Merge pull request #43 from tiagosiebler/wsexchangeauth

feat(): add example for working authentication on coinbase exchange websockets

examples/CBExchange/WebSockets/privateWs.ts

@@ -0,0 +1,124 @@
+import { WebsocketClient } from '../../../src/index.js';
+
+async function start() {
+  const client = new WebsocketClient(
+    {
+      apiKey: 'yourAPIKeyHere',
+      apiSecret: 'yourAPISecretHere',
+      //This is the passphrase you provided when creating this API key. NOT your account password.
+      apiPassphrase: 'yourAPIPassPhraseHere',
+      // Optional, connect to sandbox instead: https://public-sandbox.exchange.coinbase.com/apikeys
+      // useSandbox: true,
+    },
+    // logger,
+  );
+
+  client.on('open', (data) => {
+    console.log('open: ', data?.wsKey);
+  });
+
+  // Data received
+  client.on('update', (data) => {
+    console.info(new Date(), 'data received: ', JSON.stringify(data));
+  });
+
+  // Something happened, attempting to reconenct
+  client.on('reconnect', (data) => {
+    console.log('reconnect: ', data);
+  });
+
+  // Reconnect successful
+  client.on('reconnected', (data) => {
+    console.log('reconnected: ', data);
+  });
+
+  // Connection closed. If unexpected, expect reconnect -> reconnected.
+  client.on('close', (data) => {
+    console.error('close: ', data);
+  });
+
+  // Reply to a request, e.g. "subscribe"/"unsubscribe"/"authenticate"
+  client.on('response', (data) => {
+    console.info('response: ', JSON.stringify(data, null, 2));
+  });
+
+  client.on('exception', (data) => {
+    console.error('exception: ', data);
+  });
+
+  try {
+    /**
+     * Use the client subscribe(topic, market) pattern to subscribe to any websocket topic.
+     * - You can subscribe to topics one at a time or many one one request.
+     * - Topics can be sent as simple strings, if no parameters are required.
+     * - If parameters are required, pass them in the "payload" property - they will be merged into the subscription request automatically
+     * - Any subscribe requests on the "exchangeDirectMarketData" market are automatically authenticated with the available credentials
+     */
+    client.subscribe(
+      {
+        topic: 'full',
+        payload: {
+          product_ids: ['BTC-USD'],
+        },
+      },
+      'exchangeDirectMarketData',
+    );
+
+    client.subscribe(
+      {
+        topic: 'balance',
+        payload: {
+          account_ids: [
+            'd50ec984-77a8-460a-b958-66f114b0de9b',
+            'd50ec984-77a8-460a-b958-66f114b0de9a',
+          ],
+        },
+      },
+      'exchangeDirectMarketData',
+    );
+
+    /**
+     * Other examples for some of the authenticated Coinbase Exchange "direct market data" channels:
+     */
+    client.subscribe(
+      [
+        // https://docs.cdp.coinbase.com/exchange/docs/websocket-channels#full-channel
+        {
+          topic: 'full',
+          payload: {
+            product_ids: ['BTC-USD'],
+          },
+        },
+        // https://docs.cdp.coinbase.com/exchange/docs/websocket-channels#user-channel
+        {
+          topic: 'user',
+          payload: {
+            product_ids: ['BTC-USD'],
+          },
+        },
+        // https://docs.cdp.coinbase.com/exchange/docs/websocket-channels#level2-channel
+        {
+          topic: 'level2',
+          payload: {
+            product_ids: ['BTC-USD'],
+          },
+        },
+        // https://docs.cdp.coinbase.com/exchange/docs/websocket-channels#balance-channel
+        {
+          topic: 'balance',
+          payload: {
+            account_ids: [
+              'd50ec984-77a8-460a-b958-66f114b0de9b',
+              'd50ec984-77a8-460a-b958-66f114b0de9a',
+            ],
+          },
+        },
+      ],
+      'exchangeDirectMarketData',
+    );
+  } catch (e) {
+    console.error(`Subscribe exception: `, e);
+  }
+}
+
+start();

src/lib/websocket/websocket-util.ts

@@ -63,6 +63,9 @@ export interface WsTopicRequest<
   TWSPayload = any,
 > {
   topic: TWSTopic;
+  /**
+   * Any parameters to include with the request. These are automatically merged into the request.
+   */
   payload?: TWSPayload;
 }