
+//   WS_KEY_MAP.main,
+// ] as WsKey[];
+/** Used to automatically determine if a sub request should be to the public or private ws (when there's two) */
+const PRIVATE_TOPICS = [];
+function isPrivateWsTopic(topic) {
+    return PRIVATE_TOPICS.includes(topic);
+}
+function getWsKeyForTopic(wsKey) {
+    // const isPrivateTopic = isPrivate === true || PRIVATE_TOPICS.includes(topic);
+    switch (wsKey) {
+        // case 'v5': {
+        //   if (isPrivateTopic) {
+        //     return WS_KEY_MAP.main;
+        //   }
+        //   return WS_KEY_MAP.main;
+        // }
+        default: {
+            return exports.WS_KEY_MAP.main;
+            // throw neverGuard(wsKey, 'getWsKeyForTopic(): Unhandled market');
+        }
+    }
+}
+function getWsUrl(wsKey, wsClientOptions, logger) {
+    const wsUrl = wsClientOptions.wsUrl;
+    if (wsUrl) {
+        return wsUrl;
+    }
+    // https://bybit-exchange.github.io/docs/v5/demo
+    // const isDemoTrading = wsClientOptions.demoTrading;
+    // if (isDemoTrading) {
+    //   return 'wss://stream-demo.bybit.com/v5/private';
+    // }
+    // TODO:
+    // const isTestnet = wsClientOptions.testnet;
+    // const networkKey = isTestnet ? 'testnet' : 'livenet';
+    const resolvedUrl = exports.WS_KEY_URL_MAP[wsKey];
+    return resolvedUrl;
+    // switch (wsKey) {
+    //   case WS_KEY_MAP.v5Private: {
+    //     return WS_BASE_URL_MAP.v5.private[networkKey];
+    //   }
+    //   case WS_KEY_MAP.v5PrivateTrade: {
+    //     return WS_BASE_URL_MAP[wsKey].private[networkKey];
+    //   }
+    //   case WS_KEY_MAP.v5SpotPublic: {
+    //     return WS_BASE_URL_MAP.v5SpotPublic.public[networkKey];
+    //   }
+    //   case WS_KEY_MAP.v5LinearPublic: {
+    //     return WS_BASE_URL_MAP.v5LinearPublic.public[networkKey];
+    //   }
+    //   case WS_KEY_MAP.v5InversePublic: {
+    //     return WS_BASE_URL_MAP.v5InversePublic.public[networkKey];
+    //   }
+    //   case WS_KEY_MAP.v5OptionPublic: {
+    //     return WS_BASE_URL_MAP.v5OptionPublic.public[networkKey];
+    //   }
+    //   default: {
+    //     logger.error('getWsUrl(): Unhandled wsKey: ', {
+    //       category: 'bybit-ws',
+    //       wsKey,
+    //     });
+    //     throw neverGuard(wsKey, 'getWsUrl(): Unhandled wsKey');
+    //   }
+    // }
+}
+function getMaxTopicsPerSubscribeEvent(wsKey) {
+    switch (wsKey) {
+        // case 'v5': {
+        //   if (wsKey === WS_KEY_MAP.v5SpotPublic) {
+        //     return 10;
+        //   }
+        //   return null;
+        // }
+        default: {
+            return null;
+            // throw neverGuard(market, 'getWsKeyForTopic(): Unhandled market');
+        }
+    }
+}
+exports.WS_ERROR_ENUM = {
+    NOT_AUTHENTICATED_SPOT_V3: '-1004',
+    API_ERROR_GENERIC: '10001',
+    API_SIGN_AUTH_FAILED: '10003',
+    USDC_OPTION_AUTH_FAILED: '3303006',
+};
+/**
+ * #305: ws.terminate() is undefined in browsers.
+ * This only works in node.js, not in browsers.
+ * Does nothing if `ws` is undefined. Does nothing in browsers.
+ */
+function safeTerminateWs(ws, fallbackToClose) {
+    if (!ws) {
+        return false;
+    }
+    if (typeof ws['terminate'] === 'function') {
+        ws.terminate();
+        return true;
+    }
+    else if (fallbackToClose) {
+        ws.close();
+    }
+    return false;
+}
+/**
+ * WS API promises are stored using a primary key. This key is constructed using
+ * properties found in every request & reply.
+ *
+ * The counterpart to this is in resolveEmittableEvents
+ */
+function getPromiseRefForWSAPIRequest(wsKey, requestEvent) {
+    const promiseRef = [wsKey, requestEvent.id].join('_');
+    return promiseRef;
+}
+/**
+ * Users can conveniently pass topics as strings or objects (object has topic name + optional params).
+ *
+ * This method normalises topics into objects (object has topic name + optional params).
+ */
+function getNormalisedTopicRequests(wsTopicRequests) {
+    const normalisedTopicRequests = [];
+    for (const wsTopicRequest of wsTopicRequests) {
+        // passed as string, convert to object
+        if (typeof wsTopicRequest === 'string') {
+            const topicRequest = {
+                topic: wsTopicRequest,
+                payload: undefined,
+            };
+            normalisedTopicRequests.push(topicRequest);
+            continue;
+        }
+        // already a normalised object, thanks to user
+        normalisedTopicRequests.push(wsTopicRequest);
+    }
+    return normalisedTopicRequests;
+}
+/**
+ * Groups topics in request into per-wsKey groups
+ * @param normalisedTopicRequests
+ * @param wsKey
+ * @param isPrivateTopic
+ * @returns
+ */
+function getTopicsPerWSKey(normalisedTopicRequests, wsKey) {
+    const perWsKeyTopics = {};
+    // Sort into per wsKey arrays, in case topics are mixed together for different wsKeys
+    for (const topicRequest of normalisedTopicRequests) {
+        // const derivedWsKey =
+        //   wsKey || getWsKeyForTopic(market, topicRequest.topic, isPrivateTopic);
+        const derivedWsKey = wsKey;
+        if (!perWsKeyTopics[derivedWsKey] ||
+            !Array.isArray(perWsKeyTopics[derivedWsKey])) {
+            perWsKeyTopics[derivedWsKey] = [];
+        }
+        perWsKeyTopics[derivedWsKey].push(topicRequest);
+    }
+    return perWsKeyTopics;
+}
+function parseEventTypeFromMessage(wsKey, parsedMsg) {
+    if (parsedMsg === null || parsedMsg === void 0 ? void 0 : parsedMsg.e) {
+        return parsedMsg.e;
+    }
+    if ((parsedMsg === null || parsedMsg === void 0 ? void 0 : parsedMsg.stream) && typeof (parsedMsg === null || parsedMsg === void 0 ? void 0 : parsedMsg.stream) === 'string') {
+        const streamName = parsedMsg.stream;
+        // console.log(`parseEventTypeFromMessage(${wsKey}) `, streamName, parsedMsg);
+        const eventType = streamName.split('@');
+        // All symbol streams can be returned as is, just need to extract the left-most text before any @ or _
+        if (streamName.startsWith('!')) {
+            const subEventType = eventType[0].split('_');
+            return subEventType[0].replace('!', '');
+        }
+        // Per symbol streams can have the symbol trimmed off (string before first "@")
+        // E.g. btcusdt@kline_5m@+08:00 -> kline_5m@+08:00
+        if (eventType.length) {
+            // remove first, keep the rest rejoined
+            eventType.shift();
+            // Edge case, for european options, the suffix is a variable date so will never match the map
+            if (wsKey === 'eoptions') {
+                return eventType[0];
+            }
+            return eventType.join('@');
+        }
+        console.error('parseEventTypeFromMessage(): Cannot extract event type from message: ', parsedMsg);
+    }
+    if (parsedMsg === null || parsedMsg === void 0 ? void 0 : parsedMsg.data) {
+        return parseEventTypeFromMessage(wsKey, parsedMsg.data);
+    }
+    if (Array.isArray(parsedMsg) && parsedMsg.length) {
+        return parseEventTypeFromMessage(wsKey, parsedMsg[0]);
+    }
+    return;
+}
+function resolveUserDataMarketForWsKey(wsKey) {
+    switch (wsKey) {
+        case 'main':
+        case 'main2':
+        case 'main3':
+        case 'mainWSAPI':
+        case 'mainWSAPI2':
+        case 'marginRiskUserData':
+            return 'spot';
+        case 'mainTestnetPublic':
+        case 'mainTestnetUserData':
+        case 'mainWSAPITestnet':
+            return 'spotTestnet';
+        case 'usdm':
+        case 'usdmWSAPI':
+            return 'usdm';
+        case 'usdmTestnet':
+        case 'usdmWSAPITestnet':
+            return 'usdmTestnet';
+        case 'coinm':
+        case 'coinm2':
+            return 'coinm';
+        case 'coinmTestnet':
+            return 'coinmTestnet';
+        case 'eoptions':
+            return 'options';
+        case 'portfolioMarginUserData':
+        case 'portfolioMarginProUserData':
+            return 'portfoliom';
+        default: {
+            throw (0, typeGuards_1.neverGuard)(wsKey, `resolveMarketForWsKey(): Unhandled WsKey "${wsKey}"`);
+        }
+    }
+}
+/**
+ * Used by the legacy subscribe* utility methods to determine which wsKey to route the subscription to.
+ */
+function resolveWsKeyForLegacyMarket(market) {
+    switch (market) {
+        case 'spot': {
+            return 'main';
+        }
+        case 'coinm': {
+            return 'coinm';
+        }
+        case 'usdm': {
+            return 'usdm';
+        }
+    }
+}
+/**
+ * Try to resolve event.data. Example circumstance: {"stream":"!forceOrder@arr","data":{"e":"forceOrder","E":1634653599186,"o":{"s":"IOTXUSDT","S":"SELL","o":"LIMIT","f":"IOC","q":"3661","p":"0.06606","ap":"0.06669","X":"FILLED","l":"962","z":"3661","T":1634653599180}}}
+ */
+function parseRawWsMessage(event) {
+    if (typeof event === 'string') {
+        const parsedEvent = JSON.parse(event);
+        if (parsedEvent.data) {
+            if (typeof parsedEvent.data === 'string') {
+                return parseRawWsMessage(parsedEvent.data);
+            }
+            return parsedEvent.data;
+        }
+    }
+    if (event === null || event === void 0 ? void 0 : event.data) {
+        return JSON.parse(event.data);
+    }
+    return event;
+}
+function getContextFromWsKey(legacyWsKey) {
+    const [market, streamName, symbol, listenKey, wsKey, ...otherParams] = legacyWsKey.split('_');
+    return {
+        symbol: symbol === 'undefined' ? undefined : symbol,
+        legacyWsKey,
+        wsKey,
+        market: market,
+        isTestnet: market.includes('estnet'),
+        isUserData: legacyWsKey.includes('userData'),
+        streamName,
+        listenKey: listenKey === 'undefined' ? undefined : listenKey,
+        otherParams,
+    };
+}
+/**
+ * The legacy WS client creates a deterministic WS Key based on consistent input parameters
+ */
+function getLegacyWsStoreKeyWithContext(market, streamName, symbol = undefined, listenKey = undefined, ...otherParams) {
+    return [market, streamName, symbol, listenKey, ...otherParams].join('_');
+}
+function getLegacyWsKeyContext(wsKey) {
+    if (wsKey.indexOf('userData') !== -1) {
+        return getContextFromWsKey(wsKey);
+    }
+    return undefined;
+}
+function getRealWsKeyFromDerivedWsKey(wsKey) {
+    if (!wsKey.includes('userData')) {
+        return wsKey;
+    }
+    const legacyWsKeyContext = getLegacyWsKeyContext(wsKey);
+    if (!legacyWsKeyContext || !legacyWsKeyContext.wsKey) {
+        throw new Error(`getRealWsKeyFromDerivedWsKey(): no context found in supplied wsKey: "${wsKey}" | "${legacyWsKeyContext}"`);
+    }
+    return legacyWsKeyContext.wsKey;
+}
+function appendEventMarket(wsMsg, wsKey) {
+    const { market } = getContextFromWsKey(wsKey);
+    wsMsg.wsMarket = market;
+    wsMsg.wsKey = wsKey;
+}
+//# sourceMappingURL=websocket-util.js.map

package/lib/util/websockets/websocket-util.js.map

@@ -0,0 +1 @@
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