@reactivemarkets/switchboard-sdk/lib/marketDataClient.js

SDK for the Reactive Markets Switchboard

"use strict";
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
    if (k2 === undefined) k2 = k;
    var desc = Object.getOwnPropertyDescriptor(m, k);
    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
      desc = { enumerable: true, get: function() { return m[k]; } };
    }
    Object.defineProperty(o, k2, desc);
}) : (function(o, m, k, k2) {
    if (k2 === undefined) k2 = k;
    o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
    Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
    o["default"] = v;
});
var __importStar = (this && this.__importStar) || function (mod) {
    if (mod && mod.__esModule) return mod;
    var result = {};
    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
    __setModuleDefault(result, mod);
    return result;
};
var __rest = (this && this.__rest) || function (s, e) {
    var t = {};
    for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0)
        t[p] = s[p];
    if (s != null && typeof Object.getOwnPropertySymbols === "function")
        for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) {
            if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i]))
                t[p[i]] = s[p[i]];
        }
    return t;
};
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.MarketDataClient = void 0;
const switchboard_api_1 = require("@reactivemarkets/switchboard-api");
const flatbuffers = __importStar(require("flatbuffers"));
const reconnecting_websocket_1 = __importDefault(require("reconnecting-websocket"));
const tiny_typed_emitter_1 = require("tiny-typed-emitter");
const domain_1 = require("./domain");
class MarketDataClient extends tiny_typed_emitter_1.TypedEmitter {
    constructor(options) {
        super();
        this.onClose = (event) => {
            this.emit("close", event.code, event.reason);
        };
        this.onError = (event) => {
            this.emit("error", event.error);
        };
        this.onOpen = () => {
            this.emit("open");
        };
        this.onMessage = (event) => {
            const byteBuffer = event.data;
            const bytes = new Uint8Array(byteBuffer);
            const buffer = new flatbuffers.ByteBuffer(bytes);
            const message = switchboard_api_1.Message.getRootAsMessage(buffer);
            const bodyType = message.bodyType();
            switch (bodyType) {
                case switchboard_api_1.Body.Heartbeat: {
                    const sendingTime = message.sendingTime();
                    const body = message.body(new switchboard_api_1.Heartbeat());
                    if (body !== null) {
                        this.emit("heartbeat", body, { sendingTime });
                    }
                    break;
                }
                case switchboard_api_1.Body.MarketDataRequestReject: {
                    const sendingTime = message.sendingTime();
                    const body = message.body(new switchboard_api_1.MarketDataRequestReject());
                    if (body !== null) {
                        this.emit("md-request-reject", body, { sendingTime });
                    }
                    break;
                }
                case switchboard_api_1.Body.MarketDataSnapshot: {
                    const sendingTime = message.sendingTime();
                    const body = message.body(new switchboard_api_1.MarketDataSnapshot());
                    if (body !== null) {
                        this.emit("md-snapshot", body, { sendingTime });
                    }
                    break;
                }
                case switchboard_api_1.Body.Reject: {
                    const sendingTime = message.sendingTime();
                    const body = message.body(new switchboard_api_1.Reject());
                    if (body !== null) {
                        this.emit("reject", body, { sendingTime });
                    }
                    break;
                }
                case switchboard_api_1.Body.TestRequest: {
                    const sendingTime = message.sendingTime();
                    const body = message.body(new switchboard_api_1.TestRequest());
                    if (body !== null) {
                        this.emit("test-request", body, { sendingTime });
                    }
                    break;
                }
            }
        };
        const { apiKey = process.env.REACTIVE_SWITCHBOARD_API_KEY, apiUrl = "wss://md.switchboard.reactivemarkets.com/v1", minReconnectionDelay = 1000 + Math.random() * 1000, WebSocketCtor } = options, rest = __rest(options, ["apiKey", "apiUrl", "minReconnectionDelay", "WebSocketCtor"]);
        const url = `${apiUrl}?api_key=${apiKey}`;
        const protocol = "fbs";
        this.websocket = new reconnecting_websocket_1.default(url, protocol, Object.assign({ WebSocket: WebSocketCtor, minReconnectionDelay }, rest));
        this.websocket.binaryType = "arraybuffer";
        this.websocket.onopen = this.onOpen;
        this.websocket.onclose = this.onClose;
        this.websocket.onerror = this.onError;
        this.websocket.onmessage = this.onMessage;
    }
    get isOpen() {
        return this.websocket.readyState === this.websocket.OPEN;
    }
    heartbeat(requestId) {
        const bytes = (0, domain_1.heartbeat)()
            .requestId(requestId)
            .build();
        this.websocket.send(bytes);
    }
    subscribe(options) {
        const bytes = (0, domain_1.marketDataRequest)()
            .markets(options.markets)
            .requestId(options.requestId)
            .subscribe()
            .build();
        this.websocket.send(bytes);
    }
    testRequest(requestId) {
        const bytes = (0, domain_1.testRequest)()
            .requestId(requestId)
            .build();
        this.websocket.send(bytes);
    }
    unsubscribe(options) {
        const bytes = (0, domain_1.marketDataRequest)()
            .markets(options.markets)
            .requestId(options.requestId)
            .unsubscribe()
            .build();
        this.websocket.send(bytes);
    }
}
exports.MarketDataClient = MarketDataClient;