feat: Add ws proxy server and client

cert.pem

@@ -0,0 +1,19 @@
+-----BEGIN CERTIFICATE-----
+MIIDATCCAekCFANi/vgvNCE/QMwmMvTqYzJ8KUdSMA0GCSqGSIb3DQEBCwUAMD0x
+CzAJBgNVBAYTAlVTMQswCQYDVQQIDAJXQTEQMA4GA1UEBwwHU2VhdHRsZTEPMA0G
+A1UECgwGSHVza2x5MB4XDTIzMTIwNzAxMzQyMVoXDTI0MDEwNjAxMzQyMVowPTEL
+MAkGA1UEBhMCVVMxCzAJBgNVBAgMAldBMRAwDgYDVQQHDAdTZWF0dGxlMQ8wDQYD
+VQQKDAZIdXNrbHkwggEiMA0GCSqGSIb3DQEBAQUAA4IBDwAwggEKAoIBAQDaRoG5
+iMYVNQBLQtyc/98xisbWT7XEbRhWkxSgGep/G/1by/Y0YiI79fFK9Bw7mlabSmmj
+VnW5fI/iSGXp7WO1CWSwT5QNXpUnJ3igal38YhR1H3OCgi9VlJOiKLUi0omsKy48
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+MuWrfT1KZ+7KKC6cRD7AsXHZl1hh4xlssiz6muBrhJzSvs6jhBaHnQM72FVizMjC
+ET/B8GukZh2ba9nbg0JPn+IxgrDbMfBBtOPXIfZDpHsGHzoBPjrZjkHAXV8PaWWA
+k57FDqOjnl/h26vujBQgOZScTvLfvcIG+h/GQwd5VRAH9wJdo6WFQlBZ9SUvWOH1
+nWLbx0ohVFAOE7RV1d50bQjoASBz6zHIhR3Odd2oovtqb+cHAlhbv+I9Mkr6U6QW
+VdXNs7M=
+-----END CERTIFICATE-----

key.pem

@@ -0,0 +1,28 @@
+-----BEGIN PRIVATE KEY-----
+MIIEvQIBADANBgkqhkiG9w0BAQEFAASCBKcwggSjAgEAAoIBAQDaRoG5iMYVNQBL
+Qtyc/98xisbWT7XEbRhWkxSgGep/G/1by/Y0YiI79fFK9Bw7mlabSmmjVnW5fI/i
+SGXp7WO1CWSwT5QNXpUnJ3igal38YhR1H3OCgi9VlJOiKLUi0omsKy48fPp7mGUO
+xR4dSGdXMEobrOPH0PxpZpOUXmK6KKe+/iOxhw2uqN7B88vcSd9dwOEPJgSrXU5i
+TrcNqqHEr+/Dj8tKXKETNly5Gi6233owqDUggcZ0wjXeysR2uM0GV25cl7Hpar1c
+sx6sYWfccmHoXdhMmAdyCS4dAGwN+J/jxqtb97jWqUSe8R4o/sIzu/fqbpTB8T/D
+x1fJqxXrAgMBAAECggEAI6btjHD3LcKU9DYNE8XFXnG07Y9ieJ17IrTuYwIop69a
+MDK92auHvPR8f4okzGV2rPG4FHpMS0o5tDOwFcf1B75riFLPM2nWAem0Dbuh81XP
+0pubAd+ivJ9Ch/OPNotd+lWpPS8KuMJZC1MOCqlnW7ni+OdB40LS36JmC49pH8+z
+u2+pGq7H77nPkuk72Ma1sAqcyZmqungmpoa0q2x3EBOqq//njk74PJb+V7qcvR9g
+lUwdM4Sh4HdhvmZ/C01YPC/4UcztJgowTBbKK6WdpsSwjhP60I3yPBloJr+lYMAX
+YQVTrePK4JWqltvL+Bdjlz2VTd8YiXrwW7sknuXRWQKBgQD+kzw0nym9Rpg68Fa1
+McWnfxXaFEh/50XY1cK3fPO5J7pdrHnZLHIBi/1q0nCo0YKb/P/8OjObhTnCa4J9
+NtGhmju7QU1yTWGgNG+o2NlGrNrAvVwcWUmRyuyNczN3QCak86oteZk3jrDKL8CW
+j48buonk7MP5oMp6U6Wj5PGbYwKBgQDbf0KMeSSJX05eqar9MjjHV8eAm4EvrCrZ
+/Q8rGYq81dwklB/YZyf26bALSyqznbvp9sCdo58x4XPnHwwe+zWWKrsthZxsF7Fi
+jW9BM9TRhvhe5IQWHywxtWvyv5eZNhpkbNLyogm7NOWwUIuE4z3j8bxi883GgoK9
+rGjp56fV2QKBgQCPafKo0mF5N6Pa0DqIqRloWre8u2B8bZVzqjiflczXqgHbc6bR
+KbCwHmUNILBG6oBh0A2F0mPwYQVA+b/xOkiueWzc+NTgZ6dv0Rp2THNa1VYG7qZN
+ch93+pF4vkVoEMO0eXCNXctq+P+vZ2dfalB8loHIbXmZz3NBpo3R3tAdcQKBgHjb
+MFRSW5i7/lXHDBwPrA2uum2IsfAC1zFh0hlEHgztoCIP4RzxZ6Lfdwww3hk6D366
+W8IwlnYLkhq/EJh6bz3410kwWTl3Ljd6crivBk48B8OQBV582YOhRgfKEHnOvWdw
+OBJawArxDEsxfjC0Qp6gur6tSS81KzGunbG02Me5AoGAKwTP+5uB0kdE24AvEDND
+1ozkss9Dl4wjF0ucTzqwOT2iPlyM6sYEQzbjeMkpyGLVJbIWpNTSvzHj389mImRt
+i2URj3r/EIrdgSLKXzxMyJc+ToM705v4OgZYAuSLQSTaSBH6C1Kuw+l8UCuWK6/p
+i4X9qUqQUd9bT/Zh9nGs9G0=
+-----END PRIVATE KEY-----

src/client/realWsJsonClient.ts

@@ -5,7 +5,7 @@ import {
   RawPayloadResponse,
   WsJsonRawMessage,
 } from "./tdaWsJsonTypes";
-import { Constructor, debugLog, findByTypeOrThrow } from "./util";
+import { Constructor, debugLog, findByTypeOrThrow, throwError } from "./util";
 import MulticastIterator from "obgen/multicastIterator";
 import BufferedIterator from "obgen/bufferedIterator";
 import { isConnectionResponse, isLoginResponse } from "./messageTypeHelpers";
@@ -92,7 +92,7 @@ export enum ChannelState {
   ERROR,
 }
 
-const logger = debug("ws");
+const logger = debug("realWsJsonClient");
 
 const messageHandlers: WebSocketApiMessageHandler<never, any>[] = [
   new CancelAlertMessageHandler(),
@@ -121,9 +121,9 @@ export default class RealWsJsonClient implements WsJsonClient {
   private buffer = new BufferedIterator<ParsedWebSocketResponse>();
   private iterator = new MulticastIterator(this.buffer);
   private state = ChannelState.DISCONNECTED;
+  private accessToken?: string;
 
   constructor(
-    private readonly accessToken: string,
     private readonly socket = new WebSocket(
       "wss://services.thinkorswim.com/Services/WsJson",
       {
@@ -148,7 +148,10 @@ export default class RealWsJsonClient implements WsJsonClient {
     )
   ) {}
 
-  async authenticate(): Promise<RawLoginResponseBody | null> {
+  async authenticate(
+    accessToken: string
+  ): Promise<RawLoginResponseBody | null> {
+    this.accessToken = accessToken;
     const { state } = this;
     switch (state) {
       case ChannelState.DISCONNECTED:
@@ -189,6 +192,9 @@ export default class RealWsJsonClient implements WsJsonClient {
     logger("⬅️\treceived %O", message);
     if (isConnectionResponse(message)) {
       const handler = findByTypeOrThrow(messageHandlers, LoginMessageHandler);
+      if (!accessToken) {
+        throwError("access token is required, cannot authenticate");
+      }
       this.sendMessage(handler.buildRequest(accessToken));
     } else if (isLoginResponse(message)) {
       this.handleLoginResponse(message, resolve, reject);
@@ -356,6 +362,7 @@ export default class RealWsJsonClient implements WsJsonClient {
     } else {
       this.state = ChannelState.ERROR;
       reject(`Login failed: ${body.message}`);
+      this.disconnect();
     }
   }
 

src/client/wsJsonClient.ts

@@ -31,9 +31,10 @@ import {
 } from "./types/alertTypes";
 import { MarketDepthResponse } from "./services/marketDepthMessageHandler";
 import { GetWatchlistResponse } from "./services/getWatchlistMessageHandler";
+import { Disposable } from "../server/disposable";
 
-export interface WsJsonClient {
-  authenticate(): Promise<RawLoginResponseBody | null>;
+export interface WsJsonClient extends Disposable {
+  authenticate(accessToken: string): Promise<RawLoginResponseBody | null>;
 
   isConnected(): boolean;
 
@@ -81,8 +82,6 @@ export interface WsJsonClient {
 
   userProperties(): Promise<UserPropertiesResponse>;
 
-  disconnect(): void;
-
   marketDepth(symbol: string): AsyncIterable<MarketDepthResponse>;
 
   watchlist(watchlistId: number): Promise<GetWatchlistResponse>;

src/client/wsJsonClientAuth.ts

@@ -1,11 +1,14 @@
 import { OAuth2Client, OAuth2Token } from "@badgateway/oauth2-client";
 import { WsJsonClient } from "./wsJsonClient";
+import debug from "debug";
+
+const logger = debug("wsJsonClientAuth");
 
 export default class WsJsonClientAuth {
   private readonly oauthClient: OAuth2Client;
 
   constructor(
-    private readonly wsJsonClientFactory: (accessToken: string) => WsJsonClient,
+    private readonly wsJsonClientFactory: () => WsJsonClient,
     clientId: string,
     originalFetch: typeof fetch
   ) {
@@ -22,21 +25,22 @@ export default class WsJsonClientAuth {
   }
 
   async authenticateWithRetry(token: OAuth2Token): Promise<AuthResult> {
-    const client = this.wsJsonClientFactory(token.accessToken);
+    const client = this.wsJsonClientFactory();
     try {
-      await client.authenticate();
+      await client.authenticate(token.accessToken);
       return { token, client };
     } catch (e) {
       return await this.refreshToken(token);
     }
   }
 
   async refreshToken(token: OAuth2Token): Promise<AuthResult> {
+    logger("attempting token refresh");
     const { oauthClient } = this;
     try {
       const newToken = await oauthClient.refreshToken(token);
-      const client = this.wsJsonClientFactory(newToken.accessToken);
-      await client.authenticate();
+      const client = this.wsJsonClientFactory();
+      await client.authenticate(newToken.accessToken);
       // oauthClient.refreshToken() doesn't return the refresh token so we need to re-add it
       const refreshedToken = { ...newToken, refreshToken: token.refreshToken };
       return { token: refreshedToken, client };

src/client/wsJsonClientProxy.ts

@@ -0,0 +1,226 @@
+import { WsJsonClient } from "./wsJsonClient";
+import { PositionsResponse } from "./services/positionsMessageHandler";
+import { RawLoginResponseBody } from "./services/loginMessageHandler";
+import {
+  CancelAlertResponse,
+  CreateAlertResponse,
+  LookupAlertsResponse,
+} from "./types/alertTypes";
+import { CancelOrderResponse } from "./services/cancelOrderMessageHandler";
+import {
+  ChartRequestParams,
+  ChartResponse,
+} from "./services/chartMessageHandler";
+import { CreateAlertRequestParams } from "./services/createAlertMessageHandler";
+import { MarketDepthResponse } from "./services/marketDepthMessageHandler";
+import { OptionChainResponse } from "./services/optionSeriesMessageHandler";
+import {
+  OptionChainDetailsRequest,
+  OptionChainDetailsResponse,
+} from "./services/optionChainDetailsMessageHandler";
+import { OptionSeriesQuotesResponse } from "./services/optionSeriesQuotesMessageHandler";
+import {
+  OptionQuotesRequestParams,
+  OptionQuotesResponse,
+} from "./services/optionQuotesMessageHandler";
+import {
+  PlaceLimitOrderRequestParams,
+  PlaceOrderSnapshotResponse,
+} from "./services/placeOrderMessageHandler";
+import { QuotesResponse } from "./services/quotesMessageHandler";
+import { OrderEventsResponse } from "./services/orderEventsMessageHandler";
+import { InstrumentSearchResponse } from "./services/instrumentSearchMessageHandler";
+import { UserPropertiesResponse } from "./services/userPropertiesMessageHandler";
+import { GetWatchlistResponse } from "./services/getWatchlistMessageHandler";
+import WebSocket from "isomorphic-ws";
+import MulticastIterator from "obgen/multicastIterator";
+import BufferedIterator from "obgen/bufferedIterator";
+import { deferredWrap } from "obgen";
+import { throwError } from "./util";
+import debug from "debug";
+import { ChannelState } from "./realWsJsonClient";
+import { isString } from "lodash";
+
+const logger = debug("wsClientProxy");
+
+export const ALL_REQUESTS = [
+  "authenticate",
+  "optionChainQuotes",
+  "disconnect",
+] as const;
+type RequestType = typeof ALL_REQUESTS;
+type Request = RequestType[number];
+
+export type ProxiedRequest = {
+  request: Request;
+  args?: any[];
+};
+
+export type ProxiedResponse = ProxiedRequest & { response: unknown };
+
+// A WsJsonClient proxy implementation that proxies requests to a WebSocket server using the provided `proxyUrl`.
+export default class WsJsonClientProxy implements WsJsonClient {
+  private state = ChannelState.DISCONNECTED;
+  private buffer = new BufferedIterator<ProxiedResponse>();
+  private iterator = new MulticastIterator(this.buffer);
+  private socket?: WebSocket;
+
+  constructor(
+    private readonly proxyUrl: string,
+    private readonly options?: any
+  ) {}
+
+  accountPositions(_: string): AsyncIterable<PositionsResponse> {
+    throwError("not implemented");
+  }
+
+  async authenticate(
+    accessToken: string
+  ): Promise<RawLoginResponseBody | null> {
+    this.socket = new WebSocket(this.proxyUrl, this.options);
+    this.state = ChannelState.CONNECTING;
+    this.buffer = new BufferedIterator<ProxiedResponse>();
+    this.iterator = new MulticastIterator(this.buffer);
+    const { buffer, socket } = this;
+    return new Promise((resolve, reject) => {
+      socket.onmessage = ({ data }) => {
+        buffer.emit(JSON.parse(data as string) as ProxiedResponse);
+      };
+      socket.onopen = () => {
+        logger("proxy ws connection opened");
+        this.state = ChannelState.CONNECTED;
+        this.doAuthenticate(accessToken).then((res) => {
+          logger("proxy ws authentication response: %O", res);
+          if (isString(res) && res.includes("NOT_AUTHORIZED")) {
+            reject(res);
+          } else {
+            resolve(res);
+          }
+        });
+      };
+      socket.onclose = (event) => {
+        this.state = ChannelState.DISCONNECTED;
+        logger("proxy ws connection closed: ", event?.reason);
+        reject(event?.reason);
+      };
+      socket.onerror = (err) => {
+        this.state = ChannelState.ERROR;
+        logger("proxy ws socket error: %O", err);
+        reject(err);
+      };
+    });
+  }
+
+  private doAuthenticate(
+    accessToken: string
+  ): Promise<RawLoginResponseBody | null> {
+    this.sendMessage({ request: "authenticate", args: [accessToken] });
+    return deferredWrap(() => this.iterator)
+      .filter(({ request }) => request === "authenticate")
+      .map(({ response }) => response)
+      .promise() as Promise<RawLoginResponseBody | null>;
+  }
+
+  cancelAlert(_: number): Promise<CancelAlertResponse> {
+    throwError("not implemented");
+  }
+
+  cancelOrder(_: number): Promise<CancelOrderResponse> {
+    throwError("not implemented");
+  }
+
+  chart(_: ChartRequestParams): AsyncIterable<ChartResponse> {
+    throwError("not implemented");
+  }
+
+  createAlert(_: CreateAlertRequestParams): Promise<CreateAlertResponse> {
+    throwError("not implemented");
+  }
+
+  disconnect(): void {
+    this.sendMessage({ request: "disconnect" });
+  }
+
+  ensureConnected(): void {
+    if (this.state !== ChannelState.CONNECTED) {
+      throw new Error("Not connected");
+    }
+  }
+
+  isConnected(): boolean {
+    return this.state === ChannelState.CONNECTED;
+  }
+
+  isConnecting(): boolean {
+    return this.state === ChannelState.CONNECTING;
+  }
+
+  lookupAlerts(): AsyncIterable<LookupAlertsResponse> {
+    throwError("not implemented");
+  }
+
+  marketDepth(_: string): AsyncIterable<MarketDepthResponse> {
+    throwError("not implemented");
+  }
+
+  optionChain(_: string): Promise<OptionChainResponse> {
+    throwError("not implemented");
+  }
+
+  optionChainDetails(
+    _: OptionChainDetailsRequest
+  ): Promise<OptionChainDetailsResponse> {
+    throwError("not implemented");
+  }
+
+  optionChainQuotes(symbol: string): AsyncIterable<OptionSeriesQuotesResponse> {
+    this.sendMessage({ request: "optionChainQuotes", args: [symbol] });
+    return deferredWrap(() => this.iterator)
+      .filter(({ request }) => request === "optionChainQuotes")
+      .map(({ response }) => response)
+      .iterable() as AsyncIterable<OptionSeriesQuotesResponse>;
+  }
+
+  optionQuotes(
+    _: OptionQuotesRequestParams
+  ): AsyncIterable<OptionQuotesResponse> {
+    throwError("not implemented");
+  }
+
+  placeOrder(
+    _: PlaceLimitOrderRequestParams
+  ): Promise<PlaceOrderSnapshotResponse> {
+    throwError("not implemented");
+  }
+
+  quotes(_: string[]): AsyncIterable<QuotesResponse> {
+    throwError("not implemented");
+  }
+
+  replaceOrder(
+    _: Required<PlaceLimitOrderRequestParams>
+  ): Promise<OrderEventsResponse> {
+    throwError("not implemented");
+  }
+
+  searchInstruments(_: string): Promise<InstrumentSearchResponse> {
+    throwError("not implemented");
+  }
+
+  userProperties(): Promise<UserPropertiesResponse> {
+    throwError("not implemented");
+  }
+
+  watchlist(_: number): Promise<GetWatchlistResponse> {
+    throwError("not implemented");
+  }
+
+  workingOrders(_: string): AsyncIterable<OrderEventsResponse> {
+    throwError("not implemented");
+  }
+
+  private sendMessage(request: ProxiedRequest) {
+    this.ensureConnected();
+    this.socket!.send(JSON.stringify(request));
+  }
+}