okx-api 2.0.7 → 3.0.0-beta.1

package/dist/mjs/util/BaseRestClient.js

@@ -0,0 +1,236 @@
+import axios from 'axios';
+import { Agent } from 'https';
+import { getRestBaseUrl, programId, programKey, serializeParams, } from './requestUtils.js';
+import { isRawAPIResponse } from './typeGuards.js';
+import { checkWebCryptoAPISupported, signMessage, } from './webCryptoAPI.js';
+// axios.interceptors.request.use((request) => {
+//   console.log(new Date(), 'Starting Request', JSON.stringify(request, null, 2));
+//   return request;
+// });
+// axios.interceptors.response.use((response) => {
+//   // console.log(new Date(), 'Response:', JSON.stringify(response, null, 2));
+//   console.log(
+//     new Date(),
+//     'Response:',
+//     JSON.stringify(
+//       {
+//         data: response.data,
+//         headers: response.headers,
+//       },
+//       null,
+//       2,
+//     ),
+//   );
+//   return response;
+// });
+export const MISSING_CREDENTIALS_ERROR = 'Private endpoints require api and secret to be provided in the REST client constructor';
+export default class BaseRestClient {
+    options;
+    baseUrl;
+    globalRequestOptions;
+    apiKey;
+    apiSecret;
+    apiPassphrase;
+    constructor(options = {}, requestOptions = {}) {
+        // this.environment = environment;
+        this.options = {
+            // if true, we'll throw errors if any params are undefined
+            strict_param_validation: false,
+            market: 'prod',
+            ...options,
+        };
+        this.baseUrl = getRestBaseUrl(options.market || 'prod', options);
+        const hasOneCredential = options.apiKey || options.apiSecret || options.apiPass;
+        const hasAllCredentials = !!options.apiKey && !!options.apiSecret && !!options.apiPass;
+        // Allow empty object
+        if (hasOneCredential && !hasAllCredentials) {
+            throw new Error('API Key, Secret AND Passphrase are ALL required for private enpoints');
+        }
+        if (hasAllCredentials && !this.options.customSignMessageFn) {
+            // Provide a user friendly error message if the user is using an outdated Node.js version (where Web Crypto API is not available).
+            // A few users have been caught out by using the end-of-life Node.js v18 release.
+            checkWebCryptoAPISupported();
+        }
+        this.globalRequestOptions = {
+            // in ms == 5 minutes by default
+            timeout: 1000 * 60 * 5,
+            // custom request options based on axios specs - see: https://github.com/axios/axios#request-config
+            ...requestOptions,
+        };
+        if (!this.globalRequestOptions.headers) {
+            this.globalRequestOptions.headers = {};
+        }
+        if (options.market === 'demo') {
+            throw new Error('ERROR: to use demo trading, set the "demoTrading: true" flag in the constructor');
+        }
+        //  Note: `x-simulated-trading: 1` needs to be added to the header of the Demo Trading request.
+        if (options.demoTrading) {
+            this.globalRequestOptions.headers['x-simulated-trading'] = 1;
+        }
+        this.globalRequestOptions.headers['Content-Type'] = 'application/json';
+        this.globalRequestOptions.headers['Accept'] = 'application/json';
+        // If enabled, configure a https agent with keepAlive enabled
+        if (this.options.keepAlive) {
+            // Extract existing https agent parameters, if provided, to prevent the keepAlive flag from overwriting an existing https agent completely
+            const existingHttpsAgent = this.globalRequestOptions.httpsAgent;
+            const existingAgentOptions = existingHttpsAgent?.options || {};
+            // For more advanced configuration, raise an issue on GitHub or use the "requestOptions"
+            // parameter to define a custom httpsAgent with the desired properties
+            this.globalRequestOptions.httpsAgent = new Agent({
+                ...existingAgentOptions,
+                keepAlive: true,
+                keepAliveMsecs: this.options.keepAliveMsecs,
+            });
+        }
+        this.apiKey = options?.apiKey;
+        this.apiSecret = options?.apiSecret;
+        this.apiPassphrase = options?.apiPass;
+    }
+    get(endpoint, params) {
+        return this._call('GET', endpoint, params, true);
+    }
+    post(endpoint, params) {
+        return this._call('POST', endpoint, params, true);
+    }
+    getPrivate(endpoint, params) {
+        return this._call('GET', endpoint, params, false);
+    }
+    postPrivate(endpoint, params) {
+        return this._call('POST', endpoint, Array.isArray(params)
+            ? params.map((p) => ({ ...p, [programKey]: programId }))
+            : { ...params, [programKey]: programId }, false);
+    }
+    deletePrivate(endpoint, params) {
+        return this._call('DELETE', endpoint, params, false);
+    }
+    /**
+     * Make a HTTP request to a specific endpoint. Private endpoints are automatically signed.
+     */
+    async _call(method, endpoint, params, isPublicApi) {
+        const options = {
+            ...this.globalRequestOptions,
+            url: [this.baseUrl, endpoint].join(endpoint.startsWith('/') ? '' : '/'),
+            method: method,
+            json: true,
+        };
+        // Delete any params without value
+        if (params) {
+            for (const key in params) {
+                if (typeof params[key] === 'undefined') {
+                    delete params[key];
+                }
+            }
+        }
+        const tsISO = new Date().toISOString();
+        const signResult = await this.signRequest(isPublicApi, tsISO, method, endpoint, params);
+        if (!options.headers) {
+            options.headers = {};
+        }
+        if (!isPublicApi) {
+            options.headers['OK-ACCESS-KEY'] = this.apiKey;
+            options.headers['OK-ACCESS-SIGN'] = signResult.sign;
+            options.headers['OK-ACCESS-TIMESTAMP'] = tsISO;
+            options.headers['OK-ACCESS-PASSPHRASE'] = this.apiPassphrase;
+        }
+        if (method === 'GET') {
+            options.params = signResult.requestBody;
+        }
+        else {
+            options.data = signResult.requestBody;
+        }
+        // console.log(new Date(), 'request: ', {
+        // url: options.url,
+        // method,
+        // params: signResult.requestBody,
+        // sign: signResult.sign,
+        //   options,
+        // });
+        return axios(options)
+            .then((response) => {
+            // Check this is an API response without an error code.
+            // If so, resolve the nested data property, else throw the full response body
+            if (isRawAPIResponse(response.data) &&
+                response.status == 200 &&
+                response.data?.code === '0') {
+                return response.data.data;
+            }
+            // console.log('request: ', JSON.stringify(options, null, 2));
+            // console.log(
+            //   'bad response: ',
+            //   JSON.stringify(
+            //     {
+            //       data: response.data,
+            //       headers: response.headers,
+            //     },
+            //     null,
+            //     2
+            //   )
+            // );
+            // Also throw if API returned error code
+            // This API error thrown by the exchange will be post-processed by the exception parser
+            throw { response };
+        })
+            .catch((e) => this.parseException(e));
+    }
+    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);
+    }
+    /**
+     * Sign request
+     */
+    async signRequest(isPublicApi, tsISO, method, endpoint, params) {
+        const res = {
+            requestBody: params,
+            method,
+            endpoint,
+            sign: '',
+        };
+        if (isPublicApi) {
+            return res;
+        }
+        if (!this.apiKey || !this.apiSecret || !this.apiPassphrase) {
+            throw new Error(MISSING_CREDENTIALS_ERROR);
+        }
+        const serializedParams = serializeParams(params, method, this.options.strict_param_validation);
+        const message = tsISO + method + endpoint + serializedParams;
+        // console.log(new Date(), `Sign params: `, {
+        //   message,
+        //   secret: this.apiSecret,
+        // });
+        return {
+            ...res,
+            sign: await this.signMessage(message, this.apiSecret, 'base64', 'SHA-256'),
+        };
+    }
+    /**
+     * Generic handler to parse request exceptions
+     */
+    parseException(e) {
+        if (this.options.parse_exceptions === false) {
+            throw e;
+        }
+        // Something happened in setting up the request that triggered an Error
+        if (!e.response) {
+            if (!e.request) {
+                throw e.message;
+            }
+            // request made but no response received
+            throw e;
+        }
+        // The request was made and the server responded with a status code
+        // that falls out of the range of 2xx
+        const response = e.response;
+        throw response.data;
+        // throw {
+        //   status: response.status,
+        //   statusText: response.statusText,
+        //   data: response.data,
+        //   headers: response.headers,
+        //   requestOptions: this.options,
+        // };
+    }
+}
+//# sourceMappingURL=BaseRestClient.js.map

package/dist/mjs/util/BaseRestClient.js.map

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package/dist/mjs/util/BaseWSClient.d.ts

@@ -0,0 +1,198 @@
+import EventEmitter from 'events';
+import WebSocket from 'isomorphic-ws';
+import { WSOperation } from '../types/websockets/ws-api.js';
+import { MessageEventLike } from '../types/websockets/ws-events.js';
+import { WebsocketClientOptions, WSClientConfigurableOptions } from '../types/websockets/ws-general.js';
+import { DefaultLogger } from './logger.js';
+import { WsTopicRequest, WsTopicRequestOrStringTopic } from './websocket-util.js';
+import WsStore from './WsStore.js';
+import { WSConnectedResult } from './WsStore.types.js';
+export interface WSClientEventMap<WsKey extends string, TWSUpdateEventData = any> {
+    /** Connection opened. If this connection was previously opened and reconnected, expect the reconnected event instead */
+    open: (evt: {
+        wsKey: WsKey;
+        event: any;
+        wsUrl: string;
+        ws: WebSocket;
+    }) => void;
+    /** Reconnecting a dropped connection */
+    reconnect: (evt: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+    /** Successfully reconnected a connection that dropped */
+    reconnected: (evt: {
+        wsKey: WsKey;
+        event: any;
+        wsUrl: string;
+        ws: WebSocket;
+    }) => void;
+    /** Connection closed */
+    close: (evt: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+    /** Received reply to websocket command (e.g. after subscribing to topics) */
+    response: (response: any & {
+        wsKey: WsKey;
+    }) => void;
+    /** Received data for topic */
+    update: (response: any & {
+        wsKey: WsKey;
+    }) => void;
+    /** Exception from ws client OR custom listeners (e.g. if you throw inside your event handler) */
+    exception: (response: TWSUpdateEventData & {
+        wsKey: WsKey;
+    }) => void;
+    /** Confirmation that a connection successfully authenticated */
+    authenticated: (event: {
+        wsKey: WsKey;
+        event: any;
+    }) => void;
+}
+export interface BaseWebsocketClient<TWSKey extends string, TWSRequestEvent extends object, TWSUpdateEventData = any> {
+    on<U extends keyof WSClientEventMap<TWSKey, TWSUpdateEventData>>(event: U, listener: WSClientEventMap<TWSKey, TWSUpdateEventData>[U]): this;
+    emit<U extends keyof WSClientEventMap<TWSKey, TWSUpdateEventData>>(event: U, ...args: Parameters<WSClientEventMap<TWSKey, TWSUpdateEventData>[U]>): boolean;
+}
+export interface EmittableEvent<TEvent = any> {
+    eventType: 'response' | 'update' | 'exception' | 'authenticated';
+    event: TEvent;
+    isWSAPIResponse?: boolean;
+}
+/**
+ * A midflight WS request event (e.g. subscribe to these topics).
+ *
+ * - requestKey: unique identifier for this request, if available. Can be anything as a string.
+ * - requestEvent: the raw request, as an object, that will be sent on the ws connection. This may contain multiple topics/requests in one object, if the exchange supports it.
+ */
+export interface MidflightWsRequestEvent<TEvent = object> {
+    requestKey: string;
+    requestEvent: TEvent;
+}
+export declare abstract class BaseWebsocketClient<TWSKey extends string, TWSRequestEvent extends object> extends EventEmitter {
+    /**
+     * State store to track a list of topics (topic requests) we are expected to be subscribed to if reconnected
+     */
+    private wsStore;
+    logger: DefaultLogger;
+    protected options: WebsocketClientOptions;
+    private wsApiRequestId;
+    private timeOffsetMs;
+    /**
+     * { [wsKey]: { [requestId]: request } }
+     */
+    private midflightRequestCache;
+    constructor(options?: WSClientConfigurableOptions, logger?: DefaultLogger);
+    /**
+     * Return true if this wsKey connection should automatically authenticate immediately after connecting
+     */
+    protected abstract isAuthOnConnectWsKey(wsKey: TWSKey): boolean;
+    protected abstract sendPingEvent(wsKey: TWSKey, ws: WebSocket): void;
+    protected abstract sendPongEvent(wsKey: TWSKey, ws: WebSocket): void;
+    protected abstract isWsPing(data: any): boolean;
+    protected abstract isWsPong(data: any): boolean;
+    protected abstract getWsAuthRequestEvent(wsKey: TWSKey): Promise<object>;
+    protected abstract isPrivateTopicRequest(request: WsTopicRequest<string>, wsKey: TWSKey): boolean;
+    protected abstract getPrivateWSKeys(): TWSKey[];
+    protected abstract getWsUrl(wsKey: TWSKey): Promise<string>;
+    protected abstract getMaxTopicsPerSubscribeEvent(wsKey: TWSKey): number | null;
+    /**
+     * @returns one or more correctly structured request events for performing a operations over WS. This can vary per exchange spec.
+     */
+    protected abstract getWsRequestEvents(operation: WSOperation, requests: WsTopicRequest<string>[], wsKey: TWSKey): Promise<MidflightWsRequestEvent<TWSRequestEvent>[]>;
+    /**
+     * Abstraction called to sort ws events into emittable event types (response to a request, data update, etc)
+     */
+    protected abstract resolveEmittableEvents(wsKey: TWSKey, event: MessageEventLike): EmittableEvent[];
+    /**
+     * Request connection of all dependent (public & private) websockets, instead of waiting for automatic connection by library
+     */
+    protected abstract connectAll(): Promise<WSConnectedResult | undefined>[];
+    protected isPrivateWsKey(wsKey: TWSKey): boolean;
+    /** Returns auto-incrementing request ID, used to track promise references for async requests */
+    protected getNewRequestId(): number;
+    protected abstract sendWSAPIRequest(wsKey: TWSKey, operation: string, params?: any): Promise<unknown>;
+    getTimeOffsetMs(): number;
+    setTimeOffsetMs(newOffset: number): void;
+    /**
+     * Don't call directly! Use subscribe() instead!
+     *
+     * Subscribe to one or more topics on a WS connection (identified by WS Key).
+     *
+     * - Topics are automatically cached
+     * - Connections are automatically opened, if not yet connected
+     * - Authentication is automatically handled
+     * - Topics are automatically resubscribed to, if something happens to the connection, unless you call unsubsribeTopicsForWsKey(topics, key).
+     *
+     * @param wsRequests array of topics to subscribe to
+     * @param wsKey ws key referring to the ws connection these topics should be subscribed on
+     */
+    protected subscribeTopicsForWsKey(wsTopicRequests: WsTopicRequestOrStringTopic<string>[], wsKey: TWSKey): Promise<unknown>;
+    protected unsubscribeTopicsForWsKey(wsTopicRequests: WsTopicRequestOrStringTopic<string>[], wsKey: TWSKey): Promise<unknown>;
+    /**
+     * Splits topic requests into two groups, public & private topic requests
+     */
+    private sortTopicRequestsIntoPublicPrivate;
+    /** Get the WsStore that tracks websockets & topics */
+    getWsStore(): WsStore<TWSKey, WsTopicRequest<string>>;
+    close(wsKey: TWSKey, force?: boolean): void;
+    closeAll(force?: boolean): void;
+    isConnected(wsKey: TWSKey): boolean;
+    /**
+     * Request connection to a specific websocket, instead of waiting for automatic connection.
+     */
+    connect(wsKey: TWSKey, customUrl?: string | undefined, throwOnError?: boolean): Promise<WSConnectedResult | undefined>;
+    private connectToWsUrl;
+    private parseWsError;
+    /** Get a signature, build the auth request and send it */
+    private sendAuthRequest;
+    private reconnectWithDelay;
+    private ping;
+    private clearTimers;
+    private clearPingTimer;
+    private clearPongTimer;
+    /**
+     * Returns a list of string events that can be individually sent upstream to complete subscribing/unsubscribing/etc to these topics
+     *
+     * If events are an object, these should be stringified (`return JSON.stringify(event);`)
+     * Each event returned by this will be sent one at a time
+     *
+     * Events are automatically split into smaller batches, by this method, if needed.
+     */
+    protected getWsOperationEventsForTopics(topics: WsTopicRequest<string>[], wsKey: TWSKey, operation: WSOperation): Promise<MidflightWsRequestEvent<TWSRequestEvent>[]>;
+    /**
+     * @private Use the `subscribe(topics)` method to subscribe to topics. Send WS message to subscribe to topics.
+     */
+    private requestSubscribeTopics;
+    /**
+     * @private Use the `unsubscribe(topics)` method to unsubscribe from topics. Send WS message to unsubscribe from topics.
+     */
+    private requestUnsubscribeTopics;
+    getCachedMidFlightRequest(wsKey: TWSKey, requestKey: string): TWSRequestEvent | undefined;
+    removeCachedMidFlightRequest(wsKey: TWSKey, requestKey: string): void;
+    tryWsSend(wsKey: TWSKey, wsMessage: string, throwExceptions?: boolean): void;
+    private onWsOpen;
+    /**
+     * Handle subscription to private topics _after_ authentication successfully completes asynchronously.
+     *
+     * Only used for exchanges that require auth before sending private topic subscription requests
+     */
+    private onWsAuthenticated;
+    private onWsPing;
+    private onWsPong;
+    /**
+     * Raw incoming event handler. Parsing happens in integration layer via resolveEmittableEvents().
+     */
+    private onWsMessage;
+    private onWsClose;
+    private getWs;
+    private setWsState;
+    /**
+     * Promise-driven method to assert that a ws has successfully connected (will await until connection is open)
+     */
+    assertIsConnected(wsKey: TWSKey): Promise<unknown>;
+    /**
+     * Promise-driven method to assert that a ws has been successfully authenticated (will await until auth is confirmed)
+     */
+    assertIsAuthenticated(wsKey: TWSKey): Promise<unknown>;
+}