coinbase-api 0.3.2 → 0.5.0

package/dist/mjs/lib/websocket/WsStore.js.map

@@ -0,0 +1 @@
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package/dist/mjs/lib/websocket/WsStore.types.d.ts

@@ -0,0 +1,49 @@
+import WebSocket from 'isomorphic-ws';
+export declare enum WsConnectionStateEnum {
+    INITIAL = 0,
+    CONNECTING = 1,
+    CONNECTED = 2,
+    CLOSING = 3,
+    RECONNECTING = 4,
+    ERROR_RECONNECTING = 5
+}
+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 is ready for events (welcome message received after connection) */
+    isReadyForEvents?: boolean;
+    /** 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 knows to automatically reauth if reconnected */
+    didAuthWSAPI?: boolean;
+    /** To reauthenticate on the WS API, which channel do we send to? */
+    WSAPIAuthChannel?: string;
+}

package/dist/mjs/lib/websocket/WsStore.types.js

@@ -0,0 +1,11 @@
+export 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";
+    WsConnectionStateEnum[WsConnectionStateEnum["ERROR_RECONNECTING"] = 5] = "ERROR_RECONNECTING";
+    // ERROR = 5,
+})(WsConnectionStateEnum || (WsConnectionStateEnum = {}));
+//# sourceMappingURL=WsStore.types.js.map

package/dist/mjs/lib/websocket/WsStore.types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"WsStore.types.js","sourceRoot":"","sources":["../../../../src/lib/websocket/WsStore.types.ts"],"names":[],"mappings":"AAEA,MAAM,CAAN,IAAY,qBAQX;AARD,WAAY,qBAAqB;IAC/B,uEAAW,CAAA;IACX,6EAAc,CAAA;IACd,2EAAa,CAAA;IACb,uEAAW,CAAA;IACX,iFAAgB,CAAA;IAChB,6FAAsB,CAAA;IACtB,aAAa;AACf,CAAC,EARW,qBAAqB,KAArB,qBAAqB,QAQhC"}

package/dist/mjs/lib/websocket/logger.d.ts

@@ -0,0 +1,6 @@
+export type LogParams = null | any;
+export declare const DefaultLogger: {
+    trace: (..._params: LogParams) => void;
+    info: (...params: LogParams) => void;
+    error: (...params: LogParams) => void;
+};

package/dist/mjs/lib/websocket/logger.js

@@ -0,0 +1,13 @@
+export const DefaultLogger = {
+    // eslint-disable-next-line @typescript-eslint/no-unused-vars
+    trace: (..._params) => {
+        // console.log(_params);
+    },
+    info: (...params) => {
+        console.info(params);
+    },
+    error: (...params) => {
+        console.error(params);
+    },
+};
+//# sourceMappingURL=logger.js.map

package/dist/mjs/lib/websocket/logger.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.js","sourceRoot":"","sources":["../../../../src/lib/websocket/logger.ts"],"names":[],"mappings":"AAEA,MAAM,CAAC,MAAM,aAAa,GAAG;IAC3B,6DAA6D;IAC7D,KAAK,EAAE,CAAC,GAAG,OAAkB,EAAQ,EAAE;QACrC,wBAAwB;IAC1B,CAAC;IACD,IAAI,EAAE,CAAC,GAAG,MAAiB,EAAQ,EAAE;QACnC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACvB,CAAC;IACD,KAAK,EAAE,CAAC,GAAG,MAAiB,EAAQ,EAAE;QACpC,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IACxB,CAAC;CACF,CAAC"}

package/dist/mjs/lib/websocket/typeGuards.d.ts

@@ -0,0 +1,27 @@
+import { CBAdvancedTradeErrorEvent, CBAdvancedTradeEvent, CBExchangeBaseEvent } from '../../types/websockets/events.js';
+import { WsExchangeRequestOperation, WsInternationalRequestOperation, WsPrimeRequestOperation } from '../../types/websockets/requests.js';
+import { WsKey } from './websocket-util.js';
+export declare function isCBAdvancedTradeWSEvent(event: unknown): event is CBAdvancedTradeEvent;
+/**
+ * Type guard that checks whether this event is/extends CBExchangeBaseEvent
+ */
+export declare function isCBExchangeWSEvent(event: unknown, wsKey: WsKey): event is CBExchangeBaseEvent;
+/**
+ * Type guard for error-type response events seen for the Advnaced Trade WS channel
+ */
+export declare function isCBAdvancedTradeErrorEvent(event: unknown): event is CBAdvancedTradeErrorEvent;
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export declare function isCBExchangeWSRequestOperation<TWSTopic extends string = string>(evt: unknown, wsKey: WsKey): evt is WsExchangeRequestOperation<TWSTopic>;
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export declare function isCBINTXWSRequestOperation<TWSTopic extends string = string>(evt: unknown, wsKey: WsKey): evt is WsInternationalRequestOperation<TWSTopic>;
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export declare function isCBPrimeWSRequestOperation<TWSTopic extends string = string>(evt: unknown, wsKey: WsKey): evt is WsPrimeRequestOperation<TWSTopic>;

package/dist/mjs/lib/websocket/typeGuards.js

@@ -0,0 +1,78 @@
+import { WS_KEY_MAP } from './websocket-util.js';
+function isDefinedObject(value) {
+    return typeof value === 'object' || !value;
+}
+export function isCBAdvancedTradeWSEvent(event) {
+    if (!isDefinedObject(event)) {
+        return false;
+    }
+    const message = event;
+    return typeof message.channel === 'string';
+}
+/**
+ * Type guard that checks whether this event is/extends CBExchangeBaseEvent
+ */
+export function isCBExchangeWSEvent(event, wsKey) {
+    if (!isDefinedObject(event)) {
+        return false;
+    }
+    return (wsKey === WS_KEY_MAP.exchangeMarketData ||
+        wsKey === WS_KEY_MAP.exchangeDirectMarketData);
+}
+/**
+ * Type guard for error-type response events seen for the Advnaced Trade WS channel
+ */
+export function isCBAdvancedTradeErrorEvent(event) {
+    if (!isDefinedObject(event)) {
+        return false;
+    }
+    const message = event;
+    return message.type === 'error';
+}
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export function isCBExchangeWSRequestOperation(evt, wsKey) {
+    if (!isDefinedObject(evt)) {
+        return false;
+    }
+    const looselyTypedEvent = evt;
+    if (typeof looselyTypedEvent.type !== 'string' ||
+        !Array.isArray(looselyTypedEvent.channels)) {
+        return false;
+    }
+    return (wsKey === WS_KEY_MAP.exchangeDirectMarketData ||
+        wsKey === WS_KEY_MAP.exchangeMarketData);
+}
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export function isCBINTXWSRequestOperation(evt, wsKey) {
+    if (!isDefinedObject(evt)) {
+        return false;
+    }
+    const looselyTypedEvent = evt;
+    if (typeof looselyTypedEvent.type !== 'string' ||
+        !Array.isArray(looselyTypedEvent.channels)) {
+        return false;
+    }
+    return wsKey === WS_KEY_MAP.internationalMarketData;
+}
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export function isCBPrimeWSRequestOperation(evt, wsKey) {
+    if (!isDefinedObject(evt)) {
+        return false;
+    }
+    const looselyTypedEvent = evt;
+    if (typeof looselyTypedEvent.type !== 'string' ||
+        typeof looselyTypedEvent.channel !== 'string') {
+        return false;
+    }
+    return wsKey === WS_KEY_MAP.internationalMarketData;
+}
+//# sourceMappingURL=typeGuards.js.map

package/dist/mjs/lib/websocket/typeGuards.js.map

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package/dist/mjs/lib/websocket/websocket-util.d.ts

@@ -0,0 +1,120 @@
+import WebSocket from 'isomorphic-ws';
+import { WsExchangeRequestOperation, WsInternationalRequestOperation } from '../../types/websockets/requests.js';
+/**
+ * Each websocket URL (domain + endpoint) is represented as a "WS Key". Authentication is handled automatically if required.
+ */
+export declare const WS_KEY_MAP: {
+    /**
+     * Market Data is the traditional feed that provides updates for both orders and trades.
+     * Most channels are now available without authentication.
+     *
+     * https://docs.cdp.coinbase.com/advanced-trade/docs/ws-overview
+     */
+    readonly advTradeMarketData: "advTradeMarketData";
+    /**
+     * User Order Data provides updates for the orders of the user.
+     *
+     * https://docs.cdp.coinbase.com/advanced-trade/docs/ws-overview
+     */
+    readonly advTradeUserData: "advTradeUserData";
+    /**
+     * Coinbase Market Data (part of Coinbase Exchange API) is the traditional feed which is available without authentication.
+     *
+     * https://docs.cdp.coinbase.com/exchange/docs/websocket-overview
+     */
+    readonly exchangeMarketData: "exchangeMarketData";
+    /**
+     * Coinbase Direct Market Data has direct access to Coinbase Exchange servers and requires Authentication.
+     *
+     * https://docs.cdp.coinbase.com/exchange/docs/websocket-overview
+     */
+    readonly exchangeDirectMarketData: "exchangeDirectMarketData";
+    /**
+     * The INTX WebSocket feed is publicly available and provides real-time market data updates for orders and trades.
+     * The SDK must authenticate when subscribing to the WebSocket Feed the very first time.
+     *
+     * https://docs.cdp.coinbase.com/intx/docs/websocket-overview
+     */
+    readonly internationalMarketData: "internationalMarketData";
+    /**
+     * The Prime WebSocket feed provides real-time market data updates for orders and trades. To begin
+     * receiving feed messages, you must send a signed subscribe message to the server indicating
+     * which channels and products to receive. The SDK will handle this automatically.
+     *
+     * https://docs.cdp.coinbase.com/prime/docs/websocket-feed
+     */
+    readonly primeMarketData: "primeMarketData";
+};
+/** This is used to differentiate between each of the available websocket streams */
+export type WsKey = (typeof WS_KEY_MAP)[keyof typeof WS_KEY_MAP];
+/**
+ * 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.
+ */
+export interface WsTopicRequest<TWSTopic extends string = string, TWSPayload = any> {
+    topic: TWSTopic;
+    /**
+     * Any parameters to include with the request. These are automatically merged into the request.
+     */
+    payload?: TWSPayload;
+}
+/**
+ * Conveniently allow users to request a topic either as string topics or objects (containing string topic + params)
+ */
+export type WsTopicRequestOrStringTopic<TWSTopic extends string, TWSPayload = any> = WsTopicRequest<TWSTopic, TWSPayload> | string;
+export interface MessageEventLike {
+    target: WebSocket;
+    type: 'message';
+    data: string;
+}
+export declare function isMessageEvent(msg: unknown): msg is MessageEventLike;
+/**
+ * Some exchanges have two livenet environments, some have test environments, some dont. This allows easy flexibility for different exchanges.
+ * Examples:
+ *  - One livenet and one testnet: NetworkMap<'livenet' | 'testnet'>
+ *  - One livenet, sometimes two, one testnet: NetworkMap<'livenet' | 'testnet', 'livenet2'>
+ *  - Only one livenet, no other networks: NetworkMap<'livenet'>
+ */
+type NetworkMap<TRequiredKeys extends string, TOptionalKeys extends string | undefined = undefined> = Record<TRequiredKeys, string> & (TOptionalKeys extends string ? Record<TOptionalKeys, string | undefined> : Record<TRequiredKeys, string>);
+export declare const WS_URL_MAP: Record<WsKey, NetworkMap<'livenet' | 'testnet'>>;
+/**
+ * Merge one or more WS Request operations (e.g. subscribe request) for
+ * CB Exchange into one, allowing them to be sent as one request
+ */
+export declare function getMergedCBExchangeWSRequestOperations<TWSTopic extends string = string>(operations: WsExchangeRequestOperation<TWSTopic>[]): WsExchangeRequestOperation<TWSTopic>;
+/**
+ * Merge one or more WS Request operations (e.g. subscribe request) for
+ * CB Exchange into one, allowing them to be sent as one request
+ */
+export declare function getMergedCBINTXRequestOperations<TWSTopic extends string = string>(operations: WsInternationalRequestOperation<TWSTopic>[]): WsInternationalRequestOperation<TWSTopic>;
+/**
+ * Return sign used to authenticate CB Exchange WS requests
+ */
+export declare function getCBExchangeWSSign(apiSecret: string): Promise<{
+    timestampInSeconds: string;
+    sign: string;
+}>;
+/**
+ * Return sign used to authenticate CB INTX WS requests
+ */
+export declare function getCBInternationalWSSign(apiKey: string, apiSecret: string, apiPassphrase: string): Promise<{
+    timestampInSeconds: string;
+    sign: string;
+}>;
+/**
+ * Return sign used to authenticate CB Prime WS requests
+ */
+export declare function getCBPrimeWSSign(params: {
+    channelName: string;
+    svcAccountId: string;
+    portfolioId: string;
+    apiKey: string;
+    apiSecret: string;
+    product_ids?: string[];
+}): Promise<{
+    timestampInSeconds: string;
+    sign: string;
+}>;
+export {};

package/dist/mjs/lib/websocket/websocket-util.js

@@ -0,0 +1,164 @@
+import { signMessage } from '../webCryptoAPI.js';
+/**
+ * Each websocket URL (domain + endpoint) is represented as a "WS Key". Authentication is handled automatically if required.
+ */
+export const WS_KEY_MAP = {
+    /**
+     * Market Data is the traditional feed that provides updates for both orders and trades.
+     * Most channels are now available without authentication.
+     *
+     * https://docs.cdp.coinbase.com/advanced-trade/docs/ws-overview
+     */
+    advTradeMarketData: 'advTradeMarketData',
+    /**
+     * User Order Data provides updates for the orders of the user.
+     *
+     * https://docs.cdp.coinbase.com/advanced-trade/docs/ws-overview
+     */
+    advTradeUserData: 'advTradeUserData',
+    /**
+     * Coinbase Market Data (part of Coinbase Exchange API) is the traditional feed which is available without authentication.
+     *
+     * https://docs.cdp.coinbase.com/exchange/docs/websocket-overview
+     */
+    exchangeMarketData: 'exchangeMarketData',
+    /**
+     * Coinbase Direct Market Data has direct access to Coinbase Exchange servers and requires Authentication.
+     *
+     * https://docs.cdp.coinbase.com/exchange/docs/websocket-overview
+     */
+    exchangeDirectMarketData: 'exchangeDirectMarketData',
+    /**
+     * The INTX WebSocket feed is publicly available and provides real-time market data updates for orders and trades.
+     * The SDK must authenticate when subscribing to the WebSocket Feed the very first time.
+     *
+     * https://docs.cdp.coinbase.com/intx/docs/websocket-overview
+     */
+    internationalMarketData: 'internationalMarketData',
+    /**
+     * The Prime WebSocket feed provides real-time market data updates for orders and trades. To begin
+     * receiving feed messages, you must send a signed subscribe message to the server indicating
+     * which channels and products to receive. The SDK will handle this automatically.
+     *
+     * https://docs.cdp.coinbase.com/prime/docs/websocket-feed
+     */
+    primeMarketData: 'primeMarketData',
+};
+export function isMessageEvent(msg) {
+    if (typeof msg !== 'object' || !msg) {
+        return false;
+    }
+    const message = msg;
+    return message['type'] === 'message' && typeof message['data'] === 'string';
+}
+export const WS_URL_MAP = {
+    [WS_KEY_MAP.advTradeMarketData]: {
+        livenet: 'wss://advanced-trade-ws.coinbase.com',
+        testnet: 'NotAvailable',
+    },
+    [WS_KEY_MAP.advTradeUserData]: {
+        livenet: 'wss://advanced-trade-ws-user.coinbase.com',
+        testnet: 'NotAvailable',
+    },
+    [WS_KEY_MAP.exchangeMarketData]: {
+        livenet: 'wss://ws-feed.exchange.coinbase.com',
+        testnet: 'wss://ws-feed-public.sandbox.exchange.coinbase.com',
+    },
+    [WS_KEY_MAP.exchangeDirectMarketData]: {
+        livenet: 'wss://ws-direct.exchange.coinbase.com',
+        testnet: 'wss://ws-direct.sandbox.exchange.coinbase.com',
+    },
+    [WS_KEY_MAP.internationalMarketData]: {
+        livenet: 'wss://ws-md.international.coinbase.com',
+        testnet: 'wss://ws-md.n5e2.coinbase.com',
+    },
+    [WS_KEY_MAP.primeMarketData]: {
+        livenet: 'wss://ws-feed.prime.coinbase.com',
+        testnet: 'NotAvailable',
+    },
+};
+/**
+ * Merge one or more WS Request operations (e.g. subscribe request) for
+ * CB Exchange into one, allowing them to be sent as one request
+ */
+export function getMergedCBExchangeWSRequestOperations(operations) {
+    // The CB Exchange WS supports sending multiple topics in one request.
+    // Merge all requests into one
+    return operations.reduce((acc, evt) => {
+        if (!acc) {
+            const wsRequestEvent = {
+                type: evt.type,
+                channels: [...evt.channels],
+            };
+            return wsRequestEvent;
+        }
+        const wsRequestEvent = {
+            type: evt.type,
+            channels: [...acc.channels, ...evt.channels],
+        };
+        return wsRequestEvent;
+    });
+}
+/**
+ * Merge one or more WS Request operations (e.g. subscribe request) for
+ * CB Exchange into one, allowing them to be sent as one request
+ */
+export function getMergedCBINTXRequestOperations(operations) {
+    // The CB Exchange WS supports sending multiple topics in one request.
+    // Merge all requests into one
+    return operations.reduce((acc, evt) => {
+        if (!acc) {
+            const wsRequestEvent = {
+                type: evt.type,
+                channels: [...evt.channels],
+            };
+            return wsRequestEvent;
+        }
+        const wsRequestEvent = {
+            type: evt.type,
+            channels: [...acc.channels, ...evt.channels],
+        };
+        return wsRequestEvent;
+    });
+}
+/**
+ * Return sign used to authenticate CB Exchange WS requests
+ */
+export async function getCBExchangeWSSign(apiSecret) {
+    const timestampInMs = Date.now();
+    const timestampInSeconds = (timestampInMs / 1000).toFixed(0);
+    const signPath = '/users/self/verify';
+    const signRequestMethod = 'GET';
+    const signInput = `${timestampInSeconds}${signRequestMethod}${signPath}`;
+    const sign = await signMessage(signInput, apiSecret, 'base64', 'SHA-256', 'base64:web');
+    return { sign, timestampInSeconds };
+}
+/**
+ * Return sign used to authenticate CB INTX WS requests
+ */
+export async function getCBInternationalWSSign(apiKey, apiSecret, apiPassphrase) {
+    const timestampInMs = Date.now();
+    const timestampInSeconds = (timestampInMs / 1000).toFixed(0);
+    const signInput = timestampInSeconds + apiKey + 'CBINTLMD' + apiPassphrase;
+    const sign = await signMessage(signInput, apiSecret, 'base64', 'SHA-256', 'base64:web');
+    return { sign, timestampInSeconds };
+}
+/**
+ * Return sign used to authenticate CB Prime WS requests
+ */
+export async function getCBPrimeWSSign(params) {
+    const timestampInMs = Date.now();
+    const timestampInSeconds = (timestampInMs / 1000).toFixed(0);
+    // channelName + accessKey + svcAccountId + timestamp + portfolioId + products
+    const signInput = [
+        params.channelName,
+        params.apiKey,
+        params.svcAccountId,
+        timestampInSeconds,
+        params.portfolioId,
+        params.product_ids ? params.product_ids.join('') : '',
+    ].join('');
+    const sign = await signMessage(signInput, params.apiSecret, 'base64', 'SHA-256', 'base64:web');
+    return { sign, timestampInSeconds };
+}
+//# sourceMappingURL=websocket-util.js.map

package/dist/mjs/lib/websocket/websocket-util.js.map

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package/dist/mjs/package.json

@@ -0,0 +1,3 @@
+{
+    "type": "module"
+}