300 lines
9.3 KiB
TypeScript
300 lines
9.3 KiB
TypeScript
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// 前端 CLOB WebSocket SDK
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// 该 SDK 提供了连接到 CLOB WebSocket 服务的 TypeScript 接口。
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// 它支持针对不同消息类型的特定回调：
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// - Welcome (连接建立)
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// - PriceSizeAll (全量订单簿快照)
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// - PriceSizeDelta (增量订单簿更新)
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// - Trade (成交记录)
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export interface ClobSocketOptions {
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// WebSocket URL (例如: "ws://localhost:8888/clob/ws" 或 "/api/clob/ws")
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url?: string;
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// 断开连接时是否自动重连
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autoReconnect?: boolean;
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// 重连间隔时间（毫秒）
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reconnectInterval?: number;
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// 最大重连尝试次数
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maxReconnectAttempts?: number;
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}
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// 基于 Go 结构体的消息接口定义
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export interface WelcomeMsg {
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type: 'welcome';
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t: number;
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}
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export interface PriceSizePolyMsg {
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i: number; // 索引
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e: 'price_size_all' | 'price_size_delta'; // 事件类型
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m: string; // 市场 ID
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t: number; // 时间戳
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b?: Record<string, number>; // 买单: 价格 -> 数量
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s?: Record<string, number>; // 卖单: 价格 -> 数量
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}
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export interface TradePolyMsg {
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e: 'trade'; // 事件类型
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m: string; // 市场 ID
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p: string; // 价格
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s: string; // 数量
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side: string; // "buy" 或 "sell"
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}
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export type ClobMsg = WelcomeMsg | PriceSizePolyMsg | TradePolyMsg;
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// 回调函数类型定义
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export type WelcomeCallback = (data: WelcomeMsg) => void;
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export type PriceSizeAllCallback = (data: PriceSizePolyMsg) => void;
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export type PriceSizeDeltaCallback = (data: PriceSizePolyMsg) => void;
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export type TradeCallback = (data: TradePolyMsg) => void;
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export type ConnectCallback = (event: Event) => void;
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export type DisconnectCallback = (event: CloseEvent) => void;
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export type ErrorCallback = (event: Event) => void;
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export class ClobSdk {
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private url: string;
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private tokenIds: string[];
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private ws: WebSocket | null = null;
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private autoReconnect: boolean;
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private reconnectInterval: number;
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private maxReconnectAttempts: number;
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private reconnectAttempts = 0;
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private isExplicitClose = false;
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private listeners: {
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welcome: WelcomeCallback[];
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priceSizeAll: PriceSizeAllCallback[];
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priceSizeDelta: PriceSizeDeltaCallback[];
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trade: TradeCallback[];
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connect: ConnectCallback[];
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disconnect: DisconnectCallback[];
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error: ErrorCallback[];
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} = {
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welcome: [],
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priceSizeAll: [],
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priceSizeDelta: [],
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trade: [],
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connect: [],
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disconnect: [],
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error: []
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};
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/**
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* 初始化 CLOB SDK
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* @param tokenIds Yes/No 的 token ID，可传单个或数组，如 [yesTokenId, noTokenId]
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* @param options 配置选项
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*/
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constructor(tokenIds: string | string[], options: ClobSocketOptions = {}) {
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this.tokenIds = Array.isArray(tokenIds) ? tokenIds : [tokenIds];
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// 如果未提供 URL，默认为相对路径
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// 修改为 Node.js 测试环境适配：如果 window 未定义，回退到 localhost
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let protocol = 'ws:';
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let host = '10.117.63.212:8888';
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if (typeof window !== 'undefined' && window.location) {
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protocol = window.location.protocol === 'https:' ? 'wss:' : 'ws:';
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host = window.location.host;
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}
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this.url = options.url || `${protocol}//${host}/clob/ws`;
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this.autoReconnect = options.autoReconnect ?? true;
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this.reconnectInterval = options.reconnectInterval || 3000;
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this.maxReconnectAttempts = options.maxReconnectAttempts || 10;
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console.log('[ClobSdk] 构造完成，最终参数:', {
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tokenIds: this.tokenIds,
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url: this.url,
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autoReconnect: this.autoReconnect,
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reconnectInterval: this.reconnectInterval,
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maxReconnectAttempts: this.maxReconnectAttempts,
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});
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}
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/**
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* 连接到 WebSocket 服务
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*/
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public connect(): void {
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this.isExplicitClose = false;
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try {
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this.ws = new WebSocket(this.url);
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this.ws.onopen = (event: any) => {
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console.log(`[ClobSdk] 已连接到 ${this.url}`);
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this.reconnectAttempts = 0;
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this.notifyConnect(event);
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setTimeout(() => {
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this.subscribe();
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}, 1000);
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// this.subscribe();
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};
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this.ws.onmessage = (event: any) => {
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try {
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const rawData = JSON.parse(event.data);
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// console.log('[ClobSdk] 收到消息:', rawData);
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this.handleMessage(rawData);
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} catch (e) {
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console.error('[ClobSdk] 消息解析失败:', e);
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}
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};
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this.ws.onclose = (event: any) => {
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console.log('[ClobSdk] 连接关闭', { code: event.code, reason: event.reason, explicit: this.isExplicitClose });
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if (!this.isExplicitClose) {
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this.notifyDisconnect(event);
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if (this.autoReconnect) {
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this.attemptReconnect();
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}
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} else {
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this.notifyDisconnect(event);
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}
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};
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this.ws.onerror = (event: any) => {
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console.error('[ClobSdk] 错误:', event);
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this.notifyError(event);
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};
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} catch (e) {
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console.error('[ClobSdk] 连接错误:', e);
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if (this.autoReconnect) {
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this.attemptReconnect();
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}
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}
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}
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/**
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* 断开 WebSocket 服务连接
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*/
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public disconnect(): void {
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this.isExplicitClose = true;
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if (this.ws) {
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this.ws.close();
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this.ws = null;
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}
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}
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// --- 事件监听器 ---
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public onWelcome(callback: WelcomeCallback): () => void {
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this.listeners.welcome.push(callback);
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return () => this.removeListener('welcome', callback);
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}
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public onPriceSizeAll(callback: PriceSizeAllCallback): () => void {
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this.listeners.priceSizeAll.push(callback);
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return () => this.removeListener('priceSizeAll', callback);
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}
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public onPriceSizeDelta(callback: PriceSizeDeltaCallback): () => void {
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this.listeners.priceSizeDelta.push(callback);
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return () => this.removeListener('priceSizeDelta', callback);
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}
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public onTrade(callback: TradeCallback): () => void {
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this.listeners.trade.push(callback);
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return () => this.removeListener('trade', callback);
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}
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public onConnect(callback: ConnectCallback): () => void {
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this.listeners.connect.push(callback);
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return () => this.removeListener('connect', callback);
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}
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public onDisconnect(callback: DisconnectCallback): () => void {
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this.listeners.disconnect.push(callback);
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return () => this.removeListener('disconnect', callback);
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}
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public onError(callback: ErrorCallback): () => void {
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this.listeners.error.push(callback);
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return () => this.removeListener('error', callback);
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}
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private removeListener(type: keyof typeof this.listeners, callback: any): void {
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this.listeners[type] = (this.listeners[type] as any[]).filter((cb: any) => cb !== callback);
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}
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// --- 内部方法 ---
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private subscribe(): void {
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if (this.ws && this.ws.readyState === WebSocket.OPEN) {
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const msg = {
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type: 'market',
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assets_ids: this.tokenIds
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};
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this.ws.send(JSON.stringify(msg));
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console.log('[ClobSdk] 已订阅 tokenIds:', this.tokenIds);
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}
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}
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private handleMessage(data: any): void {
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// Polymarket 消息有时是数组，有时是对象 (welcome)
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if (Array.isArray(data)) {
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data.forEach(msg => this.dispatchMessage(msg));
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} else {
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this.dispatchMessage(data);
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}
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}
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private dispatchMessage(msg: any): void {
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// 1. Welcome 消息
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if (msg.type === 'welcome') {
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console.log('[ClobSdk] 回调: welcome', msg);
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this.listeners.welcome.forEach(cb => cb(msg as WelcomeMsg));
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return;
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}
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// 2. 基于 'e' 字段的事件
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switch (msg.e) {
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case 'price_size_all':
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console.log('[ClobSdk] 回调: price_size_all', { i: msg.i, m: msg.m, t: msg.t, bids: msg.b, asks: msg.s });
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this.listeners.priceSizeAll.forEach(cb => cb(msg as PriceSizePolyMsg));
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break;
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case 'price_size_delta':
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console.log('[ClobSdk] 回调: price_size_delta', { i: msg.i, m: msg.m, t: msg.t, bids: msg.b, asks: msg.s });
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this.listeners.priceSizeDelta.forEach(cb => cb(msg as PriceSizePolyMsg));
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break;
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case 'trade':
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// console.log('[ClobSdk] 回调: trade', { m: msg.m, p: msg.p, s: msg.s, side: msg.side });
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this.listeners.trade.forEach(cb => cb(msg as TradePolyMsg));
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break;
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default:
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console.warn('[ClobSdk] 未知消息类型:', msg);
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}
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}
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private notifyConnect(event: Event): void {
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console.log('[ClobSdk] 回调: onConnect');
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this.listeners.connect.forEach(cb => cb(event));
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}
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private notifyDisconnect(event: CloseEvent): void {
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console.log('[ClobSdk] 回调: onDisconnect', { code: event.code, reason: event.reason });
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this.listeners.disconnect.forEach(cb => cb(event));
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}
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private notifyError(event: Event): void {
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console.log('[ClobSdk] 回调: onError', event);
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this.listeners.error.forEach(cb => cb(event));
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}
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private attemptReconnect(): void {
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if (this.reconnectAttempts >= this.maxReconnectAttempts) {
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console.error('[ClobSdk] 达到最大重连次数。停止重连。');
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return;
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}
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this.reconnectAttempts++;
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console.log(`[ClobSdk] ${this.reconnectInterval}ms 后尝试重连 (尝试次数 ${this.reconnectAttempts}/${this.maxReconnectAttempts})...`);
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setTimeout(() => {
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this.connect();
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}, this.reconnectInterval);
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}
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}
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