perp-cli 0.11.0 → 0.12.0

package/dist/ws/market-feed.js

@@ -1,227 +0,0 @@
-/**
- * Unified market data feeds for CLI streaming commands.
- *
- * - Hyperliquid: native WebSocket (allMids, l2Book, trades, candle)
- * - Lighter: REST polling (no public market data WS)
- * - Pacifica: handled via existing PacificaWSClient in stream.ts
- */
-import { EventEmitter } from "events";
-// ── Hyperliquid Market Feed (native WebSocket) ──
-export class HyperliquidMarketFeed extends EventEmitter {
-    ws = null;
-    closed = false;
-    reconnectTimer = null;
-    subs = [];
-    get wsUrl() { return "wss://api.hyperliquid.xyz/ws"; }
-    async connect() {
-        const { WebSocket } = await import("ws");
-        return new Promise((resolve, reject) => {
-            this.ws = new WebSocket(this.wsUrl);
-            this.ws.on("open", () => {
-                // Re-subscribe on reconnect
-                for (const sub of this.subs)
-                    this.send({ method: "subscribe", subscription: sub });
-                this.emit("connected");
-                resolve();
-            });
-            this.ws.on("error", (err) => {
-                if (!this.closed)
-                    reject(err);
-            });
-            this.ws.on("close", () => {
-                if (!this.closed) {
-                    this.emit("disconnected");
-                    this.scheduleReconnect();
-                }
-            });
-            this.ws.on("message", (raw) => {
-                try {
-                    this.handleMessage(JSON.parse(String(raw)));
-                }
-                catch { /* ignore */ }
-            });
-        });
-    }
-    send(data) {
-        if (this.ws?.readyState === 1)
-            this.ws.send(JSON.stringify(data));
-    }
-    sub(subscription) {
-        this.subs.push(subscription);
-        this.send({ method: "subscribe", subscription });
-    }
-    scheduleReconnect() {
-        if (this.closed)
-            return;
-        this.reconnectTimer = setTimeout(async () => {
-            try {
-                await this.connect();
-            }
-            catch {
-                this.scheduleReconnect();
-            }
-        }, 3000);
-    }
-    subscribePrices() { this.sub({ type: "allMids" }); }
-    subscribeBook(symbol) { this.sub({ type: "l2Book", coin: symbol.toUpperCase() }); }
-    subscribeTrades(symbol) { this.sub({ type: "trades", coin: symbol.toUpperCase() }); }
-    subscribeCandle(symbol, interval) {
-        this.sub({ type: "candle", coin: symbol.toUpperCase(), interval });
-    }
-    handleMessage(msg) {
-        const channel = String(msg.channel ?? "");
-        const data = msg.data;
-        if (!data)
-            return;
-        if (channel === "allMids") {
-            const mids = (data.mids ?? data);
-            const updates = Object.entries(mids).map(([symbol, mid]) => ({
-                symbol, mid: Number(mid),
-            }));
-            this.emit("prices", updates);
-        }
-        else if (channel === "l2Book") {
-            const d = data;
-            const levels = d.levels;
-            if (levels) {
-                this.emit("book", {
-                    bids: levels[0].map((l) => [l.px, l.sz]),
-                    asks: levels[1].map((l) => [l.px, l.sz]),
-                });
-            }
-        }
-        else if (channel === "trades") {
-            const trades = Array.isArray(data) ? data : [];
-            for (const t of trades) {
-                // HL side: "A" = sell (ask), "B" = buy (bid)
-                const rawSide = String(t.side ?? "");
-                this.emit("trade", {
-                    side: rawSide === "A" ? "sell" : rawSide === "B" ? "buy" : rawSide,
-                    price: String(t.px ?? ""),
-                    size: String(t.sz ?? ""),
-                    time: Number(t.time ?? Date.now()),
-                });
-            }
-        }
-        else if (channel === "candle") {
-            const d = data;
-            this.emit("candle", {
-                o: String(d.o ?? ""), h: String(d.h ?? ""), l: String(d.l ?? ""),
-                c: String(d.c ?? ""), v: String(d.v ?? ""), t: Number(d.t ?? 0),
-            });
-        }
-    }
-    close() {
-        this.closed = true;
-        if (this.reconnectTimer)
-            clearTimeout(this.reconnectTimer);
-        if (this.ws) {
-            this.ws.close();
-            this.ws = null;
-        }
-    }
-}
-// ── Lighter Market Feed (REST polling) ──
-const LIGHTER_BASE = "https://mainnet.zklighter.elliot.ai/api/v1";
-export class LighterMarketFeed extends EventEmitter {
-    closed = false;
-    timers = [];
-    marketMap = new Map();
-    pricesMs;
-    bookMs;
-    candleMs;
-    constructor(opts) {
-        super();
-        this.pricesMs = opts?.pricesIntervalMs ?? 3000;
-        this.bookMs = opts?.bookIntervalMs ?? 2000;
-        this.candleMs = opts?.candleIntervalMs ?? 5000;
-    }
-    async connect() {
-        const res = await fetch(`${LIGHTER_BASE}/orderBookDetails`);
-        const json = await res.json();
-        for (const m of json.order_book_details ?? []) {
-            if (m.market_type === "perp")
-                this.marketMap.set(m.symbol.toUpperCase(), m.market_id);
-        }
-        this.emit("connected");
-    }
-    getMarketId(symbol) {
-        const id = this.marketMap.get(symbol.toUpperCase());
-        if (id === undefined)
-            throw new Error(`Unknown Lighter market: ${symbol}`);
-        return id;
-    }
-    poll(fn, intervalMs) {
-        fn().catch(() => { });
-        this.timers.push(setInterval(() => { if (!this.closed)
-            fn().catch(() => { }); }, intervalMs));
-    }
-    subscribePrices() {
-        this.poll(async () => {
-            const res = await fetch(`${LIGHTER_BASE}/orderBookDetails`);
-            const json = await res.json();
-            const updates = (json.order_book_details ?? [])
-                .filter(m => m.market_type === "perp")
-                .map(m => ({ symbol: m.symbol, mid: m.last_trade_price }));
-            this.emit("prices", updates);
-        }, this.pricesMs);
-    }
-    subscribeBook(symbol) {
-        const marketId = this.getMarketId(symbol);
-        this.poll(async () => {
-            const res = await fetch(`${LIGHTER_BASE}/orderBookOrders?market_id=${marketId}&limit=20`);
-            const json = await res.json();
-            this.emit("book", {
-                bids: (json.bids ?? []).map(b => [b.price, b.remaining_base_amount]),
-                asks: (json.asks ?? []).map(a => [a.price, a.remaining_base_amount]),
-            });
-        }, this.bookMs);
-    }
-    subscribeTrades(symbol) {
-        const marketId = this.getMarketId(symbol);
-        let lastTid = 0;
-        this.poll(async () => {
-            const res = await fetch(`${LIGHTER_BASE}/recentTrades?market_id=${marketId}&limit=20`);
-            const json = await res.json();
-            for (const t of json.trades ?? []) {
-                if (t.timestamp > lastTid) {
-                    lastTid = t.timestamp;
-                    this.emit("trade", {
-                        side: t.is_maker_ask ? "buy" : "sell",
-                        price: t.price,
-                        size: t.size,
-                        time: t.timestamp,
-                    });
-                }
-            }
-        }, this.bookMs);
-    }
-    subscribeCandle(symbol, interval) {
-        const marketId = this.getMarketId(symbol);
-        this.poll(async () => {
-            const now = Math.floor(Date.now() / 1000);
-            const res = await fetch(`${LIGHTER_BASE}/candles?market_id=${marketId}&resolution=${interval}&count_back=1&end_timestamp=${now}`);
-            const json = await res.json();
-            const c = json.candles?.[0];
-            if (c) {
-                this.emit("candle", {
-                    o: c.open, h: c.high, l: c.low, c: c.close, v: c.volume, t: c.timestamp,
-                });
-            }
-        }, this.candleMs);
-    }
-    close() {
-        this.closed = true;
-        for (const t of this.timers)
-            clearInterval(t);
-        this.timers = [];
-    }
-}
-// ── Factory ──
-export function createMarketFeed(exchange) {
-    if (exchange === "hyperliquid")
-        return new HyperliquidMarketFeed();
-    if (exchange === "lighter")
-        return new LighterMarketFeed();
-    throw new Error(`Use PacificaWSClient for pacifica, not createMarketFeed`);
-}