tardis-dev 13.21.3 → 13.21.5
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/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.js +3 -0
- package/dist/mappers/gateiofutures.js.map +1 -1
- package/dist/realtimefeeds/binance.d.ts.map +1 -1
- package/dist/realtimefeeds/binance.js +5 -0
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/package.json +1 -1
- package/src/mappers/gateiofutures.ts +3 -0
- package/src/realtimefeeds/binance.ts +8 -0
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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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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;CAkCtI;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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@@ -60,6 +60,9 @@ 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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if (depthMessage.result.t === 0) {
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return;
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}
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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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@@ -1 +1 @@
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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,KAAK,CAAC,cAAc,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,WAAW,GAAG,IAAI,CAAC,CAAA;YAE1H,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,QAAQ;gBACtB,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,EAAE,EAAE,KAAK,CAAC,EAAE,CAAC,QAAQ,EAAE;gBACvB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC5B,IAAI,EAAE,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBACrC,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AAnCD,8DAmCC;AAED,MAAM,YAAY,GAAG,CAAC,KAAiC,EAAE,EAAE;IACzD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAE7B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,CAAA;AAC7C,CAAC,CAAA;AAED,MAAa,6BAA6B;IACxC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAsE;QAC9E,OAAO,OAAO,CAAC,OAAO,KAAK,oBAAoB,IAAI,CAAC,OAAO,CAAC,KAAK,KAAK,KAAK,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAC,CAAA;IAC5G,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,YAA2E,EAAE,cAAoB;QACpG,IAAI,YAAY,CAAC,KAAK,KAAK,KAAK,EAAE;YAChC,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;YAE5H,WAAW;YACX,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,YAAY,CAAC,MAAM,CAAC,QAAQ;gBACpC,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAChD,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAChD,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;aAAM,IAAI,YAAY,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,EAAE;YACzC,SAAS;YACT,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;YAElI,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;gBAChC,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC;gBACnE,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC;gBACnE,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;
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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,KAAK,CAAC,cAAc,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,cAAc,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,WAAW,GAAG,IAAI,CAAC,CAAA;YAE1H,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,QAAQ;gBACtB,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,EAAE,EAAE,KAAK,CAAC,EAAE,CAAC,QAAQ,EAAE;gBACvB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC5B,IAAI,EAAE,KAAK,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBACrC,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AAnCD,8DAmCC;AAED,MAAM,YAAY,GAAG,CAAC,KAAiC,EAAE,EAAE;IACzD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAE7B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,CAAA;AAC7C,CAAC,CAAA;AAED,MAAa,6BAA6B;IACxC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAsE;QAC9E,OAAO,OAAO,CAAC,OAAO,KAAK,oBAAoB,IAAI,CAAC,OAAO,CAAC,KAAK,KAAK,KAAK,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAC,CAAA;IAC5G,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,YAA2E,EAAE,cAAoB;QACpG,IAAI,YAAY,CAAC,KAAK,KAAK,KAAK,EAAE;YAChC,IAAI,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,CAAC,EAAE;gBAC/B,OAAM;aACP;YACD,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;YAE5H,WAAW;YACX,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,YAAY,CAAC,MAAM,CAAC,QAAQ;gBACpC,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAChD,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAChD,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;aAAM,IAAI,YAAY,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,EAAE;YACzC,SAAS;YACT,MAAM,SAAS,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;YAElI,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,YAAY,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;gBAChC,QAAQ,EAAE,IAAI,CAAC,SAAS;gBACxB,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC;gBACnE,IAAI,EAAE,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,YAAY,CAAC;gBACnE,SAAS;gBACT,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AApDD,sEAoDC;AAED,MAAa,mCAAmC;IAAhD;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAwC1E,CAAC;IAtCC,SAAS,CAAC,OAA4B;QACpC,OAAO,OAAO,CAAC,OAAO,KAAK,iBAAiB,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAA;IAC5E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,SAAS;gBAClB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4B,EAAE,cAAoB;QACrD,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAA;QAEjF,KAAK,MAAM,aAAa,IAAI,OAAO,EAAE;YACnC,IAAI,aAAa,CAAC,QAAQ,KAAK,SAAS,EAAE;gBACxC,OAAM;aACP;YACD,MAAM,SAAS,GAAG,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,GAAG,IAAI,CAAC,CAAA;YAE3G,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,aAAa,CAAC,QAAQ,EAAE,iBAAiB,CAAC,CAAA;YAEtH,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,aAAa,CAAC,YAAY,CAAC,CAAC,CAAA;YACvE,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,aAAa,CAAC,uBAAuB,CAAC,CAAC,CAAA;YAC3F,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,aAAa,CAAC,WAAW,CAAC,CAAC,CAAA;YACrE,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,aAAa,CAAC,UAAU,CAAC,CAAC,CAAA;YACnE,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,CAAC,CAAA;YAC7D,iBAAiB,CAAC,eAAe,CAAC,SAAS,CAAC,CAAA;YAE5C,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;gBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;aACpD;SACF;IACH,CAAC;CACF;AAzCD,kFAyCC;AAED,MAAa,6BAA6B;IACxC,YAA6B,SAAmB;QAAnB,cAAS,GAAT,SAAS,CAAU;IAAG,CAAC;IAEpD,SAAS,CAAC,OAAY;QACpB,OAAO,OAAO,CAAC,OAAO,KAAK,qBAAqB,IAAI,OAAO,CAAC,KAAK,KAAK,QAAQ,CAAA;IAChF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,aAAa;gBACtB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,8BAAuD,EAAE,cAAoB;QAChF,MAAM,uBAAuB,GAAG,8BAA8B,CAAC,MAAM,CAAA;QAErE,IAAI,uBAAuB,CAAC,CAAC,KAAK,CAAC,EAAE;YACnC,OAAM;SACP;QACD,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,uBAAuB,CAAC,CAAC;YACjC,QAAQ,EAAE,IAAI,CAAC,SAAS;YACxB,SAAS,EAAE,uBAAuB,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,uBAAuB,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAClF,QAAQ,EAAE,uBAAuB,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,uBAAuB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAC1F,QAAQ,EAAE,uBAAuB,CAAC,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,uBAAuB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAC1F,SAAS,EAAE,uBAAuB,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,uBAAuB,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS;YAClF,SAAS,EAAE,uBAAuB,CAAC,CAAC,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,uBAAuB,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,cAAc;YACzG,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF;AAtCD,sEAsCC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAWrG,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IACtD,SAAS,CAAC,QAAQ,CAAC,yBAAyB,EAAE,MAAM,CAAA;IAEpD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAuBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAAU,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAAlF,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM,EAAmB,YAAY,EAAE,MAAM,EAAE;cAIxF,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAwBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,0BAA0B;gBAL3C,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACpC,0BAA0B,EAAE,MAAM,EACnD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;
|
|
1
|
+
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAWrG,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IACtD,SAAS,CAAC,QAAQ,CAAC,yBAAyB,EAAE,MAAM,CAAA;IAEpD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAuBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAAU,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAAlF,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM,EAAmB,YAAY,EAAE,MAAM,EAAE;cAIxF,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAwBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,0BAA0B;gBAL3C,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACpC,0BAA0B,EAAE,MAAM,EACnD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CAwG9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyC;IACzD,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,yBAA0B,SAAQ,uBAAuB;IACpE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,qBAAsB,SAAQ,uBAAuB;IAChE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,0BAA2B,SAAQ,uBAAuB;IACrE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;MAGjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,2BAA4B,SAAQ,uBAAuB;IACtE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;;MAIjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC"}
|
|
@@ -98,6 +98,7 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
|
|
|
98
98
|
const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
|
|
99
99
|
const exchangeInfo = JSON.parse(exchangeInfoResponse.body);
|
|
100
100
|
const REQUEST_WEIGHT_LIMIT_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_REQUEST_WEIGHT_LIMIT`;
|
|
101
|
+
const DELAY_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_SNAPSHOTS_DELAY_MS`;
|
|
101
102
|
if (process.env[REQUEST_WEIGHT_LIMIT_ENV] !== undefined) {
|
|
102
103
|
currentWeightLimit = Number.parseInt(process.env[REQUEST_WEIGHT_LIMIT_ENV]);
|
|
103
104
|
}
|
|
@@ -139,6 +140,10 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
|
|
|
139
140
|
data: JSON.parse(depthSnapshotResponse.body)
|
|
140
141
|
};
|
|
141
142
|
this.manualSnapshotsBuffer.push(snapshot);
|
|
143
|
+
if (process.env[DELAY_ENV] !== undefined) {
|
|
144
|
+
const msToWait = Number.parseInt(process.env[DELAY_ENV]);
|
|
145
|
+
await (0, handy_1.wait)(msToWait);
|
|
146
|
+
}
|
|
142
147
|
return Number.parseInt(depthSnapshotResponse.headers['x-mbx-used-weight-1m']);
|
|
143
148
|
}));
|
|
144
149
|
usedWeight = Math.max(...usedWeights);
|
|
@@ -1 +1 @@
|
|
|
1
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-
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+
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAAkD;AAElD,iDAAqG;AAErG,MAAM,kBAAkB,GAAG;IACzB,OAAO,EAAE,EAAE,GAAG,IAAI;IAClB,KAAK,EAAE;QACL,KAAK,EAAE,EAAE;QACT,WAAW,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC;QAC5B,aAAa,EAAE,GAAG,GAAG,IAAI;KAC1B;CACF,CAAA;AAED,MAAe,uBAAwB,SAAQ,8CAA+B;IAMlE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,IAAI,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAErG,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,mCAAmC,CAC3C,QAAQ,EACR,SAAS,EACT,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,QAAQ,EACb,IAAI,CAAC,yBAAyB,EAC9B,iBAAiB,EACjB,OAAO,CACR,CAAA;SACF;QAED,MAAM,mBAAmB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAC/E,IAAI,mBAAmB,CAAC,MAAM,GAAG,CAAC,EAAE;YAClC,MAAM,WAAW,GAAG,mBAAmB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAElE,MAAM,IAAI,gCAAgC,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;SAChF;IACH,CAAC;CACF;AAED,MAAM,gCAAiC,SAAQ,gCAAiB;IAC9D,YAAY,QAAgB,EAAmB,QAAgB,EAAmB,YAAsB;QACtG,KAAK,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAA;QAD0B,aAAQ,GAAR,QAAQ,CAAQ;QAAmB,iBAAY,GAAZ,YAAY,CAAU;IAExG,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,YAAsB;QACrD,KAAK,MAAM,WAAW,IAAI,IAAA,aAAK,EAAC,IAAI,CAAC,YAAY,EAAE,EAAE,CAAC,EAAE;YACtD,MAAM,OAAO,CAAC,UAAU,CACtB,WAAW,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE;gBACnC,IAAI,YAAY,CAAC,SAAS,EAAE;oBAC1B,OAAM;iBACP;gBACD,MAAM,oBAAoB,GAAG,CAAC,MAAM,kBAAU;qBAC3C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,wBAAwB,UAAU,CAAC,WAAW,EAAE,EAAE,EAAE,kBAAkB,CAAC;qBAC3F,IAAI,EAAE,CAAQ,CAAA;gBAEjB,MAAM,mBAAmB,GAAG;oBAC1B,MAAM,EAAE,GAAG,UAAU,CAAC,iBAAiB,EAAE,eAAe;oBACxD,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,oBAAoB;iBAC3B,CAAA;gBAED,IAAI,YAAY,CAAC,QAAQ,EAAE;oBACzB,YAAY,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAAA;iBACxC;YACH,CAAC,CAAC,CACH,CAAA;SACF;IACH,CAAC;CACF;AAED,MAAM,mCAAoC,SAAQ,+BAAgB;IAChE,YACE,QAAgB,EAChB,OAAyB,EACf,MAAc,EACP,QAAgB,EAChB,SAAoC,EACpC,0BAAkC,EACnD,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAP1C,WAAM,GAAN,MAAM,CAAQ;QACP,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAA2B;QACpC,+BAA0B,GAA1B,0BAA0B,CAAQ;IAKrD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,OAAO,GAAG,OAAO;aACpB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC;aAC5C,GAAG,CAAC,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;YACrB,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,yFAAyF,CAAC,CAAA;aAC3G;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAC7C,MAAM,OAAO,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAA;YAErF,OAAO;gBACL,MAAM,EAAE,WAAW;gBACnB,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,GAAG,MAAM,IAAI,OAAO,EAAE,CAAC;gBAC9D,EAAE,EAAE,KAAK,GAAG,CAAC;aACd,CAAA;QACH,CAAC,CAAC,CAAA;QAEJ,OAAO,OAAO,CAAA;IAChB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,oCAAoC;QACpC,IAAI,OAAO,CAAC,MAAM,KAAK,IAAI,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,IAAI,CAAA;SACZ;QAED,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC,CAAA;QAE9E,IAAI,CAAC,mBAAmB,EAAE;YACxB,OAAM;SACP;QAED,IAAI,kBAAkB,GAAW,CAAC,CAAA;QAElC,MAAM,oBAAoB,GAAG,MAAM,kBAAU,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,eAAe,EAAE,kBAAkB,CAAC,CAAA;QAEtG,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,CAAA;QAE1D,MAAM,wBAAwB,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,uBAAuB,CAAA;QAE1G,MAAM,SAAS,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,qBAAqB,CAAA;QAEzF,IAAI,OAAO,CAAC,GAAG,CAAC,wBAAwB,CAAC,KAAK,SAAS,EAAE;YACvD,kBAAkB,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,wBAAwB,CAAW,CAAC,CAAA;SACtF;QAED,IAAI,CAAC,kBAAkB,EAAE;YACvB,kBAAkB,GAAG,YAAY,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,KAAK,gBAAgB,CAAC,CAAC,KAAe,CAAA;SACpH;QAED,IAAI,UAAU,GAAG,MAAM,CAAC,QAAQ,CAAC,oBAAoB,CAAC,OAAO,CAAC,sBAAsB,CAAW,CAAC,CAAA;QAEhG,IAAI,CAAC,KAAK,CAAC,iEAAiE,EAAE,kBAAkB,EAAE,UAAU,CAAC,CAAA;QAE7G,IAAI,gBAAgB,GAAG,CAAC,CAAA;QAExB,MAAM,4BAA4B,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,oBAAoB,CAAA;QAE3G,IAAI,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAC,KAAK,SAAS,EAAE;YAC3D,gBAAgB,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAW,CAAC,CAAA;SACxF;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,gBAAgB,CAAC,CAAA;QAEhF,IAAI,eAAe,GAAG,CAAC,GAAG,gBAAgB,GAAG,IAAI,CAAC,0BAA0B,CAAA;QAE5E,MAAM,qBAAqB,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,8BAA8B,CAAA;QAE9G,IAAI,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAC,KAAK,SAAS,EAAE;YACpD,eAAe,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAW,CAAC,CAAA;SAChF;QAED,KAAK,MAAM,YAAY,IAAI,IAAA,aAAK,EAAC,mBAAmB,CAAC,OAAQ,EAAE,gBAAgB,CAAC,EAAE;YAChF,IAAI,YAAY,EAAE,EAAE;gBAClB,OAA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|
package/package.json
CHANGED
|
@@ -67,6 +67,9 @@ 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
|
+
if (depthMessage.result.t === 0) {
|
|
71
|
+
return
|
|
72
|
+
}
|
|
70
73
|
const timestamp = depthMessage.result.t !== undefined ? new Date(depthMessage.result.t) : new Date(depthMessage.time * 1000)
|
|
71
74
|
|
|
72
75
|
// snapshot
|
|
@@ -141,6 +141,8 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
141
141
|
|
|
142
142
|
const REQUEST_WEIGHT_LIMIT_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_REQUEST_WEIGHT_LIMIT`
|
|
143
143
|
|
|
144
|
+
const DELAY_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_SNAPSHOTS_DELAY_MS`
|
|
145
|
+
|
|
144
146
|
if (process.env[REQUEST_WEIGHT_LIMIT_ENV] !== undefined) {
|
|
145
147
|
currentWeightLimit = Number.parseInt(process.env[REQUEST_WEIGHT_LIMIT_ENV] as string)
|
|
146
148
|
}
|
|
@@ -212,6 +214,12 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
212
214
|
|
|
213
215
|
this.manualSnapshotsBuffer.push(snapshot)
|
|
214
216
|
|
|
217
|
+
if (process.env[DELAY_ENV] !== undefined) {
|
|
218
|
+
const msToWait = Number.parseInt(process.env[DELAY_ENV] as string)
|
|
219
|
+
|
|
220
|
+
await wait(msToWait)
|
|
221
|
+
}
|
|
222
|
+
|
|
215
223
|
return Number.parseInt(depthSnapshotResponse.headers['x-mbx-used-weight-1m'] as string)
|
|
216
224
|
})
|
|
217
225
|
)
|