bitmex-orderbook - npm Package Compare versions

Comparing version 1.0.3 to 1.1.0

package.json

 {
   "name": "bitmex-orderbook",
-  "version": "1.0.3",
+  "version": "1.1.0",
   "description": "BitMEX WebSocket-driven Orderbook",
@@ -25,2 +25,3 @@ "main": "src/OrderBook.js",
   "dependencies": {
+    "crypto": "1.0.1",
     "ws": "3.3.3"
@@ -27,0 +28,0 @@ },

README.md

@@ -1,5 +0,11 @@
-# BitMEX OrderBook
+# BitMEX Order Book
 
-The fastest order book implementation for the BitMEX WebSocket API.
+The fastest order book implementation for the [BitMEX WebSocket API](https://www.bitmex.com/app/wsAPI).
 
+* Fast & unthrottled price updates from L2 table.
+* Automatically calculates cumulative prices.
+* Reuse an existing WebSocket connection.
+* Built-in [heartbeats](https://www.bitmex.com/app/wsAPI#Heartbeats) functionality.
+* Easy to use.
+
 ## Install
@@ -18,9 +24,9 @@
 
-OrderBook.open("XBTH18", {
-  onUpdate(orderBookL2) {
+await OrderBook.open("XBTH18", {
+  onUpdate(orderBook) {
     // Top 10 ask prices.
-    const bestAskPrices = orderBookL2.getAskPrices(10);
+    const bestAskPrices = orderBook.getAskPrices(10);
     
     // Top 5 bid prices, skipping the first 2.
-    const [thirdBestBid] = orderBookL2.getBidprices(5, 2); 
+    const [thirdBestBid] = orderBook.getBidprices(5, 2); 
     
@@ -40,3 +46,3 @@ thirdBestBid.side; // "Buy"
 
-### `OrderBook.open(symbol, options = {}): Promise`
+### `OrderBook.open(symbol, options = {}): Promise<OrderBook>`
 
@@ -50,3 +56,3 @@ * `symbol : String` - The instrument symbol. Required.
 * `options.testmode : Boolean` - Connect to the BitMEX test environment. Only used if `options.socket` is empty. Default: `false`.
-* `options.hearbeat : Integer` - Milliseconds between WebSocket connection pings. Default: `15000`.
+* `options.heartbeat : Integer` - Milliseconds between WebSocket connection pings. Default: `15000`.
 * `options.endpoint : String` - Specifies the wss:// address for a new WebSocket connection. Only used if `options.socket` is empty. Default: `wss://www.bitmex.com/realtime`.
@@ -64,3 +70,3 @@
 
-Same as `getAskPrices`. Also sorted by best price first.
+Same as `orderBook.getAskPrices()`. Sorted by best price first.
 
@@ -67,0 +73,0 @@ ## License

src/BitMEXClient.js

@@ -0,1 +1,2 @@
+const crypto = require("crypto");
 const debug = require("debug")("bitmex-orderbook");
@@ -8,3 +9,4 @@ const WebSocket = require("ws");
     this.connected = this.socket && this.socket.readyState === WebSocket.OPEN;
-    this.authenticated = false;
+    this.apiKey = options.apiKey || null;
+    this.apiSecret = options.apiSecret || null;
     this.testmode = options.testmode === true || options.testmode === "true";
@@ -27,6 +29,16 @@ this.endpoint =
 
-      this.socket.on("open", () => {
+      this.socket.on("open", async () => {
         debug("Connection opened");
         this.connected = this.socket.readyState === WebSocket.OPEN;
         heartbeatInterval = setInterval(() => this.ping(), this.heartbeat);
+
+        if (this.apiKey && this.apiSecret) {
+          const nonce = Date.now();
+          const signature = crypto
+            .createHmac("sha256", this.apiSecret)
+            .update(`GET/realtime${nonce}`)
+            .digest("hex");
+          await this.sendMessage({ op: "authKey", args: [this.apiKey, nonce, signature] });
+        }
+
         this.subscriptions.forEach(symbol => this.subscribe(symbol));
@@ -46,9 +58,5 @@ return resolve(true);
       this.socket.on("error", err => {
-        debug("Error:", err);
+        debug("Connection error:", err);
         this.lastError = err;
       });
-
-      if (this.connected) {
-        return resolve(true);
-      }
     });
@@ -78,2 +86,3 @@ }
   async sendMessage(data) {
+    debug("Sending:", data);
     const json = JSON.stringify(data);
@@ -80,0 +89,0 @@

No alert changes

Improved metrics

Total package byte prevSize

77313

increased by1.14%

Lines of code

289

increased by2.85%

Number of lines in readme file

72

increased by9.09%

Worsened metrics

Dependency count

2

increased by100%

Dependency changes

• + Addedcrypto@1.0.1

• + Addedcrypto@1.0.1(transitive)