tardis-dev 12.5.22 → 12.6.7

package/src/mappers/serum.ts

@@ -1,103 +1,103 @@
-import { Mapper } from './mapper'
-import { Trade, BookChange } from '../types'
-
-export class SerumTradesMapper implements Mapper<'serum', Trade> {
-  canHandle(message: SerumVialTrade) {
-    return message.type === 'trade'
-  }
-
-  getFilters(symbols?: string[]) {
-    return [
-      {
-        channel: 'trade',
-        symbols
-      } as const
-    ]
-  }
-
-  *map(message: SerumVialTrade, localTimestamp: Date): IterableIterator<Trade> {
-    yield {
-      type: 'trade',
-      symbol: message.market,
-      exchange: 'serum',
-      id: message.id,
-      price: Number(message.price),
-      amount: Number(message.size),
-      side: message.side,
-      timestamp: new Date(message.timestamp),
-      localTimestamp: localTimestamp
-    }
-  }
-}
-
-export class SerumBookChangeMapper implements Mapper<'serum', BookChange> {
-  canHandle(message: SerumVialL2Snapshot | SerumVialL2Update) {
-    return message.type === 'l2snapshot' || message.type === 'l2update'
-  }
-
-  getFilters(symbols?: string[]) {
-    return [
-      {
-        channel: 'l2snapshot',
-        symbols
-      } as const,
-      {
-        channel: 'l2update',
-        symbols
-      } as const
-    ]
-  }
-
-  *map(message: SerumVialL2Snapshot | SerumVialL2Update, localTimestamp: Date): IterableIterator<BookChange> {
-    yield {
-      type: 'book_change',
-      symbol: message.market,
-      exchange: 'serum',
-      isSnapshot: message.type === 'l2snapshot',
-      bids: message.bids.map(this.mapBookLevel),
-      asks: message.asks.map(this.mapBookLevel),
-      timestamp: new Date(message.timestamp),
-      localTimestamp
-    }
-  }
-
-  protected mapBookLevel(level: SerumVialPriceLevel) {
-    const price = Number(level[0])
-    const amount = Number(level[1])
-    return { price, amount }
-  }
-}
-
-type SerumVialTrade = {
-  type: 'trade'
-  market: 'RAY/USDT'
-  timestamp: '2021-05-22T00:00:59.448Z'
-  slot: 79469377
-  version: 3
-  id: '96845406386975144808722|185.8|1621641659448'
-  side: 'buy'
-  price: '5.235'
-  size: '185.8'
-}
-
-type SerumVialPriceLevel = [string, string]
-
-type SerumVialL2Snapshot = {
-  type: 'l2snapshot'
-  market: 'RAY/USDT'
-  timestamp: '2021-05-21T23:58:56.899Z'
-  slot: 79469186
-  version: 3
-  asks: SerumVialPriceLevel[]
-  bids: SerumVialPriceLevel[]
-}
-
-type SerumVialL2Update = {
-  type: 'l2update'
-  market: 'RAY/USDT'
-  timestamp: '2021-05-22T00:00:20.959Z'
-  slot: 79469318
-  version: 3
-  asks: SerumVialPriceLevel[]
-  bids: SerumVialPriceLevel[]
-}
+import { Mapper } from './mapper'
+import { Trade, BookChange } from '../types'
+
+export class SerumTradesMapper implements Mapper<'serum', Trade> {
+  canHandle(message: SerumVialTrade) {
+    return message.type === 'trade'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'trade',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: SerumVialTrade, localTimestamp: Date): IterableIterator<Trade> {
+    yield {
+      type: 'trade',
+      symbol: message.market,
+      exchange: 'serum',
+      id: message.id,
+      price: Number(message.price),
+      amount: Number(message.size),
+      side: message.side,
+      timestamp: new Date(message.timestamp),
+      localTimestamp: localTimestamp
+    }
+  }
+}
+
+export class SerumBookChangeMapper implements Mapper<'serum', BookChange> {
+  canHandle(message: SerumVialL2Snapshot | SerumVialL2Update) {
+    return message.type === 'l2snapshot' || message.type === 'l2update'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'l2snapshot',
+        symbols
+      } as const,
+      {
+        channel: 'l2update',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: SerumVialL2Snapshot | SerumVialL2Update, localTimestamp: Date): IterableIterator<BookChange> {
+    yield {
+      type: 'book_change',
+      symbol: message.market,
+      exchange: 'serum',
+      isSnapshot: message.type === 'l2snapshot',
+      bids: message.bids.map(this.mapBookLevel),
+      asks: message.asks.map(this.mapBookLevel),
+      timestamp: new Date(message.timestamp),
+      localTimestamp
+    }
+  }
+
+  protected mapBookLevel(level: SerumVialPriceLevel) {
+    const price = Number(level[0])
+    const amount = Number(level[1])
+    return { price, amount }
+  }
+}
+
+type SerumVialTrade = {
+  type: 'trade'
+  market: 'RAY/USDT'
+  timestamp: '2021-05-22T00:00:59.448Z'
+  slot: 79469377
+  version: 3
+  id: '96845406386975144808722|185.8|1621641659448'
+  side: 'buy'
+  price: '5.235'
+  size: '185.8'
+}
+
+type SerumVialPriceLevel = [string, string]
+
+type SerumVialL2Snapshot = {
+  type: 'l2snapshot'
+  market: 'RAY/USDT'
+  timestamp: '2021-05-21T23:58:56.899Z'
+  slot: 79469186
+  version: 3
+  asks: SerumVialPriceLevel[]
+  bids: SerumVialPriceLevel[]
+}
+
+type SerumVialL2Update = {
+  type: 'l2update'
+  market: 'RAY/USDT'
+  timestamp: '2021-05-22T00:00:20.959Z'
+  slot: 79469318
+  version: 3
+  asks: SerumVialPriceLevel[]
+  bids: SerumVialPriceLevel[]
+}

package/src/mappers/upbit.ts

@@ -1,104 +1,104 @@
-import { Mapper } from './mapper'
-import { Trade, BookChange, BookPriceLevel } from '../types'
-
-export class UpbitTradesMapper implements Mapper<'upbit', Trade> {
-  canHandle(message: UpbitTrade) {
-    return message.type === 'trade'
-  }
-
-  getFilters(symbols?: string[]) {
-    return [
-      {
-        channel: 'trade',
-        symbols
-      } as const
-    ]
-  }
-
-  *map(message: UpbitTrade, localTimestamp: Date): IterableIterator<Trade> {
-    yield {
-      type: 'trade',
-      symbol: message.code,
-      exchange: 'upbit',
-      id: String(message.sequential_id),
-      price: message.trade_price,
-      amount: message.trade_volume,
-      side: message.ask_bid === 'ASK' ? 'sell' : 'buy',
-      timestamp: new Date(message.trade_timestamp),
-      localTimestamp: localTimestamp
-    }
-  }
-}
-
-export class UpbitBookChangeMapper implements Mapper<'upbit', BookChange> {
-  canHandle(message: UpbitOrderBook) {
-    return message.type === 'orderbook'
-  }
-
-  getFilters(symbols?: string[]) {
-    return [
-      {
-        channel: 'orderbook',
-        symbols
-      } as const
-    ]
-  }
-
-  *map(message: UpbitOrderBook, localTimestamp: Date): IterableIterator<BookChange> {
-    let asks: BookPriceLevel[] = []
-    let bids: BookPriceLevel[] = []
-
-    for (const level of message.orderbook_units) {
-      if (level.ask_price > 0) {
-        asks.push({
-          price: level.ask_price,
-          amount: level.ask_size
-        })
-      }
-
-      if (level.bid_price > 0) {
-        bids.push({
-          price: level.bid_price,
-          amount: level.bid_size
-        })
-      }
-    }
-    yield {
-      type: 'book_change',
-      symbol: message.code,
-      exchange: 'upbit',
-      isSnapshot: true,
-      bids,
-      asks,
-      timestamp: new Date(message.timestamp),
-      localTimestamp
-    }
-  }
-}
-
-type UpbitTrade = {
-  type: 'trade'
-  code: 'KRW-DOGE'
-  timestamp: 1614729599905
-  trade_date: '2021-03-02'
-  trade_time: '23:59:59'
-  trade_timestamp: 1614729599000
-  trade_price: 58.4
-  trade_volume: 836.12040133
-  ask_bid: 'ASK'
-  prev_closing_price: 57.5
-  change: 'RISE'
-  change_price: 0.9
-  sequential_id: 1614729599000000
-  stream_type: 'REALTIME'
-}
-
-type UpbitOrderBook = {
-  type: 'orderbook'
-  code: 'KRW-DOT'
-  timestamp: 1614729599677
-  total_ask_size: 1415.12521016
-  total_bid_size: 8058.44442437
-  orderbook_units: { ask_price: number; bid_price: number; ask_size: number; bid_size: number }[]
-  stream_type: 'REALTIME'
-}
+import { Mapper } from './mapper'
+import { Trade, BookChange, BookPriceLevel } from '../types'
+
+export class UpbitTradesMapper implements Mapper<'upbit', Trade> {
+  canHandle(message: UpbitTrade) {
+    return message.type === 'trade'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'trade',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: UpbitTrade, localTimestamp: Date): IterableIterator<Trade> {
+    yield {
+      type: 'trade',
+      symbol: message.code,
+      exchange: 'upbit',
+      id: String(message.sequential_id),
+      price: message.trade_price,
+      amount: message.trade_volume,
+      side: message.ask_bid === 'ASK' ? 'sell' : 'buy',
+      timestamp: new Date(message.trade_timestamp),
+      localTimestamp: localTimestamp
+    }
+  }
+}
+
+export class UpbitBookChangeMapper implements Mapper<'upbit', BookChange> {
+  canHandle(message: UpbitOrderBook) {
+    return message.type === 'orderbook'
+  }
+
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'orderbook',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: UpbitOrderBook, localTimestamp: Date): IterableIterator<BookChange> {
+    let asks: BookPriceLevel[] = []
+    let bids: BookPriceLevel[] = []
+
+    for (const level of message.orderbook_units) {
+      if (level.ask_price > 0) {
+        asks.push({
+          price: level.ask_price,
+          amount: level.ask_size
+        })
+      }
+
+      if (level.bid_price > 0) {
+        bids.push({
+          price: level.bid_price,
+          amount: level.bid_size
+        })
+      }
+    }
+    yield {
+      type: 'book_change',
+      symbol: message.code,
+      exchange: 'upbit',
+      isSnapshot: true,
+      bids,
+      asks,
+      timestamp: new Date(message.timestamp),
+      localTimestamp
+    }
+  }
+}
+
+type UpbitTrade = {
+  type: 'trade'
+  code: 'KRW-DOGE'
+  timestamp: 1614729599905
+  trade_date: '2021-03-02'
+  trade_time: '23:59:59'
+  trade_timestamp: 1614729599000
+  trade_price: 58.4
+  trade_volume: 836.12040133
+  ask_bid: 'ASK'
+  prev_closing_price: 57.5
+  change: 'RISE'
+  change_price: 0.9
+  sequential_id: 1614729599000000
+  stream_type: 'REALTIME'
+}
+
+type UpbitOrderBook = {
+  type: 'orderbook'
+  code: 'KRW-DOT'
+  timestamp: 1614729599677
+  total_ask_size: 1415.12521016
+  total_bid_size: 8058.44442437
+  orderbook_units: { ask_price: number; bid_price: number; ask_size: number; bid_size: number }[]
+  stream_type: 'REALTIME'
+}

package/src/realtimefeeds/ascendex.ts

@@ -1,65 +1,65 @@
-import { wait } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
-
-export class AscendexRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://ascendex.com/api/pro/v2/stream'
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    const subs = filters
-      .filter((f) => f.channel !== 'depth-snapshot-realtime')
-      .map((filter) => {
-        if (filter.channel === 'futures-pricing-data') {
-          return [
-            {
-              op: 'sub',
-              ch: 'futures-pricing-data'
-            }
-          ]
-        }
-
-        if (!filter.symbols || filter.symbols.length === 0) {
-          throw new Error('AscendexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
-        }
-
-        return filter.symbols.map((symbol) => {
-          return {
-            op: 'sub',
-            ch: `${filter.channel}:${symbol}`
-          }
-        })
-      })
-      .flatMap((f) => f)
-
-    return subs
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.m === 'error'
-  }
-
-  protected async provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean) {
-    const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime')
-    if (!depthSnapshotChannel) {
-      return
-    }
-
-    await wait(100)
-
-    for (let symbol of depthSnapshotChannel.symbols!) {
-      if (shouldCancel()) {
-        return
-      }
-
-      this.send({
-        op: 'req',
-        action: 'depth-snapshot-realtime',
-        args: { symbol }
-      })
-
-      await wait(10)
-    }
-
-    this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols)
-  }
-}
+import { wait } from '../handy'
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class AscendexRealTimeFeed extends RealTimeFeedBase {
+  protected readonly wssURL = 'wss://ascendex.com/api/pro/v2/stream'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const subs = filters
+      .filter((f) => f.channel !== 'depth-snapshot-realtime')
+      .map((filter) => {
+        if (filter.channel === 'futures-pricing-data') {
+          return [
+            {
+              op: 'sub',
+              ch: 'futures-pricing-data'
+            }
+          ]
+        }
+
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('AscendexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        return filter.symbols.map((symbol) => {
+          return {
+            op: 'sub',
+            ch: `${filter.channel}:${symbol}`
+          }
+        })
+      })
+      .flatMap((f) => f)
+
+    return subs
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.m === 'error'
+  }
+
+  protected async provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean) {
+    const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime')
+    if (!depthSnapshotChannel) {
+      return
+    }
+
+    await wait(100)
+
+    for (let symbol of depthSnapshotChannel.symbols!) {
+      if (shouldCancel()) {
+        return
+      }
+
+      this.send({
+        op: 'req',
+        action: 'depth-snapshot-realtime',
+        args: { symbol }
+      })
+
+      await wait(10)
+    }
+
+    this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols)
+  }
+}

package/src/realtimefeeds/coinflex.ts

@@ -1,29 +1,29 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
-
-export class CoinflexRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://v2api.coinflex.com/v2/websocket'
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    const args = filters
-      .map((filter) => {
-        if (!filter.symbols || filter.symbols.length === 0) {
-          throw new Error('CoinflexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
-        }
-
-        return filter.symbols.map((s) => `${filter.channel}:${s}`)
-      })
-      .flatMap((s) => s)
-
-    const payload = {
-      op: 'subscribe',
-      args
-    }
-
-    return [payload]
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.success === false
-  }
-}
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class CoinflexRealTimeFeed extends RealTimeFeedBase {
+  protected readonly wssURL = 'wss://v2api.coinflex.com/v2/websocket'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const args = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('CoinflexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        return filter.symbols.map((s) => `${filter.channel}:${s}`)
+      })
+      .flatMap((s) => s)
+
+    const payload = {
+      op: 'subscribe',
+      args
+    }
+
+    return [payload]
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.success === false
+  }
+}

package/src/realtimefeeds/delta.ts

@@ -1,27 +1,27 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
-
-export class DeltaRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://api.delta.exchange:2096'
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]) {
-    return filters.map((filter) => {
-      return {
-        type: 'subscribe',
-        payload: {
-          channels: [
-            {
-              name: filter.channel,
-              symbols:
-                filter.symbols !== undefined && filter.channel === 'mark_price' ? filter.symbols.map((s) => `MARK:${s}`) : filter.symbols
-            }
-          ]
-        }
-      }
-    })
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.error !== undefined && message.error !== null
-  }
-}
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class DeltaRealTimeFeed extends RealTimeFeedBase {
+  protected readonly wssURL = 'wss://api.delta.exchange:2096'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]) {
+    return filters.map((filter) => {
+      return {
+        type: 'subscribe',
+        payload: {
+          channels: [
+            {
+              name: filter.channel,
+              symbols:
+                filter.symbols !== undefined && filter.channel === 'mark_price' ? filter.symbols.map((s) => `MARK:${s}`) : filter.symbols
+            }
+          ]
+        }
+      }
+    })
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.error !== undefined && message.error !== null
+  }
+}