tardis-dev 12.6.2 → 12.6.7
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/apikeyaccessinfo.js +1 -1
- package/dist/apikeyaccessinfo.js.map +1 -1
- package/dist/clearcache.js +12 -12
- package/dist/clearcache.js.map +1 -1
- package/dist/combine.js +1 -1
- package/dist/combine.js.map +1 -1
- package/dist/computable/booksnapshot.d.ts.map +1 -1
- package/dist/computable/booksnapshot.js +1 -1
- package/dist/computable/booksnapshot.js.map +1 -1
- package/dist/computable/tradebar.d.ts.map +1 -1
- package/dist/computable/tradebar.js.map +1 -1
- package/dist/debug.js +1 -1
- package/dist/debug.js.map +1 -1
- package/dist/downloaddatasets.js +13 -13
- package/dist/downloaddatasets.js.map +1 -1
- package/dist/exchangedetails.js +1 -1
- package/dist/exchangedetails.js.map +1 -1
- package/dist/filter.js.map +1 -1
- package/dist/handy.js +8 -8
- package/dist/handy.js.map +1 -1
- package/dist/instrumentinfo.js +1 -1
- package/dist/instrumentinfo.js.map +1 -1
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +2 -2
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/binanceoptions.js +10 -10
- package/dist/mappers/binanceoptions.js.map +1 -1
- package/dist/mappers/bitflyer.js +1 -1
- package/dist/mappers/bitflyer.js.map +1 -1
- package/dist/mappers/coinbase.js +2 -2
- package/dist/mappers/coinbase.js.map +1 -1
- package/dist/mappers/ftx.js +2 -2
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +11 -11
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/okex.js +14 -14
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/realtimefeeds/ascendex.js +2 -2
- package/dist/realtimefeeds/ascendex.js.map +1 -1
- package/dist/realtimefeeds/binance.js +1 -1
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/bitmex.js +1 -1
- package/dist/realtimefeeds/bitmex.js.map +1 -1
- package/dist/realtimefeeds/ftx.js +1 -1
- package/dist/realtimefeeds/ftx.js.map +1 -1
- package/dist/realtimefeeds/huobi.js +7 -7
- package/dist/realtimefeeds/huobi.js.map +1 -1
- package/dist/realtimefeeds/okex.js +1 -1
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +9 -9
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +34 -36
- package/dist/replay.js.map +1 -1
- package/dist/stream.js +4 -4
- package/dist/stream.js.map +1 -1
- package/dist/worker.js +12 -12
- package/dist/worker.js.map +1 -1
- package/package.json +19 -18
- package/src/computable/booksnapshot.ts +4 -2
- package/src/computable/tradebar.ts +4 -1
- package/src/downloaddatasets.ts +188 -188
- package/src/filter.ts +69 -69
- package/src/instrumentinfo.ts +1 -1
- package/src/mappers/ascendex.ts +156 -156
- package/src/mappers/binance.ts +6 -3
- package/src/mappers/coinflex.ts +159 -159
- package/src/mappers/delta.ts +175 -175
- package/src/mappers/dydx.ts +303 -303
- package/src/mappers/gateio.ts +117 -117
- package/src/mappers/gateiofutures.ts +185 -185
- package/src/mappers/huobi.ts +4 -2
- package/src/mappers/phemex.ts +179 -177
- package/src/mappers/poloniex.ts +150 -150
- package/src/mappers/serum.ts +103 -103
- package/src/mappers/upbit.ts +104 -104
- package/src/realtimefeeds/ascendex.ts +65 -65
- package/src/realtimefeeds/coinflex.ts +29 -29
- package/src/realtimefeeds/delta.ts +27 -27
- package/src/realtimefeeds/dydx.ts +40 -40
- package/src/realtimefeeds/gateio.ts +41 -41
- package/src/realtimefeeds/gateiofutures.ts +90 -90
- package/src/realtimefeeds/poloniex.ts +28 -28
- package/src/realtimefeeds/realtimefeed.ts +2 -2
- package/src/realtimefeeds/upbit.ts +35 -35
- package/src/replay.ts +7 -8
- package/src/stream.ts +1 -1
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@@ -128,19 +128,19 @@ class BinanceOptionSummaryMapper {
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expirationDate.setUTCHours(8);
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const isPut = optionType === 'P';
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const underlyingIndex = `${base}USDT`;
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-
let bestBidPrice = handy_1.asNumberIfValid(optionInfo.bo);
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+
let bestBidPrice = (0, handy_1.asNumberIfValid)(optionInfo.bo);
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if (bestBidPrice === 0) {
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bestBidPrice = undefined;
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}
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let bestAskPrice = handy_1.asNumberIfValid(optionInfo.ao);
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+
let bestAskPrice = (0, handy_1.asNumberIfValid)(optionInfo.ao);
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if (bestAskPrice === 0) {
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bestAskPrice = undefined;
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}
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let bestBidIV = bestBidPrice !== undefined ? handy_1.asNumberIfValid(optionInfo.b) : undefined;
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let bestBidIV = bestBidPrice !== undefined ? (0, handy_1.asNumberIfValid)(optionInfo.b) : undefined;
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if (bestBidIV === -1) {
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bestBidIV = undefined;
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}
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let bestAskIV = bestAskPrice !== undefined ? handy_1.asNumberIfValid(optionInfo.a) : undefined;
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let bestAskIV = bestAskPrice !== undefined ? (0, handy_1.asNumberIfValid)(optionInfo.a) : undefined;
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if (bestAskIV === -1) {
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bestAskIV = undefined;
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}
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@@ -157,14 +157,14 @@ class BinanceOptionSummaryMapper {
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bestAskPrice,
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bestAskAmount: undefined,
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bestAskIV,
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lastPrice: handy_1.asNumberIfValid(optionInfo.c),
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+
lastPrice: (0, handy_1.asNumberIfValid)(optionInfo.c),
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openInterest: undefined,
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markPrice: handy_1.asNumberIfValid(optionInfo.mp),
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markPrice: (0, handy_1.asNumberIfValid)(optionInfo.mp),
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markIV: undefined,
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delta: handy_1.asNumberIfValid(optionInfo.d),
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gamma: handy_1.asNumberIfValid(optionInfo.g),
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vega: handy_1.asNumberIfValid(optionInfo.v),
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theta: handy_1.asNumberIfValid(optionInfo.t),
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delta: (0, handy_1.asNumberIfValid)(optionInfo.d),
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gamma: (0, handy_1.asNumberIfValid)(optionInfo.g),
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vega: (0, handy_1.asNumberIfValid)(optionInfo.v),
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theta: (0, handy_1.asNumberIfValid)(optionInfo.t),
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rho: undefined,
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underlyingPrice: this._indexPrices.get(underlyingIndex),
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underlyingIndex,
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@@ -1 +1 @@
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1
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-
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+
{"version":3,"file":"binanceoptions.js","sourceRoot":"","sources":["../../src/mappers/binanceoptions.ts"],"names":[],"mappings":";;;AAAA,oCAA0C;AAI1C,kGAAkG;AAElG,MAAa,0BAA0B;IAAvC;QACmB,iBAAY,GAAG,IAAI,GAAG,EAAkB,CAAA;IAmD3D,CAAC;IAlDC,SAAS,CAAC,OAA6B;QACrC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAA;IAC1C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,oBAA8D,EAAE,cAAoB;QACvF,MAAM,MAAM,GAAG,oBAAoB,CAAC,IAAI,CAAC,CAAC,CAAA;QAC1C,KAAK,MAAM,YAAY,IAAI,oBAAoB,CAAC,IAAI,CAAC,CAAC,EAAE;YACtD,iHAAiH;YACjH,wFAAwF;YAExF,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,CAAC,CAAC,CAAC,CAAA;YAC1C,MAAM,cAAc,GAAG,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,CAAA;YAE7C,MAAM,oBAAoB,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;YAC1D,MAAM,kBAAkB,GAAG,oBAAoB,KAAK,SAAS,IAAI,oBAAoB,IAAI,cAAc,CAAA;YACvG,MAAM,YAAY,GAAG,cAAc,CAAC,OAAO,EAAE,GAAG,SAAS,CAAC,OAAO,EAAE,GAAG,KAAK,CAAA;YAE3E,IAAI,kBAAkB,IAAI,YAAY,EAAE;gBACtC,SAAQ;aACT;YAED,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAA;YACrD,MAAM,KAAK,GAAU;gBACnB,IAAI,EAAE,OAAO;gBACb,MAAM;gBACN,QAAQ,EAAE,iBAAiB;gBAC3B,EAAE,EAAE,YAAY,CAAC,CAAC;gBAClB,KAAK,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC;gBAC7B,MAAM,EAAE,MAAM,CAAC,YAAY,CAAC,CAAC,CAAC;gBAC9B,IAAI,EAAE,YAAY,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC9C,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,KAAK,CAAA;SACZ;IACH,CAAC;CACF;AApDD,gEAoDC;AAED,MAAa,8BAA8B;IACzC,SAAS,CAAC,OAA6B;QACrC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAA;IAC7C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,UAAU;gBACnB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAiD,EAAE,cAAoB;QAC1E,MAAM,UAAU,GAAe;YAC7B,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC;YACtB,QAAQ,EAAE,iBAAiB;YAC3B,UAAU,EAAE,IAAI;YAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC3C,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC3C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;YACnC,cAAc;SACf,CAAA;QAED,MAAM,UAAU,CAAA;IAClB,CAAC;IAES,YAAY,CAAC,KAAuB;QAC5C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;QAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;QAC/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;IAC1B,CAAC;CACF;AAtCD,wEAsCC;AAED,MAAa,0BAA0B;IAAvC;QACmB,iBAAY,GAAG,IAAI,GAAG,EAAkB,CAAA;IA2G3D,CAAC;IA1GC,SAAS,CAAC,OAA6B;QACrC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAA;IAChF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,MAAM,OAAO,GACX,OAAO,KAAK,SAAS;YACnB,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;gBAChB,MAAM,WAAW,GAAG,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAChC,OAAO,GAAG,WAAW,CAAC,CAAC,CAAC,MAAM,CAAA;YAChC,CAAC,CAAC;YACJ,CAAC,CAAC,SAAS,CAAA;QAEf,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO,EAAE,OAAO;aACR;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4E,EAAE,cAAoB;QACrG,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE;YACrC,MAAM,cAAc,GAAG,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;YAC7C,IAAI,cAAc,GAAG,CAAC,EAAE;gBACtB,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,EAAE,cAAc,CAAC,CAAA;aACtD;YACD,OAAM;SACP;QAED,MAAM,UAAU,GAAG,OAAO,CAAC,IAAgC,CAAA;QAE3D,MAAM,CAAC,IAAI,EAAE,UAAU,EAAE,WAAW,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QAE3E,MAAM,cAAc,GAAG,IAAI,IAAI,CAAC,KAAK,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;QACnH,cAAc,CAAC,WAAW,CAAC,CAAC,CAAC,CAAA;QAE7B,MAAM,KAAK,GAAG,UAAU,KAAK,GAAG,CAAA;QAEhC,MAAM,eAAe,GAAG,GAAG,IAAI,MAAM,CAAA;QAErC,IAAI,YAAY,GAAG,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC,CAAA;QACjD,IAAI,YAAY,KAAK,CAAC,EAAE;YACtB,YAAY,GAAG,SAAS,CAAA;SACzB;QAED,IAAI,YAAY,GAAG,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC,CAAA;QACjD,IAAI,YAAY,KAAK,CAAC,EAAE;YACtB,YAAY,GAAG,SAAS,CAAA;SACzB;QAED,IAAI,SAAS,GAAG,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;QACtF,IAAI,SAAS,KAAK,CAAC,CAAC,EAAE;YACpB,SAAS,GAAG,SAAS,CAAA;SACtB;QAED,IAAI,SAAS,GAAG,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;QACtF,IAAI,SAAS,KAAK,CAAC,CAAC,EAAE;YACpB,SAAS,GAAG,SAAS,CAAA;SACtB;QAED,MAAM,aAAa,GAAkB;YACnC,IAAI,EAAE,gBAAgB;YACtB,MAAM,EAAE,UAAU,CAAC,CAAC;YACpB,QAAQ,EAAE,iBAAiB;YAC3B,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YAClC,WAAW,EAAE,MAAM,CAAC,WAAW,CAAC;YAChC,cAAc;YAEd,YAAY;YACZ,aAAa,EAAE,SAAS;YACxB,SAAS;YAET,YAAY;YACZ,aAAa,EAAE,SAAS;YACxB,SAAS;YAET,SAAS,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC;YACxC,YAAY,EAAE,SAAS;YAEvB,SAAS,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC;YACzC,MAAM,EAAE,SAAS;YAEjB,KAAK,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC;YACpC,KAAK,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC;YACpC,IAAI,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC;YACnC,KAAK,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC;YACpC,GAAG,EAAE,SAAS;YAEd,eAAe,EAAE,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,eAAe,CAAC;YACvD,eAAe;YAEf,SAAS,EAAE,IAAI,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC;YACjC,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,aAAa,CAAA;IACrB,CAAC;CACF;AA5GD,gEA4GC"}
|
package/dist/mappers/bitflyer.js
CHANGED
|
@@ -18,7 +18,7 @@ exports.bitflyerTradesMapper = {
|
|
|
18
18
|
const symbol = bitflyerExecutions.params.channel.replace('lightning_executions_', '');
|
|
19
19
|
for (const execution of bitflyerExecutions.params.message) {
|
|
20
20
|
const timestamp = new Date(execution.exec_date);
|
|
21
|
-
timestamp.μs = handy_1.parseμs(execution.exec_date);
|
|
21
|
+
timestamp.μs = (0, handy_1.parseμs)(execution.exec_date);
|
|
22
22
|
const trade = {
|
|
23
23
|
type: 'trade',
|
|
24
24
|
symbol,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bitflyer.js","sourceRoot":"","sources":["../../src/mappers/bitflyer.ts"],"names":[],"mappings":";;;AAAA,oCAAkC;AAIrB,QAAA,oBAAoB,GAA8B;IAC7D,SAAS,CAAC,OAA2C;QACnD,OAAO,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,sBAAsB,CAAC,CAAA;IAClE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,sBAAsB;gBAC/B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,kBAAsC,EAAE,cAAoB;QAC/D,MAAM,MAAM,GAAG,kBAAkB,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,uBAAuB,EAAE,EAAE,CAAC,CAAA;QAErF,KAAK,MAAM,SAAS,IAAI,kBAAkB,CAAC,MAAM,CAAC,OAAO,EAAE;YACzD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAA;YAC/C,SAAS,CAAC,EAAE,GAAG,eAAO,
|
|
1
|
+
{"version":3,"file":"bitflyer.js","sourceRoot":"","sources":["../../src/mappers/bitflyer.ts"],"names":[],"mappings":";;;AAAA,oCAAkC;AAIrB,QAAA,oBAAoB,GAA8B;IAC7D,SAAS,CAAC,OAA2C;QACnD,OAAO,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,sBAAsB,CAAC,CAAA;IAClE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,sBAAsB;gBAC/B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,kBAAsC,EAAE,cAAoB;QAC/D,MAAM,MAAM,GAAG,kBAAkB,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,uBAAuB,EAAE,EAAE,CAAC,CAAA;QAErF,KAAK,MAAM,SAAS,IAAI,kBAAkB,CAAC,MAAM,CAAC,OAAO,EAAE;YACzD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,CAAA;YAC/C,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,SAAS,CAAC,SAAS,CAAC,CAAA;YAE3C,MAAM,KAAK,GAAU;gBACnB,IAAI,EAAE,OAAO;gBACb,MAAM;gBACN,QAAQ,EAAE,UAAU;gBACpB,EAAE,EAAE,MAAM,CAAC,SAAS,CAAC,EAAE,CAAC;gBACxB,KAAK,EAAE,SAAS,CAAC,KAAK;gBACtB,MAAM,EAAE,SAAS,CAAC,IAAI;gBACtB,IAAI,EAAE,SAAS,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;gBACvF,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,KAAK,CAAA;SACZ;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,EAAE,KAAK,EAAE,IAAI,EAAqB,EAAE,EAAE;IAC1D,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,CAAA;AAChC,CAAC,CAAA;AAED,MAAa,wBAAwB;IAArC;QACmB,mBAAc,GAAyB,IAAI,GAAG,EAAE,CAAA;IA4CnE,CAAC;IA1CC,SAAS,CAAC,OAA2C;QACnD,OAAO,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,iBAAiB,CAAC,CAAA;IAC7D,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,0BAA0B;gBACnC,OAAO;aACC;YACV;gBACE,OAAO,EAAE,iBAAiB;gBAC1B,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,aAA4B,EAAE,cAAoB;QACrD,MAAM,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC,OAAO,CAAA;QAC5C,MAAM,UAAU,GAAG,OAAO,CAAC,UAAU,CAAC,2BAA2B,CAAC,CAAA;QAClE,MAAM,MAAM,GAAG,UAAU,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,2BAA2B,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,kBAAkB,EAAE,EAAE,CAAC,CAAA;QAEtH,IAAI,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE;YAC7C,IAAI,UAAU,EAAE;gBACd,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAA;aACtC;iBAAM;gBACL,0DAA0D;gBAC1D,OAAM;aACP;SACF;QAED,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM;YACN,QAAQ,EAAE,UAAU;YACpB,UAAU;YACV,IAAI,EAAE,aAAa,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YACzD,IAAI,EAAE,aAAa,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YACzD,SAAS,EAAE,cAAc;YACzB,cAAc;SACf,CAAA;IACH,CAAC;CACF;AA7CD,4DA6CC"}
|
package/dist/mappers/coinbase.js
CHANGED
|
@@ -17,7 +17,7 @@ exports.coinbaseTradesMapper = {
|
|
|
17
17
|
},
|
|
18
18
|
*map(message, localTimestamp) {
|
|
19
19
|
const timestamp = new Date(message.time);
|
|
20
|
-
timestamp.μs = handy_1.parseμs(message.time);
|
|
20
|
+
timestamp.μs = (0, handy_1.parseμs)(message.time);
|
|
21
21
|
yield {
|
|
22
22
|
type: 'trade',
|
|
23
23
|
symbol: message.product_id,
|
|
@@ -94,7 +94,7 @@ class CoinbaseBookChangMapper {
|
|
|
94
94
|
timestamp = previousValidTimestamp;
|
|
95
95
|
}
|
|
96
96
|
else {
|
|
97
|
-
timestamp.μs = handy_1.parseμs(message.time);
|
|
97
|
+
timestamp.μs = (0, handy_1.parseμs)(message.time);
|
|
98
98
|
this._symbolLastTimestampMap.set(message.product_id, timestamp);
|
|
99
99
|
}
|
|
100
100
|
yield {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/mappers/coinbase.ts"],"names":[],"mappings":";;;AAEA,oCAAkC;AAElC,gDAAgD;AAEnC,QAAA,oBAAoB,GAA8B;IAC7D,SAAS,CAAC,OAAsE;QAC9E,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAsB,EAAE,cAAoB;QAC/C,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QACxC,SAAS,CAAC,EAAE,GAAG,eAAO,
|
|
1
|
+
{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/mappers/coinbase.ts"],"names":[],"mappings":";;;AAEA,oCAAkC;AAElC,gDAAgD;AAEnC,QAAA,oBAAoB,GAA8B;IAC7D,SAAS,CAAC,OAAsE;QAC9E,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAsB,EAAE,cAAoB;QAC/C,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QACxC,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,OAAO,CAAC,IAAI,CAAC,CAAA;QAEpC,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,UAAU;YAC1B,QAAQ,EAAE,UAAU;YACpB,EAAE,EAAE,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC;YAC5B,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC5B,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;YAC5B,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YAC9C,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,kBAAkB,GAAG,CAAC,KAA8B,EAAE,EAAE;IAC5D,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAE/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,oBAAoB,GAAG,CAAC,KAAgC,EAAE,EAAE;IAChE,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;IAE/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,gBAAgB,GAAG,CAAC,KAAqB,EAAE,EAAE;IACjD,IAAI,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE;QAC9B,OAAO,KAAK,CAAA;KACb;IACD,IAAI,KAAK,CAAC,MAAM,GAAG,CAAC,EAAE;QACpB,OAAO,KAAK,CAAA;KACb;IAED,OAAO,IAAI,CAAA;AACb,CAAC,CAAA;AAED,MAAa,uBAAuB;IAApC;QACmB,4BAAuB,GAAG,IAAI,GAAG,EAAgB,CAAA;IA0DpE,CAAC;IAxDC,SAAS,CAAC,OAAsE;QAC9E,OAAO,OAAO,CAAC,IAAI,KAAK,UAAU,IAAI,OAAO,CAAC,IAAI,KAAK,UAAU,CAAA;IACnE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,UAAU;gBACnB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,UAAU;gBACnB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAsD,EAAE,cAAoB;QAC/E,IAAI,OAAO,CAAC,IAAI,KAAK,UAAU,EAAE;YAC/B,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,UAAU;gBACpB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,MAAM,CAAC,gBAAgB,CAAC;gBACrE,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,MAAM,CAAC,gBAAgB,CAAC;gBACrE,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;SACF;aAAM;YACL,sHAAsH;YACtH,iHAAiH;YACjH,IAAI,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAA;YACtC,IAAI,SAAS,CAAC,OAAO,EAAE,GAAG,CAAC,EAAE;gBAC3B,IAAI,sBAAsB,GAAG,IAAI,CAAC,uBAAuB,CAAC,GAAG,CAAC,OAAO,CAAC,UAAU,CAAC,CAAA;gBACjF,IAAI,sBAAsB,KAAK,SAAS,EAAE;oBACxC,OAAM;iBACP;gBACD,SAAS,GAAG,sBAAsB,CAAA;aACnC;iBAAM;gBACL,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,OAAO,CAAC,IAAI,CAAC,CAAA;gBACpC,IAAI,CAAC,uBAAuB,CAAC,GAAG,CAAC,OAAO,CAAC,UAAU,EAAE,SAAS,CAAC,CAAA;aAChE;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,UAAU;gBACpB,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,KAAK,CAAC,CAAC,GAAG,CAAC,kBAAkB,CAAC;gBAC3E,IAAI,EAAE,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,MAAM,CAAC,CAAC,GAAG,CAAC,kBAAkB,CAAC;gBAC5E,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AA3DD,0DA2DC"}
|
package/dist/mappers/ftx.js
CHANGED
|
@@ -25,7 +25,7 @@ class FTXTradesMapper {
|
|
|
25
25
|
*map(ftxTrades, localTimestamp) {
|
|
26
26
|
for (const ftxTrade of ftxTrades.data) {
|
|
27
27
|
const timestamp = new Date(ftxTrade.time);
|
|
28
|
-
timestamp.μs = handy_1.parseμs(ftxTrade.time);
|
|
28
|
+
timestamp.μs = (0, handy_1.parseμs)(ftxTrade.time);
|
|
29
29
|
yield {
|
|
30
30
|
type: 'trade',
|
|
31
31
|
symbol: ftxTrades.market,
|
|
@@ -141,7 +141,7 @@ class FTXLiquidationsMapper {
|
|
|
141
141
|
for (const ftxTrade of ftxTrades.data) {
|
|
142
142
|
if (ftxTrade.liquidation) {
|
|
143
143
|
const timestamp = new Date(ftxTrade.time);
|
|
144
|
-
timestamp.μs = handy_1.parseμs(ftxTrade.time);
|
|
144
|
+
timestamp.μs = (0, handy_1.parseμs)(ftxTrade.time);
|
|
145
145
|
yield {
|
|
146
146
|
type: 'liquidation',
|
|
147
147
|
symbol: ftxTrades.market,
|
package/dist/mappers/ftx.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":";;;AAAA,oCAAkC;AAElC,qCAA0D;AAE1D,sCAAsC;AAEtC,MAAa,eAAe;IAC1B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,IAAI,EAAE;YACrC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YACzC,SAAS,CAAC,EAAE,GAAG,eAAO,
|
|
1
|
+
{"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":";;;AAAA,oCAAkC;AAElC,qCAA0D;AAE1D,sCAAsC;AAEtC,MAAa,eAAe;IAC1B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,IAAI,EAAE;YACrC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YACzC,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YAErC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,SAAS,CAAC,MAAM;gBACxB,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS;gBAC1D,KAAK,EAAE,QAAQ,CAAC,KAAK;gBACrB,MAAM,EAAE,QAAQ,CAAC,IAAI;gBACrB,IAAI,EAAE,QAAQ,CAAC,IAAI;gBACnB,SAAS;gBACT,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF;AAtCD,0CAsCC;AAEM,MAAM,YAAY,GAAG,CAAC,KAAmB,EAAE,EAAE;IAClD,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IAEvB,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AALY,QAAA,YAAY,gBAKxB;AAED,MAAa,mBAAmB;IAC9B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,YAA0B,EAAE,cAAoB;QACnD,MAAM,aAAa,GAAG,YAAY,CAAC,IAAI,KAAK,QAAQ,IAAI,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,IAAI,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,CAAA;QAClI,IAAI,aAAa,EAAE;YACjB,OAAM;SACP;QAED,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;QACzD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAElE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,YAAY,CAAC,MAAM;YAC3B,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,UAAU,EAAE,YAAY,CAAC,IAAI,KAAK,SAAS;YAC3C,IAAI,EAAE,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAY,CAAC;YAC9C,IAAI,EAAE,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAY,CAAC;YAC9C,SAAS;YACT,cAAc;SACf,CAAA;IACH,CAAC;CACF;AAxCD,kDAwCC;AAED,MAAa,yBAAyB;IAGpC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;QAF/B,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAErB,CAAC;IAEpD,SAAS,CAAC,OAAsB;QAC9B,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,CAAA;IACzC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS;aACrF;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAsB,EAAE,cAAoB;QAC/C,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAA;QAC3G,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,OAAO,CAAC,IAAI,CAAA;QAEpC,IAAI,KAAK,CAAC,eAAe,KAAK,SAAS,EAAE;YACvC,iBAAiB,CAAC,sBAAsB,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAA;YACzE,iBAAiB,CAAC,iBAAiB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAA;SAC3D;QAED,iBAAiB,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;QAC9C,iBAAiB,CAAC,eAAe,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;QAC5C,iBAAiB,CAAC,eAAe,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;QAC5C,iBAAiB,CAAC,kBAAkB,CAAC,KAAK,CAAC,YAAY,CAAC,CAAA;QACxD,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;QAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;YAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;SACpD;IACH,CAAC;CACF;AAzCD,8DAyCC;AAED,MAAa,qBAAqB;IAChC,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,IAAI,EAAE;YACrC,IAAI,QAAQ,CAAC,WAAW,EAAE;gBACxB,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;gBACzC,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;gBAErC,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,SAAS,CAAC,MAAM;oBACxB,QAAQ,EAAE,KAAK;oBACf,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS;oBAC1D,KAAK,EAAE,QAAQ,CAAC,KAAK;oBACrB,MAAM,EAAE,QAAQ,CAAC,IAAI;oBACrB,IAAI,EAAE,QAAQ,CAAC,IAAI;oBACnB,SAAS;oBACT,cAAc;iBACf,CAAA;aACF;SACF;IACH,CAAC;CACF;AAtCD,sDAsCC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAqB,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACvH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAC1D,OAAO,EAAmB,cAAc,EAAE,MAAM,UAAU,CAAA;AAK1D,qBAAa,iBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,KAAK,CAAC;
|
|
1
|
+
{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAqB,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACvH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAC1D,OAAO,EAAmB,cAAc,EAAE,MAAM,UAAU,CAAA;AAK1D,qBAAa,iBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBpF;AAED,qBAAa,qBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEvG,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAsBzD,OAAO,CAAC,aAAa;CAGtB;AAMD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAK9D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAJlD,SAAS,CAAC,QAAQ,CAAC,sBAAsB,EAAE;QACzC,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KACvB,CAAK;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,GAAG;IAStB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,gBAAgB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IAsE1E,OAAO,CAAC,aAAa;IAoBrB,OAAO,CAAC,aAAa;CAGtB;AAgBD,qBAAa,2BAA4B,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,gBAAgB,CAAC;IAGrH,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAYtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;IAsB5B,GAAG,CACF,OAAO,EAAE,qBAAqB,GAAG,4BAA4B,GAAG,4BAA4B,EAC5F,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAmCtC;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,WAAW,CAAC;IAI5G,OAAO,CAAC,QAAQ,CAAC,SAAS;IAHtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAiC;IAC1E,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA0E;gBAEpF,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,iBAAiB;IAY5D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAkC7B,OAAO,CAAC,8BAA8B;IAMrC,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CA0B1F;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,kBAAkB,EAAE,aAAa,CAAC;IACzF,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA4B;IAE1D,SAAS,CAAC,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B;IAQ3G,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAyB5B,GAAG,CACF,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B,EACjG,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,aAAa,CAAC,GAAG,SAAS;CAoE/C;AAED,aAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;CACX,CAAA;AAED,aAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,EAAE,EAAE,MAAM,CAAA;YACV,OAAO,CAAC,EAAE,MAAM,CAAA;YAChB,KAAK,EAAE,MAAM,CAAA;YACb,MAAM,EAAE,MAAM,CAAA;YACd,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;YACzB,EAAE,EAAE,MAAM,CAAA;SACX,EAAE,CAAA;KACJ,CAAA;CACF,CAAA;AAED,aAAK,cAAc,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAEtC,aAAK,qBAAqB,GAAG,gBAAgB,GAC3C,CACI;IACE,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC7B,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;KAC9B,CAAA;CACF,GACD;IACE,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,KAAK,EAAE,UAAU,GAAG,QAAQ,CAAA;KAC7B,CAAA;CACF,CACJ,CAAA;AAEH,aAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,WAAW,EAAE,MAAM,CAAA;QACnB,cAAc,EAAE,MAAM,CAAA;KACvB,CAAA;CACF,CAAA;AAED,aAAK,4BAA4B,GAAG;IAClC,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,eAAe,EAAE,MAAM,CAAA;QACvB,YAAY,EAAE,MAAM,CAAA;QACpB,cAAc,EAAE,MAAM,CAAA;QACtB,aAAa,EAAE,MAAM,CAAA;KACtB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,4BAA4B,GAAG,gBAAgB,GAAG;IACrD,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;KACf,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,mBAAmB,GAAG,gBAAgB,GAAG;IAC5C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,MAAM,EAAE,MAAM,CAAA;QACd,UAAU,EAAE,MAAM,CAAA;KACnB,CAAA;CACF,CAAA;AAED,aAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;IACV,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,EAAE;QACJ,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,MAAM,EAAE,MAAM,CAAA;KACf,CAAA;CACF,CAAA;AAED,aAAK,OAAO,GAAG;IACb,eAAe,EAAE,cAAc,CAAC,mBAAmB,CAAC,CAAA;IACpD,iBAAiB,CAAC,EAAE,OAAO,CAAA;CAC5B,CAAA;AAED,aAAK,qBAAqB,GAAG;IAC3B,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,aAAa,EAAE,MAAM,CAAA;QACrB,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;QACzB,MAAM,EAAE,MAAM,CAAA;QACd,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,EAAE,MAAM,CAAA;QACb,UAAU,EAAE,MAAM,CAAA;KACnB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,aAAa,EAAE,MAAM,CAAA;QACrB,aAAa,EAAE,WAAW,GAAG,WAAW,GAAG,SAAS,GAAG,cAAc,CAAA;KACtE,EAAE,CAAA;CACJ,CAAA;AAqBD,aAAK,wBAAwB,GAAG;IAC9B,EAAE,EAAE,8BAA8B,CAAA;IAClC,SAAS,EAAE,IAAI,CAAA;IACf,IAAI,EAAE;QAAE,MAAM,EAAE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|
package/dist/mappers/huobi.js
CHANGED
|
@@ -412,20 +412,20 @@ class HuobiOptionsSummaryMapper {
|
|
|
412
412
|
optionType: marketIndexMessage.data.option_right_type === 'P' ? 'put' : 'call',
|
|
413
413
|
strikePrice: Number(symbolParts[4]),
|
|
414
414
|
expirationDate,
|
|
415
|
-
bestBidPrice: handy_1.asNumberIfValid(marketIndexMessage.data.bid_one),
|
|
415
|
+
bestBidPrice: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.bid_one),
|
|
416
416
|
bestBidAmount: undefined,
|
|
417
|
-
bestBidIV: handy_1.asNumberIfValid(marketIndexMessage.data.iv_bid_one),
|
|
418
|
-
bestAskPrice: handy_1.asNumberIfValid(marketIndexMessage.data.ask_one),
|
|
417
|
+
bestBidIV: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.iv_bid_one),
|
|
418
|
+
bestAskPrice: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.ask_one),
|
|
419
419
|
bestAskAmount: undefined,
|
|
420
|
-
bestAskIV: handy_1.asNumberIfValid(marketIndexMessage.data.iv_ask_one),
|
|
421
|
-
lastPrice: handy_1.asNumberIfValid(marketIndexMessage.data.last_price),
|
|
420
|
+
bestAskIV: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.iv_ask_one),
|
|
421
|
+
lastPrice: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.last_price),
|
|
422
422
|
openInterest,
|
|
423
|
-
markPrice: marketIndexMessage.data.mark_price > 0 ? handy_1.asNumberIfValid(marketIndexMessage.data.mark_price) : undefined,
|
|
424
|
-
markIV: handy_1.asNumberIfValid(marketIndexMessage.data.iv_mark_price),
|
|
425
|
-
delta: handy_1.asNumberIfValid(marketIndexMessage.data.delta),
|
|
426
|
-
gamma: handy_1.asNumberIfValid(marketIndexMessage.data.gamma),
|
|
427
|
-
vega: handy_1.asNumberIfValid(marketIndexMessage.data.vega),
|
|
428
|
-
theta: handy_1.asNumberIfValid(marketIndexMessage.data.theta),
|
|
423
|
+
markPrice: marketIndexMessage.data.mark_price > 0 ? (0, handy_1.asNumberIfValid)(marketIndexMessage.data.mark_price) : undefined,
|
|
424
|
+
markIV: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.iv_mark_price),
|
|
425
|
+
delta: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.delta),
|
|
426
|
+
gamma: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.gamma),
|
|
427
|
+
vega: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.vega),
|
|
428
|
+
theta: (0, handy_1.asNumberIfValid)(marketIndexMessage.data.theta),
|
|
429
429
|
rho: undefined,
|
|
430
430
|
underlyingPrice: lastUnderlyingPrice,
|
|
431
431
|
underlyingIndex: underlying,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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|
package/dist/mappers/okex.js
CHANGED
|
@@ -201,20 +201,20 @@ class OkexOptionSummaryMapper {
|
|
|
201
201
|
optionType: isPut ? 'put' : 'call',
|
|
202
202
|
strikePrice,
|
|
203
203
|
expirationDate,
|
|
204
|
-
bestBidPrice: handy_1.asNumberIfValid(summary.best_bid),
|
|
205
|
-
bestBidAmount: handy_1.asNumberIfValid(summary.best_bid_size),
|
|
206
|
-
bestBidIV: handy_1.asNumberIfValid(summary.bid_vol),
|
|
207
|
-
bestAskPrice: handy_1.asNumberIfValid(summary.best_ask),
|
|
208
|
-
bestAskAmount: handy_1.asNumberIfValid(summary.best_ask_size),
|
|
209
|
-
bestAskIV: handy_1.asNumberIfValid(summary.ask_vol),
|
|
210
|
-
lastPrice: handy_1.asNumberIfValid(summary.last),
|
|
211
|
-
openInterest: handy_1.asNumberIfValid(summary.open_interest),
|
|
212
|
-
markPrice: handy_1.asNumberIfValid(summary.mark_price),
|
|
213
|
-
markIV: handy_1.asNumberIfValid(summary.mark_vol),
|
|
214
|
-
delta: handy_1.asNumberIfValid(summary.delta),
|
|
215
|
-
gamma: handy_1.asNumberIfValid(summary.gamma),
|
|
216
|
-
vega: handy_1.asNumberIfValid(summary.vega),
|
|
217
|
-
theta: handy_1.asNumberIfValid(summary.theta),
|
|
204
|
+
bestBidPrice: (0, handy_1.asNumberIfValid)(summary.best_bid),
|
|
205
|
+
bestBidAmount: (0, handy_1.asNumberIfValid)(summary.best_bid_size),
|
|
206
|
+
bestBidIV: (0, handy_1.asNumberIfValid)(summary.bid_vol),
|
|
207
|
+
bestAskPrice: (0, handy_1.asNumberIfValid)(summary.best_ask),
|
|
208
|
+
bestAskAmount: (0, handy_1.asNumberIfValid)(summary.best_ask_size),
|
|
209
|
+
bestAskIV: (0, handy_1.asNumberIfValid)(summary.ask_vol),
|
|
210
|
+
lastPrice: (0, handy_1.asNumberIfValid)(summary.last),
|
|
211
|
+
openInterest: (0, handy_1.asNumberIfValid)(summary.open_interest),
|
|
212
|
+
markPrice: (0, handy_1.asNumberIfValid)(summary.mark_price),
|
|
213
|
+
markIV: (0, handy_1.asNumberIfValid)(summary.mark_vol),
|
|
214
|
+
delta: (0, handy_1.asNumberIfValid)(summary.delta),
|
|
215
|
+
gamma: (0, handy_1.asNumberIfValid)(summary.gamma),
|
|
216
|
+
vega: (0, handy_1.asNumberIfValid)(summary.vega),
|
|
217
|
+
theta: (0, handy_1.asNumberIfValid)(summary.theta),
|
|
218
218
|
rho: undefined,
|
|
219
219
|
underlyingPrice: lastUnderlyingPrice,
|
|
220
220
|
underlyingIndex: summary.underlying,
|
package/dist/mappers/okex.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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{"version":3,"file":"phemex.d.ts","sourceRoot":"","sources":["../../src/mappers/phemex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAC1D,OAAO,EAAE,KAAK,EAAE,UAAU,EAAE,gBAAgB,EAAE,MAAM,UAAU,CAAA;AAwC9D,eAAO,MAAM,kBAAkB,EAAE,MAAM,CAAC,QAAQ,EAAE,KAAK,CA+BtD,CAAA;AAWD,eAAO,MAAM,sBAAsB,EAAE,MAAM,CAAC,QAAQ,EAAE,UAAU,CA6B/D,CAAA;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,YAAY;IAI/B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,YAAY,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAetF;AAqBD,aAAK,YAAY,GAAG;IAClB,SAAS,EAAE;QACT,WAAW,EAAE,MAAM,CAAA;QACnB,UAAU,EAAE,MAAM,CAAA;QAClB,SAAS,EAAE,MAAM,CAAA;QACjB,YAAY,EAAE,MAAM,CAAA;QACpB,eAAe,EAAE,MAAM,CAAA;QACvB,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,EAAE,MAAM,CAAA;KACd,CAAA;IAED,SAAS,EAAE,MAAM,CAAA;CAClB,CAAA"}
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|
+
{"version":3,"file":"phemex.js","sourceRoot":"","sources":["../../src/mappers/phemex.ts"],"names":[],"mappings":";;;AAAA,qCAA0D;AAG1D,4CAA4C;AAC5C,MAAM,qBAAqB,GAAG,CAAC,KAAa,EAAE,EAAE;IAC9C,MAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,IAAI,CAAC,CAAA;IAE/C,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,CAAA;IACjD,SAAS,CAAC,EAAE,GAAG,cAAc,GAAG,IAAI,CAAA;IAEpC,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,SAAS,aAAa,CAAC,MAAc;IACnC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC1B,OAAO,GAAG,CAAA;KACX;IAED,OAAO,GAAG,CAAA;AACZ,CAAC;AAED,SAAS,WAAW,CAAC,MAAc;IACjC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC1B,OAAO,GAAG,CAAA;KACX;IAED,OAAO,CAAC,CAAA;AACV,CAAC;AAED,SAAS,UAAU,CAAC,OAAkB;IACpC,IAAI,OAAO,KAAK,SAAS,EAAE;QACzB,OAAM;KACP;IACD,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;QAC5B,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;YAC1B,OAAO,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;SACxD;QACD,OAAO,MAAM,CAAA;IACf,CAAC,CAAC,CAAA;AACJ,CAAC;AAEY,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA2B;QACnC,OAAO,QAAQ,IAAI,OAAO,IAAI,OAAO,CAAC,IAAI,KAAK,aAAa,CAAA;IAC9D,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO,EAAE,UAAU,CAAC,OAAO,CAAC;aACpB;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,KAAK,MAAM,CAAC,SAAS,EAAE,IAAI,EAAE,OAAO,EAAE,GAAG,CAAC,IAAI,OAAO,CAAC,MAAM,EAAE;YAC5D,MAAM,MAAM,GAAG,OAAO,CAAC,MAAM,CAAA;YAE7B,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;gBAC5B,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC;gBACtC,MAAM,EAAE,GAAG,GAAG,WAAW,CAAC,MAAM,CAAC;gBACjC,IAAI,EAAE,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACrC,SAAS,EAAE,qBAAqB,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAM,qBAAqB,GACzB,CAAC,MAAc,EAAE,EAAE,CACnB,CAAC,CAAC,OAAO,EAAE,GAAG,CAAkB,EAAE,EAAE;IAClC,OAAO;QACL,KAAK,EAAE,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC;QACtC,MAAM,EAAE,GAAG,GAAG,WAAW,CAAC,MAAM,CAAC;KAClC,CAAA;AACH,CAAC,CAAA;AAEU,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA0B;QAClC,OAAO,MAAM,IAAI,OAAO,CAAA;IAC1B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO,EAAE,UAAU,CAAC,OAAO,CAAC;aACpB;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA0B,EAAE,cAAoB;QACnD,MAAM,MAAM,GAAG,OAAO,CAAC,MAAM,CAAA;QAC7B,MAAM,YAAY,GAAG,qBAAqB,CAAC,MAAM,CAAC,CAAA;QAClD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;YAC5B,QAAQ,EAAE,QAAQ;YAClB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,UAAU;YACvC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YACzC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAEzC,SAAS,EAAE,qBAAqB,CAAC,OAAO,CAAC,SAAS,CAAC;YACnD,cAAc;SACf,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAa,4BAA4B;IAAzC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IA8B1E,CAAC;IA5BC,SAAS,CAAC,OAAqB;QAC7B,OAAO,WAAW,IAAI,OAAO,CAAA;IAC/B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,SAAS,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;QAC/G,MAAM,YAAY,GAAG,OAAO,CAAC,SAAS,CAAA;QACtC,iBAAiB,CAAC,iBAAiB,CAAC,YAAY,CAAC,WAAW,GAAG,SAAS,CAAC,CAAA;QACzE,iBAAiB,CAAC,0BAA0B,CAAC,YAAY,CAAC,eAAe,GAAG,SAAS,CAAC,CAAA;QACtF,iBAAiB,CAAC,gBAAgB,CAAC,YAAY,CAAC,UAAU,GAAG,KAAK,CAAC,CAAA;QACnE,iBAAiB,CAAC,eAAe,CAAC,YAAY,CAAC,SAAS,GAAG,KAAK,CAAC,CAAA;QACjE,iBAAiB,CAAC,kBAAkB,CAAC,YAAY,CAAC,YAAY,CAAC,CAAA;QAC/D,iBAAiB,CAAC,eAAe,CAAC,YAAY,CAAC,KAAK,GAAG,KAAK,CAAC,CAAA;QAC7D,iBAAiB,CAAC,eAAe,CAAC,qBAAqB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;QAE3E,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;YAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;SACpD;IACH,CAAC;CACF;AA/BD,oEA+BC"}
|
|
@@ -41,7 +41,7 @@ class AscendexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
41
41
|
if (!depthSnapshotChannel) {
|
|
42
42
|
return;
|
|
43
43
|
}
|
|
44
|
-
await handy_1.wait(100);
|
|
44
|
+
await (0, handy_1.wait)(100);
|
|
45
45
|
for (let symbol of depthSnapshotChannel.symbols) {
|
|
46
46
|
if (shouldCancel()) {
|
|
47
47
|
return;
|
|
@@ -51,7 +51,7 @@ class AscendexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
51
51
|
action: 'depth-snapshot-realtime',
|
|
52
52
|
args: { symbol }
|
|
53
53
|
});
|
|
54
|
-
await handy_1.wait(10);
|
|
54
|
+
await (0, handy_1.wait)(10);
|
|
55
55
|
}
|
|
56
56
|
this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols);
|
|
57
57
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ascendex.js","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":";;;AAAA,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACqB,WAAM,GAAG,sCAAsC,CAAA;IA2DpE,CAAC;IAzDW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC;aACtD,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,sBAAsB,EAAE;gBAC7C,OAAO;oBACL;wBACE,EAAE,EAAE,KAAK;wBACT,EAAE,EAAE,sBAAsB;qBAC3B;iBACF,CAAA;aACF;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;aAC5G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,KAAK;oBACT,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE;iBAClC,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,CAAC,KAAK,OAAO,CAAA;IAC9B,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC,CAAA;QACzF,IAAI,CAAC,oBAAoB,EAAE;YACzB,OAAM;SACP;QAED,MAAM,YAAI,
|
|
1
|
+
{"version":3,"file":"ascendex.js","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":";;;AAAA,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACqB,WAAM,GAAG,sCAAsC,CAAA;IA2DpE,CAAC;IAzDW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC;aACtD,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,sBAAsB,EAAE;gBAC7C,OAAO;oBACL;wBACE,EAAE,EAAE,KAAK;wBACT,EAAE,EAAE,sBAAsB;qBAC3B;iBACF,CAAA;aACF;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;aAC5G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,KAAK;oBACT,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE;iBAClC,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,CAAC,KAAK,OAAO,CAAA;IAC9B,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC,CAAA;QACzF,IAAI,CAAC,oBAAoB,EAAE;YACzB,OAAM;SACP;QAED,MAAM,IAAA,YAAI,EAAC,GAAG,CAAC,CAAA;QAEf,KAAK,IAAI,MAAM,IAAI,oBAAoB,CAAC,OAAQ,EAAE;YAChD,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,KAAK;gBACT,MAAM,EAAE,yBAAyB;gBACjC,IAAI,EAAE,EAAE,MAAM,EAAE;aACjB,CAAC,CAAA;YAEF,MAAM,IAAA,YAAI,EAAC,EAAE,CAAC,CAAA;SACf;QAED,IAAI,CAAC,KAAK,CAAC,4CAA4C,EAAE,oBAAoB,CAAC,OAAO,CAAC,CAAA;IACxF,CAAC;CACF;AA5DD,oDA4DC"}
|
|
@@ -23,7 +23,7 @@ class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase
|
|
|
23
23
|
this._instruments = _instruments;
|
|
24
24
|
}
|
|
25
25
|
async poolDataToStream(outputStream) {
|
|
26
|
-
for (const instruments of handy_1.batch(this._instruments, 10)) {
|
|
26
|
+
for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
|
|
27
27
|
await Promise.all(instruments.map(async (instrument) => {
|
|
28
28
|
if (outputStream.destroyed) {
|
|
29
29
|
return;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAA4C;AAE5C,iDAAqG;AAErG,MAAe,uBAAwB,SAAQ,8CAA+B;IAKlE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,IAAI,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAErG,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,mCAAmC,CAC3C,QAAQ,EACR,SAAS,EACT,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,QAAQ,EACb,iBAAiB,EACjB,OAAO,CACR,CAAA;SACF;QAED,MAAM,mBAAmB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAC/E,IAAI,mBAAmB,CAAC,MAAM,GAAG,CAAC,EAAE;YAClC,MAAM,WAAW,GAAG,mBAAmB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAElE,MAAM,IAAI,gCAAgC,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;SAChF;IACH,CAAC;CACF;AAED,MAAM,gCAAiC,SAAQ,gCAAiB;IAC9D,YAAY,QAAgB,EAAmB,QAAgB,EAAmB,YAAsB;QACtG,KAAK,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAA;QAD0B,aAAQ,GAAR,QAAQ,CAAQ;QAAmB,iBAAY,GAAZ,YAAY,CAAU;IAExG,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,YAAsB;QACrD,KAAK,MAAM,WAAW,IAAI,aAAK,
|
|
1
|
+
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAA4C;AAE5C,iDAAqG;AAErG,MAAe,uBAAwB,SAAQ,8CAA+B;IAKlE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,IAAI,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAErG,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,mCAAmC,CAC3C,QAAQ,EACR,SAAS,EACT,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,QAAQ,EACb,iBAAiB,EACjB,OAAO,CACR,CAAA;SACF;QAED,MAAM,mBAAmB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAC/E,IAAI,mBAAmB,CAAC,MAAM,GAAG,CAAC,EAAE;YAClC,MAAM,WAAW,GAAG,mBAAmB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAElE,MAAM,IAAI,gCAAgC,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;SAChF;IACH,CAAC;CACF;AAED,MAAM,gCAAiC,SAAQ,gCAAiB;IAC9D,YAAY,QAAgB,EAAmB,QAAgB,EAAmB,YAAsB;QACtG,KAAK,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAA;QAD0B,aAAQ,GAAR,QAAQ,CAAQ;QAAmB,iBAAY,GAAZ,YAAY,CAAU;IAExG,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,YAAsB;QACrD,KAAK,MAAM,WAAW,IAAI,IAAA,aAAK,EAAC,IAAI,CAAC,YAAY,EAAE,EAAE,CAAC,EAAE;YACtD,MAAM,OAAO,CAAC,GAAG,CACf,WAAW,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE;gBACnC,IAAI,YAAY,CAAC,SAAS,EAAE;oBAC1B,OAAM;iBACP;gBAED,MAAM,oBAAoB,GAAG,CAAC,MAAM,kBAAU;qBAC3C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,wBAAwB,UAAU,CAAC,WAAW,EAAE,EAAE,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;qBAC3F,IAAI,EAAE,CAAQ,CAAA;gBAEjB,MAAM,mBAAmB,GAAG;oBAC1B,MAAM,EAAE,GAAG,UAAU,CAAC,iBAAiB,EAAE,eAAe;oBACxD,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,oBAAoB;iBAC3B,CAAA;gBAED,IAAI,YAAY,CAAC,QAAQ,EAAE;oBACzB,YAAY,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAAA;iBACxC;YACH,CAAC,CAAC,CACH,CAAA;SACF;IACH,CAAC;CACF;AAED,MAAM,mCAAoC,SAAQ,+BAAgB;IAChE,YACE,QAAgB,EAChB,OAAyB,EACf,MAAc,EACP,QAAgB,EAChB,SAAoC,EACrD,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAN1C,WAAM,GAAN,MAAM,CAAQ;QACP,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAA2B;IAKvD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,OAAO,GAAG,OAAO;aACpB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC;aAC5C,GAAG,CAAC,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;YACrB,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,yFAAyF,CAAC,CAAA;aAC3G;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAC7C,MAAM,OAAO,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAA;YAErF,OAAO;gBACL,MAAM,EAAE,WAAW;gBACnB,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,GAAG,MAAM,IAAI,OAAO,EAAE,CAAC;gBAC9D,EAAE,EAAE,KAAK,GAAG,CAAC;aACd,CAAA;QACH,CAAC,CAAC,CAAA;QAEJ,OAAO,OAAO,CAAA;IAChB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,oCAAoC;QACpC,IAAI,OAAO,CAAC,MAAM,KAAK,IAAI,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,IAAI,CAAA;SACZ;QAED,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC,CAAA;QAC9E,IAAI,CAAC,mBAAmB,EAAE;YACxB,OAAM;SACP;QACD,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,mBAAmB,CAAC,OAAO,CAAC,CAAA;QAC9E,KAAK,IAAI,MAAM,IAAI,mBAAmB,CAAC,OAAQ,EAAE;YAC/C,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,MAAM,qBAAqB,GAAG,CAAC,MAAM,kBAAU;iBAC5C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,iBAAiB,MAAM,CAAC,WAAW,EAAE,aAAa,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;iBAC3F,IAAI,EAAE,CAAQ,CAAA;YAEjB,MAAM,QAAQ,GAAG;gBACf,MAAM,EAAE,GAAG,MAAM,gBAAgB;gBACjC,SAAS,EAAE,IAAI;gBACf,IAAI,EAAE,qBAAqB;aAC5B,CAAA;YAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;SAC1C;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,mBAAmB,CAAC,OAAO,CAAC,CAAA;IAC7F,CAAC;CACF;AAED,MAAa,mBAAoB,SAAQ,uBAAuB;IAAhE;;QACY,WAAM,GAAG,sCAAsC,CAAA;QAC/C,YAAO,GAAG,gCAAgC,CAAA;QAE1C,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;IACH,CAAC;CAAA;AAPD,kDAOC;AAED,MAAa,yBAA0B,SAAQ,uBAAuB;IAAtE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;IACH,CAAC;CAAA;AAPD,8DAOC;AAED,MAAa,qBAAsB,SAAQ,uBAAuB;IAAlE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;IACH,CAAC;CAAA;AAPD,sDAOC;AAED,MAAa,0BAA2B,SAAQ,uBAAuB;IAAvE;;QACY,WAAM,GAAG,mCAAmC,CAAA;QAC5C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;SAChB,CAAA;IACH,CAAC;CAAA;AARD,gEAQC;AAED,MAAa,2BAA4B,SAAQ,uBAAuB;IAAxE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;YACf,UAAU,EAAE,IAAI;SACjB,CAAA;IACH,CAAC;CAAA;AATD,kEASC"}
|
|
@@ -20,7 +20,7 @@ class BitmexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
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|
20
20
|
];
|
|
21
21
|
}
|
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22
22
|
const subscribeMessages = [];
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23
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-
for (const symbolsBatch of handy_1.batch(filter.symbols, 10)) {
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23
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+
for (const symbolsBatch of (0, handy_1.batch)(filter.symbols, 10)) {
|
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24
24
|
subscribeMessages.push({
|
|
25
25
|
op: 'subscribe',
|
|
26
26
|
args: symbolsBatch.map((s) => `${filter.channel}:${s}`)
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bitmex.js","sourceRoot":"","sources":["../../src/realtimefeeds/bitmex.ts"],"names":[],"mappings":";;;AAAA,oCAAgC;AAEhC,iDAAiD;AAEjD,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACqB,WAAM,GAAG,+BAA+B,CAAA;IAoC7D,CAAC;IAlCW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,OAAO;oBACL;wBACE,EAAE,EAAE,WAAW;wBACf,IAAI,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC;qBACvB;iBACF,CAAA;aACF;YACD,MAAM,iBAAiB,GAAG,EAAE,CAAA;YAC5B,KAAK,MAAM,YAAY,IAAI,aAAK,
|
|
1
|
+
{"version":3,"file":"bitmex.js","sourceRoot":"","sources":["../../src/realtimefeeds/bitmex.ts"],"names":[],"mappings":";;;AAAA,oCAAgC;AAEhC,iDAAiD;AAEjD,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACqB,WAAM,GAAG,+BAA+B,CAAA;IAoC7D,CAAC;IAlCW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,OAAO;oBACL;wBACE,EAAE,EAAE,WAAW;wBACf,IAAI,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC;qBACvB;iBACF,CAAA;aACF;YACD,MAAM,iBAAiB,GAAG,EAAE,CAAA;YAC5B,KAAK,MAAM,YAAY,IAAI,IAAA,aAAK,EAAC,MAAM,CAAC,OAAO,EAAE,EAAE,CAAC,EAAE;gBACpD,iBAAiB,CAAC,IAAI,CAAC;oBACrB,EAAE,EAAE,WAAW;oBACf,IAAI,EAAE,YAAY,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,CAAC,EAAE,CAAC;iBACxD,CAAC,CAAA;aACH;YAED,OAAO,iBAAiB,CAAA;QAC1B,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,IAAI,CAAA;SACZ;QAED,IAAI,WAAW,IAAI,OAAO,IAAI,OAAO,CAAC,OAAO,KAAK,KAAK,EAAE;YACvD,OAAO,IAAI,CAAA;SACZ;QACD,OAAO,KAAK,CAAA;IACd,CAAC;CACF;AArCD,gDAqCC"}
|
|
@@ -50,7 +50,7 @@ class FTXInstrumentInfoClient extends realtimefeed_1.PoolingClientBase {
|
|
|
50
50
|
this._instruments = _instruments;
|
|
51
51
|
}
|
|
52
52
|
async poolDataToStream(outputStream) {
|
|
53
|
-
for (const instruments of handy_1.batch(this._instruments, 10)) {
|
|
53
|
+
for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
|
|
54
54
|
await Promise.all(instruments.map(async (instrument) => {
|
|
55
55
|
if (outputStream.destroyed) {
|
|
56
56
|
return;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/realtimefeeds/ftx.ts"],"names":[],"mappings":";;;AAGA,iDAAqG;AACrG,oCAA4C;AAE5C,MAAe,mBAAoB,SAAQ,8CAA+B;IAI9D,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAEnE,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,+BAA+B,CAAC,QAAQ,EAAE,SAAS,EAAE,IAAI,CAAC,MAAM,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;SACxG;QAED,MAAM,qBAAqB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAC/E,IAAI,qBAAqB,CAAC,MAAM,GAAG,CAAC,EAAE;YACpC,MAAM,WAAW,GAAG,qBAAqB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAEpE,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE;gBAC1B,MAAM,IAAI,uBAAuB,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;aACvE;SACF;IACH,CAAC;CACF;AAED,MAAM,+BAAgC,SAAQ,+BAAgB;IAC5D,YACE,QAAgB,EAChB,OAAyB,EACf,MAAc,EACxB,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAJ1C,WAAM,GAAN,MAAM,CAAQ;IAK1B,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,qFAAqF,CAAC,CAAA;aACvG;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,WAAW;oBACf,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;CACF;AAED,MAAM,uBAAwB,SAAQ,gCAAiB;IACrD,YAAY,QAAgB,EAAmB,QAAgB,EAAmB,YAAsB;QACtG,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAA;QAD2B,aAAQ,GAAR,QAAQ,CAAQ;QAAmB,iBAAY,GAAZ,YAAY,CAAU;IAExG,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,YAAsB;QACrD,KAAK,MAAM,WAAW,IAAI,aAAK,
|
|
1
|
+
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@@ -60,7 +60,7 @@ class HuobiMarketDataRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
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|
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60
60
|
this.wssURL = wssURL;
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61
61
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this._suffixes = _suffixes;
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62
62
|
this.decompress = (message) => {
|
|
63
|
-
message = zlib_1.unzipSync(message);
|
|
63
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+
message = (0, zlib_1.unzipSync)(message);
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64
64
|
return message;
|
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65
65
|
};
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66
66
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}
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@@ -86,7 +86,7 @@ class HuobiMarketDataRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
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86
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if (!mbpFilter) {
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87
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return;
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88
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}
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89
|
-
await handy_1.wait(1.5 * handy_1.ONE_SEC_IN_MS);
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89
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+
await (0, handy_1.wait)(1.5 * handy_1.ONE_SEC_IN_MS);
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90
90
|
for (let symbol of mbpFilter.symbols) {
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|
91
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if (shouldCancel()) {
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return;
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@@ -95,7 +95,7 @@ class HuobiMarketDataRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
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id: '1',
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96
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req: `market.${symbol}.mbp.150`
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});
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|
98
|
-
await handy_1.wait(50);
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98
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+
await (0, handy_1.wait)(50);
|
|
99
99
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}
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|
100
100
|
this.debug('sent mbp.150 "req" for: %s', mbpFilter.symbols);
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}
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@@ -121,7 +121,7 @@ class HuobiNotificationsRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
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121
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super(exchange, filters, timeoutIntervalMS, onError);
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|
122
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|
this.wssURL = wssURL;
|
|
123
123
|
this.decompress = (message) => {
|
|
124
|
-
message = zlib_1.unzipSync(message);
|
|
124
|
+
message = (0, zlib_1.unzipSync)(message);
|
|
125
125
|
return message;
|
|
126
126
|
};
|
|
127
127
|
}
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@@ -171,7 +171,7 @@ class HuobiOpenInterestClient extends realtimefeed_1.PoolingClientBase {
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171
171
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this._getURLPath = _getURLPath;
|
|
172
172
|
}
|
|
173
173
|
async poolDataToStream(outputStream) {
|
|
174
|
-
for (const instruments of handy_1.batch(this._instruments, 10)) {
|
|
174
|
+
for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
|
|
175
175
|
await Promise.all(instruments.map(async (instrument) => {
|
|
176
176
|
if (outputStream.destroyed) {
|
|
177
177
|
return;
|
|
@@ -201,7 +201,7 @@ class HuobiOptionsMarketIndexClient extends realtimefeed_1.PoolingClientBase {
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|
201
201
|
this._instruments = _instruments;
|
|
202
202
|
}
|
|
203
203
|
async poolDataToStream(outputStream) {
|
|
204
|
-
for (const instruments of handy_1.batch(this._instruments, 10)) {
|
|
204
|
+
for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
|
|
205
205
|
await Promise.all(instruments.map(async (instrument) => {
|
|
206
206
|
if (outputStream.destroyed) {
|
|
207
207
|
return;
|
|
@@ -231,7 +231,7 @@ class HuobiOptionsIndexClient extends realtimefeed_1.PoolingClientBase {
|
|
|
231
231
|
this._instruments = _instruments;
|
|
232
232
|
}
|
|
233
233
|
async poolDataToStream(outputStream) {
|
|
234
|
-
for (const instruments of handy_1.batch(this._instruments, 10)) {
|
|
234
|
+
for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
|
|
235
235
|
await Promise.all(instruments.map(async (instrument) => {
|
|
236
236
|
if (outputStream.destroyed) {
|
|
237
237
|
return;
|