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my-project-public — gitlawb

#1	/**
#2	* Imperial WebSocket Client
#3	*
#4	* Two persistent connections:
#5	* /ws — wallet-scoped invalidation (positions_updated, orders_updated)
#6	* /ws/market — public market data stream (funding, marks, depth)
#7	*
#8	* Typed event emitter with automatic ping/pong keepalive and exponential-backoff
#9	* reconnect. Works in both Node (ws package) and browser (native WebSocket).
#10	*/
#11
#12	type Listener<T> = (data: T) => void;
#13
#14	// ─── Event payload types ──────────────────────────────────────────────────────
#15
#16	export interface FundingUpdateEvent {
#17	type: "funding_rate_update";
#18	symbol: string;
#19	venue: string;
#20	source: string;
#21	longFundingRatePerHourPercent: number \| null;
#22	shortFundingRatePerHourPercent: number \| null;
#23	longBorrowRatePerHourPercent: number \| null;
#24	shortBorrowRatePerHourPercent: number \| null;
#25	}
#26
#27	export interface MarkPriceUpdateEvent {
#28	type: "mark_price_update";
#29	symbol: string;
#30	venue: string;
#31	source: string;
#32	price: number;
#33	fetchedAtUnixMs: number;
#34	}
#35
#36	export interface DepthUpdateEvent {
#37	type: "phoenix_depth_update";
#38	symbol: string;
#39	snapshot: {
#40	bids: [number, number][];
#41	asks: [number, number][];
#42	};
#43	}
#44
#45	export interface WalletEvent {
#46	type: "positions_updated" \| "orders_updated";
#47	}
#48
#49	export type MarketEvent = FundingUpdateEvent \| MarkPriceUpdateEvent \| DepthUpdateEvent;
#50
#51	// ─── In-memory market cache ───────────────────────────────────────────────────
#52
#53	export interface MarketCache {
#54	funding: Map<string, FundingUpdateEvent>; // key: `${symbol}:${venue}`
#55	markPrices: Map<string, MarkPriceUpdateEvent>; // key: `${symbol}:${venue}`
#56	depth: Map<string, DepthUpdateEvent["snapshot"]>; // key: symbol
#57	lastUpdated: number;
#58	}
#59
#60	export function createMarketCache(): MarketCache {
#61	return {
#62	funding: new Map(),
#63	markPrices: new Map(),
#64	depth: new Map(),
#65	lastUpdated: 0,
#66	};
#67	}
#68
#69	// ─── Simple typed event emitter ───────────────────────────────────────────────
#70
#71	class TypedEmitter<Events extends object> {
#72	private listeners: Partial<{ [K in keyof Events]: Listener<Events[K]>[] }> = {};
#73
#74	on<K extends keyof Events>(event: K, listener: Listener<Events[K]>): this {
#75	if (!this.listeners[event]) this.listeners[event] = [];
#76	(this.listeners[event] as Listener<Events[K]>[]).push(listener);
#77	return this;
#78	}
#79
#80	off<K extends keyof Events>(event: K, listener: Listener<Events[K]>): this {
#81	const arr = this.listeners[event] as Listener<Events[K]>[] \| undefined;
#82	if (arr) {
#83	const idx = arr.indexOf(listener);
#84	if (idx >= 0) arr.splice(idx, 1);
#85	}
#86	return this;
#87	}
#88
#89	emit<K extends keyof Events>(event: K, data: Events[K]): void {
#90	const arr = this.listeners[event] as Listener<Events[K]>[] \| undefined;
#91	if (arr) {
#92	for (const fn of arr) fn(data);
#93	}
#94	}
#95	}
#96
#97	// ─── Market WS events ─────────────────────────────────────────────────────────
#98
#99	interface MarketWsEventMap {
#100	funding: FundingUpdateEvent;
#101	mark: MarkPriceUpdateEvent;
#102	depth: DepthUpdateEvent;
#103	connected: void;
#104	disconnected: { code: number; reason: string };
#105	error: Error;
#106	}
#107
#108	// ─── WebSocket factory (Node ws or browser native) ────────────────────────────
#109
#110	type WsLike = {
#111	onopen: (() => void) \| null;
#112	onclose: ((ev: { code: number; reason: string }) => void) \| null;
#113	onerror: ((ev: unknown) => void) \| null;
#114	onmessage: ((ev: { data: string }) => void) \| null;
#115	send(data: string): void;
#116	close(): void;
#117	readyState: number;
#118	};
#119
#120	const WS_OPEN = 1;
#121
#122	async function openWs(url: string): Promise<WsLike> {
#123	// Try native global WebSocket first (browser / Bun)
#124	const NativeWs = (globalThis as unknown as { WebSocket?: new (url: string) => WsLike }).WebSocket;
#125	if (NativeWs) return new NativeWs(url);
#126
#127	// Fall back to 'ws' package in Node
#128	try {
#129	const { WebSocket: NodeWs } = await import("ws" as string) as { WebSocket: new (url: string) => WsLike };
#130	return new NodeWs(url);
#131	} catch {
#132	throw new Error("No WebSocket implementation available. Install the 'ws' package.");
#133	}
#134	}
#135
#136	// ─── ImperialMarketWs ─────────────────────────────────────────────────────────
#137
#138	export class ImperialMarketWs extends TypedEmitter<MarketWsEventMap> {
#139	private ws: WsLike \| null = null;
#140	private stopped = false;
#141	private reconnectDelay = 1000;
#142	private pingTimer: ReturnType<typeof setInterval> \| null = null;
#143	readonly cache: MarketCache = createMarketCache();
#144
#145	constructor(
#146	private readonly wsUrl: string,
#147	private readonly subscribeSymbols?: string[],
#148	) {
#149	super();
#150	}
#151
#152	async connect(): Promise<void> {
#153	if (this.stopped) return;
#154	try {
#155	this.ws = await openWs(this.wsUrl);
#156	} catch (err) {
#157	this.emit("error", err instanceof Error ? err : new Error(String(err)));
#158	this.scheduleReconnect();
#159	return;
#160	}
#161
#162	this.ws.onopen = () => {
#163	this.reconnectDelay = 1000;
#164	this.emit("connected", undefined);
#165	this.subscribe();
#166	this.startPing();
#167	};
#168
#169	this.ws.onmessage = (ev) => {
#170	try {
#171	const msg = JSON.parse(ev.data) as MarketEvent \| { type: "pong" };
#172	this.handleMessage(msg);
#173	} catch {
#174	// ignore parse errors
#175	}
#176	};
#177
#178	this.ws.onerror = (ev) => {
#179	const err = ev instanceof Error ? ev : new Error("WebSocket error");
#180	this.emit("error", err);
#181	};
#182
#183	this.ws.onclose = (ev) => {
#184	this.stopPing();
#185	this.emit("disconnected", { code: ev.code, reason: String(ev.reason ?? "") });
#186	if (!this.stopped) this.scheduleReconnect();
#187	};
#188	}
#189
#190	private subscribe(): void {
#191	if (!this.ws \|\| this.ws.readyState !== WS_OPEN) return;
#192	this.ws.send(JSON.stringify({ type: "subscribe_funding_rates" }));
#193	this.ws.send(JSON.stringify({ type: "subscribe_mark_prices" }));
#194	this.ws.send(
#195	JSON.stringify({
#196	type: "subscribe_phoenix_depth",
#197	...(this.subscribeSymbols ? { symbols: this.subscribeSymbols } : {}),
#198	}),
#199	);
#200	}
#201
#202	private handleMessage(msg: MarketEvent \| { type: "pong" }): void {
#203	switch (msg.type) {
#204	case "funding_rate_update": {
#205	const key = `${msg.symbol}:${msg.venue}`;
#206	this.cache.funding.set(key, msg);
#207	this.cache.lastUpdated = Date.now();
#208	this.emit("funding", msg);
#209	break;
#210	}
#211	case "mark_price_update": {
#212	const key = `${msg.symbol}:${msg.venue}`;
#213	this.cache.markPrices.set(key, msg);
#214	this.cache.lastUpdated = Date.now();
#215	this.emit("mark", msg);
#216	break;
#217	}
#218	case "phoenix_depth_update": {
#219	this.cache.depth.set(msg.symbol, msg.snapshot);
#220	this.cache.lastUpdated = Date.now();
#221	this.emit("depth", msg);
#222	break;
#223	}
#224	}
#225	}
#226
#227	private startPing(): void {
#228	this.pingTimer = setInterval(() => {
#229	if (this.ws?.readyState === WS_OPEN) {
#230	this.ws.send(JSON.stringify({ type: "ping" }));
#231	}
#232	}, 20_000);
#233	}
#234
#235	private stopPing(): void {
#236	if (this.pingTimer) {
#237	clearInterval(this.pingTimer);
#238	this.pingTimer = null;
#239	}
#240	}
#241
#242	private scheduleReconnect(): void {
#243	const delay = this.reconnectDelay;
#244	this.reconnectDelay = Math.min(delay * 2, 30_000);
#245	setTimeout(() => this.connect(), delay);
#246	}
#247
#248	/** Get latest mark price for a symbol from cache. */
#249	getMarkPrice(symbol: string, venue = "phoenix"): number \| null {
#250	return this.cache.markPrices.get(`${symbol}:${venue}`)?.price ?? null;
#251	}
#252
#253	/** Get latest funding for a symbol+venue from cache. */
#254	getFunding(symbol: string, venue = "phoenix"): FundingUpdateEvent \| null {
#255	return this.cache.funding.get(`${symbol}:${venue}`) ?? null;
#256	}
#257
#258	/** Get latest depth snapshot for a symbol. */
#259	getDepth(symbol: string): DepthUpdateEvent["snapshot"] \| null {
#260	return this.cache.depth.get(symbol) ?? null;
#261	}
#262
#263	/** Best mid price from depth cache. */
#264	getMid(symbol: string): number \| null {
#265	const d = this.getDepth(symbol);
#266	if (!d?.bids.length \|\| !d?.asks.length) return null;
#267	const bid = d.bids[0]?.[0] ?? 0;
#268	const ask = d.asks[0]?.[0] ?? 0;
#269	return bid > 0 && ask > 0 ? (bid + ask) / 2 : null;
#270	}
#271
#272	disconnect(): void {
#273	this.stopped = true;
#274	this.stopPing();
#275	this.ws?.close();
#276	this.ws = null;
#277	}
#278	}
#279
#280	// ─── Wallet invalidation WS ───────────────────────────────────────────────────
#281
#282	interface WalletWsEventMap {
#283	positions_updated: void;
#284	orders_updated: void;
#285	connected: void;
#286	disconnected: { code: number; reason: string };
#287	error: Error;
#288	}
#289
#290	export class ImperialWalletWs extends TypedEmitter<WalletWsEventMap> {
#291	private ws: WsLike \| null = null;
#292	private stopped = false;
#293	private reconnectDelay = 1000;
#294	private pingTimer: ReturnType<typeof setInterval> \| null = null;
#295
#296	constructor(
#297	private readonly wsUrl: string,
#298	private readonly wallet: string,
#299	) {
#300	super();
#301	}
#302
#303	async connect(): Promise<void> {
#304	if (this.stopped) return;
#305	try {
#306	this.ws = await openWs(this.wsUrl);
#307	} catch (err) {
#308	this.emit("error", err instanceof Error ? err : new Error(String(err)));
#309	this.scheduleReconnect();
#310	return;
#311	}
#312
#313	this.ws.onopen = () => {
#314	this.reconnectDelay = 1000;
#315	this.emit("connected", undefined);
#316	this.ws?.send(JSON.stringify({ type: "subscribe", wallet: this.wallet }));
#317	this.pingTimer = setInterval(() => {
#318	if (this.ws?.readyState === WS_OPEN) {
#319	this.ws.send(JSON.stringify({ type: "ping" }));
#320	}
#321	}, 20_000);
#322	};
#323
#324	this.ws.onmessage = (ev) => {
#325	try {
#326	const msg = JSON.parse(ev.data) as WalletEvent \| { type: "pong" };
#327	if (msg.type === "positions_updated") this.emit("positions_updated", undefined);
#328	if (msg.type === "orders_updated") this.emit("orders_updated", undefined);
#329	} catch {
#330	// ignore
#331	}
#332	};
#333
#334	this.ws.onerror = (ev) => {
#335	this.emit("error", ev instanceof Error ? ev : new Error("WS error"));
#336	};
#337
#338	this.ws.onclose = (ev) => {
#339	if (this.pingTimer) { clearInterval(this.pingTimer); this.pingTimer = null; }
#340	this.emit("disconnected", { code: ev.code, reason: String(ev.reason ?? "") });
#341	if (!this.stopped) this.scheduleReconnect();
#342	};
#343	}
#344
#345	private scheduleReconnect(): void {
#346	const delay = this.reconnectDelay;
#347	this.reconnectDelay = Math.min(delay * 2, 30_000);
#348	setTimeout(() => this.connect(), delay);
#349	}
#350
#351	disconnect(): void {
#352	this.stopped = true;
#353	if (this.pingTimer) { clearInterval(this.pingTimer); this.pingTimer = null; }
#354	this.ws?.close();
#355	this.ws = null;
#356	}
#357	}
#358
#359	// ─── Factory ──────────────────────────────────────────────────────────────────
#360
#361	export function createImperialMarketWs(
#362	base: string,
#363	symbols?: string[],
#364	): ImperialMarketWs {
#365	const wsBase = base.replace(/^http/, "ws").replace(/\/api\/v1\/?$/, "");
#366	return new ImperialMarketWs(`${wsBase}/ws/market`, symbols);
#367	}
#368
#369	export function createImperialWalletWs(base: string, wallet: string): ImperialWalletWs {
#370	const wsBase = base.replace(/^http/, "ws").replace(/\/api\/v1\/?$/, "");
#371	return new ImperialWalletWs(`${wsBase}/ws`, wallet);
#372	}
#373

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