Added BookTicker to TS ccxws version

__tests__/BasicClient.spec.ts

@@ -8,9 +8,11 @@ import { BasicClient } from "../src/BasicClient";
 class TestClient extends BasicClient {
  protected _onMessage = sinon.stub();
  protected _sendSubTicker = sinon.stub();
+ protected _sendSubBookTicker = sinon.stub();
  protected _sendSubCandles = sinon.stub();
  protected _sendUnsubCandles = sinon.stub();
  protected _sendUnsubTicker = sinon.stub();
+ protected _sendUnsubBookTicker = sinon.stub();
  protected _sendSubTrades = sinon.stub();
  protected _sendUnsubTrades = sinon.stub();
  protected _sendSubLevel2Snapshots = sinon.stub();
@@ -26,6 +28,7 @@ class TestClient extends BasicClient {
 function buildInstance() {
  const instance = new TestClient("wss:https://localhost/test", "test", mockSmartWss);
  instance.hasTickers = true;
+ instance.hasBookTickers = true;
  instance.hasTrades = true;
  instance.hasCandles = true;
  instance.hasLevel2Snapshots = true;
@@ -398,6 +401,52 @@ describe("BasicClient", () => {
  // });
  });
 
+ describe("bookTicker", () => {
+ let instance;
+
+ before(() => {
+ instance = buildInstance();
+ instance._connect();
+ });
+
+ describe("on first subscribe", () => {
+ it("should open a connection", () => {
+ instance.subscribeBookTicker({ id: "BTCUSD" });
+ expect(instance._wss).to.not.be.undefined;
+ expect(instance._wss.connect.callCount).to.equal(1);
+ });
+ it("should send subscribe to the socket", () => {
+ instance._wss.mockEmit("connected");
+ expect(instance._sendSubBookTicker.callCount).to.equal(1);
+ expect(instance._sendSubBookTicker.args[0][0]).to.equal("BTCUSD");
+ expect(instance._sendSubBookTicker.args[0][1]).to.be.an("object");
+ });
+ it("should start the reconnectChecker", () => {
+ expect(instance._watcher.start.callCount).to.equal(1);
+ });
+ });
+
+ describe("on subsequent subscribes", () => {
+ it("should not connect again", () => {
+ instance.subscribeBookTicker({ id: "LTCBTC" });
+ expect(instance._wss.connect.callCount).to.equal(1);
+ });
+ it("should send subscribe to the socket", () => {
+ expect(instance._sendSubBookTicker.callCount).to.equal(2);
+ expect(instance._sendSubBookTicker.args[1][0]).to.equal("LTCBTC");
+ expect(instance._sendSubBookTicker.args[1][1]).to.be.an("object");
+ });
+ });
+
+ // describe("on unsubscribe", () => {
+ // it("should send unsubscribe to socket", () => {
+ // instance.unsubscribeTicker({ id: "LTCBTC" });
+ // expect(instance._sendUnsubTicker.callCount).to.equal(1);
+ // expect(instance._sendUnsubTicker.args[0][0]).to.equal("LTCBTC");
+ // });
+ // });
+ });
+
  describe("candle", () => {
  let instance;
 

package.json

@@ -1,10 +1,6 @@
 {
  "name": "ccxws",
-<<<<<<< HEAD
- "version": "0.43.2",
-=======
  "version": "0.47.0",
->>>>>>> 50ec03d4900ee9027a05678869ba05adb4d02fa3
  "description": "Websocket client for 37 cryptocurrency exchanges",
  "keywords": [
  "bitmex",

src/BasicClient.ts

@@ -19,6 +19,7 @@ export type SendFn = (remoteId: string, market: Market) => void;
  */
 export abstract class BasicClient extends EventEmitter implements IClient {
  public hasTickers: boolean;
+ public hasBookTickers: boolean;
  public hasTrades: boolean;
  public hasCandles: boolean;
  public hasLevel2Snapshots: boolean;
@@ -28,6 +29,7 @@ export abstract class BasicClient extends EventEmitter implements IClient {
 
  protected _wssFactory: WssFactoryFn;
  protected _tickerSubs: MarketMap;
+ protected _bookTickerSubs: MarketMap;
  protected _tradeSubs: MarketMap;
  protected _candleSubs: MarketMap;
  protected _level2SnapshotSubs: MarketMap;
@@ -45,6 +47,7 @@ export abstract class BasicClient extends EventEmitter implements IClient {
  ) {
  super();
  this._tickerSubs = new Map();
+ this._bookTickerSubs = new Map();
  this._tradeSubs = new Map();
  this._candleSubs = new Map();
  this._level2SnapshotSubs = new Map();
@@ -55,6 +58,7 @@ export abstract class BasicClient extends EventEmitter implements IClient {
  this._watcher = new Watcher(this, watcherMs);
 
  this.hasTickers = false;
+ this.hasBookTickers = false;
  this.hasTrades = true;
  this.hasCandles = false;
  this.hasLevel2Snapshots = false;
@@ -97,6 +101,16 @@ export abstract class BasicClient extends EventEmitter implements IClient {
  this._unsubscribe(market, this._tickerSubs, this._sendUnsubTicker.bind(this));
  }
 
+ public subscribeBookTicker(market: Market) {
+ if (!this.hasBookTickers) return;
+ return this._subscribe(market, this._bookTickerSubs, this._sendSubBookTicker.bind(this));
+ }
+
+ public unsubscribeBookTicker(market: Market): Promise<void> {
+ if (!this.hasBookTickers) return;
+ this._unsubscribe(market, this._bookTickerSubs, this._sendUnsubBookTicker.bind(this));
+ }
+
  public subscribeCandles(market: Market) {
  if (!this.hasCandles) return;
  return this._subscribe(market, this._candleSubs, this._sendSubCandles.bind(this));
@@ -277,6 +291,9 @@ export abstract class BasicClient extends EventEmitter implements IClient {
  for (const [marketSymbol, market] of this._tickerSubs) {
  this._sendSubTicker(marketSymbol, market);
  }
+ for (const [marketSymbol, market] of this._bookTickerSubs) {
+ this._sendSubBookTicker(marketSymbol, market);
+ }
  for (const [marketSymbol, market] of this._candleSubs) {
  this._sendSubCandles(marketSymbol, market);
  }
@@ -339,12 +356,16 @@ export abstract class BasicClient extends EventEmitter implements IClient {
 
  protected abstract _sendSubTicker(remoteId: string, market: Market);
 
+ protected abstract _sendSubBookTicker(remoteId: string, market: Market);
+
  protected abstract _sendSubCandles(remoteId: string, market: Market);
 
  protected abstract _sendUnsubCandles(remoteId: string, market: Market);
 
  protected abstract _sendUnsubTicker(remoteId: string, market: Market);
 
+ protected abstract _sendUnsubBookTicker(remoteId: string, market: Market);
+
  protected abstract _sendSubTrades(remoteId: string, market: Market);
 
  protected abstract _sendUnsubTrades(remoteId: string, market: Market);

src/BasicMultiClient.ts

@@ -16,6 +16,7 @@ import { NotImplementedFn } from "./NotImplementedFn";
 export abstract class BasicMultiClient extends EventEmitter {
  public name: string;
  public hasTickers: boolean;
+ public hasBookTickers: boolean;
  public hasTrades: boolean;
  public hasCandles: boolean;
  public hasLevel2Snapshots: boolean;
@@ -33,6 +34,7 @@ export abstract class BasicMultiClient extends EventEmitter {
  this._clients = new Map();
 
  this.hasTickers = false;
+ this.hasBookTickers = false;
  this.hasTrades = false;
  this.hasCandles = false;
  this.hasLevel2Snapshots = false;
@@ -74,6 +76,19 @@ export abstract class BasicMultiClient extends EventEmitter {
  }
  }
 
+ public subscribeBookTicker(market: Market) {
+ if (!this.hasBookTickers) return;
+ this._subscribe(market, this._clients, SubscriptionType.bookTicker);
+ }
+
+ public async unsubscribeBookTicker(market: Market) {
+ if (!this.hasBookTickers) return;
+ if (this._clients.has(market.id)) {
+ const client = await this._clients.get(market.id);
+ client.unsubscribeBookTicker(market);
+ }
+ }
+
  public subscribeCandles(market: Market) {
  if (!this.hasCandles) return;
  this._subscribe(market, this._clients, SubscriptionType.candle);
@@ -184,6 +199,15 @@ export abstract class BasicMultiClient extends EventEmitter {
  }
  }
 
+ if (subscriptionType === SubscriptionType.bookTicker) {
+ const subscribed = client.subscribeBookTicker(market);
+ if (subscribed) {
+ client.on("bookTicker", (ticker, market) => {
+ this.emit("bookTicker", ticker, market);
+ });
+ }
+ }
+
  if (subscriptionType === SubscriptionType.candle) {
  const subscribed = client.subscribeCandles(market);
  if (subscribed) {

src/BookTicker.ts

@@ -0,0 +1,38 @@
+/**
+ * {
+ * "u":400900217, // order book updateId
+ * "s":"BNBUSDT", // symbol
+ * "b":"25.35190000", // best bid price
+ * "B":"31.21000000", // best bid qty
+ * "a":"25.36520000", // best ask price
+ * "A":"40.66000000" // best ask qty
+ * }
+ *
+ * @class BookTicker
+ */
+export class BookTicker {
+ public exchange: string;
+ public base: string;
+ public quote: string;
+ public bid: string;
+ public bidVolume: string;
+ public ask: string;
+ public askVolume: string;
+
+ constructor({ exchange, base, quote, bid, bidVolume, ask, askVolume }) {
+ this.exchange = exchange;
+ this.base = base;
+ this.quote = quote;
+ this.bid = bid;
+ this.bidVolume = bidVolume;
+ this.ask = ask;
+ this.askVolume = askVolume;
+ }
+
+ /**
+ * @deprecated use Market object (second argument to each event) to determine exchange and trade pair
+ */
+ get fullId() {
+ return `${this.exchange}:${this.base}/${this.quote}`;
+ }
+}

src/IClient.ts

@@ -3,6 +3,7 @@ import { Market } from "./Market";
 
 export interface IClient extends EventEmitter {
  hasTickers: boolean;
+ hasBookTickers: boolean;
  hasTrades: boolean;
  hasCandles: boolean;
  hasLevel2Snapshots: boolean;
@@ -15,6 +16,8 @@ export interface IClient extends EventEmitter {
 
  subscribeTicker(market: Market): void;
  unsubscribeTicker(market: Market): Promise<void>;
+ subscribeBookTicker(market: Market): void;
+ unsubscribeBookTicker(market: Market): Promise<void>;
  subscribeCandles(market: Market): void;
  unsubscribeCandles(market: Market): Promise<void>;
  subscribeTrades(market: Market): void;

src/SubscriptionType.ts

@@ -6,4 +6,5 @@ export enum SubscriptionType {
  level3snapshot = 5,
  level3update = 6,
  candle = 7,
+ bookTicker = 8,
 }

src/Watcher.ts

@@ -17,6 +17,7 @@ export class Watcher {
  this._lastMessage = undefined;
 
  client.on("ticker", this.markAlive.bind(this));
+ client.on("bookTicker", this.markAlive.bind(this));
  client.on("candle", this.markAlive.bind(this));
  client.on("trade", this.markAlive.bind(this));
  client.on("l2snapshot", this.markAlive.bind(this));

src/basic-auth-client.js

@@ -54,7 +54,7 @@ class BasicAuthTradeClient extends BasicClient {
  for (let marketSymbol of this._bookTickerSubs.keys()) {
  this._sendSubBookTicker(marketSymbol);
  }
- if(this._allBookTickerSubs) {
+ if (this._allBookTickerSubs) {
  this._sendSubAllBookTicker();
  }
  for (let marketSymbol of this._candleSubs.keys()) {
@@ -80,7 +80,7 @@ class BasicAuthTradeClient extends BasicClient {
  JSON.stringify({
  e: "auth",
  auth: this.createAuthToken(),
- })
+ }),
  );
  }
 }

src/basic-client.js

@@ -89,7 +89,11 @@ class BasicTradeClient extends EventEmitter {
 
  unsubscribeAllBookTicker(market) {
  if (!this.hasAllBookTicker) return;
- return this._unsubscribe(market, this._allBookTickerSubs, this._sendUnsubAllBookTicker.bind(this));
+ return this._unsubscribe(
+ market,
+ this._allBookTickerSubs,
+ this._sendUnsubAllBookTicker.bind(this),
+ );
  }
 
  subscribeCandles(market) {
@@ -117,7 +121,7 @@ class BasicTradeClient extends EventEmitter {
  return this._subscribe(
  market,
  this._level2SnapshotSubs,
- this._sendSubLevel2Snapshots.bind(this)
+ this._sendSubLevel2Snapshots.bind(this),
  );
  }
 

src/enums.js

@@ -6,7 +6,7 @@ const MarketObjectTypes = Object.freeze({
  level3snapshot: 5,
  level3update: 6,
  candle: 7,
- bookTicker: 8
+ bookTicker: 8,
 });
 
 const CandlePeriod = Object.freeze({

src/exchanges/BiboxClient.ts

@@ -36,6 +36,7 @@ export class BiboxClient extends EventEmitter implements IClient {
  public readonly options: any;
 
  public readonly hasTickers: boolean;
+ public readonly hasBookTickers: boolean;
  public readonly hasTrades: boolean;
  public readonly hasCandles: boolean;
  public readonly hasLevel2Snapshots: boolean;
@@ -49,6 +50,8 @@ export class BiboxClient extends EventEmitter implements IClient {
  protected _clients: BiboxBasicClient[];
  protected _subscribe: CancelableFn;
 
+ public subscribeBookTicker = NotImplementedFn
+ public unsubscribeBookTicker = NotImplementedFn
  public subscribeLevel2Updates = NotImplementedFn;
  public unsubscribeLevel2Updates = NotImplementedAsyncFn;
  public subscribeLevel3Snapshots = NotImplementedFn;
@@ -248,6 +251,8 @@ export class BiboxBasicClient extends BasicClient {
  public subCount: number;
  public parent: BiboxClient;
 
+ protected _sendSubBookTicker = NotImplementedFn;
+ protected _sendUnsubBookTicker = NotImplementedFn;
  protected _sendSubLevel2Updates = NotImplementedFn;
  protected _sendUnsubLevel2Updates = NotImplementedAsyncFn;
  protected _sendSubLevel3Snapshots = NotImplementedFn;