@nexex/orderbook
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JavaScript
;
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Object.defineProperty(exports, "__esModule", { value: true });
var common_1 = require("@nestjs/common");
var types_1 = require("@nexex/types");
var orderbook_1 = require("@nexex/types/orderbook");
var orderbook_2 = require("@nexex/types/tpl/orderbook");
var Sentry = __importStar(require("@sentry/node"));
var cerialize_1 = require("cerialize");
var rxjs_1 = require("rxjs");
var operators_1 = require("rxjs/operators");
var zeromq_1 = __importDefault(require("zeromq"));
var global_model_1 = require("../global/global.model");
var logger_1 = __importDefault(require("../logger"));
var TOPIC = 'ob_event';
var ZeromqGateway = /** @class */ (function () {
function ZeromqGateway(events$, config) {
var _this = this;
this.events$ = events$;
this.config = config;
if (!this.config.isAllInOneNode) {
if (config.zmq.port) {
this.pubSock = zeromq_1.default.socket('pub');
this.pubSock.bindSync("tcp://*:" + config.zmq.port);
events$
.pipe(operators_1.filter(function (event) { return event.type === types_1.ObEventTypes.PEER_EVENT; }))
.subscribe(function (event) {
return _this.handleOutbound(__assign({}, event.payload, { source: orderbook_1.EventSource.PEER }));
});
}
if (config.zmq.nodes && config.zmq.nodes.length > 0) {
this.subSock = zeromq_1.default.socket('sub');
for (var _i = 0, _a = config.zmq.nodes; _i < _a.length; _i++) {
var node = _a[_i];
this.subSock.connect(node);
}
this.subSock.subscribe(TOPIC);
this.subSock.on('message', this.handleInbound.bind(this));
this.subSock.on('error', function (error) { return Sentry.captureException(error); });
}
}
}
ZeromqGateway.prototype.handleInbound = function (topic, message) {
return __awaiter(this, void 0, void 0, function () {
var event_1, order;
return __generator(this, function (_a) {
if (topic.toString() === TOPIC) {
event_1 = JSON.parse(message.toString());
logger_1.default.debug('peer inbound', event_1);
switch (event_1.type) {
case types_1.ObEventTypes.NEW_ORDER_ACCEPTED:
logger_1.default.debug('zmq: received peers: new order');
order = cerialize_1.Deserialize(event_1.payload.order, orderbook_2.OrderbookOrderTpl);
this.events$.next({
type: event_1.type,
payload: {
marketId: event_1.payload.marketId,
order: order
},
source: orderbook_1.EventSource.PEER
});
break;
case types_1.ObEventTypes.ORDER_BALANCE_UPDATE:
case types_1.ObEventTypes.ORDER_DELIST:
this.events$.next(__assign({}, event_1, { source: orderbook_1.EventSource.PEER }));
break;
default:
}
}
return [2 /*return*/];
});
});
};
ZeromqGateway.prototype.handleOutbound = function (payload) {
return __awaiter(this, void 0, void 0, function () {
return __generator(this, function (_a) {
logger_1.default.debug('zmq: notify peers');
this.pubSock.send([TOPIC, JSON.stringify(cerialize_1.Serialize(payload))]);
return [2 /*return*/];
});
});
};
ZeromqGateway = __decorate([
common_1.Injectable(),
__param(0, common_1.Inject('EventSubject')),
__metadata("design:paramtypes", [rxjs_1.Subject, global_model_1.ObConfig])
], ZeromqGateway);
return ZeromqGateway;
}());
exports.ZeromqGateway = ZeromqGateway;
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