Added Token to WS Client and Historical Candles Endpoint

Author: nishant-shrimpy

README.md

@@ -495,21 +495,23 @@ The client handles pings to the Shrimpy server based on the [`API Documentation`
 ```js
 import { ShrimpyWsClient, ISubscriptionRequest, IWebsocketMessage, IErrorMessage } from 'shrimpy-node';
 
+
+let token = "6ET73KTKDO0..."
 let errorHandler = (error: IErrorMessage) => { console.log(error) };
-let client = new ShrimpyWsClient(errorHandler);
+let client = new ShrimpyWsClient(errorHandler, token);
 
 const subscribeData: ISubscriptionRequest = {
-	"type": "subscribe",
-	"pair": "btc-usd",
-	"exchange": "coinbasepro",
-	"channel": "trade"
+    "type": "subscribe",
+    "pair": "btc-usd",
+    "exchange": "coinbasepro",
+    "channel": "trade"
 };
 
 const unsubscribeData : ISubscriptionRequest = {
-	"type": "unsubscribe",
-	"pair": "btc-usd",
-	"exchange": "coinbasepro",
-	"channel": "trade"
+    "type": "unsubscribe",
+    "pair": "btc-usd",
+    "exchange": "coinbasepro",
+    "channel": "trade"
 };
 
 let handler = (msg: IWebsocketMessage) => { console.log(msg); };
@@ -518,4 +520,5 @@ client.connect();
 client.subscribe(subscribeData, handler);
 client.unsubscribe(unsubscribeData);
 client.forceDisconnect();
+
 ```

lib/client/shrimpy-api-client.ts

@@ -14,6 +14,7 @@ import {
     ICandlestick,
     IExchangeAsset,
     IExchangeInfo,
+    IHistoricalCandlestick,
     IHistoricalOrderBook,
     IHistoricalInstrument,
     IHistoricalTrade,
@@ -43,6 +44,7 @@ import {
     IExchangeAssetDto,
     IExchangeInfoDto,
     IGuidIdResultDto,
+    IHistoricalCandlestickDto,
     IHistoricalOrderBookDto,
     IHistoricalInstrumentDto,
     IHistoricalTradeDto,
@@ -58,6 +60,7 @@ import {
     ITradeDto,
     ITradingPairDto,
     IUserDto,
+    IWebsocketTokenDto,
 } from "../dtos";
 import {
     AccountBalanceDtoConverter,
@@ -68,6 +71,7 @@ import {
     CandlestickDtoConverter,
     DateDtoConverter,
     DecimalDtoConverter,
+    HistoricalCandlestickDtoConverter,
     HistoricalOrderBooksDtoConverter,
     HistoricalInstrumentsDtoConverter,
     HistoricalTradesDtoConverter,
@@ -91,6 +95,7 @@ export class ShrimpyApiClient {
     private _candlestickDtoConverter = new CandlestickDtoConverter();
     private _dateDtoConverter = new DateDtoConverter();
     private _decimalDtoConverter = new DecimalDtoConverter();
+    private _historicalCandlestickDtoConverter = new HistoricalCandlestickDtoConverter();
     private _historicalOrderBooksDtoConverter = new HistoricalOrderBooksDtoConverter();
     private _historicalInstrumentsDtoConverter = new HistoricalInstrumentsDtoConverter();
     private _historicalTradesDtoConverter = new HistoricalTradesDtoConverter();
@@ -695,6 +700,41 @@ export class ShrimpyApiClient {
         return this._historicalOrderBooksDtoConverter.convertFromDto(resultDto);
     }
 
+    public async getHistoricalCandles(
+        exchange: string,
+        baseTradingSymbol: string,
+        quoteTradingSymbol: string,
+        startTime: Date,
+        endTime: Date,
+        limit: number,
+        interval: '1m' | '5m' | '15m' | '1h' | '6h' | '1d'
+    ): Promise<IHistoricalCandlestick[]> {
+        const endpoint = `historical/candles`;
+        const parameters: {
+            exchange: string,
+            baseTradingSymbol: string,
+            quoteTradingSymbol: string,
+            startTime: string,
+            endTime: string,
+            limit: number,
+            interval: '1m' | '5m' | '15m' | '1h' | '6h' | '1d'
+        } = {
+            exchange: exchange,
+            baseTradingSymbol: baseTradingSymbol,
+            quoteTradingSymbol: quoteTradingSymbol,
+            startTime: this._dateDtoConverter.convertToDto(startTime),
+            endTime: this._dateDtoConverter.convertToDto(endTime),
+            limit: limit,
+            interval: interval
+        };
+        const resultDto = await this._callEndpoint<IHistoricalCandlestickDto[]>(endpoint, 'GET', parameters, true);
+        const result = resultDto.map((candlestick) => {
+            return this._historicalCandlestickDtoConverter.convertFromDto(candlestick);
+        });
+
+        return result;
+    }
+
     public async getHistoricalInstruments(
         exchange?: string,
         baseTradingSymbol?: string,
@@ -728,6 +768,14 @@ export class ShrimpyApiClient {
         return await this._callEndpoint<IManagementUsage>(endpoint, 'GET', null, true);
     }
 
+/* WebSocket */
+
+    public async getToken(): Promise<string> {
+        const endpoint = `ws/token`;
+        const websocketTokenResult =  await this._callEndpoint<IWebsocketTokenDto>(endpoint, 'GET', null, true);
+
+        return websocketTokenResult.token;
+    }
 
 /* private methods */
 

lib/client/shrimpy-ws-client.ts

@@ -3,20 +3,32 @@ import { ISubscriptionRequest, IWebsocketMessage, IPingMessage, IErrorMessage }
 
 
 export class ShrimpyWsClient {
-    private _websocket: WebSocket;
+    private _baseUrl = 'wss://ws-feed.shrimpy.io';
+    private _token = "";
+
+    private _websocket: WebSocket | undefined = undefined;
+
     private _subscriptionCallbacks: { 
         [subscription: string]: (data: IWebsocketMessage) => void
     } = {};
-
     private _websocketErrorCallback: (error: IErrorMessage) => void;
 
-    constructor (errorCallback: (error: IErrorMessage) => void) {
-        this._websocket = new WebSocket('wss://ws-feed.shrimpy.io/');
+    constructor (errorCallback: (error: IErrorMessage) => void, token: string = "") {
+        let url = this._baseUrl;
+        if (token) {
+            this._token = token;
+            url = this._baseUrl + "?token=" + this._token;
+        }
         this._websocketErrorCallback = errorCallback;
+        this._websocket = new WebSocket(url);
     }
 
     public connect() {
 
+        if (this._websocket == undefined) {
+            return;
+        }
+
         this._websocket.on('open', function open() {
             // Open the connection
         });
@@ -69,10 +81,25 @@ export class ShrimpyWsClient {
         }
     }
 
+    public reconnect(token: string = "") {
+        let url = this._baseUrl;
+        if (token) {
+            this._token = token;
+            url = this._baseUrl + "?token=" + this._token;
+        }
+        this.forceDisconnect();
+        this._websocket = new WebSocket(url);
+        this.connect();
+    }
+
     public subscribe(
         subscriptionRequest: ISubscriptionRequest,
         successCallback: (data: IWebsocketMessage) => void,
     ) {
+        if (this._websocket == undefined) {
+            return;
+        }
+
         if (this._websocket.OPEN == this._websocket.readyState) {
             const topic = this._getTopic(subscriptionRequest);
             this._subscriptionCallbacks[topic] = successCallback;
@@ -86,12 +113,20 @@ export class ShrimpyWsClient {
         const topic = this._getTopic(unsubscriptionRequest);
         delete this._subscriptionCallbacks[topic];
 
+        if (this._websocket == undefined) {
+            return;
+        }
+
         if (this._websocket.OPEN == this._websocket.readyState) {
             this._websocket.send(JSON.stringify(unsubscriptionRequest));
         }
     }
 
     public getReadyState(): number {
+        if (this._websocket == undefined) {
+            return WebSocket.CLOSED;
+        }
+
         return this._websocket.readyState;
     }
 
@@ -117,6 +152,11 @@ export class ShrimpyWsClient {
     }
 
     private _pong(parsedData: IPingMessage) {
+
+        if (this._websocket == undefined) {
+            return;
+        }
+
         const pong = {
             'type': 'pong',
             'data': parsedData.data

lib/dto-converters/historical-candlestick-dto-converter.ts

@@ -0,0 +1,40 @@
+import { IDtoConverter } from "../interfaces";
+import { IHistoricalCandlestickDto } from "../dtos";
+import { IHistoricalCandlestick } from "../models";
+import { DateDtoConverter } from "./date-dto-converter";
+import { DecimalDtoConverter } from "./decimal-dto-converter";
+
+export class HistoricalCandlestickDtoConverter implements IDtoConverter<IHistoricalCandlestickDto, IHistoricalCandlestick> {
+    private _dateDtoConverter: DateDtoConverter = new DateDtoConverter();
+    private _decimalDtoConverter: DecimalDtoConverter = new DecimalDtoConverter();
+
+    public convertFromDto(dto: IHistoricalCandlestickDto): IHistoricalCandlestick {
+        const result: IHistoricalCandlestick = {
+            open: this._decimalDtoConverter.convertFromDto(dto.open),
+            high: this._decimalDtoConverter.convertFromDto(dto.high),
+            low: this._decimalDtoConverter.convertFromDto(dto.low),
+            close: this._decimalDtoConverter.convertFromDto(dto.close),
+            volume: this._decimalDtoConverter.convertFromDto(dto.volume),
+            quoteVolume: dto.quoteVolume,
+            btcVolume: dto.btcVolume,
+            usdVolume: dto.usdVolume,
+            time: this._dateDtoConverter.convertFromDto(dto.time),
+        };
+        return result;
+    }
+
+    public convertToDto(model: IHistoricalCandlestick): IHistoricalCandlestickDto {
+        const result: IHistoricalCandlestickDto = {
+            open: this._decimalDtoConverter.convertToDto(model.open),
+            high: this._decimalDtoConverter.convertToDto(model.high),
+            low: this._decimalDtoConverter.convertToDto(model.low),
+            close: this._decimalDtoConverter.convertToDto(model.close),
+            volume: this._decimalDtoConverter.convertToDto(model.volume),
+            quoteVolume: model.quoteVolume,
+            btcVolume: model.btcVolume,
+            usdVolume: model.usdVolume,
+            time: this._dateDtoConverter.convertToDto(model.time),
+        };
+        return result;
+    }
+}

lib/dto-converters/index.ts

@@ -10,6 +10,7 @@ export * from './date-dto-converter';
 export * from './decimal-dto-converter';
 export * from './dynamic-strategy-dto-converter';
 export * from './exchange-order-book-dto-converter';
+export * from './historical-candlestick-dto-converter';
 export * from './historical-orderbooks-dto-converter';
 export * from './historical-instruments-dto-converter';
 export * from './historical-trades-dto-converter';

lib/dtos/ihistorical-candlestick-dto.ts

@@ -0,0 +1,11 @@
+export interface IHistoricalCandlestickDto {
+    open: string;
+    high: string;
+    low: string;
+    close: string;
+    volume: string;
+    quoteVolume: number;
+    btcVolume: number;
+    usdVolume: number;
+    time: string;
+}

lib/dtos/index.ts

@@ -16,6 +16,7 @@ export * from './iexchange-asset-dto';
 export * from './iexchange-info-dto';
 export * from './iexchange-order-book-dto';
 export * from './iguid-id-result-dto';
+export * from './ihistorical-candlestick-dto';
 export * from './ihistorical-order-book-dto';
 export * from './ihistorical-instrument-dto';
 export * from './ihistorical-trade-dto';
@@ -34,4 +35,5 @@ export * from './itrade-changes-dto';
 export * from './itrade-dto';
 export * from './itrade-fill-dto';
 export * from './itrading-pair-dto';
-export * from './iuser-dto';
+export * from './iuser-dto';
+export * from './iwebsocket-token-dto';

lib/dtos/iwebsocket-token-dto.ts

@@ -0,0 +1,3 @@
+export interface IWebsocketTokenDto {
+    token: string;
+}

lib/models/ihistorical-candlestick.ts

@@ -0,0 +1,13 @@
+import { Decimal } from 'decimal.js';
+
+export interface IHistoricalCandlestick {
+    open: Decimal;
+    high: Decimal;
+    low: Decimal;
+    close: Decimal;
+    volume: Decimal;
+    quoteVolume: number;
+    btcVolume: number;
+    usdVolume: number;
+    time: Date;
+}

lib/models/index.ts

@@ -15,6 +15,7 @@ export * from './iexchange-api-error';
 export * from './iexchange-asset';
 export * from './iexchange-info';
 export * from './iexchange-order-book';
+export * from './ihistorical-candlestick';
 export * from './ihistorical-order-book';
 export * from './ihistorical-instrument';
 export * from './ihistorical-trade';