ccxws
Version:
Websocket client for 37 cryptocurrency exchanges
165 lines • 6.25 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.ZbClient = void 0;
/* eslint-disable @typescript-eslint/member-ordering */
/* eslint-disable prefer-const */
/* eslint-disable @typescript-eslint/no-unsafe-call */
/* eslint-disable @typescript-eslint/no-unsafe-member-access */
/* eslint-disable @typescript-eslint/no-unsafe-assignment */
const BasicClient_1 = require("../BasicClient");
const Level2Point_1 = require("../Level2Point");
const Level2Snapshots_1 = require("../Level2Snapshots");
const NotImplementedFn_1 = require("../NotImplementedFn");
const Ticker_1 = require("../Ticker");
const Trade_1 = require("../Trade");
class ZbClient extends BasicClient_1.BasicClient {
constructor({ wssPath = "wss://api.zb.work/websocket", watcherMs } = {}) {
super(wssPath, "ZB", undefined, watcherMs);
this._sendSubCandles = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubCandles = NotImplementedFn_1.NotImplementedFn;
this._sendSubLevel2Updates = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubLevel2Updates = NotImplementedFn_1.NotImplementedFn;
this._sendSubLevel3Snapshots = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubLevel3Snapshots = NotImplementedFn_1.NotImplementedFn;
this._sendSubLevel3Updates = NotImplementedFn_1.NotImplementedFn;
this._sendUnsubLevel3Updates = NotImplementedFn_1.NotImplementedFn;
this.hasTickers = true;
this.hasTrades = true;
this.hasLevel2Snapshots = true;
this.remoteIdMap = new Map();
}
_sendSubTicker(remote_id) {
const wss_remote_id = remote_id.replace(/_/, "");
this.remoteIdMap.set(wss_remote_id, remote_id);
this._wss.send(JSON.stringify({
event: "addChannel",
channel: `${wss_remote_id}_ticker`,
}));
}
_sendUnsubTicker(remote_id) {
const wss_remote_id = remote_id.replace(/_/, "");
this.remoteIdMap.set(wss_remote_id, remote_id);
this._wss.send(JSON.stringify({
event: "removeChannel",
channel: `${wss_remote_id}_ticker`,
}));
}
_sendSubTrades(remote_id) {
const wss_remote_id = remote_id.replace(/_/, "");
this.remoteIdMap.set(wss_remote_id, remote_id);
this._wss.send(JSON.stringify({
event: "addChannel",
channel: `${wss_remote_id}_trades`,
}));
}
_sendUnsubTrades(remote_id) {
const wss_remote_id = remote_id.replace(/_/, "");
this.remoteIdMap.set(wss_remote_id, remote_id);
this._wss.send(JSON.stringify({
event: "removeChannel",
channel: `${wss_remote_id}_trades`,
}));
}
_sendSubLevel2Snapshots(remote_id) {
const wss_remote_id = remote_id.replace(/_/, "");
this.remoteIdMap.set(wss_remote_id, remote_id);
this._wss.send(JSON.stringify({
event: "addChannel",
channel: `${wss_remote_id}_depth`,
}));
}
_sendUnsubLevel2Snapshots(remote_id) {
const wss_remote_id = remote_id.replace(/_/, "");
this.remoteIdMap.set(wss_remote_id, remote_id);
this._wss.send(JSON.stringify({
event: "removeChannel",
channel: `${wss_remote_id}_depth`,
}));
}
_onMessage(raw) {
const msg = JSON.parse(raw);
const [wssRemoteId, type] = msg.channel.split("_");
const remoteId = this.remoteIdMap.get(wssRemoteId);
// prevent errors from crashing the party
if (msg.success === false) {
return;
}
// tickers
if (type === "ticker") {
const market = this._tickerSubs.get(remoteId);
if (!market)
return;
const ticker = this._constructTicker(msg, market);
this.emit("ticker", ticker, market);
return;
}
// trades
if (type === "trades") {
for (const datum of msg.data) {
const market = this._tradeSubs.get(remoteId);
if (!market)
return;
const trade = this._constructTradesFromMessage(datum, market);
this.emit("trade", trade, market);
}
return;
}
// level2snapshots
if (type === "depth") {
const market = this._level2SnapshotSubs.get(remoteId);
if (!market)
return;
const snapshot = this._constructLevel2Snapshot(msg, market);
this.emit("l2snapshot", snapshot, market);
return;
}
}
_constructTicker(data, market) {
const timestamp = parseInt(data.date);
const ticker = data.ticker;
return new Ticker_1.Ticker({
exchange: "ZB",
base: market.base,
quote: market.quote,
timestamp,
last: ticker.last,
open: undefined,
high: ticker.high,
low: ticker.low,
volume: ticker.vol,
quoteVolume: undefined,
change: undefined,
changePercent: undefined,
bid: ticker.buy,
ask: ticker.sell,
});
}
_constructTradesFromMessage(datum, market) {
const { date, price, amount, tid, type } = datum;
return new Trade_1.Trade({
exchange: "ZB",
base: market.base,
quote: market.quote,
tradeId: tid.toString(),
side: type,
unix: parseInt(date) * 1000,
price,
amount,
});
}
_constructLevel2Snapshot(msg, market) {
let { timestamp, asks, bids } = msg;
asks = asks.map(p => new Level2Point_1.Level2Point(p[0].toFixed(8), p[1].toFixed(8))).reverse();
bids = bids.map(p => new Level2Point_1.Level2Point(p[0].toFixed(8), p[1].toFixed(8)));
return new Level2Snapshots_1.Level2Snapshot({
exchange: "ZB",
base: market.base,
quote: market.quote,
timestampMs: timestamp * 1000,
asks,
bids,
});
}
}
exports.ZbClient = ZbClient;
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