orderbook.js

const { DefaultLogger, WebsocketClient } = require("bybit-api");
const { OrderBookLevel, OrderBooksStore } = require("orderbooks");

const OrderBooks = new OrderBooksStore({
  traceLog: true,
  checkTimestamps: false,
});

// connect to a websocket and relay orderbook events to handlers
const ws = new WebsocketClient({ testnet: false, market: "spot" });

ws.on("update", (message) => {
  if (message.topic.toLowerCase().startsWith("orderbook")) {
    return handleOrderbookUpdate(message);
  }
});

ws.subscribe("orderBookL2_25.BTCUSD");

// parse orderbook messages, detect snapshot vs delta, and format properties using OrderBookLevel
function handleOrderbookUpdate(message) {
  const { topic, type, data, timestamp_e6 } = message;
  const [topicKey, symbol] = topic.split(".");

  if (type === "snapshot") {
    return OrderBooks.handleSnapshot(
      symbol,
      data.map(mapBybitBookSlice),
      timestamp_e6 / 1000
      // message,
    ).print();
  }

  if (type === "delta") {
    const deleteLevels = data.delete.map(mapBybitBookSlice);
    const updateLevels = data.update.map(mapBybitBookSlice);
    const insertLevels = data.insert.map(mapBybitBookSlice);
    return OrderBooks.handleDelta(
      symbol,
      deleteLevels,
      updateLevels,
      insertLevels,
      timestamp_e6 / 1000
    ).print();
  }

  console.error("unhandled orderbook update type: ", type);
}

// Low level map of exchange properties to expected local properties
function mapBybitBookSlice(level) {
  return OrderBookLevel(level.symbol, +level.price, level.side, level.size);
}

module.export = handleOrderbookUpdate;