This repository has been archived by the owner on Sep 9, 2023. It is now read-only.
-
Notifications
You must be signed in to change notification settings - Fork 186
/
BasicMultiClient.ts
229 lines (199 loc) · 8.21 KB
/
BasicMultiClient.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
/* eslint-disable @typescript-eslint/member-ordering */
/* eslint-disable @typescript-eslint/no-unsafe-call */
/* eslint-disable @typescript-eslint/no-misused-promises */
/* eslint-disable @typescript-eslint/no-unsafe-member-access */
/* eslint-disable @typescript-eslint/no-floating-promises */
/* eslint-disable @typescript-eslint/no-unsafe-assignment */
import { EventEmitter } from "events";
import semaphore from "semaphore";
import { Market } from "./Market";
import { IClient } from "./IClient";
import { SubscriptionType } from "./SubscriptionType";
import { wait } from "./Util";
import { NotImplementedFn } from "./NotImplementedFn";
export abstract class BasicMultiClient extends EventEmitter {
public name: string;
public hasTickers: boolean;
public hasTrades: boolean;
public hasCandles: boolean;
public hasLevel2Snapshots: boolean;
public hasLevel2Updates: boolean;
public hasLevel3Snapshots: boolean;
public hasLevel3Updates: boolean;
public throttleMs: number;
public sem: semaphore.Semaphore;
public auth: any;
protected _clients: Map<string, Promise<IClient>>;
constructor() {
super();
this._clients = new Map();
this.hasTickers = false;
this.hasTrades = false;
this.hasCandles = false;
this.hasLevel2Snapshots = false;
this.hasLevel2Updates = false;
this.hasLevel3Snapshots = false;
this.hasLevel3Updates = false;
this.throttleMs = 250;
this.sem = semaphore(3); // this can be overriden to allow more or less
}
public async reconnect() {
for (const client of Array.from(this._clients.values())) {
(await client).reconnect();
await wait(this.throttleMs); // delay the reconnection throttling
}
}
public async close(): Promise<void> {
for (const client of Array.from(this._clients.values())) {
(await client).close();
}
}
////// ABSTRACT
protected abstract _createBasicClient(clientArgs: any): IClient;
////// PUBLIC
public subscribeTicker(market: Market) {
if (!this.hasTickers) return;
this._subscribe(market, this._clients, SubscriptionType.ticker);
}
public async unsubscribeTicker(market: Market) {
if (!this.hasTickers) return;
if (this._clients.has(market.id)) {
const client = await this._clients.get(market.id);
client.unsubscribeTicker(market);
}
}
public subscribeCandles(market: Market) {
if (!this.hasCandles) return;
this._subscribe(market, this._clients, SubscriptionType.candle);
}
public async unsubscribeCandles(market: Market) {
if (!this.hasCandles) return;
if (this._clients.has(market.id)) {
const client = await this._clients.get(market.id);
client.unsubscribeCandles(market);
}
}
public subscribeTrades(market) {
if (!this.hasTrades) return;
this._subscribe(market, this._clients, SubscriptionType.trade);
}
public async unsubscribeTrades(market: Market) {
if (!this.hasTrades) return;
if (this._clients.has(market.id)) {
const client = await this._clients.get(market.id);
client.unsubscribeTrades(market);
}
}
public subscribeLevel2Updates(market: Market) {
if (!this.hasLevel2Updates) return;
this._subscribe(market, this._clients, SubscriptionType.level2update);
}
public async unsubscribeLevel2Updates(market: Market) {
if (!this.hasLevel2Updates) return;
if (this._clients.has(market.id)) {
const client = await this._clients.get(market.id);
client.unsubscribeLevel2Updates(market);
}
}
public subscribeLevel2Snapshots(market: Market) {
if (!this.hasLevel2Snapshots) return;
this._subscribe(market, this._clients, SubscriptionType.level2snapshot);
}
public async unsubscribeLevel2Snapshots(market: Market) {
if (!this.hasLevel2Snapshots) return;
if (this._clients.has(market.id)) {
const client = await this._clients.get(market.id);
client.unsubscribeLevel2Snapshots(market);
}
}
public subscribeLevel3Snapshots = NotImplementedFn;
public unsubscribeLevel3Snapshots = NotImplementedFn;
public subscribeLevel3Updates = NotImplementedFn;
public unsubscribeLevel3Updates = NotImplementedFn;
////// PROTECTED
protected _createBasicClientThrottled(clientArgs: any) {
return new Promise(resolve => {
this.sem.take(() => {
const client: any = this._createBasicClient(clientArgs);
client.on("connecting", () => this.emit("connecting", clientArgs.market));
client.on("connected", () => this.emit("connected", clientArgs.market));
client.on("disconnected", () => this.emit("disconnected", clientArgs.market));
client.on("reconnecting", () => this.emit("reconnecting", clientArgs.market));
client.on("closing", () => this.emit("closing", clientArgs.market));
client.on("closed", () => this.emit("closed", clientArgs.market));
client.on("error", err => this.emit("error", err, clientArgs.market));
const clearSem = async () => {
await wait(this.throttleMs);
this.sem.leave();
resolve(client);
};
client.once("connected", clearSem);
(client as any)._connect();
});
});
}
protected async _subscribe(
market: Market,
map: Map<string, Promise<IClient>>,
subscriptionType: SubscriptionType,
) {
try {
const remote_id = market.id;
let client = null;
// construct a client
if (!map.has(remote_id)) {
const clientArgs = { auth: this.auth, market: market };
client = this._createBasicClientThrottled(clientArgs);
// we MUST store the promise in here otherwise we will stack up duplicates
map.set(remote_id, client);
}
// wait for client to be made!
client = await map.get(remote_id);
if (subscriptionType === SubscriptionType.ticker) {
const subscribed = client.subscribeTicker(market);
if (subscribed) {
client.on("ticker", (ticker, market) => {
this.emit("ticker", ticker, market);
});
}
}
if (subscriptionType === SubscriptionType.candle) {
const subscribed = client.subscribeCandles(market);
if (subscribed) {
client.on("candle", (candle, market) => {
this.emit("candle", candle, market);
});
}
}
if (subscriptionType === SubscriptionType.trade) {
const subscribed = client.subscribeTrades(market);
if (subscribed) {
client.on("trade", (trade, market) => {
this.emit("trade", trade, market);
});
}
}
if (subscriptionType === SubscriptionType.level2update) {
const subscribed = client.subscribeLevel2Updates(market);
if (subscribed) {
client.on("l2update", (l2update, market) => {
this.emit("l2update", l2update, market);
});
client.on("l2snapshot", (l2snapshot, market) => {
this.emit("l2snapshot", l2snapshot, market);
});
}
}
if (subscriptionType === SubscriptionType.level2snapshot) {
const subscribed = client.subscribeLevel2Snapshots(market);
if (subscribed) {
client.on("l2snapshot", (l2snapshot, market) => {
this.emit("l2snapshot", l2snapshot, market);
});
}
}
} catch (ex) {
this.emit("error", ex, market);
}
}
}