tardis-dev 13.20.2 → 13.20.3
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.
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@@ -43,6 +43,7 @@ type GateIOFuturesTrade = {
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size: number;
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id: number;
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create_time: number;
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create_time_ms?: number;
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price: string;
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contract: string;
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};
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@@ -61,6 +62,7 @@ type GateIOFuturesOrderBookSnapshot = {
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channel: 'futures.order_book';
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event: 'all';
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result: {
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t?: number;
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contract: string;
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asks: GateIOFuturesSnapshotLevel[];
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bids: GateIOFuturesSnapshotLevel[];
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@@ -71,6 +73,7 @@ type GateIOFuturesOrderBookUpdate = {
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channel: 'futures.order_book';
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event: 'update';
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result: {
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t?: number;
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p: string;
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s: number;
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c: string;
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@@ -78,6 +81,7 @@ type GateIOFuturesOrderBookUpdate = {
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};
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type GateIOFuturesTicker = {
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time: number;
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time_ms?: number;
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channel: 'futures.tickers';
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event: 'update';
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result: [
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"gateiofutures.d.ts","sourceRoot":"","sources":["../../src/mappers/gateiofutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,UAAU,CAAA;AACpF,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,yBAA0B,YAAW,MAAM,CAAC,iBAAiB,EAAE,KAAK,CAAC;IACpE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,aAAa,EAAE,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBxF;AAQD,qBAAa,6BAA8B,YAAW,MAAM,CAAC,iBAAiB,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,8BAA8B,GAAG,4BAA4B;IAIhF,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,YAAY,EAAE,8BAA8B,GAAG,4BAA4B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;
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{"version":3,"file":"gateiofutures.d.ts","sourceRoot":"","sources":["../../src/mappers/gateiofutures.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,KAAK,EAAE,UAAU,EAAE,MAAM,UAAU,CAAA;AACpF,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,yBAA0B,YAAW,MAAM,CAAC,iBAAiB,EAAE,KAAK,CAAC;IACpE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,aAAa,EAAE,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBxF;AAQD,qBAAa,6BAA8B,YAAW,MAAM,CAAC,iBAAiB,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,8BAA8B,GAAG,4BAA4B;IAIhF,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,YAAY,EAAE,8BAA8B,GAAG,4BAA4B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA+BtI;AAED,qBAAa,mCAAoC,YAAW,MAAM,CAAC,iBAAiB,EAAE,gBAAgB,CAAC;IACrG,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB;IAItC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAuB7F;AAED,qBAAa,6BAA8B,YAAW,MAAM,CAAC,iBAAiB,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,8BAA8B,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAoBlH;AAED,KAAK,kBAAkB,GAAG;IACxB,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,WAAW,EAAE,MAAM,CAAA;IACnB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,gBAAgB,CAAA;IACzB,KAAK,EAAE,QAAQ,CAAA;IAEf,MAAM,EAAE,kBAAkB,EAAE,CAAA;CAC7B,CAAA;AAED,KAAK,0BAA0B,GAAG;IAAE,CAAC,EAAE,MAAM,CAAC;IAAC,CAAC,EAAE,MAAM,CAAA;CAAE,CAAA;AAE1D,KAAK,8BAA8B,GAAG;IACpC,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,oBAAoB,CAAA;IAC7B,KAAK,EAAE,KAAK,CAAA;IAEZ,MAAM,EAAE;QACN,CAAC,CAAC,EAAE,MAAM,CAAA;QACV,QAAQ,EAAE,MAAM,CAAA;QAChB,IAAI,EAAE,0BAA0B,EAAE,CAAA;QAClC,IAAI,EAAE,0BAA0B,EAAE,CAAA;KACnC,CAAA;CACF,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,oBAAoB,CAAA;IAC7B,KAAK,EAAE,QAAQ,CAAA;IACf,MAAM,EAAE;QACN,CAAC,CAAC,EAAE,MAAM,CAAA;QACV,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;KACV,EAAE,CAAA;CACJ,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,OAAO,EAAE,iBAAiB,CAAA;IAC1B,KAAK,EAAE,QAAQ,CAAA;IAEf,MAAM,EACF;QACE;YACE,QAAQ,EAAE,MAAM,CAAA;YAChB,IAAI,EAAE,MAAM,CAAA;YACZ,YAAY,EAAE,MAAM,CAAA;YACpB,UAAU,EAAE,MAAM,CAAA;YAClB,WAAW,EAAE,MAAM,CAAA;YACnB,uBAAuB,EAAE,MAAM,CAAA;SAChC;KACF,GACD;QACE,QAAQ,EAAE,MAAM,CAAA;QAChB,IAAI,EAAE,MAAM,CAAA;QACZ,YAAY,EAAE,MAAM,CAAA;QACpB,UAAU,EAAE,MAAM,CAAA;QAClB,WAAW,EAAE,MAAM,CAAA;QACnB,uBAAuB,EAAE,MAAM,CAAA;KAChC,CAAA;CACN,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,EAAE,EAAE,IAAI,CAAA;IACR,IAAI,EAAE,UAAU,CAAA;IAChB,OAAO,EAAE,qBAAqB,CAAA;IAC9B,KAAK,EAAE,QAAQ,CAAA;IACf,KAAK,EAAE,IAAI,CAAA;IACX,MAAM,EAAE;QAAE,CAAC,EAAE,MAAM,CAAC;QAAC,CAAC,EAAE,UAAU,CAAC;QAAC,CAAC,EAAE,SAAS,CAAC;QAAC,CAAC,EAAE,MAAM,CAAC;QAAC,CAAC,EAAE,MAAM,CAAC;QAAC,CAAC,EAAE,MAAM,CAAC;QAAC,CAAC,EAAE,MAAM,CAAA;KAAE,CAAA;CAC/F,CAAA"}
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@@ -22,7 +22,7 @@ class GateIOFuturesTradesMapper {
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}
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*map(tradesMessage, localTimestamp) {
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for (const trade of tradesMessage.result) {
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const timestamp = new Date(trade.create_time * 1000);
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const timestamp = trade.create_time_ms !== undefined ? new Date(trade.create_time_ms) : new Date(trade.create_time * 1000);
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yield {
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type: 'trade',
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symbol: trade.contract,
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@@ -60,6 +60,7 @@ class GateIOFuturesBookChangeMapper {
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}
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*map(depthMessage, localTimestamp) {
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if (depthMessage.event === 'all') {
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const timestamp = depthMessage.result.t !== undefined ? new Date(depthMessage.result.t) : new Date(depthMessage.time * 1000);
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// snapshot
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yield {
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type: 'book_change',
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@@ -68,12 +69,13 @@ class GateIOFuturesBookChangeMapper {
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isSnapshot: true,
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bids: depthMessage.result.bids.map(mapBookLevel),
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asks: depthMessage.result.asks.map(mapBookLevel),
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timestamp
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timestamp,
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localTimestamp: localTimestamp
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};
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}
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else if (depthMessage.result.length > 0) {
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// update
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const timestamp = depthMessage.result[0].t !== undefined ? new Date(depthMessage.result[0].t) : new Date(depthMessage.time * 1000);
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yield {
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type: 'book_change',
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symbol: depthMessage.result[0].c,
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@@ -81,7 +83,7 @@ class GateIOFuturesBookChangeMapper {
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isSnapshot: false,
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bids: depthMessage.result.filter((l) => l.s >= 0).map(mapBookLevel),
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asks: depthMessage.result.filter((l) => l.s <= 0).map(mapBookLevel),
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timestamp
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timestamp,
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localTimestamp: localTimestamp
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};
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}
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@@ -110,13 +112,14 @@ class GateIOFuturesDerivativeTickerMapper {
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if (futuresTicker.contract === undefined) {
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return;
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}
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const timestamp = message.time_ms !== undefined ? new Date(message.time_ms) : new Date(message.time * 1000);
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const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures');
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pendingTickerInfo.updateFundingRate(Number(futuresTicker.funding_rate));
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pendingTickerInfo.updatePredictedFundingRate(Number(futuresTicker.funding_rate_indicative));
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pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price));
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pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price));
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pendingTickerInfo.updateLastPrice(Number(futuresTicker.last));
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pendingTickerInfo.updateTimestamp(
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pendingTickerInfo.updateTimestamp(timestamp);
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if (pendingTickerInfo.hasChanged()) {
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yield pendingTickerInfo.getSnapshot(localTimestamp);
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}
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@@ -1 +1 @@
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-
{"version":3,"file":"gateiofutures.js","sourceRoot":"","sources":["../../src/mappers/gateiofutures.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,iDAAiD;AAEjD,MAAa,yBAAyB;IACpC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAY;QACpB,OAAO,OAAO,CAAC,OAAO,KAAK,gBAAgB,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,aAAkC,EAAE,cAAoB;QAC3D,KAAK,MAAM,KAAK,IAAI,aAAa,CAAC,MAAM,EAAE;YACxC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,WAAW,GAAG,IAAI,CAAC,CAAA;
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+
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|
package/package.json
CHANGED
|
@@ -24,7 +24,7 @@ export class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trad
|
|
|
24
24
|
|
|
25
25
|
*map(tradesMessage: GateIOFuturesTrades, localTimestamp: Date): IterableIterator<Trade> {
|
|
26
26
|
for (const trade of tradesMessage.result) {
|
|
27
|
-
const timestamp = new Date(trade.create_time * 1000)
|
|
27
|
+
const timestamp = trade.create_time_ms !== undefined ? new Date(trade.create_time_ms) : new Date(trade.create_time * 1000)
|
|
28
28
|
|
|
29
29
|
yield {
|
|
30
30
|
type: 'trade',
|
|
@@ -67,6 +67,8 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
|
|
|
67
67
|
|
|
68
68
|
*map(depthMessage: GateIOFuturesOrderBookSnapshot | GateIOFuturesOrderBookUpdate, localTimestamp: Date): IterableIterator<BookChange> {
|
|
69
69
|
if (depthMessage.event === 'all') {
|
|
70
|
+
const timestamp = depthMessage.result.t !== undefined ? new Date(depthMessage.result.t) : new Date(depthMessage.time * 1000)
|
|
71
|
+
|
|
70
72
|
// snapshot
|
|
71
73
|
yield {
|
|
72
74
|
type: 'book_change',
|
|
@@ -75,11 +77,13 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
|
|
|
75
77
|
isSnapshot: true,
|
|
76
78
|
bids: depthMessage.result.bids.map(mapBookLevel),
|
|
77
79
|
asks: depthMessage.result.asks.map(mapBookLevel),
|
|
78
|
-
timestamp
|
|
80
|
+
timestamp,
|
|
79
81
|
localTimestamp: localTimestamp
|
|
80
82
|
}
|
|
81
83
|
} else if (depthMessage.result.length > 0) {
|
|
82
84
|
// update
|
|
85
|
+
const timestamp = depthMessage.result[0].t !== undefined ? new Date(depthMessage.result[0].t) : new Date(depthMessage.time * 1000)
|
|
86
|
+
|
|
83
87
|
yield {
|
|
84
88
|
type: 'book_change',
|
|
85
89
|
symbol: depthMessage.result[0].c,
|
|
@@ -87,7 +91,7 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
|
|
|
87
91
|
isSnapshot: false,
|
|
88
92
|
bids: depthMessage.result.filter((l) => l.s >= 0).map(mapBookLevel),
|
|
89
93
|
asks: depthMessage.result.filter((l) => l.s <= 0).map(mapBookLevel),
|
|
90
|
-
timestamp
|
|
94
|
+
timestamp,
|
|
91
95
|
localTimestamp: localTimestamp
|
|
92
96
|
}
|
|
93
97
|
}
|
|
@@ -119,6 +123,8 @@ export class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-futu
|
|
|
119
123
|
if (futuresTicker.contract === undefined) {
|
|
120
124
|
return
|
|
121
125
|
}
|
|
126
|
+
const timestamp = message.time_ms !== undefined ? new Date(message.time_ms) : new Date(message.time * 1000)
|
|
127
|
+
|
|
122
128
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(futuresTicker.contract, 'gate-io-futures')
|
|
123
129
|
|
|
124
130
|
pendingTickerInfo.updateFundingRate(Number(futuresTicker.funding_rate))
|
|
@@ -126,7 +132,7 @@ export class GateIOFuturesDerivativeTickerMapper implements Mapper<'gate-io-futu
|
|
|
126
132
|
pendingTickerInfo.updateIndexPrice(Number(futuresTicker.index_price))
|
|
127
133
|
pendingTickerInfo.updateMarkPrice(Number(futuresTicker.mark_price))
|
|
128
134
|
pendingTickerInfo.updateLastPrice(Number(futuresTicker.last))
|
|
129
|
-
pendingTickerInfo.updateTimestamp(
|
|
135
|
+
pendingTickerInfo.updateTimestamp(timestamp)
|
|
130
136
|
|
|
131
137
|
if (pendingTickerInfo.hasChanged()) {
|
|
132
138
|
yield pendingTickerInfo.getSnapshot(localTimestamp)
|
|
@@ -179,6 +185,7 @@ type GateIOFuturesTrade = {
|
|
|
179
185
|
size: number
|
|
180
186
|
id: number
|
|
181
187
|
create_time: number
|
|
188
|
+
create_time_ms?: number
|
|
182
189
|
price: string
|
|
183
190
|
contract: string
|
|
184
191
|
}
|
|
@@ -199,6 +206,7 @@ type GateIOFuturesOrderBookSnapshot = {
|
|
|
199
206
|
event: 'all'
|
|
200
207
|
|
|
201
208
|
result: {
|
|
209
|
+
t?: number
|
|
202
210
|
contract: string
|
|
203
211
|
asks: GateIOFuturesSnapshotLevel[]
|
|
204
212
|
bids: GateIOFuturesSnapshotLevel[]
|
|
@@ -210,6 +218,7 @@ type GateIOFuturesOrderBookUpdate = {
|
|
|
210
218
|
channel: 'futures.order_book'
|
|
211
219
|
event: 'update'
|
|
212
220
|
result: {
|
|
221
|
+
t?: number
|
|
213
222
|
p: string
|
|
214
223
|
s: number
|
|
215
224
|
c: string
|
|
@@ -218,6 +227,7 @@ type GateIOFuturesOrderBookUpdate = {
|
|
|
218
227
|
|
|
219
228
|
type GateIOFuturesTicker = {
|
|
220
229
|
time: number
|
|
230
|
+
time_ms?: number
|
|
221
231
|
channel: 'futures.tickers'
|
|
222
232
|
event: 'update'
|
|
223
233
|
|