ErrorMessage extends StreamMessage (fixes coinbase#30)

Panagis1980 · Sep 22, 2017 · a99fd39 · a99fd39
1 parent 7f3293b
commit a99fd39
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Showing 3 changed files with 36 additions and 12 deletions.
diff --git a/src/core/Messages.ts b/src/core/Messages.ts
@@ -29,12 +29,13 @@ export function isStreamMessage(msg: any): boolean {
     return !!msg.type;
 }
 
-export interface ErrorMessage {
+export interface ErrorMessage extends StreamMessage {
     message: string;
+    details?: any;
 }
 
 export function isErrorMessage(msg: any): boolean {
-    return !!msg.message && typeof msg.message === 'string';
+    return isStreamMessage(msg) && !!msg.message && typeof msg.message === 'string';
 }
 
 export interface UnknownMessage extends StreamMessage {
@@ -43,6 +44,10 @@ export interface UnknownMessage extends StreamMessage {
     message: any;
 }
 
+export function isUnknownMessage(msg: any): boolean {
+    return isStreamMessage(msg) && !!msg.message && typeof msg.message !== 'string';
+}
+
 /**
  * Root definition for messages that stem from a websocket feed
  */

diff --git a/src/exchanges/gdax/GDAXFeed.ts b/src/exchanges/gdax/GDAXFeed.ts
@@ -16,6 +16,7 @@ import { AuthHeaders, GDAXAuthConfig, GDAXExchangeAPI } from './GDAXExchangeAPI'
 import { Big } from '../../lib/types';
 import {
     ChangedOrderMessage,
+    ErrorMessage,
     LevelMessage,
     MyOrderPlacedMessage,
     NewOrderMessage,
@@ -32,6 +33,7 @@ import { OrderPool } from '../../lib/BookBuilder';
 import {
     GDAXChangeMessage, GDAXChannel,
     GDAXDoneMessage,
+    GDAXErrorMessage,
     GDAXL2UpdateMessage,
     GDAXMatchMessage,
     GDAXMessage,
@@ -374,12 +376,20 @@ export class GDAXFeed extends ExchangeFeed {
                     price: change.price,
                     newSize: change.new_size
                 } as ChangedOrderMessage;
+            case 'error':
+                const error: GDAXErrorMessage = feedMessage as GDAXErrorMessage;
+                return {
+                    type: 'error',
+                    time: new Date(),
+                    message: error.message,
+                    details: { reason: error.reason }
+                } as ErrorMessage;
             default:
                 return {
                     type: 'unknown',
                     time: new Date(),
                     sequence: (feedMessage as any).sequence,
-                    productId: feedMessage.product_id,
+                    productId: (feedMessage as any).product_id,
                     message: feedMessage
                 } as UnknownMessage;
         }

diff --git a/src/exchanges/gdax/GDAXMessages.ts b/src/exchanges/gdax/GDAXMessages.ts
@@ -18,7 +18,6 @@
 
 export interface GDAXMessage {
     type: string;
-    product_id: string;
     user_id?: string; // Authenticated messages only
 }
 
@@ -27,12 +26,22 @@ export interface GDAXChannel {
     product_ids: string[];
 }
 
-export interface GDAXSubscriptionsMessage {
+export interface GDAXErrorMessage extends GDAXMessage {
+    type: string;
+    message: string;
+    reason: string;
+}
+
+export interface GDAXProductMessage extends GDAXMessage {
+    product_id: string;
+}
+
+export interface GDAXSubscriptionsMessage extends GDAXMessage {
     type: string;
     channels: GDAXChannel[];
 }
 
-export interface GDAXOpenMessage extends GDAXMessage {
+export interface GDAXOpenMessage extends GDAXProductMessage {
     sequence: number;
     time: string;
     order_id: string;
@@ -41,7 +50,7 @@ export interface GDAXOpenMessage extends GDAXMessage {
     side: string;
 }
 
-export interface GDAXDoneMessage extends GDAXMessage {
+export interface GDAXDoneMessage extends GDAXProductMessage {
     sequence: number;
     time: string;
     price: string;
@@ -51,7 +60,7 @@ export interface GDAXDoneMessage extends GDAXMessage {
     remaining_size: string;
 }
 
-export interface GDAXMatchMessage extends GDAXMessage {
+export interface GDAXMatchMessage extends GDAXProductMessage {
     sequence: number;
     time: string;
     trade_id: string;
@@ -62,7 +71,7 @@ export interface GDAXMatchMessage extends GDAXMessage {
     side: string;
 }
 
-export interface GDAXChangeMessage extends GDAXMessage {
+export interface GDAXChangeMessage extends GDAXProductMessage {
     sequence: number;
     time: string;
     order_id: string;
@@ -74,11 +83,11 @@ export interface GDAXChangeMessage extends GDAXMessage {
     side: string;
 }
 
-export interface GDAXL2UpdateMessage extends GDAXMessage {
+export interface GDAXL2UpdateMessage extends GDAXProductMessage {
     changes: string[][]; // [ [ side, price, newSize ] ]
 }
 
-export interface GDAXTickerMessage extends GDAXMessage {
+export interface GDAXTickerMessage extends GDAXProductMessage {
     trade_id: number;
     sequence: number;
     time: string;
@@ -89,7 +98,7 @@ export interface GDAXTickerMessage extends GDAXMessage {
     last_size: string;
 }
 
-export interface GDAXSnapshotMessage extends GDAXMessage {
+export interface GDAXSnapshotMessage extends GDAXProductMessage {
     bids: string[][]; // [ [price, size] ]
     asks: string[][]; // [ [price, size] ]
 }