tardis-dev 13.1.7 → 13.1.10
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/kraken.js +2 -2
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +2 -2
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/package.json +1 -1
- package/src/mappers/bitmex.ts +14 -1
- package/src/mappers/kraken.ts +2 -2
- package/src/realtimefeeds/realtimefeed.ts +2 -2
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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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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if (latestBitmexTimestamp === undefined) {
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latestBitmexTimestamp = priceLevelTimestamp;
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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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100
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}
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101
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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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122
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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,C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|
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"}
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@@ -124,11 +124,11 @@ class RealTimeFeedBase {
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124
124
|
this._onError(error);
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125
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}
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retries++;
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127
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-
const MAX_DELAY =
|
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127
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+
const MAX_DELAY = 32 * 1000;
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128
128
|
const isRateLimited = error.message.includes('429');
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|
let delay;
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|
130
130
|
if (isRateLimited) {
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131
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-
delay = MAX_DELAY * retries;
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131
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+
delay = (MAX_DELAY / 2) * retries;
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132
132
|
}
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133
|
else {
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134
134
|
delay = Math.pow(2, retries - 1) * 1000;
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@@ -1 +1 @@
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1
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-
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|
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/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
|
}
|
|
@@ -130,12 +130,12 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
130
130
|
|
|
131
131
|
retries++
|
|
132
132
|
|
|
133
|
-
const MAX_DELAY =
|
|
133
|
+
const MAX_DELAY = 32 * 1000
|
|
134
134
|
const isRateLimited = error.message.includes('429')
|
|
135
135
|
|
|
136
136
|
let delay
|
|
137
137
|
if (isRateLimited) {
|
|
138
|
-
delay = MAX_DELAY * retries
|
|
138
|
+
delay = (MAX_DELAY / 2) * retries
|
|
139
139
|
} else {
|
|
140
140
|
delay = Math.pow(2, retries - 1) * 1000
|
|
141
141
|
|