feat(): deprecate ancient binance examples, add modern binance example

.eslintrc.json

@@ -1,14 +1,11 @@
 {
   "root": true,
   "plugins": ["@typescript-eslint"],
-  "extends": [
-    "eslint:recommended",
-    "plugin:@typescript-eslint/recommended"
-  ],
+  "extends": ["eslint:recommended", "plugin:@typescript-eslint/recommended"],
   "parser": "@typescript-eslint/parser",
   "parserOptions": {
     "files": ["*.ts", "*.tsx"], // Your TypeScript files extension
-    "project": ["tsconfig.json"],
+    "project": ["tsconfig.json", "tsconfig.samples.json"],
     "projectFolderIgnoreList": ["/node_modules/", "/dist/", "/scripts/"]
   },
   "rules": {

samples/binance.ts

@@ -0,0 +1,108 @@
+import {
+  getContextFromWsKey,
+  isWsPartialBookDepthEventFormatted,
+  MainClient,
+  OrderBookResponse,
+  WebsocketClient,
+} from 'binance';
+import { OrderBookLevel, OrderBooksStore } from '../src';
+
+const binanceWs = new WebsocketClient({
+  beautify: true,
+});
+const binanceRest = new MainClient();
+
+const OrderBooks = new OrderBooksStore({
+  traceLog: true,
+  checkTimestamps: false,
+  maxDepth: 40,
+});
+
+// This example just dumps full snapshots into the orderbook store
+function handleOrderbookSnapshot(symbol: string, snapshot: OrderBookResponse) {
+  // combine bids and asks
+  const { bids, asks } = snapshot;
+
+  const bidsArray = bids.map(([price, amount]) => {
+    return OrderBookLevel(symbol, +price, 'Buy', +amount);
+  });
+
+  const asksArray = asks.map(([price, amount]) => {
+    return OrderBookLevel(symbol, +price, 'Sell', +amount);
+  });
+
+  // store inititial snapshot
+  const storedOrderbook = OrderBooks.handleSnapshot(
+    symbol,
+    [...bidsArray, ...asksArray],
+    snapshot.lastUpdateId,
+  );
+
+  // log book state to screen
+  storedOrderbook.print();
+}
+
+// connect to a websocket and relay orderbook events to handlers
+const symbol = 'BTCUSDT';
+
+binanceWs.on('error', (msg) => {
+  console.error(new Date(), `Binance WS Error`, msg);
+});
+
+binanceWs.on('open', (data) => {
+  console.log(
+    new Date(),
+    'Binance WS connection opened open:',
+    data.wsKey,
+    data.ws.target.url,
+  );
+});
+binanceWs.on('reply', (data) => {
+  console.log(
+    new Date(),
+    'Binance WS log reply: ',
+    JSON.stringify(data, null, 2),
+  );
+});
+binanceWs.on('reconnecting', (data) => {
+  console.log(
+    new Date(),
+    'Binance WS ws automatically reconnecting.... ',
+    data?.wsKey,
+  );
+});
+binanceWs.on('reconnected', (data) => {
+  console.log(new Date(), 'Binance WS ws has reconnected ', data?.wsKey);
+});
+
+binanceWs.on('formattedMessage', (data) => {
+  // https://github.com/tiagosiebler/binance/blob/master/examples/ws-public-spot-orderbook.ts#L34
+  if (isWsPartialBookDepthEventFormatted(data)) {
+    const context = getContextFromWsKey(data.wsKey);
+
+    if (!context?.symbol) {
+      throw new Error(`Failed to extract context from event?`);
+    }
+
+    console.clear();
+    handleOrderbookSnapshot(context.symbol.toUpperCase(), data);
+    return;
+  }
+});
+
+async function startOrderbookMonitoring() {
+  try {
+    const snapshot = await binanceRest.getOrderBook({
+      symbol,
+    });
+
+    handleOrderbookSnapshot(symbol.toUpperCase(), snapshot);
+  } catch (e) {
+    console.error(`Failed to fetch orderbook snapshot via REST API`, e);
+    throw e;
+  }
+
+  binanceWs.subscribePartialBookDepths(symbol, 20, 100, 'spot');
+}
+
+startOrderbookMonitoring();