tardis-dev 13.12.0 → 13.13.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/mappers/binance.d.ts +1 -1
- package/dist/mappers/binance.js +1 -1
- package/dist/mappers/kucoin.d.ts +2 -2
- package/dist/mappers/kucoin.d.ts.map +1 -1
- package/dist/mappers/kucoin.js +6 -0
- package/dist/mappers/kucoin.js.map +1 -1
- package/package.json +1 -1
- package/src/mappers/binance.ts +2 -2
- package/src/mappers/kucoin.ts +8 -2
package/dist/mappers/binance.js
CHANGED
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@@ -377,7 +377,7 @@ class BinanceBookTickerMapper {
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377
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askPrice: binanceBookTicker.a !== undefined ? Number(binanceBookTicker.a) : undefined,
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378
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bidPrice: binanceBookTicker.b !== undefined ? Number(binanceBookTicker.b) : undefined,
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379
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bidAmount: binanceBookTicker.B !== undefined ? Number(binanceBookTicker.B) : undefined,
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380
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-
timestamp: binanceBookTicker.
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380
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+
timestamp: binanceBookTicker.E !== undefined ? new Date(binanceBookTicker.E) : localTimestamp,
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localTimestamp: localTimestamp
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382
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};
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yield ticker;
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package/dist/mappers/kucoin.d.ts
CHANGED
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@@ -88,8 +88,8 @@ type KucoinLevel2SnapshotMessage = {
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data: {
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time: 1660608003710;
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90
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sequence: '1636276324355';
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91
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-
bids: [string, string][];
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92
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-
asks: [string, string][];
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91
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+
bids: [string, string][] | null;
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92
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+
asks: [string, string][] | null;
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};
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};
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type KucoinLevel2UpdateMessage = {
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"kucoin.d.ts","sourceRoot":"","sources":["../../src/mappers/kucoin.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC3D,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,UAAU,EAAE,KAAK,EAAkB,MAAM,UAAU,CAAA;AAClF,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,kBAAmB,YAAW,MAAM,CAAC,QAAQ,EAAE,KAAK,CAAC;IACpD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,kBAAkB;IAIrC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,kBAAkB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAmBjF;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IAK7D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAAE,OAAO,CAAC,QAAQ,CAAC,8BAA8B;IAJnG,SAAS,CAAC,QAAQ,CAAC,wBAAwB,EAAE;QAC3C,CAAC,GAAG,EAAE,MAAM,GAAG,cAAc,CAAA;KAC9B,CAAK;gBAEyB,SAAS,EAAE,QAAQ,EAAmB,8BAA8B,EAAE,OAAO;IAE5G,SAAS,CAAC,OAAO,EAAE,2BAA2B,GAAG,yBAAyB;IAI1E,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAc5B,GAAG,CAAC,OAAO,EAAE,2BAA2B,GAAG,yBAAyB,EAAE,cAAc,EAAE,IAAI;
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1
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+
{"version":3,"file":"kucoin.d.ts","sourceRoot":"","sources":["../../src/mappers/kucoin.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC3D,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,UAAU,EAAE,KAAK,EAAkB,MAAM,UAAU,CAAA;AAClF,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,kBAAmB,YAAW,MAAM,CAAC,QAAQ,EAAE,KAAK,CAAC;IACpD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,kBAAkB;IAIrC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,kBAAkB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAmBjF;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IAK7D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAAE,OAAO,CAAC,QAAQ,CAAC,8BAA8B;IAJnG,SAAS,CAAC,QAAQ,CAAC,wBAAwB,EAAE;QAC3C,CAAC,GAAG,EAAE,MAAM,GAAG,cAAc,CAAA;KAC9B,CAAK;gBAEyB,SAAS,EAAE,QAAQ,EAAmB,8BAA8B,EAAE,OAAO;IAE5G,SAAS,CAAC,OAAO,EAAE,2BAA2B,GAAG,yBAAyB;IAI1E,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAc5B,GAAG,CAAC,OAAO,EAAE,2BAA2B,GAAG,yBAAyB,EAAE,cAAc,EAAE,IAAI;IAwF3F,SAAS,CAAC,kBAAkB,CAAC,eAAe,EAAE,yBAAyB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;IAoDtH,OAAO,CAAC,YAAY;IAMpB,OAAO,CAAC,aAAa;CAGtB;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IAC7D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,mBAAmB;IAItC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,IAAI;CAiBxD;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,SAAS,CAAA;IACf,KAAK,EAAE,yBAAyB,CAAA;IAChC,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE;QACJ,OAAO,EAAE,UAAU,CAAA;QACnB,WAAW,EAAE,UAAU,CAAA;QACvB,OAAO,EAAE,UAAU,CAAA;QACnB,WAAW,EAAE,MAAM,CAAA;QACnB,KAAK,EAAE,UAAU,CAAA;QACjB,QAAQ,EAAE,eAAe,CAAA;QACzB,IAAI,EAAE,GAAG,CAAA;QACT,IAAI,EAAE,aAAa,CAAA;KACpB,CAAA;CACF,CAAA;AAED,KAAK,kBAAkB,GAAG;IACxB,IAAI,EAAE,SAAS,CAAA;IACf,KAAK,EAAE,wBAAwB,CAAA;IAC/B,OAAO,EAAE,eAAe,CAAA;IACxB,IAAI,EAAE;QACJ,MAAM,EAAE,UAAU,CAAA;QAClB,IAAI,EAAE,MAAM,CAAA;QACZ,IAAI,EAAE,OAAO,CAAA;QACb,YAAY,EAAE,0BAA0B,CAAA;QACxC,QAAQ,EAAE,eAAe,CAAA;QACzB,IAAI,EAAE,YAAY,CAAA;QAClB,KAAK,EAAE,SAAS,CAAA;QAChB,YAAY,EAAE,0BAA0B,CAAA;QACxC,IAAI,EAAE,qBAAqB,CAAA;QAC3B,OAAO,EAAE,0BAA0B,CAAA;KACpC,CAAA;CACF,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,eAAe,EAAE,cAAc,CAAC,yBAAyB,CAAC,CAAA;IAC1D,iBAAiB,CAAC,EAAE,OAAO,CAAA;IAC3B,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,oBAAoB,CAAC,EAAE,OAAO,CAAA;CAC/B,CAAA;AAED,KAAK,2BAA2B,GAAG;IACjC,IAAI,EAAE,SAAS,CAAA;IACf,SAAS,EAAE,IAAI,CAAA;IACf,KAAK,EAAE,iCAAiC,CAAA;IACxC,OAAO,EAAE,kBAAkB,CAAA;IAC3B,IAAI,EAAE,QAAQ,CAAA;IACd,IAAI,EAAE;QACJ,IAAI,EAAE,aAAa,CAAA;QACnB,QAAQ,EAAE,eAAe,CAAA;QACzB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,GAAG,IAAI,CAAA;QAC/B,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,GAAG,IAAI,CAAA;KAChC,CAAA;CACF,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,IAAI,EAAE,SAAS,CAAA;IACf,KAAK,EAAE,yBAAyB,CAAA;IAChC,OAAO,EAAE,gBAAgB,CAAA;IACzB,IAAI,EAAE;QACJ,aAAa,EAAE,aAAa,CAAA;QAC5B,MAAM,EAAE,UAAU,CAAA;QAClB,OAAO,EAAE;YAAE,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,CAAC;YAAC,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;SAAE,CAAA;QAC/E,WAAW,EAAE,aAAa,CAAA;KAC3B,CAAA;CACF,CAAA"}
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package/dist/mappers/kucoin.js
CHANGED
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@@ -76,6 +76,12 @@ class KucoinBookChangeMapper {
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}
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// produce snapshot book_change
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const kucoinSnapshotData = message.data;
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79
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+
if (!kucoinSnapshotData.asks) {
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kucoinSnapshotData.asks = [];
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}
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if (!kucoinSnapshotData.bids) {
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kucoinSnapshotData.bids = [];
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}
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// mark given symbol depth info that has snapshot processed
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symbolDepthInfo.lastUpdateId = Number(kucoinSnapshotData.sequence);
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symbolDepthInfo.snapshotProcessed = true;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"kucoin.js","sourceRoot":"","sources":["../../src/mappers/kucoin.ts"],"names":[],"mappings":";;;AAAA,oCAAgC;AAChC,oCAA2D;AAI3D,MAAa,kBAAkB;IAC7B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IACpD,SAAS,CAAC,OAA2B;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,eAAe,CAAC,CAAA;IAChF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,WAAW,GAAG,OAAO,CAAC,IAAI,CAAA;QAEhC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEjE,SAAS,CAAC,EAAE,GAAG,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,CAAA;QAErD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,WAAW,CAAC,MAAM;YAC1B,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,EAAE,EAAE,WAAW,CAAC,OAAO;YACvB,KAAK,EAAE,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC;YAChC,MAAM,EAAE,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC;YAChC,IAAI,EAAE,WAAW,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YAClD,SAAS;YACT,cAAc;SACf,CAAA;IACH,CAAC;CACF;AApCD,gDAoCC;AAED,MAAa,sBAAsB;IAKjC,YAA+B,SAAmB,EAAmB,8BAAuC;QAA7E,cAAS,GAAT,SAAS,CAAU;QAAmB,mCAA8B,GAA9B,8BAA8B,CAAS;QAJzF,6BAAwB,GAEvC,EAAE,CAAA;IAEyG,CAAC;IAEhH,SAAS,CAAC,OAAgE;QACxE,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,gBAAgB,CAAC,CAAA;IACjF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QACnC,OAAO;YACL;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,uBAAuB;gBAChC,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgE,EAAE,cAAoB;QACzF,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;QAE1C,IAAI,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,KAAK,SAAS,EAAE;YACvD,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,GAAG;gBACtC,eAAe,EAAE,IAAI,sBAAc,CAA4B,IAAI,CAAC;aACrE,CAAA;SACF;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAA;QAC7D,MAAM,wBAAwB,GAAG,eAAe,CAAC,iBAAiB,CAAA;QAElE,8EAA8E;QAC9E,IAAI,OAAO,CAAC,OAAO,KAAK,kBAAkB,EAAE;YAC1C,8EAA8E;YAC9E,IAAI,wBAAwB,EAAE;gBAC5B,OAAM;aACP;YACD,+BAA+B;YAC/B,MAAM,kBAAkB,GAAG,OAAO,CAAC,IAAI,CAAA;
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1
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+
{"version":3,"file":"kucoin.js","sourceRoot":"","sources":["../../src/mappers/kucoin.ts"],"names":[],"mappings":";;;AAAA,oCAAgC;AAChC,oCAA2D;AAI3D,MAAa,kBAAkB;IAC7B,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IACpD,SAAS,CAAC,OAA2B;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,eAAe,CAAC,CAAA;IAChF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,WAAW,GAAG,OAAO,CAAC,IAAI,CAAA;QAEhC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEjE,SAAS,CAAC,EAAE,GAAG,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC,KAAK,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,CAAA;QAErD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,WAAW,CAAC,MAAM;YAC1B,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,EAAE,EAAE,WAAW,CAAC,OAAO;YACvB,KAAK,EAAE,MAAM,CAAC,WAAW,CAAC,KAAK,CAAC;YAChC,MAAM,EAAE,MAAM,CAAC,WAAW,CAAC,IAAI,CAAC;YAChC,IAAI,EAAE,WAAW,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YAClD,SAAS;YACT,cAAc;SACf,CAAA;IACH,CAAC;CACF;AApCD,gDAoCC;AAED,MAAa,sBAAsB;IAKjC,YAA+B,SAAmB,EAAmB,8BAAuC;QAA7E,cAAS,GAAT,SAAS,CAAU;QAAmB,mCAA8B,GAA9B,8BAA8B,CAAS;QAJzF,6BAAwB,GAEvC,EAAE,CAAA;IAEyG,CAAC;IAEhH,SAAS,CAAC,OAAgE;QACxE,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,gBAAgB,CAAC,CAAA;IACjF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QACnC,OAAO;YACL;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,uBAAuB;gBAChC,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgE,EAAE,cAAoB;QACzF,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;QAE1C,IAAI,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,KAAK,SAAS,EAAE;YACvD,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,GAAG;gBACtC,eAAe,EAAE,IAAI,sBAAc,CAA4B,IAAI,CAAC;aACrE,CAAA;SACF;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAA;QAC7D,MAAM,wBAAwB,GAAG,eAAe,CAAC,iBAAiB,CAAA;QAElE,8EAA8E;QAC9E,IAAI,OAAO,CAAC,OAAO,KAAK,kBAAkB,EAAE;YAC1C,8EAA8E;YAC9E,IAAI,wBAAwB,EAAE;gBAC5B,OAAM;aACP;YACD,+BAA+B;YAC/B,MAAM,kBAAkB,GAAG,OAAO,CAAC,IAAI,CAAA;YACvC,IAAI,CAAC,kBAAkB,CAAC,IAAI,EAAE;gBAC5B,kBAAkB,CAAC,IAAI,GAAG,EAAE,CAAA;aAC7B;YACD,IAAI,CAAC,kBAAkB,CAAC,IAAI,EAAE;gBAC5B,kBAAkB,CAAC,IAAI,GAAG,EAAE,CAAA;aAC7B;YAED,4DAA4D;YAC5D,eAAe,CAAC,YAAY,GAAG,MAAM,CAAC,kBAAkB,CAAC,QAAQ,CAAC,CAAA;YAClE,eAAe,CAAC,iBAAiB,GAAG,IAAI,CAAA;YAExC,+GAA+G;YAC/G,KAAK,MAAM,MAAM,IAAI,eAAe,CAAC,eAAe,CAAC,KAAK,EAAE,EAAE;gBAC5D,MAAM,UAAU,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,cAAc,CAAC,CAAA;gBAClE,IAAI,UAAU,KAAK,SAAS,EAAE;oBAC5B,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE;wBAC1C,IAAI,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,EAAE;4BACjB,SAAQ;yBACT;wBACD,MAAM,WAAW,GAAG,kBAAkB,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;wBACxE,IAAI,WAAW,KAAK,SAAS,EAAE;4BAC7B,WAAW,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAA;yBACxB;6BAAM;4BACL,kBAAkB,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;yBAC/C;qBACF;oBAED,KAAK,MAAM,GAAG,IAAI,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,EAAE;wBAC1C,IAAI,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,EAAE;4BACjB,SAAQ;yBACT;wBAED,MAAM,WAAW,GAAG,kBAAkB,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;wBACxE,IAAI,WAAW,KAAK,SAAS,EAAE;4BAC7B,WAAW,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAA;yBACxB;6BAAM;4BACL,kBAAkB,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;yBAC/C;qBACF;iBACF;aACF;YAED,8BAA8B;YAC9B,eAAe,CAAC,eAAe,CAAC,KAAK,EAAE,CAAA;YAEvC,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,kBAAkB,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBACpD,IAAI,EAAE,kBAAkB,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;gBACpD,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;YAED,MAAM,UAAU,CAAA;SACjB;aAAM,IAAI,wBAAwB,EAAE;YACnC,6EAA6E;YAC7E,MAAM,UAAU,GAAG,IAAI,CAAC,kBAAkB,CAAC,OAAO,EAAE,cAAc,CAAC,CAAA;YACnE,IAAI,UAAU,KAAK,SAAS,EAAE;gBAC5B,MAAM,UAAU,CAAA;aACjB;SACF;aAAM;YACL,eAAe,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;SAChD;IACH,CAAC;IAES,kBAAkB,CAAC,eAA0C,EAAE,cAAoB;QAC3F,6GAA6G;QAC7G,4CAA4C;QAC5C,MAAM,YAAY,GAAG,IAAI,CAAC,wBAAwB,CAAC,eAAe,CAAC,IAAI,CAAC,MAAM,CAAE,CAAA;QAChF,MAAM,YAAY,GAAG,YAAY,CAAC,YAAa,CAAA;QAE/C,sEAAsE;QACtE,IAAI,eAAe,CAAC,IAAI,CAAC,WAAW,IAAI,YAAY,EAAE;YACpD,OAAM;SACP;QAED,2GAA2G;QAC3G,IAAI,CAAC,YAAY,CAAC,oBAAoB,EAAE;YACtC,qFAAqF;YACrF,MAAM,mBAAmB,GAAG,YAAY,IAAI,CAAC,CAAC,IAAI,YAAY,IAAI,CAAC,CAAA;YAEnE,IACE,CAAC,eAAe,CAAC,IAAI,CAAC,aAAa,IAAI,YAAY,GAAG,CAAC,IAAI,eAAe,CAAC,IAAI,CAAC,WAAW,IAAI,YAAY,GAAG,CAAC,CAAC;gBAChH,mBAAmB,EACnB;gBACA,YAAY,CAAC,oBAAoB,GAAG,IAAI,CAAA;aACzC;iBAAM;gBACL,MAAM,OAAO,GAAG,gEAAgE,IAAI,CAAC,SAAS,CAC5F,eAAe,CAChB,mBAAmB,YAAY,cAAc,IAAI,CAAC,SAAS,EAAE,CAAA;gBAC9D,IAAI,IAAI,CAAC,8BAA8B,EAAE;oBACvC,YAAY,CAAC,oBAAoB,GAAG,IAAI,CAAA;oBACxC,IAAA,aAAK,EAAC,OAAO,CAAC,CAAA;iBACf;qBAAM;oBACL,MAAM,IAAI,KAAK,CAAC,OAAO,CAAC,CAAA;iBACzB;aA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|
package/package.json
CHANGED
package/src/mappers/binance.ts
CHANGED
|
@@ -439,7 +439,7 @@ export class BinanceBookTickerMapper implements Mapper<'binance-futures' | 'bina
|
|
|
439
439
|
askPrice: binanceBookTicker.a !== undefined ? Number(binanceBookTicker.a) : undefined,
|
|
440
440
|
bidPrice: binanceBookTicker.b !== undefined ? Number(binanceBookTicker.b) : undefined,
|
|
441
441
|
bidAmount: binanceBookTicker.B !== undefined ? Number(binanceBookTicker.B) : undefined,
|
|
442
|
-
timestamp: binanceBookTicker.
|
|
442
|
+
timestamp: binanceBookTicker.E !== undefined ? new Date(binanceBookTicker.E) : localTimestamp,
|
|
443
443
|
localTimestamp: localTimestamp
|
|
444
444
|
}
|
|
445
445
|
|
|
@@ -545,5 +545,5 @@ type BinanceBookTickerData = {
|
|
|
545
545
|
B: string // best bid qty
|
|
546
546
|
a: string // best ask price
|
|
547
547
|
A: string // best ask qty
|
|
548
|
-
|
|
548
|
+
E?: number // transaction time
|
|
549
549
|
}
|
package/src/mappers/kucoin.ts
CHANGED
|
@@ -86,6 +86,12 @@ export class KucoinBookChangeMapper implements Mapper<'kucoin', BookChange> {
|
|
|
86
86
|
}
|
|
87
87
|
// produce snapshot book_change
|
|
88
88
|
const kucoinSnapshotData = message.data
|
|
89
|
+
if (!kucoinSnapshotData.asks) {
|
|
90
|
+
kucoinSnapshotData.asks = []
|
|
91
|
+
}
|
|
92
|
+
if (!kucoinSnapshotData.bids) {
|
|
93
|
+
kucoinSnapshotData.bids = []
|
|
94
|
+
}
|
|
89
95
|
|
|
90
96
|
// mark given symbol depth info that has snapshot processed
|
|
91
97
|
symbolDepthInfo.lastUpdateId = Number(kucoinSnapshotData.sequence)
|
|
@@ -297,8 +303,8 @@ type KucoinLevel2SnapshotMessage = {
|
|
|
297
303
|
data: {
|
|
298
304
|
time: 1660608003710
|
|
299
305
|
sequence: '1636276324355'
|
|
300
|
-
bids: [string, string][]
|
|
301
|
-
asks: [string, string][]
|
|
306
|
+
bids: [string, string][] | null
|
|
307
|
+
asks: [string, string][] | null
|
|
302
308
|
}
|
|
303
309
|
}
|
|
304
310
|
|