binance 2.5.3 → 2.6.0

package/lib/util/beautifier.js

@@ -1,5 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+const beautifier_maps_1 = require("./beautifier-maps");
 class Beautifier {
     constructor() {
         this.floatKeys = [
@@ -51,12 +52,15 @@ class Beautifier {
             'isolatedWalletAmount',
             'lastFilledPrice',
             'lastFilledQuantity',
-            'lastTradeQuantity',
+            'lastPrice',
+            'lastTradeId',
             'lastTradePrice',
+            'lastTradeQuantity',
             'lastQuoteAssetTransactedQty',
             'liquidationPrice',
             'locked',
             'low',
+            'lowPrice',
             'maintenanceMarginRequired',
             'makerCommission',
             'markPrice',
@@ -95,6 +99,8 @@ class Beautifier {
             'realisedProfit',
             'sellerCommission',
             'settlePriceEstimate',
+            'statisticsCloseTime',
+            'statisticsOpenTime',
             'stepSize',
             'stopPrice',
             'storage',
@@ -103,7 +109,10 @@ class Beautifier {
             'takerQuoteAssetVolume',
             'tickSize',
             'totalRebateVol',
+            'totalTrades',
             'totalTradeVol',
+            'totalTradedBaseAssetVolume',
+            'totalTradedQuoteAssetVolume',
             'trailingStopActivationPrice',
             'trailingStopCallbackRate',
             'unrealisedPnl',
@@ -124,406 +133,7 @@ class Beautifier {
         this.floatKeys.forEach((keyName) => {
             this.floatKeysHashMap[keyName] = true;
         });
-        this.beautificationMap = {
-            aggTrades: {
-                a: 'aggTradeId',
-                p: 'price',
-                q: 'quantity',
-                f: 'firstTradeId',
-                l: 'lastTradeId',
-                T: 'timestamp',
-                m: 'maker',
-                M: 'bestPriceMatch',
-            },
-            bookTickerEvent: {
-                e: 'eventType',
-                u: 'updateId',
-                s: 'symbol',
-                b: 'bidPrice',
-                B: 'bidQty',
-                a: 'askPrice',
-                A: 'askQty',
-            },
-            klines: {
-                0: 'openTime',
-                1: 'open',
-                2: 'high',
-                3: 'low',
-                4: 'close',
-                5: 'volume',
-                6: 'closeTime',
-                7: 'quoteAssetVolume',
-                8: 'trades',
-                9: 'takerBaseAssetVolume',
-                10: 'takerQuoteAssetVolume',
-                11: 'ignored',
-            },
-            bids: [
-                {
-                    0: 'price',
-                    1: 'quantity',
-                    2: 'ignored',
-                },
-            ],
-            asks: [
-                {
-                    0: 'price',
-                    1: 'quantity',
-                    2: 'ignored',
-                },
-            ],
-            depthUpdateEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                U: 'firstUpdateId',
-                u: 'lastUpdateId',
-                b: 'bidDepthDelta',
-                a: 'askDepthDelta',
-            },
-            bidDepthDelta: [
-                {
-                    0: 'price',
-                    1: 'quantity',
-                    2: 'ignored',
-                },
-            ],
-            askDepthDelta: [
-                {
-                    0: 'price',
-                    1: 'quantity',
-                    2: 'ignored',
-                },
-            ],
-            klineEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                k: 'kline',
-            },
-            continuous_klineEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                ps: 'symbol',
-                ct: 'contractType',
-                k: 'kline',
-            },
-            indexPrice_klineEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                ps: 'symbol',
-                k: 'kline',
-            },
-            kline: {
-                t: 'startTime',
-                T: 'endTime',
-                s: 'symbol',
-                i: 'interval',
-                f: 'firstTradeId',
-                L: 'lastTradeId',
-                o: 'open',
-                c: 'close',
-                h: 'high',
-                l: 'low',
-                v: 'volume',
-                n: 'trades',
-                x: 'final',
-                q: 'quoteVolume',
-                V: 'volumeActive',
-                Q: 'quoteVolumeActive',
-                B: 'ignored',
-            },
-            aggTradeEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                a: 'tradeId',
-                p: 'price',
-                q: 'quantity',
-                f: 'firstTradeId',
-                l: 'lastTradeId',
-                T: 'time',
-                m: 'maker',
-                M: 'ignored',
-            },
-            outboundAccountInfoEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                m: 'makerCommission',
-                t: 'takerCommission',
-                b: 'buyerCommission',
-                s: 'sellerCommission',
-                T: 'canTrade',
-                W: 'canWithdraw',
-                D: 'canDeposit',
-                B: 'balances',
-                u: 'lastUpdateTime',
-            },
-            outboundAccountPositionEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                u: 'lastUpdateTime',
-                B: 'balances',
-            },
-            balanceUpdateEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                a: 'asset',
-                d: 'balanceDelta',
-                T: 'clearTime',
-            },
-            indexPriceUpdateEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                i: 'symbol',
-                p: 'indexPrice',
-            },
-            listStatusEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                g: 'orderListId',
-                c: 'contingencyType',
-                l: 'listStatusType',
-                L: 'listOrderStatus',
-                r: 'listRejectReason',
-                C: 'listClientOrderId',
-                T: 'transactionTime',
-                O: 'orders',
-            },
-            markPriceUpdateEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                p: 'markPrice',
-                i: 'indexPrice',
-                P: 'settlePriceEstimate',
-                r: 'fundingRate',
-                T: 'nextFundingTime',
-            },
-            orders: [
-                {
-                    s: 'symbol',
-                    i: 'orderId',
-                    c: 'clientOrderId',
-                },
-            ],
-            ACCOUNT_UPDATEEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                T: 'transactionId',
-                a: 'updateData',
-            },
-            MARGIN_CALLEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                cw: 'crossWalletBalance',
-                p: 'positions',
-            },
-            ORDER_TRADE_UPDATEEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                T: 'transactionTime',
-                o: 'order',
-            },
-            order: {
-                s: 'symbol',
-                c: 'clientOrderId',
-                S: 'orderSide',
-                o: 'orderType',
-                f: 'timeInForce',
-                q: 'originalQuantity',
-                p: 'originalPrice',
-                ap: 'averagePrice',
-                sp: 'stopPrice',
-                x: 'executionType',
-                X: 'orderStatus',
-                i: 'orderId',
-                l: 'lastFilledQuantity',
-                z: 'orderFilledAccumulatedQuantity',
-                L: 'lastFilledPrice',
-                N: 'commissionAsset',
-                n: 'commissionAmount',
-                T: 'orderTradeTime',
-                t: 'tradeId',
-                b: 'bidsNotional',
-                a: 'asksNotional',
-                m: 'isMakerTrade',
-                R: 'isReduceOnly',
-                wt: 'stopPriceWorkingType',
-                ot: 'originalOrderType',
-                ps: 'positionSide',
-                cp: 'isCloseAll',
-                AP: 'trailingStopActivationPrice',
-                cr: 'trailingStopCallbackRate',
-                rp: 'realisedProfit',
-            },
-            ACCOUNT_CONFIG_UPDATEEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                T: 'transactionTime',
-                ac: 'assetConfiguration',
-                ai: 'accountConfiguration',
-            },
-            assetConfiguration: {
-                s: 'symbol',
-                l: 'leverage',
-            },
-            accountConfiguration: {
-                j: 'isMultiAssetsMode',
-            },
-            positions: [
-                {
-                    s: 'symbol',
-                    ps: 'positionSide',
-                    pa: 'positionAmount',
-                    mt: 'marginType',
-                    iw: 'isolatedWalletAmount',
-                    mp: 'markPrice',
-                    up: 'unrealisedPnl',
-                    mm: 'maintenanceMarginRequired',
-                },
-            ],
-            listenKeyExpiredEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-            },
-            updateData: {
-                m: 'updateEventType',
-                P: 'updatedPositions',
-                B: 'updatedBalances',
-            },
-            updatedBalances: [
-                {
-                    a: 'asset',
-                    wb: 'walletBalance',
-                    cw: 'crossWalletBalance',
-                    bc: 'balanceChange',
-                },
-            ],
-            updatedPositions: [
-                {
-                    s: 'symbol',
-                    ma: 'marginAsset',
-                    pa: 'positionAmount',
-                    ep: 'entryPrice',
-                    cr: 'accumulatedRealisedPreFee',
-                    up: 'unrealisedPnl',
-                    mt: 'marginType',
-                    iw: 'isolatedWalletAmount',
-                    ps: 'positionSide',
-                },
-            ],
-            balances: [
-                {
-                    a: 'asset',
-                    f: 'availableBalance',
-                    l: 'onOrderBalance',
-                },
-            ],
-            executionReportEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                c: 'newClientOrderId',
-                S: 'side',
-                o: 'orderType',
-                f: 'cancelType',
-                q: 'quantity',
-                p: 'price',
-                P: 'stopPrice',
-                F: 'icebergQuantity',
-                g: 'orderListId',
-                C: 'originalClientOrderId',
-                x: 'executionType',
-                X: 'orderStatus',
-                r: 'rejectReason',
-                i: 'orderId',
-                l: 'lastTradeQuantity',
-                z: 'accumulatedQuantity',
-                L: 'lastTradePrice',
-                n: 'commission',
-                N: 'commissionAsset',
-                T: 'tradeTime',
-                t: 'tradeId',
-                I: 'ignoreThis1',
-                w: 'isOrderOnBook',
-                m: 'isMaker',
-                M: 'ignoreThis2',
-                O: 'orderCreationTime',
-                Z: 'cummulativeQuoteAssetTransactedQty',
-                Y: 'lastQuoteAssetTransactedQty',
-                Q: 'orderQuoteQty',
-            },
-            tradeEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                t: 'tradeId',
-                p: 'price',
-                q: 'quantity',
-                b: 'buyerOrderId',
-                a: 'sellerOrderId',
-                T: 'time',
-                m: 'maker',
-                M: 'ignored',
-            },
-            '24hrTickerEvent': {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                p: 'priceChange',
-                P: 'priceChangePercent',
-                w: 'weightedAveragePrice',
-                x: 'previousClose',
-                c: 'currentClose',
-                Q: 'closeQuantity',
-                b: 'bestBid',
-                B: 'bestBidQuantity',
-                a: 'bestAskPrice',
-                A: 'bestAskQuantity',
-                o: 'open',
-                h: 'high',
-                l: 'low',
-                v: 'baseAssetVolume',
-                q: 'quoteAssetVolume',
-                O: 'openTime',
-                C: 'closeTime',
-                F: 'firstTradeId',
-                L: 'lastTradeId',
-                n: 'trades',
-            },
-            '24hrMiniTickerEvent': {
-                e: 'eventType',
-                E: 'eventTime',
-                s: 'symbol',
-                ps: 'contractSymbol',
-                c: 'close',
-                o: 'open',
-                h: 'high',
-                l: 'low',
-                v: 'baseAssetVolume',
-                q: 'quoteAssetVolume',
-            },
-            forceOrderEvent: {
-                e: 'eventType',
-                E: 'eventTime',
-                o: 'liquidationOrder',
-            },
-            liquidationOrder: {
-                s: 'symbol',
-                S: 'side',
-                o: 'orderType',
-                f: 'timeInForce',
-                q: 'quantity',
-                p: 'price',
-                ap: 'averagePrice',
-                X: 'orderStatus',
-                l: 'lastFilledQuantity',
-                z: 'orderFilledAccumulatedQuantity',
-                T: 'orderTradeTime',
-            },
-        };
+        this.beautificationMap = beautifier_maps_1.BEAUTIFIER_EVENT_MAP;
     }
     beautifyValueWithKey(key, val) {
         if (typeof val === 'string' && this.floatKeysHashMap[key] && val !== '') {

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package/lib/util/typeGuards.d.ts

@@ -1,4 +1,4 @@
-import { WsFormattedMessage, WsMessage24hrMiniTickerRaw, WsMessage24hrTickerFormatted, WsMessageAggTradeFormatted, WsMessageForceOrderFormatted, WsMessageFuturesUserDataAccountConfigUpdateEventFormatted, WsMessageFuturesUserDataAccountConfigUpdateEventRaw, WsMessageFuturesUserDataAccountUpdateFormatted, WsMessageFuturesUserDataAccountUpdateRaw, WsMessageFuturesUserDataEventFormatted, WsMessageFuturesUserDataListenKeyExpiredFormatted, WsMessageFuturesUserDataMarginCallFormatted, WsMessageFuturesUserDataOrderTradeUpdateEventRaw, WsMessageFuturesUserDataTradeUpdateEventFormatted, WsMessageKlineFormatted, WsMessageKlineRaw, WsMessageMarkPriceUpdateEventFormatted, WsMessageSpotBalanceUpdateFormatted, WsMessageSpotOutboundAccountPositionFormatted, WsMessageSpotUserDataEventFormatted, WsMessageSpotUserDataExecutionReportEventFormatted, WsMessageSpotUserDataListStatusEventFormatted, WsMessageTradeFormatted, WsRawMessage, WsUserDataEvents } from '../types/websockets';
+import { WsFormattedMessage, WsMessage24hrMiniTickerRaw, WsMessage24hrTickerFormatted, WsMessageAggTradeFormatted, WsMessageForceOrderFormatted, WsMessageFuturesUserDataAccountConfigUpdateEventFormatted, WsMessageFuturesUserDataAccountConfigUpdateEventRaw, WsMessageFuturesUserDataAccountUpdateFormatted, WsMessageFuturesUserDataAccountUpdateRaw, WsMessageFuturesUserDataEventFormatted, WsMessageFuturesUserDataListenKeyExpiredFormatted, WsMessageFuturesUserDataMarginCallFormatted, WsMessageFuturesUserDataOrderTradeUpdateEventRaw, WsMessageFuturesUserDataTradeUpdateEventFormatted, WsMessageKlineFormatted, WsMessageKlineRaw, WsMessageMarkPriceUpdateEventFormatted, WsMessageRollingWindowTickerFormatted, WsMessageRollingWindowTickerRaw, WsMessageSpotBalanceUpdateFormatted, WsMessageSpotOutboundAccountPositionFormatted, WsMessageSpotUserDataEventFormatted, WsMessageSpotUserDataExecutionReportEventFormatted, WsMessageSpotUserDataListStatusEventFormatted, WsMessageTradeFormatted, WsRawMessage, WsUserDataEvents } from '../types/websockets';
 /**
  * Use type guards to narrow down types with minimal efforts.
  *
@@ -18,6 +18,7 @@ export declare function isWsFormattedKline(data: WsFormattedMessage): data is Ws
 export declare function isWsFormatted24hrTicker(data: WsFormattedMessage): data is WsMessage24hrTickerFormatted;
 export declare function isWsFormattedForceOrder(data: WsFormattedMessage): data is WsMessageForceOrderFormatted;
 export declare function isWsFormatted24hrTickerArray(data: WsFormattedMessage): data is WsMessage24hrTickerFormatted[];
+export declare function isWsFormattedRollingWindowTickerArray(data: WsFormattedMessage): data is WsMessageRollingWindowTickerFormatted[];
 /**
  * Typeguard to validate a 'Compressed/Aggregate' trade
  */
@@ -41,6 +42,7 @@ export declare function isWsFormattedFuturesUserDataListenKeyExpired(data: WsFor
  * Typeguard to validate all symbol 24hrMiniTicker raw event
  */
 export declare function isAll24hrMiniTickerRaw(data: WsRawMessage): data is WsMessage24hrMiniTickerRaw[];
+export declare function isAllRollingWindowTickerRaw(data: WsRawMessage): data is WsMessageRollingWindowTickerRaw[];
 /**
  * Typeguard to validate a single 24hrMiniTicker raw event
  */

package/lib/util/typeGuards.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isAccountUpdateRaw = exports.isAccountConfigUpdateRaw = exports.isOrderTradeUpdateRaw = exports.isKlineRaw = exports.is24hrMiniTickerRaw = exports.isAll24hrMiniTickerRaw = exports.isWsFormattedFuturesUserDataListenKeyExpired = exports.isWsFormattedFuturesUserDataAccountConfigUpdateEvent = exports.isWsFormattedFuturesUserDataTradeUpdateEvent = exports.isWsFormattedFuturesUserDataMarginCall = exports.isWsFormattedFuturesUserDataAccountUpdate = exports.isWsFormattedSpotUserDataListStatusEvent = exports.isWsFormattedSpotBalanceUpdate = exports.isWsFormattedSpotOutboundAccountPosition = exports.isWsFormattedSpotUserDataExecutionReport = exports.isWsFormattedFuturesUserDataEvent = exports.isWsFormattedSpotUserDataEvent = exports.isWsFormattedUserDataEvent = exports.isWsAggTradeFormatted = exports.isWsFormatted24hrTickerArray = exports.isWsFormattedForceOrder = exports.isWsFormatted24hrTicker = exports.isWsFormattedKline = exports.isWsFormattedTrade = exports.isWsFormattedMarkPriceUpdate = exports.isWsFormattedMarkPriceUpdateArray = exports.isWsFormattedMarkPriceUpdateEvent = void 0;
+exports.isAccountUpdateRaw = exports.isAccountConfigUpdateRaw = exports.isOrderTradeUpdateRaw = exports.isKlineRaw = exports.is24hrMiniTickerRaw = exports.isAllRollingWindowTickerRaw = exports.isAll24hrMiniTickerRaw = exports.isWsFormattedFuturesUserDataListenKeyExpired = exports.isWsFormattedFuturesUserDataAccountConfigUpdateEvent = exports.isWsFormattedFuturesUserDataTradeUpdateEvent = exports.isWsFormattedFuturesUserDataMarginCall = exports.isWsFormattedFuturesUserDataAccountUpdate = exports.isWsFormattedSpotUserDataListStatusEvent = exports.isWsFormattedSpotBalanceUpdate = exports.isWsFormattedSpotOutboundAccountPosition = exports.isWsFormattedSpotUserDataExecutionReport = exports.isWsFormattedFuturesUserDataEvent = exports.isWsFormattedSpotUserDataEvent = exports.isWsFormattedUserDataEvent = exports.isWsAggTradeFormatted = exports.isWsFormattedRollingWindowTickerArray = exports.isWsFormatted24hrTickerArray = exports.isWsFormattedForceOrder = exports.isWsFormatted24hrTicker = exports.isWsFormattedKline = exports.isWsFormattedTrade = exports.isWsFormattedMarkPriceUpdate = exports.isWsFormattedMarkPriceUpdateArray = exports.isWsFormattedMarkPriceUpdateEvent = void 0;
 /**
  * Use type guards to narrow down types with minimal efforts.
  *
@@ -18,7 +18,7 @@ exports.isWsFormattedMarkPriceUpdateEvent = isWsFormattedMarkPriceUpdateEvent;
 function isWsFormattedMarkPriceUpdateArray(data) {
     return (Array.isArray(data) &&
         data.length !== 0 &&
-        isWsFormattedMarkPriceUpdateEvent(data[0]));
+        data[0].eventType === 'markPriceUpdate');
 }
 exports.isWsFormattedMarkPriceUpdateArray = isWsFormattedMarkPriceUpdateArray;
 /** @deprecated, use isWsFormattedMarkPriceUpdateEvent or isWsFormattedMarkPriceUpdateArray */
@@ -43,9 +43,17 @@ function isWsFormattedForceOrder(data) {
 }
 exports.isWsFormattedForceOrder = isWsFormattedForceOrder;
 function isWsFormatted24hrTickerArray(data) {
-    return (Array.isArray(data) && data.length !== 0 && isWsFormatted24hrTicker(data[0]));
+    return (Array.isArray(data) &&
+        data.length !== 0 &&
+        data[0].eventType === '24hrTicker');
 }
 exports.isWsFormatted24hrTickerArray = isWsFormatted24hrTickerArray;
+function isWsFormattedRollingWindowTickerArray(data) {
+    return (Array.isArray(data) &&
+        data.length !== 0 &&
+        ['1hTicker', '4hTicker', '1dTicker'].includes(data[0].eventType));
+}
+exports.isWsFormattedRollingWindowTickerArray = isWsFormattedRollingWindowTickerArray;
 /**
  * Typeguard to validate a 'Compressed/Aggregate' trade
  */
@@ -116,6 +124,11 @@ function isAll24hrMiniTickerRaw(data) {
     return Array.isArray(data) && data[0].e === '24hrMiniTicker';
 }
 exports.isAll24hrMiniTickerRaw = isAll24hrMiniTickerRaw;
+function isAllRollingWindowTickerRaw(data) {
+    return (Array.isArray(data) &&
+        ['1hTicker', '4hTicker', '1dTicker'].includes(data[0].e));
+}
+exports.isAllRollingWindowTickerRaw = isAllRollingWindowTickerRaw;
 /**
  * Typeguard to validate a single 24hrMiniTicker raw event
  */

package/lib/util/typeGuards.js.map

@@ -1 +1 @@
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+{"version":3,"file":"typeGuards.js","sourceRoot":"","sources":["../../src/util/typeGuards.ts"],"names":[],"mappings":";;;AA8BA;;;;;;GAMG;AAEH;;GAEG;AAEH,SAAgB,iCAAiC,CAC/C,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,iBAAiB,CAAC;AACtE,CAAC;AAJD,8EAIC;AAED,SAAgB,iCAAiC,CAC/C,IAAwB;IAExB,OAAO,CACL,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QACnB,IAAI,CAAC,MAAM,KAAK,CAAC;QACjB,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,KAAK,iBAAiB,CACxC,CAAC;AACJ,CAAC;AARD,8EAQC;AAED,8FAA8F;AAC9F,SAAgB,4BAA4B,CAC1C,IAAwB;IAExB,OAAO,iCAAiC,CAAC,IAAI,CAAC,CAAC;AACjD,CAAC;AAJD,oEAIC;AAED,SAAgB,kBAAkB,CAChC,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,OAAO,CAAC;AAC5D,CAAC;AAJD,gDAIC;AAED,SAAgB,kBAAkB,CAChC,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,OAAO,CAAC;AAC5D,CAAC;AAJD,gDAIC;AAED,SAAgB,uBAAuB,CACrC,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,YAAY,CAAC;AACjE,CAAC;AAJD,0DAIC;AAED,SAAgB,uBAAuB,CACrC,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,YAAY,CAAC;AACjE,CAAC;AAJD,0DAIC;AAED,SAAgB,4BAA4B,CAC1C,IAAwB;IAExB,OAAO,CACL,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QACnB,IAAI,CAAC,MAAM,KAAK,CAAC;QACjB,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,KAAK,YAAY,CACnC,CAAC;AACJ,CAAC;AARD,oEAQC;AAED,SAAgB,qCAAqC,CACnD,IAAwB;IAExB,OAAO,CACL,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QACnB,IAAI,CAAC,MAAM,KAAK,CAAC;QACjB,CAAC,UAAU,EAAE,UAAU,EAAE,UAAU,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CACjE,CAAC;AACJ,CAAC;AARD,sFAQC;AAED;;GAEG;AACH,SAAgB,qBAAqB,CACnC,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,UAAU,CAAC;AAC/D,CAAC;AAJD,sDAIC;AAED,SAAgB,0BAA0B,CACxC,IAAwB;IAExB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;AACjE,CAAC;AAJD,gEAIC;AAED,SAAgB,8BAA8B,CAC5C,IAAwB;IAExB,OAAO,0BAA0B,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;AAC5E,CAAC;AAJD,wEAIC;AAED,SAAgB,iCAAiC,CAC/C,IAAwB;IAExB,OAAO,0BAA0B,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC;AAC5E,CAAC;AAJD,8EAIC;AAED,SAAgB,wCAAwC,CACtD,IAAwB;IAExB,OAAO,CACL,8BAA8B,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,iBAAiB,CAC7E,CAAC;AACJ,CAAC;AAND,4FAMC;AAED,SAAgB,wCAAwC,CACtD,IAAwB;IAExB,OAAO,CACL,8BAA8B,CAAC,IAAI,CAAC;QACpC,IAAI,CAAC,SAAS,KAAK,yBAAyB,CAC7C,CAAC;AACJ,CAAC;AAPD,4FAOC;AAED,SAAgB,8BAA8B,CAC5C,IAAwB;IAExB,OAAO,CACL,8BAA8B,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,eAAe,CAC3E,CAAC;AACJ,CAAC;AAND,wEAMC;AAED,SAAgB,wCAAwC,CACtD,IAAwB;IAExB,OAAO,CACL,8BAA8B,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,YAAY,CACxE,CAAC;AACJ,CAAC;AAND,4FAMC;AAED,SAAgB,yCAAyC,CACvD,IAAwB;IAExB,OAAO,CACL,iCAAiC,CAAC,IAAI,CAAC;QACvC,IAAI,CAAC,SAAS,KAAK,gBAAgB,CACpC,CAAC;AACJ,CAAC;AAPD,8FAOC;AAED,SAAgB,sCAAsC,CACpD,IAAwB;IAExB,OAAO,CACL,iCAAiC,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,SAAS,KAAK,aAAa,CAC5E,CAAC;AACJ,CAAC;AAND,wFAMC;AAED,SAAgB,4CAA4C,CAC1D,IAAwB;IAExB,OAAO,CACL,iCAAiC,CAAC,IAAI,CAAC;QACvC,IAAI,CAAC,SAAS,KAAK,oBAAoB,CACxC,CAAC;AACJ,CAAC;AAPD,oGAOC;AAED,SAAgB,oDAAoD,CAClE,IAAwB;IAExB,OAAO,CACL,iCAAiC,CAAC,IAAI,CAAC;QACvC,IAAI,CAAC,SAAS,KAAK,uBAAuB,CAC3C,CAAC;AACJ,CAAC;AAPD,oHAOC;AAED,SAAgB,4CAA4C,CAC1D,IAAwB;IAExB,OAAO,CACL,iCAAiC,CAAC,IAAI,CAAC;QACvC,IAAI,CAAC,SAAS,KAAK,kBAAkB,CACtC,CAAC;AACJ,CAAC;AAPD,oGAOC;AAED;;GAEG;AAEH;;GAEG;AACH,SAAgB,sBAAsB,CACpC,IAAkB;IAElB,OAAO,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,gBAAgB,CAAC;AAC/D,CAAC;AAJD,wDAIC;AAED,SAAgB,2BAA2B,CACzC,IAAkB;IAElB,OAAO,CACL,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC;QACnB,CAAC,UAAU,EAAE,UAAU,EAAE,UAAU,CAAC,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CACzD,CAAC;AACJ,CAAC;AAPD,kEAOC;AAED;;GAEG;AACH,SAAgB,mBAAmB,CACjC,IAAkB;IAElB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC,KAAK,gBAAgB,CAAC;AAC7D,CAAC;AAJD,kDAIC;AAED;;GAEG;AACH,SAAgB,UAAU,CAAC,IAAkB;IAC3C,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC,KAAK,OAAO,CAAC;AACpD,CAAC;AAFD,gCAEC;AAED;;GAEG;AACH,SAAgB,qBAAqB,CACnC,IAAkB;IAElB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC,KAAK,oBAAoB,CAAC;AACjE,CAAC;AAJD,sDAIC;AAED;;GAEG;AACH,SAAgB,wBAAwB,CACtC,IAAkB;IAElB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC,KAAK,uBAAuB,CAAC;AACpE,CAAC;AAJD,4DAIC;AAED;;GAEG;AACH,SAAgB,kBAAkB,CAChC,IAAkB;IAElB,OAAO,CAAC,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,IAAI,CAAC,CAAC,KAAK,gBAAgB,CAAC;AAC7D,CAAC;AAJD,gDAIC"}

package/lib/websocket-client.d.ts

@@ -177,6 +177,16 @@ export declare class WebsocketClient extends EventEmitter {
      * Subscribe to 24hr ticker in any market.
      */
     subscribeAll24hrTickers(market: 'spot' | 'usdm' | 'coinm', forceNewConnection?: boolean): WebSocket;
+    /**
+     * Subscribe to rolling window ticker statistics for all market symbols,
+     * computed over multiple windows. Note that only tickers that have
+     * changed will be present in the array.
+     *
+     * Notes:
+     * - Supported window sizes: 1h,4h,1d.
+     * - Supported markets: spot
+     */
+    subscribeAllRollingWindowTickers(market: 'spot', windowSize: '1h' | '4h' | '1d', forceNewConnection?: boolean): WebSocket;
     /**
      * Subscribe to best bid/ask for symbol in spot markets.
      */

package/lib/websocket-client.js

@@ -137,6 +137,7 @@ class WebsocketClient extends events_1.EventEmitter {
         ws.onpong = (event) => this.onWsPong(event, wsRefKey, 'function');
         // Add ws connection with key to store
         this.wsStore.setWs(wsRefKey, ws);
+        ws.wsKey = wsRefKey;
         return ws;
     }
     tryWsSend(wsKey, wsMessage) {
@@ -553,9 +554,7 @@ class WebsocketClient extends events_1.EventEmitter {
         this.logger.silly(`Created new listen key interval timer for ${listenKey}`);
         // Set timer to keep WS alive every 50 minutes
         const minutes50 = 1000 * 60 * 50;
-        listenKeyState.keepAliveTimer = setInterval(() => this.checkKeepAliveListenKey(listenKey, market, ws, wsKey, symbol, isTestnet), minutes50
-        // 1000 * 60
-        );
+        listenKeyState.keepAliveTimer = setInterval(() => this.checkKeepAliveListenKey(listenKey, market, ws, wsKey, symbol, isTestnet), minutes50);
     }
     sendKeepAliveForMarket(listenKey, market, ws, wsKey, symbol, isTestnet) {
         switch (market) {
@@ -797,6 +796,21 @@ class WebsocketClient extends events_1.EventEmitter {
         const wsKey = requestUtils_1.getWsKeyWithContext(market, streamName);
         return this.connectToWsUrl(this.getWsBaseUrl(market, wsKey) + `/ws/!${streamName}@arr`, wsKey, forceNewConnection);
     }
+    /**
+     * Subscribe to rolling window ticker statistics for all market symbols,
+     * computed over multiple windows. Note that only tickers that have
+     * changed will be present in the array.
+     *
+     * Notes:
+     * - Supported window sizes: 1h,4h,1d.
+     * - Supported markets: spot
+     */
+    subscribeAllRollingWindowTickers(market, windowSize, forceNewConnection) {
+        const streamName = 'ticker';
+        const wsKey = requestUtils_1.getWsKeyWithContext(market, streamName, windowSize);
+        const wsUrl = this.getWsBaseUrl(market, wsKey) + `/ws/!${streamName}_${windowSize}@arr`;
+        return this.connectToWsUrl(wsUrl, wsKey, forceNewConnection);
+    }
     /**
      * Subscribe to best bid/ask for symbol in spot markets.
      */