tardis-dev 13.1.1 → 13.1.5

package/src/mappers/bitflyer.ts

@@ -1,5 +1,5 @@
-import { parseμs } from '../handy'
-import { BookChange, Trade, BookTicker } from '../types'
+import { parseμs, upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, Trade } from '../types'
 import { Mapper } from './mapper'
 
 export const bitflyerTradesMapper: Mapper<'bitflyer', Trade> = {
@@ -8,6 +8,8 @@ export const bitflyerTradesMapper: Mapper<'bitflyer', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'lightning_executions',
@@ -52,6 +54,8 @@ export class BitflyerBookChangeMapper implements Mapper<'bitflyer', BookChange>
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'lightning_board_snapshot',
@@ -97,6 +101,8 @@ export const bitflyerBookTickerMapper: Mapper<'bitflyer', BookTicker> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'lightning_ticker',

package/src/mappers/bitmex.ts

@@ -1,5 +1,5 @@
-import { asNumberIfValid } from '../handy'
-import { BookChange, BookPriceLevel, DerivativeTicker, FilterForExchange, Liquidation, Trade, BookTicker } from '../types'
+import { asNumberIfValid, upperCaseSymbols } from '../handy'
+import { BookChange, BookPriceLevel, BookTicker, DerivativeTicker, FilterForExchange, Liquidation, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 // https://www.bitmex.com/app/wsAPI
@@ -10,6 +10,8 @@ export const bitmexTradesMapper: Mapper<'bitmex', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -45,6 +47,8 @@ export class BitmexBookChangeMapper implements Mapper<'bitmex', BookChange> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'orderBookL2',
@@ -150,6 +154,8 @@ export class BitmexDerivativeTickerMapper implements Mapper<'bitmex', Derivative
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'instrument',
@@ -198,6 +204,8 @@ export const bitmexLiquidationsMapper: Mapper<'bitmex', Liquidation> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'liquidation',
@@ -231,6 +239,8 @@ export const bitmexBookTickerMapper: Mapper<'bitmex', BookTicker> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'quote',

package/src/mappers/bitstamp.ts

@@ -1,3 +1,4 @@
+import { lowerCaseSymbols } from '../handy'
 import { BookChange, Trade } from '../types'
 import { Mapper } from './mapper'
 
@@ -168,13 +169,6 @@ export class BitstampBookChangeMapper implements Mapper<'bitstamp', BookChange>
   }
 }
 
-function lowerCaseSymbols(symbols?: string[]) {
-  if (symbols !== undefined) {
-    return symbols.map((s) => s.toLowerCase())
-  }
-  return
-}
-
 type BitstampTrade = {
   event: 'trade'
   channel: string

package/src/mappers/bybit.ts

@@ -1,3 +1,4 @@
+import { upperCaseSymbols } from '../handy'
 import { BookChange, DerivativeTicker, Exchange, Liquidation, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
@@ -14,6 +15,8 @@ export class BybitTradesMapper implements Mapper<'bybit', Trade> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -57,6 +60,8 @@ export class BybitBookChangeMapper implements Mapper<'bybit', BookChange> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     if (this._canUseBook200Channel) {
       return [
         {
@@ -117,6 +122,8 @@ export class BybitDerivativeTickerMapper implements Mapper<'bybit', DerivativeTi
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'instrument_info',
@@ -137,7 +144,9 @@ export class BybitDerivativeTickerMapper implements Mapper<'bybit', DerivativeTi
       instrumentInfo.predicted_funding_rate_e6 !== undefined ? instrumentInfo.predicted_funding_rate_e6 / 1000000 : undefined
     )
     pendingTickerInfo.updateFundingTimestamp(
-      instrumentInfo.next_funding_time !== undefined ? new Date(instrumentInfo.next_funding_time) : undefined
+      instrumentInfo.next_funding_time !== undefined && new Date(instrumentInfo.next_funding_time).valueOf() > 0
+        ? new Date(instrumentInfo.next_funding_time)
+        : undefined
     )
 
     if (instrumentInfo.index_price !== undefined) {
@@ -190,6 +199,8 @@ export class BybitLiquidationsMapper implements Mapper<'bybit', Liquidation> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'liquidation',

package/src/mappers/coinbase.ts

@@ -1,6 +1,6 @@
+import { parseμs, upperCaseSymbols } from '../handy'
 import { BookChange, BookPriceLevel, BookTicker, Trade } from '../types'
 import { Mapper } from './mapper'
-import { parseμs } from '../handy'
 
 // https://docs.pro.coinbase.com/#websocket-feed
 
@@ -10,6 +10,8 @@ export const coinbaseTradesMapper: Mapper<'coinbase', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'match',
@@ -69,6 +71,8 @@ export class CoinbaseBookChangMapper implements Mapper<'coinbase', BookChange> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'snapshot',
@@ -128,6 +132,8 @@ export const coinbaseBookTickerMapper: Mapper<'coinbase', BookTicker> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',

package/src/mappers/coinflex.ts

@@ -1,4 +1,5 @@
-import { BookChange, Trade, DerivativeTicker } from '../types'
+import { upperCaseSymbols } from '../handy'
+import { BookChange, DerivativeTicker, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 // https://docs.coinflex.com/v2/#websocket-api-subscriptions-public
@@ -9,6 +10,8 @@ export const coinflexTradesMapper: Mapper<'coinflex', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -47,6 +50,8 @@ export const coinflexBookChangeMapper: Mapper<'coinflex', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'futures/depth',
@@ -79,6 +84,8 @@ export class CoinflexDerivativeTickerMapper implements Mapper<'coinflex', Deriva
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',

package/src/mappers/cryptofacilities.ts

@@ -1,4 +1,5 @@
-import { BookChange, DerivativeTicker, Liquidation, BookTicker, Trade } from '../types'
+import { upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 // https://www.cryptofacilities.com/resources/hc/en-us/categories/115000132213-API
@@ -9,6 +10,8 @@ export const cryptofacilitiesTradesMapper: Mapper<'cryptofacilities', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -42,6 +45,8 @@ export const cryptofacilitiesBookChangeMapper: Mapper<'cryptofacilities', BookCh
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'book',
@@ -96,6 +101,8 @@ export class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofac
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',
@@ -130,6 +137,8 @@ export const cryptofacilitiesLiquidationsMapper: Mapper<'cryptofacilities', Liqu
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -159,6 +168,8 @@ export const cryptofacilitiesBookTickerMapper: Mapper<'cryptofacilities', BookTi
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',

package/src/mappers/delta.ts

@@ -1,5 +1,6 @@
+import { upperCaseSymbols } from '../handy'
+import { BookChange, DerivativeTicker, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
-import { Trade, BookChange, DerivativeTicker } from '../types'
 
 const fromMicroSecondsToDate = (micros: number) => {
   const timestamp = new Date(micros / 1000)
@@ -16,6 +17,8 @@ export class DeltaTradesMapper implements Mapper<'delta', Trade> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
@@ -52,6 +55,8 @@ export const deltaBookChangeMapper: Mapper<'delta', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'l2_orderbook',
@@ -88,6 +93,8 @@ export class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTi
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: this._useV2Channels ? 'all_trades' : 'recent_trade',

package/src/mappers/deribit.ts

@@ -1,5 +1,5 @@
-import { asNumberIfValid } from '../handy'
-import { BookChange, DerivativeTicker, Trade, OptionSummary, Liquidation, BookTicker } from '../types'
+import { asNumberIfValid, upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 // https://docs.deribit.com/v2/#subscriptions
@@ -15,6 +15,8 @@ export const deribitTradesMapper: Mapper<'deribit', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trades',
@@ -58,6 +60,8 @@ export const deribitBookChangeMapper: Mapper<'deribit', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'book',
@@ -98,6 +102,8 @@ export class DeribitDerivativeTickerMapper implements Mapper<'deribit', Derivati
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',
@@ -125,6 +131,8 @@ export class DeribitDerivativeTickerMapper implements Mapper<'deribit', Derivati
 
 export class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSummary> {
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',
@@ -205,6 +213,8 @@ export const deribitLiquidationsMapper: Mapper<'deribit', Liquidation> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trades',
@@ -251,6 +261,8 @@ export const deribitBookTickerMapper: Mapper<'deribit', BookTicker> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',

package/src/mappers/dydx.ts

@@ -1,5 +1,6 @@
+import { upperCaseSymbols } from '../handy'
+import { BookChange, BookPriceLevel, DerivativeTicker, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
-import { Trade, BookChange, DerivativeTicker, BookPriceLevel } from '../types'
 
 export class DydxTradesMapper implements Mapper<'dydx', Trade> {
   canHandle(message: DyDxTrade) {
@@ -7,6 +8,8 @@ export class DydxTradesMapper implements Mapper<'dydx', Trade> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'v3_trades',
@@ -40,6 +43,8 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'v3_orderbook',
@@ -140,6 +145,8 @@ export class DydxDerivativeTickerMapper implements Mapper<'dydx', DerivativeTick
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'v3_markets',

package/src/mappers/ftx.ts

@@ -1,5 +1,5 @@
-import { asNumberIfValid, parseμs } from '../handy'
-import { BookChange, Trade, DerivativeTicker, Exchange, Liquidation, BookTicker } from '../types'
+import { asNumberIfValid, parseμs, upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 // https://docs.ftx.com/#websocket-api
@@ -16,6 +16,8 @@ export class FTXTradesMapper implements Mapper<'ftx' | 'ftx-us', Trade> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trades',
@@ -63,6 +65,8 @@ export class FTXBookChangeMapper implements Mapper<'ftx' | 'ftx-us', BookChange>
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'orderbook',
@@ -107,6 +111,8 @@ export class FTXDerivativeTickerMapper implements Mapper<'ftx', DerivativeTicker
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'instrument',
@@ -146,6 +152,8 @@ export class FTXLiquidationsMapper implements Mapper<'ftx', Liquidation> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trades',
@@ -188,6 +196,8 @@ export class FTXBookTickerMapper implements Mapper<'ftx' | 'ftx-us', BookTicker>
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'ticker',

package/src/mappers/gateio.ts

@@ -1,3 +1,4 @@
+import { upperCaseSymbols } from '../handy'
 import { BookChange, Exchange, Trade } from '../types'
 import { Mapper } from './mapper'
 
@@ -13,6 +14,8 @@ export class GateIOTradesMapper implements Mapper<'gate-io', Trade> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trades',
@@ -64,6 +67,8 @@ export class GateIOBookChangeMapper implements Mapper<'gate-io', BookChange> {
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'depth',

package/src/mappers/gateiofutures.ts

@@ -1,4 +1,5 @@
-import { BookChange, Exchange, Trade, DerivativeTicker } from '../types'
+import { upperCaseSymbols } from '../handy'
+import { BookChange, DerivativeTicker, Exchange, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 // https://www.gate.io/docs/futures/ws/index.html
@@ -11,6 +12,8 @@ export class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trad
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trades',
@@ -52,6 +55,8 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'order_book',
@@ -97,6 +102,8 @@ export class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-futu
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'tickers',

package/src/mappers/gemini.ts

@@ -1,3 +1,4 @@
+import { upperCaseSymbols } from '../handy'
 import { BookChange, Trade } from '../types'
 import { Mapper } from './mapper'
 
@@ -9,6 +10,8 @@ export const geminiTradesMapper: Mapper<'gemini', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -45,6 +48,8 @@ export const geminiBookChangeMapper: Mapper<'gemini', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'l2_updates',

package/src/mappers/hitbtc.ts

@@ -1,3 +1,4 @@
+import { upperCaseSymbols } from '../handy'
 import { BookChange, Trade } from '../types'
 import { Mapper } from './mapper'
 
@@ -9,6 +10,8 @@ export const hitBtcTradesMapper: Mapper<'hitbtc', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'updateTrades',
@@ -50,6 +53,8 @@ export const hitBtcBookChangeMapper: Mapper<'hitbtc', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'snapshotOrderbook',

package/src/mappers/huobi.ts

@@ -1,6 +1,6 @@
-import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Liquidation, OptionSummary, Trade, BookTicker } from '../types'
+import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, OptionSummary, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
-import { asNumberIfValid, CircularBuffer } from '../handy'
 
 // https://huobiapi.github.io/docs/spot/v1/en/#websocket-market-data
 // https://github.com/huobiapi/API_Docs_en/wiki/WS_api_reference_en
@@ -228,7 +228,7 @@ function normalizeSymbols(symbols?: string[]) {
     return symbols.map((s) => {
       // huobi-dm and huobi-dm-swap expect symbols to be upper cased
       if (s.includes('_') || s.includes('-')) {
-        return s
+        return s.toUpperCase()
       }
       // huobi global expects lower cased symbols
       return s.toLowerCase()
@@ -255,6 +255,8 @@ export class HuobiDerivativeTickerMapper implements Mapper<'huobi-dm' | 'huobi-d
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     const filters: FilterForExchange['huobi-dm-swap'][] = [
       {
         channel: 'basis',
@@ -335,6 +337,8 @@ export class HuobiLiquidationsMapper implements Mapper<'huobi-dm' | 'huobi-dm-sw
   }
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     if (this._exchange === 'huobi-dm') {
       // huobi-dm for liquidations requires prividing different symbols which are indexes names for example 'BTC' or 'ETH'
       // not futures names like 'BTC_NW'

package/src/mappers/kraken.ts

@@ -1,4 +1,4 @@
-import { asNumberIfValid } from '../handy'
+import { asNumberIfValid, upperCaseSymbols } from '../handy'
 import { BookChange, BookTicker, Trade } from '../types'
 import { Mapper } from './mapper'
 
@@ -15,6 +15,8 @@ export const krakenTradesMapper: Mapper<'kraken', Trade> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'trade',
@@ -73,6 +75,8 @@ export const krakenBookChangeMapper: Mapper<'kraken', BookChange> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'book',
@@ -129,6 +133,8 @@ export const krakenBookTickerMapper: Mapper<'kraken', BookTicker> = {
   },
 
   getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
     return [
       {
         channel: 'spread',