extended-typescript-sdk 0.0.7 → 0.8.1

package/dist/perpetual/simple-client/blocking-trading-client.js

@@ -0,0 +1,197 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BlockingTradingClient = exports.TimedCancel = exports.TimedOpenOrderModel = void 0;
+const order_object_1 = require("../order-object");
+const orders_1 = require("../orders");
+const stream_client_1 = require("../stream-client/stream-client");
+const markets_information_module_1 = require("../trading-client/markets-information-module");
+const order_management_module_1 = require("../trading-client/order-management-module");
+function sleep(ms) {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+}
+function withTimeout(promise, timeoutMs, message) {
+    return new Promise((resolve, reject) => {
+        const timer = setTimeout(() => reject(new Error(message)), timeoutMs);
+        promise
+            .then((value) => {
+            clearTimeout(timer);
+            resolve(value);
+        })
+            .catch((error) => {
+            clearTimeout(timer);
+            reject(error);
+        });
+    });
+}
+function externalIdOf(order) {
+    return order?.externalId ?? order?.external_id;
+}
+function statusOf(order) {
+    return order?.status;
+}
+class TimedOpenOrderModel {
+    startNanos;
+    endNanos;
+    operationMs;
+    openOrder;
+    constructor(startNanos, endNanos, openOrder) {
+        this.startNanos = startNanos;
+        this.endNanos = endNanos;
+        this.operationMs = (endNanos - startNanos) / 1_000_000;
+        this.openOrder = openOrder;
+    }
+}
+exports.TimedOpenOrderModel = TimedOpenOrderModel;
+class TimedCancel {
+    startNanos;
+    endNanos;
+    operationMs;
+    constructor(startNanos, endNanos) {
+        this.startNanos = startNanos;
+        this.endNanos = endNanos;
+        this.operationMs = (endNanos - startNanos) / 1_000_000;
+    }
+}
+exports.TimedCancel = TimedCancel;
+class BlockingTradingClient {
+    endpointConfig;
+    account;
+    marketModule;
+    ordersModule;
+    markets = null;
+    streamClient;
+    orderResolvers = new Map();
+    cancelResolvers = new Map();
+    streamTask;
+    stopped = false;
+    static async create(endpointConfig, account) {
+        const client = new BlockingTradingClient(endpointConfig, account);
+        client.startStream();
+        return client;
+    }
+    constructor(endpointConfig, account) {
+        this.endpointConfig = endpointConfig;
+        this.account = account;
+        this.marketModule = new markets_information_module_1.MarketsInformationModule(endpointConfig, { apiKey: account.getApiKey() });
+        this.ordersModule = new order_management_module_1.OrderManagementModule(endpointConfig, { apiKey: account.getApiKey() });
+        this.streamClient = new stream_client_1.PerpetualStreamClient({ apiUrl: endpointConfig.streamUrl });
+    }
+    startStream() {
+        if (this.streamTask) {
+            return;
+        }
+        this.stopped = false;
+        this.streamTask = this.streamLoop();
+    }
+    async streamLoop() {
+        while (!this.stopped) {
+            const stream = this.streamClient.subscribeToAccountUpdates(this.account.getApiKey());
+            try {
+                await stream.connect();
+                for await (const event of stream) {
+                    if (this.stopped) {
+                        break;
+                    }
+                    const orders = event?.data?.orders;
+                    if (!Array.isArray(orders)) {
+                        continue;
+                    }
+                    for (const order of orders) {
+                        await this.handleOrder(order);
+                    }
+                }
+            }
+            catch {
+            }
+            finally {
+                await stream.close();
+            }
+            if (!this.stopped) {
+                await sleep(1000);
+            }
+        }
+    }
+    async handleOrder(order) {
+        const externalId = externalIdOf(order);
+        if (!externalId) {
+            return;
+        }
+        const status = statusOf(order);
+        if (status === orders_1.OrderStatus.CANCELLED) {
+            const cancelResolver = this.cancelResolvers.get(externalId);
+            if (cancelResolver) {
+                cancelResolver.resolve();
+                this.cancelResolvers.delete(externalId);
+            }
+            return;
+        }
+        const orderResolver = this.orderResolvers.get(externalId);
+        if (orderResolver) {
+            orderResolver.resolve(order);
+            this.orderResolvers.delete(externalId);
+        }
+    }
+    async getMarkets() {
+        if (!this.markets) {
+            this.markets = await this.marketModule.getMarketsDict();
+        }
+        return this.markets;
+    }
+    async massCancel(options = {}) {
+        await this.ordersModule.massCancel(options);
+    }
+    async createAndPlaceOrder(options) {
+        const market = (await this.getMarkets())[options.marketName];
+        if (!market) {
+            throw new Error(`Market '${options.marketName}' not found.`);
+        }
+        const order = await (0, order_object_1.createOrderObject)(this.account, market, options.amountOfSynthetic, options.price, options.side, this.endpointConfig.starknetDomain, {
+            postOnly: options.postOnly,
+            previousOrderExternalId: options.previousOrderExternalId,
+            orderExternalId: options.externalId,
+            builderFee: options.builderFee,
+            builderId: options.builderId,
+            timeInForce: options.timeInForce,
+        });
+        const externalId = order.id;
+        if (this.orderResolvers.has(externalId)) {
+            throw new Error(`Order with external id '${externalId}' is already pending.`);
+        }
+        const startedAt = Date.now() * 1_000_000;
+        const orderEventPromise = new Promise((resolve, reject) => {
+            this.orderResolvers.set(externalId, { resolve, reject });
+        });
+        try {
+            await this.ordersModule.placeOrder(order);
+            const openOrder = await withTimeout(orderEventPromise, 5000, `No placement event received for external id '${externalId}'.`);
+            const finishedAt = Date.now() * 1_000_000;
+            return new TimedOpenOrderModel(startedAt, finishedAt, openOrder);
+        }
+        finally {
+            this.orderResolvers.delete(externalId);
+        }
+    }
+    async cancelOrder(options) {
+        const startedAt = Date.now() * 1_000_000;
+        const externalId = options.orderExternalId;
+        const cancelEventPromise = new Promise((resolve, reject) => {
+            this.cancelResolvers.set(externalId, { resolve, reject });
+        });
+        try {
+            await this.ordersModule.cancelOrderByExternalId(externalId);
+            await withTimeout(cancelEventPromise, 5000, `No cancellation event received for external id '${externalId}'.`);
+            const finishedAt = Date.now() * 1_000_000;
+            return new TimedCancel(startedAt, finishedAt);
+        }
+        finally {
+            this.cancelResolvers.delete(externalId);
+        }
+    }
+    async close() {
+        this.stopped = true;
+        await this.marketModule.closeSession();
+        await this.ordersModule.closeSession();
+    }
+}
+exports.BlockingTradingClient = BlockingTradingClient;
+//# sourceMappingURL=blocking-trading-client.js.map

package/dist/perpetual/simple-client/blocking-trading-client.js.map

@@ -0,0 +1 @@
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package/dist/perpetual/stream-client/perpetual-stream-connection.d.ts

@@ -0,0 +1,47 @@
+/**
+ * Perpetual stream connection for WebSocket streaming
+ */
+import { WrappedStreamResponse } from '../../utils/http';
+/**
+ * Perpetual stream connection
+ */
+export declare class PerpetualStreamConnection<T> {
+    private streamUrl;
+    private apiKey?;
+    private msgsCount;
+    private websocket?;
+    constructor(streamUrl: string, apiKey?: string);
+    /**
+     * Send data through WebSocket
+     */
+    send(data: string | Buffer): Promise<void>;
+    /**
+     * Receive message from WebSocket
+     */
+    recv(): Promise<WrappedStreamResponse<T>>;
+    /**
+     * Close WebSocket connection
+     */
+    close(): Promise<void>;
+    /**
+     * Get messages count
+     */
+    getMsgsCount(): number;
+    /**
+     * Check if connection is closed
+     */
+    isClosed(): boolean;
+    /**
+     * Connect to WebSocket
+     */
+    connect(): Promise<this>;
+    /**
+     * Receive message
+     */
+    private receive;
+    /**
+     * Async iterator for messages
+     */
+    [Symbol.asyncIterator](): AsyncIterator<WrappedStreamResponse<T>>;
+}
+//# sourceMappingURL=perpetual-stream-connection.d.ts.map

package/dist/perpetual/stream-client/perpetual-stream-connection.d.ts.map

@@ -0,0 +1 @@
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package/dist/perpetual/stream-client/perpetual-stream-connection.js

@@ -0,0 +1,125 @@
+"use strict";
+/**
+ * Perpetual stream connection for WebSocket streaming
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PerpetualStreamConnection = void 0;
+const ws_1 = __importDefault(require("ws"));
+const config_1 = require("../../config");
+const http_1 = require("../../utils/http");
+/**
+ * Perpetual stream connection
+ */
+class PerpetualStreamConnection {
+    streamUrl;
+    apiKey;
+    msgsCount = 0;
+    websocket;
+    constructor(streamUrl, apiKey) {
+        this.streamUrl = streamUrl;
+        this.apiKey = apiKey;
+    }
+    /**
+     * Send data through WebSocket
+     */
+    async send(data) {
+        if (!this.websocket || this.websocket.readyState !== ws_1.default.OPEN) {
+            throw new Error('WebSocket is not connected');
+        }
+        this.websocket.send(data);
+    }
+    /**
+     * Receive message from WebSocket
+     */
+    async recv() {
+        if (!this.websocket) {
+            throw new Error('WebSocket is not connected');
+        }
+        return await this.receive();
+    }
+    /**
+     * Close WebSocket connection
+     */
+    async close() {
+        if (this.websocket && this.websocket.readyState === ws_1.default.OPEN) {
+            this.websocket.close();
+        }
+    }
+    /**
+     * Get messages count
+     */
+    getMsgsCount() {
+        return this.msgsCount;
+    }
+    /**
+     * Check if connection is closed
+     */
+    isClosed() {
+        if (!this.websocket) {
+            return true;
+        }
+        return this.websocket.readyState === ws_1.default.CLOSED;
+    }
+    /**
+     * Connect to WebSocket
+     */
+    async connect() {
+        const extraHeaders = {
+            [http_1.RequestHeader.USER_AGENT]: config_1.USER_AGENT,
+        };
+        if (this.apiKey) {
+            extraHeaders[http_1.RequestHeader.API_KEY] = this.apiKey;
+        }
+        return new Promise((resolve, reject) => {
+            this.websocket = new ws_1.default(this.streamUrl, {
+                headers: extraHeaders,
+            });
+            this.websocket.on('open', () => {
+                resolve(this);
+            });
+            this.websocket.on('error', (error) => {
+                reject(error);
+            });
+        });
+    }
+    /**
+     * Receive message
+     */
+    async receive() {
+        if (!this.websocket) {
+            throw new Error('WebSocket is not connected');
+        }
+        return new Promise((resolve, reject) => {
+            const messageHandler = (data) => {
+                this.msgsCount++;
+                try {
+                    const parsed = JSON.parse(data.toString());
+                    resolve(parsed);
+                }
+                catch (error) {
+                    reject(error);
+                }
+            };
+            this.websocket.once('message', messageHandler);
+            this.websocket.on('error', reject);
+        });
+    }
+    /**
+     * Async iterator for messages
+     */
+    async *[Symbol.asyncIterator]() {
+        while (!this.isClosed()) {
+            try {
+                yield await this.receive();
+            }
+            catch (error) {
+                break;
+            }
+        }
+    }
+}
+exports.PerpetualStreamConnection = PerpetualStreamConnection;
+//# sourceMappingURL=perpetual-stream-connection.js.map

package/dist/perpetual/stream-client/perpetual-stream-connection.js.map

@@ -0,0 +1 @@
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package/dist/perpetual/stream-client/stream-client.d.ts

@@ -0,0 +1,62 @@
+/**
+ * Perpetual stream client for WebSocket streaming
+ */
+import { PerpetualStreamConnection } from './perpetual-stream-connection';
+/**
+ * Perpetual Stream Client for X10 WebSocket v1
+ */
+export declare class PerpetualStreamClient {
+    private apiUrl;
+    constructor(options: {
+        apiUrl: string;
+    });
+    /**
+     * Subscribe to orderbooks stream
+     * https://api.docs.extended.exchange/#orderbooks-stream
+     */
+    subscribeToOrderbooks(options?: {
+        marketName?: string;
+        depth?: number;
+    }): PerpetualStreamConnection<any>;
+    /**
+     * Subscribe to public trades stream
+     * https://api.docs.extended.exchange/#trades-stream
+     */
+    subscribeToPublicTrades(marketName?: string): PerpetualStreamConnection<any>;
+    /**
+     * Subscribe to funding rates stream
+     * https://api.docs.extended.exchange/#funding-rates-stream
+     */
+    subscribeToFundingRates(marketName?: string): PerpetualStreamConnection<any>;
+    /**
+     * Subscribe to candles stream
+     * https://api.docs.extended.exchange/#candles-stream
+     */
+    subscribeToCandles(options: {
+        marketName: string;
+        candleType: string;
+        interval: string;
+    }): PerpetualStreamConnection<any>;
+    /**
+     * Subscribe to mark price stream
+     * https://api.docs.extended.exchange/#mark-price-stream
+     *
+     * @param marketName - Optional market name. If not specified, subscribes to all markets
+     * @returns PerpetualStreamConnection for mark price updates
+     */
+    subscribeToMarkPrice(marketName?: string): PerpetualStreamConnection<any>;
+    /**
+     * Subscribe to index price stream
+     * https://api.docs.extended.exchange/#index-price-stream
+     *
+     * @param marketName - Optional market name. If not specified, subscribes to all markets
+     * @returns PerpetualStreamConnection for index price updates
+     */
+    subscribeToIndexPrice(marketName?: string): PerpetualStreamConnection<any>;
+    /**
+     * Subscribe to account updates stream
+     * https://api.docs.extended.exchange/#account-updates-stream
+     */
+    subscribeToAccountUpdates(apiKey: string): PerpetualStreamConnection<any>;
+}
+//# sourceMappingURL=stream-client.d.ts.map

package/dist/perpetual/stream-client/stream-client.d.ts.map

@@ -0,0 +1 @@
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package/dist/perpetual/stream-client/stream-client.js

@@ -0,0 +1,107 @@
+"use strict";
+/**
+ * Perpetual stream client for WebSocket streaming
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.PerpetualStreamClient = void 0;
+const perpetual_stream_connection_1 = require("./perpetual-stream-connection");
+const http_1 = require("../../utils/http");
+/**
+ * Perpetual Stream Client for X10 WebSocket v1
+ */
+class PerpetualStreamClient {
+    apiUrl;
+    constructor(options) {
+        this.apiUrl = options.apiUrl;
+    }
+    /**
+     * Subscribe to orderbooks stream
+     * https://api.docs.extended.exchange/#orderbooks-stream
+     */
+    subscribeToOrderbooks(options = {}) {
+        const path = options.marketName
+            ? `/orderbooks/<market>`
+            : '/orderbooks';
+        const url = (0, http_1.getUrl)(`${this.apiUrl}${path}`, {
+            pathParams: options.marketName ? { market: options.marketName } : undefined,
+            query: options.depth ? { depth: options.depth.toString() } : undefined,
+        });
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url);
+    }
+    /**
+     * Subscribe to public trades stream
+     * https://api.docs.extended.exchange/#trades-stream
+     */
+    subscribeToPublicTrades(marketName) {
+        const path = marketName ? '/publicTrades/<market>' : '/publicTrades';
+        const url = (0, http_1.getUrl)(`${this.apiUrl}${path}`, {
+            pathParams: marketName ? { market: marketName } : undefined,
+        });
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url);
+    }
+    /**
+     * Subscribe to funding rates stream
+     * https://api.docs.extended.exchange/#funding-rates-stream
+     */
+    subscribeToFundingRates(marketName) {
+        const path = marketName ? '/funding/<market>' : '/funding';
+        const url = (0, http_1.getUrl)(`${this.apiUrl}${path}`, {
+            pathParams: marketName ? { market: marketName } : undefined,
+        });
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url);
+    }
+    /**
+     * Subscribe to candles stream
+     * https://api.docs.extended.exchange/#candles-stream
+     */
+    subscribeToCandles(options) {
+        const url = (0, http_1.getUrl)(`${this.apiUrl}/candles/<market>/<candle_type>`, {
+            pathParams: {
+                market: options.marketName,
+                candle_type: options.candleType,
+            },
+            query: {
+                interval: options.interval,
+            },
+        });
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url);
+    }
+    /**
+     * Subscribe to mark price stream
+     * https://api.docs.extended.exchange/#mark-price-stream
+     *
+     * @param marketName - Optional market name. If not specified, subscribes to all markets
+     * @returns PerpetualStreamConnection for mark price updates
+     */
+    subscribeToMarkPrice(marketName) {
+        const path = marketName ? '/prices/mark/<market>' : '/prices/mark';
+        const url = (0, http_1.getUrl)(`${this.apiUrl}${path}`, {
+            pathParams: marketName ? { market: marketName } : undefined,
+        });
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url);
+    }
+    /**
+     * Subscribe to index price stream
+     * https://api.docs.extended.exchange/#index-price-stream
+     *
+     * @param marketName - Optional market name. If not specified, subscribes to all markets
+     * @returns PerpetualStreamConnection for index price updates
+     */
+    subscribeToIndexPrice(marketName) {
+        const path = marketName ? '/prices/index/<market>' : '/prices/index';
+        const url = (0, http_1.getUrl)(`${this.apiUrl}${path}`, {
+            pathParams: marketName ? { market: marketName } : undefined,
+        });
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url);
+    }
+    /**
+     * Subscribe to account updates stream
+     * https://api.docs.extended.exchange/#account-updates-stream
+     */
+    subscribeToAccountUpdates(apiKey) {
+        const url = (0, http_1.getUrl)(`${this.apiUrl}/account`, {});
+        return new perpetual_stream_connection_1.PerpetualStreamConnection(url, apiKey);
+    }
+}
+exports.PerpetualStreamClient = PerpetualStreamClient;
+//# sourceMappingURL=stream-client.js.map

package/dist/perpetual/stream-client/stream-client.js.map

@@ -0,0 +1 @@
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package/dist/perpetual/trades.d.ts

@@ -0,0 +1,44 @@
+/**
+ * Trade models
+ */
+import Decimal from 'decimal.js';
+import { X10BaseModel } from '../utils/model';
+import { OrderSide } from './orders';
+/**
+ * Trade type
+ */
+export declare enum TradeType {
+    TRADE = "TRADE",
+    LIQUIDATION = "LIQUIDATION",
+    DELEVERAGE = "DELEVERAGE"
+}
+/**
+ * Public trade model
+ */
+export declare class PublicTradeModel extends X10BaseModel {
+    id: number;
+    market: string;
+    side: OrderSide;
+    tradeType: TradeType;
+    timestamp: number;
+    price: Decimal;
+    qty: Decimal;
+}
+/**
+ * Account trade model
+ */
+export declare class AccountTradeModel extends X10BaseModel {
+    id: number;
+    accountId: number;
+    market: string;
+    orderId: number;
+    side: OrderSide;
+    price: Decimal;
+    qty: Decimal;
+    value: Decimal;
+    fee: Decimal;
+    isTaker: boolean;
+    tradeType: TradeType;
+    createdTime: number;
+}
+//# sourceMappingURL=trades.d.ts.map

package/dist/perpetual/trades.d.ts.map

@@ -0,0 +1 @@
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package/dist/perpetual/trades.js

@@ -0,0 +1,48 @@
+"use strict";
+/**
+ * Trade models
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.AccountTradeModel = exports.PublicTradeModel = exports.TradeType = void 0;
+const model_1 = require("../utils/model");
+/**
+ * Trade type
+ */
+var TradeType;
+(function (TradeType) {
+    TradeType["TRADE"] = "TRADE";
+    TradeType["LIQUIDATION"] = "LIQUIDATION";
+    TradeType["DELEVERAGE"] = "DELEVERAGE";
+})(TradeType || (exports.TradeType = TradeType = {}));
+/**
+ * Public trade model
+ */
+class PublicTradeModel extends model_1.X10BaseModel {
+    id;
+    market;
+    side;
+    tradeType;
+    timestamp;
+    price;
+    qty;
+}
+exports.PublicTradeModel = PublicTradeModel;
+/**
+ * Account trade model
+ */
+class AccountTradeModel extends model_1.X10BaseModel {
+    id;
+    accountId;
+    market;
+    orderId;
+    side;
+    price;
+    qty;
+    value;
+    fee;
+    isTaker;
+    tradeType;
+    createdTime;
+}
+exports.AccountTradeModel = AccountTradeModel;
+//# sourceMappingURL=trades.js.map

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