tardis-dev 13.19.1 → 13.20.0

package/dist/consts.d.ts

@@ -1,4 +1,4 @@
-export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial", "woo-x", "blockchain-com"];
+export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "bybit-options", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial", "woo-x", "blockchain-com"];
 export declare const EXCHANGE_CHANNELS_INFO: {
     bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
     coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
@@ -26,8 +26,9 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     'huobi-dm': readonly ["depth", "detail", "trade", "bbo", "basis", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
     'huobi-dm-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
     'huobi-dm-linear-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
-    bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation"];
+    bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation"];
     'bybit-spot': string[];
+    'bybit-options': string[];
     okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status"];
     hitbtc: readonly ["updateTrades", "snapshotTrades", "snapshotOrderbook", "updateOrderbook"];
     coinflex: readonly ["futures/depth", "trade", "ticker"];

package/dist/consts.d.ts.map

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

package/dist/consts.js

@@ -27,6 +27,7 @@ exports.EXCHANGES = [
     'poloniex',
     'bybit',
     'bybit-spot',
+    'bybit-options',
     'phemex',
     'delta',
     'ftx-us',
@@ -309,7 +310,28 @@ const HUOBI_DM_LINEAR_SWAP_CHANNELS = [
 ];
 const BINANCE_OPTIONS_CHANNELS = ['TRADE', 'TICKER', 'DEPTH100', 'INDEX'];
 const PHEMEX_CHANNELS = ['book', 'orderbook_p', 'trades', 'trades_p', 'market24h', 'spot_market24h', 'perp_market24h_pack_p'];
-const BYBIT_CHANNELS = ['trade', 'instrument_info', 'orderBookL2_25', 'insurance', 'orderBook_200', 'liquidation'];
+const BYBIT_CHANNELS = [
+    'trade',
+    'instrument_info',
+    'orderBookL2_25',
+    'insurance',
+    'orderBook_200',
+    'liquidation',
+    'trade',
+    'instrument_info',
+    'orderBookL2_25',
+    'insurance',
+    'orderBook_200',
+    'liquidation',
+    'long_short_ratio',
+    'orderbook.1',
+    'orderbook.50',
+    'orderbook.500',
+    'publicTrade',
+    'tickers',
+    'liquidation'
+];
+const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers'];
 const HITBTC_CHANNELS = ['updateTrades', 'snapshotTrades', 'snapshotOrderbook', 'updateOrderbook'];
 const FTX_US_CHANNELS = ['orderbook', 'trades', 'markets', 'orderbookGrouped', 'ticker'];
 const DELTA_CHANNELS = [
@@ -358,7 +380,7 @@ const MANGO_CHANNELS = [
     'done'
 ];
 const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index'];
-const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth'];
+const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt'];
 const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
 const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
 const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot'];
@@ -404,6 +426,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
     'huobi-dm-linear-swap': HUOBI_DM_LINEAR_SWAP_CHANNELS,
     bybit: BYBIT_CHANNELS,
     'bybit-spot': BYBIT_SPOT_CHANNELS,
+    'bybit-options': BYBIT_OPTIONS_CHANNELS,
     okcoin: OKCOIN_CHANNELS,
     hitbtc: HITBTC_CHANNELS,
     coinflex: COINFLEX_CHANNELS,

package/dist/consts.js.map

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package/dist/mappers/bybit.d.ts

@@ -1,5 +1,80 @@
-import { BookChange, DerivativeTicker, Exchange, Liquidation, Trade } from '../types';
+import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types';
 import { Mapper } from './mapper';
+export declare class BybitV5TradesMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', Trade> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: BybitV5Trade): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "publicTrade";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BybitV5Trade, localTimestamp: Date): IterableIterator<Trade>;
+}
+export declare class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', BookChange> {
+    protected readonly _exchange: Exchange;
+    private readonly _depth;
+    constructor(_exchange: Exchange, _depth: number);
+    canHandle(message: BybitV5OrderBookMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: `orderbook.${number}`;
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<{
+        readonly type: "book_change";
+        readonly symbol: string;
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
+        readonly isSnapshot: boolean;
+        readonly bids: {
+            price: number;
+            amount: number;
+        }[];
+        readonly asks: {
+            price: number;
+            amount: number;
+        }[];
+        readonly timestamp: Date;
+        readonly localTimestamp: Date;
+    }, void, unknown>;
+    private _mapBookLevel;
+}
+export declare class BybitV5BookTickerMapper implements Mapper<'bybit' | 'bybit-spot', BookTicker> {
+    protected readonly _exchange: Exchange;
+    private _snapshots;
+    constructor(_exchange: Exchange);
+    canHandle(message: BybitV5OrderBookMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "orderbook.1";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
+}
+export declare class BybitV5DerivativeTickerMapper implements Mapper<'bybit', DerivativeTicker> {
+    private readonly pendingTickerInfoHelper;
+    canHandle(message: BybitV5DerivTickerMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "tickers";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BybitV5DerivTickerMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+}
+export declare class BybitV5LiquidationsMapper implements Mapper<'bybit', Liquidation> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: BybitV5LiquidationMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "liquidation";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BybitV5LiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
+}
+export declare class BybitV5OptionSummaryMapper implements Mapper<'bybit-options', OptionSummary> {
+    canHandle(message: BybitV5OptionTickerMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "tickers";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BybitV5OptionTickerMessage, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
+}
 export declare class BybitTradesMapper implements Mapper<'bybit', Trade> {
     private readonly _exchange;
     constructor(_exchange: Exchange);
@@ -25,7 +100,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
     map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;
@@ -59,6 +134,129 @@ export declare class BybitLiquidationsMapper implements Mapper<'bybit', Liquidat
     }[];
     map(message: BybitLiquidationMessage | BybitLiquidationNativeMessage, localTimestamp: Date): IterableIterator<Liquidation>;
 }
+type BybitV5Trade = {
+    topic: 'publicTrade.LTCUSDT';
+    type: 'snapshot';
+    ts: 1680688979985;
+    data: [
+        {
+            T: 1680688979983;
+            s: 'LTCUSDT';
+            S: 'Buy';
+            v: '0.4';
+            p: '94.53';
+            L: 'ZeroMinusTick';
+            i: '4c7b6bdc-b4a3-5716-9c7b-bbe01dc7072f';
+            BT: false;
+        }
+    ];
+} | {
+    topic: 'publicTrade.BTCUSDC';
+    ts: 1680688980000;
+    type: 'snapshot';
+    data: [{
+        i: '2240000000041223438';
+        T: 1680688979998;
+        p: '28528.98';
+        v: '0.00433';
+        S: 'Buy';
+        s: 'BTCUSDC';
+        BT: false;
+    }];
+} | {
+    id: 'publicTrade.BTC-3414637898-1680652922102';
+    topic: 'publicTrade.BTC';
+    ts: 1680652922102;
+    data: [
+        {
+            p: '985';
+            v: '0.01';
+            i: '0404c393-8419-5bac-95c3-5fea28404754';
+            T: 1680652922081;
+            BT: false;
+            s: 'BTC-28APR23-29500-C';
+            S: 'Sell';
+        }
+    ];
+    type: 'snapshot';
+};
+type BybitV5OrderBookMessage = {
+    topic: 'orderbook.50.LTCUSD';
+    type: 'snapshot' | 'delta';
+    ts: 1680673822478;
+    data: {
+        s: string;
+        b: [string, string][];
+        a: [string, string][];
+        u: 11802648;
+        seq: 941860281;
+    };
+};
+type BybitV5DerivTickerMessage = {
+    topic: 'tickers.BTCUSD';
+    type: 'snapshot' | 'delta';
+    data: {
+        symbol: string;
+        lastPrice?: string;
+        markPrice?: string;
+        indexPrice?: string;
+        openInterest?: string;
+        openInterestValue?: string;
+        nextFundingTime?: string;
+        fundingRate?: string;
+        bid1Price?: string;
+        bid1Size?: string;
+        ask1Price?: string;
+        ask1Size?: string;
+    };
+    cs: 20856433578;
+    ts: 1680673822577;
+};
+type BybitV5LiquidationMessage = {
+    data: {
+        price: '0.03803';
+        side: 'Buy';
+        size: '1637';
+        symbol: 'GALAUSDT';
+        updatedTime: 1673251091822;
+    };
+    topic: 'liquidation.GALAUSDT';
+    ts: 1673251091822;
+    type: 'snapshot';
+};
+type BybitV5OptionTickerMessage = {
+    id: 'tickers.ETH-30JUN23-200-P-3164908233-1680652859919';
+    topic: 'tickers.ETH-30JUN23-200-P';
+    ts: 1680652859919;
+    data: {
+        symbol: 'ETH-30JUN23-200-P';
+        bidPrice: '0.1';
+        bidSize: '5';
+        bidIv: '1.4744';
+        askPrice: '0';
+        askSize: '0';
+        askIv: '0';
+        lastPrice: '1';
+        highPrice24h: '0';
+        lowPrice24h: '0';
+        markPrice: '0.2548522';
+        indexPrice: '1871.27';
+        markPriceIv: '1.5991';
+        underlyingPrice: '1886.16';
+        openInterest: '231.5';
+        turnover24h: '0';
+        volume24h: '0';
+        totalVolume: '232';
+        totalTurnover: '362305';
+        delta: '-0.00052953';
+        gamma: '0.00000128';
+        vega: '0.01719155';
+        theta: '-0.0159208';
+        predictedDeliveryPrice: '0';
+        change24h: '0';
+    };
+    type: 'snapshot';
+};
 type BybitDataMessage = {
     topic: string;
 };

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

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package/dist/mappers/bybit.js

@@ -1,8 +1,269 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BybitLiquidationsMapper = exports.BybitDerivativeTickerMapper = exports.BybitBookChangeMapper = exports.BybitTradesMapper = void 0;
+exports.BybitLiquidationsMapper = exports.BybitDerivativeTickerMapper = exports.BybitBookChangeMapper = exports.BybitTradesMapper = exports.BybitV5OptionSummaryMapper = exports.BybitV5LiquidationsMapper = exports.BybitV5DerivativeTickerMapper = exports.BybitV5BookTickerMapper = exports.BybitV5BookChangeMapper = exports.BybitV5TradesMapper = void 0;
 const handy_1 = require("../handy");
 const mapper_1 = require("./mapper");
+// v5 https://bybit-exchange.github.io/docs/v5/ws/connect
+class BybitV5TradesMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('publicTrade.');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'publicTrade',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.data) {
+            yield {
+                type: 'trade',
+                symbol: trade.s,
+                exchange: this._exchange,
+                id: trade.i,
+                price: Number(trade.p),
+                amount: Number(trade.v),
+                side: trade.S == 'Buy' ? 'buy' : trade.S === 'Sell' ? 'sell' : 'unknown',
+                timestamp: new Date(trade.T),
+                localTimestamp
+            };
+        }
+    }
+}
+exports.BybitV5TradesMapper = BybitV5TradesMapper;
+class BybitV5BookChangeMapper {
+    constructor(_exchange, _depth) {
+        this._exchange = _exchange;
+        this._depth = _depth;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith(`orderbook.${this._depth}.`);
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: `orderbook.${this._depth}`,
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'book_change',
+            symbol: message.data.s,
+            exchange: this._exchange,
+            isSnapshot: message.type === 'snapshot',
+            bids: message.data.b.map(this._mapBookLevel),
+            asks: message.data.a.map(this._mapBookLevel),
+            timestamp: new Date(message.ts),
+            localTimestamp
+        };
+    }
+    _mapBookLevel(level) {
+        return { price: Number(level[0]), amount: Number(level[1]) };
+    }
+}
+exports.BybitV5BookChangeMapper = BybitV5BookChangeMapper;
+class BybitV5BookTickerMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+        this._snapshots = {};
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith(`orderbook.1.`);
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'orderbook.1',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const bestAsk = message.data.a[0];
+        const bestBid = message.data.b[0];
+        if (message.type === 'snapshot') {
+            this._snapshots[message.data.s] = {
+                askAmount: bestAsk !== undefined ? Number(bestAsk[1]) : undefined,
+                askPrice: bestAsk !== undefined ? Number(bestAsk[0]) : undefined,
+                bidPrice: bestBid !== undefined ? Number(bestBid[0]) : undefined,
+                bidAmount: bestBid !== undefined ? Number(bestBid[1]) : undefined
+            };
+        }
+        const matchingSnapshot = this._snapshots[message.data.s];
+        if (!matchingSnapshot) {
+            return;
+        }
+        const bookTicker = {
+            type: 'book_ticker',
+            symbol: message.data.s,
+            exchange: this._exchange,
+            askAmount: bestAsk !== undefined ? Number(bestAsk[1]) : matchingSnapshot.askAmount,
+            askPrice: bestAsk !== undefined ? Number(bestAsk[0]) : matchingSnapshot.askPrice,
+            bidPrice: bestBid !== undefined ? Number(bestBid[0]) : matchingSnapshot.bidPrice,
+            bidAmount: bestBid !== undefined ? Number(bestBid[1]) : matchingSnapshot.bidAmount,
+            timestamp: new Date(message.ts),
+            localTimestamp: localTimestamp
+        };
+        yield bookTicker;
+    }
+}
+exports.BybitV5BookTickerMapper = BybitV5BookTickerMapper;
+class BybitV5DerivativeTickerMapper {
+    constructor() {
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('tickers.');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'tickers',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const instrumentInfo = message.data;
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(instrumentInfo.symbol, 'bybit');
+        if (instrumentInfo.fundingRate !== undefined && instrumentInfo.fundingRate !== '') {
+            pendingTickerInfo.updateFundingRate(Number(instrumentInfo.fundingRate));
+        }
+        if (instrumentInfo.nextFundingTime !== undefined && instrumentInfo.nextFundingTime !== '') {
+            pendingTickerInfo.updateFundingTimestamp(new Date(Number(instrumentInfo.nextFundingTime)));
+        }
+        if (instrumentInfo.indexPrice !== undefined && instrumentInfo.indexPrice !== '') {
+            pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPrice));
+        }
+        if (instrumentInfo.markPrice !== undefined && instrumentInfo.markPrice !== '') {
+            pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPrice));
+        }
+        if (instrumentInfo.openInterest !== undefined && instrumentInfo.openInterest !== '') {
+            pendingTickerInfo.updateOpenInterest(Number(instrumentInfo.openInterest));
+        }
+        if (instrumentInfo.lastPrice !== undefined && instrumentInfo.lastPrice !== '') {
+            pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPrice));
+        }
+        pendingTickerInfo.updateTimestamp(new Date(message.ts));
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+exports.BybitV5DerivativeTickerMapper = BybitV5DerivativeTickerMapper;
+class BybitV5LiquidationsMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('liquidation.');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'liquidation',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        // from bybit telegram: When "side":"Buy", a long position was liquidated. Will fix the docs.
+        const bybitLiquidation = message.data;
+        const liquidation = {
+            type: 'liquidation',
+            symbol: bybitLiquidation.symbol,
+            exchange: this._exchange,
+            id: undefined,
+            price: Number(bybitLiquidation.price),
+            amount: Number(bybitLiquidation.size),
+            side: bybitLiquidation.side == 'Buy' ? 'sell' : 'buy',
+            timestamp: new Date(message.ts),
+            localTimestamp
+        };
+        yield liquidation;
+    }
+}
+exports.BybitV5LiquidationsMapper = BybitV5LiquidationsMapper;
+class BybitV5OptionSummaryMapper {
+    canHandle(message) {
+        if (message.topic === undefined) {
+            return false;
+        }
+        return message.topic.startsWith('tickers.');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'tickers',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbolParts = message.data.symbol.split('-');
+        const isPut = symbolParts[3] === 'P';
+        const strikePrice = Number(symbolParts[2]);
+        const expirationDate = new Date(symbolParts[1] + 'Z');
+        expirationDate.setUTCHours(8);
+        const optionSummary = {
+            type: 'option_summary',
+            symbol: message.data.symbol,
+            exchange: 'bybit-options',
+            optionType: isPut ? 'put' : 'call',
+            strikePrice,
+            expirationDate,
+            bestBidPrice: (0, handy_1.asNumberIfValid)(message.data.bidPrice),
+            bestBidAmount: (0, handy_1.asNumberIfValid)(message.data.bidSize),
+            bestBidIV: (0, handy_1.asNumberIfValid)(message.data.bidIv),
+            bestAskPrice: (0, handy_1.asNumberIfValid)(message.data.askPrice),
+            bestAskAmount: (0, handy_1.asNumberIfValid)(message.data.askSize),
+            bestAskIV: (0, handy_1.asNumberIfValid)(message.data.askIv),
+            lastPrice: (0, handy_1.asNumberIfValid)(message.data.lastPrice),
+            openInterest: (0, handy_1.asNumberIfValid)(message.data.openInterest),
+            markPrice: (0, handy_1.asNumberIfValid)(message.data.markPrice),
+            markIV: (0, handy_1.asNumberIfValid)(message.data.markPriceIv),
+            delta: (0, handy_1.asNumberIfValid)(message.data.delta),
+            gamma: (0, handy_1.asNumberIfValid)(message.data.gamma),
+            vega: (0, handy_1.asNumberIfValid)(message.data.vega),
+            theta: (0, handy_1.asNumberIfValid)(message.data.theta),
+            rho: undefined,
+            underlyingPrice: (0, handy_1.asNumberIfValid)(message.data.underlyingPrice),
+            underlyingIndex: '',
+            timestamp: new Date(message.ts),
+            localTimestamp: localTimestamp
+        };
+        yield optionSummary;
+    }
+}
+exports.BybitV5OptionSummaryMapper = BybitV5OptionSummaryMapper;
 // https://github.com/bybit-exchange/bybit-official-api-docs/blob/master/en/websocket.md
 class BybitTradesMapper {
     constructor(_exchange) {
@@ -88,8 +349,6 @@ class BybitBookChangeMapper {
                     ? message.data.orderBook
                     : message.data
             : [...message.data.delete, ...message.data.update, ...message.data.insert];
-        // TODO: test instrument info
-        // TODO: test liquidations?
         const timestampBybit = message.timestamp_e6 !== undefined ? Number(message.timestamp_e6) : Number(message.timestampE6);
         const timestamp = new Date(timestampBybit / 1000);
         timestamp.μs = timestampBybit % 1000;