Orion Aggregator subscription system improvements

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@orionprotocol/sdk",
-  "version": "0.7.0",
+  "version": "0.8.0",
   "description": "Orion Protocol SDK",
   "main": "./lib/esm/index.js",
   "module": "./lib/esm/index.js",

src/services/OrionAggregator/ws/MessageType.ts

@@ -1,12 +1,12 @@
-enum MessageType {
-  ERROR = 'e',
-  PING_PONG = 'pp',
-  SWAP_INFO = 'si',
-  INITIALIZATION = 'i',
-  AGGREGATED_ORDER_BOOK_UPDATE = 'aobu',
-  ASSET_PAIRS_CONFIG_UPDATE = 'apcu',
-  ADDRESS_UPDATE = 'au',
-  BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATE = 'btasabu'
-}
+const MessageType = {
+  ERROR: 'e',
+  PING_PONG: 'pp',
+  SWAP_INFO: 'si',
+  INITIALIZATION: 'i',
+  AGGREGATED_ORDER_BOOK_UPDATE: 'aobu',
+  ASSET_PAIRS_CONFIG_UPDATE: 'apcu',
+  ADDRESS_UPDATE: 'au',
+  BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATE: 'btasabu',
+} as const;
 
 export default MessageType;

src/services/OrionAggregator/ws/SubscriptionType.ts

@@ -1,9 +1,9 @@
-enum SubscriptionType {
-  ASSET_PAIRS_CONFIG_UPDATES_SUBSCRIBE = 'apcus',
-  AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE = 'aobus',
-  ADDRESS_UPDATES_SUBSCRIBE = 'aus',
-  BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATES_SUBSCRIBE = 'btasabus',
-  SWAP_SUBSCRIBE = 'ss',
-}
+const SubscriptionType = {
+  ASSET_PAIRS_CONFIG_UPDATES_SUBSCRIBE: 'apcus',
+  AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE: 'aobus',
+  ADDRESS_UPDATES_SUBSCRIBE: 'aus',
+  BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATES_SUBSCRIBE: 'btasabus',
+  SWAP_SUBSCRIBE: 'ss',
+} as const;
 
 export default SubscriptionType;

src/services/OrionAggregator/ws/UnsubscriptionType.ts

@@ -1,5 +1,5 @@
-enum UnsubscriptionType {
-  ASSET_PAIRS_CONFIG_UPDATES_UNSUBSCRIBE = 'apcu',
-  BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATES_UNSUBSCRIBE = 'btasabu',
-}
+const UnsubscriptionType = {
+  ASSET_PAIRS_CONFIG_UPDATES_UNSUBSCRIBE: 'apcu',
+  BROKER_TRADABLE_ATOMIC_SWAP_ASSETS_BALANCE_UPDATES_UNSUBSCRIBE: 'btasabu',
+} as const;
 export default UnsubscriptionType;

src/services/OrionAggregator/ws/index.ts

@@ -12,57 +12,10 @@ import {
 import UnsubscriptionType from './UnsubscriptionType';
 import {
   SwapInfoByAmountIn, SwapInfoByAmountOut, SwapInfoBase,
+  FullOrder, OrderUpdate, AssetPairUpdate, OrderbookItem, Balance,
 } from '../../../types';
-import { orderStatuses, subOrderStatuses } from '../../../constants';
 // import errorSchema from './schemas/errorSchema';
 
-type AssetPairUpdate = {
-    minQty: number,
-    pricePrecision: number,
-}
-type SubOrder = {
-    pair: string,
-      exchange: string,
-      id: number,
-      amount: number,
-      settledAmount: number,
-      price: number,
-      status: typeof subOrderStatuses[number],
-      side: 'BUY' | 'SELL',
-      subOrdQty: number
-}
-type FullOrder = {
-      kind: 'full',
-      id: string,
-      settledAmount: number,
-      feeAsset: string,
-      fee: number,
-      status: typeof orderStatuses[number],
-      date: number,
-      clientOrdId: string,
-      type: 'BUY' | 'SELL',
-      pair: string,
-      amount: number,
-      price: number,
-      subOrders: SubOrder[]
-}
-
-type OrderUpdate = {
-      kind: 'update',
-      id: string,
-      settledAmount: number,
-      status: typeof orderStatuses[number],
-      subOrders: SubOrder[]
-}
-
-type Balance = {
-  tradable: string,
-  reserved: string,
-  contract: string,
-  wallet: string,
-  allowance: string,
-}
-
 const mapFullOrder = (o: z.infer<typeof fullOrderSchema>): FullOrder => ({
   kind: 'full',
   id: o.I,
@@ -131,8 +84,8 @@ type PairConfigSubscription = {
 type AggregatedOrderbookSubscription = {
   payload: string,
   callback: (
-    asks: z.infer<typeof orderBookSchema>['ob']['a'],
-    bids: z.infer<typeof orderBookSchema>['ob']['b'],
+    asks: OrderbookItem[],
+    bids: OrderbookItem[],
     pair: string
   ) => void,
 }
@@ -163,11 +116,13 @@ type Subscription = {
   [SubscriptionType.SWAP_SUBSCRIBE]: SwapInfoSubscription
 }
 
-type Subscriptions<T extends SubscriptionType> = { [K in T]: Subscription[K] }
+type Subscriptions<T extends typeof SubscriptionType[keyof typeof SubscriptionType]> = {
+  [K in T]: Subscription[K]
+}
 class OrionAggregatorWS {
   private ws: WebSocket | undefined;
 
-  private subscriptions: Partial<Subscriptions<SubscriptionType>> = {};
+  private subscriptions: Partial<Subscriptions<typeof SubscriptionType[keyof typeof SubscriptionType]>> = {};
 
   private onError?: (err: string) => void;
 
@@ -198,7 +153,7 @@ class OrionAggregatorWS {
     }
   }
 
-  subscribe<T extends SubscriptionType>(
+  subscribe<T extends typeof SubscriptionType[keyof typeof SubscriptionType]>(
     type: T,
     subscription: Subscription[T],
   ) {
@@ -213,7 +168,7 @@ class OrionAggregatorWS {
     this.subscriptions[type] = subscription;
   }
 
-  unsubscribe(subscription: UnsubscriptionType | string) {
+  unsubscribe(subscription: keyof typeof UnsubscriptionType | string) {
     this.send({
       T: UNSUBSCRIBE,
       S: subscription,
@@ -329,9 +284,33 @@ class OrionAggregatorWS {
         // break;
         case MessageType.AGGREGATED_ORDER_BOOK_UPDATE: {
           const { ob, S } = json;
+          const mapOrderbookItems = (rawItems: typeof ob.a | typeof ob.b) => rawItems.reduce<OrderbookItem[]>((acc, item) => {
+            const [
+              price,
+              amount,
+              exchanges,
+              vob,
+            ] = item;
+            return [
+              ...acc,
+              {
+                price,
+                amount,
+                exchanges,
+                vob: vob.map(([side, pairName]) => ({
+                  side,
+                  pairName,
+                })),
+              },
+            ];
+          }, []);
           this.subscriptions[
             SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE
-          ]?.callback(ob.a, ob.b, S);
+          ]?.callback(
+            mapOrderbookItems(ob.a),
+            mapOrderbookItems(ob.b),
+            S,
+          );
         }
           break;
         case MessageType.ASSET_PAIRS_CONFIG_UPDATE: {
@@ -386,16 +365,9 @@ class OrionAggregatorWS {
               let orderUpdate: OrderUpdate | FullOrder | undefined;
               if (json.o) {
                 const firstOrder = json.o[0];
-                switch (firstOrder.k) {
-                  case 'full':
-                    orderUpdate = mapFullOrder(firstOrder);
-                    break;
-                  case 'update':
-                    orderUpdate = mapOrderUpdate(firstOrder);
-                    break;
-                  default:
-                    break;
-                }
+                orderUpdate = firstOrder.k === 'full'
+                  ? mapFullOrder(firstOrder)
+                  : mapOrderUpdate(firstOrder);
               }
 
               this.subscriptions[

src/types.ts

@@ -1,5 +1,63 @@
 import BigNumber from 'bignumber.js';
+import orderStatuses from './constants/orderStatuses';
+import subOrderStatuses from './constants/subOrderStatuses';
 
+export type OrderbookItem = {
+  price: string,
+  amount: string,
+  exchanges: string[],
+  vob: {
+    side: 'BUY' | 'SELL',
+    pairName: string
+  }[]
+}
+
+export type AssetPairUpdate = {
+    minQty: number,
+    pricePrecision: number,
+}
+export type SubOrder = {
+    pair: string,
+    exchange: string,
+    id: number,
+    amount: number,
+    settledAmount: number,
+    price: number,
+    status: typeof subOrderStatuses[number],
+    side: 'BUY' | 'SELL',
+    subOrdQty: number
+}
+export type FullOrder = {
+    kind: 'full',
+    id: string,
+    settledAmount: number,
+    feeAsset: string,
+    fee: number,
+    status: typeof orderStatuses[number],
+    date: number,
+    clientOrdId: string,
+    type: 'BUY' | 'SELL',
+    pair: string,
+    amount: number,
+    price: number,
+    subOrders: SubOrder[]
+}
+
+export type OrderUpdate = {
+      kind: 'update',
+      id: string,
+      settledAmount: number,
+      status: typeof orderStatuses[number],
+      subOrders: SubOrder[]
+}
+
+export type Balance = {
+  tradable: string,
+  reserved: string,
+  contract: string,
+  wallet: string,
+  allowance: string,
+}
 export interface Order {
   senderAddress: string; // address
   matcherAddress: string; // address