@strong-roots-capital/bybit-api
Version:
TypeScript API for Bybit cryptocurrency exchange
253 lines • 15.5 kB
JavaScript
;
/**
* Note: currently only supports inverse perpetual swaps
*/
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
}) : (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 __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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) : adopt(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; }
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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 });
exports.bybitPublicWebsocket = void 0;
var util = __importStar(require("util"));
var ratlog_debug_1 = require("@strong-roots-capital/ratlog-debug");
var Console = __importStar(require("fp-ts/Console"));
var E = __importStar(require("fp-ts/Either"));
var O = __importStar(require("fp-ts/Option"));
var T = __importStar(require("fp-ts/Task"));
var TE = __importStar(require("fp-ts/TaskEither"));
var function_1 = require("fp-ts/function");
var t = __importStar(require("io-ts"));
var io_ts_types_1 = require("io-ts-types");
var PathReporter = __importStar(require("io-ts/lib/PathReporter"));
var od_1 = __importDefault(require("od"));
var rxjs_1 = require("rxjs");
var webSocket_1 = require("rxjs/webSocket");
var ts_pattern_1 = require("ts-pattern");
var ws_1 = __importDefault(require("ws"));
var unsafe_parse_1 = require("./codecs/unsafe-parse");
var BybitChannelMessage_1 = require("./codecs/ws/BybitChannelMessage");
var BybitKlineSubscriptionRequest_1 = require("./codecs/ws/BybitKlineSubscriptionRequest");
var BybitSubscriptionRequest_1 = require("./codecs/ws/BybitSubscriptionRequest");
var BybitSubscriptionResponse_1 = require("./codecs/ws/BybitSubscriptionResponse");
var BybitWebsocketMessage_1 = require("./codecs/ws/BybitWebsocketMessage");
var rest_1 = require("./rest");
var debug = {
warn: ratlog_debug_1.log.tag('warning'),
ws: ratlog_debug_1.log.tag('bybit:websocket'),
kline: ratlog_debug_1.log.tag('bybit:kline'),
};
var one = (0, unsafe_parse_1.unsafeParse)(t.Int, 1);
var wsKline = function (_a) {
var interval = _a.interval, kline = _a.kline, timestamp = _a.timestamp;
var end = od_1.default.add(interval.unit, interval.quantifier, kline.open_time);
return {
start: kline.open_time,
end: end,
open: kline.open,
close: kline.close,
high: kline.high,
low: kline.low,
volume: kline.volume,
turnover: kline.turnover,
timestamp: timestamp,
confirm: end < timestamp,
};
};
var decodeBybitChannelMessage = function (message) {
return (0, function_1.pipe)(TE.fromEither((0, io_ts_types_1.nonEmptyArray)(BybitChannelMessage_1.BybitChannelMessage).decode(message.data)), TE.chainFirstIOK(function (_) { return function () { return debug.kline(JSON.stringify(_)); }; }), TE.mapLeft((0, function_1.flow)(function (error) { return PathReporter.failure(error); }, function (errors) { return ({
type: 'unable to decode websocket message',
error: errors.join('\n'),
}); })));
};
var bybitPublicWebsocket = function (settings) {
var subscribers = new Map();
var pending = new Map();
var subject = (0, webSocket_1.webSocket)({
url: settings.testnet
? 'wss://stream-testnet.bybit.com/realtime'
: 'wss://stream.bybit.com/realtime',
// eslint-disable-next-line @typescript-eslint/no-explicit-any, @typescript-eslint/no-unsafe-assignment
WebSocketCtor: ws_1.default,
});
var restClient = (0, rest_1.bybitRestClient)({
testnet: settings.testnet,
});
function subscribe(request) {
return __awaiter(this, void 0, void 0, function () {
return __generator(this, function (_a) {
return [2 /*return*/, new Promise(function (resolve, reject) {
debug.ws(util.format('Received request to subscribe to %s %s %s', request.channel, request.symbol, request.interval));
var encodedRequest = BybitSubscriptionRequest_1.BybitSubscriptionRequest.encode(request);
if (pending.has(encodedRequest) || subscribers.has(encodedRequest)) {
reject({
type: 'already subscribed to this websocket topic',
stream: encodedRequest,
});
}
pending.set(encodedRequest, resolve);
// send the request to subscribe to bybit
subject.next({
op: 'subscribe',
args: [encodedRequest],
// Need to bypass the type system here because the subject
// has no way to type input and output separately
// eslint-disable-next-line @typescript-eslint/no-explicit-any
});
})];
});
});
}
// handle messages at the library level to implement inverse-multiplexing
subject.subscribe({
next: function (message) {
// BybitWebsocketMessage.is is a "fromString" decoder, so we have to
// decode before invoking the type-guard in the match statement below
var decoded = t
.union([BybitWebsocketMessage_1.BybitWebsocketMessage, BybitSubscriptionResponse_1.BybitSubscriptionResponse, t.unknown])
.decode(message);
if (E.isLeft(decoded)) {
throw new Error('absurd -- union of unknown will always decode');
}
(0, ts_pattern_1.match)(decoded.right)
.when(BybitWebsocketMessage_1.BybitWebsocketMessage.is, function (message) { return __awaiter(void 0, void 0, void 0, function () {
return __generator(this, function (_a) {
return [2 /*return*/, (0, function_1.pipe)(TE.Do, TE.bind('topic', function () { return TE.of(message.topic); }), TE.bind('data', function () { return decodeBybitChannelMessage(message); }), TE.bindW('subscribee', function () {
return TE.fromEither(E.fromNullable({
type: 'cannot find a subscriber for this websocket topic',
topic: message.topic,
})(subscribers.get(BybitKlineSubscriptionRequest_1.BybitKlineSubscriptionRequestFromString.encode(message.topic))));
}), TE.fold(function (error) {
return T.fromIO(Console.error('Error handling websocket data: ' + JSON.stringify(error)));
}, function (_a) {
var data = _a.data, topic = _a.topic, subscribee = _a.subscribee;
return function () { return __awaiter(void 0, void 0, void 0, function () {
var openTime_1;
return __generator(this, function (_a) {
if (!subscribee.initialized) {
openTime_1 = (0, function_1.pipe)(data[0].start, od_1.default.subtract(topic.interval.unit, topic.interval.quantifier));
// sequence publication of the rest data
subscribee.promise = subscribee.promise.then(function () { return __awaiter(void 0, void 0, void 0, function () {
return __generator(this, function (_a) {
// Note: Nobody is listening to these errors so they have to be fatal
return [2 /*return*/, (0, function_1.pipe)(restClient.kline({
symbol: topic.symbol,
interval: topic.interval,
from: openTime_1,
limit: one,
}), TE.fold(function (error) {
return T.fromIO(function () {
throw new Error('Unable to query most-recent complete candle: ' +
JSON.stringify(error));
});
}, function (response) {
return T.fromIO(function () {
var previousCandle = response.result.filter(function (kline) {
return kline.open_time.getTime() === openTime_1.getTime();
});
if (!previousCandle[0]) {
throw new Error('Expected kline query to return previous candle');
}
subscribee.initialized = true;
subscribee.subject.next([
wsKline({
interval: topic.interval,
kline: previousCandle[0],
timestamp: response.time_now,
}),
]);
});
}), function (invokeTask) { return __awaiter(void 0, void 0, void 0, function () { return __generator(this, function (_a) {
return [2 /*return*/, invokeTask()];
}); }); })];
});
}); });
}
// then sequence publication of the websocket data
subscribee.promise = subscribee.promise.then(function () {
return subscribee.subject.next(data);
});
return [2 /*return*/, subscribee.promise];
});
}); };
}), function (invokeTask) { return __awaiter(void 0, void 0, void 0, function () { return __generator(this, function (_a) {
return [2 /*return*/, invokeTask()];
}); }); })];
});
}); })
.when(BybitSubscriptionResponse_1.BybitSubscriptionResponse.is, function (response) {
debug.ws(util.format('Subscription handeshake complete for %s', JSON.stringify(response.request.args)));
var resolver = O.fromNullable(pending.get(response.request.args[0]));
pending.delete(response.request.args[0]);
var subject = new rxjs_1.BehaviorSubject([]);
(0, function_1.pipe)(resolver, O.map(function (resolve) {
subscribers.set(response.request.args[0], {
initialized: false,
promise: new Promise(function (resolve) { return resolve(); }),
subject: subject,
});
resolve(subject.asObservable());
}));
})
.otherwise(function () { return debug.warn('unmatched message:', JSON.stringify(message)); });
},
error: console.error,
complete: function_1.constVoid,
});
return { subscribe: subscribe };
};
exports.bybitPublicWebsocket = bybitPublicWebsocket;
//# sourceMappingURL=websocket-public.js.map