feat(): updated websocket topics

JJ-Cro · Oct 17, 2024 · 33918a5 · 33918a5
1 parent 4d60b85
commit 33918a5
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Showing 2 changed files with 172 additions and 3 deletions.
diff --git a/src/types/websockets.ts b/src/types/websockets.ts
@@ -51,7 +51,10 @@ export type WsMessageFuturesUserDataEventRaw =
   | WsMessageFuturesUserDataOrderTradeUpdateEventRaw
   | WsMessageFuturesUserDataAccountConfigUpdateEventRaw
   | WsMessageFuturesUserDataCondOrderTriggerRejectEventRaw
-  | WsMessageFuturesUserDataTradeLiteEventRaw;
+  | WsMessageFuturesUserDataTradeLiteEventRaw
+  | WsMessageFuturesUserDataStrategyUpdateRaw
+  | WsMessageFuturesUserDataGridUpdateRaw
+  | WsMessageFuturesUserDataContractInfoRaw;
 
 // TODO: consistent across USDM vs COINM?
 export type WsMessageFuturesUserDataEventFormatted =
@@ -61,7 +64,10 @@ export type WsMessageFuturesUserDataEventFormatted =
   | WsMessageFuturesUserDataTradeUpdateEventFormatted
   | WsMessageFuturesUserDataAccountConfigUpdateEventFormatted
   | WsMessageFuturesUserDataCondOrderTriggerRejectEventFormatted
-  | WsMessageFuturesUserDataTradeLiteEventFormatted;
+  | WsMessageFuturesUserDataTradeLiteEventFormatted
+  | WsMessageFuturesUserDataStrategyUpdateFormatted
+  | WsMessageFuturesUserDataGridUpdateFormatted
+  | WsMessageFuturesUserDataContractInfoFormatted;
 
 export type WsRawMessage =
   | WsMessageKlineRaw
@@ -755,7 +761,7 @@ export interface WsMessageFuturesUserDataOrderTradeUpdateEventRaw
     pP: boolean; // ignore
     si: numberInString; // ignore
     ss: numberInString; // ignore
-    V: string; 
+    V: string;
     pm: string;
     gtd: number;
   };
@@ -927,3 +933,111 @@ export interface WsMessageForceOrderRaw extends WsSharedBase {
     T: number;
   };
 }
+
+export interface WsMessageFuturesUserDataStrategyUpdateRaw
+  extends WsSharedBase {
+  e: 'STRATEGY_UPDATE'; // Event Type
+  T: number; // Transaction Time
+  E: number; // Event Time
+  su: {
+    si: number; // Strategy ID
+    st: string; // Strategy Type
+    ss: string; // Strategy Status
+    s: string; // Symbol
+    ut: number; // Update Time
+    c: number; // opCode
+  };
+}
+
+export interface WsMessageFuturesUserDataStrategyUpdateFormatted
+  extends WsSharedBase {
+  eventType: 'STRATEGY_UPDATE';
+  transactionTime: number;
+  eventTime: number;
+  strategy: {
+    strategyId: number;
+    strategyType: string;
+    strategyStatus: string;
+    symbol: string;
+    updateTime: number;
+    opCode: number;
+  };
+}
+
+export interface WsMessageFuturesUserDataGridUpdateRaw extends WsSharedBase {
+  e: 'GRID_UPDATE'; // Event Type
+  T: number; // Transaction Time
+  E: number; // Event Time
+  gu: {
+    si: number; // Strategy ID
+    st: string; // Strategy Type
+    ss: string; // Strategy Status
+    s: string; // Symbol
+    r: numberInString; // Realized PNL
+    up: numberInString; // Unmatched Average Price
+    uq: numberInString; // Unmatched Qty
+    uf: numberInString; // Unmatched Fee
+    mp: numberInString; // Matched PNL
+    ut: number; // Update Time
+  };
+}
+
+export interface WsMessageFuturesUserDataGridUpdateFormatted
+  extends WsSharedBase {
+  eventType: 'GRID_UPDATE';
+  transactionTime: number;
+  eventTime: number;
+  grid: {
+    strategyId: number;
+    strategyType: string;
+    strategyStatus: string;
+    symbol: string;
+    realizedPnl: number;
+    unmatchedAveragePrice: number;
+    unmatchedQuantity: number;
+    unmatchedFee: number;
+    matchedPnl: number;
+    updateTime: number;
+  };
+}
+
+export interface WsMessageFuturesUserDataContractInfoRaw extends WsSharedBase {
+  e: 'contractInfo'; // Event Type
+  E: number; // Event Time
+  s: string; // Symbol
+  ps: string; // Pair
+  ct: string; // Contract type
+  dt: number; // Delivery date time
+  ot: number; // onboard date time
+  cs: string; // Contract status
+  bks: {
+    bs: number; // Notional bracket
+    bnf: number; // Floor notional of this bracket
+    bnc: number; // Cap notional of this bracket
+    mmr: number; // Maintenance ratio for this bracket
+    cf: number; // Auxiliary number for quick calculation
+    mi: number; // Min leverage for this bracket
+    ma: number; // Max leverage for this bracket
+  }[];
+}
+
+export interface WsMessageFuturesUserDataContractInfoFormatted
+  extends WsSharedBase {
+  eventType: 'contractInfo';
+  eventTime: number;
+  symbol: string;
+  pair: string;
+  contractType: string;
+  deliveryDateTime: number;
+  onboardDateTime: number;
+  contractStatus: string;
+  notionalBrackets: {
+    notionalBracket: number;
+    floorNotional: number;
+    capNotional: number;
+    maintenanceRatio: number;
+    auxiliaryNumber: number;
+    minLeverage: number;
+    maxLeverage: number;
+  }[];
+}
diff --git a/src/util/beautifier-maps.ts b/src/util/beautifier-maps.ts
@@ -434,4 +434,59 @@ export const BEAUTIFIER_EVENT_MAP = {
     z: 'orderFilledAccumulatedQuantity',
     T: 'orderTradeTime',
   },
+
+  contractInfo: {
+    e: 'contractInfo', // Event Type
+    E: 'eventTime', // Event Time
+    s: 'symbol', // Symbol
+    ps: 'pair', // Pair
+    ct: 'contractType', // Contract type
+    dt: 'deliveryDateTime', // Delivery date time
+    ot: 'onboardDateTime', // onboard date time
+    cs: 'contractStatus', // Contract status
+    bks: 'notionalBrackets',
+  },
+  notionalBrackets: {
+    bs: 'notionalBracket', // Notional bracket
+    bnf: 'floorNotional', // Floor notional of this bracket
+    bnc: 'capNotional', // Cap notional of this bracket
+    mmr: 'maintenanceRatio', // Maintenance ratio for this bracket
+    cf: 'auxiliaryNumber', // Auxiliary number for quick calculation
+    mi: 'minLeverage', // Min leverage for this bracket
+    ma: 'maxLeverage', // Max leverage for this bracket
+  },
+
+  gridUpdate: {
+    e: 'GRID_UPDATE', // Event Type
+    T: 'transactionTime', // Transaction Time
+    E: 'eventTime', // Event Time
+    gu: 'grid',
+  },
+  grid: {
+    si: 'strategyId', // Strategy ID
+    st: 'strategyType', // Strategy Type
+    ss: 'strategyStatus', // Strategy Status
+    s: 'symbol', // Symbol
+    r: 'realizedPnl', // Realized PNL
+    up: 'unmatchedAveragePrice', // Unmatched Average Price
+    uq: 'unmatchedQty', // Unmatched Qty
+    uf: 'unmatchedFee', // Unmatched Fee
+    mp: 'matchedPnl', // Matched PNL
+    ut: 'updateTime', // Update Time
+  },
+
+  strategyUpdate: {
+    e: 'STRATEGY_UPDATE', // Event Type
+    T: 'transactionTime', // Transaction Time
+    E: 'eventTime', // Event Time
+    su: 'strategy',
+  },
+  strategy: {
+    si: 'strategyId', // Strategy ID
+    st: 'strategyType', // Strategy Type
+    ss: 'strategyStatus', // Strategy Status
+    s: 'symbol', // Symbol
+    ut: 'updateTime', // Update Time
+    c: 'opCode', // opCode
+  },
 };