tardis-dev 12.7.9 → 13.1.2
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/consts.d.ts +4 -4
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +58 -4
- package/dist/consts.js.map +1 -1
- package/dist/handy.d.ts +2 -0
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +15 -1
- package/dist/handy.js.map +1 -1
- package/dist/mappers/ascendex.d.ts +1 -1
- package/dist/mappers/ascendex.d.ts.map +1 -1
- package/dist/mappers/ascendex.js +5 -0
- package/dist/mappers/ascendex.js.map +1 -1
- package/dist/mappers/binance.d.ts +1 -1
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +5 -11
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/binancedex.d.ts +1 -1
- package/dist/mappers/binancedex.d.ts.map +1 -1
- package/dist/mappers/binancedex.js +4 -0
- package/dist/mappers/binancedex.js.map +1 -1
- package/dist/mappers/binanceoptions.d.ts.map +1 -1
- package/dist/mappers/binanceoptions.js +3 -0
- package/dist/mappers/binanceoptions.js.map +1 -1
- package/dist/mappers/bitfinex.d.ts +1 -1
- package/dist/mappers/bitfinex.d.ts.map +1 -1
- package/dist/mappers/bitfinex.js +5 -0
- package/dist/mappers/bitfinex.js.map +1 -1
- package/dist/mappers/bitflyer.d.ts +1 -1
- package/dist/mappers/bitflyer.d.ts.map +1 -1
- package/dist/mappers/bitflyer.js +3 -0
- package/dist/mappers/bitflyer.js.map +1 -1
- package/dist/mappers/bitmex.d.ts +1 -1
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitmex.js +5 -0
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/bitstamp.d.ts.map +1 -1
- package/dist/mappers/bitstamp.js +3 -8
- package/dist/mappers/bitstamp.js.map +1 -1
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybit.js +5 -0
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/coinbase.d.ts.map +1 -1
- package/dist/mappers/coinbase.js +3 -0
- package/dist/mappers/coinbase.js.map +1 -1
- package/dist/mappers/coinflex.d.ts +1 -1
- package/dist/mappers/coinflex.d.ts.map +1 -1
- package/dist/mappers/coinflex.js +4 -0
- package/dist/mappers/coinflex.js.map +1 -1
- package/dist/mappers/cryptofacilities.d.ts +1 -1
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.js +6 -0
- package/dist/mappers/cryptofacilities.js.map +1 -1
- package/dist/mappers/delta.d.ts +1 -1
- package/dist/mappers/delta.d.ts.map +1 -1
- package/dist/mappers/delta.js +4 -0
- package/dist/mappers/delta.js.map +1 -1
- package/dist/mappers/deribit.d.ts +1 -1
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/deribit.js +6 -0
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/mappers/dydx.d.ts +1 -1
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/dydx.js +4 -0
- package/dist/mappers/dydx.js.map +1 -1
- package/dist/mappers/ftx.d.ts +1 -1
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/ftx.js +5 -0
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/gateio.d.ts.map +1 -1
- package/dist/mappers/gateio.js +3 -0
- package/dist/mappers/gateio.js.map +1 -1
- package/dist/mappers/gateiofutures.d.ts +1 -1
- package/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.js +4 -0
- package/dist/mappers/gateiofutures.js.map +1 -1
- package/dist/mappers/gemini.d.ts.map +1 -1
- package/dist/mappers/gemini.js +3 -0
- package/dist/mappers/gemini.js.map +1 -1
- package/dist/mappers/hitbtc.d.ts.map +1 -1
- package/dist/mappers/hitbtc.js +3 -0
- package/dist/mappers/hitbtc.js.map +1 -1
- package/dist/mappers/huobi.d.ts +2 -2
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +3 -1
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/index.d.ts +3 -3
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +43 -23
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kraken.d.ts.map +1 -1
- package/dist/mappers/kraken.js +3 -0
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/okex.d.ts +245 -1
- package/dist/mappers/okex.d.ts.map +1 -1
- package/dist/mappers/okex.js +396 -1
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/poloniex.d.ts.map +1 -1
- package/dist/mappers/poloniex.js +3 -0
- package/dist/mappers/poloniex.js.map +1 -1
- package/dist/mappers/serum.d.ts +1 -1
- package/dist/mappers/serum.d.ts.map +1 -1
- package/dist/mappers/serum.js +12 -3
- package/dist/mappers/serum.js.map +1 -1
- package/dist/mappers/upbit.d.ts +1 -1
- package/dist/mappers/upbit.d.ts.map +1 -1
- package/dist/mappers/upbit.js +3 -0
- package/dist/mappers/upbit.js.map +1 -1
- package/dist/realtimefeeds/okex.d.ts +4 -2
- package/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/dist/realtimefeeds/okex.js +38 -10
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +2 -6
- package/dist/replay.js.map +1 -1
- package/dist/stream.d.ts.map +1 -1
- package/dist/stream.js +2 -6
- package/dist/stream.js.map +1 -1
- package/package.json +13 -13
- package/src/consts.ts +62 -4
- package/src/handy.ts +14 -0
- package/src/mappers/ascendex.ts +6 -1
- package/src/mappers/binance.ts +2 -9
- package/src/mappers/binancedex.ts +6 -1
- package/src/mappers/binanceoptions.ts +7 -1
- package/src/mappers/bitfinex.ts +10 -1
- package/src/mappers/bitflyer.ts +8 -2
- package/src/mappers/bitmex.ts +12 -2
- package/src/mappers/bitstamp.ts +1 -7
- package/src/mappers/bybit.ts +9 -0
- package/src/mappers/coinbase.ts +7 -1
- package/src/mappers/coinflex.ts +8 -1
- package/src/mappers/cryptofacilities.ts +12 -1
- package/src/mappers/delta.ts +8 -1
- package/src/mappers/deribit.ts +14 -2
- package/src/mappers/dydx.ts +8 -1
- package/src/mappers/ftx.ts +12 -2
- package/src/mappers/gateio.ts +5 -0
- package/src/mappers/gateiofutures.ts +8 -1
- package/src/mappers/gemini.ts +5 -0
- package/src/mappers/hitbtc.ts +5 -0
- package/src/mappers/huobi.ts +6 -2
- package/src/mappers/index.ts +77 -24
- package/src/mappers/kraken.ts +7 -1
- package/src/mappers/okex.ts +591 -2
- package/src/mappers/poloniex.ts +5 -0
- package/src/mappers/serum.ts +17 -5
- package/src/mappers/upbit.ts +6 -1
- package/src/realtimefeeds/okex.ts +42 -10
- package/src/replay.ts +2 -7
- package/src/stream.ts +3 -7
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"serum.js","sourceRoot":"","sources":["../../src/mappers/serum.ts"],"names":[],"mappings":";;;
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+
{"version":3,"file":"serum.js","sourceRoot":"","sources":["../../src/mappers/serum.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAI5D,MAAa,iBAAiB;IAC5B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,IAAI,IAAI,CAAC,SAAS,KAAK,OAAO,EAAE;YAC9B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;SACpC;QAED,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,WAAW,EAAE;YACpC,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,EAAE,EAAE,OAAO,CAAC,EAAE;YACd,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC5B,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;YAC5B,IAAI,EAAE,OAAO,CAAC,IAAI;YAClB,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC;YACtC,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AAjCD,8CAiCC;AAED,MAAa,qBAAqB;IAChC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAgD;QACxD,OAAO,OAAO,CAAC,IAAI,KAAK,YAAY,IAAI,OAAO,CAAC,IAAI,KAAK,UAAU,CAAA;IACrE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,IAAI,IAAI,CAAC,SAAS,KAAK,OAAO,EAAE;YAC9B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;SACpC;QAED,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,UAAU;gBACnB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgD,EAAE,cAAoB;QACzE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,WAAW,EAAE;YACpC,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,YAAY;YACzC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YACzC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YACzC,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC;YACtC,cAAc;SACf,CAAA;IACH,CAAC;IAES,YAAY,CAAC,KAA0B;QAC/C,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;AA1CD,sDA0CC;AAED,MAAa,qBAAqB;IAChC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,IAAI,IAAI,CAAC,SAAS,KAAK,OAAO,EAAE;YAC9B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;SACpC;QAED,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,WAAW,EAAE;YACpC,QAAQ,EAAE,IAAI,CAAC,SAAS;YAExB,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAC1F,QAAQ,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAEzF,QAAQ,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YACzF,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAC1F,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC;YACtC,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AAnCD,sDAmCC"}
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package/dist/mappers/upbit.d.ts
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import { BookChange, Trade } from '../types';
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import { Mapper } from './mapper';
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import { Trade, BookChange } from '../types';
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export declare class UpbitTradesMapper implements Mapper<'upbit', Trade> {
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canHandle(message: UpbitTrade): boolean;
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getFilters(symbols?: string[]): {
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{"version":3,"file":"upbit.d.ts","sourceRoot":"","sources":["../../src/mappers/upbit.ts"],"names":[],"mappings":"
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{"version":3,"file":"upbit.d.ts","sourceRoot":"","sources":["../../src/mappers/upbit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5D,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC;IAC9D,SAAS,CAAC,OAAO,EAAE,UAAU;IAI7B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAazE;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IACvE,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA8BlF;AAED,aAAK,UAAU,GAAG;IAChB,IAAI,EAAE,OAAO,CAAA;IACb,IAAI,EAAE,UAAU,CAAA;IAChB,SAAS,EAAE,aAAa,CAAA;IACxB,UAAU,EAAE,YAAY,CAAA;IACxB,UAAU,EAAE,UAAU,CAAA;IACtB,eAAe,EAAE,aAAa,CAAA;IAC9B,WAAW,EAAE,IAAI,CAAA;IACjB,YAAY,EAAE,YAAY,CAAA;IAC1B,OAAO,EAAE,KAAK,CAAA;IACd,kBAAkB,EAAE,IAAI,CAAA;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,YAAY,EAAE,GAAG,CAAA;IACjB,aAAa,EAAE,gBAAgB,CAAA;IAC/B,WAAW,EAAE,UAAU,CAAA;CACxB,CAAA;AAED,aAAK,cAAc,GAAG;IACpB,IAAI,EAAE,WAAW,CAAA;IACjB,IAAI,EAAE,SAAS,CAAA;IACf,SAAS,EAAE,aAAa,CAAA;IACxB,cAAc,EAAE,aAAa,CAAA;IAC7B,cAAc,EAAE,aAAa,CAAA;IAC7B,eAAe,EAAE;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,SAAS,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAA;KAAE,EAAE,CAAA;IAC/F,WAAW,EAAE,UAAU,CAAA;CACxB,CAAA"}
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package/dist/mappers/upbit.js
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.UpbitBookChangeMapper = exports.UpbitTradesMapper = void 0;
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const handy_1 = require("../handy");
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class UpbitTradesMapper {
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canHandle(message) {
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return message.type === 'trade';
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getFilters(symbols) {
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symbols = (0, handy_1.upperCaseSymbols)(symbols);
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{
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channel: 'trade',
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return message.type === 'orderbook';
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getFilters(symbols) {
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symbols = (0, handy_1.upperCaseSymbols)(symbols);
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return [
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{
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channel: 'orderbook',
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{"version":3,"file":"upbit.js","sourceRoot":"","sources":["../../src/mappers/upbit.ts"],"names":[],"mappings":";;;
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+
{"version":3,"file":"upbit.js","sourceRoot":"","sources":["../../src/mappers/upbit.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAI3C,MAAa,iBAAiB;IAC5B,SAAS,CAAC,OAAmB;QAC3B,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAmB,EAAE,cAAoB;QAC5C,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,IAAI;YACpB,QAAQ,EAAE,OAAO;YACjB,EAAE,EAAE,MAAM,CAAC,OAAO,CAAC,aAAa,CAAC;YACjC,KAAK,EAAE,OAAO,CAAC,WAAW;YAC1B,MAAM,EAAE,OAAO,CAAC,YAAY;YAC5B,IAAI,EAAE,OAAO,CAAC,OAAO,KAAK,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YAChD,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,eAAe,CAAC;YAC5C,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AA7BD,8CA6BC;AAED,MAAa,qBAAqB;IAChC,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,WAAW,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,IAAI,IAAI,GAAqB,EAAE,CAAA;QAC/B,IAAI,IAAI,GAAqB,EAAE,CAAA;QAE/B,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,eAAe,EAAE;YAC3C,IAAI,KAAK,CAAC,SAAS,GAAG,CAAC,EAAE;gBACvB,IAAI,CAAC,IAAI,CAAC;oBACR,KAAK,EAAE,KAAK,CAAC,SAAS;oBACtB,MAAM,EAAE,KAAK,CAAC,QAAQ;iBACvB,CAAC,CAAA;aACH;YAED,IAAI,KAAK,CAAC,SAAS,GAAG,CAAC,EAAE;gBACvB,IAAI,CAAC,IAAI,CAAC;oBACR,KAAK,EAAE,KAAK,CAAC,SAAS;oBACtB,MAAM,EAAE,KAAK,CAAC,QAAQ;iBACvB,CAAC,CAAA;aACH;SACF;QACD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,IAAI;YACpB,QAAQ,EAAE,OAAO;YACjB,UAAU,EAAE,IAAI;YAChB,IAAI;YACJ,IAAI;YACJ,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC;YACtC,cAAc;SACf,CAAA;IACH,CAAC;CACF;AA9CD,sDA8CC"}
|
|
@@ -2,12 +2,14 @@ import { Filter } from '../types';
|
|
|
2
2
|
import { RealTimeFeedBase } from './realtimefeed';
|
|
3
3
|
export declare class OkexRealTimeFeed extends RealTimeFeedBase {
|
|
4
4
|
protected wssURL: string;
|
|
5
|
-
protected decompress: (message: any) => any;
|
|
6
5
|
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
|
7
6
|
protected messageIsError(message: any): boolean;
|
|
8
7
|
}
|
|
9
|
-
export declare class OKCoinRealTimeFeed extends
|
|
8
|
+
export declare class OKCoinRealTimeFeed extends RealTimeFeedBase {
|
|
10
9
|
protected wssURL: string;
|
|
10
|
+
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
|
11
|
+
protected messageIsError(message: any): boolean;
|
|
12
|
+
protected decompress: (message: any) => any;
|
|
11
13
|
}
|
|
12
14
|
export declare class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
|
|
13
15
|
private _defaultIndexes;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,
|
|
1
|
+
{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,SAAwC;IAExD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAwBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD;AAED,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,SAAqC;IAErD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,UAAU,YAAa,GAAG,SAInC;CACF;AAED,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,eAAe,CAAyB;IAEhD,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}
|
|
@@ -6,11 +6,7 @@ const realtimefeed_1 = require("./realtimefeed");
|
|
|
6
6
|
class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
7
7
|
constructor() {
|
|
8
8
|
super(...arguments);
|
|
9
|
-
this.wssURL = 'wss://
|
|
10
|
-
this.decompress = (message) => {
|
|
11
|
-
message = (0, zlib_1.inflateRawSync)(message);
|
|
12
|
-
return message;
|
|
13
|
-
};
|
|
9
|
+
this.wssURL = 'wss://ws.okex.com:8443/ws/v5/public';
|
|
14
10
|
}
|
|
15
11
|
mapToSubscribeMessages(filters) {
|
|
16
12
|
const args = filters
|
|
@@ -19,7 +15,10 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
19
15
|
throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`);
|
|
20
16
|
}
|
|
21
17
|
return filter.symbols.map((symbol) => {
|
|
22
|
-
return
|
|
18
|
+
return {
|
|
19
|
+
channel: filter.channel,
|
|
20
|
+
instId: symbol
|
|
21
|
+
};
|
|
23
22
|
});
|
|
24
23
|
})
|
|
25
24
|
.flatMap((s) => s);
|
|
@@ -35,20 +34,45 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
35
34
|
}
|
|
36
35
|
}
|
|
37
36
|
exports.OkexRealTimeFeed = OkexRealTimeFeed;
|
|
38
|
-
class OKCoinRealTimeFeed extends
|
|
37
|
+
class OKCoinRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
39
38
|
constructor() {
|
|
40
39
|
super(...arguments);
|
|
41
40
|
this.wssURL = 'wss://real.okcoin.com:8443/ws/v3';
|
|
41
|
+
this.decompress = (message) => {
|
|
42
|
+
message = (0, zlib_1.inflateRawSync)(message);
|
|
43
|
+
return message;
|
|
44
|
+
};
|
|
45
|
+
}
|
|
46
|
+
mapToSubscribeMessages(filters) {
|
|
47
|
+
const args = filters
|
|
48
|
+
.map((filter) => {
|
|
49
|
+
if (!filter.symbols || filter.symbols.length === 0) {
|
|
50
|
+
throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`);
|
|
51
|
+
}
|
|
52
|
+
return filter.symbols.map((symbol) => {
|
|
53
|
+
return `${filter.channel}:${symbol}`;
|
|
54
|
+
});
|
|
55
|
+
})
|
|
56
|
+
.flatMap((s) => s);
|
|
57
|
+
return [
|
|
58
|
+
{
|
|
59
|
+
op: 'subscribe',
|
|
60
|
+
args: [...new Set(args)]
|
|
61
|
+
}
|
|
62
|
+
];
|
|
63
|
+
}
|
|
64
|
+
messageIsError(message) {
|
|
65
|
+
return message.event === 'error';
|
|
42
66
|
}
|
|
43
67
|
}
|
|
44
68
|
exports.OKCoinRealTimeFeed = OKCoinRealTimeFeed;
|
|
45
69
|
class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
|
|
46
70
|
constructor() {
|
|
47
71
|
super(...arguments);
|
|
48
|
-
this._defaultIndexes = ['BTC-USD', 'ETH-USD'
|
|
72
|
+
this._defaultIndexes = ['BTC-USD', 'ETH-USD'];
|
|
49
73
|
}
|
|
50
74
|
_channelRequiresIndexNotSymbol(channel) {
|
|
51
|
-
if (channel === 'index
|
|
75
|
+
if (channel === 'index-tickers' || channel === 'opt-summary') {
|
|
52
76
|
return true;
|
|
53
77
|
}
|
|
54
78
|
return false;
|
|
@@ -70,7 +94,11 @@ class OkexOptionsRealTimeFeed extends OkexRealTimeFeed {
|
|
|
70
94
|
const symbolParts = symbol.split('-');
|
|
71
95
|
finalSymbol = `${symbolParts[0]}-${symbolParts[1]}`;
|
|
72
96
|
}
|
|
73
|
-
return
|
|
97
|
+
return {
|
|
98
|
+
channel: filter.channel,
|
|
99
|
+
instId: filter.channel !== 'opt-summary' ? finalSymbol : undefined,
|
|
100
|
+
uly: filter.channel === 'opt-summary' ? finalSymbol : undefined
|
|
101
|
+
};
|
|
74
102
|
});
|
|
75
103
|
})
|
|
76
104
|
.flatMap((s) => s);
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;AAAA,+BAAqC;AAErC,iDAAiD;AAEjD,MAAa,gBAAiB,SAAQ,+BAAgB;IAAtD;;QACY,WAAM,GAAG,
|
|
1
|
+
{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;AAAA,+BAAqC;AAErC,iDAAiD;AAEjD,MAAa,gBAAiB,SAAQ,+BAAgB;IAAtD;;QACY,WAAM,GAAG,qCAAqC,CAAA;IA6B1D,CAAC;IA3BW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,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,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,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;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CACF;AA9BD,4CA8BC;AAED,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACY,WAAM,GAAG,kCAAkC,CAAA;QA2B3C,eAAU,GAAG,CAAC,OAAY,EAAE,EAAE;YACtC,OAAO,GAAG,IAAA,qBAAc,EAAC,OAAO,CAAW,CAAA;YAE3C,OAAO,OAAO,CAAA;QAChB,CAAC,CAAA;IACH,CAAC;IA9BW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,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,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAA;YACtC,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CAOF;AAjCD,gDAiCC;AAED,MAAa,uBAAwB,SAAQ,gBAAgB;IAA7D;;QACU,oBAAe,GAAG,CAAC,SAAS,EAAE,SAAS,CAAC,CAAA;IA4ClD,CAAC;IA1CS,8BAA8B,CAAC,OAAe;QACpD,IAAI,OAAO,KAAK,eAAe,IAAI,OAAO,KAAK,aAAa,EAAE;YAC5D,OAAO,IAAI,CAAA;SACZ;QACD,OAAO,KAAK,CAAA;IACd,CAAC;IACS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,EAAE,CAAA;YAClC,MAAM,6BAA6B,GAAG,IAAI,CAAC,8BAA8B,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAEzF,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,6BAA6B,EAAE;gBACzD,OAAO,GAAG,IAAI,CAAC,eAAe,CAAA;aAC/B;YAED,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBACxB,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBAC5B,IAAI,WAAW,GAAG,MAAM,CAAA;gBACxB,IAAI,6BAA6B,EAAE;oBACjC,MAAM,WAAW,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;oBACrC,WAAW,GAAG,GAAG,WAAW,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,CAAC,CAAC,EAAE,CAAA;iBACpD;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;oBAClE,GAAG,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;iBAChE,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;CACF;AA7CD,0DA6CC"}
|
package/dist/replay.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../src/replay.ts"],"names":[],"mappings":";AAUA,OAAO,EAAE,aAAa,EAAwB,MAAM,WAAW,CAAA;AAE/D,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAGjE,wBAAuB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACtG,QAAQ,EACR,IAAI,EACJ,EAAE,EACF,OAAO,EACP,YAAwB,EACxB,eAA2B,EAC3B,MAAkB,EAClB,gBAA4B,EAC5B,WAAuB,EACvB,2BAAuC,EACxC,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC/C,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,IAAI,GACZ;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,GACvD;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GACpD,CAAC,SAAS,IAAI,GACd;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAC3C;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC3C,CA+KA;AAmBD,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EACE,QAAQ,EACR,OAAO,EACP,IAAI,EACJ,EAAE,EACF,sBAAkC,EAClC,MAAkB,EAClB,WAAuB,EACvB,2BAAuC,EACxC,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EAChC,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CACtB,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GACzC,CAAC,GAAG,UAAU,GACd,KAAK,GACP,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GAC3C,CAAC,GACD,KAAK,CACV,
|
|
1
|
+
{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../src/replay.ts"],"names":[],"mappings":";AAUA,OAAO,EAAE,aAAa,EAAwB,MAAM,WAAW,CAAA;AAE/D,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAGjE,wBAAuB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACtG,QAAQ,EACR,IAAI,EACJ,EAAE,EACF,OAAO,EACP,YAAwB,EACxB,eAA2B,EAC3B,MAAkB,EAClB,gBAA4B,EAC5B,WAAuB,EACvB,2BAAuC,EACxC,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC/C,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,IAAI,GACZ;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,GACvD;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GACpD,CAAC,SAAS,IAAI,GACd;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAC3C;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC3C,CA+KA;AAmBD,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EACE,QAAQ,EACR,OAAO,EACP,IAAI,EACJ,EAAE,EACF,sBAAkC,EAClC,MAAkB,EAClB,WAAuB,EACvB,2BAAuC,EACxC,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EAChC,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CACtB,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GACzC,CAAC,GAAG,UAAU,GACd,KAAK,GACP,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GAC3C,CAAC,GACD,KAAK,CACV,CA6BA;AA6FD,oBAAY,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACpG,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAA;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;IACrB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAA;IACnB,QAAQ,CAAC,OAAO,EAAE,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;IACxC,QAAQ,CAAC,YAAY,CAAC,EAAE,CAAC,CAAA;IACzB,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,CAAA;IAC5B,QAAQ,CAAC,MAAM,CAAC,EAAE,MAAM,CAAA;IACxB,QAAQ,CAAC,gBAAgB,CAAC,EAAE,OAAO,CAAA;IACnC,QAAQ,CAAC,WAAW,CAAC,EAAE,OAAO,CAAA;IAC9B,QAAQ,CAAC,2BAA2B,CAAC,EAAE,OAAO,GAAG,MAAM,CAAA;CACxD,CAAA;AAED,oBAAY,uBAAuB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACnF,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAA;IACpB,QAAQ,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,CAAA;IAC3B,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;IACrB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAA;IACnB,QAAQ,CAAC,sBAAsB,CAAC,EAAE,CAAC,CAAA;IACnC,QAAQ,CAAC,MAAM,CAAC,EAAE,MAAM,CAAA;IACxB,QAAQ,CAAC,WAAW,CAAC,EAAE,OAAO,CAAA;IAC9B,QAAQ,CAAC,2BAA2B,CAAC,EAAE,OAAO,GAAG,MAAM,CAAA;CACxD,CAAA"}
|
package/dist/replay.js
CHANGED
|
@@ -167,11 +167,6 @@ async function terminateWorker(worker, waitTimeout) {
|
|
|
167
167
|
await worker.terminate();
|
|
168
168
|
}
|
|
169
169
|
function replayNormalized({ exchange, symbols, from, to, withDisconnectMessages = undefined, apiKey = undefined, autoCleanup = undefined, waitWhenDataNotYetAvailable = undefined }, ...normalizers) {
|
|
170
|
-
// mappers assume that symbols are uppercased by default
|
|
171
|
-
// if user by mistake provide lowercase one let's automatically fix it
|
|
172
|
-
if (symbols !== undefined) {
|
|
173
|
-
symbols = symbols.map((s) => s.toUpperCase());
|
|
174
|
-
}
|
|
175
170
|
const fromDate = (0, handy_1.parseAsUTCDate)(from);
|
|
176
171
|
validateReplayNormalizedOptions(fromDate, normalizers);
|
|
177
172
|
const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
|
|
@@ -190,8 +185,9 @@ function replayNormalized({ exchange, symbols, from, to, withDisconnectMessages
|
|
|
190
185
|
});
|
|
191
186
|
// filter normalized messages by symbol as some exchanges do not provide server side filtering so we could end up with messages
|
|
192
187
|
// for symbols we've not requested for
|
|
188
|
+
const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined;
|
|
193
189
|
const filter = (symbol) => {
|
|
194
|
-
return
|
|
190
|
+
return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol);
|
|
195
191
|
};
|
|
196
192
|
return (0, handy_1.normalizeMessages)(exchange, messages, mappers, createMappers, withDisconnectMessages, filter);
|
|
197
193
|
}
|
package/dist/replay.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replay.js","sourceRoot":"","sources":["../src/replay.ts"],"names":[],"mappings":";;;;;;AAAA,uCAA2C;AAC3C,gDAAuB;AACvB,mCAAqC;AACrC,mDAAuC;AACvC,+BAA8C;AAC9C,+CAAiD;AACjD,6CAA6C;AAC7C,qCAA4D;AAC5D,mCAA+B;AAC/B,mCAA+F;AAC/F,uCAA+D;AAC/D,uCAAsC;AAI/B,KAAK,SAAS,CAAC,CAAC,MAAM,CAA2E,EACtG,QAAQ,EACR,IAAI,EACJ,EAAE,EACF,OAAO,EACP,YAAY,GAAG,SAAS,EACxB,eAAe,GAAG,SAAS,EAC3B,MAAM,GAAG,SAAS,EAClB,gBAAgB,GAAG,SAAS,EAC5B,WAAW,GAAG,SAAS,EACvB,2BAA2B,GAAG,SAAS,EAChB;IASvB,qBAAqB,CAAC,QAAQ,EAAE,IAAI,EAAE,EAAE,EAAE,OAAO,CAAC,CAAA;IAElD,MAAM,QAAQ,GAAG,IAAA,sBAAc,EAAC,IAAI,CAAC,CAAA;IACrC,MAAM,MAAM,GAAG,IAAA,sBAAc,EAAC,EAAE,CAAC,CAAA;IACjC,MAAM,gBAAgB,GAAG,IAAI,GAAG,EAAkB,CAAA;IAClD,IAAI,WAAW,CAAA;IACf,IAAA,aAAK,EAAC,iEAAiE,EAAE,QAAQ,EAAE,QAAQ,CAAC,WAAW,EAAE,EAAE,MAAM,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,CAAA;IAEzI,MAAM,OAAO,GAAG,IAAA,oBAAU,GAAE,CAAA;IAE5B,yIAAyI;IACzI,MAAM,OAAO,GAAqB;QAChC,QAAQ,EAAE,OAAO,CAAC,QAAQ;QAC1B,QAAQ,EAAE,OAAO,CAAC,QAAQ;QAC1B,MAAM,EAAE,MAAM,IAAI,OAAO,CAAC,MAAM;QAChC,SAAS,EAAE,OAAO,CAAC,UAAU;QAC7B,QAAQ;QACR,MAAM;QACN,QAAQ;QACR,OAAO,EAAE,OAAO,IAAI,EAAE;QACtB,2BAA2B;KAC5B,CAAA;IAED,MAAM,MAAM,GAAG,IAAI,cAAc,CAAC,OAAO,CAAC,CAAA;IAE1C,MAAM,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,OAAsB,EAAE,EAAE;QAC9C,gBAAgB,CAAC,GAAG,CAAC,OAAO,CAAC,QAAQ,EAAE,OAAO,CAAC,SAAS,CAAC,CAAA;IAC3D,CAAC,CAAC,CAAA;IAEF,MAAM,CAAC,EAAE,CAAC,OAAO,EAAE,CAAC,GAAG,EAAE,EAAE;QACzB,IAAA,aAAK,EAAC,iBAAiB,EAAE,GAAG,CAAC,CAAA;QAE7B,WAAW,GAAG,GAAG,CAAA;IACnB,CAAC,CAAC,CAAA;IAEF,IAAI;QACF,0GAA0G;QAC1G,qBAAqB;QACrB,MAAM,wBAAwB,GAAG,EAAE,CAAA;QAEnC,kCAAkC;QAClC,yGAAyG;QAEzG,MAAM,YAAY,GAAG;YACnB,SAAS,EAAE,GAAG,GAAG,IAAI;YACrB,KAAK,EAAE,gBAAS,CAAC,YAAY;YAC7B,WAAW,EAAE,gBAAS,CAAC,YAAY;SACpC,CAAA;QAED,sFAAsF;QACtF,IAAI,uBAAuB,GAAG,KAAK,CAAA;QAEnC,IAAI,gBAAgB,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,CAAA;QACzC,qDAAqD;QACrD,0GAA0G;QAC1G,OAAO,gBAAgB,GAAG,MAAM,EAAE;YAChC,MAAM,QAAQ,GAAG,gBAAgB,CAAC,WAAW,EAAE,CAAA;YAE/C,IAAA,aAAK,EAAC,iCAAiC,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAA;YAE5D,IAAI,eAAe,CAAA;YACnB,OAAO,eAAe,KAAK,SAAS,EAAE;gBACpC,eAAe,GAAG,gBAAgB,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAA;gBAEhD,uEAAuE;gBACvE,IAAI,WAAW,KAAK,SAAS,EAAE;oBAC7B,MAAM,WAAW,CAAA;iBAClB;gBAED,IAAI,eAAe,KAAK,SAAS,EAAE;oBACjC,2EAA2E;oBAC3E,IAAA,aAAK,EAAC,qCAAqC,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAA;oBAChE,MAAM,IAAA,YAAI,EAAC,GAAG,CAAC,CAAA;iBAChB;aACF;YAED,4DAA4D;YAC5D,MAAM,WAAW,GAAG,IAAA,2BAAgB,EAAC,eAAe,EAAE,EAAE,aAAa,EAAE,GAAG,GAAG,IAAI,EAAE,CAAC;gBAClF,WAAW;iBACV,IAAI,CAAC,IAAA,mBAAY,EAAC,YAAY,CAAC,CAAC;iBAChC,EAAE,CAAC,OAAO,EAAE,SAAS,aAAa,CAAC,GAAG;gBACrC,IAAA,aAAK,EAAC,iBAAiB,EAAE,GAAG,CAAC,CAAA;gBAC7B,WAAW,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;YAC1B,CAAC,CAAC;gBACF,wBAAwB;iBACvB,IAAI,CAAC,IAAI,+BAAiB,EAAE,CAAC;iBAC7B,EAAE,CAAC,OAAO,EAAE,SAAS,wBAAwB,CAAC,GAAG;gBAChD,IAAA,aAAK,EAAC,8BAA8B,EAAE,GAAG,CAAC,CAAA;gBAC1C,WAAW,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;YAC1B,CAAC,CAAC,CAAA;YAEJ,IAAI,UAAU,GAAG,CAAC,CAAA;YAElB,IAAI,KAAK,EAAE,MAAM,UAAU,IAAI,WAA0C,EAAE;gBACzE,UAAU,EAAE,CAAA;gBACZ,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE;oBACzB,uBAAuB,GAAG,KAAK,CAAA;oBAC/B,MAAM,oBAAoB,GAAG,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,wBAAwB,CAAC,CAAA;oBAC1E,MAAM,aAAa,GAAG,UAAU,CAAC,KAAK,CAAC,wBAAwB,GAAG,CAAC,CAAC,CAAA;oBACpE,qEAAqE;oBACrE,IAAI,YAAY,KAAK,IAAI,EAAE;wBACzB,MAAM;4BACJ,cAAc,EAAE,oBAAoB;4BACpC,OAAO,EAAE,aAAa;yBAChB,CAAA;qBACT;yBAAM;wBACL,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,aAAoB,CAAC,CAAA;wBAChD,MAAM,oBAAoB,GAAG,oBAAoB,CAAC,QAAQ,EAAE,CAAA;wBAC5D,MAAM,cAAc,GAAG,IAAI,IAAI,CAAC,oBAAoB,CAAC,CAAA;wBACrD,IAAI,gBAAgB,EAAE;4BACpB,0EAA0E;4BAC1E,2EAA2E;4BAC3E,cAAc,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,oBAAoB,CAAC,CAAA;yBAClD;wBAED,MAAM;4BACJ,+EAA+E;4BAC/E,cAAc;4BACd,OAAO;yBACD,CAAA;qBACT;oBACD,2DAA2D;oBAC3D,6CAA6C;iBAC9C;qBAAM,IAAI,eAAe,KAAK,IAAI,IAAI,uBAAuB,KAAK,KAAK,EAAE;oBACxE,uBAAuB,GAAG,IAAI,CAAA;oBAC9B,MAAM,SAAgB,CAAA;iBACvB;aACF;YAED,IAAA,aAAK,EAAC,8CAA8C,EAAE,QAAQ,EAAE,QAAQ,EAAE,UAAU,CAAC,CAAA;YAErF,0DAA0D;YAC1D,gBAAgB,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;YACjC,0BAA0B;YAC1B,gBAAgB,CAAC,aAAa,CAAC,gBAAgB,CAAC,aAAa,EAAE,GAAG,CAAC,CAAC,CAAA;SACrE;QAED,IAAA,aAAK,EACH,kEAAkE,EAClE,QAAQ,EACR,QAAQ,CAAC,WAAW,EAAE,EACtB,MAAM,CAAC,WAAW,EAAE,EACpB,OAAO,CACR,CAAA;KACF;YAAS;QACR,IAAI,WAAW,EAAE;YACf,IAAA,aAAK,EACH,6EAA6E,EAC7E,QAAQ,EACR,QAAQ,CAAC,WAAW,EAAE,EACtB,MAAM,CAAC,WAAW,EAAE,EACpB,OAAO,CACR,CAAA;YACD,IAAI,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,CAAA;YAClC,OAAO,SAAS,GAAG,MAAM,EAAE;gBACzB,IAAA,2BAAc,EAAC,QAAQ,EAAE,OAAO,EAAE,SAAS,CAAC,cAAc,EAAE,EAAE,SAAS,CAAC,WAAW,EAAE,GAAG,CAAC,EAAE,SAAS,CAAC,UAAU,EAAE,CAAC,CAAA;gBAElH,SAAS,GAAG,IAAA,eAAO,EAAC,SAAS,EAAE,CAAC,CAAC,CAAA;aAClC;YAED,IAAA,aAAK,EACH,8EAA8E,EAC9E,QAAQ,EACR,QAAQ,CAAC,WAAW,EAAE,EACtB,MAAM,CAAC,WAAW,EAAE,EACpB,OAAO,CACR,CAAA;SACF;QAED,MAAM,gBAAgB,GAAG,MAAM,CAAC,mBAAmB,EAAE,CAAA;QACrD,IAAI,gBAAgB,KAAK,SAAS,EAAE;YAClC,MAAM,eAAe,CAAC,gBAAgB,EAAE,GAAG,CAAC,CAAA;SAC7C;KACF;AACH,CAAC;AAlMD,wBAkMC;AAED,8BAA8B;AAC9B,KAAK,UAAU,eAAe,CAAC,MAAc,EAAE,WAAmB;IAChE,IAAI,UAAU,GAAG,GAAG,EAAE,GAAE,CAAC,CAAA;IACzB,MAAM,YAAY,GAAG,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,EAAE;QAC3C,MAAM,SAAS,GAAG,UAAU,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;QAClD,UAAU,GAAG,GAAG,EAAE,CA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|
|
1
|
+
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|
package/dist/stream.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
{"version":3,"file":"stream.d.ts","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,aAAa,EAAE,MAAM,WAAW,CAAA;AAEzC,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAU,iBAAiB,EAAE,MAAM,SAAS,CAAA;AA+BzE,wBAAgB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACpE,QAAQ,EACR,OAAO,EACP,iBAAyB,EACzB,eAA2B,EAC3B,OAAmB,EACpB,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC5C,CAAC,SAAS,IAAI,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GAAG;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC7G,CAMA;AA0ED,oBAAY,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACzE,QAAQ,EAAE,CAAC,CAAA;IACX,OAAO,EAAE,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;IAC/B,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,eAAe,CAAC,EAAE,CAAC,CAAA;IACnB,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CACjC,CAAA;AAED,oBAAY,uBAAuB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACnF,QAAQ,EAAE,CAAC,CAAA;IACX,OAAO,CAAC,EAAE,MAAM,EAAE,CAAA;IAClB,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,sBAAsB,CAAC,EAAE,CAAC,CAAA;IAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CACjC,CAAA;AAED,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAyB,EAAE,sBAAkC,EAAE,OAAmB,EAAE,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EACxI,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CACtB,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GACzC,CAAC,GAAG,UAAU,GACd,KAAK,GACP,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GAC3C,CAAC,GACD,KAAK,CACV,CAMA"}
|
package/dist/stream.js
CHANGED
|
@@ -30,11 +30,6 @@ function stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects
|
|
|
30
30
|
}
|
|
31
31
|
exports.stream = stream;
|
|
32
32
|
async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000, withDisconnectMessages = undefined, onError = undefined }, ...normalizers) {
|
|
33
|
-
// mappers assume that symbols are uppercased by default
|
|
34
|
-
// if user by mistake provide lowercase one let's automatically fix it
|
|
35
|
-
if (symbols !== undefined) {
|
|
36
|
-
symbols = symbols.map((s) => s.toUpperCase());
|
|
37
|
-
}
|
|
38
33
|
while (true) {
|
|
39
34
|
try {
|
|
40
35
|
const createMappers = (localTimestamp) => normalizers.map((m) => m(exchange, localTimestamp));
|
|
@@ -49,8 +44,9 @@ async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000
|
|
|
49
44
|
});
|
|
50
45
|
// filter normalized messages by symbol as some exchanges do not offer subscribing to specific symbols for some of the channels
|
|
51
46
|
// for example Phemex market24h channel
|
|
47
|
+
const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined;
|
|
52
48
|
const filter = (symbol) => {
|
|
53
|
-
return
|
|
49
|
+
return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol);
|
|
54
50
|
};
|
|
55
51
|
const normalizedMessages = (0, handy_1.normalizeMessages)(exchange, messages, mappers, createMappers, withDisconnectMessages, filter, new Date());
|
|
56
52
|
for await (const message of normalizedMessages) {
|
package/dist/stream.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"stream.js","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":";;;AAAA,mCAA+B;AAC/B,mCAAuD;AAEvD,mDAAoD;AAGpD,KAAK,SAAS,CAAC,CAAC,OAAO,CAAgD,EACrE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,qBAAqB,CAAC,OAAO,CAAC,CAAA;IAE9B,MAAM,YAAY,GAAG,IAAA,kCAAkB,EAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IAEtF,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,YAAY,EAAE;QACxC,IAAI,OAAO,CAAC,cAAc,KAAK,IAAI,EAAE;YACnC,yEAAyE;YACzE,uDAAuD;YACvD,IAAI,eAAe,EAAE;gBACnB,MAAM,SAAgB,CAAA;aACvB;SACF;aAAM;YACL,MAAM;gBACJ,cAAc,EAAE,IAAI,IAAI,EAAE;gBAC1B,OAAO;aACD,CAAA;SACT;KACF;AACH,CAAC;AAED,SAAgB,MAAM,CAAgD,EACpE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,IAAI,SAAS,GAAG,OAAO,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,OAAO,EAAE,CAAC,CAE1F;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC;AAdD,wBAcC;AAED,KAAK,SAAS,CAAC,CAAC,iBAAiB,CAC/B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAUjB,
|
|
1
|
+
{"version":3,"file":"stream.js","sourceRoot":"","sources":["../src/stream.ts"],"names":[],"mappings":";;;AAAA,mCAA+B;AAC/B,mCAAuD;AAEvD,mDAAoD;AAGpD,KAAK,SAAS,CAAC,CAAC,OAAO,CAAgD,EACrE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,qBAAqB,CAAC,OAAO,CAAC,CAAA;IAE9B,MAAM,YAAY,GAAG,IAAA,kCAAkB,EAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;IAEtF,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,YAAY,EAAE;QACxC,IAAI,OAAO,CAAC,cAAc,KAAK,IAAI,EAAE;YACnC,yEAAyE;YACzE,uDAAuD;YACvD,IAAI,eAAe,EAAE;gBACnB,MAAM,SAAgB,CAAA;aACvB;SACF;aAAM;YACL,MAAM;gBACJ,cAAc,EAAE,IAAI,IAAI,EAAE;gBAC1B,OAAO;aACD,CAAA;SACT;KACF;AACH,CAAC;AAED,SAAgB,MAAM,CAAgD,EACpE,QAAQ,EACR,OAAO,EACP,iBAAiB,GAAG,KAAK,EACzB,eAAe,GAAG,SAAS,EAC3B,OAAO,GAAG,SAAS,EACC;IAGpB,IAAI,SAAS,GAAG,OAAO,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,OAAO,EAAE,CAAC,CAE1F;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC;AAdD,wBAcC;AAED,KAAK,SAAS,CAAC,CAAC,iBAAiB,CAC/B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAUjB,OAAO,IAAI,EAAE;QACX,IAAI;YACF,MAAM,aAAa,GAAG,CAAC,cAAoB,EAAE,EAAE,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,cAAc,CAAC,CAAC,CAAA;YACnG,MAAM,OAAO,GAAG,aAAa,CAAC,IAAI,IAAI,EAAE,CAAC,CAAA;YACzC,MAAM,OAAO,GAAG,IAAA,kBAAU,EAAC,OAAO,EAAE,OAAO,CAAC,CAAA;YAE5C,MAAM,QAAQ,GAAG,OAAO,CAAC;gBACvB,QAAQ;gBACR,eAAe,EAAE,IAAI;gBACrB,iBAAiB;gBACjB,OAAO;gBACP,OAAO;aACR,CAAC,CAAA;YAEF,+HAA+H;YAC/H,uCAAuC;YAEvC,MAAM,gBAAgB,GAAG,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;YAChG,MAAM,MAAM,GAAG,CAAC,MAAc,EAAE,EAAE;gBAChC,OAAO,gBAAgB,KAAK,SAAS,IAAI,gBAAgB,CAAC,MAAM,KAAK,CAAC,IAAI,gBAAgB,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAA;YAC7G,CAAC,CAAA;YAED,MAAM,kBAAkB,GAAG,IAAA,yBAAiB,EAAC,QAAQ,EAAE,QAAQ,EAAE,OAAO,EAAE,aAAa,EAAE,sBAAsB,EAAE,MAAM,EAAE,IAAI,IAAI,EAAE,CAAC,CAAA;YAEpI,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,kBAAkB,EAAE;gBAC9C,MAAM,OAAO,CAAA;aACd;SACF;QAAC,OAAO,KAAU,EAAE;YACnB,IAAI,OAAO,KAAK,SAAS,EAAE;gBACzB,OAAO,CAAC,KAAK,CAAC,CAAA;aACf;YACD,IAAA,aAAK,EAAC,kEAAkE,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAA;YAC1F,IAAI,sBAAsB,EAAE;gBAC1B,gDAAgD;gBAChD,MAAM,UAAU,GAAe;oBAC7B,IAAI,EAAE,YAAY;oBAClB,QAAQ;oBACR,cAAc,EAAE,IAAI,IAAI,EAAE;iBAC3B,CAAA;gBAED,MAAM,UAAiB,CAAA;aACxB;SACF;KACF;AACH,CAAC;AAED,SAAS,qBAAqB,CAAC,OAAyB;IACtD,IAAI,CAAC,OAAO,EAAE;QACZ,MAAM,IAAI,KAAK,CAAC,0DAA0D,CAAC,CAAA;KAC5E;IAED,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE;QACvC,MAAM,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QAEzB,IAAI,MAAM,CAAC,OAAO,IAAI,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE;YAC7D,MAAM,IAAI,KAAK,CAAC,yCAAyC,MAAM,CAAC,OAAO,0CAA0C,CAAC,CAAA;SACnH;KACF;AACH,CAAC;AAkBD,SAAgB,gBAAgB,CAC9B,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,GAAG,KAAK,EAAE,sBAAsB,GAAG,SAAS,EAAE,OAAO,GAAG,SAAS,EAAiC,EACxI,GAAG,WAAc;IAUjB,IAAI,SAAS,GAAG,iBAAiB,CAAC,EAAE,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,sBAAsB,EAAE,OAAO,EAAE,EAAE,GAAG,WAAW,CAAC,CAE3H;IAAC,SAAiB,CAAC,YAAY,GAAG,IAAI,CAAA;IAEvC,OAAO,SAAS,CAAA;AAClB,CAAC;AAjBD,4CAiBC"}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-dev",
|
|
3
|
-
"version": "
|
|
3
|
+
"version": "13.1.2",
|
|
4
4
|
"engines": {
|
|
5
5
|
"node": ">=12"
|
|
6
6
|
},
|
|
@@ -51,27 +51,27 @@
|
|
|
51
51
|
"dependencies": {
|
|
52
52
|
"@types/bintrees": "^1.0.3",
|
|
53
53
|
"bintrees": "^1.0.2",
|
|
54
|
-
"debug": "^4.3.
|
|
54
|
+
"debug": "^4.3.3",
|
|
55
55
|
"fs-extra": "^10.0.0",
|
|
56
56
|
"got": "^11.8.2",
|
|
57
57
|
"https-proxy-agent": "^5.0.0",
|
|
58
58
|
"p-map": "^4.0.0",
|
|
59
|
-
"ws": "^8.
|
|
59
|
+
"ws": "^8.4.0"
|
|
60
60
|
},
|
|
61
61
|
"devDependencies": {
|
|
62
62
|
"@types/debug": "^4.1.7",
|
|
63
63
|
"@types/fs-extra": "^9.0.13",
|
|
64
|
-
"@types/jest": "^27.0.
|
|
65
|
-
"@types/node": "^
|
|
66
|
-
"@types/ws": "^8.2.
|
|
64
|
+
"@types/jest": "^27.0.3",
|
|
65
|
+
"@types/node": "^17.0.2",
|
|
66
|
+
"@types/ws": "^8.2.2",
|
|
67
67
|
"cross-var": "^1.1.0",
|
|
68
|
-
"husky": "^7.0.
|
|
69
|
-
"jest": "^27.
|
|
70
|
-
"lint-staged": "^
|
|
71
|
-
"prettier": "^2.
|
|
72
|
-
"source-map-support": "^0.5.
|
|
73
|
-
"ts-jest": "^27.
|
|
74
|
-
"typescript": "^4.4
|
|
68
|
+
"husky": "^7.0.4",
|
|
69
|
+
"jest": "^27.4.5",
|
|
70
|
+
"lint-staged": "^12.1.3",
|
|
71
|
+
"prettier": "^2.5.1",
|
|
72
|
+
"source-map-support": "^0.5.21",
|
|
73
|
+
"ts-jest": "^27.1.2",
|
|
74
|
+
"typescript": "^4.5.4"
|
|
75
75
|
},
|
|
76
76
|
"lint-staged": {
|
|
77
77
|
"*.{ts}": [
|
package/src/consts.ts
CHANGED
|
@@ -104,7 +104,24 @@ const DERIBIT_CHANNELS = [
|
|
|
104
104
|
|
|
105
105
|
const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'] as const
|
|
106
106
|
|
|
107
|
-
const OKEX_CHANNELS = [
|
|
107
|
+
const OKEX_CHANNELS = [
|
|
108
|
+
'spot/trade',
|
|
109
|
+
'spot/depth',
|
|
110
|
+
'spot/depth_l2_tbt',
|
|
111
|
+
'spot/ticker',
|
|
112
|
+
'system/status',
|
|
113
|
+
'margin/interest_rate',
|
|
114
|
+
|
|
115
|
+
// v5
|
|
116
|
+
'trades',
|
|
117
|
+
'books-l2-tbt',
|
|
118
|
+
'tickers',
|
|
119
|
+
'interest-rate-loan-quota',
|
|
120
|
+
'vip-interest-rate-loan-quota',
|
|
121
|
+
'status',
|
|
122
|
+
'instruments',
|
|
123
|
+
'taker-volume'
|
|
124
|
+
] as const
|
|
108
125
|
|
|
109
126
|
const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status'] as const
|
|
110
127
|
|
|
@@ -119,7 +136,21 @@ const OKEX_FUTURES_CHANNELS = [
|
|
|
119
136
|
'system/status',
|
|
120
137
|
'information/sentiment',
|
|
121
138
|
'information/long_short_ratio',
|
|
122
|
-
'information/margin'
|
|
139
|
+
'information/margin',
|
|
140
|
+
|
|
141
|
+
// v5
|
|
142
|
+
'trades',
|
|
143
|
+
'books-l2-tbt',
|
|
144
|
+
'tickers',
|
|
145
|
+
'open-interest',
|
|
146
|
+
'mark-price',
|
|
147
|
+
'price-limit',
|
|
148
|
+
'status',
|
|
149
|
+
'instruments',
|
|
150
|
+
'index-tickers',
|
|
151
|
+
'long-short-account-ratio',
|
|
152
|
+
'taker-volume',
|
|
153
|
+
'liquidations'
|
|
123
154
|
] as const
|
|
124
155
|
|
|
125
156
|
const OKEX_SWAP_CHANNELS = [
|
|
@@ -134,7 +165,22 @@ const OKEX_SWAP_CHANNELS = [
|
|
|
134
165
|
'system/status',
|
|
135
166
|
'information/sentiment',
|
|
136
167
|
'information/long_short_ratio',
|
|
137
|
-
'information/margin'
|
|
168
|
+
'information/margin',
|
|
169
|
+
|
|
170
|
+
//v5
|
|
171
|
+
'trades',
|
|
172
|
+
'books-l2-tbt',
|
|
173
|
+
'tickers',
|
|
174
|
+
'open-interest',
|
|
175
|
+
'mark-price',
|
|
176
|
+
'price-limit',
|
|
177
|
+
'funding-rate',
|
|
178
|
+
'status',
|
|
179
|
+
'instruments',
|
|
180
|
+
'index-tickers',
|
|
181
|
+
'long-short-account-ratio',
|
|
182
|
+
'taker-volume',
|
|
183
|
+
'liquidations'
|
|
138
184
|
] as const
|
|
139
185
|
|
|
140
186
|
const OKEX_OPTIONS_CHANNELS = [
|
|
@@ -146,7 +192,19 @@ const OKEX_OPTIONS_CHANNELS = [
|
|
|
146
192
|
'option/instruments',
|
|
147
193
|
'index/ticker',
|
|
148
194
|
'system/status',
|
|
149
|
-
'option/trades'
|
|
195
|
+
'option/trades',
|
|
196
|
+
|
|
197
|
+
//v5
|
|
198
|
+
'trades',
|
|
199
|
+
'books-l2-tbt',
|
|
200
|
+
'tickers',
|
|
201
|
+
'opt-summary',
|
|
202
|
+
'status',
|
|
203
|
+
'instruments',
|
|
204
|
+
'index-tickers',
|
|
205
|
+
'open-interest',
|
|
206
|
+
'mark-price',
|
|
207
|
+
'price-limit'
|
|
150
208
|
] as const
|
|
151
209
|
|
|
152
210
|
const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker'] as const
|
package/src/handy.ts
CHANGED
|
@@ -451,4 +451,18 @@ if (httpsProxyAgent !== undefined) {
|
|
|
451
451
|
}
|
|
452
452
|
}
|
|
453
453
|
|
|
454
|
+
export function upperCaseSymbols(symbols?: string[]) {
|
|
455
|
+
if (symbols !== undefined) {
|
|
456
|
+
return symbols.map((s) => s.toUpperCase())
|
|
457
|
+
}
|
|
458
|
+
return
|
|
459
|
+
}
|
|
460
|
+
|
|
461
|
+
export function lowerCaseSymbols(symbols?: string[]) {
|
|
462
|
+
if (symbols !== undefined) {
|
|
463
|
+
return symbols.map((s) => s.toLowerCase())
|
|
464
|
+
}
|
|
465
|
+
return
|
|
466
|
+
}
|
|
467
|
+
|
|
454
468
|
export const httpClient = got.extend(gotDefaultOptions)
|
package/src/mappers/ascendex.ts
CHANGED
|
@@ -1,5 +1,6 @@
|
|
|
1
|
+
import { upperCaseSymbols } from '../handy'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
|
|
1
3
|
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
2
|
-
import { Trade, BookChange, DerivativeTicker, BookTicker } from '../types'
|
|
3
4
|
|
|
4
5
|
export class AscendexTradesMapper implements Mapper<'ascendex', Trade> {
|
|
5
6
|
canHandle(message: AscendexTrade) {
|
|
@@ -7,6 +8,7 @@ export class AscendexTradesMapper implements Mapper<'ascendex', Trade> {
|
|
|
7
8
|
}
|
|
8
9
|
|
|
9
10
|
getFilters(symbols?: string[]) {
|
|
11
|
+
symbols = upperCaseSymbols(symbols)
|
|
10
12
|
return [
|
|
11
13
|
{
|
|
12
14
|
channel: 'trades',
|
|
@@ -38,6 +40,7 @@ export class AscendexBookChangeMapper implements Mapper<'ascendex', BookChange>
|
|
|
38
40
|
}
|
|
39
41
|
|
|
40
42
|
getFilters(symbols?: string[]) {
|
|
43
|
+
symbols = upperCaseSymbols(symbols)
|
|
41
44
|
return [
|
|
42
45
|
{
|
|
43
46
|
channel: 'depth-realtime',
|
|
@@ -78,6 +81,7 @@ export class AscendexDerivativeTickerMapper implements Mapper<'ascendex', Deriva
|
|
|
78
81
|
}
|
|
79
82
|
|
|
80
83
|
getFilters(symbols?: string[]) {
|
|
84
|
+
symbols = upperCaseSymbols(symbols)
|
|
81
85
|
return [
|
|
82
86
|
{
|
|
83
87
|
channel: 'futures-pricing-data',
|
|
@@ -120,6 +124,7 @@ export class AscendexBookTickerMapper implements Mapper<'ascendex', BookTicker>
|
|
|
120
124
|
}
|
|
121
125
|
|
|
122
126
|
getFilters(symbols?: string[]) {
|
|
127
|
+
symbols = upperCaseSymbols(symbols)
|
|
123
128
|
return [
|
|
124
129
|
{
|
|
125
130
|
channel: 'bbo',
|
package/src/mappers/binance.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
import { debug } from '../debug'
|
|
2
|
-
import { CircularBuffer } from '../handy'
|
|
3
|
-
import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Liquidation,
|
|
2
|
+
import { CircularBuffer, lowerCaseSymbols } from '../handy'
|
|
3
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types'
|
|
4
4
|
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
5
5
|
|
|
6
6
|
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
|
|
@@ -447,13 +447,6 @@ export class BinanceBookTickerMapper implements Mapper<'binance-futures' | 'bina
|
|
|
447
447
|
}
|
|
448
448
|
}
|
|
449
449
|
|
|
450
|
-
function lowerCaseSymbols(symbols?: string[]) {
|
|
451
|
-
if (symbols !== undefined) {
|
|
452
|
-
return symbols.map((s) => s.toLowerCase())
|
|
453
|
-
}
|
|
454
|
-
return
|
|
455
|
-
}
|
|
456
|
-
|
|
457
450
|
type BinanceResponse<T> = {
|
|
458
451
|
stream: string
|
|
459
452
|
data: T
|
|
@@ -1,4 +1,5 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { upperCaseSymbols } from '../handy'
|
|
2
|
+
import { BookChange, BookTicker, Trade } from '../types'
|
|
2
3
|
import { Mapper } from './mapper'
|
|
3
4
|
|
|
4
5
|
// https://docs.binance.org/api-reference/dex-api/ws-streams.html
|
|
@@ -9,6 +10,8 @@ export const binanceDexTradesMapper: Mapper<'binance-dex', Trade> = {
|
|
|
9
10
|
},
|
|
10
11
|
|
|
11
12
|
getFilters(symbols?: string[]) {
|
|
13
|
+
symbols = upperCaseSymbols(symbols)
|
|
14
|
+
|
|
12
15
|
return [
|
|
13
16
|
{
|
|
14
17
|
channel: 'trades',
|
|
@@ -46,6 +49,7 @@ export const binanceDexBookChangeMapper: Mapper<'binance-dex', BookChange> = {
|
|
|
46
49
|
},
|
|
47
50
|
|
|
48
51
|
getFilters(symbols?: string[]) {
|
|
52
|
+
symbols = upperCaseSymbols(symbols)
|
|
49
53
|
return [
|
|
50
54
|
{
|
|
51
55
|
channel: 'depthSnapshot',
|
|
@@ -96,6 +100,7 @@ export const binanceDexBookTickerMapper: Mapper<'binance-dex', BookTicker> = {
|
|
|
96
100
|
},
|
|
97
101
|
|
|
98
102
|
getFilters(symbols?: string[]) {
|
|
103
|
+
symbols = upperCaseSymbols(symbols)
|
|
99
104
|
return [
|
|
100
105
|
{
|
|
101
106
|
channel: 'ticker',
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import { asNumberIfValid } from '../handy'
|
|
1
|
+
import { asNumberIfValid, upperCaseSymbols } from '../handy'
|
|
2
2
|
import { BookChange, OptionSummary, Trade } from '../types'
|
|
3
3
|
import { Mapper } from './mapper'
|
|
4
4
|
|
|
@@ -15,6 +15,8 @@ export class BinanceOptionsTradesMapper implements Mapper<'binance-options', Tra
|
|
|
15
15
|
}
|
|
16
16
|
|
|
17
17
|
getFilters(symbols?: string[]) {
|
|
18
|
+
symbols = upperCaseSymbols(symbols)
|
|
19
|
+
|
|
18
20
|
return [
|
|
19
21
|
{
|
|
20
22
|
channel: 'TRADE',
|
|
@@ -68,6 +70,8 @@ export class BinanceOptionsBookChangeMapper implements Mapper<'binance-options',
|
|
|
68
70
|
}
|
|
69
71
|
|
|
70
72
|
getFilters(symbols?: string[]) {
|
|
73
|
+
symbols = upperCaseSymbols(symbols)
|
|
74
|
+
|
|
71
75
|
return [
|
|
72
76
|
{
|
|
73
77
|
channel: 'DEPTH100',
|
|
@@ -109,6 +113,8 @@ export class BinanceOptionSummaryMapper implements Mapper<'binance-options', Opt
|
|
|
109
113
|
}
|
|
110
114
|
|
|
111
115
|
getFilters(symbols?: string[]) {
|
|
116
|
+
symbols = upperCaseSymbols(symbols)
|
|
117
|
+
|
|
112
118
|
const indexes =
|
|
113
119
|
symbols !== undefined
|
|
114
120
|
? symbols.map((s) => {
|