tardis-dev 13.10.4 → 13.11.0

package/dist/consts.d.ts

@@ -1,4 +1,4 @@
-export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin"];
+export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial"];
 export declare const EXCHANGE_CHANNELS_INFO: {
     bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
     coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
@@ -47,5 +47,6 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     'crypto-com': string[];
     'crypto-com-derivatives': string[];
     kucoin: string[];
+    bitnomial: string[];
 };
 //# sourceMappingURL=consts.d.ts.map

package/dist/consts.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,4oBAiDZ,CAAA;AAmVV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAiDlC,CAAA"}

package/dist/consts.js

@@ -48,7 +48,8 @@ exports.EXCHANGES = [
     'star-atlas',
     'crypto-com',
     'crypto-com-derivatives',
-    'kucoin'
+    'kucoin',
+    'bitnomial'
 ];
 const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'];
 const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot', 'ticker'];
@@ -345,6 +346,7 @@ const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth'];
 const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
 const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
 const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot'];
+const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status'];
 exports.EXCHANGE_CHANNELS_INFO = {
     bitmex: BITMEX_CHANNELS,
     coinbase: COINBASE_CHANNELS,
@@ -392,6 +394,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
     mango: MANGO_CHANNELS,
     'crypto-com': CRYPTO_COM_CHANNELS,
     'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
-    kucoin: KUCOIN_CHANNELS
+    kucoin: KUCOIN_CHANNELS,
+    bitnomial: BITNOMIAL_CHANNELS
 };
 //# sourceMappingURL=consts.js.map

package/dist/consts.js.map

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package/dist/handy.js

@@ -189,7 +189,7 @@ exports.batch = batch;
 function parseμs(dateString) {
     // check if we have ISO 8601 format date string, e.g: 2019-06-01T00:03:03.1238784Z or 2020-07-22T00:09:16.836773Z
     // or 2020-03-01T00:00:24.893456+00:00
-    if (dateString.length === 27 || dateString.length === 28 || dateString.length === 32) {
+    if (dateString.length === 27 || dateString.length === 28 || dateString.length === 32 || dateString.length === 30) {
         return Number(dateString.slice(23, 26));
     }
     return 0;

package/dist/handy.js.map

@@ -1 +1 @@
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package/dist/mappers/binance.js

@@ -224,7 +224,7 @@ class BinanceFuturesBookChangeMapper extends BinanceBookChangeMapper {
             isSnapshot: false,
             bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
             asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
-            timestamp: new Date(binanceDepthUpdateData.T),
+            timestamp: new Date(binanceDepthUpdateData.E),
             localTimestamp: localTimestamp
         };
     }

package/dist/mappers/bitnomial.d.ts

@@ -0,0 +1,33 @@
+import { BookChange, Trade } from '../types';
+import { Mapper } from './mapper';
+export declare const bitnomialTradesMapper: Mapper<'bitnomial', Trade>;
+export declare class BitnomialBookChangMapper implements Mapper<'bitnomial', BookChange> {
+    canHandle(message: BitnomialBookMessage): boolean;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "book";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "level";
+        readonly symbols: string[] | undefined;
+    })[];
+    map(message: BitnomialBookMessage, localTimestamp: Date): IterableIterator<BookChange>;
+}
+type BookLevel = [number, number];
+type BitnomialBookMessage = {
+    ack_id: '7187577067767395971';
+    price: 18970;
+    quantity: 5;
+    side: 'Ask' | 'Bid';
+    symbol: 'BUIH23';
+    timestamp: '2023-01-12T20:03:28.292532617Z';
+    type: 'level';
+} | {
+    ack_id: '7187577067767395784';
+    asks: BookLevel[];
+    bids: BookLevel[];
+    symbol: 'BUSH23';
+    timestamp: '2023-01-12T20:03:06.479197763Z';
+    type: 'book';
+};
+export {};
+//# sourceMappingURL=bitnomial.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"bitnomial.d.ts","sourceRoot":"","sources":["../../src/mappers/bitnomial.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,eAAO,MAAM,qBAAqB,EAAE,MAAM,CAAC,WAAW,EAAE,KAAK,CAgC5D,CAAA;AAMD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,WAAW,EAAE,UAAU,CAAC;IAC9E,SAAS,CAAC,OAAO,EAAE,oBAAoB;IAIvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,oBAAoB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAgCxF;AAYD,KAAK,SAAS,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAEjC,KAAK,oBAAoB,GACrB;IACE,MAAM,EAAE,qBAAqB,CAAA;IAC7B,KAAK,EAAE,KAAK,CAAA;IACZ,QAAQ,EAAE,CAAC,CAAA;IACX,IAAI,EAAE,KAAK,GAAG,KAAK,CAAA;IACnB,MAAM,EAAE,QAAQ,CAAA;IAChB,SAAS,EAAE,gCAAgC,CAAA;IAC3C,IAAI,EAAE,OAAO,CAAA;CACd,GACD;IACE,MAAM,EAAE,qBAAqB,CAAA;IAC7B,IAAI,EAAE,SAAS,EAAE,CAAA;IACjB,IAAI,EAAE,SAAS,EAAE,CAAA;IACjB,MAAM,EAAE,QAAQ,CAAA;IAChB,SAAS,EAAE,gCAAgC,CAAA;IAC3C,IAAI,EAAE,MAAM,CAAA;CACb,CAAA"}

package/dist/mappers/bitnomial.js

@@ -0,0 +1,88 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BitnomialBookChangMapper = exports.bitnomialTradesMapper = void 0;
+const handy_1 = require("../handy");
+exports.bitnomialTradesMapper = {
+    canHandle(message) {
+        return message.type === 'trade';
+    },
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        const timestamp = new Date(message.timestamp);
+        timestamp.μs = (0, handy_1.parseμs)(message.timestamp);
+        yield {
+            type: 'trade',
+            symbol: message.symbol,
+            exchange: 'bitnomial',
+            id: String(message.ack_id),
+            price: Number(message.price),
+            amount: Number(message.quantity),
+            side: message.taker_side === 'Bid' ? 'buy' : 'sell',
+            timestamp,
+            localTimestamp: localTimestamp
+        };
+    }
+};
+const mapBookLevel = (level) => {
+    return { price: level[0], amount: level[1] };
+};
+class BitnomialBookChangMapper {
+    canHandle(message) {
+        return message.type === 'book' || message.type === 'level';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'book',
+                symbols
+            },
+            {
+                channel: 'level',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const timestamp = new Date(message.timestamp);
+        timestamp.μs = (0, handy_1.parseμs)(message.timestamp);
+        if (message.type === 'book') {
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'bitnomial',
+                isSnapshot: true,
+                bids: message.bids.map(mapBookLevel),
+                asks: message.asks.map(mapBookLevel),
+                timestamp,
+                localTimestamp
+            };
+        }
+        else {
+            const update = {
+                price: message.price,
+                amount: message.quantity
+            };
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'bitnomial',
+                isSnapshot: false,
+                bids: message.side === 'Bid' ? [update] : [],
+                asks: message.side === 'Ask' ? [update] : [],
+                timestamp,
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+}
+exports.BitnomialBookChangMapper = BitnomialBookChangMapper;
+//# sourceMappingURL=bitnomial.js.map

package/dist/mappers/bitnomial.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"bitnomial.js","sourceRoot":"","sources":["../../src/mappers/bitnomial.ts"],"names":[],"mappings":";;;AAAA,oCAAoD;AAIvC,QAAA,qBAAqB,GAA+B;IAC/D,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAA;QAC7C,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,OAAO,CAAC,SAAS,CAAC,CAAA;QAEzC,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,WAAW;YACrB,EAAE,EAAE,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC;YAC1B,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC5B,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC;YAChC,IAAI,EAAE,OAAO,CAAC,UAAU,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YACnD,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAgB,EAAE,EAAE;IACxC,OAAO,EAAE,KAAK,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAA;AAC9C,CAAC,CAAA;AAED,MAAa,wBAAwB;IACnC,SAAS,CAAC,OAA6B;QACrC,OAAO,OAAO,CAAC,IAAI,KAAK,MAAM,IAAI,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IAC5D,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACC;YACV;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAA;QAC7C,SAAS,CAAC,EAAE,GAAG,IAAA,eAAO,EAAC,OAAO,CAAC,SAAS,CAAC,CAAA;QAEzC,IAAI,OAAO,CAAC,IAAI,KAAK,MAAM,EAAE;YAC3B,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,WAAW;gBACrB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,SAAS;gBACT,cAAc;aACf,CAAA;SACF;aAAM;YACL,MAAM,MAAM,GAAG;gBACb,KAAK,EAAE,OAAO,CAAC,KAAK;gBACpB,MAAM,EAAE,OAAO,CAAC,QAAQ;aACzB,CAAA;YACD,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,WAAW;gBACrB,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE;gBAC5C,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE;gBAC5C,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AApDD,4DAoDC"}

package/dist/mappers/bybit.d.ts

@@ -25,7 +25,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
     map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;

package/dist/mappers/bybitspot.d.ts

@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
     map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: "RENUSDT";
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial";
         readonly isSnapshot: true;
         readonly bids: {
             price: number;

package/dist/mappers/cryptocom.d.ts

@@ -21,7 +21,7 @@ export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' |
     map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;

package/dist/mappers/huobi.d.ts

@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
     map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;
@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
     map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial";
         readonly isSnapshot: false;
         readonly bids: {
             price: number;
@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
     } | {
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial";
         readonly isSnapshot: true;
         readonly bids: {
             price: number;

package/dist/mappers/index.d.ts

@@ -1,8 +1,8 @@
 import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
 import { Mapper } from './mapper';
 export * from './mapper';
-export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
-export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
+export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
+export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
 export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx" | "crypto-com" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
 export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
 export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAuEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAoBjC,cAAc,UAAU,CAAA;AAqRxB,eAAO,MAAM,eAAe,4sBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,4sBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,sXAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,qhBAEf,IAAI,0BASrB,CAAA"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAwEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAoBjC,cAAc,UAAU,CAAA;AAuRxB,eAAO,MAAM,eAAe,0tBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,0tBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,sXAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,qhBAEf,IAAI,0BASrB,CAAA"}

package/dist/mappers/index.js

@@ -23,6 +23,7 @@ const binanceoptions_1 = require("./binanceoptions");
 const bitfinex_1 = require("./bitfinex");
 const bitflyer_1 = require("./bitflyer");
 const bitmex_1 = require("./bitmex");
+const bitnomial_1 = require("./bitnomial");
 const bitstamp_1 = require("./bitstamp");
 const bybit_1 = require("./bybit");
 const bybitspot_1 = require("./bybitspot");
@@ -119,7 +120,8 @@ const tradesMappers = {
     'bybit-spot': () => new bybitspot_1.BybitSpotTradesMapper('bybit-spot'),
     'crypto-com': () => new cryptocom_1.CryptoComTradesMapper('crypto-com'),
     'crypto-com-derivatives': () => new cryptocom_1.CryptoComTradesMapper('crypto-com-derivatives'),
-    kucoin: () => new kucoin_1.KucoinTradesMapper('kucoin')
+    kucoin: () => new kucoin_1.KucoinTradesMapper('kucoin'),
+    bitnomial: () => bitnomial_1.bitnomialTradesMapper
 };
 const bookChangeMappers = {
     bitmex: () => new bitmex_1.BitmexBookChangeMapper(),
@@ -178,7 +180,8 @@ const bookChangeMappers = {
     mango: () => new serum_1.SerumBookChangeMapper('mango'),
     'crypto-com': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com'),
     'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com-derivatives'),
-    kucoin: (localTimestamp) => new kucoin_1.KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false)
+    kucoin: (localTimestamp) => new kucoin_1.KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
+    bitnomial: () => new bitnomial_1.BitnomialBookChangMapper()
 };
 const derivativeTickersMappers = {
     bitmex: () => new bitmex_1.BitmexDerivativeTickerMapper(),

package/dist/mappers/index.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/bitnomial.d.ts

@@ -0,0 +1,11 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class BitnomialRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    protected channelMappings: {
+        book: string[];
+    };
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected messageIsError(message: any): boolean;
+}
+//# sourceMappingURL=bitnomial.d.ts.map

package/dist/realtimefeeds/bitnomial.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"bitnomial.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/bitnomial.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,qBAAsB,SAAQ,gBAAgB;IACzD,SAAS,CAAC,MAAM,SAAoC;IAEpD,SAAS,CAAC,eAAe;;MAExB;IAED,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA2ClE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}

package/dist/realtimefeeds/bitnomial.js

@@ -0,0 +1,59 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BitnomialRealTimeFeed = void 0;
+const realtimefeed_1 = require("./realtimefeed");
+class BitnomialRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://bitnomial.com/exchange/ws';
+        this.channelMappings = {
+            book: ['book', 'level']
+        };
+    }
+    mapToSubscribeMessages(filters) {
+        const channelsToSubscribe = filters
+            .map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BitnomialRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            const subscribeToBookChannel = this.channelMappings.book.includes(filter.channel);
+            let channel;
+            if (subscribeToBookChannel) {
+                channel = 'book';
+            }
+            else {
+                channel = filter.channel;
+            }
+            return {
+                name: channel,
+                product_codes: filter.symbols
+            };
+        })
+            .reduce((prev, current) => {
+            const matchingExisting = prev.find((c) => c.name === current.name);
+            if (matchingExisting !== undefined) {
+                for (const symbol of current.product_codes) {
+                    if (matchingExisting.product_codes.includes(symbol) === false) {
+                        matchingExisting.product_codes.push(symbol);
+                    }
+                }
+            }
+            else {
+                prev.push(current);
+            }
+            return prev;
+        }, []);
+        return [
+            {
+                type: 'subscribe',
+                product_codes: [],
+                channels: channelsToSubscribe
+            }
+        ];
+    }
+    messageIsError(message) {
+        return message.type === 'error' || message.type === 'disconnect';
+    }
+}
+exports.BitnomialRealTimeFeed = BitnomialRealTimeFeed;
+//# sourceMappingURL=bitnomial.js.map

package/dist/realtimefeeds/bitnomial.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"bitnomial.js","sourceRoot":"","sources":["../../src/realtimefeeds/bitnomial.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,qBAAsB,SAAQ,+BAAgB;IAA3D;;QACY,WAAM,GAAG,iCAAiC,CAAA;QAE1C,oBAAe,GAAG;YAC1B,IAAI,EAAE,CAAC,MAAM,EAAE,OAAO,CAAC;SACxB,CAAA;IAgDH,CAAC;IA9CW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,mBAAmB,GAAG,OAAO;aAChC,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,2FAA2F,CAAC,CAAA;aAC7G;YACD,MAAM,sBAAsB,GAAG,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACjF,IAAI,OAAO,CAAA;YACX,IAAI,sBAAsB,EAAE;gBAC1B,OAAO,GAAG,MAAM,CAAA;aACjB;iBAAM;gBACL,OAAO,GAAG,MAAM,CAAC,OAAO,CAAA;aACzB;YAED,OAAO;gBACL,IAAI,EAAE,OAAO;gBACb,aAAa,EAAE,MAAM,CAAC,OAAO;aAC9B,CAAA;QACH,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE;YACxB,MAAM,gBAAgB,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;YAClE,IAAI,gBAAgB,KAAK,SAAS,EAAE;gBAClC,KAAK,MAAM,MAAM,IAAI,OAAO,CAAC,aAAa,EAAE;oBAC1C,IAAI,gBAAgB,CAAC,aAAa,CAAC,QAAQ,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE;wBAC7D,gBAAgB,CAAC,aAAa,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;qBAC5C;iBACF;aACF;iBAAM;gBACL,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;aACnB;YAED,OAAO,IAAI,CAAA;QACb,CAAC,EAAE,EAAiD,CAAC,CAAA;QAEvD,OAAO;YACL;gBACE,IAAI,EAAE,WAAW;gBACjB,aAAa,EAAE,EAAE;gBACjB,QAAQ,EAAE,mBAAmB;aAC9B;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,CAAA;IAClE,CAAC;CACF;AArDD,sDAqDC"}

package/dist/realtimefeeds/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAkB7C,cAAc,gBAAgB,CAAA;AAsD9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAmB7C,cAAc,gBAAgB,CAAA;AAuD9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}

package/dist/realtimefeeds/index.js

@@ -47,6 +47,7 @@ const mango_1 = require("./mango");
 const bybitspot_1 = require("./bybitspot");
 const cryptocom_1 = require("./cryptocom");
 const kucoin_1 = require("./kucoin");
+const bitnomial_1 = require("./bitnomial");
 __exportStar(require("./realtimefeed"), exports);
 const realTimeFeedsMap = {
     bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -95,7 +96,8 @@ const realTimeFeedsMap = {
     'bybit-spot': bybitspot_1.BybitSpotRealTimeFeed,
     'crypto-com': cryptocom_1.CryptoComRealTimeFeed,
     'crypto-com-derivatives': cryptocom_1.CryptoComRealTimeFeed,
-    kucoin: kucoin_1.KucoinRealTimeFeed
+    kucoin: kucoin_1.KucoinRealTimeFeed,
+    bitnomial: bitnomial_1.BitnomialRealTimeFeed
 };
 function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AACA,uCAMkB;AAClB,6CAAqD;AACrD,yCAAiD;AACjD,yCAAiD;AACjD,qCAA6C;AAC7C,yCAAiD;AACjD,mCAA+C;AAC/C,yCAAiD;AACjD,yDAAiE;AACjE,uCAAmD;AACnD,+BAA0D;AAC1D,qCAA6C;AAC7C,qCAA6C;AAC7C,mCAMgB;AAChB,qCAA6C;AAC7C,iCAAsF;AAEtF,qCAA6C;AAC7C,mCAA2C;AAC3C,qCAA6C;AAC7C,mDAA2D;AAC3D,yCAAiD;AACjD,yCAAiD;AACjD,qDAA6D;AAC7D,mCAA2C;AAC3C,yCAAiD;AACjD,iCAAyC;AACzC,mCAA2C;AAC3C,2CAAmD;AACnD,mCAA2C;AAC3C,2CAAmD;AACnD,2CAAmD;AACnD,qCAA6C;AAC7C,2CAAmD;AAEnD,iDAA8B;AAE9B,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,2BAAkB;IAC1B,OAAO,EAAE,6BAAmB;IAC5B,gBAAgB,EAAE,mCAAyB;IAC3C,YAAY,EAAE,+BAAqB;IACnC,aAAa,EAAE,mCAAsB;IACrC,iBAAiB,EAAE,oCAA0B;IAC7C,kBAAkB,EAAE,qCAA2B;IAC/C,QAAQ,EAAE,+BAAoB;IAC9B,sBAAsB,EAAE,+BAAoB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,gBAAgB,EAAE,+CAA4B;IAC9C,OAAO,EAAE,iCAAuB;IAChC,GAAG,EAAE,qBAAe;IACpB,QAAQ,EAAE,uBAAiB;IAC3B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,IAAI,EAAE,uBAAgB;IACtB,cAAc,EAAE,uBAAgB;IAChC,WAAW,EAAE,uBAAgB;IAC7B,cAAc,EAAE,8BAAuB;IACvC,UAAU,EAAE,2BAAmB;IAC/B,eAAe,EAAE,+BAAuB;IACxC,sBAAsB,EAAE,qCAA6B;IACrD,KAAK,EAAE,yBAAiB;IACxB,KAAK,EAAE,6BAAqB;IAC5B,MAAM,EAAE,yBAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,KAAK,EAAE,yBAAiB;IACxB,SAAS,EAAE,2BAAkB;IAC7B,iBAAiB,EAAE,yCAAyB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,iBAAiB,EAAE,2CAA0B;IAC7C,KAAK,EAAE,yBAAiB;IACxB,QAAQ,EAAE,+BAAoB;IAC9B,IAAI,EAAE,uBAAgB;IACtB,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAqB;IACnC,kBAAkB,EAAE,kCAA0B;IAC9C,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAqB;IACnC,YAAY,EAAE,iCAAqB;IACnC,wBAAwB,EAAE,iCAAqB;IAC/C,MAAM,EAAE,2BAAkB;IAC1B,SAAS,EAAE,iCAAqB;CACjC,CAAA;AAED,SAAgB,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE;QAC9B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;KACnC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAND,wDAMC;AAED,SAAgB,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AATD,gDASC;AAED,SAAgB,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC;AAFD,wDAEC"}

package/dist/types.d.ts

@@ -1,7 +1,7 @@
 import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts';
-export type Exchange = typeof EXCHANGES[number];
+export type Exchange = (typeof EXCHANGES)[number];
 export type FilterForExchange = {
-    [key in Exchange]: Filter<typeof EXCHANGE_CHANNELS_INFO[key][number]>;
+    [key in Exchange]: Filter<(typeof EXCHANGE_CHANNELS_INFO)[key][number]>;
 };
 export type Filter<T> = {
     channel: T;

package/dist/types.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.10.4",
+  "version": "13.11.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -45,7 +45,8 @@ export const EXCHANGES = [
   'star-atlas',
   'crypto-com',
   'crypto-com-derivatives',
-  'kucoin'
+  'kucoin',
+  'bitnomial'
 ] as const
 
 const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'] as const
@@ -383,6 +384,8 @@ const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index'
 
 const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot']
 
+const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status']
+
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,
   coinbase: COINBASE_CHANNELS,
@@ -430,5 +433,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   mango: MANGO_CHANNELS,
   'crypto-com': CRYPTO_COM_CHANNELS,
   'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
-  kucoin: KUCOIN_CHANNELS
+  kucoin: KUCOIN_CHANNELS,
+  bitnomial: BITNOMIAL_CHANNELS
 }

package/src/handy.ts

@@ -179,7 +179,7 @@ export function* batch(symbols: string[], batchSize: number) {
 export function parseμs(dateString: string): number {
   // check if we have ISO 8601 format date string, e.g: 2019-06-01T00:03:03.1238784Z or 2020-07-22T00:09:16.836773Z
   // or 2020-03-01T00:00:24.893456+00:00
-  if (dateString.length === 27 || dateString.length === 28 || dateString.length === 32) {
+  if (dateString.length === 27 || dateString.length === 28 || dateString.length === 32 || dateString.length === 30) {
     return Number(dateString.slice(23, 26))
   }
 

package/src/mappers/binance.ts

@@ -259,7 +259,7 @@ export class BinanceFuturesBookChangeMapper
 
       bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
       asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
-      timestamp: new Date(binanceDepthUpdateData.T),
+      timestamp: new Date(binanceDepthUpdateData.E),
       localTimestamp: localTimestamp
     }
   }

package/src/mappers/bitnomial.ts

@@ -0,0 +1,126 @@
+import { parseμs, upperCaseSymbols } from '../handy'
+import { BookChange, Trade } from '../types'
+import { Mapper } from './mapper'
+
+export const bitnomialTradesMapper: Mapper<'bitnomial', Trade> = {
+  canHandle(message: BitnomialTrade) {
+    return message.type === 'trade'
+  },
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'trade',
+        symbols
+      }
+    ]
+  },
+
+  *map(message: BitnomialTrade, localTimestamp: Date): IterableIterator<Trade> {
+    const timestamp = new Date(message.timestamp)
+    timestamp.μs = parseμs(message.timestamp)
+
+    yield {
+      type: 'trade',
+      symbol: message.symbol,
+      exchange: 'bitnomial',
+      id: String(message.ack_id),
+      price: Number(message.price),
+      amount: Number(message.quantity),
+      side: message.taker_side === 'Bid' ? 'buy' : 'sell',
+      timestamp,
+      localTimestamp: localTimestamp
+    }
+  }
+}
+
+const mapBookLevel = (level: BookLevel) => {
+  return { price: level[0], amount: level[1] }
+}
+
+export class BitnomialBookChangMapper implements Mapper<'bitnomial', BookChange> {
+  canHandle(message: BitnomialBookMessage) {
+    return message.type === 'book' || message.type === 'level'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'book',
+        symbols
+      } as const,
+      {
+        channel: 'level',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BitnomialBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
+    const timestamp = new Date(message.timestamp)
+    timestamp.μs = parseμs(message.timestamp)
+
+    if (message.type === 'book') {
+      yield {
+        type: 'book_change',
+        symbol: message.symbol,
+        exchange: 'bitnomial',
+        isSnapshot: true,
+        bids: message.bids.map(mapBookLevel),
+        asks: message.asks.map(mapBookLevel),
+        timestamp,
+        localTimestamp
+      }
+    } else {
+      const update = {
+        price: message.price,
+        amount: message.quantity
+      }
+      yield {
+        type: 'book_change',
+        symbol: message.symbol,
+        exchange: 'bitnomial',
+        isSnapshot: false,
+        bids: message.side === 'Bid' ? [update] : [],
+        asks: message.side === 'Ask' ? [update] : [],
+        timestamp,
+        localTimestamp: localTimestamp
+      }
+    }
+  }
+}
+
+type BitnomialTrade = {
+  type: 'trade'
+  ack_id: '7148460953766461527'
+  price: 19000
+  quantity: 10
+  symbol: 'BUSZ2'
+  taker_side: 'Bid'
+  timestamp: '2022-09-28T16:06:39.022836179Z'
+}
+
+type BookLevel = [number, number]
+
+type BitnomialBookMessage =
+  | {
+      ack_id: '7187577067767395971'
+      price: 18970
+      quantity: 5
+      side: 'Ask' | 'Bid'
+      symbol: 'BUIH23'
+      timestamp: '2023-01-12T20:03:28.292532617Z'
+      type: 'level'
+    }
+  | {
+      ack_id: '7187577067767395784'
+      asks: BookLevel[]
+      bids: BookLevel[]
+      symbol: 'BUSH23'
+      timestamp: '2023-01-12T20:03:06.479197763Z'
+      type: 'book'
+    }

package/src/mappers/index.ts

@@ -26,6 +26,7 @@ import {
   bitmexBookTickerMapper,
   bitmexTradesMapper
 } from './bitmex'
+import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial'
 import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp'
 import { BybitBookChangeMapper, BybitDerivativeTickerMapper, BybitLiquidationsMapper, BybitTradesMapper } from './bybit'
 import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from './bybitspot'
@@ -181,7 +182,8 @@ const tradesMappers = {
   'bybit-spot': () => new BybitSpotTradesMapper('bybit-spot'),
   'crypto-com': () => new CryptoComTradesMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComTradesMapper('crypto-com-derivatives'),
-  kucoin: () => new KucoinTradesMapper('kucoin')
+  kucoin: () => new KucoinTradesMapper('kucoin'),
+  bitnomial: () => bitnomialTradesMapper
 }
 
 const bookChangeMappers = {
@@ -254,7 +256,8 @@ const bookChangeMappers = {
   mango: () => new SerumBookChangeMapper('mango'),
   'crypto-com': () => new CryptoComBookChangeMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComBookChangeMapper('crypto-com-derivatives'),
-  kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false)
+  kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
+  bitnomial: () => new BitnomialBookChangMapper()
 }
 
 const derivativeTickersMappers = {

package/src/realtimefeeds/bitnomial.ts

@@ -0,0 +1,57 @@
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class BitnomialRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://bitnomial.com/exchange/ws'
+
+  protected channelMappings = {
+    book: ['book', 'level']
+  }
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const channelsToSubscribe = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('BitnomialRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+        const subscribeToBookChannel = this.channelMappings.book.includes(filter.channel)
+        let channel
+        if (subscribeToBookChannel) {
+          channel = 'book'
+        } else {
+          channel = filter.channel
+        }
+
+        return {
+          name: channel,
+          product_codes: filter.symbols
+        }
+      })
+      .reduce((prev, current) => {
+        const matchingExisting = prev.find((c) => c.name === current.name)
+        if (matchingExisting !== undefined) {
+          for (const symbol of current.product_codes) {
+            if (matchingExisting.product_codes.includes(symbol) === false) {
+              matchingExisting.product_codes.push(symbol)
+            }
+          }
+        } else {
+          prev.push(current)
+        }
+
+        return prev
+      }, [] as { name: string; product_codes: string[] }[])
+
+    return [
+      {
+        type: 'subscribe',
+        product_codes: [],
+        channels: channelsToSubscribe
+      }
+    ]
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.type === 'error' || message.type === 'disconnect'
+  }
+}

package/src/realtimefeeds/index.ts

@@ -44,6 +44,7 @@ import { MangoRealTimeFeed } from './mango'
 import { BybitSpotRealTimeFeed } from './bybitspot'
 import { CryptoComRealTimeFeed } from './cryptocom'
 import { KucoinRealTimeFeed } from './kucoin'
+import { BitnomialRealTimeFeed } from './bitnomial'
 
 export * from './realtimefeed'
 
@@ -96,7 +97,8 @@ const realTimeFeedsMap: {
   'bybit-spot': BybitSpotRealTimeFeed,
   'crypto-com': CryptoComRealTimeFeed,
   'crypto-com-derivatives': CryptoComRealTimeFeed,
-  kucoin: KucoinRealTimeFeed
+  kucoin: KucoinRealTimeFeed,
+  bitnomial: BitnomialRealTimeFeed
 }
 
 export function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed {

package/src/types.ts

@@ -1,8 +1,8 @@
 import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts'
 
-export type Exchange = typeof EXCHANGES[number]
+export type Exchange = (typeof EXCHANGES)[number]
 
-export type FilterForExchange = { [key in Exchange]: Filter<typeof EXCHANGE_CHANNELS_INFO[key][number]> }
+export type FilterForExchange = { [key in Exchange]: Filter<(typeof EXCHANGE_CHANNELS_INFO)[key][number]> }
 
 export type Filter<T> = {
   channel: T