feat: order history stream (#72)

* feat: order history stream * feat: order history stream * feat: order history stream
InjectiveLabs · Sep 1, 2022 · 4a1f6cd · 4a1f6cd
1 parent e95489f
commit 4a1f6cd
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Showing 6 changed files with 194 additions and 48 deletions.
diff --git a/packages/sdk-ts/package.json b/packages/sdk-ts/package.json
@@ -37,7 +37,7 @@
     "@injectivelabs/chain-api": "^1.8.0-rc8",
     "@injectivelabs/exceptions": "^1.0.9",
     "@injectivelabs/exchange-api": "^2.2.77",
-    "@injectivelabs/indexer-api": "^1.0.15",
+    "@injectivelabs/indexer-api": "^1.0.16",
     "@injectivelabs/networks": "^1.0.14",
     "@injectivelabs/token-metadata": "^1.0.22",
     "@injectivelabs/ts-types": "^1.0.8",

diff --git a/packages/sdk-ts/src/client/indexer/grpc_stream/IndexerGrpcDerivativesStream.ts b/packages/sdk-ts/src/client/indexer/grpc_stream/IndexerGrpcDerivativesStream.ts
@@ -9,14 +9,20 @@ import {
   StreamPositionsResponse,
   StreamMarketRequest,
   StreamMarketResponse,
+  StreamOrdersHistoryRequest,
+  StreamOrdersHistoryResponse,
 } from '@injectivelabs/indexer-api/injective_derivative_exchange_rpc_pb'
 import { InjectiveDerivativeExchangeRPCClient } from '@injectivelabs/indexer-api/injective_derivative_exchange_rpc_pb_service'
-import { TradeDirection, TradeExecutionSide } from '../../../types'
+import {
+  TradeDirection,
+  TradeExecutionSide,
+  TradeExecutionType,
+} from '../../../types'
 import { StreamStatusResponse } from '../types'
 import { isServerSide } from '../../../utils/helpers'
 import { NodeHttpTransport } from '@improbable-eng/grpc-web-node-http-transport'
 import { PaginationOption } from '../../../types/pagination'
-import { DerivativeOrderSide } from '../types/derivatives'
+import { DerivativeOrderSide, DerivativeOrderState } from '../types/derivatives'
 import { IndexerDerivativeStreamTransformer } from '../transformers'
 
 export type DerivativeOrderbookStreamCallback = (
@@ -31,6 +37,12 @@ export type DerivativeOrdersStreamCallback = (
   >,
 ) => void
 
+export type DerivativeOrderHistoryStreamCallback = (
+  resposne: ReturnType<
+    typeof IndexerDerivativeStreamTransformer.orderHistoryStreamCallback
+  >,
+) => void
+
 export type DerivativeTradesStreamCallback = (
   response: ReturnType<
     typeof IndexerDerivativeStreamTransformer.tradesStreamCallback
@@ -138,6 +150,72 @@ export class IndexerGrpcDerivativesStream {
     return stream
   }
 
+  streamDerivativeOrderHistory({
+    subaccountId,
+    marketId,
+    orderTypes,
+    executionTypes,
+    direction,
+    state,
+    callback,
+    onEndCallback,
+    onStatusCallback,
+  }: {
+    marketId?: string
+    subaccountId?: string
+    orderTypes?: DerivativeOrderSide[]
+    executionTypes?: TradeExecutionType[]
+    direction?: TradeDirection
+    state?: DerivativeOrderState
+    callback: DerivativeOrderHistoryStreamCallback
+    onEndCallback?: (status?: StreamStatusResponse) => void
+    onStatusCallback?: (status: StreamStatusResponse) => void
+  }) {
+    const request = new StreamOrdersHistoryRequest()
+
+    if (subaccountId) {
+      request.setSubaccountId(subaccountId)
+    }
+
+    if (marketId) {
+      request.setMarketId(marketId)
+    }
+
+    if (orderTypes) {
+      request.setOrderTypesList(orderTypes)
+    }
+
+    if (direction) {
+      request.setDirection(direction)
+    }
+
+    if (state) {
+      request.setState(state)
+    }
+
+    if (executionTypes) {
+      request.setExecutionTypesList(executionTypes)
+    }
+
+    const stream = this.client.streamOrdersHistory(request)
+
+    stream.on('data', (response: StreamOrdersHistoryResponse) => {
+      callback(
+        IndexerDerivativeStreamTransformer.orderHistoryStreamCallback(response),
+      )
+    })
+
+    if (onEndCallback) {
+      stream.on('end', onEndCallback)
+    }
+
+    if (onStatusCallback) {
+      stream.on('status', onStatusCallback)
+    }
+
+    return stream
+  }
+
   streamDerivativeTrades({
     marketIds,
     marketId,

diff --git a/packages/sdk-ts/src/client/indexer/grpc_stream/IndexerGrpcSpotStream.ts b/packages/sdk-ts/src/client/indexer/grpc_stream/IndexerGrpcSpotStream.ts
@@ -7,14 +7,20 @@ import {
   StreamTradesResponse,
   StreamMarketsRequest,
   StreamMarketsResponse,
+  StreamOrdersHistoryRequest,
+  StreamOrdersHistoryResponse,
 } from '@injectivelabs/indexer-api/injective_spot_exchange_rpc_pb'
 import { InjectiveSpotExchangeRPCClient } from '@injectivelabs/indexer-api/injective_spot_exchange_rpc_pb_service'
-import { TradeExecutionSide, TradeDirection } from '../../../types'
+import {
+  TradeExecutionSide,
+  TradeDirection,
+  TradeExecutionType,
+} from '../../../types'
 import { StreamStatusResponse } from '../types'
 import { isServerSide } from '../../../utils/helpers'
 import { NodeHttpTransport } from '@improbable-eng/grpc-web-node-http-transport'
 import { PaginationOption } from '../../../types/pagination'
-import { SpotOrderSide } from '../types/spot'
+import { SpotOrderSide, SpotOrderState } from '../types/spot'
 import { IndexerSpotStreamTransformer } from '../transformers'
 
 export type MarketsStreamCallback = (response: StreamMarketsResponse) => void
@@ -31,6 +37,12 @@ export type SpotOrdersStreamCallback = (
   >,
 ) => void
 
+export type SpotOrderHistoryStreamCallback = (
+  response: ReturnType<
+    typeof IndexerSpotStreamTransformer.orderHistoryStreamCallback
+  >,
+) => void
+
 export type SpotTradesStreamCallback = (
   response: ReturnType<
     typeof IndexerSpotStreamTransformer.tradesStreamCallback
@@ -126,6 +138,72 @@ export class IndexerGrpcSpotStream {
     return stream
   }
 
+  streamSpotOrderHistory({
+    marketId,
+    subaccountId,
+    orderTypes,
+    executionTypes,
+    direction,
+    state,
+    callback,
+    onEndCallback,
+    onStatusCallback,
+  }: {
+    marketId?: string
+    subaccountId?: string
+    orderTypes?: SpotOrderSide[]
+    executionTypes?: TradeExecutionType[]
+    direction?: TradeDirection
+    state?: SpotOrderState
+    callback: SpotOrderHistoryStreamCallback
+    onEndCallback?: (status?: StreamStatusResponse) => void
+    onStatusCallback?: (status: StreamStatusResponse) => void
+  }) {
+    const request = new StreamOrdersHistoryRequest()
+
+    if (subaccountId) {
+      request.setSubaccountId(subaccountId)
+    }
+
+    if (marketId) {
+      request.setMarketId(marketId)
+    }
+
+    if (orderTypes) {
+      request.setOrderTypesList(orderTypes)
+    }
+
+    if (direction) {
+      request.setDirection(direction)
+    }
+
+    if (state) {
+      request.setState(state)
+    }
+
+    if (executionTypes) {
+      request.setExecutionTypesList(executionTypes)
+    }
+
+    const stream = this.client.streamOrdersHistory(request)
+
+    stream.on('data', (response: StreamOrdersHistoryResponse) => {
+      callback(
+        IndexerSpotStreamTransformer.orderHistoryStreamCallback(response)
+      )
+    })
+
+    if (onEndCallback) {
+      stream.on('end', onEndCallback)
+    }
+
+    if (onStatusCallback) {
+      stream.on('status', onStatusCallback)
+    }
+
+    return stream
+  }
+
   streamSpotTrades({
     marketIds,
     marketId,

diff --git a/packages/sdk-ts/src/client/indexer/transformers/IndexerDerivativeStreamTransformer.ts b/packages/sdk-ts/src/client/indexer/transformers/IndexerDerivativeStreamTransformer.ts
@@ -3,6 +3,7 @@ import {
   StreamTradesResponse,
   StreamPositionsResponse,
   StreamOrdersResponse,
+  StreamOrdersHistoryResponse
 } from '@injectivelabs/indexer-api/injective_derivative_exchange_rpc_pb'
 import { StreamOperation } from '../../../types/index'
 import { IndexerGrpcDerivativeTransformer } from './IndexerGrpcDerivativeTransformer'
@@ -61,4 +62,16 @@ export class IndexerDerivativeStreamTransformer {
       timestamp: response.getTimestamp(),
     }
   }
+
+  static orderHistoryStreamCallback = (response: StreamOrdersHistoryResponse) => {
+    const order = response.getOrder()
+
+    return {
+      order: order
+        ? IndexerGrpcDerivativeTransformer.grpcOrderHistoryToOrderHistory(order)
+        : undefined,
+      operation: response.getOperationType() as StreamOperation,
+      timestamp: response.getTimestamp()
+    }
+  }
 }
diff --git a/packages/sdk-ts/src/client/indexer/transformers/IndexerSpotStreamTransformer.ts b/packages/sdk-ts/src/client/indexer/transformers/IndexerSpotStreamTransformer.ts
@@ -2,6 +2,7 @@ import {
   StreamOrderbookResponse,
   StreamTradesResponse,
   StreamOrdersResponse,
+  StreamOrdersHistoryResponse,
 } from '@injectivelabs/indexer-api/injective_spot_exchange_rpc_pb'
 import { StreamOperation } from '../../../types'
 import { IndexerGrpcSpotTransformer } from './IndexerGrpcSpotTransformer'
@@ -49,4 +50,16 @@ export class IndexerSpotStreamTransformer {
       timestamp: response.getTimestamp(),
     }
   }
+
+  static orderHistoryStreamCallback = (response: StreamOrdersHistoryResponse) => {
+    const order = response.getOrder()
+
+    return {
+      order: order
+        ? IndexerGrpcSpotTransformer.grpcOrderHistoryToOrderHistory(order)
+        : undefined,
+      operation: response.getOperationType() as StreamOperation,
+      timestamp: response.getTimestamp(),
+    }
+  }
 }
diff --git a/yarn.lock b/yarn.lock
@@ -1718,10 +1718,10 @@
     "@improbable-eng/grpc-web" "^0.14.0"
     google-protobuf "^3.14.0"
 
-"@injectivelabs/indexer-api@^1.0.15":
-  version "1.0.15"
-  resolved "https://registry.yarnpkg.com/@injectivelabs/indexer-api/-/indexer-api-1.0.15.tgz#cf71963973cf78eb843106ff412dd7d566d8bc89"
-  integrity sha512-eT0MFEhlRLwaqOE/i1m4VfQDh8dJzwW1RMm1lHeuwBCLuz/0VpFiFnmWQvgPnU6769l9SlIncvsFVx/cBfE4jQ==
+"@injectivelabs/indexer-api@^1.0.16":
+  version "1.0.16"
+  resolved "https://registry.yarnpkg.com/@injectivelabs/indexer-api/-/indexer-api-1.0.16.tgz#36a762a771c2644a26b56250eed56ff23500dfbc"
+  integrity sha512-694Pije1YfNwe8UyrflvfzPgTvVF70hxkmWdzOkEZkQ1fybGcpXtAlCI2rIxcUXKqU13qnK9g8drl7tNqqb/fg==
   dependencies:
     "@improbable-eng/grpc-web" "^0.14.0"
     google-protobuf "^3.14.0"
@@ -8075,7 +8075,7 @@ glob-parent@^5.1.1, glob-parent@^5.1.2, glob-parent@~5.1.2:
   dependencies:
     is-glob "^4.0.1"
 
-glob@7.2.3, glob@^7.0.0, glob@^7.0.5, glob@^7.1.1, glob@^7.1.3, glob@^7.1.4, glob@^7.1.6, glob@^7.2.0:
+glob@7.2.3, glob@^7.0.5, glob@^7.1.1, glob@^7.1.3, glob@^7.1.4, glob@^7.1.6, glob@^7.2.0:
   version "7.2.3"
   resolved "https://registry.yarnpkg.com/glob/-/glob-7.2.3.tgz#b8df0fb802bbfa8e89bd1d938b4e16578ed44f2b"
   integrity sha512-nFR0zLpU2YCaRxwoCJvL6UvCH2JFyFVIvwTLsIf21AuHlMskA1hhTdk+LlYJtOlYt9v6dvszD2BGRqBL+iQK9Q==
@@ -8725,11 +8725,6 @@ internal-slot@^1.0.3:
     has "^1.0.3"
     side-channel "^1.0.4"
 
-interpret@^1.0.0:
-  version "1.4.0"
-  resolved "https://registry.yarnpkg.com/interpret/-/interpret-1.4.0.tgz#665ab8bc4da27a774a40584e812e3e0fa45b1a1e"
-  integrity sha512-agE4QfB2Lkp9uICn7BAqoscw4SZP9kTE2hxiFI3jBPmXJfdqiahTbUuKGsMoN2GtqL9AxhYioAcVvgsb1HvRbA==
-
 invariant@2:
   version "2.2.4"
   resolved "https://registry.yarnpkg.com/invariant/-/invariant-2.2.4.tgz#610f3c92c9359ce1db616e538008d23ff35158e6"
@@ -10040,13 +10035,6 @@ lines-and-columns@^1.1.6:
   resolved "https://registry.yarnpkg.com/lines-and-columns/-/lines-and-columns-1.2.4.tgz#eca284f75d2965079309dc0ad9255abb2ebc1632"
   integrity sha512-7ylylesZQ/PV29jhEDl3Ufjo6ZX7gCqJr5F7PKrqc93v7fzSymt1BpwEU8nAUXs8qzzvqhbjhK5QZg6Mt/HkBg==
 
-link-module-alias@^1.2.0:
-  version "1.2.0"
-  resolved "https://registry.yarnpkg.com/link-module-alias/-/link-module-alias-1.2.0.tgz#6a3b7b014cfe18b2759a1222fffce6a40fc120e4"
-  integrity sha512-ahPjXepbSVKbahTB6LxR//VHm8HPfI+QQygCH+E82spBY4HR5VPJTvlhKBc9F7muVxnS6C1rRfoPOXAbWO/fyw==
-  dependencies:
-    chalk "^2.4.1"
-
 linkify-it@^3.0.1:
   version "3.0.3"
   resolved "https://registry.yarnpkg.com/linkify-it/-/linkify-it-3.0.3.tgz#a98baf44ce45a550efb4d49c769d07524cc2fa2e"
@@ -10732,7 +10720,7 @@ minimist-options@4.1.0:
     is-plain-obj "^1.1.0"
     kind-of "^6.0.3"
 
-minimist@1.2.6, minimist@^1.2.0, minimist@^1.2.3, minimist@^1.2.5, minimist@^1.2.6, minimist@~1.2.5:
+minimist@1.2.6, minimist@^1.2.0, minimist@^1.2.5, minimist@^1.2.6, minimist@~1.2.5:
   version "1.2.6"
   resolved "https://registry.yarnpkg.com/minimist/-/minimist-1.2.6.tgz#8637a5b759ea0d6e98702cfb3a9283323c93af44"
   integrity sha512-Jsjnk4bw3YJqYzbdyBiNsPWHPfO++UGG749Cxs6peCu5Xg4nrena6OVxOYxrQTqww0Jmwt+Ref8rggumkTLz9Q==
@@ -12466,13 +12454,6 @@ readonly-date@^1.0.0:
   resolved "https://registry.yarnpkg.com/readonly-date/-/readonly-date-1.0.0.tgz#5af785464d8c7d7c40b9d738cbde8c646f97dcd9"
   integrity sha512-tMKIV7hlk0h4mO3JTmmVuIlJVXjKk3Sep9Bf5OH0O+758ruuVkUy2J9SttDLm91IEX/WHlXPSpxMGjPj4beMIQ==
 
-rechoir@^0.6.2:
-  version "0.6.2"
-  resolved "https://registry.yarnpkg.com/rechoir/-/rechoir-0.6.2.tgz#85204b54dba82d5742e28c96756ef43af50e3384"
-  integrity sha512-HFM8rkZ+i3zrV+4LQjwQ0W+ez98pApMGM3HUrN04j3CqzPOzl9nmP15Y8YXNm8QHGv/eacOVEjqhmWpkRV0NAw==
-  dependencies:
-    resolve "^1.1.6"
-
 redent@^3.0.0:
   version "3.0.0"
   resolved "https://registry.yarnpkg.com/redent/-/redent-3.0.0.tgz#e557b7998316bb53c9f1f56fa626352c6963059f"
@@ -12626,7 +12607,7 @@ resolve.exports@^1.1.0:
   resolved "https://registry.yarnpkg.com/resolve.exports/-/resolve.exports-1.1.0.tgz#5ce842b94b05146c0e03076985d1d0e7e48c90c9"
   integrity sha512-J1l+Zxxp4XK3LUDZ9m60LRJF/mAe4z6a4xyabPHk7pvK5t35dACV32iIjJDFeWZFfZlO29w6SZ67knR0tHzJtQ==
 
-resolve@^1.0.0, resolve@^1.1.6, resolve@^1.10.0, resolve@^1.14.2, resolve@^1.20.0, resolve@^1.22.0:
+resolve@^1.0.0, resolve@^1.10.0, resolve@^1.14.2, resolve@^1.20.0, resolve@^1.22.0:
   version "1.22.1"
   resolved "https://registry.yarnpkg.com/resolve/-/resolve-1.22.1.tgz#27cb2ebb53f91abb49470a928bba7558066ac177"
   integrity sha512-nBpuuYuY5jFsli/JIs1oldw6fOQCBioohqWZg/2hiaOybXOft4lonv85uDOKXdf8rhyK159cxU5cDcK/NKk8zw==
@@ -13057,15 +13038,6 @@ shell-quote@^1.6.1:
   resolved "https://registry.yarnpkg.com/shell-quote/-/shell-quote-1.7.3.tgz#aa40edac170445b9a431e17bb62c0b881b9c4123"
   integrity sha512-Vpfqwm4EnqGdlsBFNmHhxhElJYrdfcxPThu+ryKS5J8L/fhAwLazFZtq+S+TWZ9ANj2piSQLGj6NQg+lKPmxrw==
 
-shelljs@^0.8.5:
-  version "0.8.5"
-  resolved "https://registry.yarnpkg.com/shelljs/-/shelljs-0.8.5.tgz#de055408d8361bed66c669d2f000538ced8ee20c"
-  integrity sha512-TiwcRcrkhHvbrZbnRcFYMLl30Dfov3HKqzp5tO5b4pt6G/SezKcYhmDg15zXVBswHmctSAQKznqNW2LO5tTDow==
-  dependencies:
-    glob "^7.0.0"
-    interpret "^1.0.0"
-    rechoir "^0.6.2"
-
 shiki@^0.10.1:
   version "0.10.1"
   resolved "https://registry.yarnpkg.com/shiki/-/shiki-0.10.1.tgz#6f9a16205a823b56c072d0f1a0bcd0f2646bef14"
@@ -13075,14 +13047,6 @@ shiki@^0.10.1:
     vscode-oniguruma "^1.6.1"
     vscode-textmate "5.2.0"
 
-shx@^0.3.2, shx@^0.3.3:
-  version "0.3.4"
-  resolved "https://registry.yarnpkg.com/shx/-/shx-0.3.4.tgz#74289230b4b663979167f94e1935901406e40f02"
-  integrity sha512-N6A9MLVqjxZYcVn8hLmtneQWIJtp8IKzMP4eMnx+nqkvXoqinUPCbUFLp2UcWTEIUONhlk0ewxr/jaVGlc+J+g==
-  dependencies:
-    minimist "^1.2.3"
-    shelljs "^0.8.5"
-
 side-channel@^1.0.4:
   version "1.0.4"
   resolved "https://registry.yarnpkg.com/side-channel/-/side-channel-1.0.4.tgz#efce5c8fdc104ee751b25c58d4290011fa5ea2cf"