- 'use strict'
-
-const { EventEmitter } = require('events')
-const debug = require('debug')('bfx:ws2')
-const WebSocket = require('ws')
-const Promise = require('bluebird')
-const CbQ = require('cbq')
-const _Throttle = require('lodash.throttle') // eslint-disable-line
-const _isArray = require('lodash/isArray')
-const _isEmpty = require('lodash/isEmpty')
-const _isString = require('lodash/isString')
-const _isNumber = require('lodash/isNumber')
-const _includes = require('lodash/includes')
-const _pick = require('lodash/pick')
-const _isEqual = require('lodash/isEqual')
-const _isFinite = require('lodash/isFinite')
-const { genAuthSig, nonce } = require('bfx-api-node-util')
-const LosslessJSON = require('lossless-json')
-const getMessagePayload = require('../util/ws2')
-
-const {
- BalanceInfo,
- FundingCredit,
- FundingInfo,
- FundingLoan,
- FundingOffer,
- FundingTrade,
- MarginInfo,
- Notification,
- Order,
- Position,
- Trade,
- PublicTrade,
- Wallet,
- OrderBook,
- Candle,
- TradingTicker,
- FundingTicker
-} = require('bfx-api-node-models')
-
-const DATA_CHANNEL_TYPES = ['ticker', 'book', 'candles', 'trades']
-const UCM_NOTIFICATION_TYPE = 'ucm-notify-ui'
-const MAX_CALC_OPS = 8
-
-/**
- * A Promise Throttle instance
- *
- * @typedef {object} PromiseThrottle
- * @property {Function} add - add a promise to be throttled
- */
-
-/**
- * Communicates with v2 of the Bitfinex WebSocket API
- *
- * @class
- */
-class WSv2 extends EventEmitter {
- /**
- * Instantiate a new ws2 transport. Does not auto-open
- *
- * @class WSv2
- * @param {object} [opts] - instance options
- * @param {string} [opts.affCode] - affiliate code to be applied to all orders
- * @param {string} [opts.apiKey] - API key
- * @param {string} [opts.apiSecret] - API secret
- * @param {string} [opts.url] - ws connection url, defaults to {@link WSv2#url}
- * @param {number} [opts.orderOpBufferDelay] - multi-order op batching timeout
- * @param {boolean} [opts.transform] - if true, packets are converted to models
- * @param {object} [opts.agent] - optional node agent for ws connection (proxy)
- * @param {boolean} [opts.manageOrderBooks] - enable local OB persistence
- * @param {boolean} [opts.manageCandles] - enable local candle persistence
- * @param {boolean} [opts.seqAudit] - enable sequence numbers & verification
- * @param {boolean} [opts.autoReconnect] - if true, we will reconnect on close
- * @param {number} [opts.reconnectDelay] - optional, defaults to 1000 (ms)
- * @param {PromiseThrottle} [opts.reconnectThrottler] - optional pt to limit reconnect freq
- * @param {number} [opts.packetWDDelay] - watch-dog forced reconnection delay
- * @example
- * const ws = new WSv2()
- *
- * ws.on('open', async () => {
- * ws.onTrades({ symbol: 'tBTCUSD' }, (trades) => {
- * console.log('recv trades: %j', trades)
- * })
- *
- * await ws.subscribeTrades('tBTCUSD')
- * })
- *
- * await ws.open()
- */
- constructor (opts = {
- apiKey: '',
- apiSecret: '',
- url: WSv2.url,
- affCode: null
- }) {
- super()
-
- this.setMaxListeners(1000)
- this._apiKey = opts.apiKey || ''
- this._apiSecret = opts.apiSecret || ''
- this._affCode = opts.affCode
- this._agent = opts.agent
- this._url = opts.url || WSv2.url
- this._transform = opts.transform === true
- this._orderOpBufferDelay = opts.orderOpBufferDelay || -1
- this._orderOpBuffer = []
- this._orderOpTimeout = null
- this._seqAudit = opts.seqAudit === true
- this._autoReconnect = opts.autoReconnect === true
- this._reconnectDelay = opts.reconnectDelay || 1000
- this._reconnectThrottler = opts.reconnectThrottler
- this._manageOrderBooks = opts.manageOrderBooks === true
- this._manageCandles = opts.manageCandles === true
- this._packetWDDelay = opts.packetWDDelay
- this._packetWDTimeout = null
- this._packetWDLastTS = 0
- this._orderBooks = {}
- this._losslessOrderBooks = {}
- this._candles = {}
- this._authArgs = {}
-
- /**
- * {
- * [groupID]: {
- * [eventName]: [{
- * modelClass: ..,
- * filter: { symbol: 'tBTCUSD' }, // only works w/ serialize
- * cb: () => {}
- * }]
- * }
- * }
- *
- * @private
- */
- this._listeners = {}
- this._infoListeners = {} // { [code]: <listeners> }
- this._subscriptionRefs = {}
- this._channelMap = {}
- this._orderBooks = {}
- this._enabledFlags = this._seqAudit ? WSv2.flags.SEQ_ALL : 0
- this._eventCallbacks = new CbQ()
- this._isAuthenticated = false
- this._wasEverAuthenticated = false // used for auto-auth on reconnect
- this._lastPubSeq = -1
- this._lastAuthSeq = -1
- this._isOpen = false
- this._ws = null
- this._isClosing = false // used to block reconnect on direct close() call
- this._isReconnecting = false
-
- this._onWSOpen = this._onWSOpen.bind(this)
- this._onWSClose = this._onWSClose.bind(this)
- this._onWSError = this._onWSError.bind(this)
- this._onWSMessage = this._onWSMessage.bind(this)
- this._triggerPacketWD = this._triggerPacketWD.bind(this)
- this._sendCalc = _Throttle(this._sendCalc.bind(this), 1000 / MAX_CALC_OPS)
- }
-
- /**
- * @returns {string} url
- */
- getURL () {
- return this._url
- }
-
- /**
- * @returns {boolean} usesAgent
- */
- usesAgent () {
- return !!this._agent
- }
-
- /**
- * Set `calc` and `dms` values to be used on the next {@link WSv2#auth} call
- *
- * @param {object} args - arguments
- * @param {number} [args.calc] - calc value
- * @param {number} [args.dms] - dms value, active 4
- * @see WSv2#auth
- */
- updateAuthArgs (args = {}) {
- this._authArgs = {
- ...this._authArgs,
- ...args
- }
- }
-
- /**
- * Fetch the current default auth parameters
- *
- * @returns {object} authArgs
- * @see WSv2#updateAuthArgs
- * @see WSv2#auth
- */
- getAuthArgs () {
- return this._authArgs
- }
-
- /**
- * Update the internal API credentials, used on subsequent {@link WSv2#auth}
- * calls
- *
- * @param {string} apiKey - API key
- * @param {string} apiSecret - API secret
- * @see WSv2#auth
- */
- setAPICredentials (apiKey, apiSecret) {
- this._apiKey = apiKey
- this._apiSecret = apiSecret
- }
-
- /**
- * Get the total number of data channels this instance is currently
- * subscribed too.
- *
- * @returns {number} count
- * @see WSv2#subscribeTrades
- * @see WSv2#subscribeTicker
- * @see WSv2#subscribeCandles
- * @see WSv2#subscribeOrderBook
- */
- getDataChannelCount () {
- return Object
- .values(this._channelMap)
- .filter(c => _includes(DATA_CHANNEL_TYPES, c.channel))
- .length
- }
-
- /**
- * Check if the instance is subscribed to the specified channel ID
- *
- * @param {number} chanId - ID of channel to query
- * @returns {boolean} isSubscribed
- */
- hasChannel (chanId) {
- return _includes(Object.keys(this._channelMap), chanId)
- }
-
- /**
- * Check if a channel/identifier pair has been subscribed too
- *
- * @param {string} channel - channel type
- * @param {string} identifier - unique identifier for the reference
- * @returns {boolean} hasRef
- * @see WSv2#managedSubscribe
- */
- hasSubscriptionRef (channel, identifier) {
- const key = `${channel}:${identifier}`
- return !!Object.keys(this._subscriptionRefs).find(ref => ref === key)
- }
-
- /**
- * Fetch the ID of a channel matched by type and channel data filter
- *
- * @param {string} type - channel type
- * @param {object} filter - to be matched against channel data
- * @returns {number} channelID
- */
- getDataChannelId (type, filter) {
- return Object
- .keys(this._channelMap)
- .find(cid => {
- const c = this._channelMap[cid]
- const fv = _pick(c, Object.keys(filter))
- return c.channel === type && _isEqual(fv, filter)
- })
- }
-
- /**
- * Check if the instance is subscribed to a data channel matching the
- * specified type and filter.
- *
- * @param {string} type - channel type
- * @param {object} filter - to be matched against channel data
- * @returns {boolean} hasChannel
- */
- hasDataChannel (type, filter) {
- return !!this.getDataChannelId(type, filter)
- }
-
- /**
- * Opens a connection to the API server. Rejects with an error if a
- * connection is already open. Resolves on success.
- *
- * @returns {Promise} p
- */
- async open () {
- if (this._isOpen || this._ws !== null) {
- throw new Error('already open')
- }
-
- debug('connecting to %s...', this._url)
-
- this._ws = new WebSocket(this._url, {
- agent: this._agent
- })
-
- this._subscriptionRefs = {}
- this._candles = {}
- this._orderBooks = {}
-
- this._ws.on('message', this._onWSMessage)
- this._ws.on('error', this._onWSError)
- this._ws.on('close', this._onWSClose)
-
- return new Promise((resolve) => {
- this._ws.on('open', () => {
- // call manually instead of binding to open event so it fires at the
- // right time
- this._onWSOpen()
-
- if (this._enabledFlags !== 0) {
- this.sendEnabledFlags()
- }
-
- debug('connected')
- resolve()
- })
- })
- }
-
- /**
- * Closes the active connection. If there is none, rejects with a promise.
- * Resolves on success
- *
- * @param {number} code - passed to ws
- * @param {string} reason - passed to ws
- * @returns {Promise} p
- */
- async close (code, reason) {
- if (!this._isOpen || this._ws === null) {
- throw new Error('not open')
- }
-
- debug('disconnecting...')
-
- return new Promise((resolve) => {
- this._ws.once('close', () => {
- this._isOpen = false
- this._ws = null
-
- debug('disconnected')
- resolve()
- })
-
- if (!this._isClosing) {
- this._isClosing = true
- this._ws.close(code, reason)
- }
- })
- }
-
- /**
- * Generates & sends an authentication packet to the server; if already
- * authenticated, rejects with an error, resolves on success.
- *
- * If a DMS flag of 4 is provided, all open orders are cancelled when the
- * connection terminates.
- *
- * @param {number?} calc - optional, default is 0
- * @param {number?} dms - optional dead man switch flag, active 4
- * @returns {Promise} p
- */
- async auth (calc, dms) {
- if (!this._isOpen) {
- throw new Error('not open')
- }
-
- if (this._isAuthenticated) {
- throw new Error('already authenticated')
- }
-
- const authNonce = nonce()
- const authPayload = `AUTH${authNonce}${authNonce}`
- const { sig } = genAuthSig(this._apiSecret, authPayload)
- const authArgs = { ...this._authArgs }
-
- if (_isFinite(calc)) authArgs.calc = calc
- if (_isFinite(dms)) authArgs.dms = dms
-
- return new Promise((resolve) => {
- this.once('auth', () => {
- debug('authenticated')
- resolve()
- })
-
- this.send({
- event: 'auth',
- apiKey: this._apiKey,
- authSig: sig,
- authPayload,
- authNonce,
- ...authArgs
- })
- })
- }
-
- /**
- * Utility method to close & re-open the ws connection. Re-authenticates if
- * previously authenticated
- *
- * @returns {Promise} p - resolves on completion
- */
- async reconnect () {
- this._isReconnecting = true
-
- if (this._ws !== null && this._isOpen) { // did we get a watchdog timeout and need to close the connection?
- await this.close()
-
- return new Promise((resolve) => {
- this.once(this._wasEverAuthenticated ? 'auth' : 'open', resolve)
- })
- }
-
- return this.reconnectAfterClose() // we are already closed, so reopen and re-auth
- }
-
- /**
- * @private
- */
- async reconnectAfterClose () {
- if (!this._isReconnecting || this._ws !== null || this._isOpen) {
- return this.reconnect()
- }
-
- await this.open()
-
- if (this._wasEverAuthenticated) {
- await this.auth()
- }
- }
-
- /**
- * Returns an error if the message has an invalid (out of order) sequence #
- * The last-seen sequence #s are updated internally.
- *
- * @param {Array} msg - incoming message
- * @returns {Error} err - null if no error or sequencing not enabled
- * @private
- */
- _validateMessageSeq (msg = []) {
- if (!this._seqAudit) return null
- if (!Array.isArray(msg)) return null
- if (msg.length === 0) return null
-
- // The auth sequence # is the last value in channel 0 non-heartbeat packets.
- const authSeq = msg[0] === 0 && msg[1] !== 'hb'
- ? msg[msg.length - 1]
- : NaN
-
- // *-req packets don't include public seq numbers
- if (`${(msg[2] || [])[1] || ''}`.slice(-4) !== '-req') {
- // All other packets provide a public sequence # as the last value. For chan
- // 0 packets, these are included as the 2nd to last value
- const seq = (
- (msg[0] === 0) &&
- (msg[1] !== 'hb') &&
- !(msg[1] === 'n' && ((msg[2] || [])[1] || '').slice(-4) === '-req')
- )
- ? msg[msg.length - 2]
- : msg[msg.length - 1]
-
- if (!_isFinite(seq)) return null
-
- if (this._lastPubSeq === -1) { // first pub seq received
- this._lastPubSeq = seq
- return null
- }
-
- if (seq !== this._lastPubSeq + 1) { // check pub seq
- return new Error(`invalid pub seq #; last ${this._lastPubSeq}, got ${seq}`)
- }
-
- this._lastPubSeq = seq
- }
-
- if (!_isFinite(authSeq)) return null
- if (authSeq === 0) return null // still syncing
-
- // notifications don't advance seq
- if (msg[1] === 'n') {
- return authSeq !== this._lastAuthSeq
- ? new Error(
- `invalid auth seq #, expected no advancement but got ${authSeq}`
- ) : null
- }
-
- if (authSeq === this._lastAuthSeq) {
- return new Error(
- `expected auth seq # advancement but got same seq: ${authSeq}`
- )
- }
-
- // check
- if (this._lastAuthSeq !== -1 && authSeq !== this._lastAuthSeq + 1) {
- return new Error(
- `invalid auth seq #; last ${this._lastAuthSeq}, got ${authSeq}`
- )
- }
-
- this._lastAuthSeq = authSeq
- return null
- }
-
- /**
- * Trigger the packet watch-dog; called when we haven't seen a new WS packet
- * for longer than our WD duration (if provided)
- *
- * @returns {Promise} p
- * @private
- */
- async _triggerPacketWD () {
- if (!this._packetWDDelay || !this._isOpen) {
- return Promise.resolve()
- }
-
- debug(
- 'packet delay watchdog triggered [last packet %dms ago]',
- Date.now() - this._packetWDLastTS
- )
-
- this._packetWDTimeout = null
- return this.reconnect()
- }
-
- /**
- * Reset the packet watch-dog timeout. Should be called on every new WS packet
- * if the watch-dog is enabled
- *
- * @private
- */
- _resetPacketWD () {
- if (!this._packetWDDelay) return
- if (this._packetWDTimeout !== null) {
- clearTimeout(this._packetWDTimeout)
- }
-
- if (!this._isOpen) return
-
- this._packetWDTimeout = setTimeout(() => {
- this._triggerPacketWD().catch((err) => {
- debug('error triggering packet watchdog: %s', err.message)
- })
- }, this._packetWDDelay)
- }
-
- /**
- * Subscribes to previously subscribed channels, used after reconnecting
- *
- * @private
- */
- resubscribePreviousChannels () {
- Object.values(this._prevChannelMap).forEach((chan) => {
- const { channel } = chan
-
- switch (channel) {
- case 'ticker': {
- const { symbol } = chan
- this.subscribeTicker(symbol)
- break
- }
-
- case 'trades': {
- const { symbol } = chan
- this.subscribeTrades(symbol)
- break
- }
-
- case 'book': {
- const { symbol, len, prec } = chan
- this.subscribeOrderBook(symbol, prec, len)
- break
- }
-
- case 'candles': {
- const { key } = chan
- this.subscribeCandles(key)
- break
- }
-
- default: {
- debug('unknown previously subscribed channel type: %s', channel)
- }
- }
- })
- }
-
- /**
- * @private
- */
- _onWSOpen () {
- this._isOpen = true
- this._isReconnecting = false
- this._packetWDLastTS = Date.now()
- this._lastAuthSeq = -1
- this._lastPubSeq = -1
- this.emit('open')
-
- if (!_isEmpty(this._prevChannelMap)) {
- this.resubscribePreviousChannels()
- this._prevChannelMap = {}
- }
-
- debug('connection open')
- }
-
- /**
- * @private
- */
- async _onWSClose () {
- this._isOpen = false
- this._isAuthenticated = false
- this._lastAuthSeq = -1
- this._lastPubSeq = -1
- this._enabledFlags = 0
- this._ws = null
- this._subscriptionRefs = {}
- this.emit('close')
-
- debug('connection closed')
-
- // _isReconnecting = true - if a reconnection has been requested. In that case always call reconnectAfterClose
- // _isClosing = true - if the user explicitly requested a close
- // _autoReconnect = true - if the user likes to reconnect automatically
- if (this._isReconnecting || (this._autoReconnect && !this._isClosing)) {
- this._prevChannelMap = this._channelMap
-
- setTimeout(async () => {
- try {
- if (this._reconnectThrottler) {
- await this._reconnectThrottler.add(this.reconnectAfterClose.bind(this))
- } else {
- await this.reconnectAfterClose()
- }
- } catch (err) {
- debug('error reconnectAfterClose: %s', err.stack)
- }
- }, this._reconnectDelay)
- }
-
- this._channelMap = {}
- this._isClosing = false
- }
-
- /**
- * @param {Error} err - error
- * @private
- */
- _onWSError (err) {
- this.emit('error', err)
-
- debug('error: %s', err)
- }
-
- /**
- * @param {Array} arrN - notification in ws array format
- * @private
- */
- _onWSNotification (arrN) {
- const status = arrN[6]
- const msg = arrN[7]
-
- if (!arrN[4]) return
-
- if (arrN[1] === 'on-req') {
- const [,, cid] = arrN[4]
- const k = `order-new-${cid}`
-
- if (status === 'SUCCESS') {
- this._eventCallbacks.trigger(k, null, arrN[4])
- } else {
- this._eventCallbacks.trigger(k, new Error(`${status}: ${msg}`), arrN[4])
- }
- } else if (arrN[1] === 'oc-req') {
- const [id] = arrN[4]
- const k = `order-cancel-${id}`
-
- if (status === 'SUCCESS') {
- this._eventCallbacks.trigger(k, null, arrN[4])
- } else {
- this._eventCallbacks.trigger(k, new Error(`${status}: ${msg}`), arrN[4])
- }
- } else if (arrN[1] === 'ou-req') {
- const [id] = arrN[4]
- const k = `order-update-${id}`
-
- if (status === 'SUCCESS') {
- this._eventCallbacks.trigger(k, null, arrN[4])
- } else {
- this._eventCallbacks.trigger(k, new Error(`${status}: ${msg}`), arrN[4])
- }
- }
- }
-
- /**
- * @param {string} rawMsg - incoming message JSON
- * @param {string} flags - flags
- * @private
- */
- _onWSMessage (rawMsg, flags) {
- debug('recv msg: %s', rawMsg)
-
- this._packetWDLastTS = Date.now()
- this._resetPacketWD()
-
- let msg
-
- try {
- msg = JSON.parse(rawMsg)
- } catch (e) {
- this.emit('error', `invalid message JSON: ${rawMsg}`)
- return
- }
-
- debug('recv msg: %j', msg)
-
- if (this._seqAudit) {
- const seqErr = this._validateMessageSeq(msg)
-
- if (seqErr !== null) {
- this.emit('error', seqErr)
- return
- }
- }
-
- this.emit('message', msg, flags)
-
- if (Array.isArray(msg)) {
- this._handleChannelMessage(msg, rawMsg)
- } else if (msg.event) {
- this._handleEventMessage(msg)
- } else {
- debug('recv unidentified message: %j', msg)
- }
- }
-
- /**
- * @param {Array} msg - message
- * @param {string} rawMsg - message JSON
- * @private
- */
- _handleChannelMessage (msg, rawMsg) {
- const [chanId, type] = msg
- const channelData = this._channelMap[chanId]
-
- if (!channelData) {
- debug('recv msg from unknown channel %d: %j', chanId, msg)
- return
- }
-
- if (msg.length < 2) return
- if (msg[1] === 'hb') return
-
- if (channelData.channel === 'book') {
- if (type === 'cs') {
- this._handleOBChecksumMessage(msg, channelData)
- } else {
- this._handleOBMessage(msg, channelData, rawMsg)
- }
- } else if (channelData.channel === 'trades') {
- this._handleTradeMessage(msg, channelData)
- } else if (channelData.channel === 'ticker') {
- this._handleTickerMessage(msg, channelData)
- } else if (channelData.channel === 'candles') {
- this._handleCandleMessage(msg, channelData)
- } else if (channelData.channel === 'status') {
- this._handleStatusMessage(msg, channelData)
- } else if (channelData.channel === 'auth') {
- this._handleAuthMessage(msg, channelData)
- } else {
- this._propagateMessageToListeners(msg, channelData)
- this.emit(channelData.channel, msg)
- }
- }
-
- /**
- * @param {Array} msg - message
- * @param {object} chanData - channel definition
- * @private
- */
- _handleOBChecksumMessage (msg, chanData) {
- this.emit('cs', msg)
-
- if (!this._manageOrderBooks) {
- return
- }
-
- const { symbol, prec } = chanData
- const cs = msg[2]
-
- // NOTE: Checksums are temporarily disabled for funding books, due to
- // invalid book sorting on the backend. This change is temporary
- if (symbol[0] === 't') {
- const err = this._verifyManagedOBChecksum(symbol, prec, cs)
-
- if (err) {
- this.emit('error', err)
- return
- }
- }
-
- const internalMessage = [chanData.chanId, 'ob_checksum', cs]
- internalMessage.filterOverride = [
- chanData.symbol,
- chanData.prec,
- chanData.len
- ]
-
- this._propagateMessageToListeners(internalMessage, false)
- this.emit('cs', symbol, cs)
- }
-
- /**
- * Called for messages from the 'book' channel. Might be an update or a
- * snapshot
- *
- * @param {Array|Array[]} msg - message
- * @param {object} chanData - entry from _channelMap
- * @param {string} rawMsg - message JSON
- * @private
- */
- _handleOBMessage (msg, chanData, rawMsg) {
- const { symbol, prec } = chanData
- const raw = prec === 'R0'
- let data = getMessagePayload(msg)
-
- if (this._manageOrderBooks) {
- const err = this._updateManagedOB(symbol, data, raw, rawMsg)
-
- if (err) {
- this.emit('error', err)
- return
- }
-
- data = this._orderBooks[symbol]
- }
-
- // Always transform an array of entries
- if (this._transform) {
- data = new OrderBook((Array.isArray(data[0]) ? data : [data]), raw)
- }
-
- const internalMessage = [chanData.chanId, 'orderbook', data]
- internalMessage.filterOverride = [
- chanData.symbol,
- chanData.prec,
- chanData.len
- ]
-
- this._propagateMessageToListeners(internalMessage, chanData, false)
- this.emit('orderbook', symbol, data)
- }
-
- /**
- * @param {string} symbol - symbol for order book
- * @param {number[]|number[][]} data - incoming data
- * @param {boolean} raw - if true, the order book is considered R*
- * @param {string} rawMsg - source message JSON
- * @returns {Error} err - null on success
- * @private
- */
- _updateManagedOB (symbol, data, raw, rawMsg) {
- // parse raw string with lossless parse which takes
- // the exact strict values rather than converting to floats
- // [0.00001, [1, 2, 3]] -> ['0.00001', ['1', '2', '3']]
- const rawLossless = LosslessJSON.parse(rawMsg, (key, value) => {
- if (value && value.isLosslessNumber) {
- return value.toString()
- } else {
- return value
- }
- })
- const losslessUpdate = rawLossless[1]
- // Snapshot, new OB. Note that we don't protect against duplicates, as they
- // could come in on re-sub
- if (Array.isArray(data[0])) {
- this._orderBooks[symbol] = data
- this._losslessOrderBooks[symbol] = losslessUpdate
- return null
- }
-
- // entry, needs to be applied to OB
- if (!this._orderBooks[symbol]) {
- return new Error(`recv update for unknown OB: ${symbol}`)
- }
-
- OrderBook.updateArrayOBWith(this._orderBooks[symbol], data, raw)
- OrderBook.updateArrayOBWith(this._losslessOrderBooks[symbol], losslessUpdate, raw)
- return null
- }
-
- /**
- * @param {string} symbol - symbol for order book
- * @param {string} prec - precision
- * @param {number} cs - expected checksum
- * @returns {Error} err - null if none
- * @private
- */
- _verifyManagedOBChecksum (symbol, prec, cs) {
- const ob = this._losslessOrderBooks[symbol]
-
- if (!ob) return null
-
- const localCS = ob instanceof OrderBook
- ? ob.checksum()
- : OrderBook.checksumArr(ob, prec === 'R0')
-
- return localCS !== cs
- ? new Error(`OB checksum mismatch: got ${localCS}, want ${cs}`)
- : null
- }
-
- /**
- * Returns an up-to-date copy of the order book for the specified symbol, or
- * null if no OB is managed for that symbol.
- *
- * Set `managedOrderBooks: true` in the constructor to use.
- *
- * @param {string} symbol - symbol for order book
- * @returns {OrderBook} ob - null if not found
- * @example
- * const ws = new WSv2({ managedOrderBooks: true })
- *
- * ws.on('open', async () => {
- * ws.onOrderBook({ symbol: 'tBTCUSD' }, () => {
- * const book = ws.getOB('tBTCUSD')
- *
- * if (!book) return
- *
- * const spread = book.midPrice()
- * console.log('spread for tBTCUSD: %f', spread)
- * })
- *
- * ws.subscribeOrderBook({ symbol: 'tBTCUSD' })
- * })
- *
- * await ws.open()
- */
- getOB (symbol) {
- if (!this._orderBooks[symbol]) return null
-
- return new OrderBook(this._orderBooks[symbol])
- }
-
- /**
- * Returns an up-to-date lossless copy of the order book for the specified symbol, or
- * null if no OB is managed for that symbol. All amounts and prices are in original
- * string format.
- *
- * Set `manageOrderBooks: true` in the constructor to use.
- *
- * @param {string} symbol - symbol for order book
- * @returns {OrderBook} ob - null if not found
- */
- getLosslessOB (symbol) {
- if (!this._losslessOrderBooks[symbol]) return null
-
- return new OrderBook(this._losslessOrderBooks[symbol])
- }
-
- /**
- * @param {Array} msg - incoming message
- * @param {object} chanData - channel definition
- * @private
- */
- _handleTradeMessage (msg, chanData) {
- const eventName = msg[1][0] === 'f'
- ? msg[1] // Funding trades are passed to fte/ftu handlers
- : msg[1] === 'te'
- ? 'trade-entry'
- : 'trades'
-
- let payload = getMessagePayload(msg)
-
- if (!Array.isArray(payload[0])) {
- payload = [payload]
- }
-
- let data = payload
-
- if (this._transform) { // correctly parse single trade/array of trades
- const M = eventName[0] === 'f' ? FundingTrade : PublicTrade
- const trades = M.unserialize(data)
-
- if (_isArray(trades) && trades.length === 1) {
- data = trades[0]
- } else {
- data = trades
- }
-
- data = new M(data)
- }
-
- const internalMessage = [chanData.chanId, eventName, data]
- internalMessage.filterOverride = [chanData.symbol || chanData.pair]
-
- this._propagateMessageToListeners(internalMessage, chanData, false)
- this.emit('trades', chanData.symbol || chanData.pair, data)
- }
-
- /**
- * @param {Array} msg - incoming message
- * @param {object} chanData - channel definition
- * @private
- */
- _handleTickerMessage (msg = [], chanData = {}) {
- let data = getMessagePayload(msg)
-
- if (this._transform) {
- data = (chanData.symbol || '')[0] === 't'
- ? new TradingTicker([chanData.symbol, ...msg[1]])
- : new FundingTicker([chanData.symbol, ...msg[1]])
- }
-
- const internalMessage = [chanData.chanId, 'ticker', data]
- internalMessage.filterOverride = [chanData.symbol]
-
- this._propagateMessageToListeners(internalMessage, chanData, false)
- this.emit('ticker', chanData.symbol, data)
- }
-
- /**
- * Called for messages from a 'candles' channel. Might be an update or
- * snapshot.
- *
- * @param {Array|Array[]} msg - incoming message
- * @param {object} chanData - entry from _channelMap
- * @private
- */
- _handleCandleMessage (msg, chanData) {
- const { key } = chanData
- let data = getMessagePayload(msg)
-
- if (this._manageCandles) {
- const err = this._updateManagedCandles(key, data)
-
- if (err) {
- this.emit('error', err)
- return
- }
-
- data = this._candles[key]
- } else if (data.length > 0 && !Array.isArray(data[0])) {
- data = [data] // always pass on an array of candles
- }
-
- if (this._transform) {
- data = Candle.unserialize(data)
- }
-
- const internalMessage = [chanData.chanId, 'candle', data]
- internalMessage.filterOverride = [chanData.key]
-
- this._propagateMessageToListeners(internalMessage, chanData, false)
- this.emit('candle', data, key)
- }
-
- /**
- * Called for messages from a 'status' channel.
- *
- * @param {Array|Array[]} msg - incoming message
- * @param {object} chanData - entry from _channelMap
- * @private
- */
- _handleStatusMessage (msg, chanData) {
- const { key } = chanData
- const data = getMessagePayload(msg)
-
- const internalMessage = [chanData.chanId, 'status', data]
- internalMessage.filterOverride = [chanData.key]
-
- this._propagateMessageToListeners(internalMessage, chanData, false)
- this.emit('status', data, key)
- }
-
- /**
- * @param {string} key - key for candle set
- * @param {number[]|number[][]} data - incoming dataset (single or multiple)
- * @returns {Error} err - null on success
- * @private
- */
- _updateManagedCandles (key, data) {
- if (Array.isArray(data[0])) { // snapshot, new candles
- data.sort((a, b) => b[0] - a[0])
-
- this._candles[key] = data
- return null
- }
-
- // entry, needs to be applied to candle set
- if (!this._candles[key]) {
- return new Error(`recv update for unknown candles: ${key}`)
- }
-
- const candles = this._candles[key]
- let updated = false
-
- for (let i = 0; i < candles.length; i++) {
- if (data[0] === candles[i][0]) {
- candles[i] = data
- updated = true
- break
- }
- }
-
- if (!updated) {
- candles.unshift(data)
- }
-
- return null
- }
-
- /**
- * Fetch a reference to the full set of synced candles for the specified key.
- * Set `managedCandles: true` in the constructor to use.
- *
- * @param {string} key - key for candle set
- * @returns {Array} candles - empty array if none exist
- * @example
- * const ws = new WSv2({ managedCandles: true })
- *
- * ws.on('open', async () => {
- * ws.onCandles({ key: 'trade:1m:tBTCUSD' }, () => {
- * const candles = ws.getCandles('trade:1m:tBTCUSD')
- *
- * if (!candles) return
- *
- * console.log('%d candles in dataset', candles.length)
- * })
- *
- * ws.subscribeCandles({ key: 'trade:1m:tBTCUSD' })
- * })
- *
- * await ws.open()
- */
- getCandles (key) {
- return this._candles[key] || []
- }
-
- /**
- * @param {Array} msg - incoming message
- * @param {object} chanData - channel data
- * @private
- */
- _handleAuthMessage (msg, chanData) {
- if (msg[1] === 'n') {
- const payload = getMessagePayload(msg)
-
- if (payload) {
- this._onWSNotification(payload)
- }
- } else if (msg[1] === 'te') {
- msg[1] = 'auth-te'
- } else if (msg[1] === 'tu') {
- msg[1] = 'auth-tu'
- }
-
- this._propagateMessageToListeners(msg, chanData)
- }
-
- /**
- * @param {Array} msg - incoming message
- * @param {object} chan - channel data
- * @param {boolean} transform - defaults to internal flag
- * @private
- */
- _propagateMessageToListeners (msg, chan, transform = this._transform) {
- const listenerGroups = Object.values(this._listeners)
-
- for (let i = 0; i < listenerGroups.length; i++) {
- WSv2._notifyListenerGroup(listenerGroups[i], msg, transform, this, chan)
- }
- }
-
- /**
- * Applies filtering & transform to a packet before sending it out to matching
- * listeners in the group.
- *
- * @param {object} lGroup - listener group to parse & notify
- * @param {object} msg - passed to each matched listener
- * @param {boolean} transform - whether or not to instantiate a model
- * @param {WSv2} ws - instance to pass to models if transforming
- * @param {object} chanData - channel data
- * @private
- */
- static _notifyListenerGroup (lGroup, msg, transform, ws, chanData) {
- const [, eventName, data = []] = msg
- let filterByData
-
- // Catch-all can't filter/transform
- WSv2._notifyCatchAllListeners(lGroup, msg)
-
- if (!lGroup[eventName] || lGroup[eventName].length === 0) return
-
- const listeners = lGroup[eventName].filter((listener) => {
- const { filter } = listener
-
- if (!filter) return true
-
- // inspect snapshots for matching packets
- if (Array.isArray(data[0])) {
- const matchingData = data.filter((item) => {
- filterByData = msg.filterOverride ? msg.filterOverride : item
-
- return WSv2._payloadPassesFilter(filterByData, filter)
- })
-
- return matchingData.length !== 0
- }
-
- // inspect single packet
- filterByData = msg.filterOverride ? msg.filterOverride : data
-
- return WSv2._payloadPassesFilter(filterByData, filter)
- })
-
- if (listeners.length === 0) return
-
- listeners.forEach(({ cb, modelClass }) => {
- const ModelClass = modelClass
-
- if (!ModelClass || !transform || data.length === 0) {
- cb(data, chanData)
- } else if (Array.isArray(data[0])) {
- cb(data.map((entry) => {
- return new ModelClass(entry, ws)
- }), chanData)
- } else {
- cb(new ModelClass(data, ws), chanData)
- }
- })
- }
-
- /**
- * @param {Array} payload - payload to verify
- * @param {object} filter - filter to match against payload
- * @returns {boolean} pass
- * @private
- */
- static _payloadPassesFilter (payload, filter) {
- const filterIndices = Object.keys(filter)
- let filterValue
-
- for (let k = 0; k < filterIndices.length; k++) {
- filterValue = filter[filterIndices[k]]
-
- if (_isEmpty(filterValue) || filterValue === '*') {
- continue
- }
-
- if (payload[+filterIndices[k]] !== filterValue) {
- return false
- }
- }
-
- return true
- }
-
- /**
- * @param {object} lGroup - listener group keyed by event ('' in this case)
- * @param {*} data - packet to pass to listeners
- * @private
- */
- static _notifyCatchAllListeners (lGroup, data) {
- if (!lGroup['']) return
-
- for (let j = 0; j < lGroup[''].length; j++) {
- lGroup[''][j].cb(data)
- }
- }
-
- /**
- * @param {object} msg - incoming message
- * @private
- */
- _handleEventMessage (msg) {
- if (msg.event === 'auth') {
- this._handleAuthEvent(msg)
- } else if (msg.event === 'subscribed') {
- this._handleSubscribedEvent(msg)
- } else if (msg.event === 'unsubscribed') {
- this._handleUnsubscribedEvent(msg)
- } else if (msg.event === 'info') {
- this._handleInfoEvent(msg)
- } else if (msg.event === 'conf') {
- this._handleConfigEvent(msg)
- } else if (msg.event === 'error') {
- this._handleErrorEvent(msg)
- } else if (msg.event === 'pong') {
- this._handlePongEvent(msg)
- } else {
- debug('recv unknown event message: %j', msg)
- }
- }
-
- /**
- * Emits an error on config failure, otherwise updates the internal flag set
- * and triggers any callbacks
- *
- * @param {object} msg - config message
- * @private
- */
- _handleConfigEvent (msg = {}) {
- const { status, flags } = msg
- const k = this._getConfigEventKey(flags)
-
- if (status !== 'OK') {
- const err = new Error(`config failed (${status}) for flags ${flags}`)
- debug('config failed: %s', err.message)
-
- this.emit('error', err)
- this._eventCallbacks.trigger(k, err)
- } else {
- debug('flags updated to %d', flags)
-
- this._enabledFlags = flags
- this._eventCallbacks.trigger(k, null, msg)
- }
- }
-
- /**
- * @param {object} msg - incoming message
- * @private
- */
- _handlePongEvent (msg) {
- debug('pong: %s', JSON.stringify(msg))
-
- this.emit('pong', msg)
- }
-
- /**
- * @param {object} msg - incoming message
- * @private
- */
- _handleErrorEvent (msg) {
- debug('error: %s', JSON.stringify(msg))
-
- this.emit('error', msg)
- }
-
- /**
- * @param {object} data - incoming message
- * @private
- */
- _handleAuthEvent (data = {}) {
- const { chanId, msg = '', status = '' } = data
-
- if (status !== 'OK') {
- const err = new Error(msg.match(/nonce/)
- ? 'auth failed: nonce small; you may need to generate a new API key to reset the nonce counter'
- : `auth failed: ${msg} (${status})`
- )
-
- debug('%s', err.message)
- this.emit('error', err)
- return
- }
-
- this._channelMap[chanId] = { channel: 'auth' }
- this._isAuthenticated = true
- this._wasEverAuthenticated = true
-
- this.emit('auth', data)
- debug('authenticated!')
- }
-
- /**
- * @param {object} msg - incoming message
- * @private
- */
- _handleSubscribedEvent (msg) {
- this._channelMap[msg.chanId] = msg
-
- debug('subscribed to %s [%d]', msg.channel, msg.chanId)
- this.emit('subscribed', msg)
- }
-
- /**
- * @param {object} msg - incoming message
- * @private
- */
- _handleUnsubscribedEvent (msg) {
- delete this._channelMap[msg.chanId]
- debug('unsubscribed from %d', msg.chanId)
- this.emit('unsubscribed', msg)
- }
-
- /**
- * @param {object} msg - incoming message
- * @private
- */
- _handleInfoEvent (msg = {}) {
- const { version, code } = msg
-
- if (version) {
- if (version !== 2) {
- const err = new Error(`server not running API v2: v${version}`)
-
- this.emit('error', err)
- this.close().catch((err) => {
- debug('error closing connection: %s', err.stack)
- })
- return
- }
-
- const { status } = msg.platform || {}
-
- debug(
- 'server running API v2 (platform: %s (%d))',
- status === 0 ? 'under maintenance' : 'operating normally', status
- )
- } else if (code) {
- if (this._infoListeners[code]) {
- this._infoListeners[code].forEach(cb => cb(msg))
- }
-
- if (code === WSv2.INFO_CODES.SERVER_RESTART) {
- debug('server restarted, please reconnect')
- } else if (code === WSv2.INFO_CODES.MAINTENANCE_START) {
- debug('server maintenance period started!')
- } else if (code === WSv2.INFO_CODES.MAINTENANCE_END) {
- debug('server maintenance period ended!')
- }
- }
-
- this.emit('info', msg)
- }
-
- /**
- * Subscribes and tracks subscriptions per channel/identifier pair. If
- * already subscribed to the specified pair, nothing happens.
- *
- * @param {string} channel - channel name
- * @param {string} identifier - for uniquely identifying the ref count
- * @param {object} payload - merged with sub packet
- * @returns {boolean} subSent
- * @todo will be refactored to return promise from subscribe() call instead
- * of sub action taken flag
- * @see WSv2#subscribeTrades
- * @see WSv2#subscribeTicker
- * @see WSv2#subscribeCandles
- * @see WSv2#subscribeOrderBook
- * @example
- * const ws = new WSv2()
- *
- * ws.on('open', async () => {
- * ws.onTrades({ symbol: 'tBTCUSD' }, (trades) => {
- * console.log('recv trades: %j', trades)
- * })
- *
- * ws.managedSubscribe('trades', 'tBTCUSD', { symbol: 'tBTCUSD' })
- * })
- *
- * await ws.open()
- */
- managedSubscribe (channel = '', identifier = '', payload = {}) {
- const key = `${channel}:${identifier}`
-
- if (this._subscriptionRefs[key]) {
- this._subscriptionRefs[key]++
- return false
- }
-
- this._subscriptionRefs[key] = 1
- this.subscribe(channel, payload)
-
- return true
- }
-
- /**
- * Decreases the subscription ref count for the channel/identifier pair, and
- * unsubscribes from the channel if it reaches 0.
- *
- * @param {string} channel - channel name
- * @param {string} identifier - for uniquely identifying the ref count
- * @returns {boolean} unsubSent
- */
- managedUnsubscribe (channel = '', identifier = '') {
- const key = `${channel}:${identifier}`
- const chanId = this._chanIdByIdentifier(channel, identifier)
-
- if (chanId === null || isNaN(this._subscriptionRefs[key])) return false
-
- this._subscriptionRefs[key]--
- if (this._subscriptionRefs[key] > 0) return false
-
- this.unsubscribe(chanId)
- delete this._subscriptionRefs[key]
-
- return true
- }
-
- /**
- * Fetch a channel definition
- *
- * @param {object} opts - options
- * @param {number} opts.chanId - channel ID
- * @param {string} opts.channel - channel name
- * @param {string} [opts.symbol] - match by symbol
- * @param {string} [opts.key] - match by key (for candle channels)
- * @returns {object} chanData - null if not found
- */
- getChannelData ({ chanId, channel, symbol, key }) {
- const id = chanId || this._chanIdByIdentifier(channel, symbol || key)
-
- return this._channelMap[id] || null
- }
-
- /**
- * @param {string} channel - channel name
- * @param {string} identifier - unique identifier for the channel
- * @returns {number} channelID
- * @private
- */
- _chanIdByIdentifier (channel, identifier) {
- const channelIds = Object.keys(this._channelMap)
- let chan
-
- for (let i = 0; i < channelIds.length; i++) {
- chan = this._channelMap[channelIds[i]]
-
- if (chan.channel === channel && (
- chan.symbol === identifier ||
- chan.key === identifier
- )) {
- return channelIds[i]
- }
- }
-
- return null
- }
-
- /**
- * @param {string} key - key for the promise
- * @returns {Promise} p - resolves on event
- * @private
- */
- _getEventPromise (key) {
- return new Promise((resolve, reject) => {
- this._eventCallbacks.push(key, (err, res) => {
- if (err) {
- return reject(err)
- }
-
- resolve(res)
- })
- })
- }
-
- /**
- * Send a packet to the WS server
- *
- * @param {*} msg - packet, gets stringified
- */
- send (msg) {
- if (!this._ws || !this._isOpen) {
- this.emit('error', new Error('no ws client or not open'))
- } else if (this._isClosing) {
- this.emit('error', new Error('connection currently closing'))
- } else {
- debug('sending %j', msg)
- this._ws.send(JSON.stringify(msg))
- }
- }
-
- /**
- * @returns {boolean} sequencingEnabled
- */
- sequencingEnabled () {
- return this._seqAudit
- }
-
- /**
- * Configures the seq flag to enable sequencing (packet number) for this
- * connection. When enabled, the seq number will be the last value of
- * channel packet arrays.
- *
- * @param {object} args - params
- * @param {boolean} [args.audit] - if true, an error is emitted on invalid seq
- * @returns {Promise} p
- * @see WSv2#flags
- */
- async enableSequencing (args = { audit: true }) {
- this._seqAudit = args.audit === true
-
- return this.enableFlag(WSv2.flags.SEQ_ALL)
- }
-
- /**
- * Enables a configuration flag.
- *
- * @param {number} flag - flag to update, as numeric value
- * @returns {Promise} p
- * @see WSv2#flags
- * @example
- * const ws = new WSv2()
- *
- * ws.on('open', async () => {
- * await ws.enableFlag(WSv2.flags.CHECKSUM)
- * console.log('ob checkums enabled')
- * })
- *
- * await ws.open()
- */
- async enableFlag (flag) {
- this._enabledFlags = this._enabledFlags | flag
-
- if (!this._isOpen) {
- return
- }
-
- this.sendEnabledFlags()
- return this._getEventPromise(this._getConfigEventKey(flag))
- }
-
- /**
- * Sends the local flags value to the server, updating the config
- *
- * @private
- */
- sendEnabledFlags () {
- this.send({
- event: 'conf',
- flags: this._enabledFlags
- })
- }
-
- /**
- * Checks local state, relies on successful server config responses
- *
- * @see enableFlag
- *
- * @param {number} flag - flag to check for
- * @returns {boolean} enabled
- */
- isFlagEnabled (flag) {
- return (this._enabledFlags & flag) === flag
- }
-
- /**
- * @param {string} flag - flag to fetch event key for
- * @returns {string} key
- * @private
- */
- _getConfigEventKey (flag) {
- return `conf-res-${flag}`
- }
-
- /**
- * Register a callback in case of a ws server restart message; Use this to
- * call reconnect() if needed. (code 20051)
- *
- * @param {Function} cb - called on event trigger
- */
- onServerRestart (cb) {
- this.onInfoMessage(WSv2.info.SERVER_RESTART, cb)
- }
-
- /**
- * Register a callback in case of a 'maintenance started' message from the
- * server. This is a good time to pause server packets until maintenance ends
- *
- * @param {Function} cb - called on event trigger
- */
- onMaintenanceStart (cb) {
- this.onInfoMessage(WSv2.info.MAINTENANCE_START, cb)
- }
-
- /**
- * Register a callback to be notified of a maintenance period ending
- *
- * @param {Function} cb - called on event trigger
- */
- onMaintenanceEnd (cb) {
- this.onInfoMessage(WSv2.info.MAINTENANCE_END, cb)
- }
-
- /**
- * Subscribe to a channel with the given filter payload
- *
- * @param {string} channel - channel payload/data
- * @param {object} payload - optional extra packet data
- * @example
- * const ws = new WSv2()
- *
- * ws.on('open', () => {
- * ws.onTrades({ symbol: 'tBTCUSD' }, (trades) => {
- * // ...
- * })
- *
- * ws.subscribe('trades', { symbol: 'tBTCUSD' })
- * })
- *
- * await ws.open()
- */
- subscribe (channel, payload) {
- this.send(Object.assign({
- event: 'subscribe',
- channel
- }, payload))
- }
-
- /**
- * Subscribe to a ticker data channel
- *
- * @param {string} symbol - symbol of ticker
- * @returns {boolean} subscribed
- * @see WSv2#managedSubscribe
- * @example
- * await ws.subscribeTicker('tBTCUSD')
- */
- async subscribeTicker (symbol) {
- return this.managedSubscribe('ticker', symbol, { symbol })
- }
-
- /**
- * Subscribe to a trades data channel
- *
- * @param {string} symbol - symbol of market to monitor
- * @returns {boolean} subscribed
- * @see WSv2#managedSubscribe
- * @example
- * await ws.subscribeTrades('tBTCUSD')
- */
- async subscribeTrades (symbol) {
- return this.managedSubscribe('trades', symbol, { symbol })
- }
-
- /**
- * Subscribe to an order book data channel
- *
- * @param {string} symbol - symbol of order book
- * @param {string} prec - P0, P1, P2, or P3 (default P0)
- * @param {string} len - 25 or 100 (default 25)
- * @returns {boolean} subscribed
- * @see WSv2#managedSubscribe
- * @example
- * await ws.subscribeOrderBook('tBTCUSD', 'R0', '25')
- */
- async subscribeOrderBook (symbol, prec = 'P0', len = '25') {
- return this.managedSubscribe('book', symbol, { symbol, len, prec })
- }
-
- /**
- * Subscribe to a candle data channel
- *
- * @param {string} key - 'trade:5m:tBTCUSD'
- * @returns {boolean} subscribed
- * @see WSv2#managedSubscribe
- * @example
- * await ws.subscribeCandles('trade:5m:tBTCUSD')
- */
- async subscribeCandles (key) {
- return this.managedSubscribe('candles', key, { key })
- }
-
- /**
- * Subscribe to a status data channel
- *
- * @param {string} key - i.e. 'liq:global'
- * @returns {boolean} subscribed
- * @see WSv2#managedSubscribe
- * @example
- * await ws.subscribeStatus('liq:global')
- */
- async subscribeStatus (key) {
- return this.managedSubscribe('status', key, { key })
- }
-
- /**
- * Unsubscribe from a channel by ID
- *
- * @param {number} chanId - ID of channel to unsubscribe from
- * @example
- * const id = ws.getDataChannelId('ticker', { symbol: 'tBTCUSD' })
- *
- * if (id) {
- * ws.unsubscribe(id)
- * }
- */
- unsubscribe (chanId) {
- this.send({
- event: 'unsubscribe',
- chanId: +chanId
- })
- }
-
- /**
- * Unsubscribe from a ticker data channel
- *
- * @param {string} symbol - symbol of ticker
- * @returns {boolean} unsubscribed
- * @see WSv2#subscribeTicker
- * @example
- * await ws.unsubscribeTicker('tBTCUSD')
- */
- async unsubscribeTicker (symbol) {
- return this.managedUnsubscribe('ticker', symbol)
- }
-
- /**
- * Unsubscribe from a trades data channel
- *
- * @param {string} symbol - symbol of market to unsubscribe from
- * @returns {boolean} unsubscribed
- * @see WSv2#subscribeTrades
- * @example
- * await ws.unsubcribeTrades('tBTCUSD')
- */
- async unsubscribeTrades (symbol) {
- return this.managedUnsubscribe('trades', symbol)
- }
-
- /**
- * Unsubscribe from an order book data channel
- *
- * @param {string} symbol - symbol of order book
- * @returns {boolean} unsubscribed
- * @see WSv2#subscribeOrderBook
- * @example
- * await ws.unsubcribeOrderBook('tBTCUSD')
- */
- async unsubscribeOrderBook (symbol) {
- return this.managedUnsubscribe('book', symbol)
- }
-
- /**
- * @param {string} symbol - symbol of candles
- * @param {string} frame - time frame
- * @returns {boolean} unsubscribed
- * @see WSv2#subscribeCandles
- * @example
- * await ws.unsubscribeCandles('tBTCUSD', '1m')
- */
- async unsubscribeCandles (symbol, frame) {
- return this.managedUnsubscribe('candles', `trade:${frame}:${symbol}`)
- }
-
- /**
- * @param {string} key - key that was used in initial {@link WSv2#subscribeStatus} call
- * @returns {boolean} unsubscribed
- * @see WSv2#subscribeStatus
- */
- async unsubscribeStatus (key) {
- return this.managedUnsubscribe('status', key)
- }
-
- /**
- * Remove all listeners by callback group ID
- *
- * @param {string} cbGID - callback group to remove
- * @example
- * await ws.subscribeTrades({ symbol: 'tBTCUSD', cbGID: 42 })
- * await ws.subscribeTrades({ symbol: 'tLEOUSD', cbGID: 42 })
- * await ws.subscribeTrades({ symbol: 'tETHUSD', cbGID: 42 })
- *
- * // ...
- *
- * ws.removeListeners(42)
- */
- removeListeners (cbGID) {
- delete this._listeners[cbGID]
- }
-
- /**
- * Request a calc operation to be performed on the specified indexes
- *
- * @param {string[]} prefixes - desired prefixes to be calculated
- */
- requestCalc (prefixes) {
- this._sendCalc([0, 'calc', null, prefixes.map(p => [p])])
- }
-
- /**
- * Throttled call to ws.send, max 8 op/s
- *
- * @param {Array} msg - message
- * @private
- */
- _sendCalc (msg) {
- debug('req calc: %j', msg)
-
- this._ws.send(JSON.stringify(msg))
- }
-
- /**
- * Sends a new order to the server and resolves the returned promise once the
- * order submit is confirmed. Emits an error if not authenticated. The order
- * can be either an array, key/value map, or Order object instance.
- *
- * @see WSv2#cancelOrders
- * @see WSv2#cancelOrder
- * @see WSv2#updateOrder
- *
- * @param {object|Array} order - order object model or array
- * @returns {Promise} p - resolves on submit notification
- * @example
- * const o = new Order({
- * type: Order.type.EXCHANGE_LIMIT,
- * amount: 18,
- * price: 0.75,
- * symbol: 'tBTCUSD',
- * hidden: true
- * }, ws)
- *
- * await ws.submitOrder(o)
- *
- * console.log('order confirmed! status: %s', o.status)
- */
- async submitOrder (order) {
- if (!this._isAuthenticated) {
- throw new Error('not authenticated')
- }
-
- const packet = Array.isArray(order)
- ? order
- : order instanceof Order
- ? order.toNewOrderPacket()
- : new Order(order).toNewOrderPacket()
-
- if (this._affCode) {
- if (!packet.meta) {
- packet.meta = {}
- }
-
- packet.meta.aff_code = packet.meta.aff_code || this._affCode // eslint-disable-line
- }
-
- this._sendOrderPacket([0, 'on', null, packet])
-
- return this._getEventPromise(`order-new-${packet.cid}`)
- }
-
- /**
- * Send a changeset to update an order in-place while maintaining position in
- * the price queue. The changeset must contain the order ID, and supports a
- * 'delta' key to increase/decrease the total amount.
- *
- * @see WSv2#submitOrder
- *
- * @param {object} changes - requires at least an 'id'
- * @returns {Promise} p - resolves on receiving an confirmation notification
- */
- async updateOrder (changes = {}) {
- const { id } = changes
-
- if (!this._isAuthenticated) {
- throw new Error('not authenticated')
- } else if (!id) {
- throw new Error('order ID required for update')
- }
-
- this._sendOrderPacket([0, 'ou', null, changes])
-
- return this._getEventPromise(`order-update-${id}`)
- }
-
- /**
- * Cancels an order by ID and resolves the returned promise once the cancel is
- * confirmed. Emits an error if not authenticated. The ID can be passed as a
- * number, or taken from an order array/object.
- *
- * @see WSv2#submitOrder
- *
- * @param {object|Array|number} order - order model, array, or ID to be cancelled
- * @returns {Promise} p
- */
- async cancelOrder (order) {
- if (!this._isAuthenticated) {
- throw new Error('not authenticated')
- }
-
- const id = _isNumber(order)
- ? order
- : Array.isArray(order)
- ? order[0]
- : order.id
-
- debug(`cancelling order ${id}`)
- this._sendOrderPacket([0, 'oc', null, { id }])
-
- return this._getEventPromise(`order-cancel-${id}`)
- }
-
- /**
- * Cancels multiple orders, returns a promise that resolves once all
- * operations are confirmed.
- *
- * @see WSv2#submitOrder
- *
- * @param {object[]|Array[]|number[]} orders - array of order models, arrays
- * or IDs to be cancelled
- * @returns {Promise} p
- */
- async cancelOrders (orders) {
- if (!this._isAuthenticated) {
- throw new Error('not authenticated')
- }
-
- return Promise.all(orders.map(o => {
- return this.cancelOrder(o)
- }))
- }
-
- /**
- * Sends the op payloads to the server as an 'ox_multi' command. A promise is
- * returned and resolves immediately if authenticated, as no confirmation is
- * available for this message type.
- *
- * @param {object[]} opPayloads - order operations
- * @returns {Promise} p - rejects if not authenticated
- */
- async submitOrderMultiOp (opPayloads) {
- if (!this._isAuthenticated) {
- throw new Error('not authenticated')
- }
-
- // TODO: multi-op tracking
- this.send([0, 'ox_multi', null, opPayloads])
- }
-
- /**
- * @param {Array} packet - new order packet to be submitted
- * @private
- */
- _sendOrderPacket (packet) {
- if (this._hasOrderBuff()) {
- this._ensureOrderBuffTimeout()
- this._orderOpBuffer.push(packet)
- } else {
- this.send(packet)
- }
- }
-
- /**
- * @returns {boolean} buffEnabled
- * @private
- */
- _hasOrderBuff () {
- return this._orderOpBufferDelay > 0
- }
-
- /**
- * @private
- */
- _ensureOrderBuffTimeout () {
- if (this._orderOpTimeout !== null) return
-
- this._orderOpTimeout = setTimeout(
- this._flushOrderOps.bind(this),
- this._orderOpBufferDelay
- )
- }
-
- /**
- * Splits the op buffer into packets of max 15 ops each, and sends them down
- * the wire.
- *
- * @returns {Promise} p - resolves after send
- * @private
- */
- _flushOrderOps () {
- this._orderOpTimeout = null
-
- const packets = this._orderOpBuffer.map(p => [p[1], p[3]])
- this._orderOpBuffer = []
-
- if (packets.length <= 15) {
- return this.submitOrderMultiOp(packets)
- }
-
- const promises = []
-
- while (packets.length > 0) {
- const opPackets = packets.splice(0, Math.min(packets.length, 15))
- promises.push(this.submitOrderMultiOp(opPackets))
- }
-
- return Promise.all(promises)
- }
-
- /**
- * @returns {boolean} authenticated
- */
- isAuthenticated () {
- return this._isAuthenticated
- }
-
- /**
- * @returns {boolean} open
- */
- isOpen () {
- return this._isOpen
- }
-
- /**
- * @returns {boolean} reconnecting
- */
- isReconnecting () {
- return this._isReconnecting
- }
-
- /**
- * Sends a broadcast notification, which will be received by any active UI
- * websocket connections (at bitfinex.com), triggering a desktop notification.
- *
- * In the future our mobile app will also support spawning native push
- * notifications in response to incoming ucm-notify-ui packets.
- *
- * @param {object} opts - options
- * @param {string} [opts.message] - message to display
- * @param {string} [opts.type] - notification type, 'ucm-*' for broadcasts
- * @param {string} [opts.level] - 'info', 'error', or 'success'
- * @param {string} [opts.image] - link to an image to be shown
- * @param {string} [opts.link] - URL the notification should forward too
- * @param {string} [opts.sound] - URL of sound to play
- * @throws an error if given no type or message, or the instance is not open
- * and authenticated
- */
- notifyUI (opts = {}) {
- const { type, message, level, image, link, sound } = opts
-
- if (!_isString(type) || !_isString(message)) {
- throw new Error(`notified with invalid type/message: ${type}/${message}`)
- }
-
- if (!this._isOpen) {
- throw new Error('socket not open')
- }
-
- if (!this._isAuthenticated) {
- throw new Error('socket not authenticated')
- }
-
- this.send([0, 'n', null, {
- type: UCM_NOTIFICATION_TYPE,
- info: {
- type,
- message,
- level,
- image,
- link,
- sound
- }
- }])
- }
-
- /**
- * Adds a listener to the internal listener set, with an optional grouping
- * for batch unsubscribes (GID) & automatic ws packet matching (filterKey)
- *
- * @param {string} eventName - as received on ws stream
- * @param {object} filter - map of index & value in ws packet
- * @param {object} modelClass - model to use for serialization
- * @param {string} cbGID - listener group ID for mass removal
- * @param {Function} cb - listener
- * @private
- */
- _registerListener (eventName, filter, modelClass, cbGID, cb) {
- if (!cbGID) cbGID = null
-
- if (!this._listeners[cbGID]) {
- this._listeners[cbGID] = { [eventName]: [] }
- }
-
- const listeners = this._listeners[cbGID]
-
- if (!listeners[eventName]) {
- listeners[eventName] = []
- }
-
- const l = {
- cb,
- modelClass,
- filter
- }
-
- listeners[eventName].push(l)
- }
-
- /**
- * Registers a new callback to be called when a matching info message is
- * received.
- *
- * @param {number} code - from #WSv2.info
- * @param {Function} cb - callback
- */
- onInfoMessage (code, cb) {
- if (!this._infoListeners[code]) {
- this._infoListeners[code] = []
- }
-
- this._infoListeners[code].push(cb)
- }
-
- /**
- * Register a generic handler to be called with each received message
- *
- * @param {object} opts - options
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- */
- onMessage ({ cbGID }, cb) {
- this._registerListener('', null, null, cbGID, cb)
- }
-
- /**
- * Register a handler to be called with each received candle
- *
- * @param {object} opts - options
- * @param {string} opts.key - candle set key, i.e. trade:30m:tBTCUSD
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-candle
- * @see WSv2#subscribeCandles
- * @see WSv2#unsubscribeCandles
- */
- onCandle ({ key, cbGID }, cb) {
- this._registerListener('candle', { 0: key }, Candle, cbGID, cb)
- }
-
- /**
- * Register a handler to be called with each received candle
- *
- * @param {object} opts - options
- * @param {string} opts.symbol - book symbol
- * @param {string} opts.prec - book precision, i.e. 'R0'
- * @param {string} opts.len - book length, i.e. '25'
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-order-books
- * @see WSv2#subscribeOrderBook
- * @see WSv2#unsubscribeOrderBook
- */
- onOrderBook ({ symbol, prec, len, cbGID }, cb) {
- this._registerListener('orderbook', {
- 0: symbol,
- 1: prec,
- 2: len
- }, OrderBook, cbGID, cb)
- }
-
- /**
- * Register a handler to be called with each received order book checksum
- *
- * @param {object} opts - options
- * @param {string} opts.symbol - book symbol
- * @param {string} opts.prec - book precision, i.e. 'R0'
- * @param {string} opts.len - book length, i.e. '25'
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-order-books
- * @see WSv2#subscribeOrderBook
- * @see WSv2#unsubscribeOrderBook
- */
- onOrderBookChecksum ({ symbol, prec, len, cbGID }, cb) {
- this._registerListener('ob_checksum', {
- 0: symbol,
- 1: prec,
- 2: len
- }, null, cbGID, cb)
- }
-
- /**
- * Register a handler to be called with each received trade (pair or symbol
- * required)
- *
- * @param {object} opts - options
- * @param {string} [opts.pair] - required if no symbol specified
- * @param {string} [opts.symbol] - required if no pair specified
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-trades
- * @see WSv2#subscribeTrades
- * @see WSv2#unsubscribeTrades
- */
- onTrades ({ symbol, pair, cbGID }, cb) {
- const id = pair || symbol || ''
- const model = id[0] === 'f' ? FundingTrade : PublicTrade
-
- this._registerListener('trades', { 0: id }, model, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each trade `'te'` event
- *
- * @param {object} opts - options
- * @param {string} [opts.pair] - required if no symbol specified
- * @param {string} [opts.symbol] - required if no pair specified
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-trades
- * @see WSv2#subscribeTrades
- * @see WSv2#unsubscribeTrades
- */
- onTradeEntry ({ pair, symbol, cbGID }, cb) {
- const id = pair || symbol || ''
- this._registerListener('trade-entry', { 0: id }, PublicTrade, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each personal trade `'te'` event
- *
- * @param {object} opts - options
- * @param {string} [opts.pair] - required if no symbol specified
- * @param {string} [opts.symbol] - required if no pair specified
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-trades
- */
- onAccountTradeEntry ({ pair, symbol, cbGID }, cb) {
- const id = pair || symbol || ''
- this._registerListener('auth-te', { 1: id }, Trade, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each personal trade `'tu'` event
- *
- * @param {object} opts - options
- * @param {string} [opts.pair] - required if no symbol specified
- * @param {string} [opts.symbol] - required if no pair specified
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-trades
- */
- onAccountTradeUpdate ({ pair, symbol, cbGID }, cb) {
- const id = pair || symbol || ''
- this._registerListener('auth-tu', { 1: id }, Trade, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each received ticker
- *
- * @param {object} opts - options
- * @param {string} opts.symbol - symbol for tickers
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-public-ticker
- * @see WSv2#subscribeTicker
- * @see WSv2#unsubscribeTicker
- */
- onTicker ({ symbol = '', cbGID } = {}, cb) {
- const m = symbol[0] === 'f' ? FundingTicker : TradingTicker
- this._registerListener('ticker', { 0: symbol }, m, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each message for the desired status
- * feed.
- *
- * @param {object} opts - options
- * @param {string} opts.key - key of feed to listen on
- * @param {string|number} [opts.cbGID] - callback group ID
- * @param {Function} cb - callback
- * @see WSv2#subscribeStatus
- */
- onStatus ({ key = '', cbGID } = {}, cb) {
- this._registerListener('status', { 0: key }, null, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each full order snapshot (sent on auth)
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {number} [opts.id] - order ID to match
- * @param {number} [opts.cid] - order client ID to match
- * @param {number} [opts.gid] - order group ID to match
- * @param {string|number} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-orders
- * @see WSv2#auth
- */
- onOrderSnapshot ({ symbol, id, cid, gid, cbGID }, cb) {
- this._registerListener('os', {
- 0: id,
- 1: gid,
- 2: cid,
- 3: symbol
- }, Order, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each new order packet
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {number} [opts.id] - order ID to match
- * @param {number} [opts.cid] - order client ID to match
- * @param {number} [opts.gid] - order group ID to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-orders
- * @see WSv2#submitOrder
- */
- onOrderNew ({ symbol, id, cid, gid, cbGID }, cb) {
- this._registerListener('on', {
- 0: id,
- 1: gid,
- 2: cid,
- 3: symbol
- }, Order, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each order update packet
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {number} [opts.id] - order ID to match
- * @param {number} [opts.cid] - order client ID to match
- * @param {number} [opts.gid] - order group ID to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-orders
- * @see WSv2#updateOrder
- */
- onOrderUpdate ({ symbol, id, cid, gid, cbGID }, cb) {
- this._registerListener('ou', {
- 0: id,
- 1: gid,
- 2: cid,
- 3: symbol
- }, Order, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each order close packet
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {number} [opts.id] - order ID to match
- * @param {number} [opts.cid] - order client ID to match
- * @param {number} [opts.gid] - order group ID to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-orders
- * @see WSv2#cancelOrder
- */
- onOrderClose ({ symbol, id, cid, gid, cbGID }, cb) {
- this._registerListener('oc', {
- 0: id,
- 1: gid,
- 2: cid,
- 3: symbol
- }, Order, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each position snapshot (sent on auth)
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-position
- * @see WSv2#auth
- */
- onPositionSnapshot ({ symbol, cbGID }, cb) {
- this._registerListener('ps', { 0: symbol }, Position, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a position is opened
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-position
- */
- onPositionNew ({ symbol, cbGID }, cb) {
- this._registerListener('pn', { 0: symbol }, Position, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a position is updated
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-position
- */
- onPositionUpdate ({ symbol, cbGID }, cb) {
- this._registerListener('pu', { 0: symbol }, Position, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a position is closed
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-position
- */
- onPositionClose ({ symbol, cbGID }, cb) {
- this._registerListener('pc', { 0: symbol }, Position, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each fundign offer snapshot (sent on
- * auth)
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-offers
- * @see WSv2#auth
- */
- onFundingOfferSnapshot ({ symbol, cbGID }, cb) {
- this._registerListener('fos', { 1: symbol }, FundingOffer, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding offer is created
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-offers
- */
- onFundingOfferNew ({ symbol, cbGID }, cb) {
- this._registerListener('fon', { 1: symbol }, FundingOffer, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding offer is updated
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-offers
- */
- onFundingOfferUpdate ({ symbol, cbGID }, cb) {
- this._registerListener('fou', { 1: symbol }, FundingOffer, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding offer is closed
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-offers
- */
- onFundingOfferClose ({ symbol, cbGID }, cb) {
- this._registerListener('foc', { 1: symbol }, FundingOffer, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each funding credit snapshot (sent on
- * auth)
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-credits
- * @see WSv2#auth
- */
- onFundingCreditSnapshot ({ symbol, cbGID }, cb) {
- this._registerListener('fcs', { 1: symbol }, FundingCredit, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding credit is created
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-credits
- */
- onFundingCreditNew ({ symbol, cbGID }, cb) {
- this._registerListener('fcn', { 1: symbol }, FundingCredit, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding credit is updated
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-credits
- */
- onFundingCreditUpdate ({ symbol, cbGID }, cb) {
- this._registerListener('fcu', { 1: symbol }, FundingCredit, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding credit is closed
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-credits
- */
- onFundingCreditClose ({ symbol, cbGID }, cb) {
- this._registerListener('fcc', { 1: symbol }, FundingCredit, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each funding loan snapshot (sent on
- * auth)
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-loans
- * @see WSv2#auth
- */
- onFundingLoanSnapshot ({ symbol, cbGID }, cb) {
- this._registerListener('fls', { 1: symbol }, FundingLoan, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding loan is created
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-loans
- */
- onFundingLoanNew ({ symbol, cbGID }, cb) {
- this._registerListener('fln', { 1: symbol }, FundingLoan, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding loan is updated
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-loans
- */
- onFundingLoanUpdate ({ symbol, cbGID }, cb) {
- this._registerListener('flu', { 1: symbol }, FundingLoan, cbGID, cb)
- }
-
- /**
- * Register a handler to be called when a funding loan is closed
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-loans
- */
- onFundingLoanClose ({ symbol, cbGID }, cb) {
- this._registerListener('flc', { 1: symbol }, FundingLoan, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each wallet snapshot (sent on auth)
- *
- * @param {object} opts - options
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-wallets
- */
- onWalletSnapshot ({ cbGID }, cb) {
- this._registerListener('ws', null, Wallet, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each wallet update
- *
- * @param {object} opts - options
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-wallets
- */
- onWalletUpdate ({ cbGID }, cb) {
- this._registerListener('wu', null, Wallet, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each balance info update
- *
- * @param {object} opts - options
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-balance
- */
- onBalanceInfoUpdate ({ cbGID }, cb) {
- this._registerListener('bu', null, BalanceInfo, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each margin info update
- *
- * @param {object} opts - options
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-margin
- */
- onMarginInfoUpdate ({ cbGID }, cb) {
- this._registerListener('miu', null, MarginInfo, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each funding info update
- *
- * @param {object} opts - options
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-funding
- */
- onFundingInfoUpdate ({ cbGID }, cb) {
- this._registerListener('fiu', null, FundingInfo, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each funding trade `'te'` event
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-funding-trades
- */
- onFundingTradeEntry ({ symbol, cbGID }, cb) {
- this._registerListener('fte', { 0: symbol }, FundingTrade, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each funding trade `'tu'` event
- *
- * @param {object} opts - options
- * @param {string} [opts.symbol] - symbol to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-funding-trades
- */
- onFundingTradeUpdate ({ symbol, cbGID }, cb) {
- this._registerListener('ftu', { 0: symbol }, FundingTrade, cbGID, cb)
- }
-
- /**
- * Register a handler to be called on each notification
- *
- * @param {object} opts - options
- * @param {string} [opts.type] - type to match
- * @param {string} [opts.cbGID] - callback group id
- * @param {Function} cb - callback
- * @see https://docs.bitfinex.com/v2/reference#ws-auth-notifications
- */
- onNotification ({ type, cbGID }, cb) {
- this._registerListener('n', { 1: type }, Notification, cbGID, cb)
- }
-}
-
-/**
- * Map of flag names and numeric values for usage with the API
- *
- * @constant
- * @property {number} DEC_S - flag to request all decimals as strings
- * @property {number} TIME_S - flag to request all timestamps as strings
- * @property {number} TIMESTAMP - flag to request timestamp in milliseconds
- * @property {number} SEQ_ALL - flag to enable sequence numbers & verification
- * @property {number} CHECKSUM - flag to enable order book checksums
- * @memberof! WSv2#
- */
-WSv2.flags = {
- DEC_S: 8, // enables all decimals as strings
- TIME_S: 32, // enables all timestamps as strings
- TIMESTAMP: 32768, // timestamps in milliseconds
- SEQ_ALL: 65536, // enable sequencing
- CHECKSUM: 131072 // enable checksum per OB change, top 25 levels per-side
-}
-
-/**
- * Map of info event names and their respective codes for usage with the API
- *
- * @constant
- * @property {number} SERVER_RESTART - server restart event
- * @property {number} MAINTENANCE_START - maintenance start event
- * @property {number} MAINTENANCE_END - maintenance end event
- * @memberof! WSv2#
- */
-WSv2.info = {
- SERVER_RESTART: 20051,
- MAINTENANCE_START: 20060,
- MAINTENANCE_END: 20061
-}
-
-/**
- * Default connection URL
- *
- * @constant
- * @type {string}
- * @memberof! WSv2#
- * @default
- */
-WSv2.url = 'wss://api.bitfinex.com/ws/2'
-
-module.exports = WSv2
-
-
- 