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fix bybit l2updates #9

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fix bybit l2updates #9

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e3b05ac
fix bybit l2updates
v-kuk Nov 4, 2022
71d1f6b
run format
v-kuk Nov 4, 2022
66cb1e9
fix error after changing api version
v-kuk Nov 9, 2022
152896d
run format
v-kuk Nov 9, 2022
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74 changes: 40 additions & 34 deletions src/exchanges/BybitClient.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@ export class BybitClient extends BasicClient {
protected _sendUnsubLevel3Updates = NotImplementedFn;

constructor({
wssPath = "wss://stream.bybit.com/spot/quote/ws/v2",
wssPath = "wss://stream.bybit.com/spot/quote/ws/v1",
watcherMs,
}: BybitClientOptions = {}) {
super(wssPath, "Bybit", undefined, watcherMs);
Expand Down Expand Up @@ -56,8 +56,8 @@ export class BybitClient extends BasicClient {
JSON.stringify({
topic: "realtimes",
event: "sub",
symbol: remoteId,
params: {
symbol: remoteId,
binary: false,
},
}),
Expand All @@ -69,8 +69,8 @@ export class BybitClient extends BasicClient {
JSON.stringify({
topic: "realtimes",
event: "cancel",
symbol: remoteId,
params: {
symbol: remoteId,
binary: false,
},
}),
Expand All @@ -82,8 +82,8 @@ export class BybitClient extends BasicClient {
JSON.stringify({
topic: "trade",
event: "sub",
symbol: remoteId,
params: {
symbol: remoteId,
binary: false,
},
}),
Expand All @@ -106,10 +106,10 @@ export class BybitClient extends BasicClient {
protected _sendSubLevel2Updates(remoteId: string) {
this._wss.send(
JSON.stringify({
topic: "depth",
topic: "diffDepth",
event: "sub",
symbol: remoteId,
params: {
symbol: remoteId,
binary: false,
},
}),
Expand All @@ -119,10 +119,10 @@ export class BybitClient extends BasicClient {
protected _sendUnsubLevel2Updates(remoteId: string) {
this._wss.send(
JSON.stringify({
topic: "depth",
topic: "diffDepth",
event: "cancel",
symbol: remoteId,
params: {
symbol: remoteId,
binary: false,
},
}),
Expand Down Expand Up @@ -150,24 +150,26 @@ export class BybitClient extends BasicClient {
return;
}

if (msg.topic === "depth") {
if (msg.topic === "diffDepth") {
this._onL2Update(msg);
return;
}
}

protected _onTicker(msg) {
const {
s, // symbol
t, // timestamp
o, // open
c, // close
h, // high
l, // low
v, // volume
qv, // quote volume
m, // change
} = msg.data;
const [
{
s, // symbol
t, // timestamp
o, // open
c, // close
h, // high
l, // low
v, // volume
qv, // quote volume
m, // change
},
] = msg.data;

const market = this._tickerSubs.get(s);
if (!market) return;
Expand All @@ -190,14 +192,16 @@ export class BybitClient extends BasicClient {
}

protected _onTrade(msg) {
const { symbol } = msg.params;
const {
v, // trade ID
t, // timestamp
p, // price
q, // quantity
m, // isBuy
} = msg.data;
const { symbol } = msg;
const [
{
v, // trade ID
t, // timestamp
p, // price
q, // quantity
m, // isBuy
},
] = msg.data;

const market = this._tradeSubs.get(symbol);
if (!market) return;
Expand All @@ -217,12 +221,14 @@ export class BybitClient extends BasicClient {
}

protected _onL2Update(msg) {
const {
s, // symbol
t, // timestamp
b, // bids
a, // asks
} = msg.data;
const [
{
s, // symbol
t, // timestamp
b, // bids
a, // asks
},
] = msg.data;

const bids = b.map(([price, amount]) => new Level2Point(price, amount));
const asks = a.map(([price, amount]) => new Level2Point(price, amount));
Expand Down