Add mango-fills client library

.gitignore

@@ -4,3 +4,6 @@
 .DS_Store
 .idea/
 *.pem
+
+node_modules
+dist

package.json

@@ -0,0 +1,49 @@
+{
+  "name": "@blockworks-foundation/mango-feeds",
+  "version": "0.9.12",
+  "description": "Typescript Client for mango-feeds.",
+  "repository": "https://github.com/blockworks-foundation/mango-feeds",
+  "author": {
+    "name": "Blockworks Foundation",
+    "email": "hello@blockworks.foundation",
+    "url": "https://blockworks.foundation"
+  },
+  "sideEffects": false,
+  "main": "./dist/cjs/src/index.js",
+  "module": "./dist/esm/src/index.js",
+  "types": "./dist/types/src/index.d.ts",
+  "files": [
+    "dist"
+  ],
+  "scripts": {
+    "build": "rimraf dist && yarn build:browser && yarn build:node && yarn build:types",
+    "build:node": " tsc -p tsconfig.cjs.json --noEmit false",
+    "build:browser": "tsc -p tsconfig.esm.json --noEmit false",
+    "build:types": "tsc -p tsconfig.types.json --noEmit false",
+    "test": "ts-mocha ts/client/**/*.spec.ts --timeout 300000",
+    "lint": "eslint ./ts/client/src --ext ts --ext tsx --ext js --quiet",
+    "typecheck": "tsc --noEmit --pretty",
+    "prepublishOnly": "yarn validate && yarn build",
+    "validate": "yarn lint && yarn format"
+  },
+  "devDependencies": {
+    "@tsconfig/recommended": "^1.0.1",
+    "@types/node": "^18.11.18",
+    "@typescript-eslint/eslint-plugin": "^5.32.0",
+    "@typescript-eslint/parser": "^5.32.0",
+    "eslint": "^7.28.0",
+    "eslint-config-prettier": "^7.2.0",
+    "prettier": "^2.0.5",
+    "ts-node": "^10.9.1",
+    "typedoc": "^0.22.5",
+    "typescript": "^4.8.4"
+  },
+  "prettier": {
+    "singleQuote": true,
+    "trailingComma": "all"
+  },
+  "dependencies": {
+    "ws": "^8.13.0"
+  },
+  "license": "AGPL-3.0-only"
+}

ts/client/scripts/fills.ts

@@ -0,0 +1,38 @@
+import { FillsFeed } from '../src';
+
+const RECONNECT_INTERVAL_MS = 1000;
+const RECONNECT_ATTEMPTS_MAX = -1;
+
+// Subscribe on connection
+const fillsFeed = new FillsFeed('ws://localhost:8080', {
+  reconnectIntervalMs: RECONNECT_INTERVAL_MS,
+  reconnectionMaxAttempts: RECONNECT_ATTEMPTS_MAX,
+  subscriptions: {
+    accountIds: ['9XJt2tvSZghsMAhWto1VuPBrwXsiimPtsTR8XwGgDxK2'],
+  },
+});
+
+// Subscribe after connection
+fillsFeed.onConnect(() => {
+  console.log('connected');
+  fillsFeed.subscribe({
+    marketIds: ['ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2'],
+    headUpdates: true,
+  });
+});
+
+fillsFeed.onDisconnect(() => {
+  console.log(`disconnected, reconnecting in ${RECONNECT_INTERVAL_MS}...`);
+});
+
+fillsFeed.onFill((update) => {
+  console.log('fill', update);
+});
+
+fillsFeed.onHead((update) => {
+  console.log('head', update);
+});
+
+fillsFeed.onStatus((update) => {
+  console.log('status', update);
+});

ts/client/src/fills.ts

@@ -0,0 +1,179 @@
+import WebSocket from 'ws';
+
+interface FillsFeedOptions {
+  subscriptions?: FillsFeedSubscriptionParams;
+  reconnectIntervalMs?: number;
+  reconnectionMaxAttempts?: number;
+}
+
+interface FillsFeedSubscriptionParams {
+  marketId?: string;
+  marketIds?: string[];
+  accountIds?: string[];
+  headUpdates?: boolean;
+}
+
+interface FillEventUpdate {
+  status: 'new' | 'revoke';
+  marketKey: 'string';
+  marketName: 'string';
+  slot: number;
+  writeVersion: number;
+  event: {
+    eventType: 'spot' | 'perp';
+    maker: 'string';
+    taker: 'string';
+    takerSide: 'bid' | 'ask';
+    timestamp: 'string'; // DateTime
+    seqNum: number;
+    makerClientOrderId: number;
+    takerClientOrderId: number;
+    makerFee: number;
+    takerFee: number;
+    price: number;
+    quantity: number;
+  };
+}
+
+function isFillEventUpdate(obj: any): obj is FillEventUpdate {
+  return obj.event !== undefined;
+}
+
+interface HeadUpdate {
+  head: number;
+  previousHead: number;
+  headSeqNum: number;
+  previousHeadSeqNum: number;
+  status: 'new' | 'revoke';
+  marketKey: 'string';
+  marketName: 'string';
+  slot: number;
+  writeVersion: number;
+}
+
+function isHeadUpdate(obj: any): obj is HeadUpdate {
+  return obj.head !== undefined;
+}
+
+interface StatusMessage {
+  success: boolean;
+  message: string;
+}
+
+function isStatusMessage(obj: any): obj is StatusMessage {
+  return obj.success !== undefined;
+}
+
+export class FillsFeed {
+  private _url: string;
+  private _socket: WebSocket;
+  private _subscriptions?: FillsFeedSubscriptionParams;
+  private _connected: boolean;
+  private _reconnectionIntervalMs;
+  private _reconnectionAttempts;
+  private _reconnectionMaxAttempts;
+
+  private _onConnect: (() => void) | null = null;
+  private _onDisconnect: (() => void) | null = null;
+  private _onFill: ((update: FillEventUpdate) => void) | null = null;
+  private _onHead: ((update: HeadUpdate) => void) | null = null;
+  private _onStatus: ((update: StatusMessage) => void) | null = null;
+
+  constructor(url: string, options?: FillsFeedOptions) {
+    this._url = url;
+    this._subscriptions = options?.subscriptions;
+    this._reconnectionIntervalMs = options?.reconnectIntervalMs ?? 5000;
+    this._reconnectionAttempts = 0;
+    this._reconnectionMaxAttempts = options?.reconnectionMaxAttempts ?? -1;
+
+    this._connect();
+  }
+
+  private _reconnectionAttemptsExhausted(): boolean {
+    return this._reconnectionMaxAttempts != -1 && this._reconnectionAttempts >= this._reconnectionMaxAttempts
+  }
+
+  private _connect() {
+    this._socket = new WebSocket(this._url);
+
+    this._socket.addEventListener('error', (err) => {
+      console.warn(`[FillsFeed] connection error: ${err.message}`);
+      if (this._reconnectionAttemptsExhausted()) {
+        console.error('[FillsFeed] fatal connection error')
+        throw err.error;
+      }
+    });
+
+    this._socket.addEventListener('open', () => {
+      if (this._subscriptions !== undefined) {
+        this._connected = true;
+        this._reconnectionAttempts = 0;
+        this.subscribe(this._subscriptions);
+      }
+      if (this._onConnect) this._onConnect();
+    });
+
+    this._socket.addEventListener('close', () => {
+      this._connected = false;
+      setTimeout(() => {
+        if (!this._reconnectionAttemptsExhausted()) {
+          this._reconnectionAttempts++;
+          this._connect();
+        }
+      }, this._reconnectionIntervalMs);
+      if (this._onDisconnect) this._onDisconnect();
+    });
+
+    this._socket.addEventListener('message', (msg: any) => {
+      try {
+        const data = JSON.parse(msg.data);
+        if (isFillEventUpdate(data) && this._onFill) {
+          this._onFill(data);
+        } else if (isHeadUpdate(data) && this._onHead) {
+          this._onHead(data);
+        } else if (isStatusMessage(data) && this._onStatus) {
+          this._onStatus(data);
+        }
+      } catch (err) {
+        console.warn('[FillsFeed] error deserializing message', err);
+      }
+    });
+  }
+
+  public subscribe(subscriptions: FillsFeedSubscriptionParams) {
+    if (this._connected) {
+      this._socket.send(
+        JSON.stringify({
+          command: 'subscribe',
+          ...subscriptions,
+        }),
+      );
+    } else {
+      console.warn('[FillsFeed] attempt to subscribe when not connected');
+    }
+  }
+
+  public connected(): boolean {
+    return this._connected;
+  }
+
+  public onConnect(callback: () => void) {
+    this._onConnect = callback;
+  }
+
+  public onDisconnect(callback: () => void) {
+    this._onDisconnect = callback;
+  }
+
+  public onFill(callback: (update: FillEventUpdate) => void) {
+    this._onFill = callback;
+  }
+
+  public onHead(callback: (update: HeadUpdate) => void) {
+    this._onHead = callback;
+  }
+
+  public onStatus(callback: (update: StatusMessage) => void) {
+    this._onStatus = callback;
+  }
+}

ts/client/src/index.ts

@@ -0,0 +1 @@
+export * from './fills';

tsconfig.cjs.json

@@ -0,0 +1,14 @@
+{
+    "extends": "./tsconfig",
+    "compilerOptions": {
+      "declaration": true,
+      "declarationMap": false,
+      "module": "commonjs",
+      "outDir": "dist/cjs",
+      "sourceMap": false
+    },
+    "include": [
+      "ts/client/src",
+      "ts/client/scripts"
+    ]
+}

tsconfig.esm.json

@@ -0,0 +1,10 @@
+{
+    "extends": "./tsconfig",
+    "compilerOptions": {
+      "declaration": false,
+      "declarationMap": false,
+      "module": "esnext",
+      "outDir": "dist/esm",
+      "sourceMap": false,
+    }
+}

tsconfig.json

@@ -0,0 +1,23 @@
+{
+    "compilerOptions": {
+      "esModuleInterop": true,
+      "module": "esnext",
+      "moduleResolution": "node",
+      "noEmit": true,
+      "noImplicitAny": false,
+      "resolveJsonModule": true,
+      "skipLibCheck": true,
+      "strictNullChecks": true,
+      "target": "esnext",
+    },
+    "ts-node": {
+      // these options are overrides used only by ts-node
+      // same as the --compilerOptions flag and the TS_NODE_COMPILER_OPTIONS environment variable
+      "compilerOptions": {
+        "module": "commonjs"
+      }
+    },
+    "include": [
+      "ts/client/src"
+    ]
+}

tsconfig.types.json

@@ -0,0 +1,10 @@
+{
+    "extends": "./tsconfig",
+    "compilerOptions": {
+      "noEmit": false,
+      "outDir": "./dist/types",
+      "declaration": true,
+      "declarationMap": true,
+      "emitDeclarationOnly": true
+    }
+}