tardis-dev 13.10.4 → 13.12.0

package/dist/mappers/index.js.map

@@ -1 +1 @@
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package/dist/mappers/woox.d.ts

@@ -0,0 +1,111 @@
+import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
+import { Mapper } from './mapper';
+export declare const wooxTradesMapper: Mapper<'woo-x', Trade>;
+export declare class WooxBookChangeMapper implements Mapper<'woo-x', BookChange> {
+    private readonly _symbolToDepthInfoMapping;
+    canHandle(message: WooxOrderbookMessage | WooxOrderbookupdateMessage): boolean;
+    getFilters(symbols?: string[]): {
+        channel: string;
+        symbols: string[] | undefined;
+    }[];
+    map(message: WooxOrderbookMessage | WooxOrderbookupdateMessage, localTimestamp: Date): IterableIterator<BookChange>;
+    private _mapBookDepthUpdate;
+    private _mapBookLevel;
+}
+export declare class WooxDerivativeTickerMapper implements Mapper<'woo-x', DerivativeTicker> {
+    private readonly pendingTickerInfoHelper;
+    private readonly _indexPrices;
+    canHandle(message: WooxTradeMessage | WooxEstFundingRate | WooxMarkPrice | WooxIndexPrice | WooxOpenInterest): boolean;
+    getFilters(symbols?: string[]): {
+        channel: string;
+        symbols: string[] | undefined;
+    }[];
+    map(message: any, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+}
+export declare class WooxBookTickerMapper implements Mapper<'woo-x', BookTicker> {
+    canHandle(message: WooxTradeMessage): boolean;
+    getFilters(symbols?: string[]): {
+        channel: string;
+        symbols: string[] | undefined;
+    }[];
+    map(wooxBBOMessage: WooxBBOMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
+}
+type WooxTradeMessage = {
+    topic: 'PERP_GALA_USDT@trade';
+    ts: 1674431999995;
+    data: {
+        symbol: 'PERP_GALA_USDT';
+        price: 0.048756;
+        size: 4109;
+        side: 'SELL';
+        source: 0;
+    };
+};
+type WooxOrderbookupdateMessage = {
+    topic: 'PERP_BTC_USDT@orderbookupdate';
+    ts: 1674432000020;
+    data: {
+        symbol: 'PERP_BTC_USDT';
+        prevTs: 1674432000030;
+        asks: [[22712.7, 15.4675]];
+        bids: [[22708.0, 4.503]];
+    };
+};
+type WooxOrderbookMessage = {
+    id: 'PERP_BTC_USDT@orderbook';
+    event: 'request';
+    success: true;
+    ts: 1674432000034;
+    data: {
+        symbol: 'PERP_BTC_USDT';
+        ts: 1674432000020;
+        asks: [[22712.7, 15.4675], [26772.1, 0.248]];
+        bids: [[22708.0, 4.503], [18555.0, 0.002]];
+    };
+};
+type WooxBBOMessage = {
+    topic: 'SPOT_ETH_USDT@bbo';
+    ts: 1674431999996;
+    data: {
+        symbol: 'SPOT_ETH_USDT';
+        ask: 1627.61;
+        askSize: 38.3755;
+        bid: 1627.26;
+        bidSize: 20.424926;
+    };
+};
+type WooxMarkPrice = {
+    topic: 'PERP_BTC_USDT@markprice';
+    ts: 1674432000007;
+    data: {
+        symbol: 'PERP_BTC_USDT';
+        price: 22711.11;
+    };
+};
+type WooxEstFundingRate = {
+    topic: 'PERP_BTC_USDT@estfundingrate';
+    ts: 1674432059002;
+    data: {
+        symbol: 'PERP_BTC_USDT';
+        fundingRate: 0.00000782;
+        fundingTs: 1674435600005;
+    };
+};
+type WooxIndexPrice = {
+    topic: 'SPOT_BTC_USDT@indexprice';
+    ts: 1674432000024;
+    data: {
+        symbol: 'SPOT_BTC_USDT';
+        price: 22708.44;
+    };
+};
+type WooxOpenInterest = {
+    topic: 'PERP_BTC_USDT@openinterest';
+    ts: 1674432013624;
+    data: {
+        symbol: 'PERP_BTC_USDT';
+        openInterest: 83.2241;
+    };
+};
+export {};
+//# sourceMappingURL=woox.d.ts.map

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

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package/dist/mappers/woox.js

@@ -0,0 +1,236 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooxBookTickerMapper = exports.WooxDerivativeTickerMapper = exports.WooxBookChangeMapper = exports.wooxTradesMapper = void 0;
+const handy_1 = require("../handy");
+const mapper_1 = require("./mapper");
+exports.wooxTradesMapper = {
+    canHandle(message) {
+        return message.topic !== undefined && message.topic.endsWith('@trade');
+    },
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    },
+    *map(message, localTimestamp) {
+        const timestamp = new Date(message.ts);
+        yield {
+            type: 'trade',
+            symbol: message.data.symbol,
+            exchange: 'woo-x',
+            id: undefined,
+            price: message.data.price,
+            amount: message.data.size,
+            side: message.data.side === 'SELL' ? 'sell' : 'buy',
+            timestamp,
+            localTimestamp: localTimestamp
+        };
+    }
+};
+class WooxBookChangeMapper {
+    constructor() {
+        this._symbolToDepthInfoMapping = {};
+    }
+    canHandle(message) {
+        if ('id' in message) {
+            return message.id.endsWith('@orderbook');
+        }
+        if ('topic' in message) {
+            return message.topic.endsWith('@orderbookupdate');
+        }
+        return false;
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'orderbook',
+                symbols
+            },
+            {
+                channel: 'orderbookupdate',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.data.symbol;
+        if (this._symbolToDepthInfoMapping[symbol] === undefined) {
+            this._symbolToDepthInfoMapping[symbol] = {
+                bufferedUpdates: []
+            };
+        }
+        const symbolDepthInfo = this._symbolToDepthInfoMapping[symbol];
+        const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
+        // first check if received message is snapshot and process it as such if it is
+        if ('id' in message && message.success) {
+            yield {
+                type: 'book_change',
+                symbol,
+                exchange: 'woo-x',
+                isSnapshot: true,
+                bids: message.data.bids.map(this._mapBookLevel),
+                asks: message.data.asks.map(this._mapBookLevel),
+                timestamp: new Date(message.data.ts),
+                localTimestamp
+            };
+            //  mark given symbol depth info that has snapshot processed
+            symbolDepthInfo.lastUpdateTimestamp = message.data.ts;
+            symbolDepthInfo.snapshotProcessed = true;
+            // if there were any depth updates buffered, let's proccess those
+            for (const update of symbolDepthInfo.bufferedUpdates) {
+                const bookChange = this._mapBookDepthUpdate(update, localTimestamp, symbolDepthInfo, symbol);
+                if (bookChange !== undefined) {
+                    yield bookChange;
+                }
+            }
+            // remove all buffered updates
+            symbolDepthInfo.bufferedUpdates = [];
+        }
+        else if (snapshotAlreadyProcessed) {
+            // snapshot was already processed let's map the message as normal book_change
+            const bookChange = this._mapBookDepthUpdate(message, localTimestamp, symbolDepthInfo, symbol);
+            if (bookChange !== undefined) {
+                yield bookChange;
+            }
+        }
+        else {
+            // if snapshot hasn't been yet processed and we've got depthUpdate message, let's buffer it for later processing
+            symbolDepthInfo.bufferedUpdates.push(message);
+        }
+    }
+    _mapBookDepthUpdate(wooxBookUpdate, localTimestamp, depthInfo, symbol) {
+        if (wooxBookUpdate.data.prevTs < depthInfo.lastUpdateTimestamp) {
+            return;
+        }
+        return {
+            type: 'book_change',
+            symbol,
+            exchange: 'woo-x',
+            isSnapshot: false,
+            bids: wooxBookUpdate.data.bids.map(this._mapBookLevel),
+            asks: wooxBookUpdate.data.asks.map(this._mapBookLevel),
+            timestamp: new Date(wooxBookUpdate.ts),
+            localTimestamp
+        };
+    }
+    _mapBookLevel(level) {
+        const price = level[0];
+        const amount = level[1];
+        return { price, amount };
+    }
+}
+exports.WooxBookChangeMapper = WooxBookChangeMapper;
+class WooxDerivativeTickerMapper {
+    constructor() {
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+        this._indexPrices = new Map();
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        const symbol = (message.data && message.data.symbol) || '';
+        const isPerp = symbol.startsWith('PERP_');
+        return ((message.topic.endsWith('@trade') && isPerp) ||
+            (message.topic.endsWith('@markprice') && isPerp) ||
+            (message.topic.endsWith('@estfundingrate') && isPerp) ||
+            message.topic.endsWith('@indexprice') ||
+            (message.topic.endsWith('@openinterest') && isPerp));
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        const spotSymbols = symbols !== undefined ? symbols.map((s) => s.replace('PERP_', 'SPOT_')) : [];
+        return [
+            {
+                channel: 'trade',
+                symbols
+            },
+            {
+                channel: 'markprice',
+                symbols
+            },
+            {
+                channel: 'estfundingrate',
+                symbols
+            },
+            {
+                channel: 'openinterest',
+                symbols
+            },
+            {
+                channel: 'indexprice',
+                symbols: spotSymbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.topic.endsWith('@indexprice')) {
+            this._indexPrices.set(message.data.symbol.replace('SPOT_', 'PERP_'), message.data.price);
+        }
+        else {
+            const symbol = message.data.symbol;
+            const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(symbol, 'woo-x');
+            const lastIndexPrice = this._indexPrices.get(symbol);
+            if (lastIndexPrice !== undefined) {
+                pendingTickerInfo.updateIndexPrice(lastIndexPrice);
+            }
+            if (message.topic.endsWith('@markprice')) {
+                pendingTickerInfo.updateMarkPrice(message.data.price);
+                pendingTickerInfo.updateTimestamp(new Date(message.ts));
+            }
+            if (message.topic.endsWith('@trade')) {
+                pendingTickerInfo.updateLastPrice(message.data.price);
+                pendingTickerInfo.updateTimestamp(new Date(message.ts));
+            }
+            if (message.topic.endsWith('@estfundingrate')) {
+                pendingTickerInfo.updateFundingRate(message.data.fundingRate);
+                pendingTickerInfo.updateFundingTimestamp(new Date(message.data.fundingTs));
+                pendingTickerInfo.updateTimestamp(new Date(message.ts));
+            }
+            if (message.topic.endsWith('@openinterest')) {
+                pendingTickerInfo.updateOpenInterest(message.data.openInterest);
+                pendingTickerInfo.updateTimestamp(new Date(message.ts));
+            }
+            if (pendingTickerInfo.hasChanged()) {
+                yield pendingTickerInfo.getSnapshot(localTimestamp);
+            }
+        }
+    }
+}
+exports.WooxDerivativeTickerMapper = WooxDerivativeTickerMapper;
+class WooxBookTickerMapper {
+    canHandle(message) {
+        return message.topic !== undefined && message.topic.endsWith('@bbo');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'bbo',
+                symbols
+            }
+        ];
+    }
+    *map(wooxBBOMessage, localTimestamp) {
+        const wooxBookTicker = wooxBBOMessage.data;
+        const ticker = {
+            type: 'book_ticker',
+            symbol: wooxBookTicker.symbol,
+            exchange: 'woo-x',
+            askAmount: wooxBookTicker.askSize !== undefined ? wooxBookTicker.askSize : undefined,
+            askPrice: wooxBookTicker.ask !== undefined ? wooxBookTicker.ask : undefined,
+            bidPrice: wooxBookTicker.bid !== undefined ? wooxBookTicker.bid : undefined,
+            bidAmount: wooxBookTicker.bidSize !== undefined ? wooxBookTicker.bidSize : undefined,
+            timestamp: new Date(wooxBBOMessage.ts),
+            localTimestamp: localTimestamp
+        };
+        yield ticker;
+    }
+}
+exports.WooxBookTickerMapper = WooxBookTickerMapper;
+//# sourceMappingURL=woox.js.map

package/dist/mappers/woox.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"woox.js","sourceRoot":"","sources":["../../src/mappers/woox.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE7C,QAAA,gBAAgB,GAA2B;IACtD,SAAS,CAAC,OAAyB;QACjC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAA;IACxE,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,OAAyB,EAAE,cAAoB;QAClD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;QAEtC,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,MAAM;YAC3B,QAAQ,EAAE,OAAO;YACjB,EAAE,EAAE,SAAS;YACb,KAAK,EAAE,OAAO,CAAC,IAAI,CAAC,KAAK;YACzB,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI;YACzB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YACnD,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAa,oBAAoB;IAAjC;QACmB,8BAAyB,GAAsC,EAAE,CAAA;IA2GpF,CAAC;IAzGC,SAAS,CAAC,OAA0D;QAClE,IAAI,IAAI,IAAI,OAAO,EAAE;YACnB,OAAO,OAAO,CAAC,EAAE,CAAC,QAAQ,CAAC,YAAY,CAAC,CAAA;SACzC;QAED,IAAI,OAAO,IAAI,OAAO,EAAE;YACtB,OAAO,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,kBAAkB,CAAC,CAAA;SAClD;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,iBAAiB;gBAC1B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA0D,EAAE,cAAoB;QACnF,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAA;QAElC,IAAI,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,KAAK,SAAS,EAAE;YACxD,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,GAAG;gBACvC,eAAe,EAAE,EAAE;aACpB,CAAA;SACF;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,yBAAyB,CAAC,MAAM,CAAC,CAAA;QAC9D,MAAM,wBAAwB,GAAG,eAAe,CAAC,iBAAiB,CAAA;QAElE,8EAA8E;QAC9E,IAAI,IAAI,IAAI,OAAO,IAAI,OAAO,CAAC,OAAO,EAAE;YACtC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;gBAC/C,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;gBAC/C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;gBACpC,cAAc;aACf,CAAA;YAED,4DAA4D;YAC5D,eAAe,CAAC,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,EAAE,CAAA;YACrD,eAAe,CAAC,iBAAiB,GAAG,IAAI,CAAA;YAExC,iEAAiE;YACjE,KAAK,MAAM,MAAM,IAAI,eAAe,CAAC,eAAe,EAAE;gBACpD,MAAM,UAAU,GAAG,IAAI,CAAC,mBAAmB,CAAC,MAAM,EAAE,cAAc,EAAE,eAAe,EAAE,MAAM,CAAC,CAAA;gBAC5F,IAAI,UAAU,KAAK,SAAS,EAAE;oBAC5B,MAAM,UAAU,CAAA;iBACjB;aACF;YACD,8BAA8B;YAC9B,eAAe,CAAC,eAAe,GAAG,EAAE,CAAA;SACrC;aAAM,IAAI,wBAAwB,EAAE;YACnC,6EAA6E;YAC7E,MAAM,UAAU,GAAG,IAAI,CAAC,mBAAmB,CAAC,OAAqC,EAAE,cAAc,EAAE,eAAe,EAAE,MAAM,CAAC,CAAA;YAC3H,IAAI,UAAU,KAAK,SAAS,EAAE;gBAC5B,MAAM,UAAU,CAAA;aACjB;SACF;aAAM;YACL,gHAAgH;YAChH,eAAe,CAAC,eAAe,CAAC,IAAI,CAAC,OAAqC,CAAC,CAAA;SAC5E;IACH,CAAC;IAEO,mBAAmB,CACzB,cAA0C,EAC1C,cAAoB,EACpB,SAAyB,EACzB,MAAc;QAEd,IAAI,cAAc,CAAC,IAAI,CAAC,MAAM,GAAG,SAAS,CAAC,mBAAoB,EAAE;YAC/D,OAAM;SACP;QAED,OAAO;YACL,IAAI,EAAE,aAAa;YACnB,MAAM;YACN,QAAQ,EAAE,OAAO;YACjB,UAAU,EAAE,KAAK;YACjB,IAAI,EAAE,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;YACtD,IAAI,EAAE,cAAc,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,CAAC;YACtD,SAAS,EAAE,IAAI,IAAI,CAAC,cAAc,CAAC,EAAE,CAAC;YACtC,cAAc;SACf,CAAA;IACH,CAAC;IAEO,aAAa,CAAC,KAAuB;QAC3C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;QACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;QAEvB,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;IAC1B,CAAC;CACF;AA5GD,oDA4GC;AAED,MAAa,0BAA0B;IAAvC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;QACvD,iBAAY,GAAG,IAAI,GAAG,EAAkB,CAAA;IAmF3D,CAAC;IAjFC,SAAS,CAAC,OAAkG;QAC1G,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,KAAK,CAAA;SACb;QACD,MAAM,MAAM,GAAG,CAAC,OAAO,CAAC,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,EAAE,CAAA;QAC1D,MAAM,MAAM,GAAG,MAAM,CAAC,UAAU,CAAC,OAAO,CAAC,CAAA;QAEzC,OAAO,CACL,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,MAAM,CAAC;YAC5C,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,MAAM,CAAC;YAChD,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,iBAAiB,CAAC,IAAI,MAAM,CAAC;YACrD,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,aAAa,CAAC;YACrC,CAAC,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,eAAe,CAAC,IAAI,MAAM,CAAC,CACpD,CAAA;IACH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QACnC,MAAM,WAAW,GAAG,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;QAChG,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,gBAAgB;gBACzB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACR;YACD;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,WAAW;aACrB;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAY,EAAE,cAAoB;QACrC,IAAI,OAAO,CAAC,KAAK,CAAC,QAAQ,CAAC,aAAa,CAAC,EAAE;YACzC,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,EAAE,OAAO,CAAC,EAAE,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;SACzF;aAAM;YACL,MAAM,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAA;YAClC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;YAE5F,MAAM,cAAc,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;YACpD,IAAI,cAAc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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;AAoB7C,cAAc,gBAAgB,CAAA;AAwD9B,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 +47,8 @@ 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");
+const woox_1 = require("./woox");
 __exportStar(require("./realtimefeed"), exports);
 const realTimeFeedsMap = {
     bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -95,7 +97,9 @@ 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,
+    'woo-x': woox_1.WooxRealTimeFeed
 };
 function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

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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;AACnD,iCAAyC;AAEzC,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;IAChC,OAAO,EAAE,uBAAgB;CAC1B,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/realtimefeeds/woox.d.ts

@@ -0,0 +1,11 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class WooxRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+    protected messageIsError(message: any): boolean;
+    protected messageIsHeartbeat(message: any): boolean;
+    protected onMessage(msg: any): void;
+}
+//# sourceMappingURL=woox.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"woox.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/woox.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,SAAyE;IAEzF,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;cAmBlD,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;IA4B7F,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,kBAAkB,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAInD,SAAS,CAAC,SAAS,CAAC,GAAG,EAAE,GAAG;CAO7B"}

package/dist/realtimefeeds/woox.js

@@ -0,0 +1,65 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.WooxRealTimeFeed = void 0;
+const handy_1 = require("../handy");
+const realtimefeed_1 = require("./realtimefeed");
+class WooxRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://wss.woo.org/ws/stream/OqdphuyCtYWxwzhxyLLjOWNdFP7sQt8RPWzmb5xY';
+    }
+    mapToSubscribeMessages(filters) {
+        return filters
+            .filter((filter) => filter.channel !== 'orderbook')
+            .map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('WooxRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter.symbols.map((symbol) => {
+                return {
+                    id: `${symbol}@${filter.channel}`,
+                    topic: `${symbol}@${filter.channel}`,
+                    event: 'subscribe'
+                };
+            });
+        })
+            .flatMap((f) => f);
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const orderbookFilter = filters.find((f) => f.channel === 'orderbook');
+        if (!orderbookFilter) {
+            return;
+        }
+        await (0, handy_1.wait)(200);
+        for (let symbol of orderbookFilter.symbols) {
+            if (shouldCancel()) {
+                return;
+            }
+            this.send({
+                id: `${symbol}@orderbook`,
+                event: 'request',
+                params: {
+                    type: 'orderbook',
+                    symbol
+                }
+            });
+            await (0, handy_1.wait)(1);
+        }
+        this.debug('sent orderbook requests for: %s', orderbookFilter.symbols);
+    }
+    messageIsError(message) {
+        return message.success === false || message.errorMsg !== undefined;
+    }
+    messageIsHeartbeat(message) {
+        return message.event === 'ping';
+    }
+    onMessage(msg) {
+        if (msg.event === 'ping') {
+            this.send({
+                event: 'ping'
+            });
+        }
+    }
+}
+exports.WooxRealTimeFeed = WooxRealTimeFeed;
+//# sourceMappingURL=woox.js.map

package/dist/realtimefeeds/woox.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"woox.js","sourceRoot":"","sources":["../../src/realtimefeeds/woox.ts"],"names":[],"mappings":";;;AAAA,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,gBAAiB,SAAQ,+BAAgB;IAAtD;;QACY,WAAM,GAAG,sEAAsE,CAAA;IAgE3F,CAAC;IA9DW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,WAAW,CAAC;aAClD,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,sFAAsF,CAAC,CAAA;aACxG;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,GAAG,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE;oBACjC,KAAK,EAAE,GAAG,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE;oBACpC,KAAK,EAAE,WAAW;iBACnB,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,eAAe,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,WAAW,CAAC,CAAA;QACtE,IAAI,CAAC,eAAe,EAAE;YACpB,OAAM;SACP;QAED,MAAM,IAAA,YAAI,EAAC,GAAG,CAAC,CAAA;QAEf,KAAK,IAAI,MAAM,IAAI,eAAe,CAAC,OAAQ,EAAE;YAC3C,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,GAAG,MAAM,YAAY;gBACzB,KAAK,EAAE,SAAS;gBAChB,MAAM,EAAE;oBACN,IAAI,EAAE,WAAW;oBACjB,MAAM;iBACP;aACF,CAAC,CAAA;YAEF,MAAM,IAAA,YAAI,EAAC,CAAC,CAAC,CAAA;SACd;QAED,IAAI,CAAC,KAAK,CAAC,iCAAiC,EAAE,eAAe,CAAC,OAAO,CAAC,CAAA;IACxE,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,OAAO,KAAK,KAAK,IAAI,OAAO,CAAC,QAAQ,KAAK,SAAS,CAAA;IACpE,CAAC;IAES,kBAAkB,CAAC,OAAY;QACvC,OAAO,OAAO,CAAC,KAAK,KAAK,MAAM,CAAA;IACjC,CAAC;IAES,SAAS,CAAC,GAAQ;QAC1B,IAAI,GAAG,CAAC,KAAK,KAAK,MAAM,EAAE;YACxB,IAAI,CAAC,IAAI,CAAC;gBACR,KAAK,EAAE,MAAM;aACd,CAAC,CAAA;SACH;IACH,CAAC;CACF;AAjED,4CAiEC"}