@nexex/orderbook-client
Version:
client for @nexex/orderbook
192 lines • 9.93 kB
JavaScript
"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : new P(function (resolve) { resolve(result.value); }).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __generator = (this && this.__generator) || function (thisArg, body) {
var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
function verb(n) { return function (v) { return step([n, v]); }; }
function step(op) {
if (f) throw new TypeError("Generator is already executing.");
while (_) try {
if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
if (y = 0, t) op = [op[0] & 2, t.value];
switch (op[0]) {
case 0: case 1: t = op; break;
case 4: _.label++; return { value: op[1], done: false };
case 5: _.label++; y = op[1]; op = [0]; continue;
case 7: op = _.ops.pop(); _.trys.pop(); continue;
default:
if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
if (t[2]) _.ops.pop();
_.trys.pop(); continue;
}
op = body.call(thisArg, _);
} catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
var orderbook_1 = require("@nexex/types/orderbook");
var orderbook_2 = require("@nexex/types/tpl/orderbook");
var cerialize_1 = require("cerialize");
var rxjs_1 = require("rxjs");
var operators_1 = require("rxjs/operators");
var socket_io_client_1 = __importDefault(require("socket.io-client"));
var reqId = 0;
var OrderbookWsClient = /** @class */ (function () {
function OrderbookWsClient(config) {
var _this = this;
this.config = config;
this.socket = socket_io_client_1.default(config.url);
this.events$ = new rxjs_1.Subject();
this.socket.on('orderbook', function (event) { return _this.events$.next(_this.parse(event)); });
this.socket.on('reconnect', function () { return _this.socket.emit('subscribe', _this.lastSub); });
}
/**
* internally will subscribe two order sequence from ob service
* @param baseTokenAddr
* @param quoteTokenAddr
* @return subscribeId
* @throws error if not connected
*/
OrderbookWsClient.prototype.subscribe = function (baseTokenAddr, quoteTokenAddr) {
this.lastSub = { baseTokenAddr: baseTokenAddr.toLowerCase(), quoteTokenAddr: quoteTokenAddr.toLowerCase() };
this.socket.emit('subscribe', this.lastSub);
};
OrderbookWsClient.prototype.topOrders = function (marketId, limit, decimals) {
if (limit === void 0) { limit = 5; }
if (decimals === void 0) { decimals = 5; }
var id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_TOP_ORDERS,
params: [marketId, limit, decimals],
id: id
});
return this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return cerialize_1.Deserialize(rsp.payload, orderbook_2.OrderbookAggregateTpl); })).toPromise();
};
OrderbookWsClient.prototype.queryOrderAggregate = function (marketId, side, price) {
var id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_AG_BY_PRICE,
params: [marketId, side, price],
id: id
});
return this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return cerialize_1.Deserialize(rsp.payload, orderbook_2.OrderAggregateTpl); })).toPromise();
};
OrderbookWsClient.prototype.snapshot = function (marketId, limit) {
if (limit === void 0) { limit = 5; }
var id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_SNAPSHOT,
params: [marketId, limit],
id: id
});
return this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return cerialize_1.Deserialize(rsp.payload, orderbook_2.OrderbookTpl); })).toPromise();
};
OrderbookWsClient.prototype.reqSnapshot = function (marketId, limit) {
if (limit === void 0) { limit = 5; }
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_SNAPSHOT,
params: [marketId, limit]
});
};
OrderbookWsClient.prototype.markets = function () {
return __awaiter(this, void 0, void 0, function () {
var id;
return __generator(this, function (_a) {
id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_QUERY,
params: [],
id: id
});
return [2 /*return*/, this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return rsp.payload; })).toPromise()];
});
});
};
OrderbookWsClient.prototype.queryOrder = function (orderHash) {
return __awaiter(this, void 0, void 0, function () {
var id;
return __generator(this, function (_a) {
id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_ORDER,
params: [orderHash],
id: id
});
return [2 /*return*/, this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return cerialize_1.Deserialize(rsp.payload, orderbook_2.OrderbookOrderTpl); })).toPromise()];
});
});
};
OrderbookWsClient.prototype.queryOrderBatch = function (marketId, side, orderHashs) {
return __awaiter(this, void 0, void 0, function () {
var id;
return __generator(this, function (_a) {
id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_ORDER_BATCH,
params: [marketId, side, orderHashs],
id: id
});
return [2 /*return*/, this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return rsp.payload; })).toPromise()];
});
});
};
OrderbookWsClient.prototype.marketConfig = function (marketId) {
return __awaiter(this, void 0, void 0, function () {
var id;
return __generator(this, function (_a) {
id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.MARKET_CONFIG,
params: [marketId],
id: id
});
return [2 /*return*/, this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return rsp.payload; })).toPromise()];
});
});
};
OrderbookWsClient.prototype.placeOrder = function (orderHash, order) {
return __awaiter(this, void 0, void 0, function () {
var id;
return __generator(this, function (_a) {
id = reqId++;
this.socket.emit('rpc', {
method: orderbook_1.WsRequests.ORDER_PLACE,
params: [order],
id: id
});
return [2 /*return*/, this.events$.pipe(operators_1.filter(function (evt) { return evt.id === id; }), operators_1.first(), operators_1.map(function (rsp) { return rsp.payload; })).toPromise()];
});
});
};
OrderbookWsClient.prototype.parse = function (event) {
if (event.type === orderbook_1.ObEventTypes.NEW_ORDER_ACCEPTED) {
var payload = event.payload;
var order = cerialize_1.Deserialize(payload.order, orderbook_2.OrderbookOrderTpl);
return {
type: event.type,
payload: {
marketId: payload.marketId,
order: order
}
};
}
return event;
};
return OrderbookWsClient;
}());
exports.OrderbookWsClient = OrderbookWsClient;
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