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deribit v2 ws api wrapper

License: MIT License

JavaScript 100.00%

deribit-v2-ws's Introduction

deribit-v2-ws

Deribit V2 API WS RPC wrapper.

Docs are here.

This module is designed to be used with nodejs, it doesn't support browser usage.

Features

Connect to WS api
Authenticate
Reconnect on disconnect
Resubscribe subscriptions on disconnect

Example usage

See more examples in example.js.

const Deribit = require('deribit-v2-ws');

const key = 'x';
const secret = 'y';

const db = new Deribit({key, secret})
await db.connect();
const position = await db.request(
  'private/get_position',
  {instrument_name: 'BTC-PERPETUAL'}
);

console.log(position);

result:

{
  requestedAt: 1552992953360, // added by this lib
  usIn: 1552992953479560,
  usOut: 1552992953482218,
  receivedAt: 1552992953601, // added by this lib
  jsonrpc: '2.0',
  id: 404,
  result:
   { total_profit_loss: 0,
     size_currency: 0,
     size: 0,
     settlement_price: 3959.67,
     realized_profit_loss: 0,
     open_orders_margin: 0,
     mark_price: 3971.85,
     maintenance_margin: 0,
     kind: 'future',
     instrument_name: 'BTC-PERPETUAL',
     initial_margin: 0,
     index_price: 3972.04,
     floating_profit_loss: 0,
     estimated_liquidation_price: 0,
     direction: 'zero',
     delta: 0,
     average_price: 0 },
  usDiff: 2658,
  testnet: false
}

deribit-v2-ws's People

Contributors

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Watchers

Forkers

savosru abhishekgahlot lacksfish thejourneybegins anton000 patrickdugan strong-roots-capital doabrownie minicheddar scancel 9812334 capedcrusader23 coinindexagency cinglein buihongduc132 lwhuang likethewolf

deribit-v2-ws's Issues

Node version

Hello,

What node version as this lib built on? :)

unhandeled exceptions

Hi all. i keep getting the following crash when using this repo (it happened now and then.. 2-3 times a day). i need it to be running 24/7.. not sure what to do

2020-04-29T11:02:17.507Z [DERIBIT] NO PING RESPONSE
2020-04-29T11:02:17.507Z [DERIBIT] TERMINATED WS CON
2020-04-29T11:02:17.510Z [DERIBIT] CLOSED CON
when FAILED: Error: Deribit connection closed.
CANCEL ORDERS - deribit
{
"which": "tagged",
"tag": "SL"
}
(node:5408) UnhandledPromiseRejectionWarning: Error: Deribit connection closed.
at /home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:62:42
at Array.forEach ()
at WebSocket.ws.onclose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:61:28)
at WebSocket.onClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/event-target.js:124:16)
at WebSocket.emit (events.js:321:20)
at WebSocket.emitClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:191:10)
at TLSSocket.socketOnClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:850:15)
at TLSSocket.emit (events.js:333:22)
at net.js:668:12
at TCP.done (_tls_wrap.js:558:7)
(node:5408) UnhandledPromiseRejectionWarning: Unhandled promise rejection. This error originated either by throwing inside of an async function without a catch block, or by rejecting a promise which was not hand
led with .catch(). To terminate the node process on unhandled promise rejection, use the CLI flag --unhandled-rejections=strict (see https://nodejs.org/api/cli.html#cli_unhandled_rejections_mode). (rejection i
d: 1)
(node:5408) [DEP0018] DeprecationWarning: Unhandled promise rejections are deprecated. In the future, promise rejections that are not handled will terminate the Node.js process with a non-zero exit code.
2020-04-29T11:02:18.011Z [DERIBIT] RECONNECTING...
Calculated order size as Zero.
tsl FAILED: Error: No funds available or order size is 0
de-referencing exchange deribit
Deribit exchange closing down
2020-04-29T11:39:14.697Z [DERIBIT] NO PING RESPONSE
2020-04-29T11:39:14.697Z [DERIBIT] TERMINATED WS CON
2020-04-29T11:39:14.698Z [DERIBIT] CLOSED CON
(node:5408) UnhandledPromiseRejectionWarning: Error: Deribit connection closed.
at /home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:62:42
at Array.forEach ()
at WebSocket.ws.onclose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:61:28)
at WebSocket.onClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/event-target.js:124:16)
at WebSocket.emit (events.js:321:20)
at WebSocket.emitClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:191:10)
at TLSSocket.socketOnClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:850:15)
at TLSSocket.emit (events.js:333:22)
at net.js:668:12
at TCP.done (_tls_wrap.js:558:7)
(node:5408) UnhandledPromiseRejectionWarning: Unhandled promise rejection. This error originated either by throwing inside of an async function without a catch block, or by rejecting a promise which was not hand
led with .catch(). To terminate the node process on unhandled promise rejection, use the CLI flag --unhandled-rejections=strict (see https://nodejs.org/api/cli.html#cli_unhandled_rejections_mode). (rejection i
d: 2)
2020-04-29T11:39:15.199Z [DERIBIT] RECONNECTING...
2020-04-29T12:40:38.950Z [DERIBIT] CLOSED CON
2020-04-29T12:40:39.451Z [DERIBIT] RECONNECTING...
2020-04-29T12:53:08.134Z [DERIBIT] CLOSED CON
2020-04-29T12:53:08.635Z [DERIBIT] RECONNECTING...
2020-04-29T12:53:52.910Z [DERIBIT] CLOSED CON
2020-04-29T12:53:53.411Z [DERIBIT] RECONNECTING...
2020-04-29T12:56:24.311Z [DERIBIT] NO PING RESPONSE
2020-04-29T12:56:24.312Z [DERIBIT] TERMINATED WS CON
2020-04-29T12:56:24.312Z [DERIBIT] CLOSED CON
(node:5408) UnhandledPromiseRejectionWarning: Error: Deribit connection closed.
at /home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:62:42
at Array.forEach ()
at WebSocket.ws.onclose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:61:28)
at WebSocket.onClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/event-target.js:124:16)
at WebSocket.emit (events.js:321:20)
at WebSocket.emitClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:191:10)
at TLSSocket.socketOnClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:850:15)
at TLSSocket.emit (events.js:333:22)
at net.js:668:12
at TCP.done (_tls_wrap.js:558:7)
(node:5408) UnhandledPromiseRejectionWarning: Unhandled promise rejection. This error originated either by throwing inside of an async function without a catch block, or by rejecting a promise which was not handled with .catch(). To terminate the node process on unhandled promise rejection, use the CLI flag --unhandled-rejections=strict (see https://nodejs.org/api/cli.html#cli_unhandled_rejections_mode). (rejection id: 3)
2020-04-29T12:56:24.813Z [DERIBIT] RECONNECTING...
2020-04-29T12:57:55.702Z [DERIBIT] NO PING RESPONSE
2020-04-29T12:57:55.702Z [DERIBIT] TERMINATED WS CON
2020-04-29T12:57:55.703Z [DERIBIT] CLOSED CON
(node:5408) UnhandledPromiseRejectionWarning: Error: Deribit connection closed.
at /home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:62:42
at Array.forEach ()
at WebSocket.ws.onclose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/connection.js:61:28)
at WebSocket.onClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/event-target.js:124:16)
at WebSocket.emit (events.js:321:20)
at WebSocket.emitClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:191:10)
at TLSSocket.socketOnClose (/home/btc_magnet_dl/BTC_Magnet/node_modules/deribit-v2-ws/node_modules/ws/lib/websocket.js:850:15)
at TLSSocket.emit (events.js:333:22)
at net.js:668:12
at TCP.done (_tls_wrap.js:558:7)
(node:5408) UnhandledPromiseRejectionWarning: Unhandled promise rejection. This error originated either by throwing inside of an async function without a catch block, or by rejecting a promise which was not handled with .catch(). To terminate the node process on unhandled promise rejection, use the CLI flag --unhandled-rejections=strict (see https://nodejs.org/api/cli.html#cli_unhandled_rejections_mode). (rejection id: 4)
2020-04-29T12:57:56.204Z [DERIBIT] RECONNECTING...
2020-04-29T13:02:22.871Z [DERIBIT] CLOSED CON
2020-04-29T13:02:23.372Z [DERIBIT] RECONNECTING...

Not working in Browser

I'm getting the following error in the console.

Uncaught (in promise) Error: ws does not work in the browser. Browser clients must use the native WebSocket object

TypeError: this.afterReconnect is not a function

Happens from time to time

SyntaxError

Hi Mike,

First off, I'm somewhat of a JS noob.

I'm encountering a syntax error when I run your example code:

handleError = (e) => {

SyntaxError: Unexpected token =
    at createScript (vm.js:80:10)
    at Object.runInThisContext (vm.js:139:10)
    at Module._compile (module.js:616:28)
    at Module._compile (/home/ryan/code/logos/node_modules/pirates/lib/index.js:99:24)
    at Module._extensions..js (module.js:663:10)
    at Object.newLoader [as .js] (/home/ryan/code/logos/node_modules/pirates/lib/index.js:104:7)
    at Module.load (module.js:565:32)
    at tryModuleLoad (module.js:505:12)
    at Function.Module._load (module.js:497:3)
    at Module.require (module.js:596:17)

I use this syntax throughout my codebase, so I'm quite perplexed at the moment.

I tried rewriting the declaration like:

handleError(e) {

Which enabled the code to run, but it would then throw:

const request = this.findRequest(payload.id);
                     ^
TypeError: this.findRequest is not a function

I'm sure I'm operating with some basic misunderstanding of JS syntax here.

In the first error block, I see reference made to a module named 'pirates', which I see makes reference to Babel. Is Babel needed to compile this package?

Handle error in con.js

read ECONNRESET

I've been encountering this in my system from time to time. Not 100% sure it's from this lib but seems likely.

2019-08-08T14:27:08.921Z Error: read ECONNRESET
    at TLSWrap.onStreamRead (internal/stream_base_commons.js:183:27) {
  errno: 'ECONNRESET',
  code: 'ECONNRESET',
  syscall: 'read'
}

Lib doesn't reconnect

The connection might close undetected, throwing this error when trying to send requests: Error: WebSocket is not open: readyState 3 (CLOSED).

stuck on "[DERIBIT] RECONNECTING..."

I don't know if it's the test environment problem, throw error with getaddrinfo EAI_AGAIN test.deribit.com, after a few tries, it finilly stuck on "[DERIBIT] RECONNECTING..."
BTW: I start 2 deribit ws client

2021-10-25T00:57:37.138Z [DERIBIT] NO PING RESPONSE
2021-10-25T00:57:37.143Z [DERIBIT] TERMINATED WS CON
2021-10-25T00:57:37.146Z [DERIBIT] NO PING RESPONSE
2021-10-25T00:57:37.147Z [DERIBIT] TERMINATED WS CON
2021-10-25T00:57:37.151Z [DERIBIT] CLOSED CON
2021-10-25T00:57:37.168Z [DERIBIT] CLOSED CON
2021-10-25T00:57:37.652Z [DERIBIT] RECONNECTING...
2021-10-25T00:57:37.674Z [DERIBIT] RECONNECTING...
2021-10-25T00:57:57.687Z [DERIBIT] DERI ERROR ErrorEvent {
  target: WebSocket {
    _events: [Object: null prototype] {
      message: [Function],
      open: [Function],
      error: [Array],
      close: [Function]
    },
    _eventsCount: 4,
    _maxListeners: undefined,
    _binaryType: 'nodebuffer',
    _closeCode: 1006,
    _closeFrameReceived: false,
    _closeFrameSent: false,
    _closeMessage: '',
    _closeTimer: null,
    _extensions: {},
    _protocol: '',
    _readyState: 2,
    _receiver: null,
    _sender: null,
    _socket: null,
    _bufferedAmount: 0,
    _isServer: false,
    _redirects: 0,
    _url: 'wss://test.deribit.com/ws/api/v2',
    _req: null,
    [Symbol(kCapture)]: false
  },
  type: 'error',
  message: 'getaddrinfo EAI_AGAIN test.deribit.com',
  error: Error: getaddrinfo EAI_AGAIN test.deribit.com
      at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
    errno: -3001,
    code: 'EAI_AGAIN',
    syscall: 'getaddrinfo',
    hostname: 'test.deribit.com'
  }
}
2021-10-25T00:57:57.691Z [DERIBIT] DERI ERROR Error: getaddrinfo EAI_AGAIN test.deribit.com
    at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
  errno: -3001,
  code: 'EAI_AGAIN',
  syscall: 'getaddrinfo',
  hostname: 'test.deribit.com'
}
2021-10-25T00:57:57.692Z [DERIBIT] CLOSED CON
2021-10-25T00:57:57.694Z [DERIBIT] DERI ERROR ErrorEvent {
  target: WebSocket {
    _events: [Object: null prototype] {
      message: [Function],
      open: [Function],
      error: [Array],
      close: [Function]
    },
    _eventsCount: 4,
    _maxListeners: undefined,
    _binaryType: 'nodebuffer',
    _closeCode: 1006,
    _closeFrameReceived: false,
    _closeFrameSent: false,
    _closeMessage: '',
    _closeTimer: null,
    _extensions: {},
    _protocol: '',
    _readyState: 2,
    _receiver: null,
    _sender: null,
    _socket: null,
    _bufferedAmount: 0,
    _isServer: false,
    _redirects: 0,
    _url: 'wss://test.deribit.com/ws/api/v2',
    _req: null,
    [Symbol(kCapture)]: false
  },
  type: 'error',
  message: 'getaddrinfo EAI_AGAIN test.deribit.com',
  error: Error: getaddrinfo EAI_AGAIN test.deribit.com
      at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
    errno: -3001,
    code: 'EAI_AGAIN',
    syscall: 'getaddrinfo',
    hostname: 'test.deribit.com'
  }
}
2021-10-25T00:57:57.695Z [DERIBIT] DERI ERROR Error: getaddrinfo EAI_AGAIN test.deribit.com
    at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
  errno: -3001,
  code: 'EAI_AGAIN',
  syscall: 'getaddrinfo',
  hostname: 'test.deribit.com'
}
2021-10-25T00:57:57.696Z [DERIBIT] CLOSED CON
2021-10-25T00:57:58.194Z [DERIBIT] RECONNECTING...
2021-10-25T00:57:58.197Z [DERIBIT] RECONNECTING...
2021-10-25T00:58:18.212Z [DERIBIT] DERI ERROR ErrorEvent {
  target: WebSocket {
    _events: [Object: null prototype] {
      message: [Function],
      open: [Function],
      error: [Array],
      close: [Function]
    },
    _eventsCount: 4,
    _maxListeners: undefined,
    _binaryType: 'nodebuffer',
    _closeCode: 1006,
    _closeFrameReceived: false,
    _closeFrameSent: false,
    _closeMessage: '',
    _closeTimer: null,
    _extensions: {},
    _protocol: '',
    _readyState: 2,
    _receiver: null,
    _sender: null,
    _socket: null,
    _bufferedAmount: 0,
    _isServer: false,
    _redirects: 0,
    _url: 'wss://test.deribit.com/ws/api/v2',
    _req: null,
    [Symbol(kCapture)]: false
  },
  type: 'error',
  message: 'getaddrinfo EAI_AGAIN test.deribit.com',
  error: Error: getaddrinfo EAI_AGAIN test.deribit.com
      at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
    errno: -3001,
    code: 'EAI_AGAIN',
    syscall: 'getaddrinfo',
    hostname: 'test.deribit.com'
  }
}
2021-10-25T00:58:18.214Z [DERIBIT] DERI ERROR Error: getaddrinfo EAI_AGAIN test.deribit.com
    at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
  errno: -3001,
  code: 'EAI_AGAIN',
  syscall: 'getaddrinfo',
  hostname: 'test.deribit.com'
}
2021-10-25T00:58:18.215Z [DERIBIT] CLOSED CON
2021-10-25T00:58:18.216Z [DERIBIT] DERI ERROR ErrorEvent {
  target: WebSocket {
    _events: [Object: null prototype] {
      message: [Function],
      open: [Function],
      error: [Array],
      close: [Function]
    },
    _eventsCount: 4,
    _maxListeners: undefined,
    _binaryType: 'nodebuffer',
    _closeCode: 1006,
    _closeFrameReceived: false,
    _closeFrameSent: false,
    _closeMessage: '',
    _closeTimer: null,
    _extensions: {},
    _protocol: '',
    _readyState: 2,
    _receiver: null,
    _sender: null,
    _socket: null,
    _bufferedAmount: 0,
    _isServer: false,
    _redirects: 0,
    _url: 'wss://test.deribit.com/ws/api/v2',
    _req: null,
    [Symbol(kCapture)]: false
  },
  type: 'error',
  message: 'getaddrinfo EAI_AGAIN test.deribit.com',
  error: Error: getaddrinfo EAI_AGAIN test.deribit.com
      at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
    errno: -3001,
    code: 'EAI_AGAIN',
    syscall: 'getaddrinfo',
    hostname: 'test.deribit.com'
  }
}
2021-10-25T00:58:18.217Z [DERIBIT] DERI ERROR Error: getaddrinfo EAI_AGAIN test.deribit.com
    at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
  errno: -3001,
  code: 'EAI_AGAIN',
  syscall: 'getaddrinfo',
  hostname: 'test.deribit.com'
}
2021-10-25T00:58:18.218Z [DERIBIT] CLOSED CON
2021-10-25T00:58:18.716Z [DERIBIT] RECONNECTING...
2021-10-25T00:58:18.719Z [DERIBIT] RECONNECTING...
2021-10-25T00:58:38.737Z [DERIBIT] DERI ERROR ErrorEvent {
  target: WebSocket {
    _events: [Object: null prototype] {
      message: [Function],
      open: [Function],
      error: [Array],
      close: [Function]
    },
    _eventsCount: 4,
    _maxListeners: undefined,
    _binaryType: 'nodebuffer',
    _closeCode: 1006,
    _closeFrameReceived: false,
    _closeFrameSent: false,
    _closeMessage: '',
    _closeTimer: null,
    _extensions: {},
    _protocol: '',
    _readyState: 2,
    _receiver: null,
    _sender: null,
    _socket: null,
    _bufferedAmount: 0,
    _isServer: false,
    _redirects: 0,
    _url: 'wss://test.deribit.com/ws/api/v2',
    _req: null,
    [Symbol(kCapture)]: false
  },
  type: 'error',
  message: 'getaddrinfo EAI_AGAIN test.deribit.com',
  error: Error: getaddrinfo EAI_AGAIN test.deribit.com
      at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
    errno: -3001,
    code: 'EAI_AGAIN',
    syscall: 'getaddrinfo',
    hostname: 'test.deribit.com'
  }
}
2021-10-25T00:58:38.739Z [DERIBIT] DERI ERROR Error: getaddrinfo EAI_AGAIN test.deribit.com
    at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
  errno: -3001,
  code: 'EAI_AGAIN',
  syscall: 'getaddrinfo',
  hostname: 'test.deribit.com'
}
2021-10-25T00:58:38.740Z [DERIBIT] CLOSED CON
2021-10-25T00:58:38.741Z [DERIBIT] DERI ERROR ErrorEvent {
  target: WebSocket {
    _events: [Object: null prototype] {
      message: [Function],
      open: [Function],
      error: [Array],
      close: [Function]
    },
    _eventsCount: 4,
    _maxListeners: undefined,
    _binaryType: 'nodebuffer',
    _closeCode: 1006,
    _closeFrameReceived: false,
    _closeFrameSent: false,
    _closeMessage: '',
    _closeTimer: null,
    _extensions: {},
    _protocol: '',
    _readyState: 2,
    _receiver: null,
    _sender: null,
    _socket: null,
    _bufferedAmount: 0,
    _isServer: false,
    _redirects: 0,
    _url: 'wss://test.deribit.com/ws/api/v2',
    _req: null,
    [Symbol(kCapture)]: false
  },
  type: 'error',
  message: 'getaddrinfo EAI_AGAIN test.deribit.com',
  error: Error: getaddrinfo EAI_AGAIN test.deribit.com
      at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
    errno: -3001,
    code: 'EAI_AGAIN',
    syscall: 'getaddrinfo',
    hostname: 'test.deribit.com'
  }
}
2021-10-25T00:58:38.742Z [DERIBIT] DERI ERROR Error: getaddrinfo EAI_AGAIN test.deribit.com
    at GetAddrInfoReqWrap.onlookup [as oncomplete] (dns.js:71:26) {
  errno: -3001,
  code: 'EAI_AGAIN',
  syscall: 'getaddrinfo',
  hostname: 'test.deribit.com'
}
2021-10-25T00:58:38.742Z [DERIBIT] CLOSED CON
2021-10-25T00:58:39.240Z [DERIBIT] RECONNECTING...
2021-10-25T00:58:39.243Z [DERIBIT] RECONNECTING...

Ability to subscribe more than one channel

We should add the ability to add more channels. Let's say subscribing

"channels": ["ticker.BTC-PERPETUAL.raw", "ticker.ETH-PERPETUAL.raw"]}

The code creates an array of channel passed for the event may be we should join the string inside to make that as key for multiple channels.

Not working for me

hi there, im running into an error when trying to run this.

/Desktop/deribit-v2-ws/connection.js:35
handleError = (e) => {
^

SyntaxError: Unexpected token =
at new Script (vm.js:80:7)
at createScript (vm.js:274:10)
at Object.runInThisContext (vm.js:326:10)
at Module._compile (internal/modules/cjs/loader.js:664:28)
at Object.Module._extensions..js (internal/modules/cjs/loader.js:712:10)
at Module.load (internal/modules/cjs/loader.js:600:32)
at tryModuleLoad (internal/modules/cjs/loader.js:539:12)
at Function.Module._load (internal/modules/cjs/loader.js:531:3)
at Module.require (internal/modules/cjs/loader.js:637:17)
at require (internal/modules/cjs/helpers.js:22:18)

thanks