tardis-dev 13.20.4 → 13.21.0

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 (21) hide show
  1. package/dist/consts.d.ts +2 -2
  2. package/dist/consts.d.ts.map +1 -1
  3. package/dist/consts.js +12 -2
  4. package/dist/consts.js.map +1 -1
  5. package/dist/mappers/gateio.d.ts +115 -1
  6. package/dist/mappers/gateio.d.ts.map +1 -1
  7. package/dist/mappers/gateio.js +211 -2
  8. package/dist/mappers/gateio.js.map +1 -1
  9. package/dist/mappers/index.d.ts +1 -1
  10. package/dist/mappers/index.d.ts.map +1 -1
  11. package/dist/mappers/index.js +8 -3
  12. package/dist/mappers/index.js.map +1 -1
  13. package/dist/realtimefeeds/gateio.d.ts +3 -1
  14. package/dist/realtimefeeds/gateio.d.ts.map +1 -1
  15. package/dist/realtimefeeds/gateio.js +47 -16
  16. package/dist/realtimefeeds/gateio.js.map +1 -1
  17. package/package.json +1 -1
  18. package/src/consts.ts +12 -2
  19. package/src/mappers/gateio.ts +315 -3
  20. package/src/mappers/index.ts +19 -4
  21. package/src/realtimefeeds/gateio.ts +54 -16
package/dist/consts.d.ts CHANGED
@@ -29,12 +29,12 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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  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"];
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  'bybit-spot': string[];
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  'bybit-options': string[];
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- okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status"];
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+ okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "trades", "books", "bbo-tbt", "tickers"];
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  hitbtc: readonly ["updateTrades", "snapshotTrades", "snapshotOrderbook", "updateOrderbook"];
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  coinflex: readonly ["futures/depth", "trade", "ticker"];
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  phemex: readonly ["book", "orderbook_p", "trades", "trades_p", "market24h", "spot_market24h", "perp_market24h_pack_p"];
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  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"];
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- 'gate-io': readonly ["trades", "depth", "ticker"];
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+ 'gate-io': readonly ["trades", "depth", "ticker", "book_ticker", "order_book_update"];
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  'gate-io-futures': readonly ["trades", "order_book", "tickers", "book_ticker"];
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  poloniex: readonly ["price_aggregated_book", "trades", "ticker", "book_lv2"];
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  'binance-options': readonly ["TRADE", "TICKER", "DEPTH100", "INDEX"];
package/dist/consts.d.ts.map CHANGED
@@ -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;AA+YV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAoDlC,CAAA"}
package/dist/consts.js CHANGED
@@ -129,7 +129,17 @@ const OKEX_CHANNELS = [
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  'taker-volume',
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  'public-struc-block-trades'
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  ];
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- const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status'];
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+ const OKCOIN_CHANNELS = [
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+ 'spot/trade',
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+ 'spot/depth',
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+ 'spot/depth_l2_tbt',
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+ 'spot/ticker',
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+ 'system/status',
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+ 'trades',
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+ 'books',
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+ 'bbo-tbt',
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+ 'tickers'
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+ ];
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  const OKEX_FUTURES_CHANNELS = [
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  'futures/trade',
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  'futures/depth',
@@ -349,7 +359,7 @@ const DELTA_CHANNELS = [
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  'l2_updates',
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  'spot_30mtwap_price'
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  ];
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- const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker'];
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+ const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update'];
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  const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'];
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  const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv2'];
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  const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'];
package/dist/consts.js.map CHANGED
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1
+ 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package/dist/mappers/gateio.d.ts CHANGED
@@ -1,5 +1,44 @@
1
- import { BookChange, Exchange, Trade } from '../types';
1
+ import { CircularBuffer } from '../handy';
2
+ import { BookChange, BookTicker, Exchange, Trade } from '../types';
2
3
  import { Mapper } from './mapper';
4
+ export declare class GateIOV4BookChangeMapper implements Mapper<'gate-io', BookChange> {
5
+ protected readonly exchange: Exchange;
6
+ protected readonly symbolToDepthInfoMapping: {
7
+ [key: string]: LocalDepthInfo;
8
+ };
9
+ constructor(exchange: Exchange);
10
+ canHandle(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot): boolean;
11
+ getFilters(symbols?: string[]): {
12
+ readonly channel: "order_book_update";
13
+ readonly symbols: string[] | undefined;
14
+ }[];
15
+ map(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot, localTimestamp: Date): Generator<BookChange, void, unknown>;
16
+ protected mapBookDepthUpdate(depthUpdateData: DepthData, localTimestamp: Date): BookChange | undefined;
17
+ protected mapBookLevel(level: [string, string]): {
18
+ price: number;
19
+ amount: number;
20
+ };
21
+ }
22
+ export declare class GateIOV4BookTickerMapper implements Mapper<'gate-io', BookTicker> {
23
+ private readonly _exchange;
24
+ constructor(_exchange: Exchange);
25
+ canHandle(message: GateV4BookTicker): boolean;
26
+ getFilters(symbols?: string[]): {
27
+ readonly channel: "book_ticker";
28
+ readonly symbols: string[] | undefined;
29
+ }[];
30
+ map(bookTickerResponse: GateV4BookTicker, localTimestamp: Date): Generator<BookTicker, void, unknown>;
31
+ }
32
+ export declare class GateIOV4TradesMapper implements Mapper<'gate-io', Trade> {
33
+ private readonly _exchange;
34
+ constructor(_exchange: Exchange);
35
+ canHandle(message: GateV4Trade): boolean;
36
+ getFilters(symbols?: string[]): {
37
+ readonly channel: "trades";
38
+ readonly symbols: string[] | undefined;
39
+ }[];
40
+ map(tradesMessage: GateV4Trade, localTimestamp: Date): IterableIterator<Trade>;
41
+ }
3
42
  export declare class GateIOTradesMapper implements Mapper<'gate-io', Trade> {
4
43
  private readonly _exchange;
5
44
  private readonly _seenSymbols;
@@ -44,5 +83,80 @@ type GateIODepth = {
44
83
  string
45
84
  ];
46
85
  };
86
+ type GateV4Trade = {
87
+ time: 1682689046;
88
+ time_ms: 1682689046133;
89
+ channel: 'spot.trades';
90
+ event: 'update';
91
+ result: {
92
+ id: 5541729596;
93
+ create_time: 1682689046;
94
+ create_time_ms: '1682689046123.0';
95
+ side: 'sell';
96
+ currency_pair: 'SUSD_USDT';
97
+ amount: '8.5234';
98
+ price: '0.9782';
99
+ };
100
+ };
101
+ type GateV4BookTicker = {
102
+ time: 1682689046;
103
+ time_ms: 1682689046142;
104
+ channel: 'spot.book_ticker';
105
+ event: 'update';
106
+ result: {
107
+ t: 1682689046131;
108
+ u: 517377894;
109
+ s: 'ETC_ETH';
110
+ b: '0.010326';
111
+ B: '0.001';
112
+ a: '0.010366';
113
+ A: '10';
114
+ };
115
+ };
116
+ type Gatev4OrderBookSnapshot = {
117
+ channel: 'spot.order_book_update';
118
+ event: 'snapshot';
119
+ generated: true;
120
+ symbol: '1ART_USDT';
121
+ result: {
122
+ id: 154857784;
123
+ current: 1682689045318;
124
+ update: 1682689045056;
125
+ asks: [string, string][];
126
+ bids: [string, string][];
127
+ };
128
+ };
129
+ type GateV4OrderBookUpdate = {
130
+ time: 1682689045;
131
+ time_ms: 1682689045532;
132
+ channel: 'spot.order_book_update';
133
+ event: 'update';
134
+ result: {
135
+ lastUpdateId: undefined;
136
+ t: 1682689045424;
137
+ e: 'depthUpdate';
138
+ E: 1682689045;
139
+ s: '1ART_USDT';
140
+ U: 154857785;
141
+ u: 154857785;
142
+ b: [string, string][];
143
+ a: [string, string][];
144
+ };
145
+ };
146
+ type LocalDepthInfo = {
147
+ bufferedUpdates: CircularBuffer<DepthData>;
148
+ snapshotProcessed?: boolean;
149
+ lastUpdateId?: number;
150
+ validatedFirstUpdate?: boolean;
151
+ };
152
+ type DepthData = {
153
+ lastUpdateId: undefined;
154
+ t: number;
155
+ s: string;
156
+ U: number;
157
+ u: number;
158
+ b: [string, string][];
159
+ a: [string, string][];
160
+ };
47
161
  export {};
48
162
  //# sourceMappingURL=gateio.d.ts.map
package/dist/mappers/gateio.d.ts.map CHANGED
@@ -1 +1 @@
1
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package/dist/mappers/gateio.js CHANGED
@@ -1,8 +1,217 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.GateIOBookChangeMapper = exports.GateIOTradesMapper = void 0;
3
+ exports.GateIOBookChangeMapper = exports.GateIOTradesMapper = exports.GateIOV4TradesMapper = exports.GateIOV4BookTickerMapper = exports.GateIOV4BookChangeMapper = void 0;
4
4
  const handy_1 = require("../handy");
5
- // https://www.gate.io/docs/websocket/index.html
5
+ //v4
6
+ class GateIOV4BookChangeMapper {
7
+ constructor(exchange) {
8
+ this.exchange = exchange;
9
+ this.symbolToDepthInfoMapping = {};
10
+ }
11
+ canHandle(message) {
12
+ if (message.channel === undefined) {
13
+ return false;
14
+ }
15
+ if (message.event !== 'update' && message.event !== 'snapshot') {
16
+ return false;
17
+ }
18
+ return message.channel.endsWith('order_book_update');
19
+ }
20
+ getFilters(symbols) {
21
+ symbols = (0, handy_1.upperCaseSymbols)(symbols);
22
+ return [
23
+ {
24
+ channel: 'order_book_update',
25
+ symbols
26
+ }
27
+ ];
28
+ }
29
+ *map(message, localTimestamp) {
30
+ const symbol = message.event === 'snapshot' ? message.symbol : message.result.s;
31
+ if (this.symbolToDepthInfoMapping[symbol] === undefined) {
32
+ this.symbolToDepthInfoMapping[symbol] = {
33
+ bufferedUpdates: new handy_1.CircularBuffer(2000)
34
+ };
35
+ }
36
+ const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol];
37
+ const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
38
+ // first check if received message is snapshot and process it as such if it is
39
+ if (message.event === 'snapshot') {
40
+ // if we've already received 'manual' snapshot, ignore if there is another one
41
+ if (snapshotAlreadyProcessed) {
42
+ return;
43
+ }
44
+ // produce snapshot book_change
45
+ const snapshotData = message.result;
46
+ // mark given symbol depth info that has snapshot processed
47
+ symbolDepthInfo.lastUpdateId = snapshotData.id;
48
+ symbolDepthInfo.snapshotProcessed = true;
49
+ // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot
50
+ for (const update of symbolDepthInfo.bufferedUpdates.items()) {
51
+ const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
52
+ if (bookChange !== undefined) {
53
+ for (const bid of update.b) {
54
+ const matchingBid = snapshotData.bids.find((b) => b[0] === bid[0]);
55
+ if (matchingBid !== undefined) {
56
+ matchingBid[1] = bid[1];
57
+ }
58
+ else {
59
+ snapshotData.bids.push(bid);
60
+ }
61
+ }
62
+ for (const ask of update.a) {
63
+ const matchingAsk = snapshotData.asks.find((a) => a[0] === ask[0]);
64
+ if (matchingAsk !== undefined) {
65
+ matchingAsk[1] = ask[1];
66
+ }
67
+ else {
68
+ snapshotData.asks.push(ask);
69
+ }
70
+ }
71
+ }
72
+ }
73
+ // remove all buffered updates
74
+ symbolDepthInfo.bufferedUpdates.clear();
75
+ const bookChange = {
76
+ type: 'book_change',
77
+ symbol,
78
+ exchange: this.exchange,
79
+ isSnapshot: true,
80
+ bids: snapshotData.bids.map(this.mapBookLevel),
81
+ asks: snapshotData.asks.map(this.mapBookLevel),
82
+ timestamp: new Date(snapshotData.update),
83
+ localTimestamp
84
+ };
85
+ yield bookChange;
86
+ }
87
+ else if (snapshotAlreadyProcessed) {
88
+ // snapshot was already processed let's map the message as normal book_change
89
+ const bookChange = this.mapBookDepthUpdate(message.result, localTimestamp);
90
+ if (bookChange !== undefined) {
91
+ yield bookChange;
92
+ }
93
+ }
94
+ else {
95
+ const depthUpdate = message.result;
96
+ symbolDepthInfo.bufferedUpdates.append(depthUpdate);
97
+ }
98
+ }
99
+ mapBookDepthUpdate(depthUpdateData, localTimestamp) {
100
+ // we can safely assume here that depthContext and lastUpdateId aren't null here as this is method only works
101
+ // when we've already processed the snapshot
102
+ const depthContext = this.symbolToDepthInfoMapping[depthUpdateData.s];
103
+ const lastUpdateId = depthContext.lastUpdateId;
104
+ // Drop any event where u is <= lastUpdateId in the snapshot
105
+ if (depthUpdateData.u <= lastUpdateId) {
106
+ return;
107
+ }
108
+ // The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1.
109
+ if (!depthContext.validatedFirstUpdate) {
110
+ // if there is new instrument added it can have empty book at first and that's normal
111
+ const bookSnapshotIsEmpty = lastUpdateId == -1;
112
+ if ((depthUpdateData.U <= lastUpdateId + 1 && depthUpdateData.u >= lastUpdateId + 1) || bookSnapshotIsEmpty) {
113
+ depthContext.validatedFirstUpdate = true;
114
+ }
115
+ else {
116
+ const message = `Book depth snapshot has no overlap with first update, update ${JSON.stringify(depthUpdateData)}, lastUpdateId: ${lastUpdateId}, exchange ${this.exchange}`;
117
+ throw new Error(message);
118
+ }
119
+ }
120
+ return {
121
+ type: 'book_change',
122
+ symbol: depthUpdateData.s,
123
+ exchange: this.exchange,
124
+ isSnapshot: false,
125
+ bids: depthUpdateData.b.map(this.mapBookLevel),
126
+ asks: depthUpdateData.a.map(this.mapBookLevel),
127
+ timestamp: new Date(depthUpdateData.t),
128
+ localTimestamp: localTimestamp
129
+ };
130
+ }
131
+ mapBookLevel(level) {
132
+ const price = Number(level[0]);
133
+ const amount = Number(level[1]);
134
+ return { price, amount };
135
+ }
136
+ }
137
+ exports.GateIOV4BookChangeMapper = GateIOV4BookChangeMapper;
138
+ class GateIOV4BookTickerMapper {
139
+ constructor(_exchange) {
140
+ this._exchange = _exchange;
141
+ }
142
+ canHandle(message) {
143
+ if (message.channel === undefined) {
144
+ return false;
145
+ }
146
+ if (message.event !== 'update') {
147
+ return false;
148
+ }
149
+ return message.channel.endsWith('book_ticker');
150
+ }
151
+ getFilters(symbols) {
152
+ symbols = (0, handy_1.upperCaseSymbols)(symbols);
153
+ return [
154
+ {
155
+ channel: 'book_ticker',
156
+ symbols
157
+ }
158
+ ];
159
+ }
160
+ *map(bookTickerResponse, localTimestamp) {
161
+ const gateBookTicker = bookTickerResponse.result;
162
+ const ticker = {
163
+ type: 'book_ticker',
164
+ symbol: gateBookTicker.s,
165
+ exchange: this._exchange,
166
+ askAmount: gateBookTicker.A !== undefined ? Number(gateBookTicker.A) : undefined,
167
+ askPrice: gateBookTicker.a !== undefined ? Number(gateBookTicker.a) : undefined,
168
+ bidPrice: gateBookTicker.b !== undefined ? Number(gateBookTicker.b) : undefined,
169
+ bidAmount: gateBookTicker.B !== undefined ? Number(gateBookTicker.B) : undefined,
170
+ timestamp: gateBookTicker.t !== undefined ? new Date(gateBookTicker.t) : localTimestamp,
171
+ localTimestamp: localTimestamp
172
+ };
173
+ yield ticker;
174
+ }
175
+ }
176
+ exports.GateIOV4BookTickerMapper = GateIOV4BookTickerMapper;
177
+ class GateIOV4TradesMapper {
178
+ constructor(_exchange) {
179
+ this._exchange = _exchange;
180
+ }
181
+ canHandle(message) {
182
+ if (message.channel === undefined) {
183
+ return false;
184
+ }
185
+ if (message.event !== 'update') {
186
+ return false;
187
+ }
188
+ return message.channel.endsWith('trades');
189
+ }
190
+ getFilters(symbols) {
191
+ symbols = (0, handy_1.upperCaseSymbols)(symbols);
192
+ return [
193
+ {
194
+ channel: 'trades',
195
+ symbols
196
+ }
197
+ ];
198
+ }
199
+ *map(tradesMessage, localTimestamp) {
200
+ yield {
201
+ type: 'trade',
202
+ symbol: tradesMessage.result.currency_pair,
203
+ exchange: this._exchange,
204
+ id: tradesMessage.result.id.toString(),
205
+ price: Number(tradesMessage.result.price),
206
+ amount: Number(tradesMessage.result.amount),
207
+ side: tradesMessage.result.side == 'sell' ? 'sell' : 'buy',
208
+ timestamp: new Date(Number(tradesMessage.result.create_time_ms)),
209
+ localTimestamp: localTimestamp
210
+ };
211
+ }
212
+ }
213
+ exports.GateIOV4TradesMapper = GateIOV4TradesMapper;
214
+ // v3 https://www.gate.io/docs/websocket/index.html
6
215
  class GateIOTradesMapper {
7
216
  constructor(_exchange) {
8
217
  this._exchange = _exchange;
package/dist/mappers/gateio.js.map CHANGED
@@ -1 +1 @@
1
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1
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package/dist/mappers/index.d.ts CHANGED
@@ -6,5 +6,5 @@ export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "bi
6
6
  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>;
7
7
  export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "bybit-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
8
8
  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>;
9
- 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" | "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>;
9
+ 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" | "bybit-spot" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
10
10
  //# sourceMappingURL=index.d.ts.map
package/dist/mappers/index.d.ts.map CHANGED
@@ -1 +1 @@
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;AAoFtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AAgUxB,eAAO,MAAM,eAAe,ywBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,ywBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,gYAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,iIAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,mjBAEf,IAAI,0BASrB,CAAA"}
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;AA0FtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAqBjC,cAAc,UAAU,CAAA;AAyUxB,eAAO,MAAM,eAAe,ywBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,ywBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,gYAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,iIAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,+jBAEf,IAAI,0BASrB,CAAA"}
package/dist/mappers/index.js CHANGED
@@ -88,6 +88,10 @@ const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z');
88
88
  const shouldUseOkcoinV5Mappers = (localTimestamp) => {
89
89
  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf();
90
90
  };
91
+ const GATE_IO_V4_API_SWITCH_DATE = new Date('2023-04-29T00:00:00.000Z');
92
+ const shouldUseGateIOV4Mappers = (localTimestamp) => {
93
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= GATE_IO_V4_API_SWITCH_DATE.valueOf();
94
+ };
91
95
  const tradesMappers = {
92
96
  bitmex: () => bitmex_1.bitmexTradesMapper,
93
97
  binance: () => new binance_1.BinanceTradesMapper('binance'),
@@ -121,7 +125,7 @@ const tradesMappers = {
121
125
  hitbtc: () => hitbtc_1.hitBtcTradesMapper,
122
126
  phemex: () => phemex_1.phemexTradesMapper,
123
127
  delta: (localTimestamp) => new delta_1.DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
124
- 'gate-io': () => new gateio_1.GateIOTradesMapper('gate-io'),
128
+ 'gate-io': (localTimestamp) => shouldUseGateIOV4Mappers(localTimestamp) ? new gateio_1.GateIOV4TradesMapper('gate-io') : new gateio_1.GateIOTradesMapper('gate-io'),
125
129
  'gate-io-futures': () => new gateiofutures_1.GateIOFuturesTradesMapper('gate-io-futures'),
126
130
  poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2TradesMapper() : new poloniex_1.PoloniexTradesMapper(),
127
131
  coinflex: () => coinflex_1.coinflexTradesMapper,
@@ -187,7 +191,7 @@ const bookChangeMappers = {
187
191
  hitbtc: () => hitbtc_1.hitBtcBookChangeMapper,
188
192
  phemex: () => phemex_1.phemexBookChangeMapper,
189
193
  delta: (localTimestamp) => new delta_1.DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
190
- 'gate-io': () => new gateio_1.GateIOBookChangeMapper('gate-io'),
194
+ 'gate-io': (localTimestamp) => shouldUseGateIOV4Mappers(localTimestamp) ? new gateio_1.GateIOV4BookChangeMapper('gate-io') : new gateio_1.GateIOBookChangeMapper('gate-io'),
191
195
  'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookChangeMapper('gate-io-futures'),
192
196
  poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2BookChangeMapper() : new poloniex_1.PoloniexBookChangeMapper(),
193
197
  coinflex: () => coinflex_1.coinflexBookChangeMapper,
@@ -300,7 +304,8 @@ const bookTickersMappers = {
300
304
  kucoin: () => new kucoin_1.KucoinBookTickerMapper('kucoin'),
301
305
  'woo-x': () => new woox_1.WooxBookTickerMapper(),
302
306
  delta: () => new delta_1.DeltaBookTickerMapper(),
303
- bybit: () => new bybit_1.BybitV5BookTickerMapper('bybit')
307
+ bybit: () => new bybit_1.BybitV5BookTickerMapper('bybit'),
308
+ 'gate-io': () => new gateio_1.GateIOV4BookTickerMapper('gate-io')
304
309
  };
305
310
  const normalizeTrades = (exchange, localTimestamp) => {
306
311
  const createTradesMapper = tradesMappers[exchange];
package/dist/mappers/index.js.map CHANGED
@@ -1 +1 @@
1
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1
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package/dist/realtimefeeds/gateio.d.ts CHANGED
@@ -1,8 +1,10 @@
1
1
  import { Filter } from '../types';
2
2
  import { RealTimeFeedBase } from './realtimefeed';
3
3
  export declare class GateIORealTimeFeed extends RealTimeFeedBase {
4
- protected readonly wssURL = "wss://ws.gate.io/v3/";
4
+ protected readonly wssURL = "wss://api.gateio.ws/ws/v4/";
5
+ protected httpURL: string;
5
6
  protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
6
7
  protected messageIsError(message: any): boolean;
8
+ protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
7
9
  }
8
10
  //# sourceMappingURL=gateio.d.ts.map
package/dist/realtimefeeds/gateio.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"gateio.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/gateio.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,QAAQ,CAAC,MAAM,0BAAyB;IAElD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA2BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAOhD"}
1
+ {"version":3,"file":"gateio.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/gateio.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,QAAQ,CAAC,MAAM,gCAA+B;IACxD,SAAS,CAAC,OAAO,SAAiC;IAElD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAgClE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAQ/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CA8B9F"}
package/dist/realtimefeeds/gateio.js CHANGED
@@ -1,36 +1,43 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.GateIORealTimeFeed = void 0;
4
+ const handy_1 = require("../handy");
4
5
  const realtimefeed_1 = require("./realtimefeed");
5
6
  class GateIORealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
6
7
  constructor() {
7
8
  super(...arguments);
8
- this.wssURL = 'wss://ws.gate.io/v3/';
9
+ this.wssURL = 'wss://api.gateio.ws/ws/v4/';
10
+ this.httpURL = 'https://api.gateio.ws/api/v4';
9
11
  }
10
12
  mapToSubscribeMessages(filters) {
11
- const id = 1;
12
13
  const payload = filters.map((filter) => {
13
14
  if (!filter.symbols || filter.symbols.length === 0) {
14
15
  throw new Error('GateIORealTimeFeed requires explicitly specified symbols when subscribing to live feed');
15
16
  }
16
- if (filter.channel === 'depth') {
17
- return {
18
- id,
19
- method: `${filter.channel}.subscribe`,
20
- params: filter.symbols.map((s) => {
21
- return [s, 30, '0'];
22
- })
23
- };
17
+ if (filter.channel === 'order_book_update') {
18
+ return filter.symbols.map((symbol) => {
19
+ return {
20
+ time: new Date().valueOf(),
21
+ channel: `spot.${filter.channel}`,
22
+ event: 'subscribe',
23
+ method: `${filter.channel}.subscribe`,
24
+ payload: [symbol, '100ms']
25
+ };
26
+ });
24
27
  }
25
28
  else {
26
- return {
27
- id,
28
- method: `${filter.channel}.subscribe`,
29
- params: filter.symbols
30
- };
29
+ return filter.symbols.map((symbol) => {
30
+ return {
31
+ time: new Date().valueOf(),
32
+ channel: `spot.${filter.channel}`,
33
+ event: 'subscribe',
34
+ method: `${filter.channel}.subscribe`,
35
+ payload: [symbol]
36
+ };
37
+ });
31
38
  }
32
39
  });
33
- return payload;
40
+ return payload.flatMap((f) => f);
34
41
  }
35
42
  messageIsError(message) {
36
43
  if (message.error !== null && message.error !== undefined) {
@@ -38,6 +45,30 @@ class GateIORealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
38
45
  }
39
46
  return false;
40
47
  }
48
+ async provideManualSnapshots(filters, shouldCancel) {
49
+ const orderBookFilter = filters.find((f) => f.channel === 'order_book_update');
50
+ if (!orderBookFilter) {
51
+ return;
52
+ }
53
+ this.debug('requesting manual snapshots for: %s', orderBookFilter.symbols);
54
+ for (let symbol of orderBookFilter.symbols) {
55
+ if (shouldCancel()) {
56
+ return;
57
+ }
58
+ const depthSnapshotResponse = await handy_1.httpClient
59
+ .get(`${this.httpURL}/spot/order_book?currency_pair=${symbol}&limit=100&with_id=true`)
60
+ .json();
61
+ const snapshot = {
62
+ result: depthSnapshotResponse,
63
+ event: 'snapshot',
64
+ channel: `spot.order_book_update`,
65
+ symbol,
66
+ generated: true
67
+ };
68
+ this.manualSnapshotsBuffer.push(snapshot);
69
+ }
70
+ this.debug('requested manual snapshots successfully for: %s ', orderBookFilter.symbols);
71
+ }
41
72
  }
42
73
  exports.GateIORealTimeFeed = GateIORealTimeFeed;
43
74
  //# sourceMappingURL=gateio.js.map
package/dist/realtimefeeds/gateio.js.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"gateio.js","sourceRoot":"","sources":["../../src/realtimefeeds/gateio.ts"],"names":[],"mappings":";;;AAAA,oCAAqC;AAErC,iDAAiD;AAEjD,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACqB,WAAM,GAAG,4BAA4B,CAAA;QAC9C,YAAO,GAAG,8BAA8B,CAAA;IAwEpD,CAAC;IAtEW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,OAAO,GAAG,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACrC,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,wFAAwF,CAAC,CAAA;aAC1G;YAED,IAAI,MAAM,CAAC,OAAO,KAAK,mBAAmB,EAAE;gBAC1C,OAAO,MAAM,CAAC,OAAQ,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;oBACpC,OAAO;wBACL,IAAI,EAAE,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE;wBAC1B,OAAO,EAAE,QAAQ,MAAM,CAAC,OAAO,EAAE;wBACjC,KAAK,EAAE,WAAW;wBAClB,MAAM,EAAE,GAAG,MAAM,CAAC,OAAO,YAAY;wBACrC,OAAO,EAAE,CAAC,MAAM,EAAE,OAAO,CAAC;qBAC3B,CAAA;gBACH,CAAC,CAAC,CAAA;aACH;iBAAM;gBACL,OAAO,MAAM,CAAC,OAAQ,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;oBACpC,OAAO;wBACL,IAAI,EAAE,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE;wBAC1B,OAAO,EAAE,QAAQ,MAAM,CAAC,OAAO,EAAE;wBACjC,KAAK,EAAE,WAAW;wBAClB,MAAM,EAAE,GAAG,MAAM,CAAC,OAAO,YAAY;wBACrC,OAAO,EAAE,CAAC,MAAM,CAAC;qBAClB,CAAA;gBACH,CAAC,CAAC,CAAA;aACH;QACH,CAAC,CAAC,CAAA;QAEF,OAAO,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IAClC,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YACzD,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,eAAe,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,mBAAmB,CAAC,CAAA;QAC9E,IAAI,CAAC,eAAe,EAAE;YACpB,OAAM;SACP;QAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,eAAe,CAAC,OAAQ,CAAC,CAAA;QAE3E,KAAK,IAAI,MAAM,IAAI,eAAe,CAAC,OAAQ,EAAE;YAC3C,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,MAAM,qBAAqB,GAAG,MAAM,kBAAU;iBAC3C,GAAG,CAAC,GAAG,IAAI,CAAC,OAAO,kCAAkC,MAAM,yBAAyB,CAAC;iBACrF,IAAI,EAAE,CAAA;YAET,MAAM,QAAQ,GAAG;gBACf,MAAM,EAAE,qBAAqB;gBAC7B,KAAK,EAAE,UAAU;gBACjB,OAAO,EAAE,wBAAwB;gBACjC,MAAM;gBACN,SAAS,EAAE,IAAI;aAChB,CAAA;YAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;SAC1C;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,eAAe,CAAC,OAAQ,CAAC,CAAA;IAC1F,CAAC;CACF;AA1ED,gDA0EC"}
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "tardis-dev",
3
- "version": "13.20.4",
3
+ "version": "13.21.0",
4
4
  "engines": {
5
5
  "node": ">=12"
6
6
  },
package/src/consts.ts CHANGED
@@ -135,7 +135,17 @@ const OKEX_CHANNELS = [
135
135
  'public-struc-block-trades'
136
136
  ] as const
137
137
 
138
- const OKCOIN_CHANNELS = ['spot/trade', 'spot/depth', 'spot/depth_l2_tbt', 'spot/ticker', 'system/status'] as const
138
+ const OKCOIN_CHANNELS = [
139
+ 'spot/trade',
140
+ 'spot/depth',
141
+ 'spot/depth_l2_tbt',
142
+ 'spot/ticker',
143
+ 'system/status',
144
+ 'trades',
145
+ 'books',
146
+ 'bbo-tbt',
147
+ 'tickers'
148
+ ] as const
139
149
 
140
150
  const OKEX_FUTURES_CHANNELS = [
141
151
  'futures/trade',
@@ -381,7 +391,7 @@ const DELTA_CHANNELS = [
381
391
  'spot_30mtwap_price'
382
392
  ] as const
383
393
 
384
- const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker'] as const
394
+ const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update'] as const
385
395
  const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'] as const
386
396
  const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv2'] as const
387
397
  const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'] as const
package/src/mappers/gateio.ts CHANGED
@@ -1,8 +1,247 @@
1
- import { upperCaseSymbols } from '../handy'
2
- import { BookChange, Exchange, Trade } from '../types'
1
+ import { CircularBuffer, upperCaseSymbols } from '../handy'
2
+ import { BookChange, BookTicker, Exchange, Trade } from '../types'
3
3
  import { Mapper } from './mapper'
4
4
 
5
- // https://www.gate.io/docs/websocket/index.html
5
+ //v4
6
+
7
+ export class GateIOV4BookChangeMapper implements Mapper<'gate-io', BookChange> {
8
+ protected readonly symbolToDepthInfoMapping: {
9
+ [key: string]: LocalDepthInfo
10
+ } = {}
11
+
12
+ constructor(protected readonly exchange: Exchange) {}
13
+
14
+ canHandle(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot) {
15
+ if (message.channel === undefined) {
16
+ return false
17
+ }
18
+ if (message.event !== 'update' && message.event !== 'snapshot') {
19
+ return false
20
+ }
21
+
22
+ return message.channel.endsWith('order_book_update')
23
+ }
24
+
25
+ getFilters(symbols?: string[]) {
26
+ symbols = upperCaseSymbols(symbols)
27
+
28
+ return [
29
+ {
30
+ channel: 'order_book_update',
31
+ symbols
32
+ } as const
33
+ ]
34
+ }
35
+
36
+ *map(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot, localTimestamp: Date) {
37
+ const symbol = message.event === 'snapshot' ? message.symbol : message.result.s
38
+
39
+ if (this.symbolToDepthInfoMapping[symbol] === undefined) {
40
+ this.symbolToDepthInfoMapping[symbol] = {
41
+ bufferedUpdates: new CircularBuffer<DepthData>(2000)
42
+ }
43
+ }
44
+
45
+ const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol]
46
+ const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed
47
+
48
+ // first check if received message is snapshot and process it as such if it is
49
+ if (message.event === 'snapshot') {
50
+ // if we've already received 'manual' snapshot, ignore if there is another one
51
+ if (snapshotAlreadyProcessed) {
52
+ return
53
+ }
54
+ // produce snapshot book_change
55
+ const snapshotData = message.result
56
+
57
+ // mark given symbol depth info that has snapshot processed
58
+ symbolDepthInfo.lastUpdateId = snapshotData.id
59
+ symbolDepthInfo.snapshotProcessed = true
60
+
61
+ // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot
62
+ for (const update of symbolDepthInfo.bufferedUpdates.items()) {
63
+ const bookChange = this.mapBookDepthUpdate(update, localTimestamp)
64
+ if (bookChange !== undefined) {
65
+ for (const bid of update.b) {
66
+ const matchingBid = snapshotData.bids.find((b) => b[0] === bid[0])
67
+ if (matchingBid !== undefined) {
68
+ matchingBid[1] = bid[1]
69
+ } else {
70
+ snapshotData.bids.push(bid)
71
+ }
72
+ }
73
+
74
+ for (const ask of update.a) {
75
+ const matchingAsk = snapshotData.asks.find((a) => a[0] === ask[0])
76
+ if (matchingAsk !== undefined) {
77
+ matchingAsk[1] = ask[1]
78
+ } else {
79
+ snapshotData.asks.push(ask)
80
+ }
81
+ }
82
+ }
83
+ }
84
+
85
+ // remove all buffered updates
86
+ symbolDepthInfo.bufferedUpdates.clear()
87
+
88
+ const bookChange: BookChange = {
89
+ type: 'book_change',
90
+ symbol,
91
+ exchange: this.exchange,
92
+ isSnapshot: true,
93
+ bids: snapshotData.bids.map(this.mapBookLevel),
94
+ asks: snapshotData.asks.map(this.mapBookLevel),
95
+ timestamp: new Date(snapshotData.update),
96
+ localTimestamp
97
+ }
98
+
99
+ yield bookChange
100
+ } else if (snapshotAlreadyProcessed) {
101
+ // snapshot was already processed let's map the message as normal book_change
102
+ const bookChange = this.mapBookDepthUpdate(message.result as DepthData, localTimestamp)
103
+ if (bookChange !== undefined) {
104
+ yield bookChange
105
+ }
106
+ } else {
107
+ const depthUpdate = message.result as DepthData
108
+
109
+ symbolDepthInfo.bufferedUpdates.append(depthUpdate)
110
+ }
111
+ }
112
+
113
+ protected mapBookDepthUpdate(depthUpdateData: DepthData, localTimestamp: Date): BookChange | undefined {
114
+ // we can safely assume here that depthContext and lastUpdateId aren't null here as this is method only works
115
+ // when we've already processed the snapshot
116
+ const depthContext = this.symbolToDepthInfoMapping[depthUpdateData.s]!
117
+ const lastUpdateId = depthContext.lastUpdateId!
118
+
119
+ // Drop any event where u is <= lastUpdateId in the snapshot
120
+ if (depthUpdateData.u <= lastUpdateId) {
121
+ return
122
+ }
123
+
124
+ // The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1.
125
+ if (!depthContext.validatedFirstUpdate) {
126
+ // if there is new instrument added it can have empty book at first and that's normal
127
+ const bookSnapshotIsEmpty = lastUpdateId == -1
128
+
129
+ if ((depthUpdateData.U <= lastUpdateId + 1 && depthUpdateData.u >= lastUpdateId + 1) || bookSnapshotIsEmpty) {
130
+ depthContext.validatedFirstUpdate = true
131
+ } else {
132
+ const message = `Book depth snapshot has no overlap with first update, update ${JSON.stringify(
133
+ depthUpdateData
134
+ )}, lastUpdateId: ${lastUpdateId}, exchange ${this.exchange}`
135
+
136
+ throw new Error(message)
137
+ }
138
+ }
139
+
140
+ return {
141
+ type: 'book_change',
142
+ symbol: depthUpdateData.s,
143
+ exchange: this.exchange,
144
+ isSnapshot: false,
145
+
146
+ bids: depthUpdateData.b.map(this.mapBookLevel),
147
+ asks: depthUpdateData.a.map(this.mapBookLevel),
148
+ timestamp: new Date(depthUpdateData.t),
149
+ localTimestamp: localTimestamp
150
+ }
151
+ }
152
+
153
+ protected mapBookLevel(level: [string, string]) {
154
+ const price = Number(level[0])
155
+ const amount = Number(level[1])
156
+ return { price, amount }
157
+ }
158
+ }
159
+
160
+ export class GateIOV4BookTickerMapper implements Mapper<'gate-io', BookTicker> {
161
+ constructor(private readonly _exchange: Exchange) {}
162
+
163
+ canHandle(message: GateV4BookTicker) {
164
+ if (message.channel === undefined) {
165
+ return false
166
+ }
167
+ if (message.event !== 'update') {
168
+ return false
169
+ }
170
+
171
+ return message.channel.endsWith('book_ticker')
172
+ }
173
+
174
+ getFilters(symbols?: string[]) {
175
+ symbols = upperCaseSymbols(symbols)
176
+
177
+ return [
178
+ {
179
+ channel: 'book_ticker',
180
+ symbols
181
+ } as const
182
+ ]
183
+ }
184
+
185
+ *map(bookTickerResponse: GateV4BookTicker, localTimestamp: Date) {
186
+ const gateBookTicker = bookTickerResponse.result
187
+
188
+ const ticker: BookTicker = {
189
+ type: 'book_ticker',
190
+ symbol: gateBookTicker.s,
191
+ exchange: this._exchange,
192
+ askAmount: gateBookTicker.A !== undefined ? Number(gateBookTicker.A) : undefined,
193
+ askPrice: gateBookTicker.a !== undefined ? Number(gateBookTicker.a) : undefined,
194
+ bidPrice: gateBookTicker.b !== undefined ? Number(gateBookTicker.b) : undefined,
195
+ bidAmount: gateBookTicker.B !== undefined ? Number(gateBookTicker.B) : undefined,
196
+ timestamp: gateBookTicker.t !== undefined ? new Date(gateBookTicker.t) : localTimestamp,
197
+ localTimestamp: localTimestamp
198
+ }
199
+
200
+ yield ticker
201
+ }
202
+ }
203
+
204
+ export class GateIOV4TradesMapper implements Mapper<'gate-io', Trade> {
205
+ constructor(private readonly _exchange: Exchange) {}
206
+
207
+ canHandle(message: GateV4Trade) {
208
+ if (message.channel === undefined) {
209
+ return false
210
+ }
211
+ if (message.event !== 'update') {
212
+ return false
213
+ }
214
+
215
+ return message.channel.endsWith('trades')
216
+ }
217
+
218
+ getFilters(symbols?: string[]) {
219
+ symbols = upperCaseSymbols(symbols)
220
+
221
+ return [
222
+ {
223
+ channel: 'trades',
224
+ symbols
225
+ } as const
226
+ ]
227
+ }
228
+
229
+ *map(tradesMessage: GateV4Trade, localTimestamp: Date): IterableIterator<Trade> {
230
+ yield {
231
+ type: 'trade',
232
+ symbol: tradesMessage.result.currency_pair,
233
+ exchange: this._exchange,
234
+ id: tradesMessage.result.id.toString(),
235
+ price: Number(tradesMessage.result.price),
236
+ amount: Number(tradesMessage.result.amount),
237
+ side: tradesMessage.result.side == 'sell' ? 'sell' : 'buy',
238
+ timestamp: new Date(Number(tradesMessage.result.create_time_ms)),
239
+ localTimestamp: localTimestamp
240
+ }
241
+ }
242
+ }
243
+
244
+ // v3 https://www.gate.io/docs/websocket/index.html
6
245
 
7
246
  export class GateIOTradesMapper implements Mapper<'gate-io', Trade> {
8
247
  private readonly _seenSymbols = new Set<string>()
@@ -124,3 +363,76 @@ type GateIODepth = {
124
363
  string
125
364
  ]
126
365
  }
366
+
367
+ type GateV4Trade = {
368
+ time: 1682689046
369
+ time_ms: 1682689046133
370
+ channel: 'spot.trades'
371
+ event: 'update'
372
+ result: {
373
+ id: 5541729596
374
+ create_time: 1682689046
375
+ create_time_ms: '1682689046123.0'
376
+ side: 'sell'
377
+ currency_pair: 'SUSD_USDT'
378
+ amount: '8.5234'
379
+ price: '0.9782'
380
+ }
381
+ }
382
+
383
+ type GateV4BookTicker = {
384
+ time: 1682689046
385
+ time_ms: 1682689046142
386
+ channel: 'spot.book_ticker'
387
+ event: 'update'
388
+ result: { t: 1682689046131; u: 517377894; s: 'ETC_ETH'; b: '0.010326'; B: '0.001'; a: '0.010366'; A: '10' }
389
+ }
390
+
391
+ type Gatev4OrderBookSnapshot = {
392
+ channel: 'spot.order_book_update'
393
+ event: 'snapshot'
394
+ generated: true
395
+ symbol: '1ART_USDT'
396
+ result: {
397
+ id: 154857784
398
+ current: 1682689045318
399
+ update: 1682689045056
400
+ asks: [string, string][]
401
+ bids: [string, string][]
402
+ }
403
+ }
404
+
405
+ type GateV4OrderBookUpdate = {
406
+ time: 1682689045
407
+ time_ms: 1682689045532
408
+ channel: 'spot.order_book_update'
409
+ event: 'update'
410
+ result: {
411
+ lastUpdateId: undefined
412
+ t: 1682689045424
413
+ e: 'depthUpdate'
414
+ E: 1682689045
415
+ s: '1ART_USDT'
416
+ U: 154857785
417
+ u: 154857785
418
+ b: [string, string][]
419
+ a: [string, string][]
420
+ }
421
+ }
422
+
423
+ type LocalDepthInfo = {
424
+ bufferedUpdates: CircularBuffer<DepthData>
425
+ snapshotProcessed?: boolean
426
+ lastUpdateId?: number
427
+ validatedFirstUpdate?: boolean
428
+ }
429
+
430
+ type DepthData = {
431
+ lastUpdateId: undefined
432
+ t: number
433
+ s: string
434
+ U: number
435
+ u: number
436
+ b: [string, string][]
437
+ a: [string, string][]
438
+ }
package/src/mappers/index.ts CHANGED
@@ -63,7 +63,13 @@ import {
63
63
  } from './deribit'
64
64
  import { DydxBookChangeMapper, DydxDerivativeTickerMapper, DydxTradesMapper } from './dydx'
65
65
  import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXLiquidationsMapper, FTXBookTickerMapper, FTXTradesMapper } from './ftx'
66
- import { GateIOBookChangeMapper, GateIOTradesMapper } from './gateio'
66
+ import {
67
+ GateIOBookChangeMapper,
68
+ GateIOTradesMapper,
69
+ GateIOV4BookChangeMapper,
70
+ GateIOV4BookTickerMapper,
71
+ GateIOV4TradesMapper
72
+ } from './gateio'
67
73
  import {
68
74
  GateIOFuturesBookChangeMapper,
69
75
  GateIOFuturesBookTickerMapper,
@@ -158,6 +164,12 @@ const shouldUseOkcoinV5Mappers = (localTimestamp: Date) => {
158
164
  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf()
159
165
  }
160
166
 
167
+ const GATE_IO_V4_API_SWITCH_DATE = new Date('2023-04-29T00:00:00.000Z')
168
+
169
+ const shouldUseGateIOV4Mappers = (localTimestamp: Date) => {
170
+ return isRealTime(localTimestamp) || localTimestamp.valueOf() >= GATE_IO_V4_API_SWITCH_DATE.valueOf()
171
+ }
172
+
161
173
  const tradesMappers = {
162
174
  bitmex: () => bitmexTradesMapper,
163
175
  binance: () => new BinanceTradesMapper('binance'),
@@ -201,7 +213,8 @@ const tradesMappers = {
201
213
  hitbtc: () => hitBtcTradesMapper,
202
214
  phemex: () => phemexTradesMapper,
203
215
  delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
204
- 'gate-io': () => new GateIOTradesMapper('gate-io'),
216
+ 'gate-io': (localTimestamp: Date) =>
217
+ shouldUseGateIOV4Mappers(localTimestamp) ? new GateIOV4TradesMapper('gate-io') : new GateIOTradesMapper('gate-io'),
205
218
  'gate-io-futures': () => new GateIOFuturesTradesMapper('gate-io-futures'),
206
219
  poloniex: (localTimestamp: Date) =>
207
220
  shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2TradesMapper() : new PoloniexTradesMapper(),
@@ -284,7 +297,8 @@ const bookChangeMappers = {
284
297
  hitbtc: () => hitBtcBookChangeMapper,
285
298
  phemex: () => phemexBookChangeMapper,
286
299
  delta: (localTimestamp: Date) => new DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
287
- 'gate-io': () => new GateIOBookChangeMapper('gate-io'),
300
+ 'gate-io': (localTimestamp: Date) =>
301
+ shouldUseGateIOV4Mappers(localTimestamp) ? new GateIOV4BookChangeMapper('gate-io') : new GateIOBookChangeMapper('gate-io'),
288
302
  'gate-io-futures': () => new GateIOFuturesBookChangeMapper('gate-io-futures'),
289
303
  poloniex: (localTimestamp: Date) =>
290
304
  shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2BookChangeMapper() : new PoloniexBookChangeMapper(),
@@ -421,7 +435,8 @@ const bookTickersMappers = {
421
435
  kucoin: () => new KucoinBookTickerMapper('kucoin'),
422
436
  'woo-x': () => new WooxBookTickerMapper(),
423
437
  delta: () => new DeltaBookTickerMapper(),
424
- bybit: () => new BybitV5BookTickerMapper('bybit')
438
+ bybit: () => new BybitV5BookTickerMapper('bybit'),
439
+ 'gate-io': () => new GateIOV4BookTickerMapper('gate-io')
425
440
  }
426
441
 
427
442
  export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {
package/src/realtimefeeds/gateio.ts CHANGED
@@ -1,34 +1,41 @@
1
+ import { httpClient } from '../handy'
1
2
  import { Filter } from '../types'
2
3
  import { RealTimeFeedBase } from './realtimefeed'
3
4
 
4
5
  export class GateIORealTimeFeed extends RealTimeFeedBase {
5
- protected readonly wssURL = 'wss://ws.gate.io/v3/'
6
+ protected readonly wssURL = 'wss://api.gateio.ws/ws/v4/'
7
+ protected httpURL = 'https://api.gateio.ws/api/v4'
6
8
 
7
9
  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
8
- const id = 1
9
10
  const payload = filters.map((filter) => {
10
11
  if (!filter.symbols || filter.symbols.length === 0) {
11
12
  throw new Error('GateIORealTimeFeed requires explicitly specified symbols when subscribing to live feed')
12
13
  }
13
14
 
14
- if (filter.channel === 'depth') {
15
- return {
16
- id,
17
- method: `${filter.channel}.subscribe`,
18
- params: filter.symbols.map((s) => {
19
- return [s, 30, '0']
20
- })
21
- }
15
+ if (filter.channel === 'order_book_update') {
16
+ return filter.symbols!.map((symbol) => {
17
+ return {
18
+ time: new Date().valueOf(),
19
+ channel: `spot.${filter.channel}`,
20
+ event: 'subscribe',
21
+ method: `${filter.channel}.subscribe`,
22
+ payload: [symbol, '100ms']
23
+ }
24
+ })
22
25
  } else {
23
- return {
24
- id,
25
- method: `${filter.channel}.subscribe`,
26
- params: filter.symbols
27
- }
26
+ return filter.symbols!.map((symbol) => {
27
+ return {
28
+ time: new Date().valueOf(),
29
+ channel: `spot.${filter.channel}`,
30
+ event: 'subscribe',
31
+ method: `${filter.channel}.subscribe`,
32
+ payload: [symbol]
33
+ }
34
+ })
28
35
  }
29
36
  })
30
37
 
31
- return payload
38
+ return payload.flatMap((f) => f)
32
39
  }
33
40
 
34
41
  protected messageIsError(message: any): boolean {
@@ -38,4 +45,35 @@ export class GateIORealTimeFeed extends RealTimeFeedBase {
38
45
 
39
46
  return false
40
47
  }
48
+
49
+ protected async provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean) {
50
+ const orderBookFilter = filters.find((f) => f.channel === 'order_book_update')
51
+ if (!orderBookFilter) {
52
+ return
53
+ }
54
+
55
+ this.debug('requesting manual snapshots for: %s', orderBookFilter.symbols!)
56
+
57
+ for (let symbol of orderBookFilter.symbols!) {
58
+ if (shouldCancel()) {
59
+ return
60
+ }
61
+
62
+ const depthSnapshotResponse = await httpClient
63
+ .get(`${this.httpURL}/spot/order_book?currency_pair=${symbol}&limit=100&with_id=true`)
64
+ .json()
65
+
66
+ const snapshot = {
67
+ result: depthSnapshotResponse,
68
+ event: 'snapshot',
69
+ channel: `spot.order_book_update`,
70
+ symbol,
71
+ generated: true
72
+ }
73
+
74
+ this.manualSnapshotsBuffer.push(snapshot)
75
+ }
76
+
77
+ this.debug('requested manual snapshots successfully for: %s ', orderBookFilter.symbols!)
78
+ }
41
79
  }