tardis-dev 13.11.0 → 13.13.0

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

@@ -1 +1 @@
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+{"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

@@ -48,6 +48,7 @@ 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,
@@ -97,7 +98,8 @@ const realTimeFeedsMap = {
     'crypto-com': cryptocom_1.CryptoComRealTimeFeed,
     'crypto-com-derivatives': cryptocom_1.CryptoComRealTimeFeed,
     kucoin: kucoin_1.KucoinRealTimeFeed,
-    bitnomial: bitnomial_1.BitnomialRealTimeFeed
+    bitnomial: bitnomial_1.BitnomialRealTimeFeed,
+    'woo-x': woox_1.WooxRealTimeFeed
 };
 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;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"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.11.0",
+  "version": "13.13.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -46,7 +46,8 @@ export const EXCHANGES = [
   'crypto-com',
   'crypto-com-derivatives',
   'kucoin',
-  'bitnomial'
+  'bitnomial',
+  'woo-x'
 ] as const
 
 const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'] as const
@@ -386,6 +387,18 @@ const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'm
 
 const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status']
 
+const WOOX_CHANNELS = [
+  'trade',
+  'orderbook',
+  'orderbookupdate',
+  'ticker',
+  'bbo',
+  'indexprice',
+  'markprice',
+  'openinterest',
+  'estfundingrate'
+]
+
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,
   coinbase: COINBASE_CHANNELS,
@@ -434,5 +447,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   'crypto-com': CRYPTO_COM_CHANNELS,
   'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
   kucoin: KUCOIN_CHANNELS,
-  bitnomial: BITNOMIAL_CHANNELS
+  bitnomial: BITNOMIAL_CHANNELS,
+  'woo-x': WOOX_CHANNELS
 }

package/src/mappers/binance.ts

@@ -395,7 +395,7 @@ export class BinanceLiquidationsMapper implements Mapper<'binance-futures' | 'bi
       symbol: binanceLiquidation.s,
       exchange: this._exchange,
       id: undefined,
-      price: Number(binanceLiquidation.ap), // use Average Price that matches trade
+      price: Number(binanceLiquidation.p),
       amount: Number(binanceLiquidation.z), // use  Order Filled Accumulated Quantity
       side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
       timestamp: new Date(binanceLiquidation.T),
@@ -439,7 +439,7 @@ export class BinanceBookTickerMapper implements Mapper<'binance-futures' | 'bina
       askPrice: binanceBookTicker.a !== undefined ? Number(binanceBookTicker.a) : undefined,
       bidPrice: binanceBookTicker.b !== undefined ? Number(binanceBookTicker.b) : undefined,
       bidAmount: binanceBookTicker.B !== undefined ? Number(binanceBookTicker.B) : undefined,
-      timestamp: binanceBookTicker.T !== undefined ? new Date(binanceBookTicker.T) : localTimestamp,
+      timestamp: binanceBookTicker.E !== undefined ? new Date(binanceBookTicker.E) : localTimestamp,
       localTimestamp: localTimestamp
     }
 
@@ -545,5 +545,5 @@ type BinanceBookTickerData = {
   B: string // best bid qty
   a: string // best ask price
   A: string // best ask qty
-  T?: number // transaction time
+  E?: number // transaction time
 }

package/src/mappers/index.ts

@@ -90,6 +90,7 @@ import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMappe
 import { PoloniexBookChangeMapper, PoloniexTradesMapper, PoloniexV2BookChangeMapper, PoloniexV2TradesMapper } from './poloniex'
 import { SerumBookChangeMapper, SerumBookTickerMapper, SerumTradesMapper } from './serum'
 import { UpbitBookChangeMapper, UpbitTradesMapper } from './upbit'
+import { WooxBookChangeMapper, WooxBookTickerMapper, WooxDerivativeTickerMapper, wooxTradesMapper } from './woox'
 
 export * from './mapper'
 
@@ -183,7 +184,8 @@ const tradesMappers = {
   'crypto-com': () => new CryptoComTradesMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComTradesMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinTradesMapper('kucoin'),
-  bitnomial: () => bitnomialTradesMapper
+  bitnomial: () => bitnomialTradesMapper,
+  'woo-x': () => wooxTradesMapper
 }
 
 const bookChangeMappers = {
@@ -257,7 +259,8 @@ const bookChangeMappers = {
   'crypto-com': () => new CryptoComBookChangeMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComBookChangeMapper('crypto-com-derivatives'),
   kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
-  bitnomial: () => new BitnomialBookChangMapper()
+  bitnomial: () => new BitnomialBookChangMapper(),
+  'woo-x': () => new WooxBookChangeMapper()
 }
 
 const derivativeTickersMappers = {
@@ -287,7 +290,8 @@ const derivativeTickersMappers = {
   ascendex: () => new AscendexDerivativeTickerMapper(),
   dydx: () => new DydxDerivativeTickerMapper(),
   'crypto-com-derivatives': () => new CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
-  'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com')
+  'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com'),
+  'woo-x': () => new WooxDerivativeTickerMapper()
 }
 
 const optionsSummaryMappers = {
@@ -367,7 +371,8 @@ const bookTickersMappers = {
   'bybit-spot': () => new BybitSpotBookTickerMapper('bybit-spot'),
   'crypto-com': () => new CryptoComBookTickerMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComBookTickerMapper('crypto-com-derivatives'),
-  kucoin: () => new KucoinBookTickerMapper('kucoin')
+  kucoin: () => new KucoinBookTickerMapper('kucoin'),
+  'woo-x': () => new WooxBookTickerMapper()
 }
 
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {