-
Notifications
You must be signed in to change notification settings - Fork 4
/
Copy pathWebsocketClient.ts
480 lines (419 loc) · 13.3 KB
/
WebsocketClient.ts
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
import { FuturesClient } from './FuturesClient.js';
import { BaseWebsocketClient, EmittableEvent } from './lib/BaseWSClient.js';
import { neverGuard } from './lib/misc-util.js';
import {
MessageEventLike,
WS_KEY_MAP,
WsKey,
WsTopicRequest,
} from './lib/websocket/websocket-util.js';
import { WSConnectedResult } from './lib/websocket/WsStore.types.js';
import { SpotClient } from './SpotClient.js';
import { APISuccessResponse } from './types/response/shared.types.js';
import { WsConnectionInfo } from './types/response/ws.js';
import { WsMarket } from './types/websockets/client.js';
import {
WsOperation,
WsRequestOperation,
} from './types/websockets/requests.js';
import {
WsAPITopicRequestParamMap,
WsAPITopicResponseMap,
WsAPIWsKeyTopicMap,
} from './types/websockets/wsAPI.js';
function getRandomInt(max: number) {
return Math.floor(Math.random() * max);
}
export const WS_LOGGER_CATEGORY = { category: 'kucoin-ws' };
/** Any WS keys in this list will trigger auth on connect, if credentials are available */
const PRIVATE_WS_KEYS: WsKey[] = [
WS_KEY_MAP.spotPrivateV1,
WS_KEY_MAP.futuresPrivateV1,
];
/** Any WS keys in this list will ALWAYS skip the authentication process, even if credentials are available */
export const PUBLIC_WS_KEYS: WsKey[] = [
WS_KEY_MAP.spotPublicV1,
WS_KEY_MAP.futuresPublicV1,
];
/**
* WS topics are always a string for this exchange. Some exchanges use complex objects.
*/
type WsTopic = string;
export class WebsocketClient extends BaseWebsocketClient<WsKey> {
private RESTClientCache: Record<
WsMarket,
SpotClient | FuturesClient | undefined
> = {
spot: undefined,
futures: undefined,
};
private getRESTClient(wsKey: WsKey): SpotClient | FuturesClient {
if (wsKey === 'spotPublicV1' || wsKey === 'spotPrivateV1') {
const clientType = 'spot';
if (this.RESTClientCache[clientType]) {
return this.RESTClientCache[clientType];
}
this.RESTClientCache[clientType] = new SpotClient({
apiKey: this.options.apiKey,
apiSecret: this.options.apiSecret,
apiPassphrase: this.options.apiPassphrase,
});
return this.RESTClientCache[clientType];
}
if (wsKey === 'futuresPublicV1' || wsKey === 'futuresPrivateV1') {
const clientType = 'futures';
if (this.RESTClientCache[clientType]) {
return this.RESTClientCache[clientType];
}
this.RESTClientCache[clientType] = new FuturesClient({
apiKey: this.options.apiKey,
apiSecret: this.options.apiSecret,
apiPassphrase: this.options.apiPassphrase,
});
return this.RESTClientCache[clientType];
}
throw new Error(`Unhandled WsKey: "${wsKey}"`);
}
private async getWSConnectionInfo(
wsKey: WsKey,
): Promise<APISuccessResponse<WsConnectionInfo>> {
const restClient = this.getRESTClient(wsKey);
if (wsKey === 'spotPrivateV1' || wsKey === 'futuresPrivateV1') {
return restClient.getPrivateWSConnectionToken();
}
return restClient.getPublicWSConnectionToken();
}
/**
* Request connection of all dependent (public & private) websockets, instead of waiting for automatic connection by library
*/
public connectAll(): Promise<(WSConnectedResult | undefined)[]> {
return Promise.all([
this.connect(WS_KEY_MAP.spotPublicV1),
this.connect(WS_KEY_MAP.spotPrivateV1),
this.connect(WS_KEY_MAP.futuresPublicV1),
this.connect(WS_KEY_MAP.futuresPrivateV1),
]);
}
/**
* Request subscription to one or more topics. Pass topics as either an array of strings, or array of objects (if the topic has parameters).
* Objects should be formatted as {topic: string, params: object}.
*
* - Subscriptions are automatically routed to the correct websocket connection.
* - Authentication/connection is automatic.
* - Resubscribe after network issues is automatic.
*
* Call `unsubscribe(topics)` to remove topics
*/
public subscribe(
requests:
| (WsTopicRequest<WsTopic> | WsTopic)
| (WsTopicRequest<WsTopic> | WsTopic)[],
wsKey: WsKey,
) {
if (!Array.isArray(requests)) {
this.subscribeTopicsForWsKey([requests], wsKey);
return;
}
if (requests.length) {
this.subscribeTopicsForWsKey(requests, wsKey);
}
}
/**
* Unsubscribe from one or more topics. Similar to subscribe() but in reverse.
*
* - Requests are automatically routed to the correct websocket connection.
* - These topics will be removed from the topic cache, so they won't be subscribed to again.
*/
public unsubscribe(
requests:
| (WsTopicRequest<WsTopic> | WsTopic)
| (WsTopicRequest<WsTopic> | WsTopic)[],
wsKey: WsKey,
) {
if (!Array.isArray(requests)) {
this.unsubscribeTopicsForWsKey([requests], wsKey);
return;
}
if (requests.length) {
this.unsubscribeTopicsForWsKey(requests, wsKey);
}
}
/**
* Not supported by Kucoin, do not use
*/
// This overload allows the caller to omit the 3rd param, if it isn't required (e.g. for the login call)
async sendWSAPIRequest<
TWSKey extends keyof WsAPIWsKeyTopicMap,
TWSChannel extends WsAPIWsKeyTopicMap[TWSKey] = WsAPIWsKeyTopicMap[TWSKey],
TWSParams extends
WsAPITopicRequestParamMap[TWSChannel] = WsAPITopicRequestParamMap[TWSChannel],
TWSAPIResponse extends
| WsAPITopicResponseMap[TWSChannel]
| object = WsAPITopicResponseMap[TWSChannel],
>(
wsKey: TWSKey,
channel: TWSChannel,
...params: TWSParams extends undefined ? [] : [TWSParams]
): Promise<TWSAPIResponse>;
async sendWSAPIRequest<
TWSKey extends keyof WsAPIWsKeyTopicMap = keyof WsAPIWsKeyTopicMap,
TWSChannel extends WsAPIWsKeyTopicMap[TWSKey] = WsAPIWsKeyTopicMap[TWSKey],
TWSParams extends
WsAPITopicRequestParamMap[TWSChannel] = WsAPITopicRequestParamMap[TWSChannel],
>(
wsKey: TWSKey,
channel: TWSChannel,
params?: TWSParams,
): Promise<undefined> {
this.logger.trace(`sendWSAPIRequest(): assert "${wsKey}" is connected`, {
channel,
params,
});
return;
}
/**
*
* Internal methods
*
*/
/**
* Whatever url this method returns, it's connected to as-is!
*
* If a token or anything else is needed in the URL, this is a good place to add it.
*/
protected async getWsUrl(wsKey: WsKey): Promise<string> {
if (this.options.wsUrl) {
return this.options.wsUrl;
}
const connectionInfo = await this.getWSConnectionInfo(wsKey);
this.logger.trace(`getWSConnectionInfo`, {
wsKey,
...connectionInfo,
});
const server = connectionInfo.data.instanceServers[0];
if (!server) {
this.logger.error(
`No servers returned by connection info response?`,
JSON.stringify(
{
wsKey,
connectionInfo,
},
null,
2,
),
);
throw new Error(`No servers returned by connection info response?`);
}
const connectionUrl = `${server.endpoint}?token=${connectionInfo.data.token}`;
return connectionUrl;
}
protected sendPingEvent(wsKey: WsKey) {
return this.tryWsSend(wsKey, `{ "id": "${Date.now()}", "type": "ping" }`);
}
protected sendPongEvent(wsKey: WsKey) {
try {
this.logger.trace(`Sending upstream ws PONG: `, {
...WS_LOGGER_CATEGORY,
wsMessage: 'PONG',
wsKey,
});
if (!wsKey) {
throw new Error('Cannot send PONG, no wsKey provided');
}
const wsState = this.getWsStore().get(wsKey);
if (!wsState || !wsState?.ws) {
throw new Error(`Cannot send pong, ${wsKey} socket not connected yet`);
}
// Send a protocol layer pong
wsState.ws.pong();
} catch (e) {
this.logger.error(`Failed to send WS PONG`, {
...WS_LOGGER_CATEGORY,
wsMessage: 'PONG',
wsKey,
exception: e,
});
}
}
// Not really used for kucoin - they don't send pings
protected isWsPing(msg: any): boolean {
if (msg?.data === 'ping') {
return true;
}
return false;
}
protected isWsPong(msg: any): boolean {
if (msg?.data?.includes('pong')) {
return true;
}
// this.logger.info(`Not a pong: `, msg);
return false;
}
protected resolveEmittableEvents(
wsKey: WsKey,
event: MessageEventLike,
): EmittableEvent[] {
const results: EmittableEvent[] = [];
try {
const parsed = JSON.parse(event.data);
const responseEvents = ['subscribe', 'unsubscribe', 'ack'];
const authenticatedEvents = ['login', 'access'];
const connectionReadyEvents = ['welcome'];
const eventType = parsed.event || parsed.type;
if (typeof eventType === 'string') {
if (parsed.success === false) {
results.push({
eventType: 'exception',
event: parsed,
});
return results;
}
if (connectionReadyEvents.includes(eventType)) {
return [
{
eventType: 'connectionReady',
event: parsed,
},
];
}
// These are request/reply pattern events (e.g. after subscribing to topics or authenticating)
if (responseEvents.includes(eventType)) {
results.push({
eventType: 'response',
event: parsed,
});
return results;
}
// Request/reply pattern for authentication success
if (authenticatedEvents.includes(eventType)) {
results.push({
eventType: 'authenticated',
event: parsed,
});
return results;
}
if (eventType === 'message') {
return [{ eventType: 'update', event: parsed }];
}
this.logger.error(
`!! (${wsKey}) Unhandled string event type "${eventType}". Defaulting to "update" channel...`,
parsed,
);
results.push({
eventType: 'update',
event: parsed,
});
return results;
}
this.logger.error(
`!! (${wsKey}) Unhandled non-string event type "${eventType}". Defaulting to "update" channel...`,
parsed,
);
results.push({
eventType: 'update',
event: parsed,
});
} catch (e) {
results.push({
event: {
message: 'Failed to parse event data due to exception',
exception: e,
eventData: event.data,
},
eventType: 'exception',
});
this.logger.error(`Failed to parse event data due to exception: `, {
exception: e,
eventData: event.data,
});
}
return results;
}
/**
* Determines if a topic is for a private channel, using a hardcoded list of strings
*/
protected isPrivateTopicRequest(
request: WsTopicRequest<string>,
wsKey: WsKey,
): boolean {
return request && PRIVATE_WS_KEYS.includes(wsKey);
}
protected getWsKeyForMarket(market: WsMarket, isPrivate: boolean): WsKey {
return isPrivate
? market === 'spot'
? WS_KEY_MAP.spotPrivateV1
: WS_KEY_MAP.futuresPrivateV1
: market === 'spot'
? WS_KEY_MAP.spotPublicV1
: WS_KEY_MAP.futuresPublicV1;
}
protected getWsMarketForWsKey(key: WsKey): WsMarket {
switch (key) {
case 'futuresPrivateV1':
case 'futuresPublicV1': {
return 'futures';
}
case 'spotPrivateV1':
case 'spotPublicV1': {
return 'spot';
}
default: {
throw neverGuard(key, `Unhandled ws key "${key}"`);
}
}
}
protected getPrivateWSKeys(): WsKey[] {
return PRIVATE_WS_KEYS;
}
/** Force subscription requests to be sent in smaller batches, if a number is returned */
protected getMaxTopicsPerSubscribeEvent(wsKey: WsKey): number | null {
switch (wsKey) {
case 'futuresPrivateV1':
case 'futuresPublicV1':
case 'spotPrivateV1':
case 'spotPublicV1': {
// Return a number if there's a limit on the number of sub topics per rq
// Always 1 at a time for this exchange
return 1;
}
default: {
throw neverGuard(
wsKey,
`getMaxTopicsPerSubscribeEvent(): Unhandled wsKey`,
);
}
}
}
/**
* Map one or more topics into fully prepared "subscribe request" events (already stringified and ready to send)
*/
protected async getWsOperationEventsForTopics(
topicRequests: WsTopicRequest<string>[],
wsKey: WsKey,
operation: WsOperation,
): Promise<string[]> {
if (!topicRequests.length) {
return [];
}
// Operations structured in a way that this exchange understands
const operationEvents = topicRequests.map((topicRequest) => {
const isPrivateWsTopic = this.isPrivateTopicRequest(topicRequest, wsKey);
const wsRequestEvent: WsRequestOperation<WsTopic> = {
id: getRandomInt(999999999999),
type: operation,
topic: topicRequest.topic,
privateChannel: isPrivateWsTopic,
response: true,
...topicRequest.payload,
};
return wsRequestEvent;
});
// Events that are ready to send (usually stringified JSON)
return operationEvents.map((event) => JSON.stringify(event));
}
// Not used for kucoin - auth is part of the WS URL
protected async getWsAuthRequestEvent(wsKey: WsKey): Promise<object> {
return { wsKey };
}
}