@cubexch/client - npm Package Compare versions

Comparing version 1.1.21 to 1.2.0

lib/market_data.d.ts

 export declare const protobufPackage = "market_data";
 /**
  * This schema defines the Protobuf messages used for communication with the
- * Cube Market Data Service (Mendelev, MD).
+ * Cube Market Data Service (Mendelev, MD). The `proto` definition file can be
+ * found [here](https://github.com/cubexch/ws-api/blob/main/schema/market_data.proto).
  *
@@ -9,3 +10,4 @@ * ### Order Book Data
  * The market data service exposes a websocket endpoint for order book data for
- * a given market at `/book/:market_id`. The order book can be consumed by both
+ * a given market at `wss://api.cube.exchange/md/book/:market_id`. The order
+ * book can be consumed by both
  * price level through the Market by Price (MBP) and order-by-order through the
@@ -19,4 +21,4 @@ * Market by Order (MBO). In addition, clients can subscribe to the trade stream
  * The market data service exposes a websocket endpoint for aggregated
- * tops-of-book for all markets at `/tops`. Client should process
- * [`AggMessage`](#aggmessage).
+ * tops-of-book for all markets at `wss://api.cube.exchange/md/tops`. Client
+ * should process [`AggMessage`](#aggmessage).
  *
@@ -53,3 +55,30 @@ * ### Heartbeats
 }
+/** The per-market matching engine state. Affects order-entry. */
+export declare enum MarketState {
+    /** UNSPECIFIED - Sentinel */
+    UNSPECIFIED = 0,
+    /**
+     * NORMAL_OPERATION - The market is in its normal operating state. All order operations are
+     * supported.
+     */
+    NORMAL_OPERATION = 1,
+    /**
+     * CANCEL_ONLY - The market is in cancel-only mode. Existing orders are not automatically
+     * canceled, and may be filled when the market transitions back to
+     * normal-operation.
+     */
+    CANCEL_ONLY = 2
+}
 /**
+ * The side of the aggressing order. This also indicates if the aggressing order
+ * was an implied order (i.e aggressed into a different market and executed into
+ * this one through implieds)
+ */
+export declare enum AggressingSide {
+    AGGRESSING_BID = 0,
+    AGGRESSING_ASK = 1,
+    AGGRESSING_IMPLIED_BID = 2,
+    AGGRESSING_IMPLIED_ASK = 3
+}
+/**
  * The side of the rate update. Given a `BASE` rate of `r`, the `QUOTE` rate is
@@ -85,2 +114,5 @@ * `1 / r`, and vice versa.
     kline?: Kline | undefined;
+    marketStatus?: MarketStatus | undefined;
+    /** The market ID that this message is for. Null for `MdMessage.Heartbeat`. */
+    marketId?: bigint | undefined;
 }
@@ -216,2 +248,6 @@ /**
 }
+export interface MarketStatus {
+    transactTime: bigint;
+    marketState: MarketState;
+}
 /**
@@ -234,3 +270,3 @@ * Trades since the latest `Trades` message. The result of the trades will also
     /** The side of the aggressing order. */
-    aggressingSide: Side;
+    aggressingSide: AggressingSide;
     /**
@@ -332,2 +368,7 @@ * The [Exchange order ID](./websocket-trade-api.md#exchange-order-id) of
     rolling24hPrice?: bigint | undefined;
+    impliedBidPrice?: bigint | undefined;
+    impliedBidQuantity?: bigint | undefined;
+    impliedAskPrice?: bigint | undefined;
+    impliedAskQuantity?: bigint | undefined;
+    marketState: MarketState;
 }
@@ -386,2 +427,4 @@ /**
     klines: KlineInterval[];
+    /** Market's to subscribe to. Limit 3. */
+    marketIds: bigint[];
 }

lib/market_data.js

 "use strict";
 /* eslint-disable */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.MarketByOrderDiff_DiffOp = exports.MarketByPriceDiff_DiffOp = exports.RateUpdateSide = exports.KlineInterval = exports.Side = exports.protobufPackage = void 0;
+exports.MarketByOrderDiff_DiffOp = exports.MarketByPriceDiff_DiffOp = exports.RateUpdateSide = exports.AggressingSide = exports.MarketState = exports.KlineInterval = exports.Side = exports.protobufPackage = void 0;
 exports.protobufPackage = "market_data";
 /**
  * This schema defines the Protobuf messages used for communication with the
- * Cube Market Data Service (Mendelev, MD).
+ * Cube Market Data Service (Mendelev, MD). The `proto` definition file can be
+ * found [here](https://github.com/cubexch/ws-api/blob/main/schema/market_data.proto).
  *
@@ -13,3 +14,4 @@ * ### Order Book Data
  * The market data service exposes a websocket endpoint for order book data for
- * a given market at `/book/:market_id`. The order book can be consumed by both
+ * a given market at `wss://api.cube.exchange/md/book/:market_id`. The order
+ * book can be consumed by both
  * price level through the Market by Price (MBP) and order-by-order through the
@@ -23,4 +25,4 @@ * Market by Order (MBO). In addition, clients can subscribe to the trade stream
  * The market data service exposes a websocket endpoint for aggregated
- * tops-of-book for all markets at `/tops`. Client should process
- * [`AggMessage`](#aggmessage).
+ * tops-of-book for all markets at `wss://api.cube.exchange/md/tops`. Client
+ * should process [`AggMessage`](#aggmessage).
  *
@@ -59,3 +61,32 @@ * ### Heartbeats
 })(KlineInterval = exports.KlineInterval || (exports.KlineInterval = {}));
+/** The per-market matching engine state. Affects order-entry. */
+var MarketState;
+(function (MarketState) {
+    /** UNSPECIFIED - Sentinel */
+    MarketState[MarketState["UNSPECIFIED"] = 0] = "UNSPECIFIED";
+    /**
+     * NORMAL_OPERATION - The market is in its normal operating state. All order operations are
+     * supported.
+     */
+    MarketState[MarketState["NORMAL_OPERATION"] = 1] = "NORMAL_OPERATION";
+    /**
+     * CANCEL_ONLY - The market is in cancel-only mode. Existing orders are not automatically
+     * canceled, and may be filled when the market transitions back to
+     * normal-operation.
+     */
+    MarketState[MarketState["CANCEL_ONLY"] = 2] = "CANCEL_ONLY";
+})(MarketState = exports.MarketState || (exports.MarketState = {}));
 /**
+ * The side of the aggressing order. This also indicates if the aggressing order
+ * was an implied order (i.e aggressed into a different market and executed into
+ * this one through implieds)
+ */
+var AggressingSide;
+(function (AggressingSide) {
+    AggressingSide[AggressingSide["AGGRESSING_BID"] = 0] = "AGGRESSING_BID";
+    AggressingSide[AggressingSide["AGGRESSING_ASK"] = 1] = "AGGRESSING_ASK";
+    AggressingSide[AggressingSide["AGGRESSING_IMPLIED_BID"] = 2] = "AGGRESSING_IMPLIED_BID";
+    AggressingSide[AggressingSide["AGGRESSING_IMPLIED_ASK"] = 3] = "AGGRESSING_IMPLIED_ASK";
+})(AggressingSide = exports.AggressingSide || (exports.AggressingSide = {}));
+/**
  * The side of the rate update. Given a `BASE` rate of `r`, the `QUOTE` rate is
@@ -62,0 +93,0 @@ * `1 / r`, and vice versa.

lib/methods/market_data.d.ts

@@ -1,2 +0,2 @@
-import { Side, KlineInterval, RateUpdateSide, MdMessage, MarketByPrice, MarketByPrice_Level, MarketByPriceDiff, MarketByPriceDiff_DiffOp, MarketByPriceDiff_Diff, MarketByOrder, MarketByOrder_Order, MarketByOrderDiff, MarketByOrderDiff_DiffOp, MarketByOrderDiff_Diff, Trades, Trades_Trade, Summary, Kline, Heartbeat, MdMessages, AggMessage, TopOfBook, TopOfBooks, RateUpdate, RateUpdates, ClientMessage, Config } from '../market_data';
+import { Side, KlineInterval, MarketState, AggressingSide, RateUpdateSide, MdMessage, MarketByPrice, MarketByPrice_Level, MarketByPriceDiff, MarketByPriceDiff_DiffOp, MarketByPriceDiff_Diff, MarketByOrder, MarketByOrder_Order, MarketByOrderDiff, MarketByOrderDiff_DiffOp, MarketByOrderDiff_Diff, MarketStatus, Trades, Trades_Trade, Summary, Kline, Heartbeat, MdMessages, AggMessage, TopOfBook, TopOfBooks, RateUpdate, RateUpdates, ClientMessage, Config } from '../market_data';
 import * as _m0 from "protobufjs/minimal";
@@ -7,2 +7,6 @@ export declare function sideFromJSON(object: any): Side;
 export declare function klineIntervalToJSON(object: KlineInterval): string;
+export declare function marketStateFromJSON(object: any): MarketState;
+export declare function marketStateToJSON(object: MarketState): string;
+export declare function aggressingSideFromJSON(object: any): AggressingSide;
+export declare function aggressingSideToJSON(object: AggressingSide): string;
 export declare function rateUpdateSideFromJSON(object: any): RateUpdateSide;
@@ -68,2 +72,8 @@ export declare function rateUpdateSideToJSON(object: RateUpdateSide): string;
 };
+export declare const MarketStatusMethods: {
+    encode(message: MarketStatus, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketStatus;
+    fromJSON(object: any): MarketStatus;
+    toJSON(message: MarketStatus): unknown;
+};
 export declare const TradesMethods: {
@@ -70,0 +80,0 @@ encode(message: Trades, writer?: _m0.Writer): _m0.Writer;

lib/methods/trade.d.ts

@@ -1,2 +0,2 @@
-import { Side, TimeInForce, OrderType, SelfTradePrevention, PostOnly, FixedPointDecimal, Credentials, OrderRequest, NewOrder, CancelOrder, ModifyOrder, MassCancel, Heartbeat, OrderResponse, NewOrderAck, CancelOrderAck, CancelOrderAck_Reason, ModifyOrderAck, MassCancelAck, MassCancelAck_Reason, NewOrderReject, NewOrderReject_Reason, CancelOrderReject, CancelOrderReject_Reason, ModifyOrderReject, ModifyOrderReject_Reason, Fill, AssetPosition, RawUnits, Bootstrap, RestingOrders, AssetPositions, Done, RestingOrder } from '../trade';
+import { Side, TimeInForce, OrderType, SelfTradePrevention, PostOnly, ConnectionStatus, Credentials, OrderRequest, NewOrder, CancelOrder, ModifyOrder, MassCancel, Heartbeat, OrderResponse, NewOrderAck, CancelOrderAck, CancelOrderAck_Reason, ModifyOrderAck, MassCancelAck, MassCancelAck_Reason, NewOrderReject, NewOrderReject_Reason, CancelOrderReject, CancelOrderReject_Reason, ModifyOrderReject, ModifyOrderReject_Reason, Fill, FixedPointDecimal, AssetPosition, RawUnits, Bootstrap, RestingOrders, AssetPositions, Done, TradingStatus, RestingOrder } from '../trade';
 import * as _m0 from "protobufjs/minimal";
@@ -13,2 +13,4 @@ export declare function sideFromJSON(object: any): Side;
 export declare function postOnlyToJSON(object: PostOnly): string;
+export declare function connectionStatusFromJSON(object: any): ConnectionStatus;
+export declare function connectionStatusToJSON(object: ConnectionStatus): string;
 export declare function cancelOrderAck_ReasonFromJSON(object: any): CancelOrderAck_Reason;
@@ -24,8 +26,2 @@ export declare function cancelOrderAck_ReasonToJSON(object: CancelOrderAck_Reason): string;
 export declare function modifyOrderReject_ReasonToJSON(object: ModifyOrderReject_Reason): string;
-export declare const FixedPointDecimalMethods: {
-    encode(message: FixedPointDecimal, writer?: _m0.Writer): _m0.Writer;
-    decode(input: _m0.Reader | Uint8Array, length?: number): FixedPointDecimal;
-    fromJSON(object: any): FixedPointDecimal;
-    toJSON(message: FixedPointDecimal): unknown;
-};
 export declare const CredentialsMethods: {
@@ -127,2 +123,8 @@ encode(message: Credentials, writer?: _m0.Writer): _m0.Writer;
 };
+export declare const FixedPointDecimalMethods: {
+    encode(message: FixedPointDecimal, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): FixedPointDecimal;
+    fromJSON(object: any): FixedPointDecimal;
+    toJSON(message: FixedPointDecimal): unknown;
+};
 export declare const AssetPositionMethods: {
@@ -164,2 +166,8 @@ encode(message: AssetPosition, writer?: _m0.Writer): _m0.Writer;
 };
+export declare const TradingStatusMethods: {
+    encode(message: TradingStatus, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradingStatus;
+    fromJSON(object: any): TradingStatus;
+    toJSON(message: TradingStatus): unknown;
+};
 export declare const RestingOrderMethods: {
@@ -166,0 +174,0 @@ encode(message: RestingOrder, writer?: _m0.Writer): _m0.Writer;

lib/trade.d.ts

 export declare const protobufPackage = "trade";
 /**
  * This schema defines the Protobuf messages used for communication with the
- * Cube Order Service (Osmium, OS).
+ * Cube Order Service (Osmium, OS). The base URL for channels described in this
+ * page is `wss://api.cube.exchange/os`. The `proto` definition file can be found
+ * [here](https://github.com/cubexch/ws-api/blob/main/schema/trade.proto).
  *
@@ -41,3 +43,3 @@ * ### Connection
  *   / (10^18 WEI / ETH)
- *   = 230 ETH
+ *   = 0.230 ETH
  *
@@ -211,11 +213,10 @@ * 6300 quote lots / base lot
 /**
- * A fixed-point decimal number.
- * Matches the representation preferred by the FIX protocol,
- * except that the exponent is int32 since Protobuf does not have an int8 type.
- * The value is computed as `mantissa * 10^exponent`;
- * for example, `mantissa = 1234` and `exponent = -2` is `12.34`.
+ * Indicates which operations are allowed on this connection.
+ * The ConnectionStatus may change during a single connection's lifetime.
  */
-export interface FixedPointDecimal {
-    mantissa: bigint;
-    exponent: number;
+export declare enum ConnectionStatus {
+    /** READ_ONLY - This connection may query balances and see resting orders but may not create, modify, or cancel orders e.g. */
+    READ_ONLY = 0,
+    /** READ_WRITE - There are no restrictions imposed by this connection (though restrictions may apply from elsewhere in the system). */
+    READ_WRITE = 1
 }
@@ -231,3 +232,3 @@ /**
  *
- * Implementation notes:
+ * ### Implementation notes:
  * - The signature is base-64 encoded with the 'standard' alphabet and
@@ -243,5 +244,17 @@ *   padding.
  *
+ * If the credentials provided are incorrect, the server will drop the connection with a close code of 4401.
+ *
+ * ### Examples
+ *
+ * In the following examples, replace "cafecafecafe..." with your secret key.
+ * When calculated for:
+ *   secret key: "cafecafecafecafecafecafecafecafecafecafecafecafecafecafecafecafe"
+ *   timestamp: 1706546268
+ * ...the resulting signature should be:
+ *   "tmtSP4NIzTLXyVUHIOfinotGnPWyfM8JefxivBdSjc8="
+ *
  * #### Rust
  *
  * ```rust compile_fail
+ * // With crates hmac, base64, hex:
  * use base64::Engine;
@@ -251,3 +264,3 @@ * use hmac::{Hmac, Mac, NewMac};
  *
- * let secret_key = [...];
+ * let secret_key = hex::decode("cafecafecafecafecafecafecafecafecafecafecafecafecafecafecafecafe").expect("secret key valid hex").as_slice();
  *
@@ -433,2 +446,3 @@ * let timestamp: u64 = SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap().as_secs();
     massCancelAck?: MassCancelAck | undefined;
+    tradingStatus?: TradingStatus | undefined;
 }
@@ -717,12 +731,28 @@ /**
     exchangeOrderId: bigint;
-    /** The price that this trade occured at. */
+    /**
+     * The price at which this trade occured.
+     * In the case of an implied fill, this price may be fractional,
+     * and will be truncated in that case.
+     * To determine the exact amount of the assets exchanged in the fill,
+     * use the fill_quantity and quote_quantity fields.
+     */
     fillPrice: bigint;
-    /** The quantity that was traded in this fill. */
+    /**
+     * The quantity of the base asset that was traded in this fill,
+     * expressed in lots of the base asset.
+     */
     fillQuantity: bigint;
-    /** The remaining quantity for this order after the fill is applied. */
+    /** The remaining base quantity for this order after the fill is applied. */
     leavesQuantity: bigint;
+    /**
+     * The quantity of the quote asset that was traded in this fill,
+     * expressed in lots of the quote asset.
+     * This will generally be the same as the base fill_quantity * fill_price,
+     * but may be different in the case of an implied fill.
+     */
+    fillQuoteQuantity: bigint;
     /** [Transact time](#transact-time) */
     transactTime: bigint;
     subaccountId: bigint;
-    /** The cumulative filled quantity for this order after the fill is applied. */
+    /** The cumulative filled base quantity for this order after the fill is applied. */
     cumulativeQuantity: bigint;
@@ -743,2 +773,13 @@ side: Side;
 /**
+ * A fixed-point decimal number.
+ * Matches the representation preferred by the FIX protocol,
+ * except that the exponent is int32 since Protobuf does not have an int8 type.
+ * The value is computed as `mantissa * 10^exponent`;
+ * for example, `mantissa = 1234` and `exponent = -2` is `12.34`.
+ */
+export interface FixedPointDecimal {
+    mantissa: bigint;
+    exponent: number;
+}
+/**
  * The user's underlying asset position. These are sent asynchronously as
@@ -771,5 +812,5 @@ * positions are updated and broadcast through internal position channels. They
  * A bootstrap message sent after Credentials authentication.
- * Client resting and pending orders used to bootstrap state. Sent as the first
- * message(s) after initialization. Bootstrap is complete after a message tagged
- * `Done` is received and every message after that will be an `OrderResponse`.
+ * Client resting and pending orders used to bootstrap state.
+ * Sent as the first message(s) after initialization.
+ * A message containing the `Done` variant indicates that the Bootstrap is complete.
  * Multiple messages may be received for `RestingOrders` and `AssetPositions`
@@ -782,2 +823,3 @@ * and these should be concatenated.
     position?: AssetPositions | undefined;
+    tradingStatus?: TradingStatus | undefined;
 }
@@ -796,4 +838,17 @@ /** A chunk of resting orders. Sent on bootstrap. */
     latestTransactTime: bigint;
+    /**
+     * DEPRECATED: will be removed in a future version;
+     * read the "connection_status" field in the "Bootstrap.TradingStatus" message
+     * that arrives before the "Done" message
+     */
     readOnly: boolean;
 }
+/**
+ * Indicates the scope of the ability to trade via this connection.
+ * This message will be sent each time that scope changes.
+ */
+export interface TradingStatus {
+    /** Indicates which operations are available through this connection as of this message. */
+    connectionStatus: ConnectionStatus;
+}
 /** A resting order. Sent on bootstrap in `RestingOrders`. */
@@ -800,0 +855,0 @@ export interface RestingOrder {

lib/trade.js

 "use strict";
 /* eslint-disable */
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.ModifyOrderReject_Reason = exports.CancelOrderReject_Reason = exports.NewOrderReject_Reason = exports.MassCancelAck_Reason = exports.CancelOrderAck_Reason = exports.PostOnly = exports.SelfTradePrevention = exports.OrderType = exports.TimeInForce = exports.Side = exports.protobufPackage = void 0;
+exports.ModifyOrderReject_Reason = exports.CancelOrderReject_Reason = exports.NewOrderReject_Reason = exports.MassCancelAck_Reason = exports.CancelOrderAck_Reason = exports.ConnectionStatus = exports.PostOnly = exports.SelfTradePrevention = exports.OrderType = exports.TimeInForce = exports.Side = exports.protobufPackage = void 0;
 exports.protobufPackage = "trade";
 /**
  * This schema defines the Protobuf messages used for communication with the
- * Cube Order Service (Osmium, OS).
+ * Cube Order Service (Osmium, OS). The base URL for channels described in this
+ * page is `wss://api.cube.exchange/os`. The `proto` definition file can be found
+ * [here](https://github.com/cubexch/ws-api/blob/main/schema/trade.proto).
  *
@@ -45,3 +47,3 @@ * ### Connection
  *   / (10^18 WEI / ETH)
- *   = 230 ETH
+ *   = 0.230 ETH
  *
@@ -219,2 +221,13 @@ * 6300 quote lots / base lot
 })(PostOnly = exports.PostOnly || (exports.PostOnly = {}));
+/**
+ * Indicates which operations are allowed on this connection.
+ * The ConnectionStatus may change during a single connection's lifetime.
+ */
+var ConnectionStatus;
+(function (ConnectionStatus) {
+    /** READ_ONLY - This connection may query balances and see resting orders but may not create, modify, or cancel orders e.g. */
+    ConnectionStatus[ConnectionStatus["READ_ONLY"] = 0] = "READ_ONLY";
+    /** READ_WRITE - There are no restrictions imposed by this connection (though restrictions may apply from elsewhere in the system). */
+    ConnectionStatus[ConnectionStatus["READ_WRITE"] = 1] = "READ_WRITE";
+})(ConnectionStatus = exports.ConnectionStatus || (exports.ConnectionStatus = {}));
 var CancelOrderAck_Reason;
@@ -221,0 +234,0 @@ (function (CancelOrderAck_Reason) {

package.json

 {
   "name": "@cubexch/client",
-  "version": "1.1.21",
+  "version": "1.2.0",
   "scripts": {
@@ -12,4 +12,2 @@ "build": "tsc"
   ],
-  "dependencies": {
-  },
   "devDependencies": {
@@ -19,3 +17,4 @@ "@types/debug": "^4.1.7",
     "typescript": "^4.9.4"
-  }
+  },
+  "packageManager": "yarn@3.6.1"
 }

No alert changes

Improved metrics

Total package byte prevSize

419412

increased by5.59%

Lines of code

10238

increased by5.02%

No dependency changes