Merge pull request #47 from tiagosiebler/primeimpl

feat(): pseudo-implement prime auth for ws

src/WebsocketClient.ts

@@ -10,10 +10,12 @@ import {
   isCBExchangeWSEvent,
   isCBExchangeWSRequestOperation,
   isCBINTXWSRequestOperation,
+  isCBPrimeWSRequestOperation,
 } from './lib/websocket/typeGuards.js';
 import {
   getCBExchangeWSSign,
   getCBInternationalWSSign,
+  getCBPrimeWSSign,
   getMergedCBExchangeWSRequestOperations,
   getMergedCBINTXRequestOperations,
   MessageEventLike,
@@ -31,6 +33,8 @@ import {
   WsInternationalAuthenticatedRequestOperation,
   WsInternationalRequestOperation,
   WsOperation,
+  WsPrimeAuthenticatedRequestOperation,
+  WsPrimeRequestOperation,
 } from './types/websockets/requests.js';
 import {
   WsAPITopicRequestParamMap,
@@ -468,6 +472,7 @@ export class WebsocketClient extends BaseWebsocketClient<WsKey> {
           return wsRequestEvent;
         }
         case WS_KEY_MAP.internationalMarketData: {
+          // In case there's ever more operation types than "subscribe" and "unsubscribe"
           if (!['subscribe', 'unsubscribe'].includes(operation)) {
             throw new Error(
               `Unhandled request operation type for CB International WS: "${operation}"`,
@@ -484,8 +489,15 @@ export class WebsocketClient extends BaseWebsocketClient<WsKey> {
 
           return wsRequestEvent;
         }
-        // case WS_KEY_MAP.primeMarketData: {
-        // }
+        case WS_KEY_MAP.primeMarketData: {
+          const wsRequestEvent: WsPrimeRequestOperation<WsTopic> = {
+            type: operation,
+            channel: topicRequest.topic,
+            ...topicRequest.payload,
+          };
+
+          return wsRequestEvent;
+        }
         default: {
           throw new Error(
             `Not implemented for "${wsKey}" yet - if you need Prime or INTX, please get in touch.`,
@@ -646,11 +658,6 @@ export class WebsocketClient extends BaseWebsocketClient<WsKey> {
         // We're over the max topics per request limit. Break into batches.
         const finalOperations: string[] = [];
         for (const operationEvent of operationEvents) {
-          if (!isPrivateChannel) {
-            finalOperations.push(JSON.stringify(operationEvent));
-            continue;
-          }
-
           if (!apiKey || !apiSecret || !apiPassphrase) {
             throw new Error(
               `One or more of apiKey, apiSecret and/or apiPassphrase are missing. These must be provided to use private channels.`,
@@ -681,12 +688,54 @@ export class WebsocketClient extends BaseWebsocketClient<WsKey> {
         return finalOperations;
       }
       case WS_KEY_MAP.primeMarketData: {
+        if (
+          !operationEvents.every((evt) =>
+            isCBPrimeWSRequestOperation(evt, wsKey),
+          )
+        ) {
+          // Don't expect this to ever happen, but just to please typescript...
+          throw new Error(
+            `Unexpected request schema for exchange WS request builder`,
+          );
+        }
+        if (!apiKey || !apiSecret || !apiPassphrase) {
+          throw new Error(
+            `One or more of apiKey, apiSecret and/or apiPassphrase are missing. These must be provided to use private channels.`,
+          );
+        }
+
+        const finalOperations: string[] = [];
+        for (const operationEvent of operationEvents) {
+          const { sign, timestampInSeconds } = await getCBPrimeWSSign({
+            channelName: operationEvent.channel,
+            svcAccountId: operationEvent.svcAccountId,
+            portfolioId: operationEvent.portfolio_id,
+            apiKey,
+            apiSecret,
+            product_ids: operationEvent.product_ids,
+          });
+
+          const wsRequestEventWithSign: WsPrimeAuthenticatedRequestOperation<WsTopic> =
+            {
+              ...operationEvent,
+              api_key_id: apiKey,
+              access_key: apiSecret,
+              passphrase: apiPassphrase,
+              signature: sign,
+              timestamp: timestampInSeconds,
+            };
+
+          finalOperations.push(JSON.stringify(wsRequestEventWithSign));
+        }
+
         throw new Error(
           'CB Prime is not fully implemented yet - awaiting test environment... if you need this, please get in touch.',
         );
+        return finalOperations;
       }
       default: {
-        throw new Error(`Not implemented for "${wsKey}" yet`);
+        throw neverGuard(wsKey, `Not implemented for "${wsKey}" yet`);
+        // throw new Error(`Not implemented for "${wsKey}" yet`);
       }
     }
   }

src/lib/websocket/typeGuards.ts

@@ -7,6 +7,7 @@ import {
 import {
   WsExchangeRequestOperation,
   WsInternationalRequestOperation,
+  WsPrimeRequestOperation,
 } from '../../types/websockets/requests.js';
 import { WS_KEY_MAP, WsKey } from './websocket-util.js';
 
@@ -105,3 +106,27 @@ export function isCBINTXWSRequestOperation<TWSTopic extends string = string>(
 
   return wsKey === WS_KEY_MAP.internationalMarketData;
 }
+
+/**
+ * Silly type guard for the structure of events being sent to the server
+ * (e.g. when subscribing to a topic)
+ */
+export function isCBPrimeWSRequestOperation<TWSTopic extends string = string>(
+  evt: unknown,
+  wsKey: WsKey,
+): evt is WsPrimeRequestOperation<TWSTopic> {
+  if (!isDefinedObject(evt)) {
+    return false;
+  }
+
+  const looselyTypedEvent = evt as WsPrimeRequestOperation<TWSTopic>;
+
+  if (
+    typeof looselyTypedEvent.type !== 'string' ||
+    typeof looselyTypedEvent.channel !== 'string'
+  ) {
+    return false;
+  }
+
+  return wsKey === WS_KEY_MAP.internationalMarketData;
+}

src/lib/websocket/websocket-util.ts

@@ -257,3 +257,41 @@ export async function getCBInternationalWSSign(
 
   return { sign, timestampInSeconds };
 }
+
+/**
+ * Return sign used to authenticate CB Prime WS requests
+ */
+export async function getCBPrimeWSSign(params: {
+  channelName: string;
+  svcAccountId: string;
+  portfolioId: string;
+  apiKey: string;
+  apiSecret: string;
+  product_ids?: string[];
+}): Promise<{
+  timestampInSeconds: string;
+  sign: string;
+}> {
+  const timestampInMs = Date.now();
+  const timestampInSeconds = (timestampInMs / 1000).toFixed(0);
+
+  // channelName + accessKey + svcAccountId + timestamp + portfolioId + products
+  const signInput = [
+    params.channelName,
+    params.apiKey,
+    params.svcAccountId,
+    timestampInSeconds,
+    params.portfolioId,
+    params.product_ids ? params.product_ids.join('') : '',
+  ].join('');
+
+  const sign = await signMessage(
+    signInput,
+    params.apiSecret,
+    'base64',
+    'SHA-256',
+    'base64:web',
+  );
+
+  return { sign, timestampInSeconds };
+}

src/types/websockets/requests.ts

@@ -64,3 +64,31 @@ export type WsInternationalAuthenticatedRequestOperation<
   passphrase: string;
   signature: string;
 };
+
+/**
+ * Public subscribe/unsubscribe requests for the Coinbase Prime product group
+ */
+export interface WsPrimeRequestOperation<TWSTopic extends string = string> {
+  type: WsOperation;
+  channel: TWSTopic;
+  // these should be provided as a payload with the request, else auth will fail
+  svcAccountId: string;
+  portfolio_id: string;
+  product_ids: string[];
+}
+
+/**
+ * Private (authenticated) subscribe/unsubscribe requests for the Coinbase Prime product group
+ *
+ * - https://docs.cdp.coinbase.com/prime/docs/websocket-feed#signing-messages
+ * - https://docs.cdp.coinbase.com/prime/docs/websocket-channels
+ */
+export type WsPrimeAuthenticatedRequestOperation<
+  TWSTopic extends string = string,
+> = WsPrimeRequestOperation<TWSTopic> & {
+  access_key: string;
+  api_key_id: string;
+  passphrase: string;
+  signature: string;
+  timestamp: string;
+};