Merge pull request #371 from t0chk/master

Update websockets

Author: tiagosiebler

package.json

@@ -1,6 +1,6 @@
 {
   "name": "binance",
-  "version": "2.8.11",
+  "version": "2.8.12",
   "description": "Node.js & JavaScript SDK for Binance REST APIs & WebSockets, with TypeScript & end-to-end tests.",
   "main": "lib/index.js",
   "types": "lib/index.d.ts",

src/types/futures.ts

@@ -305,6 +305,7 @@ export interface FuturesSymbolExchangeInfo {
   timeInForce: OrderTimeInForce[];
   liquidationFee: numberInString;
   marketTakeBound: numberInString;
+  contractSize?:number;
 }
 
 export interface FuturesExchangeInfo {

src/types/websockets.ts

@@ -48,15 +48,17 @@ export type WsMessageFuturesUserDataEventRaw =
   | WsMessageFuturesUserDataListenKeyExpiredRaw
   | WsMessageFuturesUserDataMarginCallRaw
   | WsMessageFuturesUserDataOrderTradeUpdateEventRaw
-  | WsMessageFuturesUserDataAccountConfigUpdateEventRaw;
+  | WsMessageFuturesUserDataAccountConfigUpdateEventRaw
+  | WsMessageFuturesUserDataCondOrderTriggerRejectEventRaw;
 
 // TODO: consistent across USDM vs COINM?
 export type WsMessageFuturesUserDataEventFormatted =
   | WsMessageFuturesUserDataAccountUpdateFormatted
   | WsMessageFuturesUserDataListenKeyExpiredFormatted
   | WsMessageFuturesUserDataMarginCallFormatted
   | WsMessageFuturesUserDataTradeUpdateEventFormatted
-  | WsMessageFuturesUserDataAccountConfigUpdateEventFormatted;
+  | WsMessageFuturesUserDataAccountConfigUpdateEventFormatted
+  | WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted;
 
 export type WsRawMessage =
   | WsMessageKlineRaw
@@ -75,7 +77,8 @@ export type WsRawMessage =
   | WsMessageFuturesUserDataListenKeyExpiredRaw
   | WsMessageFuturesUserDataMarginCallRaw
   | WsMessageFuturesUserDataOrderTradeUpdateEventRaw
-  | WsMessageFuturesUserDataAccountConfigUpdateEventRaw;
+  | WsMessageFuturesUserDataAccountConfigUpdateEventRaw
+  | WsMessageFuturesUserDataCondOrderTriggerRejectEventRaw;
 
 export type WsFormattedMessage =
   | WsUserDataEvents
@@ -681,6 +684,30 @@ export interface WsMessageFuturesUserDataAccountUpdateFormatted
   };
 }
 
+export interface WsMessageFuturesUserDataCondOrderTriggerRejectEventRaw
+  extends WsSharedBase {
+  e: 'CONDITIONAL_ORDER_TRIGGER_REJECT';
+  E: number;
+  T: number;
+  or: {
+    s: string;
+    i: number;
+    r: string;
+  }
+}
+
+export interface WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted
+  extends WsSharedBase {
+  eventType: 'CONDITIONAL_ORDER_TRIGGER_REJECT';
+  eventTime: number;
+  transactionTime: number;
+  order: {
+    symbol: string;
+    orderId: number;
+    reason: string;
+  }
+}
+
 export interface WsMessageFuturesUserDataOrderTradeUpdateEventRaw
   extends WsSharedBase {
   e: 'ORDER_TRADE_UPDATE';

src/util/beautifier-maps.ts

@@ -220,6 +220,15 @@ export const BEAUTIFIER_EVENT_MAP = {
     T: 'transactionTime',
     o: 'order',
   },
+  CONDITIONAL_ORDER_TRIGGER_REJECTEvent: {
+    e: 'eventType',
+    E: 'eventTime',
+    T: 'transactionTime',
+    or: 'order',
+    s: 'symbol',
+    i: 'orderId',
+    r: 'reason',
+  },
   order: {
     s: 'symbol',
     c: 'clientOrderId',

src/util/typeGuards.ts

@@ -8,6 +8,7 @@ import {
   WsMessageFuturesUserDataAccountConfigUpdateEventRaw,
   WsMessageFuturesUserDataAccountUpdateFormatted,
   WsMessageFuturesUserDataAccountUpdateRaw,
+  WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted,
   WsMessageFuturesUserDataEventFormatted,
   WsMessageFuturesUserDataListenKeyExpiredFormatted,
   WsMessageFuturesUserDataMarginCallFormatted,
@@ -193,6 +194,15 @@ export function isWsFormattedFuturesUserDataTradeUpdateEvent(
   );
 }
 
+export function isWsFormattedFuturesUserDataCondOrderTriggerRejectEvent(
+  data: WsFormattedMessage,
+): data is WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted {
+  return (
+    isWsFormattedFuturesUserDataEvent(data) &&
+    data.eventType === 'CONDITIONAL_ORDER_TRIGGER_REJECT'
+  );
+}
+
 export function isWsFormattedFuturesUserDataAccountConfigUpdateEvent(
   data: WsFormattedMessage,
 ): data is WsMessageFuturesUserDataAccountConfigUpdateEventFormatted {

src/websocket-client.ts

@@ -413,6 +413,7 @@ export class WebsocketClient extends EventEmitter {
                 'ACCOUNT_UPDATE',
                 'MARGIN_CALL',
                 'ORDER_TRADE_UPDATE',
+                'CONDITIONAL_ORDER_TRIGGER_REJECT'
               ].includes(eventType)
             ) {
               this.emit('formattedUserDataMessage', beautifiedMessage);
@@ -1135,6 +1136,23 @@ export class WebsocketClient extends EventEmitter {
    * --------------------------
    **/
 
+  /** 
+   * Subscribe to a universal market websocket stream
+   */
+
+  public subscribeEndpoint(
+    endpoint: string,
+    market: 'spot' | 'usdm' | 'coinm',
+    forceNewConnection?: boolean,
+  ): WebSocket {
+    const wsKey = getWsKeyWithContext(market, endpoint);
+    return this.connectToWsUrl(
+      this.getWsBaseUrl(market, wsKey) + `/ws/${endpoint}`,
+      wsKey,
+      forceNewConnection,
+    );
+  }
+
   /**
    * Subscribe to aggregate trades for a symbol in a market category
    */