tardis-dev 13.19.1 → 13.20.1

package/src/realtimefeeds/bybit.ts

@@ -1,39 +1,25 @@
+import { batch } from '../handy'
 import { Filter } from '../types'
 import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed'
 
 export class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
   protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
     const linearContractsFilters = filters.reduce(
-      this._only((s) => s.endsWith('USDT')),
+      this._only((s) => s.endsWith('USDT') || s.includes('-') || s.endsWith('PERP')),
       [] as Filter<string>[]
     )
 
     const inverseContractsFilters = filters.reduce(
-      this._only((s) => s.endsWith('USDT') === false && s.endsWith('PERP') === false),
-      [] as Filter<string>[]
-    )
-
-    const usdcContracts = filters.reduce(
-      this._only((s) => s.endsWith('PERP')),
+      this._only((s) => s.endsWith('USDT') === false && s.includes('-') === false && s.endsWith('PERP') === false),
       [] as Filter<string>[]
     )
 
     if (linearContractsFilters.length > 0) {
-      yield new BybitSingleConnectionRealTimeDataFeed('realtime_public', exchange, linearContractsFilters, timeoutIntervalMS, onError)
+      yield new BybitLinearRealTimeDataFeed(exchange, linearContractsFilters, timeoutIntervalMS, onError)
     }
 
     if (inverseContractsFilters.length > 0) {
-      yield new BybitSingleConnectionRealTimeDataFeed('realtime', exchange, inverseContractsFilters, timeoutIntervalMS, onError)
-    }
-
-    if (usdcContracts.length > 0) {
-      yield new BybitSingleConnectionRealTimeDataFeed(
-        'perpetual/ws/v1/realtime_public',
-        exchange,
-        usdcContracts,
-        timeoutIntervalMS,
-        onError
-      )
+      yield new BybitInverseRealTimeDataFeed(exchange, inverseContractsFilters, timeoutIntervalMS, onError)
     }
   }
 
@@ -55,36 +41,28 @@ export class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
   }
 }
 
-class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
-  protected readonly wssURL: string
-
-  constructor(
-    wsURLSuffix: string,
-    exchange: string,
-    filters: Filter<string>[],
-    timeoutIntervalMS?: number,
-    onError?: (error: Error) => void
-  ) {
-    super(exchange, filters, timeoutIntervalMS, onError)
-    this.wssURL = `wss://stream.bybit.com/${wsURLSuffix}`
-  }
+abstract class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
+  protected abstract readonly wssURL: string
 
   protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
     const args = filters
       .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
         return filter.symbols!.map((symbol) => {
-          const suffix = filter.channel === 'instrument_info' || filter.channel === 'orderBook_200' ? '.100ms' : ''
-          return `${filter.channel}${suffix}.${symbol}`
+          return `${filter.channel}.${symbol}`
         })
       })
       .flatMap((f) => f)
 
-    return [
-      {
+    return [...batch(args, 10)].map((argBatch) => {
+      return {
         op: 'subscribe',
-        args
+        args: argBatch
       }
-    ]
+    })
   }
 
   protected messageIsError(message: any): boolean {
@@ -99,3 +77,47 @@ class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
     return msg.ret_msg === 'pong' || msg.op == 'pong'
   }
 }
+
+class BybitLinearRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/linear'
+}
+
+class BybitInverseRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/inverse'
+}
+
+export class BybitSpotRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/spot'
+}
+
+export class BybitOptionsRealTimeDataFeed extends BybitSingleConnectionRealTimeDataFeed {
+  protected wssURL: string = 'wss://stream.bybit.com/v5/public/option'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const args = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('BybitRealTimeDataFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        if (filter.channel === 'publicTrade') {
+          const baseCoins = [...new Set(filter.symbols.map((s) => s.split('-')[0]))]
+          return baseCoins.map((symbol) => {
+            return `${filter.channel}.${symbol}`
+          })
+        }
+
+        return filter.symbols!.map((symbol) => {
+          return `${filter.channel}.${symbol}`
+        })
+      })
+      .flatMap((f) => f)
+
+    return [...batch(args, 10)].map((argBatch) => {
+      return {
+        op: 'subscribe',
+        args: argBatch
+      }
+    })
+  }
+}

package/src/realtimefeeds/index.ts

@@ -11,7 +11,7 @@ import { BitfinexRealTimeFeed } from './bitfinex'
 import { BitflyerRealTimeFeed } from './bitflyer'
 import { BitmexRealTimeFeed } from './bitmex'
 import { BitstampRealTimeFeed } from './bitstamp'
-import { BybitRealTimeDataFeed } from './bybit'
+import { BybitOptionsRealTimeDataFeed, BybitRealTimeDataFeed, BybitSpotRealTimeDataFeed } from './bybit'
 import { CoinbaseRealTimeFeed } from './coinbase'
 import { CryptofacilitiesRealTimeFeed } from './cryptofacilities'
 import { DeribitRealTimeDataFeed } from './deribit'
@@ -41,7 +41,6 @@ import { DydxRealTimeFeed } from './dydx'
 import { SerumRealTimeFeed } from './serum'
 import { StarAtlasRealTimeFeed } from './staratlas'
 import { MangoRealTimeFeed } from './mango'
-import { BybitSpotRealTimeFeed } from './bybitspot'
 import { CryptoComRealTimeFeed } from './cryptocom'
 import { KucoinRealTimeFeed } from './kucoin'
 import { BitnomialRealTimeFeed } from './bitnomial'
@@ -96,7 +95,8 @@ const realTimeFeedsMap: {
   'star-atlas': StarAtlasRealTimeFeed,
   'huobi-dm-options': HuobiDMOptionsRealTimeFeed,
   mango: MangoRealTimeFeed,
-  'bybit-spot': BybitSpotRealTimeFeed,
+  'bybit-spot': BybitSpotRealTimeDataFeed,
+  'bybit-options': BybitOptionsRealTimeDataFeed,
   'crypto-com': CryptoComRealTimeFeed,
   'crypto-com-derivatives': CryptoComRealTimeFeed,
   kucoin: KucoinRealTimeFeed,

package/dist/realtimefeeds/bybitspot.d.ts

@@ -1,10 +0,0 @@
-import { Filter } from '../types';
-import { RealTimeFeedBase } from './realtimefeed';
-export declare class BybitSpotRealTimeFeed extends RealTimeFeedBase {
-    protected wssURL: string;
-    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
-    protected messageIsError(message: any): boolean;
-    protected sendCustomPing: () => void;
-    protected messageIsHeartbeat(msg: any): boolean;
-}
-//# sourceMappingURL=bybitspot.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"bybitspot.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/bybitspot.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,qBAAsB,SAAQ,gBAAgB;IACzD,SAAS,CAAC,MAAM,SAA4C;IAE5D,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,cAAc,aAEvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC"}

package/dist/realtimefeeds/bybitspot.js

@@ -1,40 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BybitSpotRealTimeFeed = void 0;
-const realtimefeed_1 = require("./realtimefeed");
-class BybitSpotRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
-    constructor() {
-        super(...arguments);
-        this.wssURL = 'wss://stream.bybit.com/spot/quote/ws/v2';
-        this.sendCustomPing = () => {
-            this.send({ ping: new Date().valueOf() });
-        };
-    }
-    mapToSubscribeMessages(filters) {
-        return filters
-            .map((filter) => {
-            if (!filter.symbols || filter.symbols.length === 0) {
-                throw new Error('BybitSpotRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
-            }
-            return filter.symbols.map((symbol) => {
-                return {
-                    event: 'sub',
-                    topic: filter.channel,
-                    params: {
-                        binary: false,
-                        symbol: symbol
-                    }
-                };
-            });
-        })
-            .flatMap((c) => c);
-    }
-    messageIsError(message) {
-        return message.code !== undefined && message.code !== '0';
-    }
-    messageIsHeartbeat(msg) {
-        return msg.pong !== undefined;
-    }
-}
-exports.BybitSpotRealTimeFeed = BybitSpotRealTimeFeed;
-//# sourceMappingURL=bybitspot.js.map

package/dist/realtimefeeds/bybitspot.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"bybitspot.js","sourceRoot":"","sources":["../../src/realtimefeeds/bybitspot.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,qBAAsB,SAAQ,+BAAgB;IAA3D;;QACY,WAAM,GAAG,yCAAyC,CAAA;QA2BlD,mBAAc,GAAG,GAAG,EAAE;YAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,CAAA;QAC3C,CAAC,CAAA;IAKH,CAAC;IAhCW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,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,2FAA2F,CAAC,CAAA;aAC7G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,KAAK,EAAE,KAAK;oBACZ,KAAK,EAAE,MAAM,CAAC,OAAO;oBACrB,MAAM,EAAE;wBACN,MAAM,EAAE,KAAK;wBACb,MAAM,EAAE,MAAM;qBACf;iBACF,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,GAAG,CAAA;IAC3D,CAAC;IAMS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,IAAI,KAAK,SAAS,CAAA;IAC/B,CAAC;CACF;AAnCD,sDAmCC"}

package/src/realtimefeeds/bybitspot.ts

@@ -1,39 +0,0 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
-
-export class BybitSpotRealTimeFeed extends RealTimeFeedBase {
-  protected wssURL = 'wss://stream.bybit.com/spot/quote/ws/v2'
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    return filters
-      .map((filter) => {
-        if (!filter.symbols || filter.symbols.length === 0) {
-          throw new Error('BybitSpotRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
-        }
-
-        return filter.symbols.map((symbol) => {
-          return {
-            event: 'sub',
-            topic: filter.channel,
-            params: {
-              binary: false,
-              symbol: symbol
-            }
-          }
-        })
-      })
-      .flatMap((c) => c)
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.code !== undefined && message.code !== '0'
-  }
-
-  protected sendCustomPing = () => {
-    this.send({ ping: new Date().valueOf() })
-  }
-
-  protected messageIsHeartbeat(msg: any) {
-    return msg.pong !== undefined
-  }
-}