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Code Issues Packages Projects Releases Wiki Activity

feat: enhance WebSocket documentation and improve LighterGateway position handling for better account management

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This commit is contained in:
discountry
2025-11-06 18:47:29 +08:00
parent 078b201d15
commit 0f70c6b6aa
2 changed files with 466 additions and 208 deletions
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docs/lighter/websocket.md
+253 -158
View File
@@ -1,18 +1,16 @@
WebSocket
This page will help you get started with zkLighter WebSocket server.
Connection
URL: wss://mainnet.zklighter.elliot.ai/stream
# WebSocket
URL: `wss://mainnet.zklighter.elliot.ai/stream`
You can directly connect to the WebSocket server using wscat:
```
wscat -c 'wss://mainnet.zklighter.elliot.ai/stream'
Send Tx
```
You can send transactions using the websocket as follows:
JSON
```
{
"type": "jsonapi/sendtx",
"data": {
@@ -20,32 +18,33 @@ JSON
"tx_info": ...
}
}
The tx_type options can be found in the SignerClient file, while tx_info can be generated using the sign methods in the SignerClient.
```
Example: ws_send_tx.py
Send Batch Tx
The _tx\_type_ options can be found in the [SignerClient](https://github.com/elliottech/lighter-python/blob/main/lighter/signer_client.py) file, while _tx\_info_ can be generated using the sign methods in the SignerClient.
Example: [ws\_send\_tx.py](https://github.com/elliottech/lighter-python/blob/main/examples/ws_send_tx.py)
You can send batch transactions to execute up to 50 transactions in a single message.
JSON
```
{
"type": "jsonapi/sendtxbatch",
"data": {
"tx_types": [INTEGER],
"tx_infos": [tx_info]
"tx_types": "[INTEGER]",
"tx_infos": "[tx_info]"
}
}
The tx_type options can be found in the SignerClient file, while tx_info can be generated using the sign methods in the SignerClient.
```
Example: ws_send_batch_tx.py
Types
The _tx\_type_ options can be found in the [SignerClient](https://github.com/elliottech/lighter-python/blob/main/lighter/signer_client.py) file, while _tx\_info_ can be generated using the sign methods in the SignerClient.
Example: [ws\_send\_batch\_tx.py](https://github.com/elliottech/lighter-python/blob/main/examples/ws_send_batch_tx.py)
We first need to define some types that appear often in the JSONs.
Transaction JSON
JSON
```
Transaction = {
"hash": STRING,
"type": INTEGER,
@@ -63,10 +62,12 @@ Transaction = {
"sequence_index": INTEGER,
"parent_hash": STRING
}
```
Example:
JSON
```
{
"hash": "0xabc123456789def",
"type": 15,
@@ -84,11 +85,12 @@ JSON
"sequence_index": 5678,
"parent_hash": "0xparenthash123456"
}
Used in: Transaction, Executed Transaction, Account Tx.
```
Order JSON
JSON
Used in: [Transaction](https://apibetadocs.lighter.xyz/docs/websocket-reference#transaction), [Executed Transaction](https://apibetadocs.lighter.xyz/docs/websocket-reference#executed-transaction), [Account Tx](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-tx).
```
Order = {
"order_index": INTEGER,
"client_order_index": INTEGER,
@@ -122,11 +124,12 @@ Order = {
"block_height": INTEGER,
"timestamp": INTEGER,
}
Used in: Account Market, Account All Orders, Account Orders.
```
Trade JSON
JSON
Used in: [Account Market](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-market), [Account All Orders](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all-orders), [Account Orders](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-orders).
```
Trade = {
"trade_id": INTEGER,
"tx_hash": STRING,
@@ -153,10 +156,12 @@ Trade = {
"maker_initial_margin_fraction_before": INTEGER (omitted when zero),
"maker_position_sign_changed": BOOL (omitted when false),
}
```
Example:
JSON
```
{
"trade_id": 401,
"tx_hash": "0xabc123456789",
@@ -179,11 +184,12 @@ JSON
"maker_entry_quote_before":"3075.396750",
"maker_initial_margin_fraction_before":400
}
Used in: Trade, Account All, Account Market, Account All Trades.
```
Position JSON
JSON
Used in: [Trade](https://apibetadocs.lighter.xyz/docs/websocket-reference#trade), [Account All](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all), [Account Market](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-market), [Account All Trades](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all-trades).
```
Position = {
"market_id": INTEGER,
"symbol": STRING,
@@ -202,10 +208,12 @@ Position = {
"margin_mode": INT,
"allocated_margin": STRING,
}
```
Example:
JSON
```
{
"market_id": 101,
"symbol": "BTC-USD",
@@ -224,49 +232,56 @@ JSON
"margin_mode": 1,
"allocated_margin": "46342",
}
Used in: Account All, Account Market, Account All Positions.
```
PoolShares JSON
JSON
Used in: [Account All](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all), [Account Market](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-market), [Account All Positions](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all-positions).
```
PoolShares = {
"public_pool_index": INTEGER,
"shares_amount": INTEGER,
"entry_usdc": STRING
}
```
Example:
JSON
```
{
"public_pool_index": 1,
"shares_amount": 100,
"entry_usdc": "1000.00"
}
Used in: Account All, Account All Positions.
```
Used in: [Account All](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all), [Account All Positions](https://apibetadocs.lighter.xyz/docs/websocket-reference#account-all-positions).
Channels
Order Book
The order book channel sends the new ask and bid orders for the given market.
JSON
```
{
"type": "subscribe",
"channel": "order_book/{MARKET_INDEX}"
}
Example Subscription
```
JSON
**Example Subscription**
```
{
"type": "subscribe",
"channel": "order_book/0"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "order_book:{MARKET_INDEX}",
"offset": INTEGER,
@@ -288,10 +303,12 @@ JSON
},
"type": "update/order_book"
}
Example Response
```
JSON
**Example Response**
```
{
"channel": "order_book:0",
"offset": 41692864,
@@ -313,35 +330,42 @@ JSON
},
"type": "update/order_book"
}
Market Stats
```
The market stats channel sends the market stat data for the given market.
JSON
```
{
"type": "subscribe",
"channel": "market_stats/{MARKET_INDEX}"
}
```
or
JSON
```
{
"type": "subscribe",
"channel": "market_stats/all"
}
Example Subscription
```
JSON
**Example Subscription**
```
{
"type": "subscribe",
"channel": "market_stats/0"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "market_stats:{MARKET_INDEX}",
"market_stats": {
@@ -361,10 +385,12 @@ JSON
},
"type": "update/market_stats"
}
Example Response
```
JSON
**Example Response**
```
{
"channel": "market_stats:0",
"market_stats": {
@@ -384,37 +410,44 @@ JSON
},
"type": "update/market_stats"
}
Trade
```
The trade channel sends the new trade data for the given market.
JSON
```
{
"type": "subscribe",
"channel": "trade/{MARKET_INDEX}"
}
Example Subscription
```
JSON
**Example Subscription**
```
{
"type": "subscribe",
"channel": "trade/0"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "trade:{MARKET_INDEX}",
"trades": [Trade]
],
"type": "update/trade"
}
Example Response
```
JSON
**Example Response**
```
{
"channel": "trade:0",
"trades": [
@@ -437,27 +470,32 @@ JSON
],
"type": "update/trade"
}
Account All
```
The account all channel sends specific account market data for all markets.
JSON
```
{
"type": "subscribe",
"channel": "account_all/{ACCOUNT_ID}"
}
Example Subscription
```
JSON
**Example Subscription**
```
{
"type": "subscribe",
"channel": "account_all/1"
}
Response Structure
```
JSON
**Response Structure**
```
{
"account": INTEGER,
"channel": "account_all:{ACCOUNT_ID}",
@@ -491,10 +529,12 @@ JSON
},
"type": "update/account_all"
}
Example Response
```
JSON
**Example Response**
```
{
"account": 10,
"channel": "account_all:10",
@@ -574,29 +614,34 @@ JSON
},
"type": "update/account"
}
Account Market
```
The account market channel sends specific account market data for a market.
JSON
```
{
"type": "subscribe",
"channel": "account_market/{MARKET_ID}/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Example Subscription
```
JSON
**Example Subscription**
```
{
"type": "subscribe",
"channel": "account_market/0/40",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"account": INTEGER,
"channel": "account_all/{MARKET_ID}/{ACCOUNT_ID}",
@@ -614,27 +659,32 @@ JSON
"trades": [Trade],
"type": "update/account_market"
}
Account Stats
```
The account stats channel sends account stats data for the specific account.
JSON
```
{
"type": "subscribe",
"channel": "user_stats/{ACCOUNT_ID}"
}
Example Subscription
```
JSON
**Example Subscription**
```
{
"type": "subscribe",
"channel": "user_stats/0"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "user_stats:{ACCOUNT_ID}",
"stats": {
@@ -664,10 +714,12 @@ JSON
},
"type": "update/user_stats"
}
Example Response
```
JSON
**Example Response**
```
{
"channel": "user_stats:10",
"stats": {
@@ -696,57 +748,65 @@ JSON
},
"type": "update/user_stats"
}
Transaction
```
The transaction channel sends all new transactions.
JSON
```
{
"type": "subscribe",
"channel": "transaction"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "transaction",
"txs": [Transaction],
"type": "update/transaction"
}
Executed Transaction
The structure is the same as with Transaction channel. But this channel sends only executed transactions.
```
JSON
The structure is the same as with [Transaction](#transaction) channel. But this channel sends only executed transactions.
```
{
"type": "subscribe",
"channel": "executed_transaction"
}
Account Tx
The structure is the same as with Transaction channel. But this channel sends only transactions related to a specific account.
```
JSON
The structure is the same as with [Transaction](#transaction) channel. But this channel sends only transactions related to a specific account.
```
{
"type": "subscribe",
"channel": "account_tx/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Account All Orders
```
The account all orders channel sends data about all the orders of an account.
JSON
```
{
"type": "subscribe",
"channel": "account_all_orders/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "account_all_orders:{ACCOUNT_ID}",
"orders": {
@@ -754,38 +814,44 @@ JSON
},
"type": "update/account_all_orders"
}
Height
```
Blockchain height updates
JSON
```
{
"type": "subscribe",
"channel": "height",
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "height",
"height": INTEGER,
"type": "update/height"
}
Pool data
```
Provides data about pool activities: trades, orders, positions, shares and funding histories.
JSON
```
{
"type": "subscribe",
"channel": "pool_data/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "pool_data:{ACCOUNT_ID}",
"account": INTEGER,
@@ -804,20 +870,23 @@ JSON
},
"type": "subscribed/pool_data"
}
Pool info
```
Provides information about pools.
JSON
```
{
"type": "subscribe",
"channel": "pool_info/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "pool_info:{ACCOUNT_ID}",
"pool_info": {
@@ -842,20 +911,23 @@ JSON
},
"type": "subscribed/pool_info"
}
Notification
```
Provides notifications received by an account. Notifications can be of three kinds: liquidation, deleverage, or announcement. Each kind has a different content structure.
JSON
```
{
"type": "subscribe",
"channel": "notification/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "notification:{ACCOUNT_ID}",
"notifs": [
@@ -872,10 +944,12 @@ JSON
],
"type": "subscribed/notification"
}
Liquidation Notification Content
```
JSON
**Liquidation Notification Content**
```
{
"id": STRING,
"is_ask": BOOL,
@@ -886,10 +960,12 @@ JSON
"timestamp": INTEGER,
"avg_price": STRING
}
Deleverage Notification Content
```
JSON
**Deleverage Notification Content**
```
{
"id": STRING,
"usdc_amount": STRING,
@@ -898,19 +974,23 @@ JSON
"settlement_price": STRING,
"timestamp": INTEGER
}
Announcement Notification Content
```
JSON
**Announcement Notification Content**
```
{
"title": STRING,
"content": STRING,
"created_at": INTEGER
}
Example response
```
JSON
**Example response**
```
{
"channel": "notification:12345",
"notifs": [
@@ -953,20 +1033,23 @@ JSON
],
"type": "update/notification"
}
Account Orders
```
The account all orders channel sends data about the orders of an account on a certain market.
JSON
```
{
"type": "subscribe",
"channel": "account_orders/{MARKET_INDEX}/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"account": {ACCOUNT_INDEX},
"channel": "account_orders:{MARKET_INDEX}",
@@ -976,20 +1059,23 @@ JSON
},
"type": "update/account_orders"
}
Account All Trades
```
The account all trades channel sends data about all the trades of an account.
JSON
```
{
"type": "subscribe",
"channel": "account_all_trades/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "account_all_trades:{ACCOUNT_ID}",
"trades": {
@@ -1001,20 +1087,23 @@ JSON
"daily_volume": FLOAT,
"type": "update/account_all_trades"
}
Account All Positions
```
The account all orders channel sends data about all the order of an account.
JSON
```
{
"type": "subscribe",
"channel": "account_all_positions/{ACCOUNT_ID}",
"auth": "{AUTH_TOKEN}"
}
Response Structure
```
JSON
**Response Structure**
```
{
"channel": "account_all_positions:{ACCOUNT_ID}",
"positions": {
@@ -1022,4 +1111,10 @@ JSON
},
"shares": [PoolShares],
"type": "update/account_all_positions"
}
}
```
Updated 30 days ago
* * *
src/exchanges/lighter/gateway.ts
+213 -50
View File
@@ -118,6 +118,7 @@ const DEFAULT_TICKER_POLL_MS = 3000;
const DEFAULT_KLINE_POLL_MS = 15000;
const WS_HEARTBEAT_INTERVAL_MS = 5_000;
const WS_STALE_TIMEOUT_MS = 20_000;
const POSITION_EPSILON = 1e-12;
const RESOLUTION_MS: Record<string, number> = {
"1m": 60_000,
@@ -128,6 +129,8 @@ const RESOLUTION_MS: Record<string, number> = {
"1d": 86_400_000,
};
const TERMINAL_ORDER_STATUSES = new Set(["filled", "canceled", "cancelled", "expired"]);
export interface LighterGatewayOptions {
symbol: string; // display symbol used by strategy logging
marketSymbol?: string; // actual Lighter order book symbol (e.g., BTC)
@@ -418,6 +421,14 @@ export class LighterGateway {
}
if (details) {
this.accountDetails = details;
if (Object.prototype.hasOwnProperty.call(details, "positions")) {
const initialPositions = this.normalizePositions(details.positions);
if (initialPositions.length) {
this.replacePositions(initialPositions);
} else if (this.isEmptyPositionsPayload(details.positions)) {
this.positions = [];
}
}
this.emitAccount();
} else {
// Fallback: emit an empty account snapshot so strategies can proceed
@@ -657,77 +668,225 @@ export class LighterGateway {
private handleAccountAll(message: any): void {
if (!message) return;
// account_all may be partial; merge provided markets into existing positions
if (Object.prototype.hasOwnProperty.call(message, "positions")) {
const positionsObject = message.positions ?? {};
const incoming: LighterPosition[] = (Array.isArray(positionsObject)
? (positionsObject as LighterPosition[])
: (Object.values(positionsObject) as LighterPosition[])) as LighterPosition[];
const byMarket = new Map<number, LighterPosition>();
for (const p of this.positions ?? []) {
const mid = Number(p.market_id);
if (Number.isFinite(mid)) byMarket.set(mid, p);
const incoming = this.normalizePositions(positionsObject);
if (!incoming.length && this.isEmptyPositionsPayload(positionsObject)) {
this.positions = [];
} else if (incoming.length) {
this.mergePositions(incoming);
}
for (const p of incoming) {
const mid = Number(p.market_id);
if (!Number.isFinite(mid)) continue;
const sign = Number(p.sign ?? 0);
const size = Number(p.position ?? 0);
if (sign === 0 || Math.abs(size) < 1e-12) {
byMarket.delete(mid);
} else {
byMarket.set(mid, p);
}
}
this.positions = Array.from(byMarket.values());
}
this.emitAccount();
}
private handleAccountMarket(message: any): void {
if (!message) return;
const type = typeof message.type === "string" ? message.type : "";
const position: LighterPosition | undefined = message.position as LighterPosition | undefined;
if (!position || !Number.isFinite(Number(position.market_id))) return;
const marketId = Number(position.market_id);
const sign = Number(position.sign ?? 0);
const size = Number(position.position ?? 0);
const shouldRemove = sign === 0 || Math.abs(size) < 1e-12;
if (shouldRemove) {
this.positions = (this.positions ?? []).filter((p) => Number(p.market_id) !== marketId);
} else {
let updated = false;
this.positions = (this.positions ?? []).map((p) => {
if (Number(p.market_id) === marketId) {
updated = true;
return position;
}
return p;
});
if (!updated) this.positions.push(position);
const channelMarketId = this.extractMarketIdFromChannel(message.channel);
if (position && Number.isFinite(Number(position.market_id))) {
this.mergePositions([position]);
} else if (type === "subscribed/account_market" && channelMarketId != null) {
this.removePositionsForMarkets([channelMarketId]);
}
if (Array.isArray(message.orders) && message.orders.length) {
const marketId = Number(position?.market_id ?? channelMarketId ?? this.marketId ?? NaN);
this.applyOrderList(message.orders, Number.isFinite(marketId) ? Number(marketId) : null, type === "subscribed/account_market");
} else if (type === "subscribed/account_market" && channelMarketId != null) {
this.clearOrdersForMarket(channelMarketId);
this.emitOrders();
}
this.emitAccount();
}
private handleAccountOrders(message: any): void {
if (!message) return;
const snapshot = message.type === "subscribed/account_all_orders";
const ordersObject = message.orders ?? {};
const buckets = Object.values(ordersObject) as unknown[];
const allOrders: LighterOrder[] = buckets.flatMap((entry) => Array.isArray(entry) ? (entry as LighterOrder[]) : []);
const terminalStatuses = new Set(["filled", "canceled", "cancelled", "expired"]);
for (const order of allOrders) {
const key = String(order.order_index ?? order.order_id ?? order.client_order_index ?? "");
const status = (order.status ?? "").toLowerCase();
if (!key) continue;
if (terminalStatuses.has(status)) {
this.orderMap.delete(key);
this.applyOrderBuckets(ordersObject, snapshot);
}
private normalizePositions(source: unknown): LighterPosition[] {
if (!source) return [];
if (Array.isArray(source)) {
return source.filter((entry): entry is LighterPosition => this.isPosition(entry));
}
if (isPlainObject(source)) {
return Object.values(source).filter((entry): entry is LighterPosition => this.isPosition(entry));
}
if (this.isPosition(source)) return [source];
return [];
}
private isPosition(value: unknown): value is LighterPosition {
return typeof value === "object" && value != null && Number.isFinite(Number((value as LighterPosition).market_id));
}
private mergePositions(updates: LighterPosition[]): void {
if (!updates.length) return;
const byMarket = new Map<number, LighterPosition>();
for (const existing of this.positions ?? []) {
const mid = Number(existing.market_id);
if (Number.isFinite(mid)) {
byMarket.set(mid, existing);
}
}
for (const update of updates) {
const marketId = Number(update.market_id);
if (!Number.isFinite(marketId)) continue;
if (this.shouldRemovePosition(update)) {
byMarket.delete(marketId);
} else {
this.orderMap.set(key, order);
byMarket.set(marketId, update);
}
}
this.positions = Array.from(byMarket.values());
}
private replacePositions(positions: LighterPosition[]): void {
if (!positions.length) {
this.positions = [];
return;
}
const filtered = this.filterPositions(positions);
this.positions = filtered;
}
private filterPositions(positions: LighterPosition[]): LighterPosition[] {
const byMarket = new Map<number, LighterPosition>();
for (const entry of positions) {
const marketId = Number(entry.market_id);
if (!Number.isFinite(marketId)) continue;
if (this.shouldRemovePosition(entry)) {
byMarket.delete(marketId);
} else {
byMarket.set(marketId, entry);
}
}
return Array.from(byMarket.values());
}
private shouldRemovePosition(position: LighterPosition): boolean {
const size = Number(position.position ?? 0);
return !Number.isFinite(size) || Math.abs(size) < POSITION_EPSILON;
}
private removePositionsForMarkets(markets: number[]): void {
if (!markets.length) return;
const targets = new Set(markets.filter((value) => Number.isFinite(value)).map((value) => Number(value)));
if (!targets.size) return;
this.positions = (this.positions ?? []).filter((position) => !targets.has(Number(position.market_id)));
}
private applyOrderBuckets(rawOrders: unknown, snapshot: boolean): void {
const ordersObject = isPlainObject(rawOrders) ? (rawOrders as Record<string, unknown>) : {};
const marketKeys = Object.keys(ordersObject);
if (snapshot && marketKeys.length === 0) {
this.orderMap.clear();
this.orders = [];
this.emitOrders();
return;
}
if (snapshot) {
this.orderMap.clear();
}
for (const [market, bucket] of Object.entries(ordersObject)) {
const marketId = Number(market);
const normalized = this.normalizeOrders(bucket);
if (Number.isFinite(marketId)) {
this.clearOrdersForMarket(marketId);
}
if (!normalized.length) continue;
for (const order of normalized) {
this.applyOrderUpdate(order);
}
}
this.orders = Array.from(this.orderMap.values());
const mapped = toOrders(this.displaySymbol, this.orders);
this.ordersEvent.emit(mapped);
this.emitOrders();
}
private normalizeOrders(source: unknown): LighterOrder[] {
if (!source) return [];
if (Array.isArray(source)) {
return (source as unknown[]).filter((entry): entry is LighterOrder => this.isOrder(entry));
}
if (isPlainObject(source) && this.isOrder(source)) {
return [source];
}
return [];
}
private isOrder(value: unknown): value is LighterOrder {
return typeof value === "object" && value != null;
}
private applyOrderList(rawOrders: unknown, marketId: number | null, snapshot: boolean): void {
const orders = this.normalizeOrders(rawOrders);
if (marketId != null) {
this.clearOrdersForMarket(marketId);
} else if (snapshot) {
this.orderMap.clear();
}
for (const order of orders) {
this.applyOrderUpdate(order);
}
this.orders = Array.from(this.orderMap.values());
this.emitOrders();
}
private applyOrderUpdate(order: LighterOrder): void {
const key = String(order.order_index ?? order.order_id ?? order.client_order_index ?? "");
if (!key) return;
const status = (order.status ?? "").toLowerCase();
if (TERMINAL_ORDER_STATUSES.has(status)) {
this.orderMap.delete(key);
return;
}
if (order.client_order_index != null || order.order_index != null) {
for (const [existingKey, existingOrder] of Array.from(this.orderMap.entries())) {
if (existingKey === key) continue;
const sameOrderIndex =
order.order_index != null &&
existingOrder.order_index != null &&
Number(existingOrder.order_index) === Number(order.order_index);
const sameClientIndex =
order.client_order_index != null &&
existingOrder.client_order_index != null &&
Number(existingOrder.client_order_index) === Number(order.client_order_index);
if (sameOrderIndex || sameClientIndex) {
this.orderMap.delete(existingKey);
}
}
}
this.orderMap.set(key, order);
}
private clearOrdersForMarket(marketId: number): void {
const normalized = Number(marketId);
if (!Number.isFinite(normalized)) return;
for (const [key, existing] of Array.from(this.orderMap.entries())) {
if (Number(existing.market_index) === normalized) {
this.orderMap.delete(key);
}
}
}
private extractMarketIdFromChannel(channel: unknown): number | null {
if (typeof channel !== "string") return null;
const match = channel.match(/account_market:(\d+)/);
if (match && match[1]) {
const value = Number(match[1]);
return Number.isFinite(value) ? value : null;
}
return null;
}
private isEmptyPositionsPayload(value: unknown): boolean {
if (value == null) return true;
if (Array.isArray(value)) return value.length === 0;
if (isPlainObject(value)) return Object.keys(value).length === 0;
return false;
}
private emitDepth(): void {
@@ -1050,3 +1209,7 @@ function decimalsToStep(decimals: number): number {
const step = Number(`1e-${decimals}`);
return Number.isFinite(step) ? step : Math.pow(10, -decimals);
}
function isPlainObject(value: unknown): value is Record<string, unknown> {
return typeof value === "object" && value != null && !Array.isArray(value);
}