tardis-dev 13.21.1 → 13.21.3
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.
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.js +3 -0
- package/dist/mappers/cryptofacilities.js.map +1 -1
- package/dist/mappers/dydx.d.ts +2 -1
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/dydx.js +10 -8
- package/dist/mappers/dydx.js.map +1 -1
- package/package.json +1 -1
- package/src/mappers/cryptofacilities.ts +4 -0
- package/src/mappers/dydx.ts +10 -8
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"cryptofacilities.d.ts","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACvF,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,4BAA4B,EAAE,MAAM,CAAC,kBAAkB,EAAE,KAAK,CA6B1E,CAAA;AAMD,eAAO,MAAM,gCAAgC,EAAE,MAAM,CAAC,kBAAkB,EAAE,UAAU,CAqDnF,CAAA;AAED,qBAAa,sCAAuC,YAAW,MAAM,CAAC,kBAAkB,EAAE,gBAAgB,CAAC;IACzG,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,sBAAsB,GAAG,4BAA4B,GAAG,0BAA0B;IAI7H,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,MAAM,EAAE,sBAAsB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;
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1
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+
{"version":3,"file":"cryptofacilities.d.ts","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACvF,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,4BAA4B,EAAE,MAAM,CAAC,kBAAkB,EAAE,KAAK,CA6B1E,CAAA;AAMD,eAAO,MAAM,gCAAgC,EAAE,MAAM,CAAC,kBAAkB,EAAE,UAAU,CAqDnF,CAAA;AAED,qBAAa,sCAAuC,YAAW,MAAM,CAAC,kBAAkB,EAAE,gBAAgB,CAAC;IACzG,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,sBAAsB,GAAG,4BAA4B,GAAG,0BAA0B;IAI7H,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,MAAM,EAAE,sBAAsB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAsB/F;AAED,eAAO,MAAM,kCAAkC,EAAE,MAAM,CAAC,kBAAkB,EAAE,WAAW,CA6BtF,CAAA;AAED,eAAO,MAAM,gCAAgC,EAAE,MAAM,CAAC,kBAAkB,EAAE,UAAU,CAiCnF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,OAAO,CAAA;IACb,IAAI,EAAE,aAAa,GAAG,MAAM,CAAA;IAC5B,GAAG,EAAE,MAAM,GAAG,SAAS,CAAA;IACvB,KAAK,EAAE,SAAS,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;IAClB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,EAAE,MAAM,CAAA;IACX,KAAK,EAAE,MAAM,CAAA;CACd,CAAA;AAED,KAAK,sBAAsB,GAAG;IAC5B,IAAI,EAAE,QAAQ,CAAA;IACd,KAAK,EAAE,SAAS,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;IAClB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,YAAY,EAAE,MAAM,CAAA;IACpB,SAAS,EAAE,MAAM,CAAA;IACjB,YAAY,EAAE,MAAM,GAAG,SAAS,CAAA;IAChC,uBAAuB,EAAE,MAAM,GAAG,SAAS,CAAA;IAC3C,sBAAsB,EAAE,MAAM,GAAG,SAAS,CAAA;IAC1C,IAAI,EAAE,MAAM,CAAA;IACZ,GAAG,EAAE,MAAM,GAAG,SAAS,CAAA;IACvB,GAAG,EAAE,MAAM,GAAG,SAAS,CAAA;IACvB,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAA;IAC5B,QAAQ,EAAE,MAAM,GAAG,SAAS,CAAA;CAC7B,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,KAAK,EAAE,MAAM,CAAA;IACb,GAAG,EAAE,MAAM,CAAA;CACZ,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,IAAI,EAAE,eAAe,CAAA;IACrB,KAAK,EAAE,SAAS,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;IAClB,SAAS,EAAE,MAAM,GAAG,SAAS,CAAA;IAC7B,IAAI,EAAE,yBAAyB,EAAE,CAAA;IACjC,IAAI,EAAE,yBAAyB,EAAE,CAAA;CAClC,CAAA;AAED,KAAK,0BAA0B,GAAG;IAChC,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,SAAS,CAAA;IAChB,UAAU,EAAE,MAAM,CAAA;IAClB,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,KAAK,EAAE,MAAM,CAAA;IACb,GAAG,EAAE,MAAM,CAAA;IACX,SAAS,EAAE,MAAM,GAAG,SAAS,CAAA;CAC9B,CAAA"}
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@@ -103,6 +103,9 @@ class CryptofacilitiesDerivativeTickerMapper {
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}
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*map(ticker, localTimestamp) {
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const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.product_id, 'cryptofacilities');
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if (ticker.next_funding_rate_time === 0) {
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return;
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}
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pendingTickerInfo.updateFundingRate(ticker.funding_rate);
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pendingTickerInfo.updatePredictedFundingRate(ticker.funding_rate_prediction);
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pendingTickerInfo.updateFundingTimestamp(ticker.next_funding_rate_time !== undefined ? new Date(ticker.next_funding_rate_time) : undefined);
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"cryptofacilities.js","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,kFAAkF;AAErE,QAAA,4BAA4B,GAAsC;IAC7E,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IAChE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,KAA4B,EAAE,cAAoB;QACrD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,KAAK,CAAC,UAAU;YACxB,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,KAAK,CAAC,GAAG;YACb,KAAK,EAAE,KAAK,CAAC,KAAK;YAClB,MAAM,EAAE,KAAK,CAAC,GAAG;YACjB,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC;YAC/B,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,EAA6B,EAAE,EAAE;IACjE,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAA;AAC7C,CAAC,CAAA;AAEY,QAAA,gCAAgC,GAA2C;IACtF,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,MAAM,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,CAAC,CAAA;IACrG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;YACD;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkE,EAAE,cAAoB;QAC3F,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,EAAE;YACpC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;aAAM;YACL,MAAM,KAAK,GAAG,OAAO,CAAC,IAAI,KAAK,MAAM,CAAA;YACrC,MAAM,MAAM,GAAG;gBACb;oBACE,KAAK,EAAE,OAAO,CAAC,KAAK;oBACpB,MAAM,EAAE,OAAO,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG;iBAC1C;aACF,CAAA;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM;gBACzB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;gBACzB,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAa,sCAAsC;IAAnD;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;
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1
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+
{"version":3,"file":"cryptofacilities.js","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,kFAAkF;AAErE,QAAA,4BAA4B,GAAsC;IAC7E,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IAChE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,KAA4B,EAAE,cAAoB;QACrD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,KAAK,CAAC,UAAU;YACxB,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,KAAK,CAAC,GAAG;YACb,KAAK,EAAE,KAAK,CAAC,KAAK;YAClB,MAAM,EAAE,KAAK,CAAC,GAAG;YACjB,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC;YAC/B,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,EAA6B,EAAE,EAAE;IACjE,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAA;AAC7C,CAAC,CAAA;AAEY,QAAA,gCAAgC,GAA2C;IACtF,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,MAAM,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,CAAC,CAAA;IACrG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;YACD;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkE,EAAE,cAAoB;QAC3F,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,EAAE;YACpC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;aAAM;YACL,MAAM,KAAK,GAAG,OAAO,CAAC,IAAI,KAAK,MAAM,CAAA;YACrC,MAAM,MAAM,GAAG;gBACb;oBACE,KAAK,EAAE,OAAO,CAAC,KAAK;oBACpB,MAAM,EAAE,OAAO,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG;iBAC1C;aACF,CAAA;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM;gBACzB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;gBACzB,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAa,sCAAsC;IAAnD;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAsC1E,CAAC;IArCC,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACjE,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,MAA8B,EAAE,cAAoB;QACvD,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,CAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;QAElH,IAAI,MAAM,CAAC,sBAAsB,KAAK,CAAC,EAAE;YACvC,OAAM;SACP;QAED,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;QACxD,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,uBAAuB,CAAC,CAAA;QAC5E,iBAAiB,CAAC,sBAAsB,CACtC,MAAM,CAAC,sBAAsB,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,sBAAsB,CAAC,CAAC,CAAC,CAAC,SAAS,CAClG,CAAA;QACD,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAA;QAChD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;QACnD,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;QACzD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,IAAI,CAAC,CAAA;QAC9C,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAA;QAExD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;YAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;SACpD;IACH,CAAC;CACF;AAvCD,wFAuCC;AAEY,QAAA,kCAAkC,GAA4C;IACzF,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,aAAa,CAAA;IAClG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,gBAAuC,EAAE,cAAoB;QAChE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,gBAAgB,CAAC,UAAU;YACnC,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,gBAAgB,CAAC,GAAG;YACxB,KAAK,EAAE,gBAAgB,CAAC,KAAK;YAC7B,MAAM,EAAE,gBAAgB,CAAC,GAAG;YAC5B,IAAI,EAAE,gBAAgB,CAAC,IAAI;YAC3B,SAAS,EAAE,IAAI,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;YAC1C,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAEY,QAAA,gCAAgC,GAA2C;IACtF,SAAS,CAAC,OAA+B;QACvC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,sBAA8C,EAAE,cAAoB;QACvE,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,sBAAsB,CAAC,UAAU;YACzC,QAAQ,EAAE,kBAAkB;YAE5B,SAAS,EAAE,sBAAsB,CAAC,QAAQ;YAC1C,QAAQ,EAAE,sBAAsB,CAAC,GAAG;YAEpC,QAAQ,EAAE,sBAAsB,CAAC,GAAG;YACpC,SAAS,EAAE,sBAAsB,CAAC,QAAQ;YAC1C,SAAS,EAAE,IAAI,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA"}
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package/dist/mappers/dydx.d.ts
CHANGED
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@@ -9,7 +9,8 @@ export declare class DydxTradesMapper implements Mapper<'dydx', Trade> {
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map(message: DyDxTrade, localTimestamp: Date): IterableIterator<Trade>;
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}
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export declare class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
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private
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private _bidsOffsets;
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private _asksOffsets;
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canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate): boolean;
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@@ -1 +1 @@
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-
{"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC9E,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAE1D,qBAAa,gBAAiB,YAAW,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC;IAC5D,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,MAAM,EAAE,UAAU,CAAC;IACrE,OAAO,CAAC,
|
|
1
|
+
{"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC9E,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAE1D,qBAAa,gBAAiB,YAAW,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC;IAC5D,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,MAAM,EAAE,UAAU,CAAC;IACrE,OAAO,CAAC,YAAY,CAA+D;IACnF,OAAO,CAAC,YAAY,CAA+D;IAEnF,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB;IAI9D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAmF/G;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC;IACjF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS;IAItE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAwC7H;AAED,KAAK,SAAS,GAAG;IACf,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,WAAW,CAAA;IACpB,QAAQ,EAAE;QACR,MAAM,EAAE,CAAC;YAAE,IAAI,EAAE,OAAO,CAAC;YAAC,IAAI,EAAE,MAAM,CAAC;YAAC,KAAK,EAAE,OAAO,CAAC;YAAC,SAAS,EAAE,0BAA0B,GAAG,SAAS,CAAA;SAAE,CAAC,CAAA;KAC7G,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,EAAE,EAAE,WAAW,CAAA;IACf,QAAQ,EAAE;QACR,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;QACvD,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;KACxD,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,WAAW,CAAA;IACf,OAAO,EAAE,cAAc,CAAA;IACvB,QAAQ,EAAE;QACR,MAAM,EAAE,WAAW,CAAA;QACnB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;KACzB,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,OAAO,EAAE;YACP,CAAC,GAAG,EAAE,MAAM,GAAG;gBACb,MAAM,EAAE,SAAS,CAAA;gBACjB,MAAM,EAAE,QAAQ,CAAA;gBAChB,SAAS,EAAE,KAAK,CAAA;gBAChB,UAAU,EAAE,KAAK,CAAA;gBACjB,QAAQ,EAAE,QAAQ,CAAA;gBAClB,QAAQ,EAAE,GAAG,CAAA;gBACb,UAAU,EAAE,YAAY,CAAA;gBACxB,WAAW,EAAE,YAAY,CAAA;gBACzB,cAAc,EAAE,QAAQ,CAAA;gBACxB,eAAe,EAAE,cAAc,CAAA;gBAC/B,aAAa,EAAE,0BAA0B,CAAA;gBACzC,YAAY,EAAE,OAAO,CAAA;gBACrB,IAAI,EAAE,WAAW,CAAA;gBACjB,qBAAqB,EAAE,MAAM,CAAA;gBAC7B,yBAAyB,EAAE,MAAM,CAAA;gBACjC,SAAS,EAAE,gBAAgB,CAAA;gBAC3B,SAAS,EAAE,KAAK,CAAA;gBAChB,YAAY,EAAE,UAAU,CAAA;gBACxB,gCAAgC,EAAE,MAAM,CAAA;gBACxC,uBAAuB,EAAE,KAAK,CAAA;gBAC9B,eAAe,EAAE,IAAI,CAAA;gBACrB,oBAAoB,EAAE,KAAK,CAAA;gBAC3B,6BAA6B,EAAE,gBAAgB,CAAA;gBAC/C,2BAA2B,EAAE,aAAa,CAAA;aAC3C,CAAA;SACF,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,iBAAiB,GAAG;IACvB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,CAAC,GAAG,EAAE,MAAM,GAAG;YACb,MAAM,EAAE,SAAS,CAAA;YACjB,MAAM,EAAE,QAAQ,CAAA;YAChB,SAAS,EAAE,KAAK,CAAA;YAChB,UAAU,EAAE,KAAK,CAAA;YACjB,QAAQ,EAAE,QAAQ,CAAA;YAClB,QAAQ,EAAE,GAAG,CAAA;YACb,UAAU,EAAE,YAAY,CAAA;YACxB,WAAW,EAAE,YAAY,CAAA;YACzB,cAAc,EAAE,QAAQ,CAAA;YACxB,eAAe,EAAE,cAAc,CAAA;YAC/B,aAAa,EAAE,0BAA0B,CAAA;YACzC,YAAY,EAAE,OAAO,CAAA;YACrB,IAAI,EAAE,WAAW,CAAA;YACjB,qBAAqB,EAAE,MAAM,CAAA;YAC7B,yBAAyB,EAAE,MAAM,CAAA;YACjC,SAAS,EAAE,gBAAgB,CAAA;YAC3B,SAAS,EAAE,KAAK,CAAA;YAChB,YAAY,EAAE,UAAU,CAAA;YACxB,gCAAgC,EAAE,MAAM,CAAA;YACxC,uBAAuB,EAAE,KAAK,CAAA;YAC9B,eAAe,EAAE,IAAI,CAAA;YACrB,oBAAoB,EAAE,KAAK,CAAA;YAC3B,6BAA6B,EAAE,gBAAgB,CAAA;YAC/C,2BAA2B,EAAE,aAAa,CAAA;SAC3C,CAAA;KACF,CAAA;CACF,CAAA"}
|
package/dist/mappers/dydx.js
CHANGED
|
@@ -35,7 +35,8 @@ class DydxTradesMapper {
|
|
|
35
35
|
exports.DydxTradesMapper = DydxTradesMapper;
|
|
36
36
|
class DydxBookChangeMapper {
|
|
37
37
|
constructor() {
|
|
38
|
-
this.
|
|
38
|
+
this._bidsOffsets = {};
|
|
39
|
+
this._asksOffsets = {};
|
|
39
40
|
}
|
|
40
41
|
canHandle(message) {
|
|
41
42
|
return message.channel === 'v3_orderbook';
|
|
@@ -51,21 +52,22 @@ class DydxBookChangeMapper {
|
|
|
51
52
|
}
|
|
52
53
|
*map(message, localTimestamp) {
|
|
53
54
|
if (message.type === 'subscribed') {
|
|
54
|
-
this.
|
|
55
|
+
this._bidsOffsets[message.id] = {};
|
|
56
|
+
this._asksOffsets[message.id] = {};
|
|
55
57
|
yield {
|
|
56
58
|
type: 'book_change',
|
|
57
59
|
symbol: message.id,
|
|
58
60
|
exchange: 'dydx',
|
|
59
61
|
isSnapshot: true,
|
|
60
62
|
bids: message.contents.bids.map((bid) => {
|
|
61
|
-
this.
|
|
63
|
+
this._bidsOffsets[message.id][bid.price] = Number(bid.offset);
|
|
62
64
|
return {
|
|
63
65
|
price: Number(bid.price),
|
|
64
66
|
amount: Number(bid.size)
|
|
65
67
|
};
|
|
66
68
|
}),
|
|
67
69
|
asks: message.contents.asks.map((ask) => {
|
|
68
|
-
this.
|
|
70
|
+
this._asksOffsets[message.id][ask.price] = Number(ask.offset);
|
|
69
71
|
return {
|
|
70
72
|
price: Number(ask.price),
|
|
71
73
|
amount: Number(ask.size)
|
|
@@ -85,7 +87,7 @@ class DydxBookChangeMapper {
|
|
|
85
87
|
isSnapshot: false,
|
|
86
88
|
bids: message.contents.bids
|
|
87
89
|
.map((bid) => {
|
|
88
|
-
const lastPriceLevelOffset = this.
|
|
90
|
+
const lastPriceLevelOffset = this._bidsOffsets[message.id][bid[0]];
|
|
89
91
|
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) {
|
|
90
92
|
return;
|
|
91
93
|
}
|
|
@@ -97,7 +99,7 @@ class DydxBookChangeMapper {
|
|
|
97
99
|
.filter((b) => b !== undefined),
|
|
98
100
|
asks: message.contents.asks
|
|
99
101
|
.map((ask) => {
|
|
100
|
-
const lastPriceLevelOffset = this.
|
|
102
|
+
const lastPriceLevelOffset = this._asksOffsets[message.id][ask[0]];
|
|
101
103
|
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) {
|
|
102
104
|
return;
|
|
103
105
|
}
|
|
@@ -111,10 +113,10 @@ class DydxBookChangeMapper {
|
|
|
111
113
|
localTimestamp
|
|
112
114
|
};
|
|
113
115
|
for (const bid of message.contents.bids) {
|
|
114
|
-
this.
|
|
116
|
+
this._bidsOffsets[message.id][bid[0]] = updateOffset;
|
|
115
117
|
}
|
|
116
118
|
for (const ask of message.contents.asks) {
|
|
117
|
-
this.
|
|
119
|
+
this._asksOffsets[message.id][ask[0]] = updateOffset;
|
|
118
120
|
}
|
|
119
121
|
if (bookChange.bids.length > 0 || bookChange.asks.length > 0) {
|
|
120
122
|
yield bookChange;
|
package/dist/mappers/dydx.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"dydx.js","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,MAAa,gBAAgB;IAC3B,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE;YACzC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvE,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AA/BD,4CA+BC;AAED,MAAa,oBAAoB;IAAjC;QACU,
|
|
1
|
+
{"version":3,"file":"dydx.js","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,MAAa,gBAAgB;IAC3B,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE;YACzC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvE,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AA/BD,4CA+BC;AAED,MAAa,oBAAoB;IAAjC;QACU,iBAAY,GAA6D,EAAE,CAAA;QAC3E,iBAAY,GAA6D,EAAE,CAAA;IAoGrF,CAAC;IAlGC,SAAS,CAAC,OAAoD;QAC5D,OAAO,OAAO,CAAC,OAAO,KAAK,cAAc,CAAA;IAC3C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAoD,EAAE,cAAoB;QAC7E,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE;YACjC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,GAAG,EAAE,CAAA;YAClC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,GAAG,EAAE,CAAA;YAElC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACtC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;oBAC7D,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;wBACxB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;qBACzB,CAAA;gBACH,CAAC,CAAC;gBAEF,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACtC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;oBAC7D,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;wBACxB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;qBACzB,CAAA;gBACH,CAAC,CAAC;gBACF,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;SACF;aAAM;YACL,wCAAwC;YACxC,MAAM,YAAY,GAAG,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAA;YAEpD,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,UAAU,EAAE,KAAK;gBAEjB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;qBACxB,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACX,MAAM,oBAAoB,GAAG,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;oBAClE,IAAI,oBAAoB,KAAK,SAAS,IAAI,oBAAoB,IAAI,YAAY,EAAE;wBAC9E,OAAM;qBACP;oBAED,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;wBACrB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;qBACvB,CAAA;gBACH,CAAC,CAAC;qBACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,SAAS,CAAqB;gBAErD,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;qBACxB,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACX,MAAM,oBAAoB,GAAG,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;oBAClE,IAAI,oBAAoB,KAAK,SAAS,IAAI,oBAAoB,IAAI,YAAY,EAAE;wBAC9E,OAAM;qBACP;oBAED,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;wBACrB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;qBACvB,CAAA;gBACH,CAAC,CAAC;qBACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,SAAS,CAAqB;gBAErD,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;YAED,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE;gBACvC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,YAAY,CAAA;aACrD;YAED,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE;gBACvC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,YAAY,CAAA;aACrD;YAED,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE;gBAC5D,MAAM,UAAU,CAAA;aACjB;SACF;IACH,CAAC;CACF;AAtGD,oDAsGC;AAED,MAAa,0BAA0B;IAAvC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IA6D1E,CAAC;IA3DC,SAAS,CAAC,OAA4D;QACpE,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAC,CAAA;IACjH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,EAAc;aACf;YACV;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4D,EAAE,cAAoB;QACrF,IAAI,OAAO,CAAC,OAAO,KAAK,WAAW,EAAE;YACnC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,EAAE,EAAE,MAAM,CAAC,CAAA;YAC/F,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAA;YAE5G,OAAM;SACP;QAED,MAAM,QAAQ,GAAG,OAAO,CAAC,IAAI,KAAK,YAAY,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAA;QAE5F,KAAK,MAAM,GAAG,IAAI,QAAQ,EAAE;YAC1B,MAAM,UAAU,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAA;YAEhC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,GAAG,EAAE,MAAM,CAAC,CAAA;YAExF,IAAI,UAAU,CAAC,UAAU,KAAK,SAAS,EAAE;gBACvC,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,C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|
package/package.json
CHANGED
|
@@ -114,6 +114,10 @@ export class CryptofacilitiesDerivativeTickerMapper implements Mapper<'cryptofac
|
|
|
114
114
|
*map(ticker: CryptofacilitiesTicker, localTimestamp: Date): IterableIterator<DerivativeTicker> {
|
|
115
115
|
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(ticker.product_id, 'cryptofacilities')
|
|
116
116
|
|
|
117
|
+
if (ticker.next_funding_rate_time === 0) {
|
|
118
|
+
return
|
|
119
|
+
}
|
|
120
|
+
|
|
117
121
|
pendingTickerInfo.updateFundingRate(ticker.funding_rate)
|
|
118
122
|
pendingTickerInfo.updatePredictedFundingRate(ticker.funding_rate_prediction)
|
|
119
123
|
pendingTickerInfo.updateFundingTimestamp(
|
package/src/mappers/dydx.ts
CHANGED
|
@@ -36,7 +36,8 @@ export class DydxTradesMapper implements Mapper<'dydx', Trade> {
|
|
|
36
36
|
}
|
|
37
37
|
|
|
38
38
|
export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
39
|
-
private
|
|
39
|
+
private _bidsOffsets: { [key: string]: { [key: string]: number | undefined } } = {}
|
|
40
|
+
private _asksOffsets: { [key: string]: { [key: string]: number | undefined } } = {}
|
|
40
41
|
|
|
41
42
|
canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate) {
|
|
42
43
|
return message.channel === 'v3_orderbook'
|
|
@@ -55,7 +56,8 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
|
55
56
|
|
|
56
57
|
*map(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate, localTimestamp: Date): IterableIterator<BookChange> {
|
|
57
58
|
if (message.type === 'subscribed') {
|
|
58
|
-
this.
|
|
59
|
+
this._bidsOffsets[message.id] = {}
|
|
60
|
+
this._asksOffsets[message.id] = {}
|
|
59
61
|
|
|
60
62
|
yield {
|
|
61
63
|
type: 'book_change',
|
|
@@ -63,7 +65,7 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
|
63
65
|
exchange: 'dydx',
|
|
64
66
|
isSnapshot: true,
|
|
65
67
|
bids: message.contents.bids.map((bid) => {
|
|
66
|
-
this.
|
|
68
|
+
this._bidsOffsets[message.id][bid.price] = Number(bid.offset)
|
|
67
69
|
return {
|
|
68
70
|
price: Number(bid.price),
|
|
69
71
|
amount: Number(bid.size)
|
|
@@ -71,7 +73,7 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
|
71
73
|
}),
|
|
72
74
|
|
|
73
75
|
asks: message.contents.asks.map((ask) => {
|
|
74
|
-
this.
|
|
76
|
+
this._asksOffsets[message.id][ask.price] = Number(ask.offset)
|
|
75
77
|
return {
|
|
76
78
|
price: Number(ask.price),
|
|
77
79
|
amount: Number(ask.size)
|
|
@@ -92,7 +94,7 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
|
92
94
|
|
|
93
95
|
bids: message.contents.bids
|
|
94
96
|
.map((bid) => {
|
|
95
|
-
const lastPriceLevelOffset = this.
|
|
97
|
+
const lastPriceLevelOffset = this._bidsOffsets[message.id][bid[0]]
|
|
96
98
|
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) {
|
|
97
99
|
return
|
|
98
100
|
}
|
|
@@ -106,7 +108,7 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
|
106
108
|
|
|
107
109
|
asks: message.contents.asks
|
|
108
110
|
.map((ask) => {
|
|
109
|
-
const lastPriceLevelOffset = this.
|
|
111
|
+
const lastPriceLevelOffset = this._asksOffsets[message.id][ask[0]]
|
|
110
112
|
if (lastPriceLevelOffset !== undefined && lastPriceLevelOffset >= updateOffset) {
|
|
111
113
|
return
|
|
112
114
|
}
|
|
@@ -123,11 +125,11 @@ export class DydxBookChangeMapper implements Mapper<'dydx', BookChange> {
|
|
|
123
125
|
}
|
|
124
126
|
|
|
125
127
|
for (const bid of message.contents.bids) {
|
|
126
|
-
this.
|
|
128
|
+
this._bidsOffsets[message.id][bid[0]] = updateOffset
|
|
127
129
|
}
|
|
128
130
|
|
|
129
131
|
for (const ask of message.contents.asks) {
|
|
130
|
-
this.
|
|
132
|
+
this._asksOffsets[message.id][ask[0]] = updateOffset
|
|
131
133
|
}
|
|
132
134
|
|
|
133
135
|
if (bookChange.bids.length > 0 || bookChange.asks.length > 0) {
|