tardis-dev 12.5.22 → 12.6.7

package/dist/replay.js

@@ -6,23 +6,24 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.replayNormalized = exports.replay = void 0;
 const fs_extra_1 = require("fs-extra");
 const path_1 = __importDefault(require("path"));
+const stream_1 = require("stream");
 const worker_threads_1 = require("worker_threads");
 const zlib_1 = require("zlib");
 const binarysplit_1 = require("./binarysplit");
+const clearcache_1 = require("./clearcache");
 const consts_1 = require("./consts");
 const debug_1 = require("./debug");
 const handy_1 = require("./handy");
 const mappers_1 = require("./mappers");
 const options_1 = require("./options");
-const clearcache_1 = require("./clearcache");
 async function* replay({ exchange, from, to, filters, skipDecoding = undefined, withDisconnects = undefined, apiKey = undefined, withMicroseconds = undefined, autoCleanup = undefined, waitWhenDataNotYetAvailable = undefined }) {
     validateReplayOptions(exchange, from, to, filters);
-    const fromDate = handy_1.parseAsUTCDate(from);
-    const toDate = handy_1.parseAsUTCDate(to);
+    const fromDate = (0, handy_1.parseAsUTCDate)(from);
+    const toDate = (0, handy_1.parseAsUTCDate)(to);
     const cachedSlicePaths = new Map();
     let replayError;
-    debug_1.debug('replay for exchange: %s started - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
-    const options = options_1.getOptions();
+    (0, debug_1.debug)('replay for exchange: %s started - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+    const options = (0, options_1.getOptions)();
     // initialize worker thread that will fetch and cache data feed slices and "report back" by setting proper key/values in cachedSlicePaths
     const payload = {
         cacheDir: options.cacheDir,
@@ -35,32 +36,25 @@ async function* replay({ exchange, from, to, filters, skipDecoding = undefined,
         filters: filters || [],
         waitWhenDataNotYetAvailable
     };
-    const worker = new worker_threads_1.Worker(path_1.default.resolve(__dirname, 'worker.js'), {
-        workerData: payload
-    });
+    const worker = new ReliableWorker(payload);
     worker.on('message', (message) => {
         cachedSlicePaths.set(message.sliceKey, message.slicePath);
     });
     worker.on('error', (err) => {
-        debug_1.debug('worker error %o', err);
+        (0, debug_1.debug)('worker error %o', err);
         replayError = err;
     });
-    worker.on('exit', (code) => {
-        debug_1.debug('worker finished with code: %d', code);
-    });
     try {
         // date is always formatted to have length of 28 so we can skip looking for first space in line and use it
         // as hardcoded value
         const DATE_MESSAGE_SPLIT_INDEX = 28;
-        // experimental more lenient gzip decompression, behind env flag for now
+        // more lenient gzip decompression
         // see https://github.com/request/request/pull/2492 and https://github.com/node-fetch/node-fetch/pull/239
-        const ZLIB_OPTIONS = process.env.TARDIS_LENIENT_GZIP_DECOMPRESS
-            ? {
-                chunkSize: 128 * 1024,
-                flush: zlib_1.constants.Z_SYNC_FLUSH,
-                finishFlush: zlib_1.constants.Z_SYNC_FLUSH
-            }
-            : { chunkSize: 128 * 1024 };
+        const ZLIB_OPTIONS = {
+            chunkSize: 128 * 1024,
+            flush: zlib_1.constants.Z_SYNC_FLUSH,
+            finishFlush: zlib_1.constants.Z_SYNC_FLUSH
+        };
         // helper flag that helps us not yielding two subsequent undefined/disconnect messages
         let lastMessageWasUndefined = false;
         let currentSliceDate = new Date(fromDate);
@@ -68,7 +62,7 @@ async function* replay({ exchange, from, to, filters, skipDecoding = undefined,
         // get cached slice paths, read them as file streams, decompress, split by new lines and yield as messages
         while (currentSliceDate < toDate) {
             const sliceKey = currentSliceDate.toISOString();
-            debug_1.debug('getting slice: %s, exchange: %s', sliceKey, exchange);
+            (0, debug_1.debug)('getting slice: %s, exchange: %s', sliceKey, exchange);
             let cachedSlicePath;
             while (cachedSlicePath === undefined) {
                 cachedSlicePath = cachedSlicePaths.get(sliceKey);
@@ -78,22 +72,22 @@ async function* replay({ exchange, from, to, filters, skipDecoding = undefined,
                 }
                 if (cachedSlicePath === undefined) {
                     // if response for requested date is not ready yet wait 100ms and try again
-                    debug_1.debug('waiting for slice: %s, exchange: %s', sliceKey, exchange);
-                    await handy_1.wait(100);
+                    (0, debug_1.debug)('waiting for slice: %s, exchange: %s', sliceKey, exchange);
+                    await (0, handy_1.wait)(100);
                 }
             }
             // response is a path to file on disk let' read it as stream
-            const linesStream = fs_extra_1.createReadStream(cachedSlicePath, { highWaterMark: 128 * 1024 })
+            const linesStream = (0, fs_extra_1.createReadStream)(cachedSlicePath, { highWaterMark: 128 * 1024 })
                 // unzip it
-                .pipe(zlib_1.createGunzip(ZLIB_OPTIONS))
+                .pipe((0, zlib_1.createGunzip)(ZLIB_OPTIONS))
                 .on('error', function onGunzipError(err) {
-                debug_1.debug('gunzip error %o', err);
+                (0, debug_1.debug)('gunzip error %o', err);
                 linesStream.destroy(err);
             })
                 // and split by new line
                 .pipe(new binarysplit_1.BinarySplitStream())
                 .on('error', function onBinarySplitStreamError(err) {
-                debug_1.debug('binary split stream error %o', err);
+                (0, debug_1.debug)('binary split stream error %o', err);
                 linesStream.destroy(err);
             });
             let linesCount = 0;
@@ -117,7 +111,7 @@ async function* replay({ exchange, from, to, filters, skipDecoding = undefined,
                         if (withMicroseconds) {
                             // provide additionally fractions of millisecond at microsecond resolution
                             // local timestamp always has format like this 2019-06-01T00:03:03.1238784Z
-                            localTimestamp.μs = handy_1.parseμs(localTimestampString);
+                            localTimestamp.μs = (0, handy_1.parseμs)(localTimestampString);
                         }
                         yield {
                             // when skipDecoding is not set, decode timestamp to Date and message to object
@@ -133,25 +127,28 @@ async function* replay({ exchange, from, to, filters, skipDecoding = undefined,
                     yield undefined;
                 }
             }
-            debug_1.debug('processed slice: %s, exchange: %s, count: %d', sliceKey, exchange, linesCount);
+            (0, debug_1.debug)('processed slice: %s, exchange: %s, count: %d', sliceKey, exchange, linesCount);
             // remove slice key from the map as it's already processed
             cachedSlicePaths.delete(sliceKey);
             // move one minute forward
             currentSliceDate.setUTCMinutes(currentSliceDate.getUTCMinutes() + 1);
         }
-        debug_1.debug('replay for exchange: %s finished - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+        (0, debug_1.debug)('replay for exchange: %s finished - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
     }
     finally {
         if (autoCleanup) {
-            debug_1.debug('replay for exchange %s auto cleanup started - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+            (0, debug_1.debug)('replay for exchange %s auto cleanup started - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
             let startDate = new Date(fromDate);
             while (startDate < toDate) {
-                clearcache_1.clearCacheSync(exchange, filters, startDate.getUTCFullYear(), startDate.getUTCMonth() + 1, startDate.getUTCDate());
-                startDate = handy_1.addDays(startDate, 1);
+                (0, clearcache_1.clearCacheSync)(exchange, filters, startDate.getUTCFullYear(), startDate.getUTCMonth() + 1, startDate.getUTCDate());
+                startDate = (0, handy_1.addDays)(startDate, 1);
             }
-            debug_1.debug('replay for exchange %s auto cleanup finished - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+            (0, debug_1.debug)('replay for exchange %s auto cleanup finished - from: %s, to: %s, filters: %o', exchange, fromDate.toISOString(), toDate.toISOString(), filters);
+        }
+        const underlyingWorker = worker.getUnderlyingWorker();
+        if (underlyingWorker !== undefined) {
+            await terminateWorker(underlyingWorker, 500);
         }
-        await terminateWorker(worker, 500);
     }
 }
 exports.replay = replay;
@@ -175,11 +172,11 @@ function replayNormalized({ exchange, symbols, from, to, withDisconnectMessages
     if (symbols !== undefined) {
         symbols = symbols.map((s) => s.toUpperCase());
     }
-    const fromDate = handy_1.parseAsUTCDate(from);
+    const fromDate = (0, handy_1.parseAsUTCDate)(from);
     validateReplayNormalizedOptions(fromDate, normalizers);
     const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
     const mappers = createMappers(fromDate);
-    const filters = handy_1.getFilters(mappers, symbols);
+    const filters = (0, handy_1.getFilters)(mappers, symbols);
     const messages = replay({
         exchange,
         from,
@@ -196,7 +193,7 @@ function replayNormalized({ exchange, symbols, from, to, withDisconnectMessages
     const filter = (symbol) => {
         return symbols === undefined || symbols.length === 0 || symbols.includes(symbol);
     };
-    return handy_1.normalizeMessages(exchange, messages, mappers, createMappers, withDisconnectMessages, filter);
+    return (0, handy_1.normalizeMessages)(exchange, messages, mappers, createMappers, withDisconnectMessages, filter);
 }
 exports.replayNormalized = replayNormalized;
 function validateReplayOptions(exchange, from, to, filters) {
@@ -209,7 +206,7 @@ function validateReplayOptions(exchange, from, to, filters) {
     if (!to || isNaN(Date.parse(to))) {
         throw new Error(`Invalid "to" argument: ${to}. Please provide valid date string.`);
     }
-    if (handy_1.parseAsUTCDate(to) < handy_1.parseAsUTCDate(from)) {
+    if ((0, handy_1.parseAsUTCDate)(to) < (0, handy_1.parseAsUTCDate)(from)) {
         throw new Error(`Invalid "to" and "from" arguments combination. Please provide "to" date that is later than "from" date.`);
     }
     if (filters && filters.length > 0) {
@@ -228,7 +225,45 @@ function validateReplayNormalizedOptions(fromDate, normalizers) {
     const hasBookChangeNormalizer = normalizers.some((n) => n === mappers_1.normalizeBookChanges);
     const dateDoesNotStartAtTheBeginningOfTheDay = fromDate.getUTCHours() !== 0 || fromDate.getUTCMinutes() !== 0;
     if (hasBookChangeNormalizer && dateDoesNotStartAtTheBeginningOfTheDay) {
-        debug_1.debug('Initial order book snapshots are available only at 00:00 UTC');
+        (0, debug_1.debug)('Initial order book snapshots are available only at 00:00 UTC');
+    }
+}
+class ReliableWorker extends stream_1.EventEmitter {
+    constructor(_payload) {
+        super();
+        this._payload = _payload;
+        this._errorsCount = 0;
+        this._worker = undefined;
+        this._handleError = async (err) => {
+            (0, debug_1.debug)('underlying worker error %o', err);
+            if (err.message.includes('HttpError') === false && this._errorsCount < 30) {
+                this._errorsCount++;
+                const delayMS = Math.min(Math.pow(2, this._errorsCount) * 1000, 120 * 1000);
+                (0, debug_1.debug)('re-init worker after: %d ms', delayMS);
+                await (0, handy_1.wait)(delayMS);
+                // it was most likely unhandled socket hang up error, let's retry first with new worker and don't emit error right away
+                this._initWorker();
+            }
+            else {
+                this.emit('error', err);
+            }
+        };
+        this._initWorker();
+    }
+    _initWorker() {
+        this._worker = new worker_threads_1.Worker(path_1.default.resolve(__dirname, 'worker.js'), {
+            workerData: this._payload
+        });
+        this._worker.on('message', (message) => {
+            this.emit('message', message);
+        });
+        this._worker.on('error', this._handleError);
+        this._worker.on('exit', (code) => {
+            (0, debug_1.debug)('worker finished with code: %d', code);
+        });
+    }
+    getUnderlyingWorker() {
+        return this._worker;
     }
 }
 //# sourceMappingURL=replay.js.map

package/dist/replay.js.map

@@ -1 +1 @@
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package/dist/stream.js

@@ -6,7 +6,7 @@ const handy_1 = require("./handy");
 const realtimefeeds_1 = require("./realtimefeeds");
 async function* _stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects = undefined, onError = undefined }) {
     validateStreamOptions(filters);
-    const realTimeFeed = realtimefeeds_1.createRealTimeFeed(exchange, filters, timeoutIntervalMS, onError);
+    const realTimeFeed = (0, realtimefeeds_1.createRealTimeFeed)(exchange, filters, timeoutIntervalMS, onError);
     for await (const message of realTimeFeed) {
         if (message.__disconnect__ === true) {
             // __disconnect__ message means that websocket connection has been closed
@@ -39,7 +39,7 @@ async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000
         try {
             const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
             const mappers = createMappers(new Date());
-            const filters = handy_1.getFilters(mappers, symbols);
+            const filters = (0, handy_1.getFilters)(mappers, symbols);
             const messages = _stream({
                 exchange,
                 withDisconnects: true,
@@ -52,7 +52,7 @@ async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000
             const filter = (symbol) => {
                 return symbols === undefined || symbols.length === 0 || symbols.includes(symbol);
             };
-            const normalizedMessages = handy_1.normalizeMessages(exchange, messages, mappers, createMappers, withDisconnectMessages, filter, new Date());
+            const normalizedMessages = (0, handy_1.normalizeMessages)(exchange, messages, mappers, createMappers, withDisconnectMessages, filter, new Date());
             for await (const message of normalizedMessages) {
                 yield message;
             }
@@ -61,7 +61,7 @@ async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000
             if (onError !== undefined) {
                 onError(error);
             }
-            debug_1.debug('%s normalize messages error: %o, retrying with new connection...', exchange, error);
+            (0, debug_1.debug)('%s normalize messages error: %o, retrying with new connection...', exchange, error);
             if (withDisconnectMessages) {
                 // yield it as disconnect as well if flag is set
                 const disconnect = {

package/dist/stream.js.map

@@ -1 +1 @@
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+{"version":3,"file":"stream.js","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":";;;AAAA,mCAA+B;AAC/B,mCAAuD;AAEvD,mDAAoD;AAGpD,KAAK,SAAS,CAAC,CAAC,OAAO,CAAgD,EACrE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,qBAAqB,CAAC,OAAO,CAAC,CAAA;IAE9B,MAAM,YAAY,GAAG,IAAA,kCAAkB,EAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IAEtF,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,YAAY,EAAE;QACxC,IAAI,OAAO,CAAC,cAAc,KAAK,IAAI,EAAE;YACnC,yEAAyE;YACzE,uDAAuD;YACvD,IAAI,eAAe,EAAE;gBACnB,MAAM,SAAgB,CAAA;aACvB;SACF;aAAM;YACL,MAAM;gBACJ,cAAc,EAAE,IAAI,IAAI,EAAE;gBAC1B,OAAO;aACD,CAAA;SACT;KACF;AACH,CAAC;AAED,SAAgB,MAAM,CAAgD,EACpE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,IAAI,SAAS,GAAG,OAAO,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,OAAO,EAAE,CAAC,CAE1F;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC;AAdD,wBAcC;AAED,KAAK,SAAS,CAAC,CAAC,iBAAiB,CAC/B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAUjB,wDAAwD;IACxD,sEAAsE;IACtE,IAAI,OAAO,KAAK,SAAS,EAAE;QACzB,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,CAAA;KAC9C;IAED,OAAO,IAAI,EAAE;QACX,IAAI;YACF,MAAM,aAAa,GAAG,CAAC,cAAoB,EAAE,EAAE,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,cAAc,CAAC,CAAC,CAAA;YACnG,MAAM,OAAO,GAAG,aAAa,CAAC,IAAI,IAAI,EAAE,CAAC,CAAA;YACzC,MAAM,OAAO,GAAG,IAAA,kBAAU,EAAC,OAAO,EAAE,OAAO,CAAC,CAAA;YAE5C,MAAM,QAAQ,GAAG,OAAO,CAAC;gBACvB,QAAQ;gBACR,eAAe,EAAE,IAAI;gBACrB,iBAAiB;gBACjB,OAAO;gBACP,OAAO;aACR,CAAC,CAAA;YAEF,+HAA+H;YAC/H,uCAAuC;YACvC,MAAM,MAAM,GAAG,CAAC,MAAc,EAAE,EAAE;gBAChC,OAAO,OAAO,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAA;YAClF,CAAC,CAAA;YAED,MAAM,kBAAkB,GAAG,IAAA,yBAAiB,EAAC,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,aAAa,EAAE,sBAAsB,EAAE,MAAM,EAAE,IAAI,IAAI,EAAE,CAAC,CAAA;YAEpI,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,kBAAkB,EAAE;gBAC9C,MAAM,OAAO,CAAA;aACd;SACF;QAAC,OAAO,KAAU,EAAE;YACnB,IAAI,OAAO,KAAK,SAAS,EAAE;gBACzB,OAAO,CAAC,KAAK,CAAC,CAAA;aACf;YACD,IAAA,aAAK,EAAC,kEAAkE,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAA;YAC1F,IAAI,sBAAsB,EAAE;gBAC1B,gDAAgD;gBAChD,MAAM,UAAU,GAAe;oBAC7B,IAAI,EAAE,YAAY;oBAClB,QAAQ;oBACR,cAAc,EAAE,IAAI,IAAI,EAAE;iBAC3B,CAAA;gBAED,MAAM,UAAiB,CAAA;aACxB;SACF;KACF;AACH,CAAC;AAED,SAAS,qBAAqB,CAAC,OAAyB;IACtD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,0DAA0D,CAAC,CAAA;KAC5E;IAED,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE;QACvC,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QAEzB,IAAI,MAAM,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE;YAC7D,MAAM,IAAI,KAAK,CAAC,yCAAyC,MAAM,CAAC,OAAO,0CAA0C,CAAC,CAAA;SACnH;KACF;AACH,CAAC;AAkBD,SAAgB,gBAAgB,CAC9B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAUjB,IAAI,SAAS,GAAG,iBAAiB,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAE,OAAO,EAAE,EAAE,GAAG,WAAW,CAAC,CAE3H;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC;AAjBD,4CAiBC"}

package/dist/worker.js

@@ -8,14 +8,14 @@ const fs_extra_1 = require("fs-extra");
 const p_map_1 = __importDefault(require("p-map"));
 const worker_threads_1 = require("worker_threads");
 const handy_1 = require("./handy");
-const debug = debug_1.default('tardis-dev');
+const debug = (0, debug_1.default)('tardis-dev');
 if (worker_threads_1.isMainThread) {
     debug('existing, worker is not meant to run in main thread');
 }
 else {
     worker_threads_1.parentPort.on('message', (signal) => {
         if (signal === "BEFORE_TERMINATE" /* BEFORE_TERMINATE */) {
-            handy_1.cleanTempFiles();
+            (0, handy_1.cleanTempFiles)();
             worker_threads_1.parentPort.postMessage("READY_TO_TERMINATE" /* READY_TO_TERMINATE */);
         }
     });
@@ -29,12 +29,12 @@ async function getDataFeedSlices(payload) {
     const MILLISECONDS_IN_MINUTE = 60 * 1000;
     const CONCURRENCY_LIMIT = 60;
     // deduplicate filters (if the channel was provided multiple times)
-    const filters = handy_1.optimizeFilters(payload.filters);
+    const filters = (0, handy_1.optimizeFilters)(payload.filters);
     // let's calculate number of minutes between "from" and "to" dates as those will give us total number of requests or checks
     // that will have to be performed concurrently with CONCURRENCY_LIMIT
     const minutesCountToFetch = Math.floor((payload.toDate.getTime() - payload.fromDate.getTime()) / MILLISECONDS_IN_MINUTE);
     // each filter will have separate sub dir based on it's sha hash
-    const cacheDir = `${payload.cacheDir}/feeds/${payload.exchange}/${handy_1.sha256(filters)}`;
+    const cacheDir = `${payload.cacheDir}/feeds/${payload.exchange}/${(0, handy_1.sha256)(filters)}`;
     const waitOffsetMS = typeof payload.waitWhenDataNotYetAvailable === 'number'
         ? payload.waitWhenDataNotYetAvailable * MILLISECONDS_IN_MINUTE
         : 30 * MILLISECONDS_IN_MINUTE;
@@ -44,13 +44,13 @@ async function getDataFeedSlices(payload) {
         if (timestampForLastAvailableData < payload.fromDate.valueOf()) {
             const initialWaitTime = payload.fromDate.valueOf() - timestampForLastAvailableData;
             if (initialWaitTime > 0) {
-                await handy_1.wait(initialWaitTime);
+                await (0, handy_1.wait)(initialWaitTime);
             }
         }
         // fetch concurently any data that is already available
         timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
         const minutesCountThatAreAlreadyAvailableToFetch = Math.floor((timestampForLastAvailableData - payload.fromDate.valueOf()) / MILLISECONDS_IN_MINUTE);
-        await p_map_1.default(handy_1.sequence(minutesCountThatAreAlreadyAvailableToFetch, 0), (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), {
+        await (0, p_map_1.default)((0, handy_1.sequence)(minutesCountThatAreAlreadyAvailableToFetch, 0), (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), {
             concurrency: CONCURRENCY_LIMIT
         });
         // for remaining data iterate one by one and wait as needed
@@ -59,7 +59,7 @@ async function getDataFeedSlices(payload) {
             timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
             if (timestampToFetch > timestampForLastAvailableData) {
                 const waitTime = timestampToFetch - timestampForLastAvailableData + 100;
-                await handy_1.wait(waitTime);
+                await (0, handy_1.wait)(waitTime);
             }
             await getDataFeedSlice(payload, offset, filters, cacheDir);
         }
@@ -70,21 +70,21 @@ async function getDataFeedSlices(payload) {
         // fetch first slice - it will tell us if user has access to the beginning of requested date range
         await getDataFeedSlice(payload, 0, filters, cacheDir);
         // it both begining and end date of the range is accessible fetch all remaning slices concurently with CONCURRENCY_LIMIT
-        await p_map_1.default(handy_1.sequence(minutesCountToFetch, 1), // this will produce Iterable sequence from 1 to minutesCountToFetch
+        await (0, p_map_1.default)((0, handy_1.sequence)(minutesCountToFetch, 1), // this will produce Iterable sequence from 1 to minutesCountToFetch
         (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), { concurrency: CONCURRENCY_LIMIT });
     }
 }
 async function getDataFeedSlice({ exchange, fromDate, endpoint, apiKey, userAgent }, offset, filters, cacheDir) {
-    const sliceTimestamp = handy_1.addMinutes(fromDate, offset);
+    const sliceTimestamp = (0, handy_1.addMinutes)(fromDate, offset);
     const sliceKey = sliceTimestamp.toISOString();
-    const slicePath = `${cacheDir}/${handy_1.formatDateToPath(sliceTimestamp)}.json.gz`;
-    const isCached = fs_extra_1.existsSync(slicePath);
+    const slicePath = `${cacheDir}/${(0, handy_1.formatDateToPath)(sliceTimestamp)}.json.gz`;
+    const isCached = (0, fs_extra_1.existsSync)(slicePath);
     let url = `${endpoint}/data-feeds/${exchange}?from=${fromDate.toISOString()}&offset=${offset}`;
     if (filters.length > 0) {
         url += `&filters=${encodeURIComponent(JSON.stringify(filters))}`;
     }
     if (!isCached) {
-        await handy_1.download({
+        await (0, handy_1.download)({
             apiKey,
             downloadPath: slicePath,
             url,

package/dist/worker.js.map

@@ -1 +1 @@
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+{"version":3,"file":"worker.js","sourceRoot":"","sources":["../src/worker.ts"],"names":[],"mappings":";;;;;AAAA,kDAAuB;AACvB,uCAAqC;AACrC,kDAAwB;AACxB,mDAAqE;AACrE,mCAAyH;AAGzH,MAAM,KAAK,GAAG,IAAA,eAAG,EAAC,YAAY,CAAC,CAAA;AAE/B,IAAI,6BAAY,EAAE;IAChB,KAAK,CAAC,qDAAqD,CAAC,CAAA;CAC7D;KAAM;IACL,2BAAW,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,MAAoB,EAAE,EAAE;QACjD,IAAI,MAAM,8CAAkC,EAAE;YAC5C,IAAA,sBAAc,GAAE,CAAA;YAChB,2BAAW,CAAC,WAAW,+CAAiC,CAAA;SACzD;IACH,CAAC,CAAC,CAAA;IACF,iBAAiB,CAAC,2BAA8B,CAAC,CAAA;CAClD;AAED,OAAO,CAAC,EAAE,CAAC,oBAAoB,EAAE,CAAC,GAAG,EAAE,OAAO,EAAE,EAAE;IAChD,KAAK,CAAC,wCAAwC,EAAE,OAAO,EAAE,GAAG,CAAC,CAAA;IAC7D,MAAM,GAAG,CAAA;AACX,CAAC,CAAC,CAAA;AAEF,KAAK,UAAU,iBAAiB,CAAC,OAAyB;IACxD,MAAM,sBAAsB,GAAG,EAAE,GAAG,IAAI,CAAA;IACxC,MAAM,iBAAiB,GAAG,EAAE,CAAA;IAC5B,mEAAmE;IACnE,MAAM,OAAO,GAAG,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAA;IAEhD,2HAA2H;IAC3H,qEAAqE;IACrE,MAAM,mBAAmB,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,sBAAsB,CAAC,CAAA;IAExH,gEAAgE;IAChE,MAAM,QAAQ,GAAG,GAAG,OAAO,CAAC,QAAQ,UAAU,OAAO,CAAC,QAAQ,IAAI,IAAA,cAAM,EAAC,OAAO,CAAC,EAAE,CAAA;IAEnF,MAAM,YAAY,GAChB,OAAO,OAAO,CAAC,2BAA2B,KAAK,QAAQ;QACrD,CAAC,CAAC,OAAO,CAAC,2BAA2B,GAAG,sBAAsB;QAC9D,CAAC,CAAC,EAAE,GAAG,sBAAsB,CAAA;IAEjC,IAAI,OAAO,CAAC,2BAA2B,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,EAAE;QACvH,IAAI,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;QAEvE,4EAA4E;QAC5E,IAAI,6BAA6B,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,EAAE;YAC9D,MAAM,eAAe,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,GAAG,6BAA6B,CAAA;YAClF,IAAI,eAAe,GAAG,CAAC,EAAE;gBACvB,MAAM,IAAA,YAAI,EAAC,eAAe,CAAC,CAAA;aAC5B;SACF;QAED,uDAAuD;QACvD,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;QACnE,MAAM,0CAA0C,GAAG,IAAI,CAAC,KAAK,CAC3D,CAAC,6BAA6B,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,sBAAsB,CACtF,CAAA;QAED,MAAM,IAAA,eAAI,EAAC,IAAA,gBAAQ,EAAC,0CAA0C,EAAE,CAAC,CAAC,EAAE,CAAC,MAAM,EAAE,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,EAAE;YACpI,WAAW,EAAE,iBAAiB;SAC/B,CAAC,CAAA;QAEF,2DAA2D;QAC3D,KAAK,IAAI,MAAM,GAAG,0CAA0C,EAAE,MAAM,GAAG,mBAAmB,EAAE,MAAM,EAAE,EAAE;YACpG,MAAM,gBAAgB,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,GAAG,MAAM,GAAG,sBAAsB,CAAA;YACrF,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;YAEnE,IAAI,gBAAgB,GAAG,6BAA6B,EAAE;gBACpD,MAAM,QAAQ,GAAG,gBAAgB,GAAG,6BAA6B,GAAG,GAAG,CAAA;gBAEvE,MAAM,IAAA,YAAI,EAAC,QAAQ,CAAC,CAAA;aACrB;YACD,MAAM,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;SAC3D;KACF;SAAM;QACL,iHAAiH;QACjH,MAAM,gBAAgB,CAAC,OAAO,EAAE,mBAAmB,GAAG,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAE3E,kGAAkG;QAClG,MAAM,gBAAgB,CAAC,OAAO,EAAE,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAErD,wHAAwH;QACxH,MAAM,IAAA,eAAI,EACR,IAAA,gBAAQ,EAAC,mBAAmB,EAAE,CAAC,CAAC,EAAE,oEAAoE;QACtG,CAAC,MAAM,EAAE,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,EAChE,EAAE,WAAW,EAAE,iBAAiB,EAAE,CACnC,CAAA;KACF;AACH,CAAC;AAED,KAAK,UAAU,gBAAgB,CAC7B,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,SAAS,EAAoB,EACrE,MAAc,EACd,OAAiB,EACjB,QAAgB;IAEhB,MAAM,cAAc,GAAG,IAAA,kBAAU,EAAC,QAAQ,EAAE,MAAM,CAAC,CAAA;IACnD,MAAM,QAAQ,GAAG,cAAc,CAAC,WAAW,EAAE,CAAA;IAC7C,MAAM,SAAS,GAAG,GAAG,QAAQ,IAAI,IAAA,wBAAgB,EAAC,cAAc,CAAC,UAAU,CAAA;IAC3E,MAAM,QAAQ,GAAG,IAAA,qBAAU,EAAC,SAAS,CAAC,CAAA;IAEtC,IAAI,GAAG,GAAG,GAAG,QAAQ,eAAe,QAAQ,SAAS,QAAQ,CAAC,WAAW,EAAE,WAAW,MAAM,EAAE,CAAA;IAE9F,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE;QACtB,GAAG,IAAI,YAAY,kBAAkB,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,EAAE,CAAA;KACjE;IAED,IAAI,CAAC,QAAQ,EAAE;QACb,MAAM,IAAA,gBAAQ,EAAC;YACb,MAAM;YACN,YAAY,EAAE,SAAS;YACvB,GAAG;YACH,SAAS;SACV,CAAC,CAAA;QAEF,KAAK,CAAC,kDAAkD,EAAE,QAAQ,CAAC,CAAA;KACpE;SAAM;QACL,KAAK,CAAC,qCAAqC,EAAE,QAAQ,CAAC,CAAA;KACvD;IACD,oGAAoG;IACpG,MAAM,OAAO,GAAkB;QAC7B,QAAQ;QACR,SAAS;KACV,CAAA;IACD,2BAAW,CAAC,WAAW,CAAC,OAAO,CAAC,CAAA;AAClC,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "12.5.22",
+  "version": "12.6.7",
   "engines": {
     "node": ">=12"
   },
@@ -13,9 +13,10 @@
   "scripts": {
     "build": "tsc",
     "precommit": "lint-staged",
-    "test": "npm run build && jest --runInBand --forceExit",
+    "test": "npm run build && jest --forceExit --runInBand",
     "prepare": "npm run build",
-    "release": "cross-var \"npm run test && npm run build && git commit -am $npm_package_version && git tag $npm_package_version && git push && git push --tags && npm publish --access=public\""
+    "format": "prettier --write .",
+    "check-format": "prettier --check ."
   },
   "files": [
     "src",
@@ -50,27 +51,27 @@
   "dependencies": {
     "@types/bintrees": "^1.0.3",
     "bintrees": "^1.0.2",
-    "debug": "^4.3.1",
+    "debug": "^4.3.2",
     "fs-extra": "^10.0.0",
     "got": "^11.8.2",
+    "https-proxy-agent": "^5.0.0",
     "p-map": "^4.0.0",
-    "ws": "^7.4.6",
-    "https-proxy-agent": "^5.0.0"    
+    "ws": "^8.2.2"
   },
   "devDependencies": {
-    "@types/debug": "^4.1.5",
-    "@types/fs-extra": "^9.0.11",
-    "@types/jest": "^26.0.23",
-    "@types/node": "^15.12.2",
-    "@types/ws": "^7.4.4",
+    "@types/debug": "^4.1.7",
+    "@types/fs-extra": "^9.0.13",
+    "@types/jest": "^27.0.2",
+    "@types/node": "^16.10.1",
+    "@types/ws": "^8.2.0",
     "cross-var": "^1.1.0",
-    "husky": "^6.0.0",
-    "jest": "^27.0.4",
-    "lint-staged": "^11.0.0",
-    "prettier": "^2.3.1",
-    "source-map-support": "^0.5.19",
-    "ts-jest": "^27.0.3",
-    "typescript": "^4.3.2"
+    "husky": "^7.0.2",
+    "jest": "^27.2.2",
+    "lint-staged": "^11.1.2",
+    "prettier": "^2.4.1",
+    "source-map-support": "^0.5.20",
+    "ts-jest": "^27.0.5",
+    "typescript": "^4.4.3"
   },
   "lint-staged": {
     "*.{ts}": [

package/src/computable/booksnapshot.ts

@@ -12,8 +12,10 @@ type BookSnapshotComputableOptions = {
   onCrossedLevelRemoved?: OnLevelRemovedCB
 }
 
-export const computeBookSnapshots = (options: BookSnapshotComputableOptions): (() => Computable<BookSnapshot>) => () =>
-  new BookSnapshotComputable(options)
+export const computeBookSnapshots =
+  (options: BookSnapshotComputableOptions): (() => Computable<BookSnapshot>) =>
+  () =>
+    new BookSnapshotComputable(options)
 
 const emptyBookLevel = {
   price: undefined,

package/src/computable/tradebar.ts

@@ -7,7 +7,10 @@ type BarKind = 'time' | 'volume' | 'tick'
 
 type TradeBarComputableOptions = { kind: BarKind; interval: number; name?: string }
 
-export const computeTradeBars = (options: TradeBarComputableOptions): (() => Computable<TradeBar>) => () => new TradeBarComputable(options)
+export const computeTradeBars =
+  (options: TradeBarComputableOptions): (() => Computable<TradeBar>) =>
+  () =>
+    new TradeBarComputable(options)
 
 const kindSuffix: { [key in BarKind]: string } = {
   tick: 'ticks',