tardis-dev 12.7.9 → 13.1.2

package/dist/mappers/okex.js

@@ -1,8 +1,397 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.OkexBookTickerMapper = exports.OkexLiquidationsMapper = exports.OkexOptionSummaryMapper = exports.OkexDerivativeTickerMapper = exports.OkexBookChangeMapper = exports.OkexTradesMapper = void 0;
+exports.OkexBookTickerMapper = exports.OkexLiquidationsMapper = exports.OkexOptionSummaryMapper = exports.OkexDerivativeTickerMapper = exports.OkexBookChangeMapper = exports.OkexTradesMapper = exports.OkexV5OptionSummaryMapper = exports.OkexV5LiquidationsMapper = exports.OkexV5DerivativeTickerMapper = exports.OkexV5BookTickerMapper = exports.OkexV5BookChangeMapper = exports.OkexV5TradesMapper = void 0;
 const handy_1 = require("../handy");
 const mapper_1 = require("./mapper");
+// V5 Okex API mappers
+// https://www.okex.com/docs-v5/en/#websocket-api-public-channel-trades-channel
+class OkexV5TradesMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.event !== undefined || message.arg === undefined) {
+            return false;
+        }
+        return message.arg.channel === 'trades';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: `trades`,
+                symbols
+            }
+        ];
+    }
+    *map(okexTradesMessage, localTimestamp) {
+        for (const okexTrade of okexTradesMessage.data) {
+            yield {
+                type: 'trade',
+                symbol: okexTrade.instId,
+                exchange: this._exchange,
+                id: okexTrade.tradeId,
+                price: Number(okexTrade.px),
+                amount: Number(okexTrade.sz),
+                side: okexTrade.side === 'buy' ? 'buy' : 'sell',
+                timestamp: new Date(Number(okexTrade.ts)),
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+}
+exports.OkexV5TradesMapper = OkexV5TradesMapper;
+const mapV5BookLevel = (level) => {
+    const price = Number(level[0]);
+    const amount = Number(level[1]);
+    return { price, amount };
+};
+class OkexV5BookChangeMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.event !== undefined || message.arg === undefined) {
+            return false;
+        }
+        return message.arg.channel === 'books-l2-tbt';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: `books-l2-tbt`,
+                symbols
+            }
+        ];
+    }
+    *map(okexDepthDataMessage, localTimestamp) {
+        for (const message of okexDepthDataMessage.data) {
+            if (okexDepthDataMessage.action === 'update' && message.bids.length === 0 && message.asks.length === 0) {
+                continue;
+            }
+            const timestamp = new Date(Number(message.ts));
+            if (timestamp.valueOf() === 0) {
+                continue;
+            }
+            yield {
+                type: 'book_change',
+                symbol: okexDepthDataMessage.arg.instId,
+                exchange: this._exchange,
+                isSnapshot: okexDepthDataMessage.action === 'snapshot',
+                bids: message.bids.map(mapV5BookLevel),
+                asks: message.asks.map(mapV5BookLevel),
+                timestamp,
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+}
+exports.OkexV5BookChangeMapper = OkexV5BookChangeMapper;
+class OkexV5BookTickerMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.event !== undefined || message.arg === undefined) {
+            return false;
+        }
+        return message.arg.channel === 'tickers';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: `tickers`,
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const okexTicker of message.data) {
+            const ticker = {
+                type: 'book_ticker',
+                symbol: okexTicker.instId,
+                exchange: this._exchange,
+                askAmount: (0, handy_1.asNumberIfValid)(okexTicker.askSz),
+                askPrice: (0, handy_1.asNumberIfValid)(okexTicker.askPx),
+                bidPrice: (0, handy_1.asNumberIfValid)(okexTicker.bidPx),
+                bidAmount: (0, handy_1.asNumberIfValid)(okexTicker.bidSz),
+                timestamp: new Date(Number(okexTicker.ts)),
+                localTimestamp: localTimestamp
+            };
+            yield ticker;
+        }
+    }
+}
+exports.OkexV5BookTickerMapper = OkexV5BookTickerMapper;
+class OkexV5DerivativeTickerMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+        this._indexPrices = new Map();
+        this._futuresChannels = ['tickers', 'open-interest', 'mark-price', 'index-tickers'];
+        this._swapChannels = ['tickers', 'open-interest', 'mark-price', 'index-tickers', 'funding-rate'];
+    }
+    canHandle(message) {
+        const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
+        if (message.event !== undefined || message.arg === undefined) {
+            return false;
+        }
+        return channels.includes(message.arg.channel);
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
+        return channels.map((channel) => {
+            if (channel === 'index-tickers') {
+                const indexes = symbols !== undefined
+                    ? symbols.map((s) => {
+                        const symbolParts = s.split('-');
+                        return `${symbolParts[0]}-${symbolParts[1]}`;
+                    })
+                    : undefined;
+                return {
+                    channel,
+                    symbols: indexes
+                };
+            }
+            return {
+                channel,
+                symbols
+            };
+        });
+    }
+    *map(message, localTimestamp) {
+        if (message.arg.channel === 'index-tickers') {
+            for (const dataMessage of message.data) {
+                const indexTickerMessage = dataMessage;
+                const lastIndexPrice = Number(indexTickerMessage.idxPx);
+                if (lastIndexPrice > 0) {
+                    this._indexPrices.set(indexTickerMessage.instId, lastIndexPrice);
+                }
+            }
+            return;
+        }
+        for (const dataMessage of message.data) {
+            const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(dataMessage.instId, this._exchange);
+            const symbolParts = dataMessage.instId.split('-');
+            const indexSymbol = `${symbolParts[0]}-${symbolParts[1]}`;
+            const indexPrice = this._indexPrices.get(indexSymbol);
+            if (indexPrice !== undefined) {
+                pendingTickerInfo.updateIndexPrice(indexPrice);
+            }
+            if (message.arg.channel === 'mark-price') {
+                const markPriceMessage = dataMessage;
+                const markPrice = Number(markPriceMessage.markPx);
+                if (markPrice > 0) {
+                    pendingTickerInfo.updateMarkPrice(markPrice);
+                    pendingTickerInfo.updateTimestamp(new Date(Number(markPriceMessage.ts)));
+                }
+            }
+            if (message.arg.channel === 'open-interest') {
+                const openInterestMessage = dataMessage;
+                const openInterest = Number(openInterestMessage.oi);
+                if (openInterest > 0) {
+                    pendingTickerInfo.updateOpenInterest(openInterest);
+                    pendingTickerInfo.updateTimestamp(new Date(Number(openInterestMessage.ts)));
+                }
+            }
+            if (message.arg.channel === 'funding-rate') {
+                const fundingRateMessage = dataMessage;
+                pendingTickerInfo.updateFundingRate(Number(fundingRateMessage.fundingRate));
+                //
+                pendingTickerInfo.updateFundingTimestamp(new Date(Number(fundingRateMessage.fundingTime)));
+                if (fundingRateMessage.nextFundingRate !== undefined) {
+                    pendingTickerInfo.updatePredictedFundingRate(Number(fundingRateMessage.nextFundingRate));
+                }
+            }
+            if (message.arg.channel === 'tickers') {
+                const tickerMessage = dataMessage;
+                const lastPrice = Number(tickerMessage.last);
+                if (lastPrice > 0) {
+                    pendingTickerInfo.updateLastPrice(lastPrice);
+                    pendingTickerInfo.updateTimestamp(new Date(Number(tickerMessage.ts)));
+                }
+            }
+            if (pendingTickerInfo.hasChanged()) {
+                yield pendingTickerInfo.getSnapshot(localTimestamp);
+            }
+        }
+    }
+}
+exports.OkexV5DerivativeTickerMapper = OkexV5DerivativeTickerMapper;
+class OkexV5LiquidationsMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.event !== undefined || message.arg === undefined) {
+            return false;
+        }
+        return message.arg.channel === 'liquidations';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'liquidations',
+                symbols
+            }
+        ];
+    }
+    *map(okexLiquidationMessage, localTimestamp) {
+        for (const okexLiquidation of okexLiquidationMessage.data) {
+            const liquidation = {
+                type: 'liquidation',
+                symbol: okexLiquidationMessage.arg.instId,
+                exchange: this._exchange,
+                id: undefined,
+                price: Number(okexLiquidation.bkPx),
+                amount: Number(okexLiquidation.sz),
+                side: okexLiquidation.side === 'buy' ? 'buy' : 'sell',
+                timestamp: new Date(Number(okexLiquidation.ts)),
+                localTimestamp: localTimestamp
+            };
+            yield liquidation;
+        }
+    }
+}
+exports.OkexV5LiquidationsMapper = OkexV5LiquidationsMapper;
+class OkexV5OptionSummaryMapper {
+    constructor() {
+        this._indexPrices = new Map();
+        this._openInterests = new Map();
+        this._markPrices = new Map();
+        this._tickers = new Map();
+        this.expiration_regex = /(\d{2})(\d{2})(\d{2})/;
+    }
+    canHandle(message) {
+        if (message.event !== undefined || message.arg === undefined) {
+            return false;
+        }
+        return (message.arg.channel === 'opt-summary' ||
+            message.arg.channel === 'index-tickers' ||
+            message.arg.channel === 'tickers' ||
+            message.arg.channel === 'open-interest' ||
+            message.arg.channel === 'mark-price');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        const indexes = symbols !== undefined
+            ? symbols.map((s) => {
+                const symbolParts = s.split('-');
+                return `${symbolParts[0]}-${symbolParts[1]}`;
+            })
+            : undefined;
+        return [
+            {
+                channel: `opt-summary`,
+                symbols: []
+            },
+            {
+                channel: `index-tickers`,
+                symbols: indexes
+            },
+            {
+                channel: `tickers`,
+                symbols: symbols
+            },
+            {
+                channel: `open-interest`,
+                symbols: symbols
+            },
+            {
+                channel: `mark-price`,
+                symbols: symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.arg.channel === 'index-tickers') {
+            for (const dataMessage of message.data) {
+                const indexTickerMessage = dataMessage;
+                const lastIndexPrice = (0, handy_1.asNumberIfValid)(indexTickerMessage.idxPx);
+                if (lastIndexPrice !== undefined) {
+                    this._indexPrices.set(indexTickerMessage.instId, lastIndexPrice);
+                }
+            }
+            return;
+        }
+        if (message.arg.channel === 'open-interest') {
+            for (const dataMessage of message.data) {
+                const openInterestMessage = dataMessage;
+                const openInterestValue = (0, handy_1.asNumberIfValid)(openInterestMessage.oi);
+                if (openInterestValue !== undefined) {
+                    this._openInterests.set(openInterestMessage.instId, openInterestValue);
+                }
+            }
+            return;
+        }
+        if (message.arg.channel === 'mark-price') {
+            for (const dataMessage of message.data) {
+                const markPriceMessage = dataMessage;
+                const markPrice = (0, handy_1.asNumberIfValid)(markPriceMessage.markPx);
+                if (markPrice !== undefined) {
+                    this._markPrices.set(markPriceMessage.instId, markPrice);
+                }
+            }
+            return;
+        }
+        if (message.arg.channel === 'tickers') {
+            for (const dataMessage of message.data) {
+                const tickerMessage = dataMessage;
+                this._tickers.set(tickerMessage.instId, tickerMessage);
+            }
+            return;
+        }
+        if (message.arg.channel === 'opt-summary') {
+            for (const dataMessage of message.data) {
+                const summary = dataMessage;
+                const symbolParts = summary.instId.split('-');
+                const isPut = symbolParts[4] === 'P';
+                const strikePrice = Number(symbolParts[3]);
+                var dateArray = this.expiration_regex.exec(symbolParts[2]);
+                const expirationDate = new Date(Date.UTC(+('20' + dateArray[1]), +dateArray[2] - 1, +dateArray[3], 8, 0, 0, 0));
+                const lastUnderlyingPrice = this._indexPrices.get(summary.uly);
+                const lastOpenInterest = this._openInterests.get(summary.instId);
+                const lastMarkPrice = this._markPrices.get(summary.instId);
+                const lastTickerInfo = this._tickers.get(summary.instId);
+                const optionSummary = {
+                    type: 'option_summary',
+                    symbol: summary.instId,
+                    exchange: 'okex-options',
+                    optionType: isPut ? 'put' : 'call',
+                    strikePrice,
+                    expirationDate,
+                    bestBidPrice: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.bidPx) : undefined,
+                    bestBidAmount: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.bidSz) : undefined,
+                    bestBidIV: (0, handy_1.asNumberIfValid)(summary.bidVol),
+                    bestAskPrice: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.askPx) : undefined,
+                    bestAskAmount: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.askSz) : undefined,
+                    bestAskIV: (0, handy_1.asNumberIfValid)(summary.askVol),
+                    lastPrice: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.last) : undefined,
+                    openInterest: lastOpenInterest,
+                    markPrice: lastMarkPrice,
+                    markIV: (0, handy_1.asNumberIfValid)(summary.markVol),
+                    delta: (0, handy_1.asNumberIfValid)(summary.delta),
+                    gamma: (0, handy_1.asNumberIfValid)(summary.gamma),
+                    vega: (0, handy_1.asNumberIfValid)(summary.vega),
+                    theta: (0, handy_1.asNumberIfValid)(summary.theta),
+                    rho: undefined,
+                    underlyingPrice: lastUnderlyingPrice,
+                    underlyingIndex: summary.uly,
+                    timestamp: new Date(Number(summary.ts)),
+                    localTimestamp: localTimestamp
+                };
+                yield optionSummary;
+            }
+        }
+    }
+}
+exports.OkexV5OptionSummaryMapper = OkexV5OptionSummaryMapper;
+//---
+//V3 Okex API mappers
 // https://www.okex.com/docs/en/#ws_swap-README
 class OkexTradesMapper {
     constructor(_exchange, _market) {
@@ -13,6 +402,7 @@ class OkexTradesMapper {
         return message.table === `${this._market}/trade`;
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         return [
             {
                 channel: `${this._market}/trade`,
@@ -54,6 +444,7 @@ class OkexBookChangeMapper {
         return message.table === `${this._market}/${channelSuffix}`;
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         if (this._canUseTickByTickChannel) {
             return [
                 {
@@ -111,6 +502,7 @@ class OkexDerivativeTickerMapper {
         return channels.includes(message.table);
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
         return channels.map((channel) => {
             return {
@@ -160,6 +552,7 @@ class OkexOptionSummaryMapper {
         return message.table === 'index/ticker' || message.table === 'option/summary';
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         const indexes = symbols !== undefined
             ? symbols.map((s) => {
                 const symbolParts = s.split('-');
@@ -235,6 +628,7 @@ class OkexLiquidationsMapper {
         return message.table === `${this._market}/liquidation`;
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         return [
             {
                 channel: `${this._market}/liquidation`,
@@ -269,6 +663,7 @@ class OkexBookTickerMapper {
         return message.table === `${this._market}/ticker`;
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         return [
             {
                 channel: `${this._market}/ticker`,

package/dist/mappers/okex.js.map

@@ -1 +1 @@
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package/dist/mappers/poloniex.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"poloniex.d.ts","sourceRoot":"","sources":["../../src/mappers/poloniex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAIjC,qBAAa,oBAAqB,YAAW,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC;IACpE,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAYhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CA4B5F;AAkBD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAYhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA4CjG;AAED,aAAK,oBAAoB,GAAG,CAAC,GAAG,EAAE;IAAE,YAAY,EAAE,MAAM,CAAC;IAAC,SAAS,EAAE,CAAC;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAC,CAAA;CAAE,CAAC,CAAA;AAC9H,aAAK,kBAAkB,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AACtD,aAAK,aAAa,GAAG,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AAEjE,aAAK,6BAA6B,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,CAAC,oBAAoB,GAAG,kBAAkB,GAAG,aAAa,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC,CAAA"}
+{"version":3,"file":"poloniex.d.ts","sourceRoot":"","sources":["../../src/mappers/poloniex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAIjC,qBAAa,oBAAqB,YAAW,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC;IACpE,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAYhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CA4B5F;AAkBD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAYhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA4CjG;AAED,aAAK,oBAAoB,GAAG,CAAC,GAAG,EAAE;IAAE,YAAY,EAAE,MAAM,CAAC;IAAC,SAAS,EAAE,CAAC;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAC,CAAA;CAAE,CAAC,CAAA;AAC9H,aAAK,kBAAkB,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AACtD,aAAK,aAAa,GAAG,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AAEjE,aAAK,6BAA6B,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,CAAC,oBAAoB,GAAG,kBAAkB,GAAG,aAAa,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC,CAAA"}

package/dist/mappers/poloniex.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.PoloniexBookChangeMapper = exports.PoloniexTradesMapper = void 0;
+const handy_1 = require("../handy");
 // https://docs.poloniex.com/#websocket-api
 class PoloniexTradesMapper {
     constructor() {
@@ -17,6 +18,7 @@ class PoloniexTradesMapper {
         return message[2].some((m) => m[0] === 't');
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         return [
             {
                 channel: 'price_aggregated_book',
@@ -79,6 +81,7 @@ class PoloniexBookChangeMapper {
         return message[2].some((m) => m[0] === 'i' || m[0] === 'o');
     }
     getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
         return [
             {
                 channel: 'price_aggregated_book',

package/dist/mappers/poloniex.js.map

@@ -1 +1 @@
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package/dist/mappers/serum.d.ts

@@ -1,5 +1,5 @@
+import { BookChange, BookTicker, Exchange, Trade } from '../types';
 import { Mapper } from './mapper';
-import { Trade, BookChange, BookTicker, Exchange } from '../types';
 export declare class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade> {
     private readonly _exchange;
     constructor(_exchange: Exchange);

package/dist/mappers/serum.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"serum.d.ts","sourceRoot":"","sources":["../../src/mappers/serum.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAClE,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,KAAK,CAAC;IACjE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAa5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAa7E;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAC1E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB;IAI1D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAiB5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IAa1G,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,mBAAmB;;;;CAKlD;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAC1E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAa5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAelF;AAED,aAAK,cAAc,GAAG;IACpB,IAAI,EAAE,OAAO,CAAA;IACb,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,0BAA0B,CAAA;IACrC,IAAI,EAAE,QAAQ,CAAA;IACd,OAAO,EAAE,CAAC,CAAA;IACV,EAAE,EAAE,6CAA6C,CAAA;IACjD,IAAI,EAAE,KAAK,CAAA;IACX,KAAK,EAAE,OAAO,CAAA;IACd,IAAI,EAAE,OAAO,CAAA;CACd,CAAA;AAED,aAAK,mBAAmB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAE3C,aAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,0BAA0B,CAAA;IACrC,IAAI,EAAE,QAAQ,CAAA;IACd,OAAO,EAAE,CAAC,CAAA;IACV,IAAI,EAAE,mBAAmB,EAAE,CAAA;IAC3B,IAAI,EAAE,mBAAmB,EAAE,CAAA;CAC5B,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,IAAI,EAAE,UAAU,CAAA;IAChB,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,0BAA0B,CAAA;IACrC,IAAI,EAAE,QAAQ,CAAA;IACd,OAAO,EAAE,CAAC,CAAA;IACV,IAAI,EAAE,mBAAmB,EAAE,CAAA;IAC3B,IAAI,EAAE,mBAAmB,EAAE,CAAA;CAC5B,CAAA;AAED,aAAK,cAAc,GAAG;IACpB,IAAI,EAAE,OAAO,CAAA;IACb,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,MAAM,CAAA;IACf,OAAO,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,SAAS,CAAA;IAClD,OAAO,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,SAAS,CAAA;CACnD,CAAA"}

package/dist/mappers/serum.js

@@ -10,6 +10,9 @@ class SerumTradesMapper {
         return message.type === 'trade';
     }
     getFilters(symbols) {
+        if (this._exchange === 'serum') {
+            symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        }
         return [
             {
                 channel: 'trade',
@@ -20,7 +23,7 @@ class SerumTradesMapper {
     *map(message, localTimestamp) {
         yield {
             type: 'trade',
-            symbol: message.market,
+            symbol: message.market.toUpperCase(),
             exchange: this._exchange,
             id: message.id,
             price: Number(message.price),
@@ -40,6 +43,9 @@ class SerumBookChangeMapper {
         return message.type === 'l2snapshot' || message.type === 'l2update';
     }
     getFilters(symbols) {
+        if (this._exchange === 'serum') {
+            symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        }
         return [
             {
                 channel: 'l2snapshot',
@@ -54,7 +60,7 @@ class SerumBookChangeMapper {
     *map(message, localTimestamp) {
         yield {
             type: 'book_change',
-            symbol: message.market,
+            symbol: message.market.toUpperCase(),
             exchange: this._exchange,
             isSnapshot: message.type === 'l2snapshot',
             bids: message.bids.map(this.mapBookLevel),
@@ -78,6 +84,9 @@ class SerumBookTickerMapper {
         return message.type === 'quote';
     }
     getFilters(symbols) {
+        if (this._exchange === 'serum') {
+            symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        }
         return [
             {
                 channel: 'quote',
@@ -88,7 +97,7 @@ class SerumBookTickerMapper {
     *map(message, localTimestamp) {
         yield {
             type: 'book_ticker',
-            symbol: message.market,
+            symbol: message.market.toUpperCase(),
             exchange: this._exchange,
             askAmount: message.bestAsk !== undefined ? (0, handy_1.asNumberIfValid)(message.bestAsk[1]) : undefined,
             askPrice: message.bestAsk !== undefined ? (0, handy_1.asNumberIfValid)(message.bestAsk[0]) : undefined,