tardis-dev 12.7.5 → 12.7.9

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.
Files changed (17) hide show
  1. package/dist/consts.d.ts +2 -2
  2. package/dist/consts.d.ts.map +1 -1
  3. package/dist/consts.js +4 -2
  4. package/dist/consts.js.map +1 -1
  5. package/dist/handy.d.ts.map +1 -1
  6. package/dist/handy.js +2 -1
  7. package/dist/handy.js.map +1 -1
  8. package/dist/mappers/bitmex.d.ts +3 -0
  9. package/dist/mappers/bitmex.d.ts.map +1 -1
  10. package/dist/mappers/bitmex.js +17 -2
  11. package/dist/mappers/bitmex.js.map +1 -1
  12. package/dist/mappers/kraken.js +1 -1
  13. package/package.json +1 -1
  14. package/src/consts.ts +4 -2
  15. package/src/handy.ts +3 -1
  16. package/src/mappers/bitmex.ts +20 -2
  17. package/src/mappers/kraken.ts +1 -1
package/dist/consts.d.ts CHANGED
@@ -19,8 +19,8 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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  'ftx-us': readonly ["orderbook", "trades", "markets", "orderbookGrouped", "ticker"];
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  gemini: readonly ["trade", "l2_updates", "auction_open", "auction_indicative", "auction_result"];
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  bitflyer: readonly ["lightning_executions", "lightning_board_snapshot", "lightning_board", "lightning_ticker"];
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- 'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio"];
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- 'binance-delivery': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "indexPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio"];
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+ 'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio"];
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+ 'binance-delivery': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "indexPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerBuySellVol"];
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  'bitfinex-derivatives': readonly ["trades", "book", "raw_book", "status", "liquidations", "ticker"];
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  huobi: readonly ["depth", "detail", "trade", "bbo", "mbp", "etp"];
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  'huobi-dm': readonly ["depth", "detail", "trade", "bbo", "basis", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
package/dist/consts.d.ts.map CHANGED
@@ -1 +1 @@
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+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,sjBA2CZ,CAAA;AA8PV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA2ClC,CAAA"}
package/dist/consts.js CHANGED
@@ -170,7 +170,8 @@ const BINANCE_FUTURES_CHANNELS = [
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  'compositeIndex',
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  'topLongShortAccountRatio',
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  'topLongShortPositionRatio',
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- 'globalLongShortAccountRatio'
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+ 'globalLongShortAccountRatio',
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+ 'takerlongshortRatio'
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  ];
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  const BINANCE_DELIVERY_CHANNELS = [
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  'trade',
@@ -186,7 +187,8 @@ const BINANCE_DELIVERY_CHANNELS = [
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  'recentTrades',
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  'topLongShortAccountRatio',
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  'topLongShortPositionRatio',
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- 'globalLongShortAccountRatio'
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+ 'globalLongShortAccountRatio',
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+ 'takerBuySellVol'
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  ];
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  const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations', 'ticker'];
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  const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp'];
package/dist/consts.js.map CHANGED
@@ -1 +1 @@
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+ 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package/dist/handy.d.ts.map CHANGED
@@ -1 +1 @@
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package/dist/handy.js CHANGED
@@ -248,7 +248,8 @@ async function download({ apiKey, downloadPath, url, userAgent }) {
248
248
  return await _downloadFile(httpRequestOptions, url, downloadPath);
249
249
  }
250
250
  catch (error) {
251
- const badOrUnauthorizedRequest = error instanceof HttpError && (error.status === 400 || error.status === 401);
251
+ const badOrUnauthorizedRequest = error instanceof HttpError &&
252
+ ((error.status === 400 && error.message.includes('ISO 8601 format') === false) || error.status === 401);
252
253
  const tooManyRequests = error instanceof HttpError && error.status === 429;
253
254
  // do not retry when we've got bad or unauthorized request or enough attempts
254
255
  if (badOrUnauthorizedRequest || attempts === MAX_ATTEMPTS) {
package/dist/handy.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/mappers/bitmex.d.ts CHANGED
@@ -43,6 +43,9 @@ declare type BitmexInstrumentsMessage = BitmexDataMessage & {
43
43
  };
44
44
  declare type BitmexOrderBookL2Message = BitmexDataMessage & {
45
45
  table: 'orderBookL2';
46
+ filter?: {
47
+ symbol?: string;
48
+ };
46
49
  data: {
47
50
  symbol: string;
48
51
  id: number;
package/dist/mappers/bitmex.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"bitmex.d.ts","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,UAAU,CAAA;AAC1H,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,kBAAkB,EAAE,MAAM,CAAC,QAAQ,EAAE,KAAK,CA+BtD,CAAA;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IACzE,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAAiC;IAEpE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,wBAAwB,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAsE7G;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAgClG;AAED,eAAO,MAAM,wBAAwB,EAAE,MAAM,CAAC,QAAQ,EAAE,WAAW,CA+BlE,CAAA;AAED,eAAO,MAAM,sBAAsB,EAAE,MAAM,CAAC,QAAQ,EAAE,UAAU,CAgC/D,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,KAAK,EAAE,iBAAiB,CAAC,QAAQ,CAAC,CAAC,SAAS,CAAC,CAAA;IAC7C,MAAM,EAAE,SAAS,GAAG,QAAQ,GAAG,QAAQ,GAAG,QAAQ,CAAA;CACnD,CAAA;AAeD,aAAK,gBAAgB,GAAG;IACtB,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,CAAC,EAAE,MAAM,GAAG,QAAQ,GAAG,UAAU,GAAG,SAAS,CAAA;IAClD,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAC5B,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAC3B,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,qBAAqB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrC,qBAAqB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrC,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAChC,SAAS,CAAC,EAAE,MAAM,CAAA;CACnB,CAAA;AAED,aAAK,wBAAwB,GAAG,iBAAiB,GAAG;IAClD,KAAK,EAAE,YAAY,CAAA;IACnB,IAAI,EAAE,gBAAgB,EAAE,CAAA;CACzB,CAAA;AAED,aAAK,wBAAwB,GAAG,iBAAiB,GAAG;IAClD,KAAK,EAAE,aAAa,CAAA;IACpB,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,EAAE,EAAE,MAAM,CAAA;QACV,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;QACpB,IAAI,CAAC,EAAE,MAAM,CAAA;QACb,KAAK,CAAC,EAAE,MAAM,CAAA;KACf,EAAE,CAAA;CACJ,CAAA"}
1
+ {"version":3,"file":"bitmex.d.ts","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,UAAU,CAAA;AAC1H,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,kBAAkB,EAAE,MAAM,CAAC,QAAQ,EAAE,KAAK,CA+BtD,CAAA;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IACzE,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAAiC;IAEpE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,wBAAwB,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAuF7G;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAgClG;AAED,eAAO,MAAM,wBAAwB,EAAE,MAAM,CAAC,QAAQ,EAAE,WAAW,CA+BlE,CAAA;AAED,eAAO,MAAM,sBAAsB,EAAE,MAAM,CAAC,QAAQ,EAAE,UAAU,CAgC/D,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,KAAK,EAAE,iBAAiB,CAAC,QAAQ,CAAC,CAAC,SAAS,CAAC,CAAA;IAC7C,MAAM,EAAE,SAAS,GAAG,QAAQ,GAAG,QAAQ,GAAG,QAAQ,CAAA;CACnD,CAAA;AAeD,aAAK,gBAAgB,GAAG;IACtB,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,CAAC,EAAE,MAAM,GAAG,QAAQ,GAAG,UAAU,GAAG,SAAS,CAAA;IAClD,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAC5B,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAC3B,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,qBAAqB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrC,qBAAqB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrC,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAChC,SAAS,CAAC,EAAE,MAAM,CAAA;CACnB,CAAA;AAED,aAAK,wBAAwB,GAAG,iBAAiB,GAAG;IAClD,KAAK,EAAE,YAAY,CAAA;IACnB,IAAI,EAAE,gBAAgB,EAAE,CAAA;CACzB,CAAA;AAED,aAAK,wBAAwB,GAAG,iBAAiB,GAAG;IAClD,KAAK,EAAE,aAAa,CAAA;IACpB,MAAM,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAA;KAAE,CAAA;IAC5B,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,EAAE,EAAE,MAAM,CAAA;QACV,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;QACpB,IAAI,CAAC,EAAE,MAAM,CAAA;QACb,KAAK,CAAC,EAAE,MAAM,CAAA;KACf,EAAE,CAAA;CACJ,CAAA"}
package/dist/mappers/bitmex.js CHANGED
@@ -49,6 +49,7 @@ class BitmexBookChangeMapper {
49
49
  ];
50
50
  }
51
51
  *map(bitmexOrderBookL2Message, localTimestamp) {
52
+ var _a, _b;
52
53
  let bitmexBookMessagesGrouppedBySymbol;
53
54
  // only partial messages can contain different symbols (when subscribed via {"op": "subscribe", "args": ["orderBookL2"]} for example)
54
55
  if (bitmexOrderBookL2Message.action === 'partial') {
@@ -61,6 +62,19 @@ class BitmexBookChangeMapper {
61
62
  }
62
63
  return prev;
63
64
  }, {});
65
+ if (bitmexOrderBookL2Message.data.length === 0 && ((_a = bitmexOrderBookL2Message.filter) === null || _a === void 0 ? void 0 : _a.symbol) !== undefined) {
66
+ const emptySnapshot = {
67
+ type: 'book_change',
68
+ symbol: (_b = bitmexOrderBookL2Message.filter) === null || _b === void 0 ? void 0 : _b.symbol,
69
+ exchange: 'bitmex',
70
+ isSnapshot: true,
71
+ bids: [],
72
+ asks: [],
73
+ timestamp: localTimestamp,
74
+ localTimestamp: localTimestamp
75
+ };
76
+ yield emptySnapshot;
77
+ }
64
78
  }
65
79
  else {
66
80
  // in case of other messages types BitMEX always returns data for single symbol
@@ -95,12 +109,13 @@ class BitmexBookChangeMapper {
95
109
  this._idToPriceLevelMap.delete(item.id);
96
110
  }
97
111
  }
98
- if (bids.length > 0 || asks.length > 0) {
112
+ const isSnapshot = bitmexOrderBookL2Message.action === 'partial';
113
+ if (bids.length > 0 || asks.length > 0 || isSnapshot) {
99
114
  const bookChange = {
100
115
  type: 'book_change',
101
116
  symbol,
102
117
  exchange: 'bitmex',
103
- isSnapshot: bitmexOrderBookL2Message.action === 'partial',
118
+ isSnapshot,
104
119
  bids,
105
120
  asks,
106
121
  timestamp: localTimestamp,
package/dist/mappers/bitmex.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ {"version":3,"file":"bitmex.js","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":";;;AAAA,oCAA0C;AAE1C,qCAA0D;AAE1D,mCAAmC;AAEtB,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,IAAI,OAAO,CAAC,MAAM,KAAK,QAAQ,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,mBAAwC,EAAE,cAAoB;QACjE,KAAK,MAAM,WAAW,IAAI,mBAAmB,CAAC,IAAI,EAAE;YAClD,MAAM,KAAK,GAAU;gBACnB,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,WAAW,CAAC,MAAM;gBAC1B,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,WAAW,CAAC,UAAU;gBAC1B,KAAK,EAAE,WAAW,CAAC,KAAK;gBACxB,MAAM,EAAE,WAAW,CAAC,IAAI;gBACxB,IAAI,EAAE,WAAW,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,SAAS;gBAChG,SAAS,EAAE,IAAI,IAAI,CAAC,WAAW,CAAC,SAAS,CAAC;gBAC1C,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,KAAK,CAAA;SACZ;IACH,CAAC;CACF,CAAA;AAED,MAAa,sBAAsB;IAAnC;QACmB,uBAAkB,GAAwB,IAAI,GAAG,EAAE,CAAA;IAsGtE,CAAC;IApGC,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,aAAa,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,aAAa;gBACtB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,wBAAkD,EAAE,cAAoB;;QAC3E,IAAI,kCAAkC,CAAA;QACtC,qIAAqI;QACrI,IAAI,wBAAwB,CAAC,MAAM,KAAK,SAAS,EAAE;YACjD,kCAAkC,GAAG,wBAAwB,CAAC,IAAI,CAAC,MAAM,CACvE,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE;gBAChB,IAAI,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;oBACxB,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;iBACnC;qBAAM;oBACL,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAA;iBACjC;gBAED,OAAO,IAAI,CAAA;YACb,CAAC,EACD,EAEC,CACF,CAAA;YAED,IAAI,wBAAwB,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,IAAI,CAAA,MAAA,wBAAwB,CAAC,MAAM,0CAAE,MAAM,MAAK,SAAS,EAAE;gBACvG,MAAM,aAAa,GAAe;oBAChC,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,MAAA,wBAAwB,CAAC,MAAM,0CAAE,MAAO;oBAChD,QAAQ,EAAE,QAAQ;oBAClB,UAAU,EAAE,IAAI;oBAChB,IAAI,EAAE,EAAE;oBACR,IAAI,EAAE,EAAE;oBACR,SAAS,EAAE,cAAc;oBACzB,cAAc,EAAE,cAAc;iBAC/B,CAAA;gBAED,MAAM,aAAa,CAAA;aACpB;SACF;aAAM;YACL,+EAA+E;YAC/E,kCAAkC,GAAG;gBACnC,CAAC,wBAAwB,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,wBAAwB,CAAC,IAAI;aACzE,CAAA;SACF;QAED,KAAK,IAAI,MAAM,IAAI,kCAAkC,EAAE;YACrD,MAAM,IAAI,GAAqB,EAAE,CAAA;YACjC,MAAM,IAAI,GAAqB,EAAE,CAAA;YAEjC,KAAK,MAAM,IAAI,IAAI,kCAAkC,CAAC,MAAM,CAAC,EAAE;gBAC7D,iDAAiD;gBACjD,IAAI,IAAI,CAAC,KAAK,KAAK,SAAS,EAAE;oBAC5B,iEAAiE;oBACjE,2CAA2C;oBAC3C,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAA;iBACjD;gBACD,MAAM,KAAK,GAAG,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAA;gBAClD,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,IAAI,CAAC,CAAA,CAAC,6CAA6C;gBAC3E,0GAA0G;gBAC1G,IAAI,KAAK,KAAK,SAAS,EAAE;oBACvB,SAAQ;iBACT;gBAED,IAAI,IAAI,CAAC,IAAI,KAAK,KAAK,EAAE;oBACvB,IAAI,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC,CAAA;iBAC7B;qBAAM;oBACL,IAAI,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC,CAAA;iBAC7B;gBACD,qCAAqC;gBACrC,IAAI,wBAAwB,CAAC,MAAM,KAAK,QAAQ,EAAE;oBAChD,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAA;iBACxC;aACF;YAED,MAAM,UAAU,GAAG,wBAAwB,CAAC,MAAM,KAAK,SAAS,CAAA;YAEhE,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,EAAE;gBACpD,MAAM,UAAU,GAAe;oBAC7B,IAAI,EAAE,aAAa;oBACnB,MAAM;oBACN,QAAQ,EAAE,QAAQ;oBAClB,UAAU;oBACV,IAAI;oBACJ,IAAI;oBACJ,SAAS,EAAE,cAAc;oBACzB,cAAc,EAAE,cAAc;iBAC/B,CAAA;gBAED,MAAM,UAAU,CAAA;aACjB;SACF;IACH,CAAC;CACF;AAvGD,wDAuGC;AAED,MAAa,4BAA4B;IAAzC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IA+C1E,CAAC;IA7CC,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,YAAY,CAAA;IACvC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAiC,EAAE,cAAoB;QAC1D,KAAK,MAAM,gBAAgB,IAAI,OAAO,CAAC,IAAI,EAAE;YAC3C,uCAAuC;YACvC,yEAAyE;YACzE,uDAAuD;YACvD,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,KAAK,SAAS,IAAI,gBAAgB,CAAC,KAAK,KAAK,MAAM,IAAI,gBAAgB,CAAC,KAAK,KAAK,QAAQ,CAAA;YAC/H,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAA;YAC9C,MAAM,cAAc,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,gBAAgB,CAAC,MAAM,CAAC,CAAA;YAEjG,IAAI,CAAC,SAAS,IAAI,cAAc,CAAC,IAAI,MAAM,EAAE;gBAC3C,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,gBAAgB,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;gBAE9G,iBAAiB,CAAC,iBAAiB,CAAC,gBAAgB,CAAC,WAAW,CAAC,CAAA;gBACjE,iBAAiB,CAAC,0BAA0B,CAAC,gBAAgB,CAAC,qBAAqB,CAAC,CAAA;gBACpF,iBAAiB,CAAC,sBAAsB,CACtC,gBAAgB,CAAC,gBAAgB,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,CAAC,CAAC,CAAC,SAAS,CAC5F,CAAA;gBACD,iBAAiB,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,qBAAqB,CAAC,CAAA;gBAC1E,iBAAiB,CAAC,eAAe,CAAC,gBAAgB,CAAC,SAAS,CAAC,CAAA;gBAC7D,iBAAiB,CAAC,kBAAkB,CAAC,gBAAgB,CAAC,YAAY,CAAC,CAAA;gBACnE,iBAAiB,CAAC,eAAe,CAAC,gBAAgB,CAAC,SAAS,CAAC,CAAA;gBAE7D,IAAI,gBAAgB,CAAC,SAAS,KAAK,SAAS,EAAE;oBAC5C,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,gBAAgB,CAAC,SAAS,CAAC,CAAC,CAAA;iBACxE;gBAED,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;oBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;iBACpD;aACF;SACF;IACH,CAAC;CACF;AAhDD,oEAgDC;AAEY,QAAA,wBAAwB,GAAkC;IACrE,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,aAAa,IAAI,OAAO,CAAC,MAAM,KAAK,QAAQ,CAAA;IACvE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B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package/dist/mappers/kraken.js CHANGED
@@ -125,7 +125,7 @@ exports.krakenBookTickerMapper = {
125
125
  timestamp.μs = Math.floor(timeExchange * 1000000) % 1000;
126
126
  const ticker = {
127
127
  type: 'book_ticker',
128
- symbol: message[2],
128
+ symbol: message[3],
129
129
  exchange: 'kraken',
130
130
  askAmount: (0, handy_1.asNumberIfValid)(askVolume),
131
131
  askPrice: (0, handy_1.asNumberIfValid)(ask),
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "tardis-dev",
3
- "version": "12.7.5",
3
+ "version": "12.7.9",
4
4
  "engines": {
5
5
  "node": ">=12"
6
6
  },
package/src/consts.ts CHANGED
@@ -184,7 +184,8 @@ const BINANCE_FUTURES_CHANNELS = [
184
184
  'compositeIndex',
185
185
  'topLongShortAccountRatio',
186
186
  'topLongShortPositionRatio',
187
- 'globalLongShortAccountRatio'
187
+ 'globalLongShortAccountRatio',
188
+ 'takerlongshortRatio'
188
189
  ] as const
189
190
 
190
191
  const BINANCE_DELIVERY_CHANNELS = [
@@ -201,7 +202,8 @@ const BINANCE_DELIVERY_CHANNELS = [
201
202
  'recentTrades',
202
203
  'topLongShortAccountRatio',
203
204
  'topLongShortPositionRatio',
204
- 'globalLongShortAccountRatio'
205
+ 'globalLongShortAccountRatio',
206
+ 'takerBuySellVol'
205
207
  ] as const
206
208
 
207
209
  const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations', 'ticker'] as const
package/src/handy.ts CHANGED
@@ -262,7 +262,9 @@ export async function download({
262
262
  try {
263
263
  return await _downloadFile(httpRequestOptions, url, downloadPath)
264
264
  } catch (error) {
265
- const badOrUnauthorizedRequest = error instanceof HttpError && (error.status === 400 || error.status === 401)
265
+ const badOrUnauthorizedRequest =
266
+ error instanceof HttpError &&
267
+ ((error.status === 400 && error.message.includes('ISO 8601 format') === false) || error.status === 401)
266
268
  const tooManyRequests = error instanceof HttpError && error.status === 429
267
269
  // do not retry when we've got bad or unauthorized request or enough attempts
268
270
  if (badOrUnauthorizedRequest || attempts === MAX_ATTEMPTS) {
package/src/mappers/bitmex.ts CHANGED
@@ -71,6 +71,21 @@ export class BitmexBookChangeMapper implements Mapper<'bitmex', BookChange> {
71
71
  [key: string]: typeof bitmexOrderBookL2Message.data
72
72
  }
73
73
  )
74
+
75
+ if (bitmexOrderBookL2Message.data.length === 0 && bitmexOrderBookL2Message.filter?.symbol !== undefined) {
76
+ const emptySnapshot: BookChange = {
77
+ type: 'book_change',
78
+ symbol: bitmexOrderBookL2Message.filter?.symbol!,
79
+ exchange: 'bitmex',
80
+ isSnapshot: true,
81
+ bids: [],
82
+ asks: [],
83
+ timestamp: localTimestamp,
84
+ localTimestamp: localTimestamp
85
+ }
86
+
87
+ yield emptySnapshot
88
+ }
74
89
  } else {
75
90
  // in case of other messages types BitMEX always returns data for single symbol
76
91
  bitmexBookMessagesGrouppedBySymbol = {
@@ -107,12 +122,14 @@ export class BitmexBookChangeMapper implements Mapper<'bitmex', BookChange> {
107
122
  }
108
123
  }
109
124
 
110
- if (bids.length > 0 || asks.length > 0) {
125
+ const isSnapshot = bitmexOrderBookL2Message.action === 'partial'
126
+
127
+ if (bids.length > 0 || asks.length > 0 || isSnapshot) {
111
128
  const bookChange: BookChange = {
112
129
  type: 'book_change',
113
130
  symbol,
114
131
  exchange: 'bitmex',
115
- isSnapshot: bitmexOrderBookL2Message.action === 'partial',
132
+ isSnapshot,
116
133
  bids,
117
134
  asks,
118
135
  timestamp: localTimestamp,
@@ -280,6 +297,7 @@ type BitmexInstrumentsMessage = BitmexDataMessage & {
280
297
 
281
298
  type BitmexOrderBookL2Message = BitmexDataMessage & {
282
299
  table: 'orderBookL2'
300
+ filter?: { symbol?: string }
283
301
  data: {
284
302
  symbol: string
285
303
  id: number
package/src/mappers/kraken.ts CHANGED
@@ -149,7 +149,7 @@ export const krakenBookTickerMapper: Mapper<'kraken', BookTicker> = {
149
149
 
150
150
  const ticker: BookTicker = {
151
151
  type: 'book_ticker',
152
- symbol: message[2],
152
+ symbol: message[3],
153
153
  exchange: 'kraken',
154
154
 
155
155
  askAmount: asNumberIfValid(askVolume),