@icgio/icg-exchanges 1.40.45 → 1.40.46

package/README.md

@@ -89,11 +89,11 @@ Each exchange class extends `ExchangeBase` and implements:
 
 The WebSocket base class (`exchange-ws.js`) uses three layers of detection to identify and recover from dead or degraded connections:
 
-### Layer 1: Depth staleness (`ts_dict` check)
+### Layer 1: Depth staleness (`market_ts_by_pair` check)
 
-Runs every 10 seconds. For each subscribed pair, checks if `ts_dict[pair].received_ts` is older than `market_stale_time` (default 120s). If stale, disconnects and auto-reconnects after 5s.
+Runs every 10 seconds. For each subscribed pair, checks if `market_ts_by_pair[pair].ts_ms_local_received` is older than `market_stale_time` (default 120s). If stale, disconnects and auto-reconnects after 5s.
 
-`ts_dict` is updated when:
+`market_ts_by_pair` is updated when:
 
 - A depth message is received (all exchanges)
 - A server-initiated ping is received (lbank only — since lbank stops sending depth updates for low-liquidity pairs when the orderbook hasn't changed, the server ping acts as a liveness signal)

package/lib/exchanges/ascendex.js

@@ -112,8 +112,9 @@ module.exports = class Ascendex extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data.op === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
@@ -126,7 +127,7 @@ module.exports = class Ascendex extends ExchangeBase {
             for (let bid of data.data.bids) {
               this.ws.market.bids_dict[pair].insert(bid[0], bid[1])
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             const asks_s = this.ws.market.asks_dict[pair].entries()
             const bids_s = this.ws.market.bids_dict[pair].entries()
             if (asks_s.length > 0 && bids_s.length > 0) {
@@ -152,7 +153,7 @@ module.exports = class Ascendex extends ExchangeBase {
                 this.ws.market.bids_dict[pair].insert(parseFloat(bid[0]), parseFloat(bid[1]))
               }
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             const asks_u = this.ws.market.asks_dict[pair].entries()
             const bids_u = this.ws.market.bids_dict[pair].entries()
             if (asks_u.length > 0 && bids_u.length > 0) {

package/lib/exchanges/biconomy.js

@@ -109,8 +109,9 @@ module.exports = class Biconomy extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data && data.method === 'depth.update') {
           let pair = post_process_pair(data.params[2])
           this.ws.market.pair_status[pair] = 'opened'
@@ -147,7 +148,7 @@ module.exports = class Biconomy extends ExchangeBase {
               }
             }
           }
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
           const asks_e = this.ws.market.asks_dict[pair].entries()
           const bids_e = this.ws.market.bids_dict[pair].entries()
           if (asks_e.length > 0 && bids_e.length > 0) {
@@ -173,8 +174,13 @@ module.exports = class Biconomy extends ExchangeBase {
           this.ws.market.last_pong = new Date()
           const now = Date.now()
           pair_list.forEach((pair) => {
-            if (this.ws.market.ts_dict[pair]) {
-              this.ws.market.ts_dict[pair].received_ts = now
+            if (this.ws.market.market_ts_by_pair[pair]) {
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+                ...this.ws.market.market_ts_by_pair[pair],
+                ts_ms_local_received: now,
+                hr_recv,
+                hr_parsed,
+              })
             }
           })
         } else {

package/lib/exchanges/binance.js

@@ -73,8 +73,9 @@ module.exports = class Binance extends ExchangeBase {
       ;((this.rate_last_id = {}), (this.first_rate = {}))
       this.ws.market_socket = new websocket('wss://stream.binance.com:9443/stream?streams=' + streams.slice(0, -1))
       this.ws.market.on_open(() => {})
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data).data
+        const hr_parsed = process.hrtime()
         if (data.e === 'depthUpdate') {
           let pair = post_process_pair(data.s, true)
           this.ws.market.pair_status[pair] = 'opened'
@@ -103,7 +104,7 @@ module.exports = class Binance extends ExchangeBase {
                 this.ws.market.bids_dict[pair].insert(parseFloat(bid[0]), parseFloat(bid[1]))
               }
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.E }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.E, hr_recv, hr_parsed })
           } else if (this.first_rate[pair] && data.U > lastu[pair] + 1) {
             this.first_rate[pair] = false
           }
@@ -134,7 +135,7 @@ module.exports = class Binance extends ExchangeBase {
           if (options.depth === false) {
             this.ws.market.asks_dict[pair] = [[parseFloat(data.a), parseFloat(data.A)]]
             this.ws.market.bids_dict[pair] = [[parseFloat(data.b), parseFloat(data.B)]]
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.E || Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.E || Date.now(), hr_recv, hr_parsed })
             this.ws.market.pair_status[pair] = 'opened'
           }
           this.ws.bbo_observable.notify()

package/lib/exchanges/bingx.js

@@ -136,20 +136,21 @@ module.exports = class Bingx extends ExchangeBase {
           this.ws.market.bids_dict[pair] = utils.ordered_dict(false)
         })
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         zlib.gunzip(data, (err, decompressedData) => {
           if (err) {
             console.error('Error decompressing data:', err)
           } else {
             let data = decompressedData.toString('utf8')
             data = JSON.parse(data)
+            const hr_parsed = process.hrtime()
             if (data && _.includes(data.dataType, 'depth')) {
               let parts = data.dataType.split('@')
               let pair = post_process_pair(parts[0])
               this.ws.market.pair_status[pair] = 'opened'
               this.ws.market.asks_dict[pair] = data.data.asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])]).reverse()
               this.ws.market.bids_dict[pair] = data.data.bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.timestamp }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.timestamp, hr_recv, hr_parsed })
               const asks = this.ws.market.asks_dict[pair]
               const bids = this.ws.market.bids_dict[pair]
               if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/bitget.js

@@ -147,18 +147,19 @@ module.exports = class Bitget extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           let book = data.data
           if (data && data.arg && data.arg.channel === depth_val && Array.isArray(book) && book) {
             let pair = data.arg.instId
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = book[0].asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
             this.ws.market.bids_dict[pair] = book[0].bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(book[0].ts) }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(book[0].ts), hr_recv, hr_parsed })
           } else if (data && data.arg && data.arg.channel === ticker_val && Array.isArray(book) && book) {
             let pair = data.arg.instId
             let t = book[0]
@@ -175,7 +176,7 @@ module.exports = class Bitget extends ExchangeBase {
             if (options.depth === false) {
               this.ws.market.asks_dict[pair] = [[ask_1_price, ask_1_amount]]
               this.ws.market.bids_dict[pair] = [[bid_1_price, bid_1_amount]]
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(t.ts || data.ts) || Date.now() }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(t.ts || data.ts) || Date.now(), hr_recv, hr_parsed })
               this.ws.market.pair_status[pair] = 'opened'
             }
             this.ws.bbo_observable.notify()

package/lib/exchanges/bitmart.js

@@ -165,11 +165,12 @@ module.exports = class Bitmart extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           let book = data.data
           // Get the pair from the message's symbol field
           const msg_symbol = data.symbol
@@ -178,7 +179,7 @@ module.exports = class Bitmart extends ExchangeBase {
             this.ws.market.pair_status[target_pair] = 'opened'
             this.ws.market.asks_dict[target_pair] = book.sells.map((ask) => [parseFloat(ask.price), parseFloat(ask.amount)])
             this.ws.market.bids_dict[target_pair] = book.buys.map((bid) => [parseFloat(bid.price), parseFloat(bid.amount)])
-            this.ws.market.ts_dict[target_pair] = { received_ts: Date.now(), event_ts: parseInt(data.timeStamp) || undefined }
+            this.ws.market.market_ts_by_pair[target_pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(data.timeStamp) || undefined, hr_recv, hr_parsed })
             const asks = this.ws.market.asks_dict[target_pair]
             const bids = this.ws.market.bids_dict[target_pair]
             if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/bitrue.js

@@ -122,20 +122,21 @@ module.exports = class Bitrue extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         zlib.gunzip(data, (err, decompressedData) => {
           if (err) {
             console.error('Error decompressing data:', err)
           } else {
             let data = decompressedData.toString('utf8')
             data = JSON.parse(data)
+            const hr_parsed = process.hrtime()
             if (data && _.includes(data.channel, 'depth_step0') && data.tick) {
               let parts = data.channel.split('_')
               let pair = post_process_pair(parts[1])
               this.ws.market.pair_status[pair] = 'opened'
               this.ws.market.asks_dict[pair] = data.tick.asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
               this.ws.market.bids_dict[pair] = data.tick.buys.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.ts }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.ts, hr_recv, hr_parsed })
               const asks = this.ws.market.asks_dict[pair]
               const bids = this.ws.market.bids_dict[pair]
               if (asks && asks.length > 0 && bids && bids.length > 0) {
@@ -165,8 +166,13 @@ module.exports = class Bitrue extends ExchangeBase {
               // Server ping proves connection is alive — reset stale timer for all opened pairs
               const now = Date.now()
               pair_list.forEach((pair) => {
-                if (this.ws.market.ts_dict[pair]) {
-                  this.ws.market.ts_dict[pair].received_ts = now
+                if (this.ws.market.market_ts_by_pair[pair]) {
+                  this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+                    ...this.ws.market.market_ts_by_pair[pair],
+                    ts_ms_local_received: now,
+                    hr_recv,
+                    hr_parsed,
+                  })
                 }
               })
             } else {

package/lib/exchanges/blofin.js

@@ -150,9 +150,10 @@ module.exports = class Blofin extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         try {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           if (data.channel === 'DEPTH') {
             const action = data.data_type
             const pair = post_process_pair(data.symbol)
@@ -168,7 +169,7 @@ module.exports = class Blofin extends ExchangeBase {
                 const [price, size] = bid
                 this.ws.market.bids_dict[pair].insert(parseFloat(price), parseFloat(size))
               }
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
               {
                 const _asks = this.ws.market.asks_dict[pair].entries()
                 const _bids = this.ws.market.bids_dict[pair].entries()
@@ -197,7 +198,7 @@ module.exports = class Blofin extends ExchangeBase {
                     this.ws.market.bids_dict[pair].insert(parseFloat(price), parseFloat(size))
                   }
                 }
-                this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+                this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
                 {
                   const _asks = this.ws.market.asks_dict[pair].entries()
                   const _bids = this.ws.market.bids_dict[pair].entries()

package/lib/exchanges/btse.js

@@ -96,11 +96,12 @@ module.exports = class Btse extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           if (data && data.topic && data.topic.includes('snapshot:' || 'update:') && data.data) {
             let pair = post_process_pair(data.data.symbol)
             let current_timestamp = new Date().getTime()
@@ -132,7 +133,7 @@ module.exports = class Btse extends ExchangeBase {
                   }
                 }
               }
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: book.timestamp }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: book.timestamp, hr_recv, hr_parsed })
               {
                 const _asks = this.ws.market.asks_dict[pair].entries()
                 const _bids = this.ws.market.bids_dict[pair].entries()

package/lib/exchanges/bybit.js

@@ -90,9 +90,10 @@ module.exports = class Bybit extends ExchangeBase {
         })
         this.ws.market.ping(JSON.stringify({ op: 'ping' }))
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         try {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           if (data.success && data.ret_msg === 'pong') {
             this.ws.market.last_pong = new Date()
           } else {
@@ -131,7 +132,7 @@ module.exports = class Bybit extends ExchangeBase {
                   }
                 }
               }
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.ts }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.ts, hr_recv, hr_parsed })
               // Populate BBO from orderbook data
               if (options.bbo !== false && data.data.a && data.data.a.length > 0 && data.data.b && data.data.b.length > 0) {
                 const best_ask = data.data.a[0]

package/lib/exchanges/coinbase-fix.js

@@ -229,10 +229,14 @@ class CoinbaseFixMd {
   }
 
   _handle_md(fields) {
+    const hr_recv = process.hrtime()
     let entry = parse_md_entry(fields)
     if (!entry) return
-    entry.event_ts = parse_event_ts_ms(entry.time)
-    entry.received_ts = Date.now()
+    const hr_parsed = process.hrtime()
+    entry.ts_ms_venue_event = parse_event_ts_ms(entry.time)
+    entry.ts_ms_local_received = Date.now()
+    entry.hr_recv = hr_recv
+    entry.hr_parsed = hr_parsed
     this.on_event(entry)
   }
 
@@ -240,10 +244,14 @@ class CoinbaseFixMd {
     let entries = []
     let now = Date.now()
     for (let fields of batch) {
+      const hr_recv = process.hrtime()
       let entry = parse_md_entry(fields)
       if (!entry) continue
-      entry.event_ts = parse_event_ts_ms(entry.time)
-      entry.received_ts = now
+      const hr_parsed = process.hrtime()
+      entry.ts_ms_venue_event = parse_event_ts_ms(entry.time)
+      entry.ts_ms_local_received = now
+      entry.hr_recv = hr_recv
+      entry.hr_parsed = hr_parsed
       entries.push(entry)
     }
     if (entries.length) this.on_batch(entries)

package/lib/exchanges/coinbase.js

@@ -219,13 +219,14 @@ module.exports = class Coinbase extends ExchangeBase {
         }))
         console.log('coinbase ws-direct: subscribed channels:', channels.join(', '))
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         try {
           data = JSON.parse(data)
         } catch (err) {
           console.error('coinbase', 'ws-direct', 'JSON parse error:', err.message)
           return
         }
+        const hr_parsed = process.hrtime()
         if (data.type === 'snapshot') {
           const pair = post_process_pair(data.product_id)
           if (!this.ws.market.asks_dict[pair]) return
@@ -252,7 +253,7 @@ module.exports = class Coinbase extends ExchangeBase {
             if (price >= lo && price <= hi) this.ws.market.asks_dict[pair].insert(price, qty)
           }
           this.ws.market.pair_status[pair] = 'opened'
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: Date.now() }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: Date.now(), hr_recv, hr_parsed })
           const top_bid = this.ws.market.bids_dict[pair].top()
           const top_ask = this.ws.market.asks_dict[pair].top()
           if (top_bid != null && top_ask != null) {
@@ -283,7 +284,7 @@ module.exports = class Coinbase extends ExchangeBase {
               }
             }
           }
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parse_event_ts_ms(data.time) || Date.now() }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parse_event_ts_ms(data.time) || Date.now(), hr_recv, hr_parsed })
           {
             const top_bid = this.ws.market.bids_dict[pair].top()
             const top_ask = this.ws.market.asks_dict[pair].top()
@@ -306,7 +307,7 @@ module.exports = class Coinbase extends ExchangeBase {
           if (options.depth === false) {
             this.ws.market.asks_dict[pair] = [[best_ask, best_ask_qty]]
             this.ws.market.bids_dict[pair] = [[best_bid, best_bid_qty]]
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parse_event_ts_ms(data.time) || Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parse_event_ts_ms(data.time) || Date.now(), hr_recv, hr_parsed })
             this.ws.market.pair_status[pair] = 'opened'
           } else {
             const bids = this.ws.market.bids_dict[pair]
@@ -323,7 +324,7 @@ module.exports = class Coinbase extends ExchangeBase {
             for (const k of prune_bids) bids.del(k)
             const prune_asks = asks.keys().filter((k) => k > hi)
             for (const k of prune_asks) asks.del(k)
-            if (bbo_changed) this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parse_event_ts_ms(data.time) || Date.now() }
+            if (bbo_changed) this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parse_event_ts_ms(data.time) || Date.now(), hr_recv, hr_parsed })
           }
           if (bbo_changed) this.ws.bbo_observable.notify()
         } else if (data.type === 'match' || data.type === 'last_match') {
@@ -406,13 +407,14 @@ module.exports = class Coinbase extends ExchangeBase {
           this.ws.market.send(JSON.stringify({ type: 'subscribe', product_ids, channel: 'market_trades' }))
         }
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         try {
           data = JSON.parse(data)
         } catch (err) {
           console.error('coinbase', 'websocket', 'JSON parse error:', err.message)
           return
         }
+        const hr_parsed = process.hrtime()
         const seq = data.sequence_num
         if (seq !== undefined) {
           const gap = (this._ws_last_seq !== undefined && seq > this._ws_last_seq + 1) ? seq - this._ws_last_seq - 1 : 0
@@ -483,10 +485,11 @@ module.exports = class Coinbase extends ExchangeBase {
                 }
               }
             }
-            this.ws.market.ts_dict[pair] = {
-              received_ts: Date.now(),
-              event_ts: parse_event_ts_ms(data.timestamp) || Date.now(),
-            }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+              ts_ms_venue_event: parse_event_ts_ms(data.timestamp) || Date.now(),
+              hr_recv,
+              hr_parsed,
+            })
             {
               const top_bid = this.ws.market.bids_dict[pair].top()
               const top_ask = this.ws.market.asks_dict[pair].top()
@@ -532,7 +535,11 @@ module.exports = class Coinbase extends ExchangeBase {
               if (options.depth === false) {
                 this.ws.market.asks_dict[pair] = [[best_ask, best_ask_qty]]
                 this.ws.market.bids_dict[pair] = [[best_bid, best_bid_qty]]
-                this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parse_event_ts_ms(data.timestamp) || Date.now() }
+                this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+                  ts_ms_venue_event: parse_event_ts_ms(data.timestamp) || Date.now(),
+                  hr_recv,
+                  hr_parsed,
+                })
                 this.ws.market.pair_status[pair] = 'opened'
               } else {
                 const bids = this.ws.market.bids_dict[pair]
@@ -550,7 +557,11 @@ module.exports = class Coinbase extends ExchangeBase {
                 for (const k of prune_bids) bids.del(k)
                 const prune_asks = asks.keys().filter((k) => k > hi)
                 for (const k of prune_asks) asks.del(k)
-                this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parse_event_ts_ms(data.timestamp) || Date.now() }
+                this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+                  ts_ms_venue_event: parse_event_ts_ms(data.timestamp) || Date.now(),
+                  hr_recv,
+                  hr_parsed,
+                })
               }
               this.ws.bbo_observable.notify()
             }
@@ -674,7 +685,7 @@ module.exports = class Coinbase extends ExchangeBase {
     const top_ask = asks.top()
     if (top_bid != null && top_ask != null) {
       this.ws.market.tickers[pair] = { bid: top_bid, bid_size: bids.val(top_bid), ask: top_ask, ask_size: asks.val(top_ask) }
-      this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: Date.now() }
+      this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: Date.now() })
     }
 
     // Replay buffered events
@@ -754,8 +765,13 @@ module.exports = class Coinbase extends ExchangeBase {
       const pair = this._fix_md_pair_by_symbol[entry.symbol] || post_process_pair(entry.symbol)
       if (!this.ws.market.asks_dict[pair]) continue
 
-      this.ws.market.last_message_time = entry.received_ts || Date.now()
-      this.ws.market.ts_dict[pair] = { received_ts: entry.received_ts || Date.now(), event_ts: entry.event_ts || Date.now() }
+      this.ws.market.last_message_time = entry.ts_ms_local_received || Date.now()
+      this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+        ts_ms_local_received: entry.ts_ms_local_received || Date.now(),
+        ts_ms_venue_event: entry.ts_ms_venue_event || Date.now(),
+        hr_recv: entry.hr_recv,
+        hr_parsed: entry.hr_parsed,
+      })
 
       const snap_seq = this._fix_md_snapshot_seq[pair]
       if (snap_seq === null) {
@@ -795,11 +811,16 @@ module.exports = class Coinbase extends ExchangeBase {
         price: entry.price,
         amount: entry.size,
         total: entry.price * entry.size,
-        close_time: entry.event_ts ? new Date(entry.event_ts) : new Date(),
+        close_time: entry.ts_ms_venue_event ? new Date(entry.ts_ms_venue_event) : new Date(),
       }
       this.ws.market.market_history_dict[pair].unshift(trade)
       this.ws.market.market_history_dict[pair] = this.ws.market.market_history_dict[pair].filter((tr) => tr.close_time > new Date() - this.ws.market.market_history_store_time)
-      this.ws.market.ts_dict[pair] = { received_ts: entry.received_ts || Date.now(), event_ts: entry.event_ts || Date.now() }
+      this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+        ts_ms_local_received: entry.ts_ms_local_received || Date.now(),
+        ts_ms_venue_event: entry.ts_ms_venue_event || Date.now(),
+        hr_recv: entry.hr_recv,
+        hr_parsed: entry.hr_parsed,
+      })
 
       // Don't modify the book aggregate on trades — let CHANGE/DELETE events manage it.
       // TRADE + CHANGE would double-subtract for partial fills. Instead:

package/lib/exchanges/coinstore.js

@@ -135,14 +135,15 @@ module.exports = class Coinstore extends ExchangeBase {
           false,
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data && data.T === 'depth') {
             let pair = post_process_pair(data.symbol)
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = data.a.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
             this.ws.market.bids_dict[pair] = data.b.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             const asks = this.ws.market.asks_dict[pair]
             const bids = this.ws.market.bids_dict[pair]
             if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/cryptocom.js

@@ -109,10 +109,12 @@ module.exports = class Cryptocom extends ExchangeBase {
           )
         }
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         let parsed
+        let hr_parsed
         try {
           parsed = JSON.parse(data)
+          hr_parsed = process.hrtime()
         } catch (error) {
           return
         }
@@ -130,7 +132,7 @@ module.exports = class Cryptocom extends ExchangeBase {
           let pair = post_process_pair(result.instrument_name, true)
           if (result.channel === 'book') {
             this.ws.market.pair_status[pair] = 'opened'
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             let { asks, bids } = result.data[0]
             this.ws.market.asks_dict[pair] = asks.map((e) => [parseFloat(e[0]), parseFloat(e[1])])
             this.ws.market.bids_dict[pair] = bids.map((e) => [parseFloat(e[0]), parseFloat(e[1])])

package/lib/exchanges/exchange-base.js

@@ -19,6 +19,27 @@ function trim_orderbook_response(res, depth = 1) {
   return { ...res, body: trim_orderbook_body(res.body, depth) }
 }
 
+function is_finite_number(value) {
+  return value != null && Number.isFinite(Number(value))
+}
+
+function normalize_market_ts(raw_market_ts) {
+  if (!raw_market_ts || typeof raw_market_ts !== 'object') {
+    return undefined
+  }
+  const market_ts = {
+    ts_ms_venue_event: is_finite_number(raw_market_ts.ts_ms_venue_event) ? Number(raw_market_ts.ts_ms_venue_event) : undefined,
+    ts_ms_venue_send: is_finite_number(raw_market_ts.ts_ms_venue_send) ? Number(raw_market_ts.ts_ms_venue_send) : undefined,
+    ts_ms_local_received: is_finite_number(raw_market_ts.ts_ms_local_received) ? Number(raw_market_ts.ts_ms_local_received) : undefined,
+    hr_recv: Array.isArray(raw_market_ts.hr_recv) ? raw_market_ts.hr_recv : undefined,
+    hr_parsed: Array.isArray(raw_market_ts.hr_parsed) ? raw_market_ts.hr_parsed : undefined,
+  }
+  if (Object.values(market_ts).some((value) => value != null)) {
+    return market_ts
+  }
+  return undefined
+}
+
 const DEFAULT_HISTORY_MIN_WINDOW_MS = 60 * 1000
 
 function sleep(ms) {
@@ -229,13 +250,15 @@ class ExchangeBase {
   }
 
   snapshot_market_ts(pair) {
-    const ticker_ts = _.get(this, ['ws', 'market', 'tickers', pair, '_ts'])
-    if (ticker_ts && typeof ticker_ts === 'object') {
-      return { ...ticker_ts }
+    const ticker_market_ts = _.get(this, ['ws', 'market', 'tickers', pair, 'market_ts'])
+    const normalized_ticker_market_ts = normalize_market_ts(ticker_market_ts)
+    if (normalized_ticker_market_ts) {
+      return { ...normalized_ticker_market_ts }
     }
-    const ts = _.get(this, ['ws', 'market', 'ts_dict', pair])
-    if (ts && typeof ts === 'object') {
-      return { ...ts }
+    const market_ts = _.get(this, ['ws', 'market', 'market_ts_by_pair', pair])
+    const normalized_market_ts = normalize_market_ts(market_ts)
+    if (normalized_market_ts) {
+      return { ...normalized_market_ts }
     }
     return undefined
   }
@@ -252,7 +275,7 @@ class ExchangeBase {
       ...res,
       body: {
         ...res.body,
-        _ts: res.body._ts && typeof res.body._ts === 'object' ? { ...res.body._ts } : market_ts,
+        market_ts: normalize_market_ts(res.body.market_ts) || market_ts,
       },
     }
   }
@@ -612,12 +635,12 @@ class ExchangeBase {
   bbo_ws(pair, cb) {
     const t = this.ws.market.tickers[pair]
     if (t && t.bid > 0 && t.ask > 0) {
-      cb({ success: true, body: { asks: [[t.ask, t.ask_size]], bids: [[t.bid, t.bid_size]], _ts: t._ts || this.snapshot_market_ts(pair) } })
+      cb({ success: true, body: { asks: [[t.ask, t.ask_size]], bids: [[t.bid, t.bid_size]], market_ts: normalize_market_ts(t.market_ts) || this.snapshot_market_ts(pair) } })
     } else {
       // Fallback: derive from full orderbook
       this.rate_ws(pair, (res) => {
         if (res.success && res.body.bids.length > 0 && res.body.asks.length > 0) {
-          cb({ success: true, body: { asks: [res.body.asks[0]], bids: [res.body.bids[0]], _ts: res.body._ts || this.snapshot_market_ts(pair) } })
+          cb({ success: true, body: { asks: [res.body.asks[0]], bids: [res.body.bids[0]], market_ts: normalize_market_ts(res.body.market_ts) || this.snapshot_market_ts(pair) } })
         } else {
           cb(res)
         }

package/lib/exchanges/exchange-ws.js

@@ -23,9 +23,16 @@ module.exports = class ExchangeWs {
       pair_list: [],
       asks_dict: {},
       bids_dict: {},
-      ts_dict: {},
+      market_ts_by_pair: {},
       market_history_dict: {},
       tickers: {},
+      build_ts: (market_ts = {}) => ({
+        ts_ms_local_received: market_ts.ts_ms_local_received != null ? market_ts.ts_ms_local_received : Date.now(),
+        ...(market_ts.ts_ms_venue_event != null ? { ts_ms_venue_event: market_ts.ts_ms_venue_event } : {}),
+        ...(market_ts.ts_ms_venue_send != null ? { ts_ms_venue_send: market_ts.ts_ms_venue_send } : {}),
+        ...(Array.isArray(market_ts.hr_recv) ? { hr_recv: market_ts.hr_recv } : {}),
+        ...(Array.isArray(market_ts.hr_parsed) ? { hr_parsed: market_ts.hr_parsed } : {}),
+      }),
       start_base: () => {
         console.log('start_base empty')
       },
@@ -37,7 +44,7 @@ module.exports = class ExchangeWs {
         this.market.pair_list = []
         this.market.asks_dict = {}
         this.market.bids_dict = {}
-        this.market.ts_dict = {}
+        this.market.market_ts_by_pair = {}
         this.market.market_history_dict = {}
         this.market.tickers = {}
         this.market.last_ping = undefined
@@ -142,15 +149,15 @@ module.exports = class ExchangeWs {
           if (this.market.status !== 'opened') return
           const now = Date.now()
           const stale_time = this.market.market_stale_time
-          // Check ts_dict (depth-specific staleness, for exchanges with server-initiated pings)
-          const has_ts = Object.keys(this.market.ts_dict).length > 0
+          // Check market_ts_by_pair (depth-specific staleness, for exchanges with server-initiated pings)
+          const has_ts = Object.keys(this.market.market_ts_by_pair).length > 0
           if (this.market.pair_stale_check_enabled && has_ts) {
             const stale_pair = this.market.pair_list.find((pair) => {
-              const ts = _.get(this.market.ts_dict, [pair, 'received_ts'])
+              const ts = _.get(this.market.market_ts_by_pair, [pair, 'ts_ms_local_received'])
               return ts && now - ts > stale_time
             })
             if (stale_pair) {
-              const ts = _.get(this.market.ts_dict, [stale_pair, 'received_ts'])
+              const ts = _.get(this.market.market_ts_by_pair, [stale_pair, 'ts_ms_local_received'])
               console.error('market websocket stale depth data, reconnecting: %s %s (%s)', this.name, stale_pair, ts ? Math.round((now - ts) / 1000) + 's' : 'no data')
               this.market.end()
               return
@@ -160,12 +167,12 @@ module.exports = class ExchangeWs {
           // (e.g. Coinbase WS buffering — connection alive, heartbeats flowing, but data is minutes old)
           if (has_ts) {
             const stale_event_pair = this.market.pair_list.find((pair) => {
-              const ts = _.get(this.market.ts_dict, [pair])
-              return ts && ts.event_ts && ts.received_ts && ts.received_ts - ts.event_ts > stale_time
+              const ts = _.get(this.market.market_ts_by_pair, [pair])
+              return ts && ts.ts_ms_venue_event && ts.ts_ms_local_received && ts.ts_ms_local_received - ts.ts_ms_venue_event > stale_time
             })
             if (stale_event_pair) {
-              const ts = _.get(this.market.ts_dict, [stale_event_pair])
-              console.error('market websocket stale event data, reconnecting: %s %s (ws_delay: %ds)', this.name, stale_event_pair, Math.round((ts.received_ts - ts.event_ts) / 1000))
+              const ts = _.get(this.market.market_ts_by_pair, [stale_event_pair])
+              console.error('market websocket stale event data, reconnecting: %s %s (ws_delay: %ds)', this.name, stale_event_pair, Math.round((ts.ts_ms_local_received - ts.ts_ms_venue_event) / 1000))
               this.market.end()
               return
             }
@@ -219,7 +226,8 @@ module.exports = class ExchangeWs {
         let message_handler = (...args) => {
           if (boundSocket !== this.market_socket) return
           this.market.last_message_time = Date.now()
-          listener(...args)
+          const hr_recv = process.hrtime()
+          listener(args[0], hr_recv, ...args.slice(1))
           this.market_observable.notify()
         }
         if (this.market_socket.serviceHandlers) {

package/lib/exchanges/gate.js

@@ -159,8 +159,9 @@ module.exports = class Gate extends ExchangeBase {
         }),
       )
       const last_update_dict = {}
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data && data.channel === 'spot.pong') {
           this.ws.market.last_pong = new Date()
         } else if (data && data.channel === 'spot.order_book' && data.result && data.result.s && data.result.bids && data.result.asks) {
@@ -171,10 +172,7 @@ module.exports = class Gate extends ExchangeBase {
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
             this.ws.market.bids_dict[pair] = bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-            this.ws.market.ts_dict[pair] = {
-              received_ts: Date.now(),
-              event_ts: parseInt(t),
-            }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(t), hr_recv, hr_parsed })
             last_update_dict[pair] = lastUpdateId
           }
         } else if (data && data.channel === 'spot.book_ticker' && data.result && data.result.s) {
@@ -189,7 +187,7 @@ module.exports = class Gate extends ExchangeBase {
           if (options.depth === false) {
             this.ws.market.asks_dict[pair] = [[parseFloat(ask_1_price), parseFloat(ask_1_amount)]]
             this.ws.market.bids_dict[pair] = [[parseFloat(bid_1_price), parseFloat(bid_1_amount)]]
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(data.result.t) || Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(data.result.t) || Date.now(), hr_recv, hr_parsed })
             this.ws.market.pair_status[pair] = 'opened'
           } else {
             if (!this.ws.market.asks_dict[pair] || !this.ws.market.bids_dict[pair]) {

package/lib/exchanges/hashkey.js

@@ -108,9 +108,10 @@ module.exports = class Hashkey extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         try {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           if (data.pong) {
             this.ws.market.last_pong = new Date()
           } else {
@@ -120,7 +121,12 @@ module.exports = class Hashkey extends ExchangeBase {
               const { a, b } = data.data
               this.ws.market.asks_dict[pair] = a.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
               this.ws.market.bids_dict[pair] = b.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseFloat(data.data.t) || undefined, send_ts: parseFloat(data.sendTime) || undefined }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+                ts_ms_venue_event: parseFloat(data.data.t) || undefined,
+                ts_ms_venue_send: parseFloat(data.sendTime) || undefined,
+                hr_recv,
+                hr_parsed,
+              })
               const asks = this.ws.market.asks_dict[pair]
               const bids = this.ws.market.bids_dict[pair]
               if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/hashkeyglobal.js

@@ -110,8 +110,9 @@ module.exports = class Hashkeyglobal extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data.pong) {
           this.ws.market.last_pong = new Date()
         } else {
@@ -121,7 +122,7 @@ module.exports = class Hashkeyglobal extends ExchangeBase {
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = book[0].a.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
             this.ws.market.bids_dict[pair] = book[0].b.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             const asks = this.ws.market.asks_dict[pair]
             const bids = this.ws.market.bids_dict[pair]
             if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/hkbitex.js

@@ -142,11 +142,12 @@ module.exports = class Hkbitex extends ExchangeBase {
         }, 60 * 1000)
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
           data = JSON.parse(data)
+          const hr_parsed = process.hrtime()
           if (data && data.data && data.data.e === 8) {
             let book = data.data
             let pair = post_process_pair(book.s)
@@ -157,7 +158,7 @@ module.exports = class Hkbitex extends ExchangeBase {
             if (book.d && book.d.b) {
               this.ws.market.bids_dict[pair] = book.d.b.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
             }
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             const asks = this.ws.market.asks_dict[pair]
             const bids = this.ws.market.bids_dict[pair]
             if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/htx.js

@@ -120,12 +120,13 @@ module.exports = class Htx extends ExchangeBase {
       let depth_re = new RegExp('market.(.+).depth.step0'),
         bbo_re = new RegExp('market.(.+).bbo'),
         trade_re = new RegExp('market.(.+).trade.detail')
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = parse_body(pako.inflate(new Uint8Array(data), { to: 'string' }))
+        const hr_parsed = process.hrtime()
         if (data.ch && depth_re.exec(data.ch)) {
           let pair = post_process_pair(depth_re.exec(data.ch)[1])
           this.ws.market.pair_status[pair] = 'opened'
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.ts }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.ts, hr_recv, hr_parsed })
           this.ws.market.asks_dict[pair] = data.tick.asks
           this.ws.market.bids_dict[pair] = data.tick.bids
         } else if (data.ch && bbo_re.exec(data.ch)) {
@@ -140,7 +141,7 @@ module.exports = class Htx extends ExchangeBase {
           if (options.depth === false) {
             this.ws.market.asks_dict[pair] = [[parseFloat(ask_1_price), parseFloat(ask_1_amount)]]
             this.ws.market.bids_dict[pair] = [[parseFloat(bid_1_price), parseFloat(bid_1_amount)]]
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.ts }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.ts, hr_recv, hr_parsed })
             this.ws.market.pair_status[pair] = 'opened'
           } else {
             if (!Array.isArray(this.ws.market.asks_dict[pair]) || !Array.isArray(this.ws.market.bids_dict[pair])) {

package/lib/exchanges/kucoin.js

@@ -121,8 +121,9 @@ module.exports = class Kucoin extends ExchangeBase {
               type: 'ping',
             }),
           )
-          this.ws.market.on_message((data) => {
+          this.ws.market.on_message((data, hr_recv) => {
             data = JSON.parse(data)
+            const hr_parsed = process.hrtime()
             let book = data.data
             if (data.type === 'pong') {
               this.ws.market.last_pong = new Date()
@@ -132,7 +133,7 @@ module.exports = class Kucoin extends ExchangeBase {
               this.ws.market.pair_status[pair] = 'opened'
               this.ws.market.asks_dict[pair] = book.asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
               this.ws.market.bids_dict[pair] = book.bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: book.timestamp }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: book.timestamp, hr_recv, hr_parsed })
             } else if (data && data.type === 'message' && data.topic && data.subject === 'level1' && book && book.timestamp && book.bids && book.asks) {
               let val = data.topic.split(':')
               let pair = post_process_pair(val[1])
@@ -148,7 +149,7 @@ module.exports = class Kucoin extends ExchangeBase {
               if (options.depth === false) {
                 this.ws.market.asks_dict[pair] = [[parseFloat(ask_1_price), parseFloat(ask_1_amount)]]
                 this.ws.market.bids_dict[pair] = [[parseFloat(bid_1_price), parseFloat(bid_1_amount)]]
-                this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: book.timestamp }
+                this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: book.timestamp, hr_recv, hr_parsed })
                 this.ws.market.pair_status[pair] = 'opened'
               } else {
                 if (!Array.isArray(this.ws.market.asks_dict[pair]) || !Array.isArray(this.ws.market.bids_dict[pair])) {

package/lib/exchanges/lbank.js

@@ -157,8 +157,9 @@ module.exports = class Lbank extends ExchangeBase {
         })
         this.ws.market.ping(JSON.stringify({ action: 'ping', ping: 'keepalive' }))
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data.action === 'ping') {
           this.ws.market.send(
             JSON.stringify({
@@ -170,8 +171,13 @@ module.exports = class Lbank extends ExchangeBase {
           this.ws.market.last_pong = new Date()
           const now = Date.now()
           pair_list.forEach((pair) => {
-            if (this.ws.market.ts_dict[pair]) {
-              this.ws.market.ts_dict[pair].received_ts = now
+            if (this.ws.market.market_ts_by_pair[pair]) {
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+                ...this.ws.market.market_ts_by_pair[pair],
+                ts_ms_local_received: now,
+                hr_recv,
+                hr_parsed,
+              })
             }
           })
         } else if (data.action === 'pong') {
@@ -181,7 +187,7 @@ module.exports = class Lbank extends ExchangeBase {
           this.ws.market.pair_status[pair] = 'opened'
           this.ws.market.asks_dict[pair] = data.depth.asks.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
           this.ws.market.bids_dict[pair] = data.depth.bids.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
           const asks = this.ws.market.asks_dict[pair]
           const bids = this.ws.market.bids_dict[pair]
           if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/mexc.js

@@ -131,7 +131,7 @@ module.exports = class Mexc extends ExchangeBase {
           return false
         }
       }
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (is_json(data)) {
           try {
             const json = JSON.parse(data.toString())
@@ -152,6 +152,7 @@ module.exports = class Mexc extends ExchangeBase {
         try {
           const message = PushDataV3ApiWrapper.decode(data)
           const obj = PushDataV3ApiWrapper.toObject(message, { enums: String, longs: String })
+          const hr_parsed = process.hrtime()
           const pair = post_process_pair(obj.symbol)
           const channel = obj.channel
           if (channel.startsWith('spot@public.limit.depth.v3.api.pb@')) {
@@ -159,7 +160,7 @@ module.exports = class Mexc extends ExchangeBase {
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = asks.map((ask) => [parseFloat(ask.price), parseFloat(ask.quantity)])
             this.ws.market.bids_dict[pair] = bids.map((bid) => [parseFloat(bid.price), parseFloat(bid.quantity)])
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(obj.sendTime) || undefined }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(obj.sendTime) || undefined, hr_recv, hr_parsed })
             // Derive BBO from depth data
             if (options.bbo !== false && this.ws.market.asks_dict[pair].length > 0 && this.ws.market.bids_dict[pair].length > 0) {
               this.ws.market.tickers[pair] = {

package/lib/exchanges/okx.js

@@ -217,13 +217,14 @@ module.exports = class Okx extends ExchangeBase {
         this.ws.market.ping('ping')
         start_market_history_socket()
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         }
         if (data.toString() !== 'pong') {
           try {
             data = JSON.parse(data)
+            const hr_parsed = process.hrtime()
             if (data && data.arg && data.arg.channel === 'books' && data.data && data.data[0]) {
               const action = data.action
               const pair = post_process_pair(data.arg.instId, true)
@@ -262,7 +263,7 @@ module.exports = class Okx extends ExchangeBase {
                 } else {
                 }
               }
-              this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(data.data[0].ts) }
+              this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(data.data[0].ts), hr_recv, hr_parsed })
             } else if (data && data.data && data.arg && (data.arg.channel === 'trades' || data.arg.channel === 'trades-all')) {
               for (let datum of data.data) {
                 let pair = post_process_pair(datum.instId)
@@ -299,7 +300,7 @@ module.exports = class Okx extends ExchangeBase {
               if (options.depth === false) {
                 this.ws.market.asks_dict[pair] = [[askPrice, askSize]]
                 this.ws.market.bids_dict[pair] = [[bidPrice, bidSize]]
-                this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: parseInt(bbo.ts) }
+                this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: parseInt(bbo.ts), hr_recv, hr_parsed })
                 this.ws.market.pair_status[pair] = 'opened'
               }
               this.ws.bbo_observable.notify()

package/lib/exchanges/phemex.js

@@ -773,8 +773,9 @@ module.exports = class Phemex extends ExchangeBase {
           }),
         )
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         data = JSON.parse(data)
+        const hr_parsed = process.hrtime()
         if (data && data.book && data.type === 'snapshot') {
           let pair = post_process_pair(data.symbol)
           this.ws.market.pair_status[pair] = 'opened'
@@ -784,7 +785,11 @@ module.exports = class Phemex extends ExchangeBase {
           for (let bid of data.book.bids) {
             this.ws.market.bids_dict[pair].insert(bid[0], bid[1])
           }
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.timestamp ? Math.floor(data.timestamp / 1e6) : undefined }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+            ts_ms_venue_event: data.timestamp ? Math.floor(data.timestamp / 1e6) : undefined,
+            hr_recv,
+            hr_parsed,
+          })
           {
             const _asks = this.ws.market.asks_dict[pair].entries()
             const _bids = this.ws.market.bids_dict[pair].entries()
@@ -812,7 +817,11 @@ module.exports = class Phemex extends ExchangeBase {
               this.ws.market.bids_dict[pair].insert(parseFloat(bid[0]), parseFloat(bid[1]))
             }
           }
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.timestamp ? Math.floor(data.timestamp / 1e6) : undefined }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({
+            ts_ms_venue_event: data.timestamp ? Math.floor(data.timestamp / 1e6) : undefined,
+            hr_recv,
+            hr_parsed,
+          })
           {
             const _asks = this.ws.market.asks_dict[pair].entries()
             const _bids = this.ws.market.bids_dict[pair].entries()

package/lib/exchanges/upbit.js

@@ -97,17 +97,18 @@ module.exports = class Upbit extends ExchangeBase {
         let message = JSON.stringify([JSON.stringify(sub_channels).toString()])
         this.ws.market.send(message)
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.startsWith('a')) {
           data = _.trim(data, 'a')
           data = JSON.parse(JSON.parse(data)[0])
         }
+        const hr_parsed = process.hrtime()
         if (data.type === 'crixOrderbook') {
           let pair = post_process_pair(_.split(data.code, '.')[2])
           this.ws.market.pair_status[pair] = 'opened'
           this.ws.market.asks_dict[pair] = data.orderbookUnits.map((o) => [parseFloat(o.askPrice), parseFloat(o.askSize)])
           this.ws.market.bids_dict[pair] = data.orderbookUnits.map((o) => [parseFloat(o.bidPrice), parseFloat(o.bidSize)])
-          this.ws.market.ts_dict[pair] = { received_ts: Date.now(), event_ts: data.timestamp }
+          this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ ts_ms_venue_event: data.timestamp, hr_recv, hr_parsed })
           const asks = this.ws.market.asks_dict[pair]
           const bids = this.ws.market.bids_dict[pair]
           if (asks && asks.length > 0 && bids && bids.length > 0) {

package/lib/exchanges/xt.js

@@ -122,12 +122,14 @@ module.exports = class Xt extends ExchangeBase {
         })
         this.ws.market.ping('ping')
       })
-      this.ws.market.on_message((data) => {
+      this.ws.market.on_message((data, hr_recv) => {
         if (data.toString() === 'pong') {
           this.ws.market.last_pong = new Date()
         } else {
+          let hr_parsed
           try {
             data = JSON.parse(data)
+            hr_parsed = process.hrtime()
           } catch (err) {
             console.error('xt websocket', data.toString(), err)
           }
@@ -137,7 +139,7 @@ module.exports = class Xt extends ExchangeBase {
             this.ws.market.pair_status[pair] = 'opened'
             this.ws.market.asks_dict[pair] = data.data.a.map((ask) => [parseFloat(ask[0]), parseFloat(ask[1])])
             this.ws.market.bids_dict[pair] = data.data.b.map((bid) => [parseFloat(bid[0]), parseFloat(bid[1])])
-            this.ws.market.ts_dict[pair] = { received_ts: Date.now() }
+            this.ws.market.market_ts_by_pair[pair] = this.ws.market.build_ts({ hr_recv, hr_parsed })
             const asks = this.ws.market.asks_dict[pair]
             const bids = this.ws.market.bids_dict[pair]
             if (asks && asks.length > 0 && bids && bids.length > 0) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges",
-  "version": "1.40.45",
+  "version": "1.40.46",
   "description": "icgio exchanges package",
   "main": "./exchanges.js",
   "scripts": {