npm - tardis-dev - Versions diffs - 13.17.0 → 13.18.0 - Mend

tardis-dev 13.17.0 → 13.18.0

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.

Files changed (24) hide show

package/dist/consts.d.ts +1 -1
package/dist/consts.d.ts.map +1 -1
package/dist/consts.js +4 -1
package/dist/consts.js.map +1 -1
package/dist/handy.js +2 -2
package/dist/handy.js.map +1 -1
package/dist/mappers/delta.d.ts +65 -2
package/dist/mappers/delta.d.ts.map +1 -1
package/dist/mappers/delta.js +81 -17
package/dist/mappers/delta.js.map +1 -1
package/dist/mappers/index.d.ts +1 -1
package/dist/mappers/index.d.ts.map +1 -1
package/dist/mappers/index.js +3 -2
package/dist/mappers/index.js.map +1 -1
package/dist/realtimefeeds/delta.d.ts +1 -1
package/dist/realtimefeeds/delta.d.ts.map +1 -1
package/dist/realtimefeeds/delta.js +1 -1
package/dist/realtimefeeds/delta.js.map +1 -1
package/package.json +1 -1
package/src/consts.ts +4 -1
package/src/handy.ts +2 -2
package/src/mappers/delta.ts +121 -18
package/src/mappers/index.ts +4 -3
package/src/realtimefeeds/delta.ts +1 -1

package/dist/consts.d.ts CHANGED Viewed

@@ -32,7 +32,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     hitbtc: readonly ["updateTrades", "snapshotTrades", "snapshotOrderbook", "updateOrderbook"];
     coinflex: readonly ["futures/depth", "trade", "ticker"];
     phemex: readonly ["book", "orderbook_p", "trades", "trades_p", "market24h", "spot_market24h", "perp_market24h_pack_p"];
-    delta: readonly ["l2_orderbook", "recent_trade", "recent_trade_snapshot", "mark_price", "spot_price", "funding_rate", "product_updates", "announcements", "all_trades", "v2/ticker"];
+    delta: readonly ["l2_orderbook", "recent_trade", "recent_trade_snapshot", "mark_price", "spot_price", "funding_rate", "product_updates", "announcements", "all_trades", "v2/ticker", "l1_orderbook", "l2_updates", "spot_30mtwap_price"];
     'gate-io': readonly ["trades", "depth", "ticker"];
     'gate-io-futures': readonly ["trades", "order_book", "tickers", "book_ticker"];
     poloniex: readonly ["price_aggregated_book", "trades", "ticker", "book_lv2"];

package/dist/consts.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,uqBAmDZ,CAAA;AA+WV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAmDlC,CAAA"}

package/dist/consts.js CHANGED Viewed

@@ -322,7 +322,10 @@ const DELTA_CHANNELS = [
     'product_updates',
     'announcements',
     'all_trades',
-    'v2/ticker'
+    'v2/ticker',
+    'l1_orderbook',
+    'l2_updates',
+    'spot_30mtwap_price'
 ];
 const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker'];
 const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'];

package/dist/consts.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/handy.js CHANGED Viewed

@@ -272,8 +272,8 @@ async function download({ apiKey, downloadPath, url, userAgent }) {
             const attemptsDelayMS = Math.min(Math.pow(2, attempts) * exports.ONE_SEC_IN_MS, 120 * exports.ONE_SEC_IN_MS);
             let nextAttemptDelayMS = randomIngridient + attemptsDelayMS;
             if (tooManyRequests) {
-                // when too many requests received wait longer
-                nextAttemptDelayMS += 3 * exports.ONE_SEC_IN_MS * attempts;
+                // when too many requests received wait one minute
+                nextAttemptDelayMS += 60 * exports.ONE_SEC_IN_MS;
             }
             (0, debug_1.debug)('download file error: %o, next attempt delay: %d, url %s, path: %s', error, nextAttemptDelayMS, url, downloadPath);
             await wait(nextAttemptDelayMS);

package/dist/handy.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/mappers/delta.d.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import { BookChange, DerivativeTicker, Trade } from '../types';
+import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types';
 import { Mapper } from './mapper';
 export declare class DeltaTradesMapper implements Mapper<'delta', Trade> {
     private _useV2Channels;
@@ -10,7 +10,19 @@ export declare class DeltaTradesMapper implements Mapper<'delta', Trade> {
     }[];
     map(message: DeltaTrade, localTimestamp: Date): IterableIterator<Trade>;
 }
-export declare const deltaBookChangeMapper: Mapper<'delta', BookChange>;
+export declare class DeltaBookChangeMapper implements Mapper<'delta', BookChange> {
+    private readonly _useL2UpdatesChannel;
+    constructor(_useL2UpdatesChannel: boolean);
+    canHandle(message: DeltaL2OrderBook | DeltaL2UpdateMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "l2_updates";
+        readonly symbols: string[] | undefined;
+    }[] | {
+        readonly channel: "l2_orderbook";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: DeltaL2OrderBook | DeltaL2UpdateMessage, localTimestamp: Date): IterableIterator<BookChange>;
+}
 export declare class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTicker> {
     private _useV2Channels;
     constructor(_useV2Channels: boolean);
@@ -28,6 +40,14 @@ export declare class DeltaDerivativeTickerMapper implements Mapper<'delta', Deri
     })[];
     map(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate, localTimestamp: Date): IterableIterator<DerivativeTicker>;
 }
+export declare class DeltaBookTickerMapper implements Mapper<'delta', BookTicker> {
+    canHandle(message: DeltaL1Message): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "l1_orderbook";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: DeltaL1Message, localTimestamp: Date): Generator<BookTicker, void, unknown>;
+}
 type DeltaTrade = {
     buyer_role: 'taker' | 'maker';
     price: string;
@@ -36,6 +56,17 @@ type DeltaTrade = {
     timestamp: number;
     type: 'recent_trade' | 'all_trades';
 };
+type DeltaBookLevel = {
+    limit_price: string;
+    size: number | string;
+};
+type DeltaL2OrderBook = {
+    buy: DeltaBookLevel[];
+    sell: DeltaBookLevel[];
+    symbol: string;
+    timestamp?: number;
+    type: 'l2_orderbook';
+};
 type DeltaMarkPrice = {
     price: string;
     symbol: string;
@@ -50,5 +81,37 @@ 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';
+};
 export {};
 //# sourceMappingURL=delta.d.ts.map

package/dist/mappers/delta.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"delta.d.ts","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC1E,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAS1D,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC;IAClD,OAAO,CAAC,cAAc;gBAAd,cAAc,EAAE,OAAO;IAE3C,SAAS,CAAC,OAAO,EAAE,UAAU;IAI7B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAazE;AAgBD,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAC3D,OAAO,CAAC,QAAQ,CAAC,oBAAoB;gBAApB,oBAAoB,EAAE,OAAO;IAE1D,SAAS,CAAC,OAAO,EAAE,gBAAgB,GAAG,oBAAoB;IAO1D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoB5B,GAAG,CAAC,OAAO,EAAE,gBAAgB,GAAG,oBAAoB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA4B3G;AAED,qBAAa,2BAA4B,YAAW,MAAM,CAAC,OAAO,EAAE,gBAAgB,CAAC;IACvE,OAAO,CAAC,cAAc;gBAAd,cAAc,EAAE,OAAO;IAE3C,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,UAAU,GAAG,cAAc,GAAG,gBAAgB;IAQjE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAmB5B,GAAG,CAAC,OAAO,EAAE,UAAU,GAAG,cAAc,GAAG,gBAAgB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CA8BxH;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IACvE,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI;CAenD;AAED,KAAK,UAAU,GAAG;IAChB,UAAU,EAAE,OAAO,GAAG,OAAO,CAAA;IAC7B,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,GAAG,MAAM,CAAA;IACrB,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,cAAc,GAAG,YAAY,CAAA;CACpC,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,WAAW,EAAE,MAAM,CAAA;IACnB,IAAI,EAAE,MAAM,GAAG,MAAM,CAAA;CACtB,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,GAAG,EAAE,cAAc,EAAE,CAAA;IACrB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,IAAI,EAAE,cAAc,CAAA;CACrB,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,KAAK,EAAE,MAAM,CAAA;IACb,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,YAAY,CAAA;CACnB,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;IAC9B,wBAAwB,CAAC,EAAE,MAAM,CAAA;IACjC,sBAAsB,CAAC,EAAE,MAAM,CAAA;IAC/B,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,cAAc,CAAA;CACrB,CAAA;AAED,KAAK,YAAY,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AACpC,KAAK,oBAAoB,GACrB;IACE,MAAM,EAAE,UAAU,CAAA;IAClB,IAAI,EAAE,YAAY,EAAE,CAAA;IACpB,IAAI,EAAE,YAAY,EAAE,CAAA;IACpB,EAAE,EAAE,SAAS,CAAA;IACb,WAAW,EAAE,OAAO,CAAA;IACpB,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,gBAAgB,CAAA;IAC3B,IAAI,EAAE,YAAY,CAAA;CACnB,GACD;IACE,MAAM,EAAE,QAAQ,CAAA;IAChB,IAAI,EAAE,YAAY,EAAE,CAAA;IACpB,IAAI,EAAE,YAAY,EAAE,CAAA;IACpB,EAAE,EAAE,UAAU,CAAA;IACd,WAAW,EAAE,OAAO,CAAA;IACpB,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,gBAAgB,CAAA;IAC3B,IAAI,EAAE,YAAY,CAAA;CACnB,CAAA;AAEL,KAAK,cAAc,GAAG;IACpB,OAAO,EAAE,MAAM,CAAA;IACf,QAAQ,EAAE,QAAQ,CAAA;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,MAAM,CAAA;IACf,gBAAgB,EAAE,gBAAgB,CAAA;IAClC,eAAe,EAAE,gBAAgB,CAAA;IACjC,UAAU,EAAE,MAAM,CAAA;IAClB,MAAM,EAAE,oBAAoB,CAAA;IAC5B,SAAS,EAAE,gBAAgB,CAAA;IAC3B,IAAI,EAAE,cAAc,CAAA;CACrB,CAAA"}

package/dist/mappers/delta.js CHANGED Viewed

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DeltaDerivativeTickerMapper = exports.deltaBookChangeMapper = exports.DeltaTradesMapper = void 0;
+exports.DeltaBookTickerMapper = exports.DeltaDerivativeTickerMapper = exports.DeltaBookChangeMapper = exports.DeltaTradesMapper = void 0;
 const handy_1 = require("../handy");
 const mapper_1 = require("./mapper");
 const fromMicroSecondsToDate = (micros) => {
@@ -45,35 +45,70 @@ const mapBookLevel = (level) => {
         amount: Number(level.size)
     };
 };
-exports.deltaBookChangeMapper = {
+const mapL2Level = (level) => {
+    return {
+        price: Number(level[0]),
+        amount: Number(level[1])
+    };
+};
+class DeltaBookChangeMapper {
+    constructor(_useL2UpdatesChannel) {
+        this._useL2UpdatesChannel = _useL2UpdatesChannel;
+    }
     canHandle(message) {
+        if (this._useL2UpdatesChannel) {
+            return message.type === 'l2_updates';
+        }
         return message.type === 'l2_orderbook';
-    },
+    }
     getFilters(symbols) {
         symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        if (this._useL2UpdatesChannel) {
+            return [
+                {
+                    channel: 'l2_updates',
+                    symbols
+                }
+            ];
+        }
         return [
             {
                 channel: 'l2_orderbook',
                 symbols
             }
         ];
-    },
+    }
     *map(message, localTimestamp) {
-        if (message.buy === undefined && message.sell === undefined) {
-            return;
+        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
+            };
         }
-        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
-        };
     }
-};
+}
+exports.DeltaBookChangeMapper = DeltaBookChangeMapper;
 class DeltaDerivativeTickerMapper {
     constructor(_useV2Channels) {
         this._useV2Channels = _useV2Channels;
@@ -127,4 +162,33 @@ class DeltaDerivativeTickerMapper {
     }
 }
 exports.DeltaDerivativeTickerMapper = DeltaDerivativeTickerMapper;
+class DeltaBookTickerMapper {
+    canHandle(message) {
+        return message.type === 'l1_orderbook';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'l1_orderbook',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const ticker = {
+            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;
+    }
+}
+exports.DeltaBookTickerMapper = DeltaBookTickerMapper;
 //# sourceMappingURL=delta.js.map

package/dist/mappers/delta.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,MAAM,sBAAsB,GAAG,CAAC,MAAc,EAAE,EAAE;IAChD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,CAAA;IACzC,SAAS,CAAC,EAAE,GAAG,MAAM,GAAG,IAAI,CAAA;IAE5B,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,MAAa,iBAAiB;IAC5B,YAAoB,cAAuB;QAAvB,mBAAc,GAAd,cAAc,CAAS;IAAG,CAAC;IAE/C,SAAS,CAAC,OAAmB;QAC3B,OAAO,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc,CAAC,CAAA;IAC/E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc;gBAC5D,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAmB,EAAE,cAAoB;QAC5C,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,OAAO;YACjB,EAAE,EAAE,SAAS;YACb,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC5B,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;YAC5B,IAAI,EAAE,OAAO,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YACrD,SAAS,EAAE,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC;YACpD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AA/BD,8CA+BC;AAED,MAAM,YAAY,GAAG,CAAC,KAAqB,EAAE,EAAE;IAC7C,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC;QAChC,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;KAC3B,CAAA;AACH,CAAC,CAAA;AAED,MAAM,UAAU,GAAG,CAAC,KAAmB,EAAE,EAAE;IACzC,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;KACzB,CAAA;AACH,CAAC,CAAA;AAED,MAAa,qBAAqB;IAChC,YAA6B,oBAA6B;QAA7B,yBAAoB,GAApB,oBAAoB,CAAS;IAAG,CAAC;IAE9D,SAAS,CAAC,OAAgD;QACxD,IAAI,IAAI,CAAC,oBAAoB,EAAE;YAC7B,OAAO,OAAO,CAAC,IAAI,KAAK,YAAY,CAAA;SACrC;QACD,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,IAAI,IAAI,CAAC,oBAAoB,EAAE;YAC7B,OAAO;gBACL;oBACE,OAAO,EAAE,YAAY;oBACrB,OAAO;iBACC;aACX,CAAA;SACF;QAED,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgD,EAAE,cAAoB;QACzE,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE;YACjC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,OAAO,CAAC,MAAM,KAAK,UAAU;gBACzC,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvG,cAAc;aACf,CAAA;SACF;aAAM;YACL,IAAI,OAAO,CAAC,GAAG,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,SAAS,EAAE;gBAC3D,OAAM;aACP;YACD,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,GAAG,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,EAAE;gBACtE,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvG,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF;AA1DD,sDA0DC;AAED,MAAa,2BAA2B;IACtC,YAAoB,cAAuB;QAAvB,mBAAc,GAAd,cAAc,CAAS;QAE1B,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAF1B,CAAC;IAI/C,SAAS,CAAC,OAAuD;QAC/D,OAAO,CACL,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc,CAAC;YACtE,OAAO,CAAC,IAAI,KAAK,cAAc;YAC/B,OAAO,CAAC,IAAI,KAAK,YAAY,CAC9B,CAAA;IACH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc;gBAC5D,OAAO;aACC;YACV;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuD,EAAE,cAAoB;QAChF,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,EAAE,OAAO,CAAC,CAAA;QAEzH,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE;YACpE,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAA;SACzD;QACD,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE;YACjC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAA;SACzD;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,EAAE;YACnC,IAAI,OAAO,CAAC,YAAY,KAAK,SAAS,EAAE;gBACtC,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAA;aAClE;YAED,IAAI,OAAO,CAAC,sBAAsB,KAAK,SAAS,EAAE;gBAChD,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC,CAAA;aACrF;YAED,IAAI,OAAO,CAAC,wBAAwB,KAAK,SAAS,EAAE;gBAClD,iBAAiB,CAAC,sBAAsB,CAAC,sBAAsB,CAAC,OAAO,CAAC,wBAAwB,CAAC,CAAC,CAAA;aACnG;SACF;QAED,iBAAiB,CAAC,eAAe,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;QAE5E,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;YAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;SACpD;IACH,CAAC;CACF;AA9DD,kEA8DC;AAED,MAAa,qBAAqB;IAChC,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,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,CA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package/dist/mappers/index.d.ts CHANGED Viewed

@@ -6,5 +6,5 @@ export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "bi
 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>;
 export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
 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>;
-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>;
+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" | "delta" | "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>;
 //# sourceMappingURL=index.d.ts.map

package/dist/mappers/index.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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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;AAyEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AAsSxB,eAAO,MAAM,eAAe,uvBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,uvBAEf,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,yiBAEf,IAAI,0BASrB,CAAA"}

package/dist/mappers/index.js CHANGED Viewed

@@ -175,7 +175,7 @@ const bookChangeMappers = {
     okcoin: (localTimestamp) => new okex_1.OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
     hitbtc: () => hitbtc_1.hitBtcBookChangeMapper,
     phemex: () => phemex_1.phemexBookChangeMapper,
-    delta: () => delta_1.deltaBookChangeMapper,
+    delta: (localTimestamp) => new delta_1.DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
     'gate-io': () => new gateio_1.GateIOBookChangeMapper('gate-io'),
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookChangeMapper('gate-io-futures'),
     poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2BookChangeMapper() : new poloniex_1.PoloniexBookChangeMapper(),
@@ -285,7 +285,8 @@ const bookTickersMappers = {
     'crypto-com': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com'),
     'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com-derivatives'),
     kucoin: () => new kucoin_1.KucoinBookTickerMapper('kucoin'),
-    'woo-x': () => new woox_1.WooxBookTickerMapper()
+    'woo-x': () => new woox_1.WooxBookTickerMapper(),
+    delta: () => new delta_1.DeltaBookTickerMapper()
 };
 const normalizeTrades = (exchange, localTimestamp) => {
     const createTradesMapper = tradesMappers[exchange];

package/dist/mappers/index.js.map CHANGED Viewed

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

@@ -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 CHANGED Viewed

	@@ -1 +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"}
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,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 CHANGED Viewed

@@ -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 CHANGED Viewed

	@@ -1 +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"}
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,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/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.17.0",
+  "version": "13.18.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts CHANGED Viewed

@@ -352,7 +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 CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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> => {

package/src/realtimefeeds/delta.ts CHANGED Viewed

@@ -2,7 +2,7 @@ import { Filter } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'
 export class DeltaRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://api.delta.exchange:2096'
+  protected readonly wssURL = 'wss://socket.delta.exchange'
   protected mapToSubscribeMessages(filters: Filter<string>[]) {
     return filters.map((filter) => {