tardis-dev 13.16.0 → 13.18.0

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

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

@@ -82,6 +82,7 @@ class OkexV5BookChangeMapper {
         ];
     }
     *map(okexDepthDataMessage, localTimestamp) {
+        console.log(okexDepthDataMessage);
         for (const message of okexDepthDataMessage.data) {
             if (okexDepthDataMessage.action === 'update' && message.bids.length === 0 && message.asks.length === 0) {
                 continue;
@@ -286,12 +287,13 @@ exports.OkexV5DerivativeTickerMapper = OkexV5DerivativeTickerMapper;
 class OkexV5LiquidationsMapper {
     constructor(_exchange) {
         this._exchange = _exchange;
+        this._isFirstMessage = true;
     }
     canHandle(message) {
         if (message.event !== undefined || message.arg === undefined) {
             return false;
         }
-        return message.arg.channel === 'liquidations';
+        return message.arg.channel === 'liquidations' || message.arg.channel === 'liquidation-orders';
     }
     getFilters(symbols) {
         symbols = (0, handy_1.upperCaseSymbols)(symbols);
@@ -299,23 +301,51 @@ class OkexV5LiquidationsMapper {
             {
                 channel: 'liquidations',
                 symbols
+            },
+            {
+                channel: 'liquidation-orders',
+                symbols
             }
         ];
     }
     *map(okexLiquidationMessage, localTimestamp) {
-        for (const okexLiquidation of okexLiquidationMessage.data) {
-            const liquidation = {
-                type: 'liquidation',
-                symbol: okexLiquidationMessage.arg.instId,
-                exchange: this._exchange,
-                id: undefined,
-                price: Number(okexLiquidation.bkPx),
-                amount: Number(okexLiquidation.sz),
-                side: okexLiquidation.side === 'buy' ? 'buy' : 'sell',
-                timestamp: new Date(Number(okexLiquidation.ts)),
-                localTimestamp: localTimestamp
-            };
-            yield liquidation;
+        if (okexLiquidationMessage.arg.channel === 'liquidation-orders') {
+            if (this._isFirstMessage) {
+                this._isFirstMessage = false;
+                return;
+            }
+            for (const okexLiquidation of okexLiquidationMessage.data) {
+                for (const detail of okexLiquidation.details) {
+                    const liquidation = {
+                        type: 'liquidation',
+                        symbol: okexLiquidation.instId,
+                        exchange: this._exchange,
+                        id: undefined,
+                        price: Number(detail.bkPx),
+                        amount: Number(detail.sz),
+                        side: detail.side === 'buy' ? 'buy' : 'sell',
+                        timestamp: new Date(Number(detail.ts)),
+                        localTimestamp: localTimestamp
+                    };
+                    yield liquidation;
+                }
+            }
+        }
+        else {
+            for (const okexLiquidation of okexLiquidationMessage.data) {
+                const liquidation = {
+                    type: 'liquidation',
+                    symbol: okexLiquidationMessage.arg.instId,
+                    exchange: this._exchange,
+                    id: undefined,
+                    price: Number(okexLiquidation.bkPx),
+                    amount: Number(okexLiquidation.sz),
+                    side: okexLiquidation.side === 'buy' ? 'buy' : 'sell',
+                    timestamp: new Date(Number(okexLiquidation.ts)),
+                    localTimestamp: localTimestamp
+                };
+                yield liquidation;
+            }
         }
     }
 }

package/dist/mappers/okex.js.map

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

@@ -1,7 +1,7 @@
 import { Filter } from '../types';
 import { RealTimeFeedBase } from './realtimefeed';
 export declare class DeltaRealTimeFeed extends RealTimeFeedBase {
-    protected readonly wssURL = "wss://api.delta.exchange:2096";
+    protected readonly wssURL = "wss://socket.delta.exchange";
     protected mapToSubscribeMessages(filters: Filter<string>[]): {
         type: string;
         payload: {

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

@@ -1 +1 @@
-{"version":3,"file":"delta.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/delta.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,iBAAkB,SAAQ,gBAAgB;IACrD,SAAS,CAAC,QAAQ,CAAC,MAAM,mCAAkC;IAE3D,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;;;;;IAiB1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAEvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC"}
+{"version":3,"file":"delta.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/delta.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,iBAAkB,SAAQ,gBAAgB;IACrD,SAAS,CAAC,QAAQ,CAAC,MAAM,iCAAgC;IAEzD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;;;;;IAiB1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAEvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC"}

package/dist/realtimefeeds/delta.js

@@ -5,7 +5,7 @@ const realtimefeed_1 = require("./realtimefeed");
 class DeltaRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     constructor() {
         super(...arguments);
-        this.wssURL = 'wss://api.delta.exchange:2096';
+        this.wssURL = 'wss://socket.delta.exchange';
         this.sendCustomPing = () => {
             this.send({ type: 'ping' });
         };

package/dist/realtimefeeds/delta.js.map

@@ -1 +1 @@
-{"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/realtimefeeds/delta.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,iBAAkB,SAAQ,+BAAgB;IAAvD;;QACqB,WAAM,GAAG,+BAA+B,CAAA;QAuBjD,mBAAc,GAAG,GAAG,EAAE;YAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,CAAA;QAC7B,CAAC,CAAA;IAKH,CAAC;IA5BW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,OAAO;gBACL,IAAI,EAAE,WAAW;gBACjB,OAAO,EAAE;oBACP,QAAQ,EAAE;wBACR;4BACE,IAAI,EAAE,MAAM,CAAC,OAAO;4BACpB,OAAO,EACL,MAAM,CAAC,OAAO,KAAK,SAAS,IAAI,MAAM,CAAC,OAAO,KAAK,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO;yBAC5H;qBACF;iBACF;aACF,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI,CAAA;IAC9D,CAAC;IAMS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,IAAI,KAAK,MAAM,CAAA;IAC5B,CAAC;CACF;AA/BD,8CA+BC"}
+{"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/realtimefeeds/delta.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,iBAAkB,SAAQ,+BAAgB;IAAvD;;QACqB,WAAM,GAAG,6BAA6B,CAAA;QAuB/C,mBAAc,GAAG,GAAG,EAAE;YAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,MAAM,EAAE,CAAC,CAAA;QAC7B,CAAC,CAAA;IAKH,CAAC;IA5BW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,OAAO;gBACL,IAAI,EAAE,WAAW;gBACjB,OAAO,EAAE;oBACP,QAAQ,EAAE;wBACR;4BACE,IAAI,EAAE,MAAM,CAAC,OAAO;4BACpB,OAAO,EACL,MAAM,CAAC,OAAO,KAAK,SAAS,IAAI,MAAM,CAAC,OAAO,KAAK,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO;yBAC5H;qBACF;iBACF;aACF,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI,CAAA;IAC9D,CAAC;IAMS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,IAAI,KAAK,MAAM,CAAA;IAC5B,CAAC;CACF;AA/BD,8CA+BC"}

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

@@ -1 +1 @@
-{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,SAAuC;IAEvD,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAwBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,SAAqC;IAErD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,UAAU,YAAa,GAAG,SAInC;CACF;AAED,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,eAAe,CAAyB;IAEhD,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}
+{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,SAAS,CAAC,MAAM,SAAuC;IAEvD,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,SAAqC;IAErD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,UAAU,YAAa,GAAG,SAInC;CACF;AAED,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,eAAe,CAAyB;IAEhD,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}

package/dist/realtimefeeds/okex.js

@@ -37,11 +37,18 @@ class OkexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     }
     mapToSubscribeMessages(filters) {
         const args = filters
+            .filter((f) => f.channel != 'liquidations')
             .map((filter) => {
             if (!filter.symbols || filter.symbols.length === 0) {
                 throw new Error(`${this._exchange} RealTimeFeed requires explicitly specified symbols when subscribing to live feed`);
             }
             return filter.symbols.map((symbol) => {
+                if (filter.channel === 'liquidation-orders') {
+                    return {
+                        channel: filter.channel,
+                        instType: symbol.endsWith('SWAP') ? 'SWAP' : 'FUTURES'
+                    };
+                }
                 return {
                     channel: filter.channel,
                     instId: symbol

package/dist/realtimefeeds/okex.js.map

@@ -1 +1 @@
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+{"version":3,"file":"okex.js","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":";;;;;;AAAA,+BAAqC;AACrC,oDAA2B;AAC3B,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,gBAAiB,SAAQ,+BAAgB;IAAtD;;QACY,WAAM,GAAG,oCAAoC,CAAA;QAE/C,oBAAe,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,KAAK,SAAS,CAAA;IAqEjE,CAAC;IAnES,iBAAiB;QACvB,OAAO,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,CAAC,CAAA;IACtC,CAAC;IAES,KAAK,CAAC,WAAW;QACzB,IAAI,IAAI,CAAC,eAAe,EAAE;YACxB,MAAM,SAAS,GAAG,IAAI,CAAC,iBAAiB,EAAE,CAAC,QAAQ,EAAE,CAAA;YACrD,MAAM,IAAI,GAAG,gBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAmB,CAAC,CAAC,MAAM,CAAC,GAAG,SAAS,uBAAuB,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;YAEtI,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,OAAO;gBACX,IAAI,EAAE;oBACJ;wBACE,MAAM,EAAE,OAAO,CAAC,GAAG,CAAC,WAAW;wBAC/B,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,kBAAkB;wBAC1C,SAAS;wBACT,IAAI;qBACL;iBACF;aACF,CAAC,CAAA;YAEF,MAAM,IAAA,YAAI,EAAC,EAAE,CAAC,CAAA;SACf;IACH,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,IAAI,cAAc,CAAC;aAC1C,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,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,IAAI,MAAM,CAAC,OAAO,KAAK,oBAAoB,EAAE;oBAC3C,OAAO;wBACL,OAAO,EAAE,MAAM,CAAC,OAAO;wBACvB,QAAQ,EAAE,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS;qBACvD,CAAA;iBACF;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,eAAe,CAAC,EAAE;YAC5E,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;CACF;AAxED,4CAwEC;AAED,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACY,WAAM,GAAG,kCAAkC,CAAA;QA2B3C,eAAU,GAAG,CAAC,OAAY,EAAE,EAAE;YACtC,OAAO,GAAG,IAAA,qBAAc,EAAC,OAAO,CAAW,CAAA;YAE3C,OAAO,OAAO,CAAA;QAChB,CAAC,CAAA;IACH,CAAC;IA9BW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,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,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAA;YACtC,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CAOF;AAjCD,gDAiCC;AAED,MAAa,uBAAwB,SAAQ,gBAAgB;IAA7D;;QACU,oBAAe,GAAG,CAAC,SAAS,EAAE,SAAS,CAAC,CAAA;IA4ClD,CAAC;IA1CS,8BAA8B,CAAC,OAAe;QACpD,IAAI,OAAO,KAAK,eAAe,IAAI,OAAO,KAAK,aAAa,EAAE;YAC5D,OAAO,IAAI,CAAA;SACZ;QACD,OAAO,KAAK,CAAA;IACd,CAAC;IACS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,EAAE,CAAA;YAClC,MAAM,6BAA6B,GAAG,IAAI,CAAC,8BAA8B,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAEzF,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,IAAI,6BAA6B,EAAE;gBACzD,OAAO,GAAG,IAAI,CAAC,eAAe,CAAA;aAC/B;YAED,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBACxB,MAAM,IAAI,KAAK,CAAC,GAAG,IAAI,CAAC,SAAS,mFAAmF,CAAC,CAAA;aACtH;YAED,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBAC5B,IAAI,WAAW,GAAG,MAAM,CAAA;gBACxB,IAAI,6BAA6B,EAAE;oBACjC,MAAM,WAAW,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;oBACrC,WAAW,GAAG,GAAG,WAAW,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,CAAC,CAAC,EAAE,CAAA;iBACpD;gBACD,OAAO;oBACL,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;oBAClE,GAAG,EAAE,MAAM,CAAC,OAAO,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,SAAS;iBAChE,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,WAAW;gBACf,IAAI,EAAE,CAAC,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,CAAC;aACzB;SACF,CAAA;IACH,CAAC;CACF;AA7CD,0DA6CC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.16.0",
+  "version": "13.18.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -164,7 +164,8 @@ const OKEX_FUTURES_CHANNELS = [
   'long-short-account-ratio',
   'taker-volume',
   'liquidations',
-  'public-struc-block-trades'
+  'public-struc-block-trades',
+  'liquidation-orders'
 ] as const
 
 const OKEX_SWAP_CHANNELS = [
@@ -197,7 +198,8 @@ const OKEX_SWAP_CHANNELS = [
   'long-short-account-ratio',
   'taker-volume',
   'liquidations',
-  'public-struc-block-trades'
+  'public-struc-block-trades',
+  'liquidation-orders'
 ] as const
 
 const OKEX_OPTIONS_CHANNELS = [
@@ -224,7 +226,8 @@ const OKEX_OPTIONS_CHANNELS = [
   'open-interest',
   'mark-price',
   'price-limit',
-  'public-struc-block-trades'
+  'public-struc-block-trades',
+  'option-trades'
 ] as const
 
 const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker'] as const
@@ -349,7 +352,10 @@ const DELTA_CHANNELS = [
   'product_updates',
   'announcements',
   'all_trades',
-  'v2/ticker'
+  'v2/ticker',
+  'l1_orderbook',
+  'l2_updates',
+  'spot_30mtwap_price'
 ] as const
 
 const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker'] as const

package/src/handy.ts

@@ -285,8 +285,8 @@ export async function download({
       let nextAttemptDelayMS = randomIngridient + attemptsDelayMS
 
       if (tooManyRequests) {
-        // when too many requests received wait longer
-        nextAttemptDelayMS += 3 * ONE_SEC_IN_MS * attempts
+        // when too many requests received wait one minute
+        nextAttemptDelayMS += 60 * ONE_SEC_IN_MS
       }
 
       debug('download file error: %o, next attempt delay: %d, url %s, path: %s', error, nextAttemptDelayMS, url, downloadPath)

package/src/mappers/delta.ts

@@ -1,5 +1,5 @@
 import { upperCaseSymbols } from '../handy'
-import { BookChange, DerivativeTicker, Trade } from '../types'
+import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 const fromMicroSecondsToDate = (micros: number) => {
@@ -49,35 +49,69 @@ const mapBookLevel = (level: DeltaBookLevel) => {
   }
 }
 
-export const deltaBookChangeMapper: Mapper<'delta', BookChange> = {
-  canHandle(message: DeltaL2OrderBook) {
+const mapL2Level = (level: DeltaL2Level) => {
+  return {
+    price: Number(level[0]),
+    amount: Number(level[1])
+  }
+}
+
+export class DeltaBookChangeMapper implements Mapper<'delta', BookChange> {
+  constructor(private readonly _useL2UpdatesChannel: boolean) {}
+
+  canHandle(message: DeltaL2OrderBook | DeltaL2UpdateMessage) {
+    if (this._useL2UpdatesChannel) {
+      return message.type === 'l2_updates'
+    }
     return message.type === 'l2_orderbook'
-  },
+  }
 
   getFilters(symbols?: string[]) {
     symbols = upperCaseSymbols(symbols)
 
+    if (this._useL2UpdatesChannel) {
+      return [
+        {
+          channel: 'l2_updates',
+          symbols
+        } as const
+      ]
+    }
+
     return [
       {
         channel: 'l2_orderbook',
         symbols
       } as const
     ]
-  },
+  }
 
-  *map(message: DeltaL2OrderBook, localTimestamp: Date): IterableIterator<BookChange> {
-    if (message.buy === undefined && message.sell === undefined) {
-      return
-    }
-    yield {
-      type: 'book_change',
-      symbol: message.symbol,
-      exchange: 'delta',
-      isSnapshot: true,
-      bids: message.buy !== undefined ? message.buy.map(mapBookLevel) : [],
-      asks: message.sell !== undefined ? message.sell.map(mapBookLevel) : [],
-      timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
-      localTimestamp
+  *map(message: DeltaL2OrderBook | DeltaL2UpdateMessage, localTimestamp: Date): IterableIterator<BookChange> {
+    if (message.type === 'l2_updates') {
+      yield {
+        type: 'book_change',
+        symbol: message.symbol,
+        exchange: 'delta',
+        isSnapshot: message.action === 'snapshot',
+        bids: message.bids !== undefined ? message.bids.map(mapL2Level) : [],
+        asks: message.asks !== undefined ? message.asks.map(mapL2Level) : [],
+        timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
+        localTimestamp
+      }
+    } else {
+      if (message.buy === undefined && message.sell === undefined) {
+        return
+      }
+      yield {
+        type: 'book_change',
+        symbol: message.symbol,
+        exchange: 'delta',
+        isSnapshot: true,
+        bids: message.buy !== undefined ? message.buy.map(mapBookLevel) : [],
+        asks: message.sell !== undefined ? message.sell.map(mapBookLevel) : [],
+        timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
+        localTimestamp
+      }
     }
   }
 }
@@ -146,6 +180,39 @@ export class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTi
   }
 }
 
+export class DeltaBookTickerMapper implements Mapper<'delta', BookTicker> {
+  canHandle(message: DeltaL1Message) {
+    return message.type === 'l1_orderbook'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'l1_orderbook',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: DeltaL1Message, localTimestamp: Date) {
+    const ticker: BookTicker = {
+      type: 'book_ticker',
+      symbol: message.symbol,
+      exchange: 'delta',
+      askAmount: message.ask_qty !== undefined ? Number(message.ask_qty) : undefined,
+      askPrice: message.best_ask !== undefined ? Number(message.best_ask) : undefined,
+      bidPrice: message.best_bid !== undefined ? Number(message.best_bid) : undefined,
+      bidAmount: message.bid_qty !== undefined ? Number(message.bid_qty) : undefined,
+      timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
+      localTimestamp: localTimestamp
+    }
+
+    yield ticker
+  }
+}
+
 type DeltaTrade = {
   buyer_role: 'taker' | 'maker'
   price: string
@@ -183,3 +250,39 @@ type DeltaFundingRate = {
   timestamp: number
   type: 'funding_rate'
 }
+
+type DeltaL2Level = [string, string]
+type DeltaL2UpdateMessage =
+  | {
+      action: 'snapshot'
+      asks: DeltaL2Level[]
+      bids: DeltaL2Level[]
+      cs: 220729409
+      sequence_no: 3660223
+      symbol: string
+      timestamp: 1680307203021223
+      type: 'l2_updates'
+    }
+  | {
+      action: 'update'
+      asks: DeltaL2Level[]
+      bids: DeltaL2Level[]
+      cs: 2728204214
+      sequence_no: 3660224
+      symbol: string
+      timestamp: 1680307203771239
+      type: 'l2_updates'
+    }
+
+type DeltaL1Message = {
+  ask_qty: '1950'
+  best_ask: '4964.5'
+  best_bid: '4802'
+  bid_qty: '4356'
+  last_sequence_no: 1680307203966299
+  last_updated_at: 1680307203784000
+  product_id: 103877
+  symbol: 'P-BTC-33000-210423'
+  timestamp: 1680307203966299
+  type: 'l1_orderbook'
+}

package/src/mappers/index.ts

@@ -41,7 +41,7 @@ import {
   cryptofacilitiesBookTickerMapper,
   cryptofacilitiesTradesMapper
 } from './cryptofacilities'
-import { deltaBookChangeMapper, DeltaDerivativeTickerMapper, DeltaTradesMapper } from './delta'
+import { DeltaBookChangeMapper, DeltaBookTickerMapper, DeltaDerivativeTickerMapper, DeltaTradesMapper } from './delta'
 import {
   deribitBookChangeMapper,
   DeribitDerivativeTickerMapper,
@@ -253,7 +253,7 @@ const bookChangeMappers = {
     new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
   hitbtc: () => hitBtcBookChangeMapper,
   phemex: () => phemexBookChangeMapper,
-  delta: () => deltaBookChangeMapper,
+  delta: (localTimestamp: Date) => new DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
   'gate-io': () => new GateIOBookChangeMapper('gate-io'),
   'gate-io-futures': () => new GateIOFuturesBookChangeMapper('gate-io-futures'),
   poloniex: (localTimestamp: Date) =>
@@ -383,7 +383,8 @@ const bookTickersMappers = {
   'crypto-com': () => new CryptoComBookTickerMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComBookTickerMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinBookTickerMapper('kucoin'),
-  'woo-x': () => new WooxBookTickerMapper()
+  'woo-x': () => new WooxBookTickerMapper(),
+  delta: () => new DeltaBookTickerMapper()
 }
 
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {