Price Feed Gateway Example

A Micro Socket–style gateway that consumes a live Bitcoin/crypto price feed (Binance WebSocket) and exposes:

• Main socket: Raw price stream (single source of truth).
• Sub sockets (channels): Each channel applies per-symbol margins (spread) to the main feed; different clients can subscribe to different channels and receive different prices (e.g. raw vs. ETH+10, BTC+50).

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Overview

Component	Role
Upstream	Binance public WebSocket (btcusdt@miniTicker, ethusdt@miniTicker, bnbusdt@miniTicker). No API key.
Main stream	Logical stream main. Subscribers receive every tick as-is.
Channels	Created via REST (POST /channels with margins). Each channel has an id and a map of symbol → margin (e.g. ETHUSDT: 10). Subscribers of channel:<id> receive ticks with price + margin for that symbol.
Broadcast	On each upstream tick: send raw to main; for each channel, compute adjusted price and send to channel:<id>.

So: one feed, one main stream, many channel streams; each client sees either raw or margin-adjusted prices depending on what they subscribe to.

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Run the Example

cd examples/price-feed-gateway
bun install
bun run dev

Resource	URL
Docs	http://localhost:4000/docs
OpenAPI	http://localhost:4000/openapi
WebSocket	ws://localhost:4000/ws
REST	GET /prices, GET /stats, `GET

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REST API (Summary)

Method	Path	Description
GET	/prices	Last price per symbol (snapshot).
GET	/stats	Connection, stream, subscription counts.
GET	/channels	List all channels.
GET	/channels/:id	Get one channel.
POST	/channels	Create channel. Body: { "margins": { "BTCUSDT": 50, "ETHUSDT": 10 } }.
PATCH	/channels/:id	Update margins.
DELETE	/channels/:id	Delete channel.

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WebSocket Protocol

Connect to ws://localhost:4000/ws, then send one subscribe message:

• Main (raw): { "type": "subscribe", "stream": "main" }
  You receive: { "stream": "main", "tick": { "symbol", "price", "priceNum", "eventTime", ... }, "at": "ISO8601" }.

• Channel (adjusted): { "type": "subscribe", "stream": "channel", "channelId": "<uuid>" }
  You receive: { "stream": "channel", "channelId": "<id>", "tick": { ... }, "margin": <number>, "at": "ISO8601" } with tick.price = main price + margin for that symbol.

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Flow: Main vs Channel

1. Upstream sends e.g. ETHUSDT last price 3500.00.
2. Gateway updates price store and broadcasts:
   • To main subscribers: tick.price = "3500.00".
   • To channel:X subscribers (if channel X has margins.ETHUSDT = 10): tick.price = "3510.00", margin = 10.
3. So the same feed drives both the main socket and all sub sockets; only the applied margin differs per channel.

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Project Layout

examples/price-feed-gateway/
  src/
    index.ts       - Elysia: REST, WS /ws, /docs
    config.ts      - PORT, BINANCE_WS_URL
    feed-client.ts - Binance WSS, normalize, price-store + broadcastTick
    price-store.ts - Last price per symbol
    channels.ts    - Channel CRUD
    stream-store.ts - main + channel:<id> subscribers; broadcastTick
    types.ts       - PriceTick, Channel, payloads
    docs-html.ts   - /docs page
  README.md        - Full documentation (English)

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Related

• Elysia Example — Generic Micro Socket gateway.
• Sub-Socket Model — Scale unit and broadcast model.
• Architecture — Diagrams and data flow.