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feat: add orderdbook example using websocket
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‎v4-client-js/examples/websocket_orderbook_example.ts‎

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import { Network } from '../src/clients/constants';
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import { SocketClient } from '../src/clients/socket-client';
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function test(): void {
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let orderBookBidList: [number, number, number][] = [];
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let orderBookAskList: [number, number, number][] = [];
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const mySocket = new SocketClient(
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Network.mainnet().indexerConfig,
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() => {
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console.log('socket opened');
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mySocket.subscribeToOrderbook('ETH-USD');
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},
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() => {
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console.log('socket closed');
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},
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(message) => {
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try {
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if (typeof message.data === "string") {
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const jsonString = message.data as string;
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const parsingData = JSON.parse(jsonString);
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const messageId = parsingData.message_id;
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const orderBookDataList = parsingData.contents;
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if (orderBookDataList instanceof Array) {
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// common orderBook data;
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[orderBookBidList, orderBookAskList] = updateOrderBook(
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orderBookDataList,
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orderBookBidList,
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orderBookAskList,
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messageId,
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);
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// sort
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orderBookBidList = sortByNthElementDesc(
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orderBookBidList,
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0,
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);
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orderBookAskList = sortByNthElementAsc(
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orderBookAskList,
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0,
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);
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// resolving crossed orderBook
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if (orderBookBidList[0][0] >= orderBookAskList[0][0]) {
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[orderBookBidList, orderBookAskList] =
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resolveCrossedOrderBook(
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orderBookBidList,
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orderBookAskList,
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);
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}
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printOrderBook(orderBookBidList, orderBookAskList);
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if (orderBookBidList.length > 300) {
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orderBookBidList.splice(50);
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}
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if (orderBookAskList.length > 300) {
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orderBookAskList.splice(50);
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}
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} else if (
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orderBookDataList !== null &&
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orderBookDataList !== undefined
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) {
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// initial OrderBook data
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setInitialOrderBook(
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orderBookDataList,
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orderBookBidList,
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orderBookAskList,
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messageId,
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);
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}
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}
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} catch (e) {
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console.error('Error parsing JSON message:', e);
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}
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},
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(event) => {
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console.error('Encountered error:', event.message);
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},
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);
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mySocket.connect();
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}
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const sortByNthElementAsc = (arr: [number, number, number][], n: number): [number, number, number][] => {
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return arr.sort((a, b) => {
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if (a[n] < b[n]) return -1;
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if (a[n] > b[n]) return 1;
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return 0;
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});
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};
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const sortByNthElementDesc = (arr: [number, number, number][], n: number): [number, number, number][] => {
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return arr.sort((a, b) => {
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if (a[n] > b[n]) return -1;
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if (a[n] < b[n]) return 1;
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return 0;
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});
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};
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const printOrderBook = (
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orderBookBidList: [number, number, number][],
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orderBookAskList: [number, number, number][],
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): void => {
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// print
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console.log(`OrderBook for ETH-USD:`);
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console.log(`Price Qty`);
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for (let i = 4; i > -1; i--) {
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const priceStr = String(orderBookAskList[i][0]);
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const spaces = createSpaces(10 - priceStr.length);
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console.log(`${priceStr}${spaces}${orderBookAskList[i][1]}`);
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}
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console.log('---------------------');
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for (let i = 0; i < 5; i++) {
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const priceStr = String(orderBookAskList[i][0]);
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const spaces = createSpaces(10 - priceStr.length);
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console.log(`${priceStr}${spaces}${orderBookBidList[i][1]}`);
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}
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console.log('');
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};
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function createSpaces(count: number): string {
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if(count <= 0 ){
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return "";
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}
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let spaces = "";
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for (let i = 0; i < count; i++) {
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spaces += " ";
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}
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return spaces;
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}
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const resolveCrossedOrderBook = (
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orderBookBidList: [number, number, number][],
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orderBookAskList: [number, number, number][],
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): [[number, number, number][], [number, number, number][]] => {
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while (orderBookBidList[0][0] >= orderBookAskList[0][0]) {
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if (orderBookBidList[0][2] < orderBookAskList[0][2]) {
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orderBookBidList.shift();
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} else if (orderBookBidList[0][2] > orderBookAskList[0][2]) {
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orderBookAskList.shift();
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} else {
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if (orderBookBidList[0][1] > orderBookAskList[0][1]) {
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orderBookBidList[0][1] -= orderBookAskList[0][1];
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orderBookAskList.shift();
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} else if (orderBookBidList[0][1] < orderBookAskList[0][1]) {
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orderBookAskList[0][1] -= orderBookBidList[0][1];
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orderBookBidList.shift();
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} else {
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orderBookAskList.shift();
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orderBookBidList.shift();
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}
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}
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}
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return [orderBookBidList, orderBookAskList];
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};
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const setInitialOrderBook = (
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orderBookDataList: { bids: []; asks: [] },
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orderBookBidList: [number, number, number][],
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orderBookAskList: [number, number, number][],
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messageId: number,
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): void => {
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orderBookDataList.bids.forEach((item: { price: string; size: string }) => {
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orderBookBidList.push([Number(item.price), Number(item.size), messageId]);
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});
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orderBookDataList.asks.forEach((item: { price: string; size: string }) => {
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orderBookAskList.push([Number(item.price), Number(item.size), messageId]);
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});
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};
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const updateOrderBook = (
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orderBookDataList: { bids: [[]]; asks: [[]] }[],
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orderBookBidList: [number, number, number][],
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orderBookAskList: [number, number, number][],
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messageId: number,
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): [[number, number, number][], [number, number, number][]] => {
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orderBookDataList.forEach((entry: { bids: [[]]; asks: [[]] }) => {
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if (entry.bids !== null && entry.bids !== undefined) {
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const flattened = entry.bids.reduce((acc: any[], val: any[]) => acc.concat(val), []);
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const entryBidPrice = Number(flattened[0]);
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const entryBidSize = Number(flattened[1]);
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// remove prices with zero Qty
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if (entryBidSize === 0) {
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for (let i = orderBookBidList.length - 1; i >= 0; i--) {
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if (orderBookBidList[i][0] === entryBidPrice) {
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orderBookBidList.splice(i, 1);
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}
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}
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} else {
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// The price that already exists in the order book is modified only Qty
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if (
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orderBookBidList.some((innerArray) => innerArray[0] === entryBidPrice)
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) {
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orderBookBidList.forEach((item, index) => {
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if (item[0] === entryBidPrice) {
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orderBookBidList[index][1] = entryBidSize;
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orderBookBidList[index][2] = messageId;
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}
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});
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} else {
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// Add new data to order book
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orderBookBidList.push([entryBidPrice, entryBidSize, messageId]);
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}
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}
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}
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if (entry.asks !== null && entry.asks !== undefined) {
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const flattened = entry.asks.reduce((acc: any[], val: any[]) => acc.concat(val), []);
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const entryAskPrice = Number(flattened[0]);
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const entryAskSize = Number(flattened[1]);
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if (entryAskSize === 0) {
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// remove prices with zero Qty
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for (let i = orderBookAskList.length - 1; i >= 0; i--) {
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if (orderBookAskList[i][0] === entryAskPrice) {
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orderBookAskList.splice(i, 1);
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}
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}
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} else {
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// The price that already exists in the order book is modified only Qty
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if (
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orderBookAskList.some((innerArray) => innerArray[0] === entryAskPrice)
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) {
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orderBookAskList.forEach((item, index) => {
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if (item[0] === entryAskPrice) {
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orderBookAskList[index][1] = entryAskSize;
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orderBookAskList[index][2] = messageId;
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}
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});
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} else {
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// Add new data to order book
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orderBookAskList.push([entryAskPrice, entryAskSize, messageId]);
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}
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}
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}
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});
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return [orderBookBidList, orderBookAskList];
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};
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test();

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