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feat: add bitget and bitget-futures support
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,230 @@ | ||
| import { upperCaseSymbols } from '../handy' | ||
| import { BookChange, BookTicker, DerivativeTicker, Exchange, Trade } from '../types' | ||
| import { Mapper, PendingTickerInfoHelper } from './mapper' | ||
|
|
||
| export class BitgetTradesMapper implements Mapper<'bitget' | 'bitget-futures', Trade> { | ||
| constructor(private readonly _exchange: Exchange) {} | ||
|
|
||
| canHandle(message: BitgetTradeMessage) { | ||
| return message.arg.channel === 'trade' && message.action === 'update' | ||
| } | ||
|
|
||
| getFilters(symbols?: string[]) { | ||
| symbols = upperCaseSymbols(symbols) | ||
|
|
||
| return [ | ||
| { | ||
| channel: 'trade', | ||
| symbols | ||
| } as const | ||
| ] | ||
| } | ||
|
|
||
| *map(message: BitgetTradeMessage, localTimestamp: Date): IterableIterator<Trade> { | ||
| for (let trade of message.data) { | ||
| yield { | ||
| type: 'trade', | ||
| symbol: message.arg.instId, | ||
| exchange: this._exchange, | ||
| id: trade.tradeId, | ||
| price: Number(trade.price), | ||
| amount: Number(trade.size), | ||
| side: trade.side === 'buy' ? 'buy' : 'sell', | ||
| timestamp: new Date(Number(trade.ts)), | ||
| localTimestamp: localTimestamp | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| function mapPriceLevel(level: [string, string]) { | ||
| return { | ||
| price: Number(level[0]), | ||
| amount: Number(level[1]) | ||
| } | ||
| } | ||
| export class BitgetBookChangeMapper implements Mapper<'bitget' | 'bitget-futures', BookChange> { | ||
| constructor(private readonly _exchange: Exchange) {} | ||
|
|
||
| canHandle(message: BitgetOrderbookMessage) { | ||
| return message.arg.channel === 'books' && (message.action === 'update' || message.action === 'snapshot') | ||
| } | ||
|
|
||
| getFilters(symbols?: string[]) { | ||
| symbols = upperCaseSymbols(symbols) | ||
|
|
||
| return [ | ||
| { | ||
| channel: 'books', | ||
| symbols | ||
| } as const | ||
| ] | ||
| } | ||
|
|
||
| *map(message: BitgetOrderbookMessage, localTimestamp: Date): IterableIterator<BookChange> { | ||
| for (let orderbookData of message.data) { | ||
| yield { | ||
| type: 'book_change', | ||
| symbol: message.arg.instId, | ||
| exchange: this._exchange, | ||
| isSnapshot: message.action === 'snapshot', | ||
| bids: orderbookData.bids.map(mapPriceLevel), | ||
| asks: orderbookData.asks.map(mapPriceLevel), | ||
| timestamp: new Date(Number(orderbookData.ts)), | ||
| localTimestamp | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| export class BitgetBookTickerMapper implements Mapper<'bitget' | 'bitget-futures', BookTicker> { | ||
| constructor(private readonly _exchange: Exchange) {} | ||
|
|
||
| canHandle(message: BitgetBBoMessage) { | ||
| return message.arg.channel === 'books1' && message.action === 'snapshot' | ||
| } | ||
|
|
||
| getFilters(symbols?: string[]) { | ||
| symbols = upperCaseSymbols(symbols) | ||
|
|
||
| return [ | ||
| { | ||
| channel: `books1` as const, | ||
| symbols | ||
| } | ||
| ] | ||
| } | ||
|
|
||
| *map(message: BitgetBBoMessage, localTimestamp: Date): IterableIterator<BookTicker> { | ||
| for (const bboMessage of message.data) { | ||
| const ticker: BookTicker = { | ||
| type: 'book_ticker', | ||
| symbol: message.arg.instId, | ||
| exchange: this._exchange, | ||
|
|
||
| askAmount: Number(bboMessage.asks[0][1]), | ||
| askPrice: Number(bboMessage.asks[0][0]), | ||
|
|
||
| bidPrice: Number(bboMessage.bids[0][0]), | ||
| bidAmount: Number(bboMessage.bids[0][1]), | ||
| timestamp: new Date(Number(bboMessage.ts)), | ||
| localTimestamp: localTimestamp | ||
| } | ||
|
|
||
| yield ticker | ||
| } | ||
| } | ||
| } | ||
|
|
||
| export class BitgetDerivativeTickerMapper implements Mapper<'bitget-futures', DerivativeTicker> { | ||
| private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper() | ||
|
|
||
| canHandle(message: BitgetTickerMessage) { | ||
| return message.arg.channel === 'ticker' && message.action === 'snapshot' | ||
| } | ||
|
|
||
| getFilters(symbols?: string[]) { | ||
| return [ | ||
| { | ||
| channel: 'ticker', | ||
| symbols | ||
| } as const | ||
| ] | ||
| } | ||
|
|
||
| *map(message: BitgetTickerMessage, localTimestamp: Date): IterableIterator<DerivativeTicker> { | ||
| for (const tickerMessage of message.data) { | ||
| const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(tickerMessage.symbol, 'bitget-futures') | ||
|
|
||
| pendingTickerInfo.updateIndexPrice(Number(tickerMessage.indexPrice)) | ||
| pendingTickerInfo.updateMarkPrice(Number(tickerMessage.markPrice)) | ||
| pendingTickerInfo.updateOpenInterest(Number(tickerMessage.holdingAmount)) | ||
| pendingTickerInfo.updateLastPrice(Number(tickerMessage.lastPr)) | ||
|
|
||
| pendingTickerInfo.updateTimestamp(new Date(Number(tickerMessage.ts))) | ||
|
|
||
| if (tickerMessage.nextFundingTime !== '0') { | ||
| pendingTickerInfo.updateFundingTimestamp(new Date(Number(tickerMessage.nextFundingTime))) | ||
| pendingTickerInfo.updateFundingRate(Number(tickerMessage.fundingRate)) | ||
| } | ||
|
|
||
| if (pendingTickerInfo.hasChanged()) { | ||
| yield pendingTickerInfo.getSnapshot(localTimestamp) | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| type BitgetTradeMessage = { | ||
| action: 'update' | ||
| arg: { instType: 'SPOT'; channel: 'trade'; instId: 'OPUSDT' } | ||
| data: [{ ts: '1730332800983'; price: '1.717'; size: '56.16'; side: 'buy'; tradeId: '1235670816495050754' }] | ||
| ts: 1730332800989 | ||
| } | ||
|
|
||
| type BitgetOrderbookMessage = | ||
| | { | ||
| action: 'snapshot' | ||
| arg: { instType: 'SPOT'; channel: 'books'; instId: 'SYLOUSDT' } | ||
| data: [ | ||
| { | ||
| asks: [string, string][] | ||
| bids: [string, string][] | ||
| checksum: 0 | ||
| ts: '1730331046984' | ||
| } | ||
| ] | ||
| ts: 1730332800437 | ||
| } | ||
| | { | ||
| action: 'update' | ||
| arg: { instType: 'SPOT'; channel: 'books'; instId: 'BANDUSDT' } | ||
| data: [ | ||
| { | ||
| asks: [string, string][] | ||
| bids: [string, string][] | ||
| checksum: 79466786 | ||
| ts: '1730332859977' | ||
| } | ||
| ] | ||
| ts: 1730332859979 | ||
| } | ||
|
|
||
| type BitgetBBoMessage = { | ||
| action: 'snapshot' | ||
| arg: { instType: 'SPOT'; channel: 'books1'; instId: 'METISUSDT' } | ||
| data: [{ asks: [['44.90', '0.6927']]; bids: [['44.82', '3.5344']]; checksum: 0; ts: '1730332859988' }] | ||
| ts: 1730332859989 | ||
| } | ||
|
|
||
| type BitgetTickerMessage = { | ||
| action: 'snapshot' | ||
| arg: { instType: 'COIN-FUTURES'; channel: 'ticker'; instId: 'BTCUSD' } | ||
| data: [ | ||
| { | ||
| instId: 'BTCUSD' | ||
| lastPr: '72331.5' | ||
| bidPr: '72331.5' | ||
| askPr: '72331.8' | ||
| bidSz: '7.296' | ||
| askSz: '0.02' | ||
| open24h: '72047.8' | ||
| high24h: '72934.8' | ||
| low24h: '71422.8' | ||
| change24h: '-0.00561' | ||
| fundingRate: '0.000116' | ||
| nextFundingTime: string | ||
| markPrice: string | ||
| indexPrice: string | ||
| holdingAmount: string | ||
| baseVolume: '7543.376' | ||
| quoteVolume: '544799876.924' | ||
| openUtc: '72335.3' | ||
| symbolType: '1' | ||
| symbol: 'BTCUSD' | ||
| deliveryPrice: '0' | ||
| ts: '1730332823217' | ||
| } | ||
| ] | ||
| ts: 1730332823220 | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,59 @@ | ||
| import { batchObjects } from '../handy' | ||
| import { Filter } from '../types' | ||
| import { RealTimeFeedBase } from './realtimefeed' | ||
|
|
||
| abstract class BitgetRealTimeFeedBase extends RealTimeFeedBase { | ||
| protected throttleSubscribeMS = 100 | ||
| protected readonly wssURL = 'wss://ws.bitget.com/v2/ws/public' | ||
|
|
||
| protected mapToSubscribeMessages(filters: Filter<string>[]): any[] { | ||
| const argsInputs = filters.flatMap((filter) => { | ||
| if (!filter.symbols || filter.symbols.length === 0) { | ||
| throw new Error('BitgetRealTimeFeed requires explicitly specified symbols when subscribing to live feed') | ||
| } | ||
|
|
||
| return filter.symbols.map((symbol) => { | ||
| return { | ||
| instType: this.getInstType(symbol), | ||
| channel: filter.channel, | ||
| instId: symbol | ||
| } | ||
| }) | ||
| }) | ||
|
|
||
| const payload = [...batchObjects(argsInputs, 5)].map((args) => { | ||
| return { | ||
| op: 'subscribe', | ||
| args | ||
| } | ||
| }) | ||
|
|
||
| return payload | ||
| } | ||
|
|
||
| protected messageIsError(message: any): boolean { | ||
| return message.event === 'error' | ||
| } | ||
|
|
||
| abstract getInstType(symbol: string): string | ||
| } | ||
|
|
||
| export class BitgetRealTimeFeed extends BitgetRealTimeFeedBase { | ||
| getInstType(_: string) { | ||
| return 'SPOT' | ||
| } | ||
| } | ||
|
|
||
| export class BitgetFuturesRealTimeFeed extends BitgetRealTimeFeedBase { | ||
| getInstType(symbol: string) { | ||
| if (symbol.endsWith('USDT')) { | ||
| return 'USDT-FUTURES' | ||
| } | ||
|
|
||
| if (symbol.endsWith('PERP')) { | ||
| return 'USDC-FUTURES' | ||
| } | ||
|
|
||
| return 'COIN-FUTURES' | ||
| } | ||
| } |
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