tardis-dev 13.11.0 → 13.12.0
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/consts.d.ts +2 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +15 -2
- package/dist/consts.js.map +1 -1
- package/dist/mappers/binance.js +1 -1
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/bybit.d.ts +1 -1
- package/dist/mappers/bybitspot.d.ts +1 -1
- package/dist/mappers/cryptocom.d.ts +1 -1
- package/dist/mappers/huobi.d.ts +3 -3
- package/dist/mappers/index.d.ts +4 -4
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +9 -4
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/woox.d.ts +111 -0
- package/dist/mappers/woox.d.ts.map +1 -0
- package/dist/mappers/woox.js +236 -0
- package/dist/mappers/woox.js.map +1 -0
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +3 -1
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/woox.d.ts +11 -0
- package/dist/realtimefeeds/woox.d.ts.map +1 -0
- package/dist/realtimefeeds/woox.js +65 -0
- package/dist/realtimefeeds/woox.js.map +1 -0
- package/package.json +1 -1
- package/src/consts.ts +16 -2
- package/src/mappers/binance.ts +1 -1
- package/src/mappers/index.ts +9 -4
- package/src/mappers/woox.ts +322 -0
- package/src/realtimefeeds/index.ts +3 -1
- package/src/realtimefeeds/woox.ts +70 -0
package/dist/consts.d.ts
CHANGED
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@@ -1,4 +1,4 @@
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1
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-
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"];
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1
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+
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", "woo-x"];
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export declare const EXCHANGE_CHANNELS_INFO: {
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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"];
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coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
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@@ -48,5 +48,6 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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'crypto-com-derivatives': string[];
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kucoin: string[];
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bitnomial: string[];
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+
'woo-x': string[];
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};
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//# sourceMappingURL=consts.d.ts.map
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package/dist/consts.d.ts.map
CHANGED
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@@ -1 +1 @@
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-
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,
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1
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+
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,qpBAkDZ,CAAA;AA+VV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAkDlC,CAAA"}
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package/dist/consts.js
CHANGED
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@@ -49,7 +49,8 @@ exports.EXCHANGES = [
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'crypto-com',
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'crypto-com-derivatives',
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'kucoin',
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-
'bitnomial'
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'bitnomial',
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'woo-x'
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];
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const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'];
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const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot', 'ticker'];
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@@ -347,6 +348,17 @@ const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', '
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const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
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const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot'];
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const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status'];
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+
const WOOX_CHANNELS = [
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'trade',
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'orderbook',
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'orderbookupdate',
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'ticker',
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'bbo',
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'indexprice',
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'markprice',
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'openinterest',
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'estfundingrate'
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];
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exports.EXCHANGE_CHANNELS_INFO = {
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bitmex: BITMEX_CHANNELS,
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coinbase: COINBASE_CHANNELS,
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@@ -395,6 +407,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
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'crypto-com': CRYPTO_COM_CHANNELS,
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'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
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kucoin: KUCOIN_CHANNELS,
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-
bitnomial: BITNOMIAL_CHANNELS
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bitnomial: BITNOMIAL_CHANNELS,
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'woo-x': WOOX_CHANNELS
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};
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//# sourceMappingURL=consts.js.map
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package/dist/consts.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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1
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+
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|
package/dist/mappers/binance.js
CHANGED
|
@@ -338,7 +338,7 @@ class BinanceLiquidationsMapper {
|
|
|
338
338
|
symbol: binanceLiquidation.s,
|
|
339
339
|
exchange: this._exchange,
|
|
340
340
|
id: undefined,
|
|
341
|
-
price: Number(binanceLiquidation.
|
|
341
|
+
price: Number(binanceLiquidation.p),
|
|
342
342
|
amount: Number(binanceLiquidation.z),
|
|
343
343
|
side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
|
|
344
344
|
timestamp: new Date(binanceLiquidation.T),
|
|
@@ -1 +1 @@
|
|
|
1
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-
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package/dist/mappers/bybit.d.ts
CHANGED
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@@ -25,7 +25,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
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map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
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readonly type: "book_change";
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readonly symbol: string;
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-
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";
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+
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" | "woo-x";
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readonly isSnapshot: boolean;
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readonly bids: {
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price: number;
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@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
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map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
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readonly type: "book_change";
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readonly symbol: "RENUSDT";
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-
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";
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24
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+
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" | "woo-x";
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25
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readonly isSnapshot: true;
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readonly bids: {
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price: number;
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@@ -21,7 +21,7 @@ export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' |
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map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
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readonly type: "book_change";
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readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
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-
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";
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24
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+
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" | "woo-x";
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25
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readonly isSnapshot: boolean;
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readonly bids: {
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price: number;
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package/dist/mappers/huobi.d.ts
CHANGED
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@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
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22
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map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
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23
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readonly type: "book_change";
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24
24
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readonly symbol: string;
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25
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-
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";
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25
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+
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" | "woo-x";
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26
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readonly isSnapshot: boolean;
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27
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readonly bids: {
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28
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price: number;
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@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
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51
51
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map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
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52
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readonly type: "book_change";
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53
53
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readonly symbol: string;
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54
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-
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";
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54
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+
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" | "woo-x";
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55
55
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readonly isSnapshot: false;
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56
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readonly bids: {
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57
57
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price: number;
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@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
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66
66
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} | {
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67
67
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readonly type: "book_change";
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68
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readonly symbol: string;
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69
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-
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";
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69
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+
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" | "woo-x";
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readonly isSnapshot: true;
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readonly bids: {
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72
72
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price: number;
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package/dist/mappers/index.d.ts
CHANGED
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@@ -1,10 +1,10 @@
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1
1
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import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
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2
2
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import { Mapper } from './mapper';
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3
3
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export * from './mapper';
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4
|
-
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>;
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5
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-
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>;
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6
|
-
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>;
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4
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+
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" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
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5
|
+
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" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
|
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6
|
+
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" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
|
|
7
7
|
export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
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8
8
|
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>;
|
|
9
|
-
export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "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" | "bybit-spot" | "ftx-us" | "binance-us" | "gate-io-futures" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
|
|
9
|
+
export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "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" | "bybit-spot" | "ftx-us" | "binance-us" | "gate-io-futures" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
|
|
10
10
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +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;AAwEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;
|
|
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;AAwEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AA2RxB,eAAO,MAAM,eAAe,ouBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,ouBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,gYAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,+hBAEf,IAAI,0BASrB,CAAA"}
|
package/dist/mappers/index.js
CHANGED
|
@@ -47,6 +47,7 @@ const phemex_1 = require("./phemex");
|
|
|
47
47
|
const poloniex_1 = require("./poloniex");
|
|
48
48
|
const serum_1 = require("./serum");
|
|
49
49
|
const upbit_1 = require("./upbit");
|
|
50
|
+
const woox_1 = require("./woox");
|
|
50
51
|
__exportStar(require("./mapper"), exports);
|
|
51
52
|
const THREE_MINUTES_IN_MS = 3 * 60 * handy_1.ONE_SEC_IN_MS;
|
|
52
53
|
const isRealTime = (date) => {
|
|
@@ -121,7 +122,8 @@ const tradesMappers = {
|
|
|
121
122
|
'crypto-com': () => new cryptocom_1.CryptoComTradesMapper('crypto-com'),
|
|
122
123
|
'crypto-com-derivatives': () => new cryptocom_1.CryptoComTradesMapper('crypto-com-derivatives'),
|
|
123
124
|
kucoin: () => new kucoin_1.KucoinTradesMapper('kucoin'),
|
|
124
|
-
bitnomial: () => bitnomial_1.bitnomialTradesMapper
|
|
125
|
+
bitnomial: () => bitnomial_1.bitnomialTradesMapper,
|
|
126
|
+
'woo-x': () => woox_1.wooxTradesMapper
|
|
125
127
|
};
|
|
126
128
|
const bookChangeMappers = {
|
|
127
129
|
bitmex: () => new bitmex_1.BitmexBookChangeMapper(),
|
|
@@ -181,7 +183,8 @@ const bookChangeMappers = {
|
|
|
181
183
|
'crypto-com': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com'),
|
|
182
184
|
'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com-derivatives'),
|
|
183
185
|
kucoin: (localTimestamp) => new kucoin_1.KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
|
|
184
|
-
bitnomial: () => new bitnomial_1.BitnomialBookChangMapper()
|
|
186
|
+
bitnomial: () => new bitnomial_1.BitnomialBookChangMapper(),
|
|
187
|
+
'woo-x': () => new woox_1.WooxBookChangeMapper()
|
|
185
188
|
};
|
|
186
189
|
const derivativeTickersMappers = {
|
|
187
190
|
bitmex: () => new bitmex_1.BitmexDerivativeTickerMapper(),
|
|
@@ -206,7 +209,8 @@ const derivativeTickersMappers = {
|
|
|
206
209
|
ascendex: () => new ascendex_1.AscendexDerivativeTickerMapper(),
|
|
207
210
|
dydx: () => new dydx_1.DydxDerivativeTickerMapper(),
|
|
208
211
|
'crypto-com-derivatives': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
|
|
209
|
-
'crypto-com': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com')
|
|
212
|
+
'crypto-com': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com'),
|
|
213
|
+
'woo-x': () => new woox_1.WooxDerivativeTickerMapper()
|
|
210
214
|
};
|
|
211
215
|
const optionsSummaryMappers = {
|
|
212
216
|
deribit: () => new deribit_1.DeribitOptionSummaryMapper(),
|
|
@@ -272,7 +276,8 @@ const bookTickersMappers = {
|
|
|
272
276
|
'bybit-spot': () => new bybitspot_1.BybitSpotBookTickerMapper('bybit-spot'),
|
|
273
277
|
'crypto-com': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com'),
|
|
274
278
|
'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com-derivatives'),
|
|
275
|
-
kucoin: () => new kucoin_1.KucoinBookTickerMapper('kucoin')
|
|
279
|
+
kucoin: () => new kucoin_1.KucoinBookTickerMapper('kucoin'),
|
|
280
|
+
'woo-x': () => new woox_1.WooxBookTickerMapper()
|
|
276
281
|
};
|
|
277
282
|
const normalizeTrades = (exchange, localTimestamp) => {
|
|
278
283
|
const createTradesMapper = tradesMappers[exchange];
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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@@ -0,0 +1,111 @@
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|
|
1
|
+
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
|
|
2
|
+
import { Mapper } from './mapper';
|
|
3
|
+
export declare const wooxTradesMapper: Mapper<'woo-x', Trade>;
|
|
4
|
+
export declare class WooxBookChangeMapper implements Mapper<'woo-x', BookChange> {
|
|
5
|
+
private readonly _symbolToDepthInfoMapping;
|
|
6
|
+
canHandle(message: WooxOrderbookMessage | WooxOrderbookupdateMessage): boolean;
|
|
7
|
+
getFilters(symbols?: string[]): {
|
|
8
|
+
channel: string;
|
|
9
|
+
symbols: string[] | undefined;
|
|
10
|
+
}[];
|
|
11
|
+
map(message: WooxOrderbookMessage | WooxOrderbookupdateMessage, localTimestamp: Date): IterableIterator<BookChange>;
|
|
12
|
+
private _mapBookDepthUpdate;
|
|
13
|
+
private _mapBookLevel;
|
|
14
|
+
}
|
|
15
|
+
export declare class WooxDerivativeTickerMapper implements Mapper<'woo-x', DerivativeTicker> {
|
|
16
|
+
private readonly pendingTickerInfoHelper;
|
|
17
|
+
private readonly _indexPrices;
|
|
18
|
+
canHandle(message: WooxTradeMessage | WooxEstFundingRate | WooxMarkPrice | WooxIndexPrice | WooxOpenInterest): boolean;
|
|
19
|
+
getFilters(symbols?: string[]): {
|
|
20
|
+
channel: string;
|
|
21
|
+
symbols: string[] | undefined;
|
|
22
|
+
}[];
|
|
23
|
+
map(message: any, localTimestamp: Date): IterableIterator<DerivativeTicker>;
|
|
24
|
+
}
|
|
25
|
+
export declare class WooxBookTickerMapper implements Mapper<'woo-x', BookTicker> {
|
|
26
|
+
canHandle(message: WooxTradeMessage): boolean;
|
|
27
|
+
getFilters(symbols?: string[]): {
|
|
28
|
+
channel: string;
|
|
29
|
+
symbols: string[] | undefined;
|
|
30
|
+
}[];
|
|
31
|
+
map(wooxBBOMessage: WooxBBOMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
|
|
32
|
+
}
|
|
33
|
+
type WooxTradeMessage = {
|
|
34
|
+
topic: 'PERP_GALA_USDT@trade';
|
|
35
|
+
ts: 1674431999995;
|
|
36
|
+
data: {
|
|
37
|
+
symbol: 'PERP_GALA_USDT';
|
|
38
|
+
price: 0.048756;
|
|
39
|
+
size: 4109;
|
|
40
|
+
side: 'SELL';
|
|
41
|
+
source: 0;
|
|
42
|
+
};
|
|
43
|
+
};
|
|
44
|
+
type WooxOrderbookupdateMessage = {
|
|
45
|
+
topic: 'PERP_BTC_USDT@orderbookupdate';
|
|
46
|
+
ts: 1674432000020;
|
|
47
|
+
data: {
|
|
48
|
+
symbol: 'PERP_BTC_USDT';
|
|
49
|
+
prevTs: 1674432000030;
|
|
50
|
+
asks: [[22712.7, 15.4675]];
|
|
51
|
+
bids: [[22708.0, 4.503]];
|
|
52
|
+
};
|
|
53
|
+
};
|
|
54
|
+
type WooxOrderbookMessage = {
|
|
55
|
+
id: 'PERP_BTC_USDT@orderbook';
|
|
56
|
+
event: 'request';
|
|
57
|
+
success: true;
|
|
58
|
+
ts: 1674432000034;
|
|
59
|
+
data: {
|
|
60
|
+
symbol: 'PERP_BTC_USDT';
|
|
61
|
+
ts: 1674432000020;
|
|
62
|
+
asks: [[22712.7, 15.4675], [26772.1, 0.248]];
|
|
63
|
+
bids: [[22708.0, 4.503], [18555.0, 0.002]];
|
|
64
|
+
};
|
|
65
|
+
};
|
|
66
|
+
type WooxBBOMessage = {
|
|
67
|
+
topic: 'SPOT_ETH_USDT@bbo';
|
|
68
|
+
ts: 1674431999996;
|
|
69
|
+
data: {
|
|
70
|
+
symbol: 'SPOT_ETH_USDT';
|
|
71
|
+
ask: 1627.61;
|
|
72
|
+
askSize: 38.3755;
|
|
73
|
+
bid: 1627.26;
|
|
74
|
+
bidSize: 20.424926;
|
|
75
|
+
};
|
|
76
|
+
};
|
|
77
|
+
type WooxMarkPrice = {
|
|
78
|
+
topic: 'PERP_BTC_USDT@markprice';
|
|
79
|
+
ts: 1674432000007;
|
|
80
|
+
data: {
|
|
81
|
+
symbol: 'PERP_BTC_USDT';
|
|
82
|
+
price: 22711.11;
|
|
83
|
+
};
|
|
84
|
+
};
|
|
85
|
+
type WooxEstFundingRate = {
|
|
86
|
+
topic: 'PERP_BTC_USDT@estfundingrate';
|
|
87
|
+
ts: 1674432059002;
|
|
88
|
+
data: {
|
|
89
|
+
symbol: 'PERP_BTC_USDT';
|
|
90
|
+
fundingRate: 0.00000782;
|
|
91
|
+
fundingTs: 1674435600005;
|
|
92
|
+
};
|
|
93
|
+
};
|
|
94
|
+
type WooxIndexPrice = {
|
|
95
|
+
topic: 'SPOT_BTC_USDT@indexprice';
|
|
96
|
+
ts: 1674432000024;
|
|
97
|
+
data: {
|
|
98
|
+
symbol: 'SPOT_BTC_USDT';
|
|
99
|
+
price: 22708.44;
|
|
100
|
+
};
|
|
101
|
+
};
|
|
102
|
+
type WooxOpenInterest = {
|
|
103
|
+
topic: 'PERP_BTC_USDT@openinterest';
|
|
104
|
+
ts: 1674432013624;
|
|
105
|
+
data: {
|
|
106
|
+
symbol: 'PERP_BTC_USDT';
|
|
107
|
+
openInterest: 83.2241;
|
|
108
|
+
};
|
|
109
|
+
};
|
|
110
|
+
export {};
|
|
111
|
+
//# sourceMappingURL=woox.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|