okx-api 2.0.7 → 3.0.0-beta.0

package/dist/mjs/websocket-client.js

@@ -0,0 +1,544 @@
+/* eslint-disable @typescript-eslint/no-unsafe-declaration-merging */
+import { BaseWebsocketClient, } from './util/BaseWSClient.js';
+import { isConnCountEvent, isWSAPIResponse, isWsDataEvent, isWsErrorEvent, isWsLoginEvent, isWsSubscribeEvent, isWsUnsubscribeEvent, neverGuard, } from './util/typeGuards.js';
+import { signMessage, } from './util/webCryptoAPI.js';
+import { getDemoWsKey, getPromiseRefForWSAPIRequest, getWsKeyForMarket, getWsKeyForTopicChannel, getWsUrlForWsKey, isWsPong, PRIVATE_WS_KEYS, PUBLIC_WS_KEYS, requiresWSAPITag, validateWSAPITag, WS_EVENT_CODE_ENUM, WS_KEY_MAP, WS_LOGGER_CATEGORY, } from './util/websocket-util.js';
+export class WebsocketClient extends BaseWebsocketClient {
+    constructor(options, logger) {
+        super(options, logger);
+        if (this.options.market === 'demo') {
+            throw new Error('ERROR: to use demo trading, set the "demoTrading: true" flag in the constructor. The "demo" market is not valid any more.');
+        }
+    }
+    /**
+     * Request connection of all dependent (public & private) websockets, instead of waiting for automatic connection by library
+     */
+    connectAll() {
+        return [this.connectPublic(), this.connectPrivate()];
+    }
+    connectPublic(businessEndpoint) {
+        const isPrivate = false;
+        const wsKey = getWsKeyForMarket(this.options.market, isPrivate, !!businessEndpoint);
+        return this.connect(WS_KEY_MAP[wsKey]);
+    }
+    connectPrivate(businessEndpoint) {
+        const isPrivate = true;
+        const wsKey = getWsKeyForMarket(this.options.market, isPrivate, !!businessEndpoint);
+        return this.connect(WS_KEY_MAP[wsKey]);
+    }
+    /**
+     * Ensures the WS API connection is active and ready.
+     *
+     * You do not need to call this, but if you call this before making any WS API requests,
+     * it can accelerate the first request (by preparing the connection in advance).
+     */
+    connectWSAPI() {
+        /** This call automatically ensures the connection is active AND authenticated before resolving */
+        return Promise.allSettled([
+            this.assertIsAuthenticated(this.getMarketWsKey('private')),
+            this.assertIsAuthenticated(this.getMarketWsKey('business')),
+        ]);
+    }
+    /**
+     * Subscribe to topics & track/persist them. They will be automatically resubscribed to if the connection drops/reconnects.
+     * @param wsEvents topic or list of topics
+     * @param isPrivateTopic optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
+     */
+    subscribe(wsEvents, isPrivateTopic) {
+        const wsEventArgs = Array.isArray(wsEvents) ? wsEvents : [wsEvents];
+        const topicRequestsByWsKey = {};
+        // Format and batch topic requests by WsKey (resolved dynamically)
+        wsEventArgs.forEach((wsEvent) => {
+            const { channel, ...payload } = wsEvent;
+            const normalisedEvent = {
+                topic: channel,
+                payload,
+            };
+            const wsKey = getWsKeyForTopicChannel(this.options.market, channel, isPrivateTopic);
+            // Arrange into per-wsKey sorted lists
+            if (!topicRequestsByWsKey[wsKey]) {
+                topicRequestsByWsKey[wsKey] = [];
+            }
+            topicRequestsByWsKey[wsKey].push(normalisedEvent);
+        });
+        const subscribeRequestPromises = [];
+        for (const wsKeyUntyped in topicRequestsByWsKey) {
+            subscribeRequestPromises.push(this.subscribeTopicsForWsKey(topicRequestsByWsKey[wsKeyUntyped], wsKeyUntyped));
+        }
+        return subscribeRequestPromises;
+    }
+    /**
+     * Unsubscribe from topics & remove them from memory. They won't be re-subscribed to if the connection reconnects.
+     * @param wsTopics topic or list of topics
+     * @param isPrivateTopic optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
+     */
+    unsubscribe(wsEvents, isPrivateTopic) {
+        const wsEventArgs = Array.isArray(wsEvents) ? wsEvents : [wsEvents];
+        const topicRequestsByWsKey = {};
+        // Format and batch topic requests by WsKey (resolved dynamically)
+        wsEventArgs.forEach((wsEvent) => {
+            const { channel, ...payload } = wsEvent;
+            const normalisedEvent = {
+                topic: channel,
+                payload,
+            };
+            const wsKey = getWsKeyForTopicChannel(this.options.market, channel, isPrivateTopic);
+            // Arrange into per-wsKey sorted lists
+            if (!topicRequestsByWsKey[wsKey]) {
+                topicRequestsByWsKey[wsKey] = [];
+            }
+            topicRequestsByWsKey[wsKey].push(normalisedEvent);
+        });
+        const unsubscribeRequestPromises = [];
+        for (const wsKeyUntyped in topicRequestsByWsKey) {
+            unsubscribeRequestPromises.push(this.unsubscribeTopicsForWsKey(topicRequestsByWsKey[wsKeyUntyped], wsKeyUntyped));
+        }
+        return unsubscribeRequestPromises;
+    }
+    /**
+     *
+     *
+     * Internal methods required to integrate with the BaseWSClient
+     *
+     *
+     */
+    getMarketWsKey(type) {
+        // returns private or business ws key for the active api market
+        // defaults to global
+        // automatically resolves to demo trading wsKeys under the hood (WSClient)
+        const isPrivateType = type === 'private';
+        const isBusinessType = type === 'business';
+        switch (this.options.market) {
+            case 'EEA': {
+                return isPrivateType
+                    ? WS_KEY_MAP.eeaLivePrivate
+                    : isBusinessType
+                        ? WS_KEY_MAP.eeaLiveBusiness
+                        : WS_KEY_MAP.eeaLivePublic;
+            }
+            case undefined:
+            case 'prod':
+            case 'GLOBAL': {
+                return isPrivateType
+                    ? WS_KEY_MAP.eeaLivePrivate
+                    : isBusinessType
+                        ? WS_KEY_MAP.eeaLiveBusiness
+                        : WS_KEY_MAP.eeaLivePublic;
+            }
+            case 'US': {
+                return isPrivateType
+                    ? WS_KEY_MAP.usLivePrivate
+                    : isBusinessType
+                        ? WS_KEY_MAP.usLiveBusiness
+                        : WS_KEY_MAP.usLivePublic;
+            }
+            default: {
+                throw neverGuard(this.options.market, `Unhandled market type "${this.options.market}"`);
+            }
+        }
+    }
+    sendPingEvent(wsKey) {
+        this.tryWsSend(wsKey, 'ping');
+    }
+    sendPongEvent(wsKey) {
+        this.tryWsSend(wsKey, 'pong');
+    }
+    isWsPing(data) {
+        if (data?.data === 'ping') {
+            return true;
+        }
+        return false;
+    }
+    isWsPong(data) {
+        return isWsPong(data);
+    }
+    isPrivateTopicRequest(_request, wsKey) {
+        return PRIVATE_WS_KEYS.includes(wsKey);
+    }
+    getPrivateWSKeys() {
+        return PRIVATE_WS_KEYS;
+    }
+    isAuthOnConnectWsKey(wsKey) {
+        return PRIVATE_WS_KEYS.includes(wsKey);
+    }
+    async getWsUrl(wsKey) {
+        return getWsUrlForWsKey(wsKey, this.options, this.logger);
+    }
+    getMaxTopicsPerSubscribeEvent() {
+        return null;
+    }
+    /**
+     * @returns one or more correctly structured request events for performing a operations over WS. This can vary per exchange spec.
+     */
+    async getWsRequestEvents(operation, requests) {
+        const wsRequestBuildingErrors = [];
+        const topics = requests.map((r) => r.topic + ',' + Object.values(r.payload || {}).join(','));
+        // Previously used to track topics in a request. Keeping this for subscribe/unsubscribe requests, no need for incremental values
+        const req_id = ['subscribe', 'unsubscribe'].includes(operation) && topics.length
+            ? topics.join(',')
+            : this.getNewRequestId().toFixed();
+        /**
+          {
+            "op":"subscribe",
+            "args":[
+                {
+                  "channel": "tickers",
+                  "instId": "BTC-USDT"
+                },
+                {
+                  "channel": "tickers",
+                  "instId": "BTC-USDT"
+                }
+            ]
+          }
+        */
+        const wsEvent = {
+            id: `${this.getNewRequestId()}`,
+            op: operation,
+            args: requests.map((request) => {
+                // const request = {
+                //   topic: 'tickers',
+                //   payload: { instId: 'BTC-USDT' },
+                // };
+                // becomes:
+                // const request = {
+                //   channel: 'ticker',
+                //   instId: 'BTC-USDT',
+                // };
+                return {
+                    channel: request.topic,
+                    ...request.payload,
+                };
+            }),
+        };
+        const midflightWsEvent = {
+            requestKey: req_id,
+            requestEvent: wsEvent,
+        };
+        if (wsRequestBuildingErrors.length) {
+            const label = wsRequestBuildingErrors.length === requests.length ? 'all' : 'some';
+            this.logger.error(`Failed to build/send ${wsRequestBuildingErrors.length} event(s) for ${label} WS requests due to exceptions`, {
+                ...WS_LOGGER_CATEGORY,
+                wsRequestBuildingErrors,
+                wsRequestBuildingErrorsStringified: JSON.stringify(wsRequestBuildingErrors, null, 2),
+            });
+        }
+        return [midflightWsEvent];
+    }
+    async signMessage(paramsStr, secret, method, algorithm) {
+        if (typeof this.options.customSignMessageFn === 'function') {
+            return this.options.customSignMessageFn(paramsStr, secret);
+        }
+        return await signMessage(paramsStr, secret, method, algorithm);
+    }
+    async getWsAuthRequestEvent(wsKey) {
+        const isPublicWsKey = PUBLIC_WS_KEYS.includes(wsKey);
+        const accounts = this.options.accounts;
+        const hasAccountsToAuth = !!accounts?.length;
+        if (isPublicWsKey || !accounts || !hasAccountsToAuth) {
+            this.logger.trace('Starting public only websocket client.', {
+                ...WS_LOGGER_CATEGORY,
+                wsKey,
+                isPublicWsKey,
+                hasAccountsToAuth,
+            });
+            throw new Error('Cannot auth - missing api or secret or pass in config');
+        }
+        try {
+            const authAccountRequests = accounts.map(async (credentials) => {
+                try {
+                    const { signature, timestamp } = await this.getWsAuthSignature(wsKey, credentials);
+                    return {
+                        apiKey: credentials.apiKey,
+                        passphrase: credentials.apiPass,
+                        timestamp: timestamp,
+                        sign: signature,
+                    };
+                }
+                catch (e) {
+                    this.logger.error(`Account with key ${credentials.apiKey} could not be authenticated: ${e}`, e?.stack);
+                }
+                return;
+            });
+            const signedAuthAccountRequests = await Promise.all(authAccountRequests);
+            // Filter out failed accounts
+            const authRequests = signedAuthAccountRequests.filter((request) => !!request);
+            const authParams = {
+                id: `${this.getNewRequestId()}`,
+                op: 'login',
+                args: authRequests,
+            };
+            return authParams;
+        }
+        catch (e) {
+            this.logger.error({
+                ...WS_LOGGER_CATEGORY,
+                wsKey,
+                error: e,
+            });
+            throw e;
+        }
+    }
+    async getWsAuthSignature(wsKey, credentials) {
+        const { apiKey, apiSecret } = credentials;
+        if (!apiKey || !apiSecret) {
+            this.logger.info('Cannot authenticate websocket, either api or secret missing.', { ...WS_LOGGER_CATEGORY, wsKey });
+            throw new Error(`Cannot auth - missing api or secret in config (key: ${apiKey})`);
+        }
+        this.logger.trace("Getting auth'd request params", {
+            ...WS_LOGGER_CATEGORY,
+            wsKey,
+        });
+        const timestamp = (Date.now() / 1000).toFixed(0);
+        // const signatureExpiresAt = timestamp + 5;
+        const signatureRequest = timestamp + 'GET' + '/users/self/verify';
+        const signature = await this.signMessage(signatureRequest, apiSecret, 'base64', 'SHA-256');
+        return {
+            signature,
+            timestamp,
+        };
+    }
+    /**
+     * Abstraction called to sort ws events into emittable event types (response to a request, data update, etc)
+     */
+    resolveEmittableEvents(wsKey, event) {
+        const results = [];
+        const logContext = {
+            ...WS_LOGGER_CATEGORY,
+            wsKey,
+            method: 'resolveEmittableEvents',
+        };
+        try {
+            const msg = JSON.parse(event.data);
+            const emittableEvent = { ...msg, wsKey };
+            /**
+             * WS API response handling
+             */
+            if (isWSAPIResponse(emittableEvent)) {
+                // const eg1 = {
+                //   id: '2',
+                //   op: 'order',
+                //   code: '1',
+                //   msg: '',
+                //   data: [
+                //     {
+                //       tag: '159881cb7207BCDE',
+                //       ts: '1753783406701',
+                //       ordId: '',
+                //       clOrdId: '',
+                //       sCode: '51008',
+                //       sMsg: 'Order failed. Insufficient USDT balance in account.',
+                //     },
+                //   ],
+                //   inTime: '1753783406701275',
+                //   outTime: '1753783406702251',
+                //   wsKey: 'prodPrivate',
+                // };
+                const retCode = emittableEvent.code;
+                const reqId = emittableEvent.id;
+                const isError = retCode !== '0';
+                // check getPromiseRefForWSAPIRequest
+                const promiseRef = [emittableEvent.id, emittableEvent.op].join('_');
+                const loggableContext = {
+                    wsKey,
+                    promiseRef,
+                    parsedEvent: emittableEvent,
+                };
+                if (!reqId) {
+                    this.logger.error('WS API response is missing reqId - promisified workflow could get stuck. If this happens, please get in touch with steps to reproduce. Trace:', loggableContext);
+                }
+                if (isError) {
+                    try {
+                        this.getWsStore().rejectDeferredPromise(wsKey, promiseRef, emittableEvent, true);
+                    }
+                    catch (e) {
+                        this.logger.error('Exception trying to reject WSAPI promise', {
+                            ...loggableContext,
+                            error: e,
+                        });
+                    }
+                    results.push({
+                        eventType: 'exception',
+                        event: emittableEvent,
+                        isWSAPIResponse: true,
+                    });
+                    return results;
+                }
+                // WS API Success
+                try {
+                    this.getWsStore().resolveDeferredPromise(wsKey, promiseRef, emittableEvent, true);
+                }
+                catch (e) {
+                    this.logger.error('Exception trying to resolve WSAPI promise', {
+                        ...loggableContext,
+                        error: e,
+                    });
+                }
+                results.push({
+                    eventType: 'response',
+                    event: emittableEvent,
+                    isWSAPIResponse: true,
+                });
+                return results;
+            }
+            if (isWsErrorEvent(msg)) {
+                this.logger.error('WS Error received', {
+                    ...logContext,
+                    wsKey,
+                    message: msg || 'no message',
+                    // messageType: typeof msg,
+                    // messageString: JSON.stringify(msg),
+                    event,
+                });
+                results.push({
+                    eventType: 'exception',
+                    event: emittableEvent,
+                });
+                return results;
+            }
+            if (isWsDataEvent(msg)) {
+                results.push({
+                    eventType: 'update',
+                    event: emittableEvent,
+                });
+                return results;
+            }
+            if (isWsLoginEvent(msg)) {
+                // Successfully authenticated
+                if (msg.code === WS_EVENT_CODE_ENUM.OK) {
+                    this.logger.info(`Authenticated successfully on wsKey(${wsKey})`, logContext);
+                    results.push({
+                        eventType: 'response',
+                        event: emittableEvent,
+                    });
+                    results.push({
+                        eventType: 'authenticated',
+                        event: emittableEvent,
+                    });
+                    return results;
+                }
+                this.logger.error('Authentication failed: ', {
+                    ...logContext,
+                    ...msg,
+                    wsKey,
+                });
+                results.push({
+                    eventType: 'exception',
+                    event: emittableEvent,
+                });
+                return results;
+            }
+            if (isWsSubscribeEvent(msg) || isWsUnsubscribeEvent(msg)) {
+                results.push({
+                    eventType: 'response',
+                    event: emittableEvent,
+                });
+                // this.logger.trace(`Ws subscribe reply:`, { ...msg, wsKey });
+                return results;
+            }
+            if (isConnCountEvent(msg)) {
+                results.push({
+                    eventType: 'response',
+                    event: emittableEvent,
+                });
+                return results;
+            }
+            this.logger.info('Unhandled/unrecognised ws event message', {
+                ...WS_LOGGER_CATEGORY,
+                message: msg || 'no message',
+                // messageType: typeof msg,
+                // messageString: JSON.stringify(msg),
+                event,
+                wsKey,
+            });
+            // fallback emit anyway
+            results.push({
+                eventType: 'update',
+                event: emittableEvent,
+            });
+            return results;
+        }
+        catch (e) {
+            this.logger.error('Failed to parse ws event message', {
+                ...WS_LOGGER_CATEGORY,
+                error: e,
+                event,
+                wsKey,
+            });
+        }
+        return results;
+    }
+    /**
+     * OKX supports order placement via WebSockets. This is the WS API:
+     * https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-place-order
+     *
+     * For convenient promise-wrapped usage of the WS API, instance the WebsocketAPIClient class exported by this SDK.
+     *
+     * For demo trading, set demoTrading:true in the WS Client config.
+     *
+     * @returns a promise that resolves/rejects when a matching response arrives
+     */
+    async sendWSAPIRequest(rawWsKey, operation, params, requestFlags) {
+        // If demo trading, enforce demo wskey for WS API calls
+        const wsKey = this.options.demoTrading ? getDemoWsKey(rawWsKey) : rawWsKey;
+        this.logger.trace(`sendWSAPIRequest(): assert "${wsKey}" is connected`);
+        await this.assertIsConnected(wsKey);
+        this.logger.trace('sendWSAPIRequest()->assertIsConnected() ok');
+        if (requestFlags?.authIsOptional !== true) {
+            this.logger.trace('sendWSAPIRequest(): assertIsAuthenticated(${wsKey})...');
+            await this.assertIsAuthenticated(wsKey);
+            this.logger.trace('sendWSAPIRequest(): assertIsAuthenticated(${wsKey}) ok');
+        }
+        const request = {
+            id: `${this.getNewRequestId()}`,
+            op: operation,
+            // Ensure "args" is always wrapped as array
+            args: Array.isArray(params) ? params : [params],
+        };
+        if (requestFlags?.expTime) {
+            request.expTime = requestFlags.expTime;
+        }
+        if (requiresWSAPITag(operation, wsKey)) {
+            validateWSAPITag(request, wsKey);
+        }
+        // Store deferred promise, resolved within the "resolveEmittableEvents" method while parsing incoming events
+        const promiseRef = getPromiseRefForWSAPIRequest(request);
+        const deferredPromise = this.getWsStore().createDeferredPromise(wsKey, promiseRef, false);
+        // Enrich returned promise with request context for easier debugging
+        deferredPromise.promise
+            ?.then((res) => {
+            if (!Array.isArray(res)) {
+                res.request = {
+                    wsKey,
+                    ...request,
+                };
+            }
+            return res;
+        })
+            .catch((e) => {
+            if (typeof e === 'string') {
+                this.logger.error('Unexpected string thrown without Error object:', {
+                    e,
+                    wsKey,
+                    request,
+                });
+                return e;
+            }
+            e.request = {
+                wsKey,
+                operation,
+                params: params,
+            };
+            // throw e;
+            return e;
+        });
+        this.logger.trace(`sendWSAPIRequest(): sending raw request: ${JSON.stringify(request, null, 2)}`);
+        // Send event
+        const throwExceptions = false;
+        this.tryWsSend(wsKey, JSON.stringify(request), throwExceptions);
+        this.logger.trace(`sendWSAPIRequest(): sent "${operation}" event with promiseRef(${promiseRef})`);
+        // Return deferred promise, so caller can await this call
+        return deferredPromise.promise;
+    }
+}
+//# sourceMappingURL=websocket-client.js.map

package/dist/mjs/websocket-client.js.map

@@ -0,0 +1 @@
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