///
import { AxiosRequestConfig } from 'axios';
import { EventEmitter } from 'events';
import WebSocket from 'isomorphic-ws';
import { DefaultLogger } from './logger';
import { KlineInterval } from './types/shared';
import { WsFormattedMessage, WsRawMessage, WsResponse, WsUserDataEvents } from './types/websockets';
import { RestClientOptions } from './util/requestUtils';
export interface WSClientConfigurableOptions {
api_key?: string;
api_secret?: string;
beautify?: boolean;
disableHeartbeat?: boolean;
pongTimeout?: number;
pingInterval?: number;
reconnectTimeout?: number;
restOptions?: RestClientOptions;
requestOptions?: AxiosRequestConfig;
wsOptions?: {
protocols?: string[];
agent?: any;
};
wsUrl?: string;
}
export interface WebsocketClientOptions extends WSClientConfigurableOptions {
pongTimeout: number;
pingInterval: number;
reconnectTimeout: number;
}
export type WsKey = string | 'spot' | 'margin' | 'usdmfutures' | 'coinmfutures' | 'options';
export declare interface WebsocketClient {
on(event: 'reply', listener: (event: WsResponse) => void): this;
on(event: 'message', listener: (event: WsRawMessage) => void): this;
on(event: 'formattedMessage', listener: (event: WsFormattedMessage) => void): this;
on(event: 'formattedUserDataMessage', listener: (event: WsUserDataEvents) => void): this;
on(event: 'error', listener: (event: {
wsKey: WsKey;
error: any;
rawEvent?: string;
}) => void): this;
on(event: 'open' | 'reconnected' | 'reconnecting' | 'close', listener: (event: {
wsKey: WsKey;
ws: WebSocket;
event?: any;
}) => void): this;
}
/**
* Try to resolve event.data. Example circumstance: {"stream":"!forceOrder@arr","data":{"e":"forceOrder","E":1634653599186,"o":{"s":"IOTXUSDT","S":"SELL","o":"LIMIT","f":"IOC","q":"3661","p":"0.06606","ap":"0.06669","X":"FILLED","l":"962","z":"3661","T":1634653599180}}}
*/
export declare function parseRawWsMessage(event: any): any;
export declare class WebsocketClient extends EventEmitter {
private logger;
private options;
private wsStore;
private beautifier;
private restClients;
private listenKeyStateStore;
private wsUrlKeyMap;
constructor(options: WSClientConfigurableOptions, logger?: typeof DefaultLogger);
private getRestClientOptions;
connectToWsUrl(url: string, wsKey?: WsKey, forceNewConnection?: boolean): WebSocket;
tryWsSend(wsKey: WsKey, wsMessage: string): void;
tryWsPing(wsKey: WsKey): void;
private onWsOpen;
private onWsClose;
private onWsMessage;
private sendPing;
private onWsPing;
private onWsPong;
/**
* Closes a connection, if it's even open. If open, this will trigger a reconnect asynchronously.
* If closed, trigger a reconnect immediately
*/
private executeReconnectableClose;
close(wsKey: WsKey, shouldReconnectAfterClose?: boolean): void;
closeAll(shouldReconnectAfterClose?: boolean): void;
closeWs(ws: WebSocket, shouldReconnectAfterClose?: boolean): void;
private parseWsError;
private reconnectWithDelay;
private clearTimers;
private clearPingTimer;
private clearPongTimer;
private clearReconnectTimer;
private clearUserDataKeepAliveTimer;
private getWsBaseUrl;
getWs(wsKey: WsKey): WebSocket | undefined;
private setWsState;
private getSpotRestClient;
private getUSDMRestClient;
private getCOINMRestClient;
/**
* Send WS message to subscribe to topics. Use subscribe() to call this.
*/
private requestSubscribeTopics;
/**
* Send WS message to unsubscribe from topics. Use unsubscribe() to call this.
*/
private requestUnsubscribeTopics;
/**
* Send WS message to unsubscribe from topics.
*/
requestListSubscriptions(wsKey: WsKey, requestId: number): void;
/**
* Send WS message to set property state
*/
requestSetProperty(wsKey: WsKey, property: 'combined' | string, value: any, requestId: number): void;
/**
* Send WS message to get property state
*/
requestGetProperty(wsKey: WsKey, property: 'combined' | string, requestId: number): void;
/**
* --------------------------
* User data listen key tracking & persistence
* --------------------------
**/
private getListenKeyState;
private setKeepAliveListenKeyTimer;
private sendKeepAliveForMarket;
private checkKeepAliveListenKey;
private teardownUserDataListenKey;
private respawnUserDataStream;
/**
* --------------------------
* Universal market websocket streams (may apply to one or more API markets)
* --------------------------
**/
/**
* Subscribe to a universal market websocket stream
*/
subscribeEndpoint(endpoint: string, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to aggregate trades for a symbol in a market category
*/
subscribeAggregateTrades(symbol: string, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to trades for a symbol in a market category
* IMPORTANT: This topic for usdm and coinm is not listed in the api docs and might stop working without warning
*/
subscribeTrades(symbol: string, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to coin index for a symbol in COINM Futures markets
*/
subscribeCoinIndexPrice(symbol: string, updateSpeedMs?: 1000 | 3000, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to mark price for a symbol in a market category
*/
subscribeMarkPrice(symbol: string, market: 'usdm' | 'coinm', updateSpeedMs?: 1000 | 3000, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to mark price for all symbols in a market category
*/
subscribeAllMarketMarkPrice(market: 'usdm' | 'coinm', updateSpeedMs?: 1000 | 3000, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to klines(candles) for a symbol in a market category
*/
subscribeKlines(symbol: string, interval: KlineInterval, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to continuous contract klines(candles) for a symbol futures
*/
subscribeContinuousContractKlines(symbol: string, contractType: 'perpetual' | 'current_quarter' | 'next_quarter', interval: KlineInterval, market: 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to index klines(candles) for a symbol in a coinm futures
*/
subscribeIndexKlines(symbol: string, interval: KlineInterval, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to index klines(candles) for a symbol in a coinm futures
*/
subscribeMarkPriceKlines(symbol: string, interval: KlineInterval, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to mini 24hr ticker for a symbol in market category.
*/
subscribeSymbolMini24hrTicker(symbol: string, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to mini 24hr mini ticker in market category.
*/
subscribeAllMini24hrTickers(market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to 24hr ticker for a symbol in any market.
*/
subscribeSymbol24hrTicker(symbol: string, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to 24hr ticker in any market.
*/
subscribeAll24hrTickers(market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to rolling window ticker statistics for all market symbols,
* computed over multiple windows. Note that only tickers that have
* changed will be present in the array.
*
* Notes:
* - Supported window sizes: 1h,4h,1d.
* - Supported markets: spot
*/
subscribeAllRollingWindowTickers(market: 'spot', windowSize: '1h' | '4h' | '1d', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for symbol in spot markets.
*/
subscribeSymbolBookTicker(symbol: string, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for all symbols in spot markets.
*/
subscribeAllBookTickers(market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for symbol in spot markets.
*/
subscribeSymbolLiquidationOrders(symbol: string, market: 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for all symbols in spot markets.
*/
subscribeAllLiquidationOrders(market: 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to partial book depths (snapshots).
*
* Note:
* - spot only supports 1000ms or 100ms for updateMs
* - futures only support 100, 250 or 500ms for updateMs
*
* Use getContextFromWsKey(data.wsKey) to extract symbol from events
*/
subscribePartialBookDepths(symbol: string, levels: 5 | 10 | 20, updateMs: 100 | 250 | 500 | 1000, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to orderbook depth updates to locally manage an order book.
*
* Note that the updatems parameter depends on which market you're trading
*
* - Spot: https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
* - USDM Futures: https://binance-docs.github.io/apidocs/futures/en/#diff-book-depth-streams
*
* Use getContextFromWsKey(data.wsKey) to extract symbol from events
*/
subscribeDiffBookDepth(symbol: string, updateMs: 100 | 500 | 1000 | 250 | undefined, market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for all symbols in spot markets.
*/
subscribeContractInfoStream(market: 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
/**
* --------------------------
* SPOT market websocket streams
* --------------------------
**/
/**
* Subscribe to aggregate trades for a symbol in spot markets.
*/
subscribeSpotAggregateTrades(symbol: string, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to trades for a symbol in spot markets.
*/
subscribeSpotTrades(symbol: string, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to candles for a symbol in spot markets.
*/
subscribeSpotKline(symbol: string, interval: KlineInterval, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to mini 24hr ticker for a symbol in spot markets.
*/
subscribeSpotSymbolMini24hrTicker(symbol: string, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to mini 24hr mini ticker in spot markets.
*/
subscribeSpotAllMini24hrTickers(forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to 24hr ticker for a symbol in spot markets.
*/
subscribeSpotSymbol24hrTicker(symbol: string, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to 24hr ticker in spot markets.
*/
subscribeSpotAll24hrTickers(forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for symbol in spot markets.
*/
subscribeSpotSymbolBookTicker(symbol: string, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to best bid/ask for all symbols in spot markets.
*/
subscribeSpotAllBookTickers(forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to top bid/ask levels for symbol in spot markets.
*/
subscribeSpotPartialBookDepth(symbol: string, levels: 5 | 10 | 20, updateMs?: 1000 | 100, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to spot orderbook depth updates to locally manage an order book.
*/
subscribeSpotDiffBookDepth(symbol: string, updateMs?: 1000 | 100, forceNewConnection?: boolean): WebSocket;
/**
* Subscribe to a spot user data stream. Use REST client to generate and persist listen key.
* Supports spot, margin & isolated margin listen keys.
*/
subscribeSpotUserDataStreamWithListenKey(listenKey: string, forceNewConnection?: boolean, isReconnecting?: boolean): WebSocket | undefined;
/**
* Subscribe to spot user data stream - listen key is automatically generated. Calling multiple times only opens one connection.
*/
subscribeSpotUserDataStream(forceNewConnection?: boolean, isReconnecting?: boolean): Promise;
/**
* Subscribe to margin user data stream - listen key is automatically generated.
*/
subscribeMarginUserDataStream(forceNewConnection?: boolean, isReconnecting?: boolean): Promise;
/**
* Subscribe to isolated margin user data stream - listen key is automatically generated.
*/
subscribeIsolatedMarginUserDataStream(symbol: string, forceNewConnection?: boolean, isReconnecting?: boolean): Promise;
/**
* --------------------------
* End of SPOT market websocket streams
* --------------------------
**/
/**
* Subscribe to USD-M Futures user data stream - listen key is automatically generated.
*/
subscribeUsdFuturesUserDataStream(isTestnet?: boolean, forceNewConnection?: boolean, isReconnecting?: boolean): Promise;
/**
* Subscribe to COIN-M Futures user data stream - listen key is automatically generated.
*/
subscribeCoinFuturesUserDataStream(isTestnet?: boolean, forceNewConnection?: boolean, isReconnecting?: boolean): Promise;
}