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websocket-client.ts
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websocket-client.ts
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/* eslint-disable @typescript-eslint/no-unsafe-declaration-merging */
/* eslint-disable max-len */
/* eslint-disable @typescript-eslint/no-explicit-any */
import { EventEmitter } from 'events';
import WebSocket from 'isomorphic-ws';
import { ContractClient } from './contract-client';
import { InverseClient } from './inverse-client';
import { LinearClient } from './linear-client';
import { RestClientV5 } from './rest-client-v5';
import { SpotClient } from './spot-client';
import { SpotClientV3 } from './spot-client-v3';
import {
APIMarket,
CategoryV5,
KlineInterval,
RESTClient,
WSClientConfigurableOptions,
WebsocketClientOptions,
WsKey,
WsTopic,
} from './types';
import { WebsocketTopicSubscriptionConfirmationEvent } from './types/ws-events/topic-subscription-confirmation';
import { UnifiedMarginClient } from './unified-margin-client';
import { USDCOptionClient } from './usdc-option-client';
import { USDCPerpetualClient } from './usdc-perpetual-client';
import {
DefaultLogger,
PUBLIC_WS_KEYS,
WS_AUTH_ON_CONNECT_KEYS,
WS_KEY_MAP,
WsConnectionStateEnum,
getMaxTopicsPerSubscribeEvent,
getWsKeyForTopic,
getWsUrl,
isPrivateWsTopic,
isTopicSubscriptionConfirmation,
isTopicSubscriptionSuccess,
isWsPong,
neverGuard,
safeTerminateWs,
serializeParams,
} from './util';
import { signMessage } from './util/node-support';
import WsStore from './util/WsStore';
const loggerCategory = { category: 'bybit-ws' };
export type WsClientEvent =
| 'open'
| 'update'
| 'close'
| 'error'
| 'reconnect'
| 'reconnected'
| 'response';
interface WebsocketClientEvents {
/** Connection opened. If this connection was previously opened and reconnected, expect the reconnected event instead */
open: (evt: { wsKey: WsKey; event: any }) => void;
/** Reconnecting a dropped connection */
reconnect: (evt: { wsKey: WsKey; event: any }) => void;
/** Successfully reconnected a connection that dropped */
reconnected: (evt: { wsKey: WsKey; event: any }) => void;
/** Connection closed */
close: (evt: { wsKey: WsKey; event: any }) => void;
/** Received reply to websocket command (e.g. after subscribing to topics) */
response: (response: any) => void;
/** Received data for topic */
update: (response: any) => void;
/** Exception from ws client OR custom listeners */
error: (response: any) => void;
}
type TopicsPendingSubscriptionsResolver = () => void;
type TopicsPendingSubscriptionsRejector = (reason: string) => void;
interface TopicsPendingSubscriptions {
wsKey: string;
failedTopicsSubscriptions: Set<string>;
pendingTopicsSubscriptions: Set<string>;
resolver: TopicsPendingSubscriptionsResolver;
rejector: TopicsPendingSubscriptionsRejector;
}
// Type safety for on and emit handlers: https://stackoverflow.com/a/61609010/880837
export declare interface WebsocketClient {
on<U extends keyof WebsocketClientEvents>(
event: U,
listener: WebsocketClientEvents[U],
): this;
emit<U extends keyof WebsocketClientEvents>(
event: U,
...args: Parameters<WebsocketClientEvents[U]>
): boolean;
}
// eslint-disable-next-line no-redeclare
export class WebsocketClient extends EventEmitter {
private logger: typeof DefaultLogger;
private restClient?: RESTClient;
private options: WebsocketClientOptions;
private wsStore: WsStore;
private pendingTopicsSubscriptions: TopicsPendingSubscriptions[] = [];
constructor(
options: WSClientConfigurableOptions,
logger?: typeof DefaultLogger,
) {
super();
this.logger = logger || DefaultLogger;
this.wsStore = new WsStore(this.logger);
this.options = {
testnet: false,
pongTimeout: 1000,
pingInterval: 10000,
reconnectTimeout: 500,
recvWindow: 5000,
fetchTimeOffsetBeforeAuth: false,
...options,
};
this.options.restOptions = {
...this.options.restOptions,
testnet: this.options.testnet,
};
this.prepareRESTClient();
// add default error handling so this doesn't crash node (if the user didn't set a handler)
// eslint-disable-next-line @typescript-eslint/no-empty-function
this.on('error', () => {});
}
/** Get the WsStore that tracks websockets & topics */
public getWsStore(): WsStore {
return this.wsStore;
}
public isTestnet(): boolean {
return this.options.testnet === true;
}
/**
* Subscribe to V5 topics & track/persist them.
* @param wsTopics - topic or list of topics
* @param category - the API category this topic is for (e.g. "linear"). The value is only important when connecting to public topics and will be ignored for private topics.
* @param isPrivateTopic - optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
*/
public subscribeV5(
wsTopics: WsTopic[] | WsTopic,
category: CategoryV5,
isPrivateTopic?: boolean,
) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
return new Promise<void>((resolver, rejector) => {
topics.forEach((topic) => {
const wsKey = getWsKeyForTopic(
this.options.market,
topic,
isPrivateTopic,
category,
);
// Persist topic for reconnects
this.wsStore.addTopic(wsKey, topic);
this.upsertPendingTopicsSubscriptions(wsKey, topic, resolver, rejector);
// if connected, send subscription request
if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTED)
) {
return this.requestSubscribeTopics(wsKey, [topic]);
}
// start connection process if it hasn't yet begun. Topics are automatically subscribed to on-connect
if (
!this.wsStore.isConnectionState(
wsKey,
WsConnectionStateEnum.CONNECTING,
) &&
!this.wsStore.isConnectionState(
wsKey,
WsConnectionStateEnum.RECONNECTING,
)
) {
return this.connect(wsKey);
}
});
});
}
/**
* Subscribe to V1-V3 topics & track/persist them.
*
* Note: for public V5 topics use the `subscribeV5()` method.
*
* Topics will be automatically resubscribed to if the connection resets/drops/reconnects.
* @param wsTopics - topic or list of topics
* @param isPrivateTopic optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
*/
public subscribe(
wsTopics: WsTopic[] | WsTopic,
isPrivateTopic?: boolean,
): Promise<void> {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
if (this.options.market === 'v5') {
topics.forEach((topic) => {
if (!isPrivateWsTopic(topic)) {
throw new Error(
'For public "v5" websocket topics, use the subscribeV5() method & provide the category parameter',
);
}
});
}
return new Promise<void>((resolver, rejector) => {
topics.forEach((topic) => {
const wsKey = getWsKeyForTopic(
this.options.market,
topic,
isPrivateTopic,
);
// Persist topic for reconnects
this.wsStore.addTopic(wsKey, topic);
this.upsertPendingTopicsSubscriptions(wsKey, topic, resolver, rejector);
// if connected, send subscription request
if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTED)
) {
return this.requestSubscribeTopics(wsKey, [topic]);
}
// start connection process if it hasn't yet begun. Topics are automatically subscribed to on-connect
if (
!this.wsStore.isConnectionState(
wsKey,
WsConnectionStateEnum.CONNECTING,
) &&
!this.wsStore.isConnectionState(
wsKey,
WsConnectionStateEnum.RECONNECTING,
)
) {
return this.connect(wsKey);
}
});
});
}
private upsertPendingTopicsSubscriptions(
wsKey: string,
topic: string,
resolver: TopicsPendingSubscriptionsResolver,
rejector: TopicsPendingSubscriptionsRejector,
) {
const existingWsKeyPendingSubscriptions =
this.pendingTopicsSubscriptions.find((s) => s.wsKey === wsKey);
if (!existingWsKeyPendingSubscriptions) {
this.pendingTopicsSubscriptions.push({
wsKey,
resolver,
rejector,
failedTopicsSubscriptions: new Set(),
pendingTopicsSubscriptions: new Set([topic]),
});
return;
}
existingWsKeyPendingSubscriptions.pendingTopicsSubscriptions.add(topic);
}
/**
* Unsubscribe from V5 topics & remove them from memory. They won't be re-subscribed to if the connection reconnects.
* @param wsTopics - topic or list of topics
* @param category - the API category this topic is for (e.g. "linear"). The value is only important when connecting to public topics and will be ignored for private topics.
* @param isPrivateTopic - optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
*/
public unsubscribeV5(
wsTopics: WsTopic[] | WsTopic,
category: CategoryV5,
isPrivateTopic?: boolean,
) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
topics.forEach((topic) => {
const wsKey = getWsKeyForTopic(
this.options.market,
topic,
isPrivateTopic,
category,
);
// Remove topic from persistence for reconnects
this.wsStore.deleteTopic(wsKey, topic);
this.removeTopicPendingSubscription(wsKey, topic);
// unsubscribe request only necessary if active connection exists
if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTED)
) {
this.requestUnsubscribeTopics(wsKey, [topic]);
}
});
}
private removeTopicPendingSubscription(wsKey: string, topic: string) {
const existingWsKeyPendingSubscriptions =
this.pendingTopicsSubscriptions.find((s) => s.wsKey === wsKey);
if (existingWsKeyPendingSubscriptions) {
existingWsKeyPendingSubscriptions.pendingTopicsSubscriptions.delete(
topic,
);
if (!existingWsKeyPendingSubscriptions.pendingTopicsSubscriptions.size) {
this.pendingTopicsSubscriptions =
this.pendingTopicsSubscriptions.filter((s) => s.wsKey !== wsKey);
}
}
}
private clearTopicsPendingSubscriptions(wsKey: string) {
this.pendingTopicsSubscriptions = this.pendingTopicsSubscriptions.filter(
(s) => s.wsKey !== wsKey,
);
}
/**
* Unsubscribe from V1-V3 topics & remove them from memory. They won't be re-subscribed to if the connection reconnects.
*
* Note: For public V5 topics, use `unsubscribeV5()` instead!
*
* @param wsTopics topic or list of topics
* @param isPrivateTopic optional - the library will try to detect private topics, you can use this to mark a topic as private (if the topic isn't recognised yet)
*/
public unsubscribe(wsTopics: WsTopic[] | WsTopic, isPrivateTopic?: boolean) {
const topics = Array.isArray(wsTopics) ? wsTopics : [wsTopics];
if (this.options.market === 'v5') {
topics.forEach((topic) => {
if (!isPrivateWsTopic(topic)) {
throw new Error(
'For public "v5" websocket topics, use the unsubscribeV5() method & provide the category parameter',
);
}
});
}
topics.forEach((topic) => {
const wsKey = getWsKeyForTopic(
this.options.market,
topic,
isPrivateTopic,
);
// Remove topic from persistence for reconnects
this.wsStore.deleteTopic(wsKey, topic);
this.removeTopicPendingSubscription(wsKey, topic);
// unsubscribe request only necessary if active connection exists
if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTED)
) {
this.requestUnsubscribeTopics(wsKey, [topic]);
}
});
}
/**
* @private Only used if we fetch exchange time before attempting auth. Disabled by default.
* I've removed this for ftx and it's working great, tempted to remove this here
*/
private prepareRESTClient(): void {
switch (this.options.market) {
case 'inverse': {
this.restClient = new InverseClient(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'linear': {
this.restClient = new LinearClient(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'spot': {
this.restClient = new SpotClient(
this.options.restOptions,
this.options.requestOptions,
);
this.connectPublic();
break;
}
case 'spotv3': {
this.restClient = new SpotClientV3(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'usdcOption': {
this.restClient = new USDCOptionClient(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'usdcPerp': {
this.restClient = new USDCPerpetualClient(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'unifiedOption':
case 'unifiedPerp': {
this.restClient = new UnifiedMarginClient(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'contractInverse':
case 'contractUSDT': {
this.restClient = new ContractClient(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
case 'v5': {
this.restClient = new RestClientV5(
this.options.restOptions,
this.options.requestOptions,
);
break;
}
default: {
throw neverGuard(
this.options.market,
'prepareRESTClient(): Unhandled market',
);
}
}
}
public close(wsKey: WsKey, force?: boolean) {
this.logger.info('Closing connection', { ...loggerCategory, wsKey });
this.setWsState(wsKey, WsConnectionStateEnum.CLOSING);
this.clearTimers(wsKey);
const ws = this.getWs(wsKey);
ws?.close();
if (force) {
safeTerminateWs(ws);
}
}
public closeAll(force?: boolean) {
const keys = this.wsStore.getKeys();
this.logger.info(`Closing all ws connections: ${keys}`);
keys.forEach((key) => {
this.close(key, force);
});
}
/**
* Request connection of all dependent (public & private) websockets, instead of waiting for automatic connection by library
*/
public connectAll(): Promise<WebSocket | undefined>[] {
switch (this.options.market) {
case 'inverse': {
// only one for inverse
return [...this.connectPublic()];
}
// these all have separate public & private ws endpoints
case 'linear':
case 'spot':
case 'spotv3':
case 'usdcOption':
case 'usdcPerp':
case 'unifiedPerp':
case 'unifiedOption':
case 'contractUSDT':
case 'contractInverse': {
return [...this.connectPublic(), this.connectPrivate()];
}
case 'v5': {
return [this.connectPrivate()];
}
default: {
throw neverGuard(this.options.market, 'connectAll(): Unhandled market');
}
}
}
public connectPublic(): Promise<WebSocket | undefined>[] {
switch (this.options.market) {
case 'inverse': {
return [this.connect(WS_KEY_MAP.inverse)];
}
case 'linear': {
return [this.connect(WS_KEY_MAP.linearPublic)];
}
case 'spot': {
return [this.connect(WS_KEY_MAP.spotPublic)];
}
case 'spotv3': {
return [this.connect(WS_KEY_MAP.spotV3Public)];
}
case 'usdcOption': {
return [this.connect(WS_KEY_MAP.usdcOptionPublic)];
}
case 'usdcPerp': {
return [this.connect(WS_KEY_MAP.usdcPerpPublic)];
}
case 'unifiedOption': {
return [this.connect(WS_KEY_MAP.unifiedOptionPublic)];
}
case 'unifiedPerp': {
return [
this.connect(WS_KEY_MAP.unifiedPerpUSDTPublic),
this.connect(WS_KEY_MAP.unifiedPerpUSDCPublic),
];
}
case 'contractUSDT':
return [this.connect(WS_KEY_MAP.contractUSDTPublic)];
case 'contractInverse':
return [this.connect(WS_KEY_MAP.contractInversePublic)];
case 'v5': {
return [
this.connect(WS_KEY_MAP.v5SpotPublic),
this.connect(WS_KEY_MAP.v5LinearPublic),
this.connect(WS_KEY_MAP.v5InversePublic),
this.connect(WS_KEY_MAP.v5OptionPublic),
];
}
default: {
throw neverGuard(
this.options.market,
'connectPublic(): Unhandled market',
);
}
}
}
public connectPrivate(): Promise<WebSocket | undefined> {
switch (this.options.market) {
case 'inverse': {
return this.connect(WS_KEY_MAP.inverse);
}
case 'linear': {
return this.connect(WS_KEY_MAP.linearPrivate);
}
case 'spot': {
return this.connect(WS_KEY_MAP.spotPrivate);
}
case 'spotv3': {
return this.connect(WS_KEY_MAP.spotV3Private);
}
case 'usdcOption': {
return this.connect(WS_KEY_MAP.usdcOptionPrivate);
}
case 'usdcPerp': {
return this.connect(WS_KEY_MAP.usdcPerpPrivate);
}
case 'unifiedPerp':
case 'unifiedOption': {
return this.connect(WS_KEY_MAP.unifiedPrivate);
}
case 'contractUSDT':
return this.connect(WS_KEY_MAP.contractUSDTPrivate);
case 'contractInverse':
return this.connect(WS_KEY_MAP.contractInversePrivate);
case 'v5': {
return this.connect(WS_KEY_MAP.v5Private);
}
default: {
throw neverGuard(
this.options.market,
'connectPrivate(): Unhandled market',
);
}
}
}
private async connect(wsKey: WsKey): Promise<WebSocket | undefined> {
try {
if (this.wsStore.isWsOpen(wsKey)) {
this.logger.error(
'Refused to connect to ws with existing active connection',
{ ...loggerCategory, wsKey },
);
return this.wsStore.getWs(wsKey);
}
if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTING)
) {
this.logger.error(
'Refused to connect to ws, connection attempt already active',
{ ...loggerCategory, wsKey },
);
return;
}
if (
!this.wsStore.getConnectionState(wsKey) ||
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.INITIAL)
) {
this.setWsState(wsKey, WsConnectionStateEnum.CONNECTING);
}
const authParams = await this.getAuthParams(wsKey);
const url = getWsUrl(wsKey, this.options, this.logger);
const ws = this.connectToWsUrl(url + authParams, wsKey);
return this.wsStore.setWs(wsKey, ws);
} catch (err) {
this.parseWsError('Connection failed', err, wsKey);
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout);
}
}
private parseWsError(context: string, error: any, wsKey: WsKey) {
if (!error.message) {
this.logger.error(`${context} due to unexpected error: `, error);
this.emit('error', error);
return;
}
switch (error.message) {
case 'Unexpected server response: 401':
this.logger.error(`${context} due to 401 authorization failure.`, {
...loggerCategory,
wsKey,
});
break;
default:
if (
this.wsStore.getConnectionState(wsKey) !==
WsConnectionStateEnum.CLOSING
) {
this.logger.error(
`${context} due to unexpected response error: "${
error?.msg || error?.message || error
}"`,
{ ...loggerCategory, wsKey, error },
);
this.executeReconnectableClose(wsKey, 'unhandled onWsError');
} else {
this.logger.info(
`${wsKey} socket forcefully closed. Will not reconnect.`,
);
}
break;
}
this.emit('error', error);
}
/**
* Return params required to make authorized request
*/
private async getAuthParams(wsKey: WsKey): Promise<string> {
if (PUBLIC_WS_KEYS.includes(wsKey)) {
this.logger.debug('Starting public only websocket client.', {
...loggerCategory,
wsKey,
});
return '';
}
try {
const { signature, expiresAt } = await this.getWsAuthSignature(wsKey);
const authParams = {
api_key: this.options.key,
expires: expiresAt,
signature,
};
return '?' + serializeParams(authParams);
} catch (e) {
this.logger.error(e, { ...loggerCategory, wsKey });
return '';
}
}
private async sendAuthRequest(wsKey: WsKey): Promise<void> {
try {
const { signature, expiresAt } = await this.getWsAuthSignature(wsKey);
const request = {
op: 'auth',
args: [this.options.key, expiresAt, signature],
req_id: `${wsKey}-auth`,
};
return this.tryWsSend(wsKey, JSON.stringify(request));
} catch (e) {
this.logger.error(e, { ...loggerCategory, wsKey });
}
}
private async getWsAuthSignature(
wsKey: WsKey,
): Promise<{ expiresAt: number; signature: string }> {
const { key, secret } = this.options;
if (!key || !secret) {
this.logger.warning(
'Cannot authenticate websocket, either api or private keys missing.',
{ ...loggerCategory, wsKey },
);
throw new Error('Cannot auth - missing api or secret in config');
}
this.logger.debug("Getting auth'd request params", {
...loggerCategory,
wsKey,
});
const timeOffset = this.options.fetchTimeOffsetBeforeAuth
? (await this.restClient?.fetchTimeOffset()) || 0
: 0;
const recvWindow = this.options.recvWindow || 5000;
const signatureExpiresAt = Date.now() + timeOffset + recvWindow;
const signature = await signMessage(
'GET/realtime' + signatureExpiresAt,
secret,
);
return {
expiresAt: signatureExpiresAt,
signature,
};
}
private reconnectWithDelay(wsKey: WsKey, connectionDelayMs: number) {
this.clearTimers(wsKey);
if (
this.wsStore.getConnectionState(wsKey) !==
WsConnectionStateEnum.CONNECTING
) {
this.setWsState(wsKey, WsConnectionStateEnum.RECONNECTING);
}
if (this.wsStore.get(wsKey)?.activeReconnectTimer) {
this.clearReconnectTimer(wsKey);
}
this.wsStore.get(wsKey, true).activeReconnectTimer = setTimeout(() => {
this.logger.info('Reconnecting to websocket', {
...loggerCategory,
wsKey,
});
this.clearReconnectTimer(wsKey);
this.connect(wsKey);
}, connectionDelayMs);
}
private ping(wsKey: WsKey) {
if (this.wsStore.get(wsKey, true).activePongTimer) {
return;
}
this.clearPongTimer(wsKey);
this.logger.silly('Sending ping', { ...loggerCategory, wsKey });
this.tryWsSend(wsKey, JSON.stringify({ op: 'ping' }));
this.wsStore.get(wsKey, true).activePongTimer = setTimeout(
() => this.executeReconnectableClose(wsKey, 'Pong timeout'),
this.options.pongTimeout,
);
}
/**
* Closes a connection, if it's even open. If open, this will trigger a reconnect asynchronously.
* If closed, trigger a reconnect immediately
*/
private executeReconnectableClose(wsKey: WsKey, reason: string) {
this.logger.info(`${reason} - closing socket to reconnect`, {
...loggerCategory,
wsKey,
reason,
});
const wasOpen = this.wsStore.isWsOpen(wsKey);
this.clearPingTimer(wsKey);
this.clearPongTimer(wsKey);
const ws = this.getWs(wsKey);
if (ws) {
ws.close();
safeTerminateWs(ws);
}
if (!wasOpen) {
this.logger.info(
`${reason} - socket already closed - trigger immediate reconnect`,
{
...loggerCategory,
wsKey,
reason,
},
);
this.reconnectWithDelay(wsKey, this.options.reconnectTimeout);
}
}
private clearTimers(wsKey: WsKey) {
this.clearPingTimer(wsKey);
this.clearPongTimer(wsKey);
this.clearReconnectTimer(wsKey);
}
// Send a ping at intervals
private clearPingTimer(wsKey: WsKey) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activePingTimer) {
clearInterval(wsState.activePingTimer);
wsState.activePingTimer = undefined;
}
}
// Expect a pong within a time limit
private clearPongTimer(wsKey: WsKey) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activePongTimer) {
clearTimeout(wsState.activePongTimer);
wsState.activePongTimer = undefined;
}
}
private clearReconnectTimer(wsKey: WsKey) {
const wsState = this.wsStore.get(wsKey);
if (wsState?.activeReconnectTimer) {
clearTimeout(wsState.activeReconnectTimer);
wsState.activeReconnectTimer = undefined;
}
}
/**
* @private Use the `subscribe(topics)` method to subscribe to topics. Send WS message to subscribe to topics.
*/
private requestSubscribeTopics(wsKey: WsKey, topics: string[]) {
if (!topics.length) {
return;
}
const maxTopicsPerEvent = getMaxTopicsPerSubscribeEvent(
this.options.market,
wsKey,
);
if (maxTopicsPerEvent && topics.length > maxTopicsPerEvent) {
this.logger.silly(
`Subscribing to topics in batches of ${maxTopicsPerEvent}`,
);
for (let i = 0; i < topics.length; i += maxTopicsPerEvent) {
const batch = topics.slice(i, i + maxTopicsPerEvent);
this.logger.silly(`Subscribing to batch of ${batch.length}`);
this.requestSubscribeTopics(wsKey, batch);
}
this.logger.silly(
`Finished batch subscribing to ${topics.length} topics`,
);
return;
}
const wsMessage = JSON.stringify({
req_id: topics.join(','),
op: 'subscribe',
args: topics,
});
this.tryWsSend(wsKey, wsMessage);
}
/**
* @private Use the `unsubscribe(topics)` method to unsubscribe from topics. Send WS message to unsubscribe from topics.
*/
private requestUnsubscribeTopics(wsKey: WsKey, topics: string[]) {
if (!topics.length) {
return;
}
const maxTopicsPerEvent = getMaxTopicsPerSubscribeEvent(
this.options.market,
wsKey,
);
if (maxTopicsPerEvent && topics.length > maxTopicsPerEvent) {
this.logger.silly(
`Unsubscribing to topics in batches of ${maxTopicsPerEvent}`,
);
for (let i = 0; i < topics.length; i += maxTopicsPerEvent) {
const batch = topics.slice(i, i + maxTopicsPerEvent);
this.logger.silly(`Unsubscribing to batch of ${batch.length}`);
this.requestUnsubscribeTopics(wsKey, batch);
}
this.logger.silly(
`Finished batch unsubscribing to ${topics.length} topics`,
);
return;
}
const wsMessage = JSON.stringify({
op: 'unsubscribe',
args: topics,
});
this.tryWsSend(wsKey, wsMessage);
}
public tryWsSend(wsKey: WsKey, wsMessage: string) {
try {
this.logger.silly('Sending upstream ws message: ', {
...loggerCategory,
wsMessage,
wsKey,
});
if (!wsKey) {
throw new Error(
'Cannot send message due to no known websocket for this wsKey',
);
}
const ws = this.getWs(wsKey);
if (!ws) {
throw new Error(
`${wsKey} socket not connected yet, call "connect(${wsKey}) first then try again when the "open" event arrives`,
);
}
ws.send(wsMessage);
} catch (e) {
this.logger.error('Failed to send WS message', {
...loggerCategory,
wsMessage,
wsKey,
exception: e,
});
}
}
private connectToWsUrl(url: string, wsKey: WsKey): WebSocket {
this.logger.silly(`Opening WS connection to URL: ${url}`, {
...loggerCategory,
wsKey,
});
const agent = this.options.requestOptions?.agent;
const ws = new WebSocket(url, undefined, agent ? { agent } : undefined);
ws.onopen = (event) => this.onWsOpen(event, wsKey);
ws.onmessage = (event) => this.onWsMessage(event, wsKey);
ws.onerror = (event) =>
this.parseWsError('Websocket onWsError', event, wsKey);
ws.onclose = (event) => this.onWsClose(event, wsKey);
return ws;
}
private async onWsOpen(event, wsKey: WsKey) {
if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.CONNECTING)
) {
this.logger.info('Websocket connected', {
...loggerCategory,
wsKey,
testnet: this.isTestnet(),
market: this.options.market,
});
this.emit('open', { wsKey, event });
} else if (
this.wsStore.isConnectionState(wsKey, WsConnectionStateEnum.RECONNECTING)
) {
this.logger.info('Websocket reconnected', { ...loggerCategory, wsKey });
this.emit('reconnected', { wsKey, event });
}
this.setWsState(wsKey, WsConnectionStateEnum.CONNECTED);
// Some websockets require an auth packet to be sent after opening the connection
if (WS_AUTH_ON_CONNECT_KEYS.includes(wsKey)) {
this.logger.info('Sending auth request...');
await this.sendAuthRequest(wsKey);