bybit-api 3.10.30 → 4.0.0-beta.1

package/lib/util/websockets/WsStore.js

@@ -0,0 +1,269 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WsStore = exports.DEFERRED_PROMISE_REF = void 0;
+exports.isDeepObjectMatch = isDeepObjectMatch;
+const logger_1 = require("../logger");
+const WsStore_types_1 = require("./WsStore.types");
+/**
+ * Simple comparison of two objects, only checks 1-level deep (nested objects won't match)
+ */
+function isDeepObjectMatch(object1, object2) {
+    if (typeof object1 === 'string' && typeof object2 === 'string') {
+        return object1 === object2;
+    }
+    if (typeof object1 !== 'object' || typeof object2 !== 'object') {
+        return false;
+    }
+    for (const key in object1) {
+        const value1 = object1[key];
+        const value2 = object2[key];
+        if (value1 !== value2) {
+            return false;
+        }
+    }
+    return true;
+}
+exports.DEFERRED_PROMISE_REF = {
+    CONNECTION_IN_PROGRESS: 'CONNECTION_IN_PROGRESS',
+    AUTHENTICATION_IN_PROGRESS: 'AUTHENTICATION_IN_PROGRESS',
+};
+class WsStore {
+    constructor(logger) {
+        this.wsState = {};
+        this.logger = logger || logger_1.DefaultLogger;
+    }
+    get(key, createIfMissing) {
+        if (this.wsState[key]) {
+            return this.wsState[key];
+        }
+        if (createIfMissing) {
+            return this.create(key);
+        }
+    }
+    getKeys() {
+        return Object.keys(this.wsState);
+    }
+    create(key) {
+        if (this.hasExistingActiveConnection(key)) {
+            this.logger.info('WsStore setConnection() overwriting existing open connection: ', this.getWs(key));
+        }
+        this.wsState[key] = {
+            subscribedTopics: new Set(),
+            connectionState: WsStore_types_1.WsConnectionStateEnum.INITIAL,
+            deferredPromiseStore: {},
+        };
+        return this.get(key);
+    }
+    delete(key) {
+        // TODO: should we allow this at all? Perhaps block this from happening...
+        if (this.hasExistingActiveConnection(key)) {
+            const ws = this.getWs(key);
+            this.logger.info('WsStore deleting state for connection still open: ', ws);
+            ws === null || ws === void 0 ? void 0 : ws.close();
+        }
+        delete this.wsState[key];
+    }
+    /* connection websocket */
+    hasExistingActiveConnection(key) {
+        return this.get(key) && this.isWsOpen(key);
+    }
+    getWs(key) {
+        var _a;
+        return (_a = this.get(key)) === null || _a === void 0 ? void 0 : _a.ws;
+    }
+    setWs(key, wsConnection) {
+        if (this.isWsOpen(key)) {
+            this.logger.info('WsStore setConnection() overwriting existing open connection: ', this.getWs(key));
+        }
+        this.get(key, true).ws = wsConnection;
+        return wsConnection;
+    }
+    getDeferredPromise(wsKey, promiseRef) {
+        const storeForKey = this.get(wsKey);
+        if (!storeForKey) {
+            return;
+        }
+        const deferredPromiseStore = storeForKey.deferredPromiseStore;
+        return deferredPromiseStore[promiseRef];
+    }
+    createDeferredPromise(wsKey, promiseRef, throwIfExists) {
+        const existingPromise = this.getDeferredPromise(wsKey, promiseRef);
+        if (existingPromise) {
+            if (throwIfExists) {
+                throw new Error(`Promise exists for "${wsKey}"`);
+            }
+            else {
+                // console.log('existing promise');
+                return existingPromise;
+            }
+        }
+        // console.log('create promise');
+        const createIfMissing = true;
+        const storeForKey = this.get(wsKey, createIfMissing);
+        // TODO: Once stable, use Promise.withResolvers in future
+        const deferredPromise = {};
+        deferredPromise.promise = new Promise((resolve, reject) => {
+            deferredPromise.resolve = resolve;
+            deferredPromise.reject = reject;
+        });
+        const deferredPromiseStore = storeForKey.deferredPromiseStore;
+        deferredPromiseStore[promiseRef] = deferredPromise;
+        return deferredPromise;
+    }
+    resolveDeferredPromise(wsKey, promiseRef, value, removeAfter) {
+        const promise = this.getDeferredPromise(wsKey, promiseRef);
+        if (promise === null || promise === void 0 ? void 0 : promise.resolve) {
+            promise.resolve(value);
+        }
+        if (removeAfter) {
+            this.removeDeferredPromise(wsKey, promiseRef);
+        }
+    }
+    rejectDeferredPromise(wsKey, promiseRef, value, removeAfter) {
+        const promise = this.getDeferredPromise(wsKey, promiseRef);
+        if (promise === null || promise === void 0 ? void 0 : promise.reject) {
+            promise.reject(value);
+        }
+        if (removeAfter) {
+            this.removeDeferredPromise(wsKey, promiseRef);
+        }
+    }
+    removeDeferredPromise(wsKey, promiseRef) {
+        const storeForKey = this.get(wsKey);
+        if (!storeForKey) {
+            return;
+        }
+        const deferredPromise = storeForKey.deferredPromiseStore[promiseRef];
+        if (deferredPromise) {
+            // Just in case it's pending
+            if (deferredPromise.resolve) {
+                deferredPromise.resolve('promiseRemoved');
+            }
+            delete storeForKey.deferredPromiseStore[promiseRef];
+        }
+    }
+    rejectAllDeferredPromises(wsKey, reason) {
+        const storeForKey = this.get(wsKey);
+        const deferredPromiseStore = storeForKey.deferredPromiseStore;
+        if (!storeForKey || !deferredPromiseStore) {
+            return;
+        }
+        const reservedKeys = Object.values(exports.DEFERRED_PROMISE_REF);
+        for (const promiseRef in deferredPromiseStore) {
+            // Skip reserved keys, such as the connection promise
+            if (reservedKeys.includes(promiseRef)) {
+                continue;
+            }
+            try {
+                this.rejectDeferredPromise(wsKey, promiseRef, reason, true);
+            }
+            catch (e) {
+                this.logger.error('rejectAllDeferredPromises(): Exception rejecting deferred promise', { wsKey: wsKey, reason, promiseRef, exception: e });
+            }
+        }
+    }
+    /** Get promise designed to track a connection attempt in progress. Resolves once connected. */
+    getConnectionInProgressPromise(wsKey) {
+        return this.getDeferredPromise(wsKey, exports.DEFERRED_PROMISE_REF.CONNECTION_IN_PROGRESS);
+    }
+    getAuthenticationInProgressPromise(wsKey) {
+        return this.getDeferredPromise(wsKey, exports.DEFERRED_PROMISE_REF.AUTHENTICATION_IN_PROGRESS);
+    }
+    /**
+     * Create a deferred promise designed to track a connection attempt in progress.
+     *
+     * Will throw if existing promise is found.
+     */
+    createConnectionInProgressPromise(wsKey, throwIfExists) {
+        return this.createDeferredPromise(wsKey, exports.DEFERRED_PROMISE_REF.CONNECTION_IN_PROGRESS, throwIfExists);
+    }
+    createAuthenticationInProgressPromise(wsKey, throwIfExists) {
+        return this.createDeferredPromise(wsKey, exports.DEFERRED_PROMISE_REF.AUTHENTICATION_IN_PROGRESS, throwIfExists);
+    }
+    /** Remove promise designed to track a connection attempt in progress */
+    removeConnectingInProgressPromise(wsKey) {
+        return this.removeDeferredPromise(wsKey, exports.DEFERRED_PROMISE_REF.CONNECTION_IN_PROGRESS);
+    }
+    removeAuthenticationInProgressPromise(wsKey) {
+        return this.removeDeferredPromise(wsKey, exports.DEFERRED_PROMISE_REF.AUTHENTICATION_IN_PROGRESS);
+    }
+    /* connection state */
+    isWsOpen(key) {
+        const existingConnection = this.getWs(key);
+        return (!!existingConnection &&
+            existingConnection.readyState === existingConnection.OPEN);
+    }
+    getConnectionState(key) {
+        return this.get(key, true).connectionState;
+    }
+    setConnectionState(key, state) {
+        this.get(key, true).connectionState = state;
+    }
+    isConnectionState(key, state) {
+        return this.getConnectionState(key) === state;
+    }
+    /**
+     * Check if we're currently in the process of opening a connection for any reason. Safer than only checking "CONNECTING" as the state
+     * @param key
+     * @returns
+     */
+    isConnectionAttemptInProgress(key) {
+        const isConnectionInProgress = this.isConnectionState(key, WsStore_types_1.WsConnectionStateEnum.CONNECTING) ||
+            this.isConnectionState(key, WsStore_types_1.WsConnectionStateEnum.RECONNECTING);
+        return isConnectionInProgress;
+    }
+    /* subscribed topics */
+    getTopics(key) {
+        return this.get(key, true).subscribedTopics;
+    }
+    getTopicsByKey() {
+        const result = {};
+        for (const refKey in this.wsState) {
+            result[refKey] = this.getTopics(refKey);
+        }
+        return result;
+    }
+    // Since topics are objects we can't rely on the set to detect duplicates
+    /**
+     * Find matching "topic" request from the store
+     * @param key
+     * @param topic
+     * @returns
+     */
+    getMatchingTopic(key, topic) {
+        // if (typeof topic === 'string') {
+        //   return this.getMatchingTopic(key, { channel: topic });
+        // }
+        const allTopics = this.getTopics(key).values();
+        for (const storedTopic of allTopics) {
+            if (isDeepObjectMatch(topic, storedTopic)) {
+                return storedTopic;
+            }
+        }
+    }
+    addTopic(key, topic) {
+        // if (typeof topic === 'string') {
+        //   return this.addTopic(key, {
+        //     instType: 'sp',
+        //     channel: topic,
+        //     instId: 'default',
+        //   };
+        // }
+        // Check for duplicate topic. If already tracked, don't store this one
+        const existingTopic = this.getMatchingTopic(key, topic);
+        if (existingTopic) {
+            return this.getTopics(key);
+        }
+        return this.getTopics(key).add(topic);
+    }
+    deleteTopic(key, topic) {
+        // Check if we're subscribed to a topic like this
+        const storedTopic = this.getMatchingTopic(key, topic);
+        if (storedTopic) {
+            this.getTopics(key).delete(storedTopic);
+        }
+        return this.getTopics(key);
+    }
+}
+exports.WsStore = WsStore;
+//# sourceMappingURL=WsStore.js.map

package/lib/util/websockets/WsStore.js.map

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package/lib/util/websockets/WsStore.types.d.ts

@@ -0,0 +1,50 @@
+import WebSocket from 'isomorphic-ws';
+export declare enum WsConnectionStateEnum {
+    INITIAL = 0,
+    CONNECTING = 1,
+    CONNECTED = 2,
+    CLOSING = 3,
+    RECONNECTING = 4
+}
+export interface DeferredPromise<TSuccess = any, TError = any> {
+    resolve?: (value: TSuccess) => TSuccess;
+    reject?: (value: TError) => TError;
+    promise?: Promise<TSuccess>;
+}
+export interface WSConnectedResult {
+    wsKey: string;
+}
+export interface WsStoredState<TWSTopicSubscribeEvent extends string | object> {
+    /** The currently active websocket connection */
+    ws?: WebSocket;
+    /** The current lifecycle state of the connection (enum) */
+    connectionState?: WsConnectionStateEnum;
+    /** A timer that will send an upstream heartbeat (ping) when it expires */
+    activePingTimer?: ReturnType<typeof setTimeout> | undefined;
+    /** A timer tracking that an upstream heartbeat was sent, expecting a reply before it expires */
+    activePongTimer?: ReturnType<typeof setTimeout> | undefined;
+    /** If a reconnection is in progress, this will have the timer for the delayed reconnect */
+    activeReconnectTimer?: ReturnType<typeof setTimeout> | undefined;
+    /**
+     * When a connection attempt is in progress (even for reconnect), a promise is stored here.
+     *
+     * This promise will resolve once connected (and will then get removed);
+     */
+    deferredPromiseStore: Record<string, DeferredPromise>;
+    /**
+     * All the topics we are expected to be subscribed to on this connection (and we automatically resubscribe to if the connection drops)
+     *
+     * A "Set" and a deep-object-match are used to ensure we only subscribe to a
+     * topic once (tracking a list of unique topics we're expected to be connected to)
+     */
+    subscribedTopics: Set<TWSTopicSubscribeEvent>;
+    /** Whether this connection has completed authentication (only applies to private connections) */
+    isAuthenticated?: boolean;
+    /**
+     * Whether this connection has completed authentication before for the Websocket API, so it k
+     * nows to automatically reauth if reconnected
+     */
+    didAuthWSAPI?: boolean;
+    /** To reauthenticate on the WS API, which channel do we send to? */
+    WSAPIAuthChannel?: string;
+}

package/lib/util/websockets/WsStore.types.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WsConnectionStateEnum = void 0;
+var WsConnectionStateEnum;
+(function (WsConnectionStateEnum) {
+    WsConnectionStateEnum[WsConnectionStateEnum["INITIAL"] = 0] = "INITIAL";
+    WsConnectionStateEnum[WsConnectionStateEnum["CONNECTING"] = 1] = "CONNECTING";
+    WsConnectionStateEnum[WsConnectionStateEnum["CONNECTED"] = 2] = "CONNECTED";
+    WsConnectionStateEnum[WsConnectionStateEnum["CLOSING"] = 3] = "CLOSING";
+    WsConnectionStateEnum[WsConnectionStateEnum["RECONNECTING"] = 4] = "RECONNECTING";
+    // ERROR_RECONNECTING = 5,
+    // ERROR = 5,
+})(WsConnectionStateEnum || (exports.WsConnectionStateEnum = WsConnectionStateEnum = {}));
+//# sourceMappingURL=WsStore.types.js.map

package/lib/util/websockets/WsStore.types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"WsStore.types.js","sourceRoot":"","sources":["../../../src/util/websockets/WsStore.types.ts"],"names":[],"mappings":";;;AAGA,IAAY,qBAQX;AARD,WAAY,qBAAqB;IAC/B,uEAAW,CAAA;IACX,6EAAc,CAAA;IACd,2EAAa,CAAA;IACb,uEAAW,CAAA;IACX,iFAAgB,CAAA;IAChB,0BAA0B;IAC1B,aAAa;AACf,CAAC,EARW,qBAAqB,qCAArB,qBAAqB,QAQhC"}

package/lib/util/websockets/index.d.ts

@@ -0,0 +1,3 @@
+export * from './websocket-util';
+export * from './WsStore';
+export * from './WsStore.types';

package/lib/util/websockets/index.js

@@ -0,0 +1,20 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./websocket-util"), exports);
+__exportStar(require("./WsStore"), exports);
+__exportStar(require("./WsStore.types"), exports);
+//# sourceMappingURL=index.js.map

package/lib/util/websockets/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/util/websockets/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,mDAAiC;AACjC,4CAA0B;AAC1B,kDAAgC"}

package/lib/util/websockets/websocket-util.d.ts

@@ -0,0 +1,92 @@
+import WebSocket from 'isomorphic-ws';
+import { APIMarket, CategoryV5, WebsocketClientOptions, WsKey, WsTopic } from '../../types';
+import { DefaultLogger } from '../logger';
+import { WSAPIRequest } from '../../types/websockets/ws-api';
+export declare const WS_LOGGER_CATEGORY: {
+    category: string;
+};
+export declare const WS_KEY_MAP: {
+    readonly v5SpotPublic: "v5SpotPublic";
+    readonly v5LinearPublic: "v5LinearPublic";
+    readonly v5InversePublic: "v5InversePublic";
+    readonly v5OptionPublic: "v5OptionPublic";
+    readonly v5Private: "v5Private";
+    /**
+     * The V5 Websocket API (for sending orders over WS)
+     */
+    readonly v5PrivateTrade: "v5PrivateTrade";
+};
+export declare const WS_AUTH_ON_CONNECT_KEYS: WsKey[];
+export declare const PUBLIC_WS_KEYS: string[];
+/**
+ * Normalised internal format for a request (subscribe/unsubscribe/etc) on a topic, with optional parameters.
+ *
+ * - Topic: the topic this event is for
+ * - Payload: the parameters to include, optional. E.g. auth requires key + sign. Some topics allow configurable parameters.
+ * - Category: required for bybit, since different categories have different public endpoints
+ */
+export interface WsTopicRequest<TWSTopic extends string = string, TWSPayload = unknown> {
+    topic: TWSTopic;
+    payload?: TWSPayload;
+    category?: CategoryV5;
+}
+/**
+ * Conveniently allow users to request a topic either as string topics or objects (containing string topic + params)
+ */
+export type WsTopicRequestOrStringTopic<TWSTopic extends string, TWSPayload = unknown> = WsTopicRequest<TWSTopic, TWSPayload> | string;
+interface NetworkMapV3 {
+    livenet: string;
+    livenet2?: string;
+    testnet: string;
+    testnet2?: string;
+}
+type PublicPrivateNetwork = 'public' | 'private';
+/**
+ * The following WS keys are logical.
+ *
+ * They're not directly used as a market. They usually have one private endpoint but many public ones,
+ * so they need a bit of extra handling for seamless messaging between endpoints.
+ *
+ * For the unified keys, the "split" happens using the symbol. Symbols suffixed with USDT are obviously USDT topics.
+ * For the v5 endpoints, the subscribe/unsubscribe call must specify the category the subscription should route to.
+ */
+type PublicOnlyWsKeys = 'v5SpotPublic' | 'v5LinearPublic' | 'v5InversePublic' | 'v5OptionPublic';
+export declare const WS_BASE_URL_MAP: Record<APIMarket, Record<PublicPrivateNetwork, NetworkMapV3>> & Record<PublicOnlyWsKeys, Record<'public', NetworkMapV3>> & Record<typeof WS_KEY_MAP.v5PrivateTrade, Record<PublicPrivateNetwork, NetworkMapV3>>;
+export declare function isPrivateWsTopic(topic: string): boolean;
+export declare function getWsKeyForTopic(market: APIMarket, topic: string, isPrivate?: boolean, category?: CategoryV5): WsKey;
+export declare function getWsUrl(wsKey: WsKey, wsClientOptions: WebsocketClientOptions, logger: typeof DefaultLogger): string;
+export declare function getMaxTopicsPerSubscribeEvent(market: APIMarket, wsKey: WsKey): number | null;
+export declare const WS_ERROR_ENUM: {
+    NOT_AUTHENTICATED_SPOT_V3: string;
+    API_ERROR_GENERIC: string;
+    API_SIGN_AUTH_FAILED: string;
+    USDC_OPTION_AUTH_FAILED: string;
+};
+/**
+ * #305: ws.terminate() is undefined in browsers.
+ * This only works in node.js, not in browsers.
+ * Does nothing if `ws` is undefined.
+ */
+export declare function safeTerminateWs(ws?: WebSocket | unknown): void;
+/**
+ * WS API promises are stored using a primary key. This key is constructed using
+ * properties found in every request & reply.
+ */
+export declare function getPromiseRefForWSAPIRequest(requestEvent: WSAPIRequest<unknown>): string;
+/**
+ * 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).
+ */
+export declare function getNormalisedTopicRequests(wsTopicRequests: WsTopicRequestOrStringTopic<string>[]): WsTopicRequest<string>[];
+/**
+ * Groups topics in request into per-wsKey groups
+ * @param normalisedTopicRequests
+ * @param wsKey
+ * @param isPrivateTopic
+ * @returns
+ */
+export declare function getTopicsPerWSKey(market: APIMarket, normalisedTopicRequests: WsTopicRequest[], wsKey?: WsKey, isPrivateTopic?: boolean): {
+    [key in WsKey]?: WsTopicRequest<WsTopic>[];
+};
+export {};