tardis-dev 13.21.5 → 13.22.0
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.
- package/dist/realtimefeeds/binance.js +1 -1
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/coinbase.d.ts +3 -1
- package/dist/realtimefeeds/coinbase.d.ts.map +1 -1
- package/dist/realtimefeeds/coinbase.js +40 -2
- package/dist/realtimefeeds/coinbase.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +1 -1
- package/package.json +1 -1
- package/src/realtimefeeds/binance.ts +1 -1
- package/src/realtimefeeds/coinbase.ts +42 -3
- package/src/realtimefeeds/realtimefeed.ts +1 -1
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@@ -1 +1 @@
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1
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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;
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1
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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,EAAE,GAAG,CAAC;QACjC,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,OAAM;aACP;YAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,YAAY,CAAC,CAAA;YAE/D,MAAM,WAAW,GAAG,MAAM,OAAO,CAAC,GAAG,CACnC,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE;gBAChC,IAAI,YAAY,EAAE,EAAE;oBAClB,OAAO,CAAC,CAAA;iBACT;gBAED,MAAM,eAAe,GAAG,kBAAkB,GAAG,UAAU,GAAG,eAAe,CAAA;gBAEzE,IAAI,eAAe,EAAE;oBACnB,MAAM,aAAa,GAAG,EAAE,GAAG,IAAI,IAAI,EAAE,CAAC,aAAa,EAAE,CAAA;oBACrD,IAAI,CAAC,KAAK,CACR,gIAAgI,EAChI,kBAAkB,EAClB,UAAU,EACV,eAAe,EACf,aAAa,CACd,CAAA;oBAED,MAAM,IAAA,YAAI,EAAC,aAAa,GAAG,IAAI,CAAC,CAAA;iBACjC;gBAED,MAAM,qBAAqB,GAAG,MAAM,kBAAU,CAAC,GAAG,CAChD,GAAG,IAAI,CAAC,QAAQ,iBAAiB,MAAM,CAAC,WAAW,EAAE,aAAa,EAClE,kBAAkB,CACnB,CAAA;gBAED,MAAM,QAAQ,GAAG;oBACf,MAAM,EAAE,GAAG,MAAM,gBAAgB;oBACjC,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,qBAAqB,CAAC,IAAI,CAAC;iBAC7C,CAAA;gBAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;gBAEzC,IAAI,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,KAAK,SAAS,EAAE;oBACxC,MAAM,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,SAAS,CAAW,CAAC,CAAA;oBAElE,MAAM,IAAA,YAAI,EAAC,QAAQ,CAAC,CAAA;iBACrB;gBAED,OAAO,MAAM,CAAC,QAAQ,CAAC,qBAAqB,CAAC,OAAO,CAAC,sBAAsB,CAAW,CAAC,CAAA;YACzF,CAAC,CAAC,CACH,CAAA;YAED,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,WAAW,CAAC,CAAA;YAErC,IAAI,CAAC,KAAK,CAAC,kEAAkE,EAAE,YAAY,EAAE,UAAU,CAAC,CAAA;SACzG;QACD,IAAI,CAAC,KAAK,CAAC,6CAA6C,CAAC,CAAA;IAC3D,CAAC;CACF;AAED,MAAa,mBAAoB,SAAQ,uBAAuB;IAAhE;;QACY,WAAM,GAAG,sCAAsC,CAAA;QAC/C,YAAO,GAAG,gCAAgC,CAAA;QAE1C,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AATD,kDASC;AAED,MAAa,yBAA0B,SAAQ,uBAAuB;IAAtE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AATD,8DASC;AAED,MAAa,qBAAsB,SAAQ,uBAAuB;IAAlE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AATD,sDASC;AAED,MAAa,0BAA2B,SAAQ,uBAAuB;IAAvE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;SAChB,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AAVD,gEAUC;AAED,MAAa,2BAA4B,SAAQ,uBAAuB;IAAxE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;YACf,UAAU,EAAE,IAAI;SACjB,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AAXD,kEAWC"}
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@@ -1,7 +1,8 @@
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import { Filter } from '../types';
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import { RealTimeFeedBase } from './realtimefeed';
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export declare class CoinbaseRealTimeFeed extends RealTimeFeedBase {
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private _hasCredentials;
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protected get wssURL(): "wss://ws-direct.exchange.coinbase.com" | "wss://ws-feed.exchange.coinbase.com";
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protected channelMappings: {
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full: string[];
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level2: string[];
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ticker: string[];
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};
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protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
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private getAuthParams;
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protected messageIsError(message: any): boolean;
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}
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//# sourceMappingURL=coinbase.d.ts.map
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{"version":3,"file":"coinbase.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":"
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{"version":3,"file":"coinbase.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,OAAO,CAAC,eAAe,CAG4B;IAEnD,SAAS,KAAK,MAAM,oFAEnB;IAGD,SAAS,CAAC,eAAe;;;;;MAKxB;IAED,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAoElE,OAAO,CAAC,aAAa;IAerB,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
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"use strict";
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.CoinbaseRealTimeFeed = void 0;
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const crypto_1 = __importDefault(require("crypto"));
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const realtimefeed_1 = require("./realtimefeed");
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class CoinbaseRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
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constructor() {
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super(...arguments);
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this.
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this._hasCredentials = process.env.COINBASE_API_KEY !== undefined &&
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process.env.COINBASE_API_SECRET !== undefined &&
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process.env.COINBASE_API_PASSPHRASE !== undefined;
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// map from coinbase subscribe 'channels' to more granular channels that tardis uses
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this.channelMappings = {
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full: ['received', 'open', 'done', 'match', 'change', 'full_snapshot'],
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ticker: ['ticker']
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};
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}
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get wssURL() {
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return this._hasCredentials ? 'wss://ws-direct.exchange.coinbase.com' : 'wss://ws-feed.exchange.coinbase.com';
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}
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mapToSubscribeMessages(filters) {
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const channelsToSubscribe = filters
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.map((filter) => {
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channel = 'full';
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}
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else if (subscribeToLevel2Channel) {
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-
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if (this._hasCredentials) {
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channel = 'level2';
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}
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else {
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// for not authenticated connections use batch channel, non batched l2 updates require auth
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channel = 'level2_batch';
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}
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}
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else if (subscribeToMatchesChannel) {
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channel = 'matches';
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}
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return prev;
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}, []);
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if (this._hasCredentials) {
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const authParams = this.getAuthParams();
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return [
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{
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type: 'subscribe',
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channels: channelsToSubscribe,
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...authParams
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}
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];
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}
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return [
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{
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type: 'subscribe',
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@@ -62,6 +87,19 @@ class CoinbaseRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
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}
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];
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}
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90
|
+
getAuthParams() {
|
|
91
|
+
const timestamp = Date.now().valueOf() / 1000;
|
|
92
|
+
const apiSecret = process.env.COINBASE_API_SECRET;
|
|
93
|
+
const message = `${timestamp}GET/users/self/verify`;
|
|
94
|
+
const hmac = crypto_1.default.createHmac('sha256', Buffer.from(apiSecret, 'base64'));
|
|
95
|
+
const signature = hmac.update(message).digest('base64');
|
|
96
|
+
return {
|
|
97
|
+
signature,
|
|
98
|
+
key: process.env.COINBASE_API_KEY,
|
|
99
|
+
passphrase: process.env.COINBASE_API_PASSPHRASE,
|
|
100
|
+
timestamp
|
|
101
|
+
};
|
|
102
|
+
}
|
|
65
103
|
messageIsError(message) {
|
|
66
104
|
return message.type === 'error';
|
|
67
105
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":";;;;;;AAAA,oDAAqC;AAErC,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACU,oBAAe,GACrB,OAAO,CAAC,GAAG,CAAC,gBAAgB,KAAK,SAAS;YAC1C,OAAO,CAAC,GAAG,CAAC,mBAAmB,KAAK,SAAS;YAC7C,OAAO,CAAC,GAAG,CAAC,uBAAuB,KAAK,SAAS,CAAA;QAMnD,oFAAoF;QAC1E,oBAAe,GAAG;YAC1B,IAAI,EAAE,CAAC,UAAU,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,eAAe,CAAC;YACtE,MAAM,EAAE,CAAC,UAAU,EAAE,UAAU,CAAC;YAChC,OAAO,EAAE,CAAC,OAAO,EAAE,YAAY,CAAC;YAChC,MAAM,EAAE,CAAC,QAAQ,CAAC;SACnB,CAAA;IAwFH,CAAC;IAlGC,IAAc,MAAM;QAClB,OAAO,IAAI,CAAC,eAAe,CAAC,CAAC,CAAC,uCAAuC,CAAC,CAAC,CAAC,qCAAqC,CAAA;IAC/G,CAAC;IAUS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,mBAAmB,GAAG,OAAO;aAChC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;aAC5G;YAED,MAAM,sBAAsB,GAC1B,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,MAAM,GAAG,CAAC,CAAA;YAC1G,MAAM,wBAAwB,GAAG,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACrF,MAAM,yBAAyB,GAAG,IAAI,CAAC,eAAe,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACvF,IAAI,OAAO,CAAA;YAEX,IAAI,sBAAsB,EAAE;gBAC1B,OAAO,GAAG,MAAM,CAAA;aACjB;iBAAM,IAAI,wBAAwB,EAAE;gBACnC,IAAI,IAAI,CAAC,eAAe,EAAE;oBACxB,OAAO,GAAG,QAAQ,CAAA;iBACnB;qBAAM;oBACL,2FAA2F;oBAC3F,OAAO,GAAG,cAAc,CAAA;iBACzB;aACF;iBAAM,IAAI,yBAAyB,EAAE;gBACpC,OAAO,GAAG,SAAS,CAAA;aACpB;iBAAM;gBACL,OAAO,GAAG,QAAQ,CAAA;aACnB;YAED,OAAO;gBACL,IAAI,EAAE,OAAO;gBACb,WAAW,EAAE,MAAM,CAAC,OAAO;aAC5B,CAAA;QACH,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE;YACxB,MAAM,gBAAgB,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;YAClE,IAAI,gBAAgB,KAAK,SAAS,EAAE;gBAClC,KAAK,MAAM,MAAM,IAAI,OAAO,CAAC,WAAW,EAAE;oBACxC,IAAI,gBAAgB,CAAC,WAAW,CAAC,QAAQ,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE;wBAC3D,gBAAgB,CAAC,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;qBAC1C;iBACF;aACF;iBAAM;gBACL,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;aACnB;YAED,OAAO,IAAI,CAAA;QACb,CAAC,EAAE,EAA+C,CAAC,CAAA;QAErD,IAAI,IAAI,CAAC,eAAe,EAAE;YACxB,MAAM,UAAU,GAAG,IAAI,CAAC,aAAa,EAAE,CAAA;YAEvC,OAAO;gBACL;oBACE,IAAI,EAAE,WAAW;oBACjB,QAAQ,EAAE,mBAAmB;oBAC7B,GAAG,UAAU;iBACd;aACF,CAAA;SACF;QAED,OAAO;YACL;gBACE,IAAI,EAAE,WAAW;gBACjB,QAAQ,EAAE,mBAAmB;aAC9B;SACF,CAAA;IACH,CAAC;IAEO,aAAa;QACnB,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,CAAA;QAC7C,MAAM,SAAS,GAAG,OAAO,CAAC,GAAG,CAAC,mBAAoB,CAAA;QAClD,MAAM,OAAO,GAAG,GAAG,SAAS,uBAAuB,CAAA;QACnD,MAAM,IAAI,GAAG,gBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC,IAAI,CAAC,SAAS,EAAE,QAAQ,CAAC,CAAC,CAAA;QAC1E,MAAM,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;QAEvD,OAAO;YACL,SAAS;YACT,GAAG,EAAE,OAAO,CAAC,GAAG,CAAC,gBAAiB;YAClC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,uBAAwB;YAChD,SAAS;SACV,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;CACF;AAxGD,oDAwGC"}
|
|
@@ -90,7 +90,7 @@ class RealTimeFeedBase {
|
|
|
90
90
|
const subscribeMessages = this.mapToSubscribeMessages(this._filters);
|
|
91
91
|
const finalWssUrl = await this.getWebSocketUrl();
|
|
92
92
|
this.debug('(connection id: %d) estabilishing connection to %s', this._connectionId, finalWssUrl);
|
|
93
|
-
this.debug('(connection id: %d) provided filters: %o mapped to subscribe messages: %
|
|
93
|
+
this.debug('(connection id: %d) provided filters: %o mapped to subscribe messages: %j', this._connectionId, this._filters, subscribeMessages);
|
|
94
94
|
if (this.originHeader !== undefined) {
|
|
95
95
|
this._wsClientOptions.headers.origin = this.originHeader;
|
|
96
96
|
}
|
package/package.json
CHANGED
|
@@ -1,11 +1,18 @@
|
|
|
1
|
+
import crypto, { sign } from 'crypto'
|
|
1
2
|
import { Filter } from '../types'
|
|
2
3
|
import { RealTimeFeedBase } from './realtimefeed'
|
|
3
4
|
|
|
4
5
|
export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
|
|
5
|
-
|
|
6
|
+
private _hasCredentials =
|
|
7
|
+
process.env.COINBASE_API_KEY !== undefined &&
|
|
8
|
+
process.env.COINBASE_API_SECRET !== undefined &&
|
|
9
|
+
process.env.COINBASE_API_PASSPHRASE !== undefined
|
|
6
10
|
|
|
7
|
-
|
|
11
|
+
protected get wssURL() {
|
|
12
|
+
return this._hasCredentials ? 'wss://ws-direct.exchange.coinbase.com' : 'wss://ws-feed.exchange.coinbase.com'
|
|
13
|
+
}
|
|
8
14
|
|
|
15
|
+
// map from coinbase subscribe 'channels' to more granular channels that tardis uses
|
|
9
16
|
protected channelMappings = {
|
|
10
17
|
full: ['received', 'open', 'done', 'match', 'change', 'full_snapshot'],
|
|
11
18
|
level2: ['snapshot', 'l2update'],
|
|
@@ -29,7 +36,12 @@ export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
|
|
|
29
36
|
if (subscribeToFullChannel) {
|
|
30
37
|
channel = 'full'
|
|
31
38
|
} else if (subscribeToLevel2Channel) {
|
|
32
|
-
|
|
39
|
+
if (this._hasCredentials) {
|
|
40
|
+
channel = 'level2'
|
|
41
|
+
} else {
|
|
42
|
+
// for not authenticated connections use batch channel, non batched l2 updates require auth
|
|
43
|
+
channel = 'level2_batch'
|
|
44
|
+
}
|
|
33
45
|
} else if (subscribeToMatchesChannel) {
|
|
34
46
|
channel = 'matches'
|
|
35
47
|
} else {
|
|
@@ -56,6 +68,18 @@ export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
|
|
|
56
68
|
return prev
|
|
57
69
|
}, [] as { name: string; product_ids: string[] }[])
|
|
58
70
|
|
|
71
|
+
if (this._hasCredentials) {
|
|
72
|
+
const authParams = this.getAuthParams()
|
|
73
|
+
|
|
74
|
+
return [
|
|
75
|
+
{
|
|
76
|
+
type: 'subscribe',
|
|
77
|
+
channels: channelsToSubscribe,
|
|
78
|
+
...authParams
|
|
79
|
+
}
|
|
80
|
+
]
|
|
81
|
+
}
|
|
82
|
+
|
|
59
83
|
return [
|
|
60
84
|
{
|
|
61
85
|
type: 'subscribe',
|
|
@@ -64,6 +88,21 @@ export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
|
|
|
64
88
|
]
|
|
65
89
|
}
|
|
66
90
|
|
|
91
|
+
private getAuthParams() {
|
|
92
|
+
const timestamp = Date.now().valueOf() / 1000
|
|
93
|
+
const apiSecret = process.env.COINBASE_API_SECRET!
|
|
94
|
+
const message = `${timestamp}GET/users/self/verify`
|
|
95
|
+
const hmac = crypto.createHmac('sha256', Buffer.from(apiSecret, 'base64'))
|
|
96
|
+
const signature = hmac.update(message).digest('base64')
|
|
97
|
+
|
|
98
|
+
return {
|
|
99
|
+
signature,
|
|
100
|
+
key: process.env.COINBASE_API_KEY!,
|
|
101
|
+
passphrase: process.env.COINBASE_API_PASSPHRASE!,
|
|
102
|
+
timestamp
|
|
103
|
+
}
|
|
104
|
+
}
|
|
105
|
+
|
|
67
106
|
protected messageIsError(message: any): boolean {
|
|
68
107
|
return message.type === 'error'
|
|
69
108
|
}
|
|
@@ -79,7 +79,7 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
79
79
|
this.debug('(connection id: %d) estabilishing connection to %s', this._connectionId, finalWssUrl)
|
|
80
80
|
|
|
81
81
|
this.debug(
|
|
82
|
-
'(connection id: %d) provided filters: %o mapped to subscribe messages: %
|
|
82
|
+
'(connection id: %d) provided filters: %o mapped to subscribe messages: %j',
|
|
83
83
|
this._connectionId,
|
|
84
84
|
this._filters,
|
|
85
85
|
subscribeMessages
|