ftx-api - npm Package Compare versions

Comparing version 0.0.4 to 0.0.5

lib/rest-client.d.ts

@@ -91,3 +91,3 @@ import { AxiosRequestConfig } from 'axios';
     getPositions(showAveragePrice?: boolean): GenericAPIResponse;
-    setAccountLeverage(leverage: any): GenericAPIResponse;
+    setAccountLeverage(leverage: number): GenericAPIResponse;
     /**
@@ -129,5 +129,3 @@ *
     }): GenericAPIResponse;
-    getSavedAddresses(params?: {
-        coin?: string;
-    }): GenericAPIResponse;
+    getSavedAddresses(coin?: string): GenericAPIResponse;
     createSavedAddress(params: {
@@ -158,5 +156,3 @@ coin: string;
     }): GenericAPIResponse;
-    getTriggerOrderTriggers(params: {
-        conditionalOrderId: string;
-    }): GenericAPIResponse;
+    getTriggerOrderTriggers(conditionalOrderId: string): GenericAPIResponse;
     getTriggerOrderHistory(params?: {
@@ -174,3 +170,3 @@ market?: string;
         side: OrderSide;
-        price: number;
+        price: number | null;
         type: OrderType;
@@ -177,0 +173,0 @@ size: number;

lib/rest-client.js

@@ -151,4 +151,4 @@ "use strict";
     }
-    getSavedAddresses(params) {
-        return this.requestWrapper.get('wallet/saved_addresses', params);
+    getSavedAddresses(coin) {
+        return this.requestWrapper.get('wallet/saved_addresses', { coin });
     }
@@ -177,4 +177,4 @@ createSavedAddress(params) {
     }
-    getTriggerOrderTriggers(params) {
-        return this.requestWrapper.get(`conditional_orders/${params.conditionalOrderId}/triggers`);
+    getTriggerOrderTriggers(conditionalOrderId) {
+        return this.requestWrapper.get(`conditional_orders/${conditionalOrderId}/triggers`);
     }
@@ -181,0 +181,0 @@ getTriggerOrderHistory(params) {

lib/shared-endpoints.d.ts

 import { GenericAPIResponse } from './util/requestUtils';
 import RequestWrapper from './util/requestWrapper';
-export default class SharedEndpoints {
+export default abstract class SharedEndpoints {
     protected requestWrapper: RequestWrapper;
@@ -5,0 +5,0 @@ /**

lib/util/requestUtils.d.ts

@@ -10,7 +10,18 @@ export interface RestClientOptions {
 }
+export interface WSClientConfigurableOptions {
+    key?: string;
+    secret?: string;
+    subAccountName?: string;
+    pongTimeout?: number;
+    pingInterval?: number;
+    reconnectTimeout?: number;
+    restOptions?: any;
+    requestOptions?: any;
+    wsUrl?: string;
+}
 export declare type GenericAPIResponse = Promise<any>;
 export declare function signMessage(message: string, secret: string): string;
+export declare function signWsAuthenticate(timestamp: number, secret: string): string;
 export declare function serializeParams(params?: object, strict_validation?: boolean): string;
 export declare function getRestBaseUrl(restClientOptions: RestClientOptions): string;
 export declare function isPublicEndpoint(endpoint: string): boolean;
-export declare function isWsPong(response: any): any;

lib/util/requestUtils.js

 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isWsPong = exports.isPublicEndpoint = exports.getRestBaseUrl = exports.serializeParams = exports.signMessage = void 0;
+exports.isPublicEndpoint = exports.getRestBaseUrl = exports.serializeParams = exports.signWsAuthenticate = exports.signMessage = void 0;
 const crypto_1 = require("crypto");
+;
 function signMessage(message, secret) {
@@ -12,2 +13,9 @@ return crypto_1.createHmac('sha256', secret)
 ;
+function signWsAuthenticate(timestamp, secret) {
+    return crypto_1.createHmac('sha256', secret)
+        .update(timestamp + 'websocket_login')
+        .digest('hex');
+}
+exports.signWsAuthenticate = signWsAuthenticate;
+;
 function serializeParams(params = {}, strict_validation = false) {
@@ -34,2 +42,3 @@ return Object.keys(params)
 exports.getRestBaseUrl = getRestBaseUrl;
+;
 function isPublicEndpoint(endpoint) {
@@ -48,9 +57,3 @@ if (endpoint.startsWith('https')) {
 exports.isPublicEndpoint = isPublicEndpoint;
-function isWsPong(response) {
-    return (response.request &&
-        response.request.op === 'ping' &&
-        response.ret_msg === 'pong' &&
-        response.success === true);
-}
-exports.isWsPong = isWsPong;
+;
 //# sourceMappingURL=requestUtils.js.map

lib/util/requestWrapper.js

@@ -29,3 +29,5 @@ "use strict";
             // in ms == 5 minutes by default
-            timeout: 1000 * 60 * 5 }, requestOptions), { headers: {
+            timeout: 1000 * 60 * 5 }, requestOptions), { 
+            // FTX requirements
+            headers: {
                 'FTX-KEY': key,
@@ -32,0 +34,0 @@ } });

lib/util/WsStore.d.ts

 /// <reference types="node" />
-import { WsConnectionState } from '../websocket-client';
+import { WsConnectionState, WsTopic } from '../websocket-client';
 import { DefaultLogger } from '../logger';
 import WebSocket from 'isomorphic-ws';
-declare type WsTopicList = Set<string>;
+declare type WsTopicList = Set<WsTopic>;
 declare type KeyedWsTopicLists = {
@@ -33,5 +33,5 @@ [key: string]: WsTopicList;
     getTopicsByKey(): KeyedWsTopicLists;
-    addTopic(key: string, topic: string): WsTopicList;
-    deleteTopic(key: string, topic: string): boolean;
+    addTopic(key: string, topic: WsTopic | string): any;
+    deleteTopic(key: string, topic: WsTopic | string): any;
 }
 export {};

lib/util/WsStore.js

@@ -82,5 +82,11 @@ "use strict";
     addTopic(key, topic) {
+        if (typeof topic === 'string') {
+            return this.addTopic(key, { channel: topic });
+        }
         return this.getTopics(key).add(topic);
     }
     deleteTopic(key, topic) {
+        if (typeof topic === 'string') {
+            return this.addTopic(key, { channel: topic });
+        }
         return this.getTopics(key).delete(topic);
@@ -87,0 +93,0 @@ }

lib/websocket-client.d.ts

 /// <reference types="node" />
 import { EventEmitter } from 'events';
 import { DefaultLogger } from './logger';
+import { WSClientConfigurableOptions } from './util/requestUtils';
 import WebSocket from 'isomorphic-ws';
@@ -12,17 +13,3 @@ export declare enum WsConnectionState {
 }
-export interface WSClientConfigurableOptions {
-    key?: string;
-    secret?: string;
-    livenet?: boolean;
-    linear?: boolean;
-    pongTimeout?: number;
-    pingInterval?: number;
-    reconnectTimeout?: number;
-    restOptions?: any;
-    requestOptions?: any;
-    wsUrl?: string;
-}
 export interface WebsocketClientOptions extends WSClientConfigurableOptions {
-    livenet: boolean;
-    linear: boolean;
     pongTimeout: number;
@@ -32,5 +19,4 @@ pingInterval: number;
 }
-export declare const wsKeyInverse = "inverse";
-export declare const wsKeyLinearPrivate = "linearPrivate";
-export declare const wsKeyLinearPublic = "linearPublic";
+export declare const wsKeyGeneral = "ftx";
+export declare const wsBaseUrl = "wss://ftx.com/ws/";
 export declare interface WebsocketClient {
@@ -44,2 +30,7 @@ on(event: 'open' | 'reconnected', listener: ({ wsKey: string, event: any }: {
 }
+export interface WsTopic {
+    channel: string;
+    grouping?: number;
+    market?: string;
+}
 export declare class WebsocketClient extends EventEmitter {
@@ -52,12 +43,10 @@ private logger;
     isLivenet(): boolean;
-    isLinear(): boolean;
-    isInverse(): boolean;
     /**
      * Add topic/topics to WS subscription list
      */
-    subscribe(wsTopics: string[] | string): void;
+    subscribe(wsTopics: WsTopic[] | WsTopic | string[] | string): void;
     /**
      * Remove topic/topics from WS subscription list
      */
-    unsubscribe(wsTopics: string[] | string): void;
+    unsubscribe(wsTopics: WsTopic[] | WsTopic | string[] | string): void;
     close(wsKey: string): void;
@@ -69,2 +58,3 @@ /**
     private connect;
+    private requestTryAuthenticate;
     private parseWsError;
@@ -71,0 +61,0 @@ /**

lib/websocket-client.js

@@ -15,3 +15,3 @@ "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.WebsocketClient = exports.wsKeyLinearPublic = exports.wsKeyLinearPrivate = exports.wsKeyInverse = exports.WsConnectionState = void 0;
+exports.WebsocketClient = exports.wsBaseUrl = exports.wsKeyGeneral = exports.WsConnectionState = void 0;
 const events_1 = require("events");
@@ -23,19 +23,4 @@ const rest_client_1 = require("./rest-client");
 const WsStore_1 = __importDefault(require("./util/WsStore"));
-const inverseEndpoints = {
-    livenet: 'wss://stream.bybit.com/realtime',
-    testnet: 'wss://stream-testnet.bybit.com/realtime'
-};
-const linearEndpoints = {
-    private: {
-        livenet: 'wss://stream.bybit.com/realtime_private',
-        livenet2: 'wss://stream.bytick.com/realtime_public',
-        testnet: 'wss://stream-testnet.bybit.com/realtime_private'
-    },
-    public: {
-        livenet: 'wss://stream.bybit.com/realtime_public',
-        livenet2: 'wss://stream.bytick.com/realtime_private',
-        testnet: 'wss://stream-testnet.bybit.com/realtime_public'
-    }
-};
-const loggerCategory = { category: 'bybit-ws' };
+const wsMessages_1 = require("./util/wsMessages");
+const loggerCategory = { category: 'ftx-ws' };
 const READY_STATE_INITIAL = 0;
@@ -56,13 +41,6 @@ const READY_STATE_CONNECTING = 1;
 ;
+exports.wsKeyGeneral = 'ftx';
+exports.wsBaseUrl = 'wss://ftx.com/ws/';
 ;
-exports.wsKeyInverse = 'inverse';
-exports.wsKeyLinearPrivate = 'linearPrivate';
-exports.wsKeyLinearPublic = 'linearPublic';
-const getLinearWsKeyForTopic = (topic) => {
-    const privateLinearTopics = ['position', 'execution', 'order', 'stop_order', 'wallet'];
-    if (privateLinearTopics.includes(topic)) {
-        return exports.wsKeyLinearPrivate;
-    }
-    return exports.wsKeyLinearPublic;
-};
+;
 class WebsocketClient extends events_1.EventEmitter {
@@ -73,14 +51,8 @@ constructor(options, logger) {
         this.wsStore = new WsStore_1.default(this.logger);
-        this.options = Object.assign({ livenet: false, linear: false, pongTimeout: 1000, pingInterval: 10000, reconnectTimeout: 500 }, options);
+        this.options = Object.assign({ pongTimeout: 1000, pingInterval: 10000, reconnectTimeout: 500 }, options);
         this.restClient = new rest_client_1.RestClient(undefined, undefined, this.options.restOptions, this.options.requestOptions);
     }
     isLivenet() {
-        return this.options.livenet === true;
+        return true;
     }
-    isLinear() {
-        return this.options.linear === true;
-    }
-    isInverse() {
-        return !this.isLinear();
-    }
     /**
@@ -129,8 +101,3 @@ * Add topic/topics to WS subscription list
     connectAll() {
-        if (this.isInverse()) {
-            return [this.connect(exports.wsKeyInverse)];
-        }
-        if (this.isLinear()) {
-            return [this.connect(exports.wsKeyLinearPublic), this.connect(exports.wsKeyLinearPrivate)];
-        }
+        return [this.connect(exports.wsKeyGeneral)];
     }
@@ -152,4 +119,3 @@ connect(wsKey) {
                 }
-                const authParams = yield this.getAuthParams(wsKey);
-                const url = this.getWsUrl(wsKey) + authParams;
+                const url = this.getWsUrl(wsKey);
                 const ws = this.connectToWsUrl(url, wsKey);
@@ -164,2 +130,12 @@ return this.wsStore.setWs(wsKey, ws);
     }
+    requestTryAuthenticate(wsKey) {
+        const { key, secret } = this.options;
+        if (!key || !secret) {
+            this.logger.debug(`Connection "${wsKey}" will remain unauthenticated due to missing key/secret`);
+            return;
+        }
+        const timestamp = new Date().getTime();
+        const authMsg = wsMessages_1.getWsAuthMessage(key, requestUtils_1.signWsAuthenticate(timestamp, secret), timestamp);
+        this.tryWsSend(wsKey, JSON.stringify(authMsg));
+    }
     parseWsError(context, error, wsKey) {
@@ -185,3 +161,3 @@ if (!error.message) {
             const { key, secret } = this.options;
-            if (key && secret && wsKey !== exports.wsKeyLinearPublic) {
+            if (key && secret) {
                 this.logger.debug('Getting auth\'d request params', Object.assign(Object.assign({}, loggerCategory), { wsKey }));
@@ -194,3 +170,3 @@ const timeOffset = yield this.restClient.getTimeOffset();
                 params.signature = requestUtils_1.signMessage('GET/realtime' + params.expires, secret);
-                return '?' + requestUtils_1.serializeParams(params);
+                return params;
             }
@@ -250,7 +226,7 @@ else if (!key || !secret) {
     requestSubscribeTopics(wsKey, topics) {
-        const wsMessage = JSON.stringify({
-            op: 'subscribe',
-            args: topics
+        const market = '';
+        topics.forEach(topic => {
+            const wsMessage = JSON.stringify(Object.assign({ op: 'subscribe' }, topic));
+            this.tryWsSend(wsKey, wsMessage);
         });
-        this.tryWsSend(wsKey, wsMessage);
     }
@@ -261,7 +237,6 @@ /**
     requestUnsubscribeTopics(wsKey, topics) {
-        const wsMessage = JSON.stringify({
-            op: 'unsubscribe',
-            args: topics
+        topics.forEach(topic => {
+            const wsMessage = JSON.stringify(Object.assign({ op: 'unsubscribe' }, topic));
+            this.tryWsSend(wsKey, wsMessage);
         });
-        this.tryWsSend(wsKey, wsMessage);
     }
@@ -292,3 +267,3 @@ tryWsSend(wsKey, wsMessage) {
         if (this.wsStore.isConnectionState(wsKey, READY_STATE_CONNECTING)) {
-            this.logger.info('Websocket connected', Object.assign(Object.assign({}, loggerCategory), { wsKey, livenet: this.isLivenet(), linear: this.isLinear() }));
+            this.logger.info('Websocket connected', Object.assign(Object.assign({}, loggerCategory), { wsKey, livenet: this.isLivenet() }));
             this.emit('open', { wsKey, event });
@@ -301,2 +276,3 @@ }
         this.setWsState(wsKey, READY_STATE_CONNECTED);
+        this.requestTryAuthenticate(wsKey);
         this.requestSubscribeTopics(wsKey, [...this.wsStore.getTopics(wsKey)]);
@@ -307,10 +283,8 @@ this.wsStore.get(wsKey, true).activePingTimer = setInterval(() => this.ping(wsKey), this.options.pingInterval);
         const msg = JSON.parse(event && event.data || event);
-        if ('success' in msg) {
-            this.onWsMessageResponse(msg, wsKey);
-        }
-        else if (msg.topic) {
+        if (msg.channel) {
             this.onWsMessageUpdate(msg);
         }
         else {
-            this.logger.warning('Got unhandled ws message', Object.assign(Object.assign({}, loggerCategory), { message: msg, event, wsKey }));
+            this.logger.debug('Websocket event: ', event.data || event);
+            this.onWsMessageResponse(msg, wsKey);
         }
@@ -336,3 +310,3 @@ }
     onWsMessageResponse(response, wsKey) {
-        if (requestUtils_1.isWsPong(response)) {
+        if (wsMessages_1.isWsPong(response)) {
             this.logger.silly('Received pong', Object.assign(Object.assign({}, loggerCategory), { wsKey }));
@@ -358,6 +332,6 @@ this.clearPongTimer(wsKey);
         }
-        return 'wss://ftx.com/ws/';
+        return exports.wsBaseUrl;
     }
     getWsKeyForTopic(topic) {
-        return this.isInverse() ? exports.wsKeyInverse : getLinearWsKeyForTopic(topic);
+        return exports.wsKeyGeneral;
     }
@@ -364,0 +338,0 @@ }

package.json

 {
   "name": "ftx-api",
-  "version": "0.0.4",
+  "version": "0.0.5",
   "description": "Node.js connector for FTX's REST APIs and WebSockets",
@@ -22,4 +22,3 @@ "main": "lib/index.js",
   "author": "Tiago Siebler (https://github.com/tiagosiebler)",
-  "contributors": [
-  ],
+  "contributors": [],
   "dependencies": {
@@ -26,0 +25,0 @@ "axios": "^0.21.0",

README.md

@@ -8,4 +8,2 @@ # ftx-api
 
-Warning: this connector is still in early beta. REST APIs should be fully functional but websockets still need work.
-
 Node.js connector for the FTX APIs and WebSockets, with TypeScript & browser support.
@@ -30,2 +28,3 @@
 - [dist](./dist) - the packed bundle of the project for use in browser environments.
+- [examples](./examples) - demonstrations on various workflows using this library
 
@@ -40,3 +39,5 @@ ---
 
-Import and instance the `RestClient` to access all REST API methods. All methods return promises.
+Import and instance the `RestClient` to access all REST API methods.
+- All methods return promises.
+- Supports subaccounts.
 
@@ -106,4 +107,9 @@ ### Example
 ## WebSockets
-<details><summary>Inverse & linear WebSockets can be used via a shared `WebsocketClient`. Click here to expand and see full sample:</summary>
+- Automatically connect to FTX websockets
+- Automatically authenticate, if key & secret are provided.
+- Automatically checks connection integrity. If connection stale (no response to pings), automatically reconnects, re-authenticates and resubscribes to previous topics.
+- Supports subaccounts.
 
+<details><summary>WebSocket channels can be subscribed to via the `WebsocketClient`. Click here to expand and see full sample:</summary>
+
 ```javascript
@@ -123,2 +129,5 @@ const { WebsocketClient } = require('ftx-api');
 
+  // Subaccount nickname
+  // subAccountName: 'sub1',
+
   // how long to wait (in ms) before deciding the connection should be terminated & reconnected
@@ -146,7 +155,26 @@ // pongTimeout: 1000,
 // subscribe to multiple topics at once
-ws.subscribe(['ticker', 'markets']);
+ws.subscribe(['fills', 'orders']);
 
 // and/or subscribe to individual topics on demand
-ws.subscribe('trades');
+ws.subscribe('fills');
 
+// and/or subscribe to complex topics on demand, one at a time
+ws.subscribe({
+  channel: 'trades',
+  market: 'BTC-PERP'
+});
+
+// or as a list of complex topics
+ws.subscribe([
+  {
+    channel: 'trades',
+    market: 'BTC-PERP'
+  },
+  {
+    channel: 'orderbookGrouped',
+    market: 'BTC-PERP',
+    grouping: 500
+  }
+]);
+
 // Listen to events coming from websockets. This is the primary data source
@@ -158,4 +186,4 @@ ws.on('update', data => {
 // Optional: Listen to websocket connection open event (automatic after subscribing to one or more topics)
-ws.on('open', ({ wsKey, event }) => {
-  console.log('connection open for websocket with ID: ' + wsKey);
+ws.on('open', ({ event }) => {
+  console.log('connection opened');
 });
@@ -162,0 +190,0 @@

No alert changes

Improved metrics

Total package byte prevSize

110127

increased by1.29%

Number of package files

31

increased by10.71%

Lines of code

1834

increased by0.88%

Number of lines in readme file

250

increased by12.61%

No dependency changes