tardis-dev 13.1.5 → 13.1.9
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/mappers/bitmex.d.ts +1 -0
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitmex.js +13 -1
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/ftx.js +12 -2
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/kraken.js +2 -2
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/mapper.d.ts +1 -0
- package/dist/mappers/mapper.d.ts.map +1 -1
- package/dist/mappers/mapper.js +3 -0
- package/dist/mappers/mapper.js.map +1 -1
- package/dist/realtimefeeds/deribit.d.ts.map +1 -1
- package/dist/realtimefeeds/deribit.js +1 -5
- package/dist/realtimefeeds/deribit.js.map +1 -1
- package/package.json +1 -1
- package/src/mappers/bitmex.ts +14 -1
- package/src/mappers/ftx.ts +16 -2
- package/src/mappers/kraken.ts +2 -2
- package/src/mappers/mapper.ts +4 -0
- package/src/realtimefeeds/deribit.ts +2 -5
package/dist/mappers/bitmex.d.ts
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"bitmex.d.ts","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,UAAU,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC1H,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,kBAAkB,EAAE,MAAM,CAAC,QAAQ,EAAE,KAAK,CAiCtD,CAAA;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IACzE,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAAiC;IAEpE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,wBAAwB,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;
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1
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+
{"version":3,"file":"bitmex.d.ts","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,UAAU,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC1H,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,kBAAkB,EAAE,MAAM,CAAC,QAAQ,EAAE,KAAK,CAiCtD,CAAA;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IACzE,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAAiC;IAEpE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,wBAAwB,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAmG7G;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,QAAQ,EAAE,gBAAgB,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,iBAAiB;IAIpC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,wBAAwB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAgClG;AAED,eAAO,MAAM,wBAAwB,EAAE,MAAM,CAAC,QAAQ,EAAE,WAAW,CAiClE,CAAA;AAED,eAAO,MAAM,sBAAsB,EAAE,MAAM,CAAC,QAAQ,EAAE,UAAU,CAkC/D,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,KAAK,EAAE,iBAAiB,CAAC,QAAQ,CAAC,CAAC,SAAS,CAAC,CAAA;IAC7C,MAAM,EAAE,SAAS,GAAG,QAAQ,GAAG,QAAQ,GAAG,QAAQ,CAAA;CACnD,CAAA;AAeD,aAAK,gBAAgB,GAAG;IACtB,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,CAAC,EAAE,MAAM,GAAG,QAAQ,GAAG,UAAU,GAAG,SAAS,CAAA;IAClD,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAC5B,WAAW,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAC3B,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACzB,qBAAqB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrC,qBAAqB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IACrC,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAA;IAChC,SAAS,CAAC,EAAE,MAAM,CAAA;CACnB,CAAA;AAED,aAAK,wBAAwB,GAAG,iBAAiB,GAAG;IAClD,KAAK,EAAE,YAAY,CAAA;IACnB,IAAI,EAAE,gBAAgB,EAAE,CAAA;CACzB,CAAA;AAED,aAAK,wBAAwB,GAAG,iBAAiB,GAAG;IAClD,KAAK,EAAE,aAAa,CAAA;IACpB,MAAM,CAAC,EAAE;QAAE,MAAM,CAAC,EAAE,MAAM,CAAA;KAAE,CAAA;IAC5B,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,EAAE,EAAE,MAAM,CAAA;QACV,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;QACpB,IAAI,CAAC,EAAE,MAAM,CAAA;QACb,KAAK,CAAC,EAAE,MAAM,CAAA;QACd,SAAS,CAAC,EAAE,MAAM,CAAA;KACnB,EAAE,CAAA;CACJ,CAAA"}
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package/dist/mappers/bitmex.js
CHANGED
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@@ -87,7 +87,19 @@ class BitmexBookChangeMapper {
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87
87
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for (let symbol in bitmexBookMessagesGrouppedBySymbol) {
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const bids = [];
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const asks = [];
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90
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+
let latestBitmexTimestamp = undefined;
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90
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for (const item of bitmexBookMessagesGrouppedBySymbol[symbol]) {
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92
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+
if (item.timestamp !== undefined) {
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93
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const priceLevelTimestamp = new Date(item.timestamp);
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94
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if (latestBitmexTimestamp === undefined) {
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95
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latestBitmexTimestamp = priceLevelTimestamp;
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96
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+
}
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else {
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if (priceLevelTimestamp.valueOf() > latestBitmexTimestamp.valueOf()) {
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latestBitmexTimestamp = priceLevelTimestamp;
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}
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}
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102
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+
}
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// https://www.bitmex.com/app/restAPI#OrderBookL2
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104
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if (item.price !== undefined) {
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93
105
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// store the mapping from id to price level if price is specified
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@@ -120,7 +132,7 @@ class BitmexBookChangeMapper {
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120
132
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isSnapshot,
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121
133
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bids,
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asks,
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123
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-
timestamp: localTimestamp,
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135
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+
timestamp: latestBitmexTimestamp !== undefined ? latestBitmexTimestamp : localTimestamp,
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124
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localTimestamp: localTimestamp
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};
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yield bookChange;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"bitmex.js","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAE5D,qCAA0D;AAE1D,mCAAmC;AAEtB,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,IAAI,OAAO,CAAC,MAAM,KAAK,QAAQ,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,mBAAwC,EAAE,cAAoB;QACjE,KAAK,MAAM,WAAW,IAAI,mBAAmB,CAAC,IAAI,EAAE;YAClD,MAAM,KAAK,GAAU;gBACnB,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,WAAW,CAAC,MAAM;gBAC1B,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,WAAW,CAAC,UAAU;gBAC1B,KAAK,EAAE,WAAW,CAAC,KAAK;gBACxB,MAAM,EAAE,WAAW,CAAC,IAAI;gBACxB,IAAI,EAAE,WAAW,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,SAAS;gBAChG,SAAS,EAAE,IAAI,IAAI,CAAC,WAAW,CAAC,SAAS,CAAC;gBAC1C,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,KAAK,CAAA;SACZ;IACH,CAAC;CACF,CAAA;AAED,MAAa,sBAAsB;IAAnC;QACmB,uBAAkB,GAAwB,IAAI,GAAG,EAAE,CAAA;
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1
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+
{"version":3,"file":"bitmex.js","sourceRoot":"","sources":["../../src/mappers/bitmex.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAE5D,qCAA0D;AAE1D,mCAAmC;AAEtB,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,IAAI,OAAO,CAAC,MAAM,KAAK,QAAQ,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,mBAAwC,EAAE,cAAoB;QACjE,KAAK,MAAM,WAAW,IAAI,mBAAmB,CAAC,IAAI,EAAE;YAClD,MAAM,KAAK,GAAU;gBACnB,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,WAAW,CAAC,MAAM;gBAC1B,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,WAAW,CAAC,UAAU;gBAC1B,KAAK,EAAE,WAAW,CAAC,KAAK;gBACxB,MAAM,EAAE,WAAW,CAAC,IAAI;gBACxB,IAAI,EAAE,WAAW,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,SAAS;gBAChG,SAAS,EAAE,IAAI,IAAI,CAAC,WAAW,CAAC,SAAS,CAAC;gBAC1C,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,KAAK,CAAA;SACZ;IACH,CAAC;CACF,CAAA;AAED,MAAa,sBAAsB;IAAnC;QACmB,uBAAkB,GAAwB,IAAI,GAAG,EAAE,CAAA;IAoHtE,CAAC;IAlHC,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,aAAa,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,aAAa;gBACtB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,wBAAkD,EAAE,cAAoB;;QAC3E,IAAI,kCAAkC,CAAA;QACtC,qIAAqI;QACrI,IAAI,wBAAwB,CAAC,MAAM,KAAK,SAAS,EAAE;YACjD,kCAAkC,GAAG,wBAAwB,CAAC,IAAI,CAAC,MAAM,CACvE,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE;gBAChB,IAAI,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE;oBACxB,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;iBACnC;qBAAM;oBACL,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,CAAA;iBACjC;gBAED,OAAO,IAAI,CAAA;YACb,CAAC,EACD,EAEC,CACF,CAAA;YAED,IAAI,wBAAwB,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,IAAI,CAAA,MAAA,wBAAwB,CAAC,MAAM,0CAAE,MAAM,MAAK,SAAS,EAAE;gBACvG,MAAM,aAAa,GAAe;oBAChC,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,MAAA,wBAAwB,CAAC,MAAM,0CAAE,MAAO;oBAChD,QAAQ,EAAE,QAAQ;oBAClB,UAAU,EAAE,IAAI;oBAChB,IAAI,EAAE,EAAE;oBACR,IAAI,EAAE,EAAE;oBACR,SAAS,EAAE,cAAc;oBACzB,cAAc,EAAE,cAAc;iBAC/B,CAAA;gBAED,MAAM,aAAa,CAAA;aACpB;SACF;aAAM;YACL,+EAA+E;YAC/E,kCAAkC,GAAG;gBACnC,CAAC,wBAAwB,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,wBAAwB,CAAC,IAAI;aACzE,CAAA;SACF;QAED,KAAK,IAAI,MAAM,IAAI,kCAAkC,EAAE;YACrD,MAAM,IAAI,GAAqB,EAAE,CAAA;YACjC,MAAM,IAAI,GAAqB,EAAE,CAAA;YACjC,IAAI,qBAAqB,GAAqB,SAAS,CAAA;YAEvD,KAAK,MAAM,IAAI,IAAI,kCAAkC,CAAC,MAAM,CAAC,EAAE;gBAC7D,IAAI,IAAI,CAAC,SAAS,KAAK,SAAS,EAAE;oBAChC,MAAM,mBAAmB,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;oBACpD,IAAI,qBAAqB,KAAK,SAAS,EAAE;wBACvC,qBAAqB,GAAG,mBAAmB,CAAA;qBAC5C;yBAAM;wBACL,IAAI,mBAAmB,CAAC,OAAO,EAAE,GAAG,qBAAqB,CAAC,OAAO,EAAE,EAAE;4BACnE,qBAAqB,GAAG,mBAAmB,CAAA;yBAC5C;qBACF;iBACF;gBAED,iDAAiD;gBACjD,IAAI,IAAI,CAAC,KAAK,KAAK,SAAS,EAAE;oBAC5B,iEAAiE;oBACjE,2CAA2C;oBAC3C,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,EAAE,IAAI,CAAC,KAAK,CAAC,CAAA;iBACjD;gBACD,MAAM,KAAK,GAAG,IAAI,CAAC,kBAAkB,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAAC,CAAA;gBAClD,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,IAAI,CAAC,CAAA,CAAC,6CAA6C;gBAC3E,0GAA0G;gBAC1G,IAAI,KAAK,KAAK,SAAS,EAAE;oBACvB,SAAQ;iBACT;gBAED,IAAI,IAAI,CAAC,IAAI,KAAK,KAAK,EAAE;oBACvB,IAAI,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC,CAAA;iBAC7B;qBAAM;oBACL,IAAI,CAAC,IAAI,CAAC,EAAE,KAAK,EAAE,MAAM,EAAE,CAAC,CAAA;iBAC7B;gBACD,qCAAqC;gBACrC,IAAI,wBAAwB,CAAC,MAAM,KAAK,QAAQ,EAAE;oBAChD,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAA;iBACxC;aACF;YAED,MAAM,UAAU,GAAG,wBAAwB,CAAC,MAAM,KAAK,SAAS,CAAA;YAEhE,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,EAAE;gBACpD,MAAM,UAAU,GAAe;oBAC7B,IAAI,EAAE,aAAa;oBACnB,MAAM;oBACN,QAAQ,EAAE,QAAQ;oBAClB,UAAU;oBACV,IAAI;oBACJ,IAAI;oBACJ,SAAS,EAAE,qBAAqB,KAAK,SAAS,CAAC,CAAC,CAAC,qBAAqB,CAAC,CAAC,CAAC,cAAc;oBACvF,cAAc,EAAE,cAAc;iBAC/B,CAAA;gBAED,MAAM,UAAU,CAAA;aACjB;SACF;IACH,CAAC;CACF;AArHD,wDAqHC;AAED,MAAa,4BAA4B;IAAzC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAiD1E,CAAC;IA/CC,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,YAAY,CAAA;IACvC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAiC,EAAE,cAAoB;QAC1D,KAAK,MAAM,gBAAgB,IAAI,OAAO,CAAC,IAAI,EAAE;YAC3C,uCAAuC;YACvC,yEAAyE;YACzE,uDAAuD;YACvD,MAAM,MAAM,GAAG,gBAAgB,CAAC,KAAK,KAAK,SAAS,IAAI,gBAAgB,CAAC,KAAK,KAAK,MAAM,IAAI,gBAAgB,CAAC,KAAK,KAAK,QAAQ,CAAA;YAC/H,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAA;YAC9C,MAAM,cAAc,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,gBAAgB,CAAC,MAAM,CAAC,CAAA;YAEjG,IAAI,CAAC,SAAS,IAAI,cAAc,CAAC,IAAI,MAAM,EAAE;gBAC3C,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,gBAAgB,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;gBAE9G,iBAAiB,CAAC,iBAAiB,CAAC,gBAAgB,CAAC,WAAW,CAAC,CAAA;gBACjE,iBAAiB,CAAC,0BAA0B,CAAC,gBAAgB,CAAC,qBAAqB,CAAC,CAAA;gBACpF,iBAAiB,CAAC,sBAAsB,CACtC,gBAAgB,CAAC,gBAAgB,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,CAAC,CAAC,CAAC,SAAS,CAC5F,CAAA;gBACD,iBAAiB,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,qBAAqB,CAAC,CAAA;gBAC1E,iBAAiB,CAAC,eAAe,CAAC,gBAAgB,CAAC,SAAS,CAAC,CAAA;gBAC7D,iBAAiB,CAAC,kBAAkB,CAAC,gBAAgB,CAAC,YAAY,CAAC,CAAA;gBACnE,iBAAiB,CAAC,eAAe,CAAC,gBAAgB,CAAC,SAAS,CAAC,CAAA;gBAE7D,IAAI,gBAAgB,CAAC,SAAS,KAAK,SAAS,EAAE;oBAC5C,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,gBAAgB,CAAC,SAAS,CAAC,CAAC,CAAA;iBACxE;gBAED,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;oBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;iBACpD;aACF;SACF;IACH,CAAC;CACF;AAlDD,oEAkDC;AAEY,QAAA,wBAAwB,GAAkC;IACrE,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,aAAa,IAAI,OAAO,CAAC,MAAM,KAAK,QAAQ,CAAA;IACvE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,aAAa;gBACtB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,wBAA2C,EAAE,cAAoB;QACpE,KAAK,MAAM,iBAAiB,IAAI,wBAAwB,CAAC,IAAI,EAAE;YAC7D,MAAM,WAAW,GAAgB;gBAC/B,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,iBAAiB,CAAC,MAAM;gBAChC,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,iBAAiB,CAAC,OAAO;gBAC7B,KAAK,EAAE,iBAAiB,CAAC,KAAK;gBAC9B,MAAM,EAAE,iBAAiB,CAAC,SAAS;gBACnC,IAAI,EAAE,iBAAiB,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACvD,SAAS,EAAE,cAAc;gBACzB,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,WAAW,CAAA;SAClB;IACH,CAAC;CACF,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA0B;QAClC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,IAAI,OAAO,CAAC,MAAM,KAAK,QAAQ,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,kBAA+B,EAAE,cAAoB;QACxD,KAAK,MAAM,WAAW,IAAI,kBAAkB,CAAC,IAAI,EAAE;YACjD,MAAM,MAAM,GAAe;gBACzB,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,WAAW,CAAC,MAAM;gBAC1B,QAAQ,EAAE,QAAQ;gBAClB,SAAS,EAAE,IAAA,uBAAe,EAAC,WAAW,CAAC,OAAO,CAAC;gBAC/C,QAAQ,EAAE,IAAA,uBAAe,EAAC,WAAW,CAAC,QAAQ,CAAC;gBAE/C,QAAQ,EAAE,IAAA,uBAAe,EAAC,WAAW,CAAC,QAAQ,CAAC;gBAC/C,SAAS,EAAE,IAAA,uBAAe,EAAC,WAAW,CAAC,OAAO,CAAC;gBAC/C,SAAS,EAAE,IAAI,IAAI,CAAC,WAAW,CAAC,SAAS,CAAC;gBAC1C,cAAc,EAAE,cAAc;aAC/B,CAAA;YAED,MAAM,MAAM,CAAA;SACb;IACH,CAAC;CACF,CAAA"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ftx.d.ts","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACjG,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,eAAgB,YAAW,MAAM,CAAC,KAAK,GAAG,QAAQ,EAAE,KAAK,CAAC;IACzD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,SAAS,GAAG,YAAY;IAQ3C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,SAAS,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAkB1E;AAED,eAAO,MAAM,YAAY;;;CAKxB,CAAA;AAED,qBAAa,mBAAoB,YAAW,MAAM,CAAC,KAAK,GAAG,QAAQ,EAAE,UAAU,CAAC;IAClE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,SAAS,GAAG,YAAY;IAQ3C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,YAAY,EAAE,YAAY,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAoBrF;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,KAAK,EAAE,gBAAgB,CAAC;IAGnE,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,aAAa;IAQhC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,aAAa,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;
|
|
1
|
+
{"version":3,"file":"ftx.d.ts","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACjG,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,eAAgB,YAAW,MAAM,CAAC,KAAK,GAAG,QAAQ,EAAE,KAAK,CAAC;IACzD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,SAAS,GAAG,YAAY;IAQ3C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,SAAS,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAkB1E;AAED,eAAO,MAAM,YAAY;;;CAKxB,CAAA;AAED,qBAAa,mBAAoB,YAAW,MAAM,CAAC,KAAK,GAAG,QAAQ,EAAE,UAAU,CAAC;IAClE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,SAAS,GAAG,YAAY;IAQ3C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,YAAY,EAAE,YAAY,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAoBrF;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,KAAK,EAAE,gBAAgB,CAAC;IAGnE,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,aAAa;IAQhC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,aAAa,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAiCvF;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,KAAK,EAAE,WAAW,CAAC;IACtE,SAAS,CAAC,OAAO,EAAE,SAAS,GAAG,YAAY;IAQ3C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,SAAS,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAoBhF;AAED,qBAAa,mBAAoB,YAAW,MAAM,CAAC,KAAK,GAAG,QAAQ,EAAE,UAAU,CAAC;IAClE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,SAAS;IAQ5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,SAAS,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAoB/E;AAED,aAAK,SAAS,GAAG;IACf,OAAO,EAAE,QAAQ,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,QAAQ,CAAA;IACd,IAAI,EAAE;QACJ,EAAE,EAAE,MAAM,GAAG,IAAI,CAAA;QACjB,KAAK,EAAE,MAAM,CAAA;QACb,IAAI,EAAE,MAAM,CAAA;QACZ,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;QACpB,IAAI,EAAE,MAAM,CAAA;QACZ,WAAW,CAAC,EAAE,OAAO,CAAA;KACtB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,YAAY,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAEpC,aAAK,YAAY,GAAG;IAClB,OAAO,EAAE,WAAW,CAAA;IACpB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,QAAQ,GAAG,SAAS,CAAA;IAC1B,IAAI,EAAE;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,YAAY,EAAE,CAAC;QAAC,IAAI,EAAE,YAAY,EAAE,CAAA;KAAE,CAAA;CACnE,CAAA;AAED,aAAK,aAAa,GAAG;IACnB,OAAO,EAAE,YAAY,CAAA;IACrB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,QAAQ,CAAA;IACd,IAAI,EAAE;QACJ,KAAK,EAAE;YACL,eAAe,CAAC,EAAE,MAAM,CAAA;YACxB,eAAe,CAAC,EAAE,MAAM,CAAA;YACxB,YAAY,EAAE,MAAM,CAAA;SACrB,CAAA;QACD,IAAI,EAAE;YACJ,IAAI,EAAE,MAAM,CAAA;YACZ,IAAI,EAAE,MAAM,CAAA;YACZ,KAAK,EAAE,MAAM,CAAA;SACd,CAAA;KACF,CAAA;CACF,CAAA;AAED,aAAK,SAAS,GAAG;IACf,OAAO,EAAE,QAAQ,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,QAAQ,CAAA;IACd,IAAI,EAAE;QAAE,GAAG,EAAE,MAAM,CAAC;QAAC,GAAG,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,MAAM,CAAC;QAAC,OAAO,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAA;KAAE,CAAA;CACjG,CAAA"}
|
package/dist/mappers/ftx.js
CHANGED
|
@@ -110,8 +110,18 @@ class FTXDerivativeTickerMapper {
|
|
|
110
110
|
*map(message, localTimestamp) {
|
|
111
111
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.market, this._exchange);
|
|
112
112
|
const { stats, info } = message.data;
|
|
113
|
-
|
|
114
|
-
|
|
113
|
+
const currentFundingTimestamp = pendingTickerInfo.getCurrentFundingTimestamp();
|
|
114
|
+
const updatedFundingTimestamp = stats.nextFundingTime !== undefined ? new Date(stats.nextFundingTime) : undefined;
|
|
115
|
+
// due to how instrument info messages are sourced (from REST API) it can sometimes return data that is stale (cached perhaps by the API)
|
|
116
|
+
// let's skip such messages
|
|
117
|
+
const isStaleInfo = updatedFundingTimestamp !== undefined &&
|
|
118
|
+
currentFundingTimestamp !== undefined &&
|
|
119
|
+
currentFundingTimestamp.valueOf() > updatedFundingTimestamp.valueOf();
|
|
120
|
+
if (isStaleInfo) {
|
|
121
|
+
return;
|
|
122
|
+
}
|
|
123
|
+
if (updatedFundingTimestamp !== undefined) {
|
|
124
|
+
pendingTickerInfo.updateFundingTimestamp(updatedFundingTimestamp);
|
|
115
125
|
pendingTickerInfo.updateFundingRate(stats.nextFundingRate);
|
|
116
126
|
}
|
|
117
127
|
pendingTickerInfo.updateIndexPrice(info.index);
|
package/dist/mappers/ftx.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":";;;AAAA,oCAAqE;AAErE,qCAA0D;AAE1D,sCAAsC;AAEtC,MAAa,eAAe;IAC1B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,IAAI,EAAE;YACrC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YACzC,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YAErC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,SAAS,CAAC,MAAM;gBACxB,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS;gBAC1D,KAAK,EAAE,QAAQ,CAAC,KAAK;gBACrB,MAAM,EAAE,QAAQ,CAAC,IAAI;gBACrB,IAAI,EAAE,QAAQ,CAAC,IAAI;gBACnB,SAAS;gBACT,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF;AAxCD,0CAwCC;AAEM,MAAM,YAAY,GAAG,CAAC,KAAmB,EAAE,EAAE;IAClD,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IAEvB,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AALY,QAAA,YAAY,gBAKxB;AAED,MAAa,mBAAmB;IAC9B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,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,YAA0B,EAAE,cAAoB;QACnD,MAAM,aAAa,GAAG,YAAY,CAAC,IAAI,KAAK,QAAQ,IAAI,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,IAAI,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,CAAA;QAClI,IAAI,aAAa,EAAE;YACjB,OAAM;SACP;QAED,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;QACzD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAElE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,YAAY,CAAC,MAAM;YAC3B,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,UAAU,EAAE,YAAY,CAAC,IAAI,KAAK,SAAS;YAC3C,IAAI,EAAE,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAY,CAAC;YAC9C,IAAI,EAAE,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAY,CAAC;YAC9C,SAAS;YACT,cAAc;SACf,CAAA;IACH,CAAC;CACF;AA1CD,kDA0CC;AAED,MAAa,yBAAyB;IAGpC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;QAF/B,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAErB,CAAC;IAEpD,SAAS,CAAC,OAAsB;QAC9B,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,CAAA;IACzC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS;aACrF;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAsB,EAAE,cAAoB;QAC/C,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAA;QAC3G,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,OAAO,CAAC,IAAI,CAAA;QAEpC,IAAI,KAAK,CAAC,eAAe,KAAK,SAAS,
|
|
1
|
+
{"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":";;;AAAA,oCAAqE;AAErE,qCAA0D;AAE1D,sCAAsC;AAEtC,MAAa,eAAe;IAC1B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,IAAI,EAAE;YACrC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YACzC,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;YAErC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,SAAS,CAAC,MAAM;gBACxB,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS;gBAC1D,KAAK,EAAE,QAAQ,CAAC,KAAK;gBACrB,MAAM,EAAE,QAAQ,CAAC,IAAI;gBACrB,IAAI,EAAE,QAAQ,CAAC,IAAI;gBACnB,SAAS;gBACT,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF;AAxCD,0CAwCC;AAEM,MAAM,YAAY,GAAG,CAAC,KAAmB,EAAE,EAAE;IAClD,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IAEvB,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AALY,QAAA,YAAY,gBAKxB;AAED,MAAa,mBAAmB;IAC9B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,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,YAA0B,EAAE,cAAoB;QACnD,MAAM,aAAa,GAAG,YAAY,CAAC,IAAI,KAAK,QAAQ,IAAI,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,IAAI,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,KAAK,CAAC,CAAA;QAClI,IAAI,aAAa,EAAE;YACjB,OAAM;SACP;QAED,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;QACzD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,CAAC,IAAI,CAAC,IAAI,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAElE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,YAAY,CAAC,MAAM;YAC3B,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,UAAU,EAAE,YAAY,CAAC,IAAI,KAAK,SAAS;YAC3C,IAAI,EAAE,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAY,CAAC;YAC9C,IAAI,EAAE,YAAY,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,oBAAY,CAAC;YAC9C,SAAS;YACT,cAAc;SACf,CAAA;IACH,CAAC;CACF;AA1CD,kDA0CC;AAED,MAAa,yBAAyB;IAGpC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;QAF/B,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAErB,CAAC;IAEpD,SAAS,CAAC,OAAsB;QAC9B,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,CAAA;IACzC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,GAAG,CAAC,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS;aACrF;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAsB,EAAE,cAAoB;QAC/C,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,MAAM,EAAE,IAAI,CAAC,SAAS,CAAC,CAAA;QAC3G,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,OAAO,CAAC,IAAI,CAAA;QAEpC,MAAM,uBAAuB,GAAG,iBAAiB,CAAC,0BAA0B,EAAE,CAAA;QAC9E,MAAM,uBAAuB,GAAG,KAAK,CAAC,eAAe,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;QAEjH,yIAAyI;QACzI,2BAA2B;QAC3B,MAAM,WAAW,GACf,uBAAuB,KAAK,SAAS;YACrC,uBAAuB,KAAK,SAAS;YACrC,uBAAuB,CAAC,OAAO,EAAE,GAAG,uBAAuB,CAAC,OAAO,EAAE,CAAA;QAEvE,IAAI,WAAW,EAAE;YACf,OAAM;SACP;QAED,IAAI,uBAAuB,KAAK,SAAS,EAAE;YACzC,iBAAiB,CAAC,sBAAsB,CAAC,uBAAuB,CAAC,CAAA;YACjE,iBAAiB,CAAC,iBAAiB,CAAC,KAAK,CAAC,eAAe,CAAC,CAAA;SAC3D;QAED,iBAAiB,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;QAC9C,iBAAiB,CAAC,eAAe,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;QAC5C,iBAAiB,CAAC,eAAe,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;QAC5C,iBAAiB,CAAC,kBAAkB,CAAC,KAAK,CAAC,YAAY,CAAC,CAAA;QACxD,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;QAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;YAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;SACpD;IACH,CAAC;CACF;AAzDD,8DAyDC;AAED,MAAa,qBAAqB;IAChC,SAAS,CAAC,OAAiC;QACzC,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,KAAK,MAAM,QAAQ,IAAI,SAAS,CAAC,IAAI,EAAE;YACrC,IAAI,QAAQ,CAAC,WAAW,EAAE;gBACxB,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;gBACzC,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,QAAQ,CAAC,IAAI,CAAC,CAAA;gBAErC,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,SAAS,CAAC,MAAM;oBACxB,QAAQ,EAAE,KAAK;oBACf,EAAE,EAAE,QAAQ,CAAC,EAAE,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,SAAS;oBAC1D,KAAK,EAAE,QAAQ,CAAC,KAAK;oBACrB,MAAM,EAAE,QAAQ,CAAC,IAAI;oBACrB,IAAI,EAAE,QAAQ,CAAC,IAAI;oBACnB,SAAS;oBACT,cAAc;iBACf,CAAA;aACF;SACF;IACH,CAAC;CACF;AAxCD,sDAwCC;AAED,MAAa,mBAAmB;IAC9B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAkB;QAC1B,IAAI,OAAO,CAAC,IAAI,IAAI,SAAS,EAAE;YAC7B,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,SAAoB,EAAE,cAAoB;QAC7C,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;QACtD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,IAAI,CAAC,IAAI,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAE/D,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,SAAS,CAAC,MAAM;YACxB,QAAQ,EAAE,IAAI,CAAC,SAAS;YAExB,SAAS,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC,IAAI,CAAC,OAAO,CAAC;YAClD,QAAQ,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC,IAAI,CAAC,GAAG,CAAC;YAE7C,QAAQ,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC,IAAI,CAAC,GAAG,CAAC;YAC7C,SAAS,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC,IAAI,CAAC,OAAO,CAAC;YAClD,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF;AA1CD,kDA0CC"}
|
package/dist/mappers/kraken.js
CHANGED
|
@@ -132,8 +132,8 @@ exports.krakenBookTickerMapper = {
|
|
|
132
132
|
exchange: 'kraken',
|
|
133
133
|
askAmount: (0, handy_1.asNumberIfValid)(askVolume),
|
|
134
134
|
askPrice: (0, handy_1.asNumberIfValid)(ask),
|
|
135
|
-
bidPrice: (0, handy_1.asNumberIfValid)(
|
|
136
|
-
bidAmount: (0, handy_1.asNumberIfValid)(
|
|
135
|
+
bidPrice: (0, handy_1.asNumberIfValid)(bid),
|
|
136
|
+
bidAmount: (0, handy_1.asNumberIfValid)(bidVolume),
|
|
137
137
|
timestamp,
|
|
138
138
|
localTimestamp: localTimestamp
|
|
139
139
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAI5D,gDAAgD;AAEnC,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAAqB;QAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,KAAK,OAAO,CAAA;IAC5B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,OAAO,CAAA;QAEvC,KAAK,MAAM,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,MAAM,EAAE;YAChD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;YACjC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAA;YAC/C,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;YAExD,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM;gBACN,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC;gBACpB,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;gBACtB,IAAI,EAAE,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACnC,SAAS;gBACT,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAsB,EAAE,EAAE;IAC9C,MAAM,CAAC,KAAK,EAAE,MAAM,CAAC,GAAG,KAAK,CAAA;IAE7B,OAAO,EAAE,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,CAAA;AACzD,CAAC,CAAA;AAED,MAAM,kBAAkB,GAAG,CAAC,IAAuB,EAAE,IAAuB,EAAQ,EAAE;IACpF,MAAM,gBAAgB,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,EAAE,CAAA;IACpG,MAAM,kBAAkB,GAAG,gBAAgB,CAAC,gBAAgB,CAAC,MAAM,GAAG,CAAC,CAAC,CAAA;IAExE,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,kBAAkB,GAAG,IAAI,CAAC,CAAA;IACrD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,kBAAkB,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;IAE9D,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA8C;QACtD,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA8C,EAAE,cAAoB;QACvE,IAAI,IAAI,IAAI,OAAO,CAAC,CAAC,CAAC,EAAE;YACtB,6BAA6B;YAC7B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,OAAO,CAAA;YAE3C,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,MAAM;gBACd,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,IAAI;gBAEhB,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC1B,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC1B,SAAS,EAAE,kBAAkB,CAAC,EAAE,EAAE,EAAE,CAAC;gBACrC,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;aAAM;YACL,2BAA2B;YAC3B,MAAM,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;YACpD,MAAM,IAAI,GAAG,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;YAClD,MAAM,IAAI,GAAG,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,OAAO,CAAC,CAAC,CAAC,KAAK,QAAQ,IAAI,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;YAEvH,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,KAAK;gBAEjB,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC5B,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC5B,SAAS,EAAE,kBAAkB,CAAC,IAAI,EAAE,IAAI,CAAC;gBACzC,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAAqB;QAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,KAAK,QAAQ,CAAA;IAC7B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE,IAAI,EAAE,SAAS,EAAE,SAAS,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QACzD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;QAEjC,IAAI,YAAY,KAAK,CAAC,EAAE;YACtB,OAAM;SACP;QACD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAA;QAC/C,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAExD,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,CAAC,CAAC;YAClB,QAAQ,EAAE,QAAQ;YAElB,SAAS,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC;YACrC,QAAQ,EAAE,IAAA,uBAAe,EAAC,GAAG,CAAC;YAE9B,QAAQ,EAAE,IAAA,uBAAe,EAAC,
|
|
1
|
+
{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAI5D,gDAAgD;AAEnC,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAAqB;QAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,KAAK,OAAO,CAAA;IAC5B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,OAAO,CAAA;QAEvC,KAAK,MAAM,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,MAAM,EAAE;YAChD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;YACjC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAA;YAC/C,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;YAExD,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM;gBACN,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC;gBACpB,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;gBACtB,IAAI,EAAE,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACnC,SAAS;gBACT,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAsB,EAAE,EAAE;IAC9C,MAAM,CAAC,KAAK,EAAE,MAAM,CAAC,GAAG,KAAK,CAAA;IAE7B,OAAO,EAAE,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,CAAA;AACzD,CAAC,CAAA;AAED,MAAM,kBAAkB,GAAG,CAAC,IAAuB,EAAE,IAAuB,EAAQ,EAAE;IACpF,MAAM,gBAAgB,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,EAAE,CAAA;IACpG,MAAM,kBAAkB,GAAG,gBAAgB,CAAC,gBAAgB,CAAC,MAAM,GAAG,CAAC,CAAC,CAAA;IAExE,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,kBAAkB,GAAG,IAAI,CAAC,CAAA;IACrD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,kBAAkB,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;IAE9D,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA8C;QACtD,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA8C,EAAE,cAAoB;QACvE,IAAI,IAAI,IAAI,OAAO,CAAC,CAAC,CAAC,EAAE;YACtB,6BAA6B;YAC7B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,OAAO,CAAA;YAE3C,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,MAAM;gBACd,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,IAAI;gBAEhB,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC1B,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC1B,SAAS,EAAE,kBAAkB,CAAC,EAAE,EAAE,EAAE,CAAC;gBACrC,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;aAAM;YACL,2BAA2B;YAC3B,MAAM,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;YACpD,MAAM,IAAI,GAAG,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;YAClD,MAAM,IAAI,GAAG,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,OAAO,CAAC,CAAC,CAAC,KAAK,QAAQ,IAAI,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;YAEvH,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,KAAK;gBAEjB,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC5B,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC5B,SAAS,EAAE,kBAAkB,CAAC,IAAI,EAAE,IAAI,CAAC;gBACzC,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAAqB;QAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,KAAK,QAAQ,CAAA;IAC7B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE,IAAI,EAAE,SAAS,EAAE,SAAS,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QACzD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;QAEjC,IAAI,YAAY,KAAK,CAAC,EAAE;YACtB,OAAM;SACP;QACD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAA;QAC/C,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAExD,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,CAAC,CAAC;YAClB,QAAQ,EAAE,QAAQ;YAElB,SAAS,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC;YACrC,QAAQ,EAAE,IAAA,uBAAe,EAAC,GAAG,CAAC;YAE9B,QAAQ,EAAE,IAAA,uBAAe,EAAC,GAAG,CAAC;YAC9B,SAAS,EAAE,IAAA,uBAAe,EAAC,SAAS,CAAC;YACrC,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA"}
|
package/dist/mappers/mapper.d.ts
CHANGED
|
@@ -14,6 +14,7 @@ declare class PendingDerivativeTickerInfo {
|
|
|
14
14
|
private _pendingTicker;
|
|
15
15
|
private _hasChanged;
|
|
16
16
|
constructor(symbol: string, exchange: Exchange);
|
|
17
|
+
getCurrentFundingTimestamp(): Date | undefined;
|
|
17
18
|
updateOpenInterest(openInterest: number | undefined | null): void;
|
|
18
19
|
updateMarkPrice(markPrice: number | undefined | null): void;
|
|
19
20
|
updateFundingRate(fundingRate: number | undefined | null): void;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapper.d.ts","sourceRoot":"","sources":["../../src/mappers/mapper.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,cAAc,EAAE,MAAM,UAAU,CAAA;AAExF,oBAAY,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,cAAc,IAAI;IACjE,SAAS,EAAE,CAAC,OAAO,EAAE,GAAG,KAAK,OAAO,CAAA;IAEpC,GAAG,CAAC,OAAO,EAAE,GAAG,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,CAAC,CAAC,GAAG,SAAS,CAAA;IAExE,UAAU,EAAE,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,KAAK,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;CAC3D,CAAA;AAED,oBAAY,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,cAAc,IAAI,CAAC,QAAQ,EAAE,CAAC,EAAE,cAAc,EAAE,IAAI,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA;AAM7H,qBAAa,uBAAuB;IAClC,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAsD;IAE/E,oBAAoB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ;IASvD,oBAAoB,CAAC,MAAM,EAAE,MAAM;CAG3C;AAED,cAAM,2BAA2B;IAC/B,OAAO,CAAC,cAAc,CAA6B;IACnD,OAAO,CAAC,WAAW,CAAS;gBAEhB,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ;IAmBvC,kBAAkB,CAAC,YAAY,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAW1D,eAAe,CAAC,SAAS,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWpD,iBAAiB,CAAC,WAAW,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWxD,0BAA0B,CAAC,oBAAoB,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAW1E,sBAAsB,CAAC,gBAAgB,EAAE,IAAI,GAAG,SAAS,GAAG,IAAI;IAchE,gBAAgB,CAAC,UAAU,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWtD,eAAe,CAAC,SAAS,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWpD,eAAe,CAAC,SAAS,EAAE,IAAI;IAM/B,UAAU;IAIV,WAAW,CAAC,cAAc,EAAE,IAAI,GAAG,gBAAgB;CAU3D"}
|
|
1
|
+
{"version":3,"file":"mapper.d.ts","sourceRoot":"","sources":["../../src/mappers/mapper.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,cAAc,EAAE,MAAM,UAAU,CAAA;AAExF,oBAAY,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,cAAc,IAAI;IACjE,SAAS,EAAE,CAAC,OAAO,EAAE,GAAG,KAAK,OAAO,CAAA;IAEpC,GAAG,CAAC,OAAO,EAAE,GAAG,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,CAAC,CAAC,GAAG,SAAS,CAAA;IAExE,UAAU,EAAE,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,KAAK,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;CAC3D,CAAA;AAED,oBAAY,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,cAAc,IAAI,CAAC,QAAQ,EAAE,CAAC,EAAE,cAAc,EAAE,IAAI,KAAK,MAAM,CAAC,CAAC,EAAE,CAAC,CAAC,CAAA;AAM7H,qBAAa,uBAAuB;IAClC,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAsD;IAE/E,oBAAoB,CAAC,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ;IASvD,oBAAoB,CAAC,MAAM,EAAE,MAAM;CAG3C;AAED,cAAM,2BAA2B;IAC/B,OAAO,CAAC,cAAc,CAA6B;IACnD,OAAO,CAAC,WAAW,CAAS;gBAEhB,MAAM,EAAE,MAAM,EAAE,QAAQ,EAAE,QAAQ;IAmBvC,0BAA0B;IAI1B,kBAAkB,CAAC,YAAY,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAW1D,eAAe,CAAC,SAAS,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWpD,iBAAiB,CAAC,WAAW,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWxD,0BAA0B,CAAC,oBAAoB,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAW1E,sBAAsB,CAAC,gBAAgB,EAAE,IAAI,GAAG,SAAS,GAAG,IAAI;IAchE,gBAAgB,CAAC,UAAU,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWtD,eAAe,CAAC,SAAS,EAAE,MAAM,GAAG,SAAS,GAAG,IAAI;IAWpD,eAAe,CAAC,SAAS,EAAE,IAAI;IAM/B,UAAU;IAIV,WAAW,CAAC,cAAc,EAAE,IAAI,GAAG,gBAAgB;CAU3D"}
|
package/dist/mappers/mapper.js
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"mapper.js","sourceRoot":"","sources":["../../src/mappers/mapper.ts"],"names":[],"mappings":";;;AAcA,MAAM,iBAAiB,GAAG,CAAC,KAAuC,EAA6B,EAAE,CAAC,KAAK,KAAK,SAAS,IAAI,KAAK,KAAK,IAAI,CAAA;AAEvI,MAAa,uBAAuB;IAApC;QACmB,oBAAe,GAA6C,IAAI,GAAG,EAAE,CAAA;IAcxF,CAAC;IAZQ,oBAAoB,CAAC,MAAc,EAAE,QAAkB;QAC5D,IAAI,iBAAiB,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QACxD,IAAI,iBAAiB,KAAK,SAAS,EAAE;YACnC,iBAAiB,GAAG,IAAI,2BAA2B,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;YACrE,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,EAAE,iBAAiB,CAAC,CAAA;SACpD;QAED,OAAO,iBAAiB,CAAA;IAC1B,CAAC;IACM,oBAAoB,CAAC,MAAc;QACxC,OAAO,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;IACzC,CAAC;CACF;AAfD,0DAeC;AAED,MAAM,2BAA2B;IAI/B,YAAY,MAAc,EAAE,QAAkB;QAC5C,IAAI,CAAC,cAAc,GAAG;YACpB,IAAI,EAAE,mBAAmB;YACzB,MAAM;YACN,QAAQ;YACR,SAAS,EAAE,SAAS;YACpB,YAAY,EAAE,SAAS;YACvB,WAAW,EAAE,SAAS;YACtB,gBAAgB,EAAE,SAAS;YAC3B,oBAAoB,EAAE,SAAS;YAC/B,UAAU,EAAE,SAAS;YACrB,SAAS,EAAE,SAAS;YACpB,SAAS,EAAE,SAAgB;YAC3B,cAAc,EAAE,IAAI,IAAI,EAAE;SAC3B,CAAA;QAED,IAAI,CAAC,WAAW,GAAG,KAAK,CAAA;IAC1B,CAAC;IAEM,kBAAkB,CAAC,YAAuC;QAC/D,IAAI,iBAAiB,CAAC,YAAY,CAAC,EAAE;YACnC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,YAAY,KAAK,YAAY,EAAE;YACrD,IAAI,CAAC,cAAc,CAAC,YAAY,GAAG,YAAY,CAAA;YAC/C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,eAAe,CAAC,SAAoC;QACzD,IAAI,iBAAiB,CAAC,SAAS,CAAC,EAAE;YAChC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,EAAE;YAC/C,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,SAAS,CAAA;YACzC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,iBAAiB,CAAC,WAAsC;QAC7D,IAAI,iBAAiB,CAAC,WAAW,CAAC,EAAE;YAClC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,WAAW,KAAK,WAAW,EAAE;YACnD,IAAI,CAAC,cAAc,CAAC,WAAW,GAAG,WAAW,CAAA;YAC7C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,0BAA0B,CAAC,oBAA+C;QAC/E,IAAI,iBAAiB,CAAC,oBAAoB,CAAC,EAAE;YAC3C,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,oBAAoB,KAAK,oBAAoB,EAAE;YACrE,IAAI,CAAC,cAAc,CAAC,oBAAoB,GAAG,oBAAoB,CAAA;YAC/D,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,sBAAsB,CAAC,gBAAyC;QACrE,IAAI,iBAAiB,CAAC,gBAAgB,CAAC,EAAE;YACvC,OAAM;SACP;QAED,IACE,IAAI,CAAC,cAAc,CAAC,gBAAgB,KAAK,SAAS;YAClD,IAAI,CAAC,cAAc,CAAC,gBAAgB,CAAC,OAAO,EAAE,KAAK,gBAAgB,CAAC,OAAO,EAAE,EAC7E;YACA,IAAI,CAAC,cAAc,CAAC,gBAAgB,GAAG,gBAAgB,CAAA;YACvD,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,gBAAgB,CAAC,UAAqC;QAC3D,IAAI,iBAAiB,CAAC,UAAU,CAAC,EAAE;YACjC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,UAAU,KAAK,UAAU,EAAE;YACjD,IAAI,CAAC,cAAc,CAAC,UAAU,GAAG,UAAU,CAAA;YAC3C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,eAAe,CAAC,SAAoC;QACzD,IAAI,iBAAiB,CAAC,SAAS,CAAC,EAAE;YAChC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,EAAE;YAC/C,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,SAAS,CAAA;YACzC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,eAAe,CAAC,SAAe;QACpC,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,CAAC,OAAO,EAAE,IAAI,SAAS,CAAC,OAAO,EAAE,EAAE;YACjH,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,SAAS,CAAA;SAC1C;IACH,CAAC;IAEM,UAAU;QACf,OAAO,IAAI,CAAC,WAAW,CAAA;IACzB,CAAC;IAEM,WAAW,CAAC,cAAoB;QACrC,IAAI,CAAC,WAAW,GAAG,KAAK,CAAA;QACxB,IAAI,CAAC,cAAc,CAAC,cAAc,GAAG,cAAc,CAAA;QAEnD,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,EAAE;YAC/C,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,cAAc,CAAA;SAC/C;QAED,OAAO,EAAE,GAAG,IAAI,CAAC,cAAc,EAAE,CAAA;IACnC,CAAC;CACF"}
|
|
1
|
+
{"version":3,"file":"mapper.js","sourceRoot":"","sources":["../../src/mappers/mapper.ts"],"names":[],"mappings":";;;AAcA,MAAM,iBAAiB,GAAG,CAAC,KAAuC,EAA6B,EAAE,CAAC,KAAK,KAAK,SAAS,IAAI,KAAK,KAAK,IAAI,CAAA;AAEvI,MAAa,uBAAuB;IAApC;QACmB,oBAAe,GAA6C,IAAI,GAAG,EAAE,CAAA;IAcxF,CAAC;IAZQ,oBAAoB,CAAC,MAAc,EAAE,QAAkB;QAC5D,IAAI,iBAAiB,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QACxD,IAAI,iBAAiB,KAAK,SAAS,EAAE;YACnC,iBAAiB,GAAG,IAAI,2BAA2B,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;YACrE,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,EAAE,iBAAiB,CAAC,CAAA;SACpD;QAED,OAAO,iBAAiB,CAAA;IAC1B,CAAC;IACM,oBAAoB,CAAC,MAAc;QACxC,OAAO,IAAI,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;IACzC,CAAC;CACF;AAfD,0DAeC;AAED,MAAM,2BAA2B;IAI/B,YAAY,MAAc,EAAE,QAAkB;QAC5C,IAAI,CAAC,cAAc,GAAG;YACpB,IAAI,EAAE,mBAAmB;YACzB,MAAM;YACN,QAAQ;YACR,SAAS,EAAE,SAAS;YACpB,YAAY,EAAE,SAAS;YACvB,WAAW,EAAE,SAAS;YACtB,gBAAgB,EAAE,SAAS;YAC3B,oBAAoB,EAAE,SAAS;YAC/B,UAAU,EAAE,SAAS;YACrB,SAAS,EAAE,SAAS;YACpB,SAAS,EAAE,SAAgB;YAC3B,cAAc,EAAE,IAAI,IAAI,EAAE;SAC3B,CAAA;QAED,IAAI,CAAC,WAAW,GAAG,KAAK,CAAA;IAC1B,CAAC;IAEM,0BAA0B;QAC/B,OAAO,IAAI,CAAC,cAAc,CAAC,gBAAgB,CAAA;IAC7C,CAAC;IAEM,kBAAkB,CAAC,YAAuC;QAC/D,IAAI,iBAAiB,CAAC,YAAY,CAAC,EAAE;YACnC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,YAAY,KAAK,YAAY,EAAE;YACrD,IAAI,CAAC,cAAc,CAAC,YAAY,GAAG,YAAY,CAAA;YAC/C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,eAAe,CAAC,SAAoC;QACzD,IAAI,iBAAiB,CAAC,SAAS,CAAC,EAAE;YAChC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,EAAE;YAC/C,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,SAAS,CAAA;YACzC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,iBAAiB,CAAC,WAAsC;QAC7D,IAAI,iBAAiB,CAAC,WAAW,CAAC,EAAE;YAClC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,WAAW,KAAK,WAAW,EAAE;YACnD,IAAI,CAAC,cAAc,CAAC,WAAW,GAAG,WAAW,CAAA;YAC7C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,0BAA0B,CAAC,oBAA+C;QAC/E,IAAI,iBAAiB,CAAC,oBAAoB,CAAC,EAAE;YAC3C,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,oBAAoB,KAAK,oBAAoB,EAAE;YACrE,IAAI,CAAC,cAAc,CAAC,oBAAoB,GAAG,oBAAoB,CAAA;YAC/D,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,sBAAsB,CAAC,gBAAyC;QACrE,IAAI,iBAAiB,CAAC,gBAAgB,CAAC,EAAE;YACvC,OAAM;SACP;QAED,IACE,IAAI,CAAC,cAAc,CAAC,gBAAgB,KAAK,SAAS;YAClD,IAAI,CAAC,cAAc,CAAC,gBAAgB,CAAC,OAAO,EAAE,KAAK,gBAAgB,CAAC,OAAO,EAAE,EAC7E;YACA,IAAI,CAAC,cAAc,CAAC,gBAAgB,GAAG,gBAAgB,CAAA;YACvD,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,gBAAgB,CAAC,UAAqC;QAC3D,IAAI,iBAAiB,CAAC,UAAU,CAAC,EAAE;YACjC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,UAAU,KAAK,UAAU,EAAE;YACjD,IAAI,CAAC,cAAc,CAAC,UAAU,GAAG,UAAU,CAAA;YAC3C,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,eAAe,CAAC,SAAoC;QACzD,IAAI,iBAAiB,CAAC,SAAS,CAAC,EAAE;YAChC,OAAM;SACP;QAED,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,EAAE;YAC/C,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,SAAS,CAAA;YACzC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAA;SACxB;IACH,CAAC;IAEM,eAAe,CAAC,SAAe;QACpC,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,CAAC,OAAO,EAAE,IAAI,SAAS,CAAC,OAAO,EAAE,EAAE;YACjH,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,SAAS,CAAA;SAC1C;IACH,CAAC;IAEM,UAAU;QACf,OAAO,IAAI,CAAC,WAAW,CAAA;IACzB,CAAC;IAEM,WAAW,CAAC,cAAoB;QACrC,IAAI,CAAC,WAAW,GAAG,KAAK,CAAA;QACxB,IAAI,CAAC,cAAc,CAAC,cAAc,GAAG,cAAc,CAAA;QAEnD,IAAI,IAAI,CAAC,cAAc,CAAC,SAAS,KAAK,SAAS,EAAE;YAC/C,IAAI,CAAC,cAAc,CAAC,SAAS,GAAG,cAAc,CAAA;SAC/C;QAED,OAAO,EAAE,GAAG,IAAI,CAAC,cAAc,EAAE,CAAA;IACnC,CAAC;CACF"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AACpD,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,SAAoC;IAEpD,SAAS,CAAC,qBAAqB,EAAE,iBAAiB,CAAC,SAAS,CAAC,CAAC,SAAS,CAAC,EAAE,CAA4C;IAEtH,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;
|
|
1
|
+
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AACpD,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,SAAS,CAAC,MAAM,SAAoC;IAEpD,SAAS,CAAC,qBAAqB,EAAE,iBAAiB,CAAC,SAAS,CAAC,CAAC,SAAS,CAAC,EAAE,CAA4C;IAEtH,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA4BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,OAAO,CAAC,cAAc;IAItB,SAAS,CAAC,WAAW;IA2BrB,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;IAIrC,SAAS,CAAC,SAAS,CAAC,GAAG,EAAE,GAAG;CAW7B"}
|
|
@@ -16,11 +16,7 @@ class DeribitRealTimeDataFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
16
16
|
throw new Error('DeribitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed');
|
|
17
17
|
}
|
|
18
18
|
return filter.symbols.map((symbol) => {
|
|
19
|
-
|
|
20
|
-
if (hasCredentials === false && filter.channel === 'book') {
|
|
21
|
-
// deribit requires authentications for raw book data feed
|
|
22
|
-
suffix = '.100ms';
|
|
23
|
-
}
|
|
19
|
+
const suffix = this.channelsWithIntervals.includes(filter.channel) ? (hasCredentials ? '.raw' : '.100ms') : '';
|
|
24
20
|
return `${filter.channel}.${symbol}${suffix}`;
|
|
25
21
|
});
|
|
26
22
|
})
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,uBAAwB,SAAQ,+BAAgB;IAA7D;;QACY,WAAM,GAAG,iCAAiC,CAAA;QAE1C,0BAAqB,GAA8C,CAAC,MAAM,EAAE,WAAW,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAA;
|
|
1
|
+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/realtimefeeds/deribit.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,uBAAwB,SAAQ,+BAAgB;IAA7D;;QACY,WAAM,GAAG,iCAAiC,CAAA;QAE1C,0BAAqB,GAA8C,CAAC,MAAM,EAAE,WAAW,EAAE,QAAQ,EAAE,QAAQ,CAAC,CAAA;IAgFxH,CAAC;IA9EW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,cAAc,GAAG,IAAI,CAAC,cAAc,EAAE,CAAA;QAC5C,MAAM,QAAQ,GAAG,OAAO;aACrB,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,6FAA6F,CAAC,CAAA;aAC/G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,MAAM,MAAM,GAAG,IAAI,CAAC,qBAAqB,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAc,CAAC,CAAC,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;gBAErH,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,GAAG,MAAM,EAAE,CAAA;YAC/C,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,OAAO,EAAE,KAAK;gBACd,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE,cAAc,CAAC,CAAC,CAAC,mBAAmB,CAAC,CAAC,CAAC,kBAAkB;gBACjE,MAAM,EAAE;oBACN,QAAQ;iBACT;aACF;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACpC,CAAC;IAEO,cAAc;QACpB,OAAO,OAAO,CAAC,GAAG,CAAC,qBAAqB,KAAK,SAAS,IAAI,OAAO,CAAC,GAAG,CAAC,yBAAyB,KAAK,SAAS,CAAA;IAC/G,CAAC;IAES,WAAW;QACnB,8DAA8D;QAC9D,oDAAoD;QAEpD,IAAI,CAAC,IAAI,CAAC;YACR,OAAO,EAAE,KAAK;YACd,MAAM,EAAE,sBAAsB;YAC9B,EAAE,EAAE,CAAC;YACL,MAAM,EAAE;gBACN,QAAQ,EAAE,EAAE;aACb;SACF,CAAC,CAAA;QAEF,IAAI,IAAI,CAAC,cAAc,EAAE,EAAE;YACzB,IAAI,CAAC,IAAI,CAAC;gBACR,OAAO,EAAE,KAAK;gBACd,MAAM,EAAE,aAAa;gBACrB,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE;oBACN,UAAU,EAAE,oBAAoB;oBAChC,SAAS,EAAE,OAAO,CAAC,GAAG,CAAC,qBAAqB;oBAC5C,aAAa,EAAE,OAAO,CAAC,GAAG,CAAC,yBAAyB;iBACrD;aACF,CAAC,CAAA;SACH;IACH,CAAC;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,MAAM,KAAK,WAAW,CAAA;IACnC,CAAC;IAES,SAAS,CAAC,GAAQ;QAC1B,4DAA4D;QAC5D,IAAI,GAAG,CAAC,MAAM,KAAK,SAAS,IAAI,GAAG,CAAC,MAAM,CAAC,IAAI,KAAK,cAAc,EAAE;YAClE,IAAI,CAAC,IAAI,CAAC;gBACR,OAAO,EAAE,KAAK;gBACd,MAAM,EAAE,aAAa;gBACrB,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE,EAAE;aACX,CAAC,CAAA;SACH;IACH,CAAC;CACF;AAnFD,0DAmFC"}
|
package/package.json
CHANGED
package/src/mappers/bitmex.ts
CHANGED
|
@@ -100,8 +100,20 @@ export class BitmexBookChangeMapper implements Mapper<'bitmex', BookChange> {
|
|
|
100
100
|
for (let symbol in bitmexBookMessagesGrouppedBySymbol) {
|
|
101
101
|
const bids: BookPriceLevel[] = []
|
|
102
102
|
const asks: BookPriceLevel[] = []
|
|
103
|
+
let latestBitmexTimestamp: Date | undefined = undefined
|
|
103
104
|
|
|
104
105
|
for (const item of bitmexBookMessagesGrouppedBySymbol[symbol]) {
|
|
106
|
+
if (item.timestamp !== undefined) {
|
|
107
|
+
const priceLevelTimestamp = new Date(item.timestamp)
|
|
108
|
+
if (latestBitmexTimestamp === undefined) {
|
|
109
|
+
latestBitmexTimestamp = priceLevelTimestamp
|
|
110
|
+
} else {
|
|
111
|
+
if (priceLevelTimestamp.valueOf() > latestBitmexTimestamp.valueOf()) {
|
|
112
|
+
latestBitmexTimestamp = priceLevelTimestamp
|
|
113
|
+
}
|
|
114
|
+
}
|
|
115
|
+
}
|
|
116
|
+
|
|
105
117
|
// https://www.bitmex.com/app/restAPI#OrderBookL2
|
|
106
118
|
if (item.price !== undefined) {
|
|
107
119
|
// store the mapping from id to price level if price is specified
|
|
@@ -136,7 +148,7 @@ export class BitmexBookChangeMapper implements Mapper<'bitmex', BookChange> {
|
|
|
136
148
|
isSnapshot,
|
|
137
149
|
bids,
|
|
138
150
|
asks,
|
|
139
|
-
timestamp: localTimestamp,
|
|
151
|
+
timestamp: latestBitmexTimestamp !== undefined ? latestBitmexTimestamp : localTimestamp,
|
|
140
152
|
localTimestamp: localTimestamp
|
|
141
153
|
}
|
|
142
154
|
|
|
@@ -314,6 +326,7 @@ type BitmexOrderBookL2Message = BitmexDataMessage & {
|
|
|
314
326
|
side: 'Buy' | 'Sell'
|
|
315
327
|
size?: number
|
|
316
328
|
price?: number
|
|
329
|
+
timestamp?: string
|
|
317
330
|
}[]
|
|
318
331
|
}
|
|
319
332
|
|
package/src/mappers/ftx.ts
CHANGED
|
@@ -125,8 +125,22 @@ export class FTXDerivativeTickerMapper implements Mapper<'ftx', DerivativeTicker
|
|
|
125
125
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.market, this._exchange)
|
|
126
126
|
const { stats, info } = message.data
|
|
127
127
|
|
|
128
|
-
|
|
129
|
-
|
|
128
|
+
const currentFundingTimestamp = pendingTickerInfo.getCurrentFundingTimestamp()
|
|
129
|
+
const updatedFundingTimestamp = stats.nextFundingTime !== undefined ? new Date(stats.nextFundingTime) : undefined
|
|
130
|
+
|
|
131
|
+
// due to how instrument info messages are sourced (from REST API) it can sometimes return data that is stale (cached perhaps by the API)
|
|
132
|
+
// let's skip such messages
|
|
133
|
+
const isStaleInfo =
|
|
134
|
+
updatedFundingTimestamp !== undefined &&
|
|
135
|
+
currentFundingTimestamp !== undefined &&
|
|
136
|
+
currentFundingTimestamp.valueOf() > updatedFundingTimestamp.valueOf()
|
|
137
|
+
|
|
138
|
+
if (isStaleInfo) {
|
|
139
|
+
return
|
|
140
|
+
}
|
|
141
|
+
|
|
142
|
+
if (updatedFundingTimestamp !== undefined) {
|
|
143
|
+
pendingTickerInfo.updateFundingTimestamp(updatedFundingTimestamp)
|
|
130
144
|
pendingTickerInfo.updateFundingRate(stats.nextFundingRate)
|
|
131
145
|
}
|
|
132
146
|
|
package/src/mappers/kraken.ts
CHANGED
|
@@ -161,8 +161,8 @@ export const krakenBookTickerMapper: Mapper<'kraken', BookTicker> = {
|
|
|
161
161
|
askAmount: asNumberIfValid(askVolume),
|
|
162
162
|
askPrice: asNumberIfValid(ask),
|
|
163
163
|
|
|
164
|
-
bidPrice: asNumberIfValid(
|
|
165
|
-
bidAmount: asNumberIfValid(
|
|
164
|
+
bidPrice: asNumberIfValid(bid),
|
|
165
|
+
bidAmount: asNumberIfValid(bidVolume),
|
|
166
166
|
timestamp,
|
|
167
167
|
localTimestamp: localTimestamp
|
|
168
168
|
}
|
package/src/mappers/mapper.ts
CHANGED
|
@@ -54,6 +54,10 @@ class PendingDerivativeTickerInfo {
|
|
|
54
54
|
this._hasChanged = false
|
|
55
55
|
}
|
|
56
56
|
|
|
57
|
+
public getCurrentFundingTimestamp() {
|
|
58
|
+
return this._pendingTicker.fundingTimestamp
|
|
59
|
+
}
|
|
60
|
+
|
|
57
61
|
public updateOpenInterest(openInterest: number | undefined | null) {
|
|
58
62
|
if (isNullOrUndefined(openInterest)) {
|
|
59
63
|
return
|
|
@@ -15,16 +15,13 @@ export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
|
|
|
15
15
|
}
|
|
16
16
|
|
|
17
17
|
return filter.symbols.map((symbol) => {
|
|
18
|
-
|
|
19
|
-
if (hasCredentials === false && filter.channel === 'book') {
|
|
20
|
-
// deribit requires authentications for raw book data feed
|
|
21
|
-
suffix = '.100ms'
|
|
22
|
-
}
|
|
18
|
+
const suffix = this.channelsWithIntervals.includes(filter.channel as any) ? (hasCredentials ? '.raw' : '.100ms') : ''
|
|
23
19
|
|
|
24
20
|
return `${filter.channel}.${symbol}${suffix}`
|
|
25
21
|
})
|
|
26
22
|
})
|
|
27
23
|
.flatMap((f) => f)
|
|
24
|
+
|
|
28
25
|
return [
|
|
29
26
|
{
|
|
30
27
|
jsonrpc: '2.0',
|