tardis-dev 13.23.5 → 13.24.0
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/consts.d.ts +2 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +4 -1
- package/dist/consts.js.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.d.ts +113 -0
- package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -0
- package/dist/mappers/binanceeuropeanoptions.js +192 -0
- package/dist/mappers/binanceeuropeanoptions.js.map +1 -0
- package/dist/mappers/bybit.d.ts +2 -2
- package/dist/mappers/bybitspot.d.ts +1 -1
- package/dist/mappers/cryptocom.d.ts +1 -1
- package/dist/mappers/huobi.d.ts +4 -4
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +3 -0
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/index.d.ts +3 -3
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +7 -3
- package/dist/mappers/index.js.map +1 -1
- package/dist/realtimefeeds/binanceeuropeanoptions.d.ts +8 -0
- package/dist/realtimefeeds/binanceeuropeanoptions.d.ts.map +1 -0
- package/dist/realtimefeeds/binanceeuropeanoptions.js +36 -0
- package/dist/realtimefeeds/binanceeuropeanoptions.js.map +1 -0
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +3 -1
- package/dist/realtimefeeds/index.js.map +1 -1
- package/package.json +1 -1
- package/src/consts.ts +4 -1
- package/src/mappers/binanceeuropeanoptions.ts +303 -0
- package/src/mappers/huobi.ts +4 -1
- package/src/mappers/index.ts +11 -3
- package/src/realtimefeeds/binanceeuropeanoptions.ts +36 -0
- package/src/realtimefeeds/index.ts +3 -1
package/dist/consts.d.ts
CHANGED
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@@ -1,4 +1,4 @@
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1
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-
export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "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", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "bybit-options", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial", "woo-x", "blockchain-com"];
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1
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+
export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-options", "binance-european-options", "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", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "bybit-options", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "crypto-com-derivatives", "kucoin", "bitnomial", "woo-x", "blockchain-com"];
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export declare const EXCHANGE_CHANNELS_INFO: {
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bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
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coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
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@@ -51,5 +51,6 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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bitnomial: string[];
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'woo-x': string[];
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'blockchain-com': string[];
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+
'binance-european-options': string[];
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};
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//# sourceMappingURL=consts.d.ts.map
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package/dist/consts.d.ts.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,
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{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,otBAqDZ,CAAA;AAgZV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAqDlC,CAAA"}
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package/dist/consts.js
CHANGED
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@@ -7,6 +7,7 @@ exports.EXCHANGES = [
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'binance-futures',
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'binance-delivery',
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'binance-options',
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'binance-european-options',
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'binance',
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'ftx',
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'okex-futures',
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@@ -407,6 +408,7 @@ const WOOX_CHANNELS = [
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'estfundingrate'
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];
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const BLOCKCHAIN_COM_CHANNELS = ['trades', 'l2', 'l3', 'ticker'];
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const BINANCE_EUROPEAN_OPTIONS_CHANNELS = ['trade', 'depth100', 'index', 'markPrice', 'ticker', 'openInterest'];
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exports.EXCHANGE_CHANNELS_INFO = {
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bitmex: BITMEX_CHANNELS,
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coinbase: COINBASE_CHANNELS,
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@@ -458,6 +460,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
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kucoin: KUCOIN_CHANNELS,
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bitnomial: BITNOMIAL_CHANNELS,
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'woo-x': WOOX_CHANNELS,
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-
'blockchain-com': BLOCKCHAIN_COM_CHANNELS
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'blockchain-com': BLOCKCHAIN_COM_CHANNELS,
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'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS
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};
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//# sourceMappingURL=consts.js.map
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package/dist/consts.js.map
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@@ -1 +1 @@
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1
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-
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+
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|
|
@@ -0,0 +1,113 @@
|
|
|
1
|
+
import { BookChange, OptionSummary, Trade } from '../types';
|
|
2
|
+
import { Mapper } from './mapper';
|
|
3
|
+
export declare class BinanceEuropeanOptionsTradesMapper implements Mapper<'binance-european-options', Trade> {
|
|
4
|
+
canHandle(message: BinanceResponse<any>): boolean;
|
|
5
|
+
getFilters(symbols?: string[]): {
|
|
6
|
+
readonly channel: "trade";
|
|
7
|
+
readonly symbols: string[] | undefined;
|
|
8
|
+
}[];
|
|
9
|
+
map(binanceTradeResponse: BinanceResponse<BinanceOptionsTradeData>, localTimestamp: Date): Generator<Trade, void, unknown>;
|
|
10
|
+
}
|
|
11
|
+
export declare class BinanceEuropeanOptionsBookChangeMapper implements Mapper<'binance-european-options', BookChange> {
|
|
12
|
+
canHandle(message: BinanceResponse<any>): boolean;
|
|
13
|
+
getFilters(symbols?: string[]): {
|
|
14
|
+
readonly channel: "depth100";
|
|
15
|
+
readonly symbols: string[] | undefined;
|
|
16
|
+
}[];
|
|
17
|
+
map(message: BinanceResponse<BinanceOptionsDepthData>, localTimestamp: Date): Generator<BookChange, void, unknown>;
|
|
18
|
+
protected mapBookLevel(level: BinanceBookLevel): {
|
|
19
|
+
price: number;
|
|
20
|
+
amount: number;
|
|
21
|
+
};
|
|
22
|
+
}
|
|
23
|
+
export declare class BinanceEuropeanOptionSummaryMapper implements Mapper<'binance-european-options', OptionSummary> {
|
|
24
|
+
private readonly _indexPrices;
|
|
25
|
+
private readonly _openInterests;
|
|
26
|
+
canHandle(message: BinanceResponse<any>): boolean;
|
|
27
|
+
getFilters(symbols?: string[]): ({
|
|
28
|
+
readonly channel: "ticker";
|
|
29
|
+
readonly symbols: string[] | undefined;
|
|
30
|
+
} | {
|
|
31
|
+
readonly channel: "index";
|
|
32
|
+
readonly symbols: string[] | undefined;
|
|
33
|
+
} | {
|
|
34
|
+
readonly channel: "openInterest";
|
|
35
|
+
readonly symbols: string[] | undefined;
|
|
36
|
+
})[];
|
|
37
|
+
map(message: BinanceResponse<BinanceOptionsTickerData | BinanceOptionsIndexData | BinanceOptionsOpenInterestData[]>, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
|
|
38
|
+
}
|
|
39
|
+
type BinanceResponse<T> = {
|
|
40
|
+
stream: string;
|
|
41
|
+
data: T;
|
|
42
|
+
};
|
|
43
|
+
type BinanceOptionsTradeData = {
|
|
44
|
+
e: 'trade';
|
|
45
|
+
E: 1696118408137;
|
|
46
|
+
s: 'DOGE-231006-0.06-C';
|
|
47
|
+
t: '15';
|
|
48
|
+
p: '2.64';
|
|
49
|
+
q: '0.01';
|
|
50
|
+
b: '4647850284614262784';
|
|
51
|
+
a: '4719907951072796672';
|
|
52
|
+
T: 1696118408134;
|
|
53
|
+
S: '-1';
|
|
54
|
+
};
|
|
55
|
+
type BinanceOptionsDepthData = {
|
|
56
|
+
e: 'depth';
|
|
57
|
+
E: 1696118400038;
|
|
58
|
+
T: 1696118399082;
|
|
59
|
+
s: 'BTC-231027-34000-C';
|
|
60
|
+
u: 1925729;
|
|
61
|
+
pu: 1925729;
|
|
62
|
+
b: [['60', '7.31'], ['55', '2.5'], ['50', '15'], ['45', '15'], ['40', '34.04']];
|
|
63
|
+
a: [['65', '8.28'], ['70', '38.88'], ['75', '15'], ['1200', '0.01'], ['4660', '0.42']];
|
|
64
|
+
};
|
|
65
|
+
type BinanceOptionsTickerData = {
|
|
66
|
+
e: '24hrTicker';
|
|
67
|
+
E: 1696118400043;
|
|
68
|
+
T: 1696118400000;
|
|
69
|
+
s: 'BNB-231013-200-P';
|
|
70
|
+
o: '1';
|
|
71
|
+
h: '1';
|
|
72
|
+
l: '0.9';
|
|
73
|
+
c: '0.9';
|
|
74
|
+
V: '11.08';
|
|
75
|
+
A: '9.97';
|
|
76
|
+
P: '-0.1';
|
|
77
|
+
p: '-0.1';
|
|
78
|
+
Q: '11';
|
|
79
|
+
F: '0';
|
|
80
|
+
L: '8';
|
|
81
|
+
n: 1;
|
|
82
|
+
bo: '1';
|
|
83
|
+
ao: '1.7';
|
|
84
|
+
bq: '50';
|
|
85
|
+
aq: '50';
|
|
86
|
+
b: '0.35929501';
|
|
87
|
+
a: '0.43317497';
|
|
88
|
+
d: '-0.16872899';
|
|
89
|
+
t: '-0.16779034';
|
|
90
|
+
g: '0.0153237';
|
|
91
|
+
v: '0.09935076';
|
|
92
|
+
vo: '0.41658748';
|
|
93
|
+
mp: '1.5';
|
|
94
|
+
hl: '37.1';
|
|
95
|
+
ll: '0.1';
|
|
96
|
+
eep: '0';
|
|
97
|
+
};
|
|
98
|
+
type BinanceOptionsIndexData = {
|
|
99
|
+
e: 'index';
|
|
100
|
+
E: 1696118400040;
|
|
101
|
+
s: 'BNBUSDT';
|
|
102
|
+
p: '214.6133998';
|
|
103
|
+
};
|
|
104
|
+
type BinanceOptionsOpenInterestData = {
|
|
105
|
+
e: 'openInterest';
|
|
106
|
+
E: 1696118400042;
|
|
107
|
+
s: 'XRP-231006-0.46-P';
|
|
108
|
+
o: '39480.0';
|
|
109
|
+
h: '20326.64319';
|
|
110
|
+
};
|
|
111
|
+
type BinanceBookLevel = [string, string];
|
|
112
|
+
export {};
|
|
113
|
+
//# sourceMappingURL=binanceeuropeanoptions.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"binanceeuropeanoptions.d.ts","sourceRoot":"","sources":["../../src/mappers/binanceeuropeanoptions.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC3D,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAIjC,qBAAa,kCAAmC,YAAW,MAAM,CAAC,0BAA0B,EAAE,KAAK,CAAC;IAClG,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,uBAAuB,CAAC,EAAE,cAAc,EAAE,IAAI;CAe1F;AAED,qBAAa,sCAAuC,YAAW,MAAM,CAAC,0BAA0B,EAAE,UAAU,CAAC;IAC3G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,uBAAuB,CAAC,EAAE,cAAc,EAAE,IAAI;IAe5E,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,gBAAgB;;;;CAK/C;AAED,qBAAa,kCAAmC,YAAW,MAAM,CAAC,0BAA0B,EAAE,aAAa,CAAC;IAC1G,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA4B;IAE3D,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAmC5B,GAAG,CACF,OAAO,EAAE,eAAe,CAAC,wBAAwB,GAAG,uBAAuB,GAAG,8BAA8B,EAAE,CAAC,EAC/G,cAAc,EAAE,IAAI;CAmGvB;AAED,KAAK,eAAe,CAAC,CAAC,IAAI;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,CAAC,CAAA;CACR,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,oBAAoB,CAAA;IACvB,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,qBAAqB,CAAA;IACxB,CAAC,EAAE,qBAAqB,CAAA;IACxB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,IAAI,CAAA;CACR,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,oBAAoB,CAAA;IACvB,CAAC,EAAE,OAAO,CAAA;IACV,EAAE,EAAE,OAAO,CAAA;IACX,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,MAAM,CAAC,EAAE,CAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC,CAAA;IAC/E,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,MAAM,CAAC,EAAE,CAAC,IAAI,EAAE,OAAO,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAA;CACvF,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,kBAAkB,CAAA;IACrB,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,KAAK,CAAA;IACR,CAAC,EAAE,KAAK,CAAA;IACR,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,CAAC,CAAA;IACJ,EAAE,EAAE,GAAG,CAAA;IACP,EAAE,EAAE,KAAK,CAAA;IACT,EAAE,EAAE,IAAI,CAAA;IACR,EAAE,EAAE,IAAI,CAAA;IACR,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,WAAW,CAAA;IACd,CAAC,EAAE,YAAY,CAAA;IACf,EAAE,EAAE,YAAY,CAAA;IAChB,EAAE,EAAE,KAAK,CAAA;IACT,EAAE,EAAE,MAAM,CAAA;IACV,EAAE,EAAE,KAAK,CAAA;IACT,GAAG,EAAE,GAAG,CAAA;CACT,CAAA;AAED,KAAK,uBAAuB,GAAG;IAAE,CAAC,EAAE,OAAO,CAAC;IAAC,CAAC,EAAE,aAAa,CAAC;IAAC,CAAC,EAAE,SAAS,CAAC;IAAC,CAAC,EAAE,aAAa,CAAA;CAAE,CAAA;AAE/F,KAAK,8BAA8B,GAAG;IAAE,CAAC,EAAE,cAAc,CAAC;IAAC,CAAC,EAAE,aAAa,CAAC;IAAC,CAAC,EAAE,mBAAmB,CAAC;IAAC,CAAC,EAAE,SAAS,CAAC;IAAC,CAAC,EAAE,aAAa,CAAA;CAAE,CAAA;AAErI,KAAK,gBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA"}
|
|
@@ -0,0 +1,192 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.BinanceEuropeanOptionSummaryMapper = exports.BinanceEuropeanOptionsBookChangeMapper = exports.BinanceEuropeanOptionsTradesMapper = void 0;
|
|
4
|
+
const handy_1 = require("../handy");
|
|
5
|
+
// https://binance-docs.github.io/apidocs/voptions/en/#websocket-market-streams
|
|
6
|
+
class BinanceEuropeanOptionsTradesMapper {
|
|
7
|
+
canHandle(message) {
|
|
8
|
+
if (message.stream === undefined) {
|
|
9
|
+
return false;
|
|
10
|
+
}
|
|
11
|
+
return message.stream.endsWith('@trade');
|
|
12
|
+
}
|
|
13
|
+
getFilters(symbols) {
|
|
14
|
+
symbols = (0, handy_1.upperCaseSymbols)(symbols);
|
|
15
|
+
return [
|
|
16
|
+
{
|
|
17
|
+
channel: 'trade',
|
|
18
|
+
symbols
|
|
19
|
+
}
|
|
20
|
+
];
|
|
21
|
+
}
|
|
22
|
+
*map(binanceTradeResponse, localTimestamp) {
|
|
23
|
+
const trade = {
|
|
24
|
+
type: 'trade',
|
|
25
|
+
symbol: binanceTradeResponse.data.s,
|
|
26
|
+
exchange: 'binance-european-options',
|
|
27
|
+
id: binanceTradeResponse.data.t,
|
|
28
|
+
price: Number(binanceTradeResponse.data.p),
|
|
29
|
+
amount: Number(binanceTradeResponse.data.q),
|
|
30
|
+
side: binanceTradeResponse.data.S === '-1' ? 'sell' : 'buy',
|
|
31
|
+
timestamp: new Date(binanceTradeResponse.data.T),
|
|
32
|
+
localTimestamp: localTimestamp
|
|
33
|
+
};
|
|
34
|
+
yield trade;
|
|
35
|
+
}
|
|
36
|
+
}
|
|
37
|
+
exports.BinanceEuropeanOptionsTradesMapper = BinanceEuropeanOptionsTradesMapper;
|
|
38
|
+
class BinanceEuropeanOptionsBookChangeMapper {
|
|
39
|
+
canHandle(message) {
|
|
40
|
+
if (message.stream === undefined) {
|
|
41
|
+
return false;
|
|
42
|
+
}
|
|
43
|
+
return message.stream.includes('@depth100');
|
|
44
|
+
}
|
|
45
|
+
getFilters(symbols) {
|
|
46
|
+
symbols = (0, handy_1.upperCaseSymbols)(symbols);
|
|
47
|
+
return [
|
|
48
|
+
{
|
|
49
|
+
channel: 'depth100',
|
|
50
|
+
symbols
|
|
51
|
+
}
|
|
52
|
+
];
|
|
53
|
+
}
|
|
54
|
+
*map(message, localTimestamp) {
|
|
55
|
+
const bookChange = {
|
|
56
|
+
type: 'book_change',
|
|
57
|
+
symbol: message.data.s,
|
|
58
|
+
exchange: 'binance-european-options',
|
|
59
|
+
isSnapshot: true,
|
|
60
|
+
bids: message.data.b.map(this.mapBookLevel),
|
|
61
|
+
asks: message.data.a.map(this.mapBookLevel),
|
|
62
|
+
timestamp: new Date(message.data.E),
|
|
63
|
+
localTimestamp
|
|
64
|
+
};
|
|
65
|
+
yield bookChange;
|
|
66
|
+
}
|
|
67
|
+
mapBookLevel(level) {
|
|
68
|
+
const price = Number(level[0]);
|
|
69
|
+
const amount = Number(level[1]);
|
|
70
|
+
return { price, amount };
|
|
71
|
+
}
|
|
72
|
+
}
|
|
73
|
+
exports.BinanceEuropeanOptionsBookChangeMapper = BinanceEuropeanOptionsBookChangeMapper;
|
|
74
|
+
class BinanceEuropeanOptionSummaryMapper {
|
|
75
|
+
constructor() {
|
|
76
|
+
this._indexPrices = new Map();
|
|
77
|
+
this._openInterests = new Map();
|
|
78
|
+
}
|
|
79
|
+
canHandle(message) {
|
|
80
|
+
if (message.stream === undefined) {
|
|
81
|
+
return false;
|
|
82
|
+
}
|
|
83
|
+
return message.stream.endsWith('@ticker') || message.stream.endsWith('@index') || message.stream.includes('@openInterest');
|
|
84
|
+
}
|
|
85
|
+
getFilters(symbols) {
|
|
86
|
+
symbols = (0, handy_1.upperCaseSymbols)(symbols);
|
|
87
|
+
const indexes = symbols !== undefined
|
|
88
|
+
? symbols.map((s) => {
|
|
89
|
+
const symbolParts = s.split('-');
|
|
90
|
+
return `${symbolParts[0]}USDT`;
|
|
91
|
+
})
|
|
92
|
+
: undefined;
|
|
93
|
+
const underlyings = symbols !== undefined
|
|
94
|
+
? symbols.map((s) => {
|
|
95
|
+
const symbolParts = s.split('-');
|
|
96
|
+
return `${symbolParts[0]}`;
|
|
97
|
+
})
|
|
98
|
+
: undefined;
|
|
99
|
+
return [
|
|
100
|
+
{
|
|
101
|
+
channel: 'ticker',
|
|
102
|
+
symbols
|
|
103
|
+
},
|
|
104
|
+
{
|
|
105
|
+
channel: 'index',
|
|
106
|
+
symbols: indexes
|
|
107
|
+
},
|
|
108
|
+
{
|
|
109
|
+
channel: 'openInterest',
|
|
110
|
+
symbols: underlyings
|
|
111
|
+
}
|
|
112
|
+
];
|
|
113
|
+
}
|
|
114
|
+
*map(message, localTimestamp) {
|
|
115
|
+
if (message.stream.endsWith('@index')) {
|
|
116
|
+
const lastIndexPrice = Number(message.data.p);
|
|
117
|
+
if (lastIndexPrice > 0) {
|
|
118
|
+
this._indexPrices.set(message.data.s, lastIndexPrice);
|
|
119
|
+
}
|
|
120
|
+
return;
|
|
121
|
+
}
|
|
122
|
+
if (message.stream.includes('@openInterest')) {
|
|
123
|
+
for (let data of message.data) {
|
|
124
|
+
const openInterest = Number(data.o);
|
|
125
|
+
if (openInterest > 0) {
|
|
126
|
+
this._openInterests.set(data.s, openInterest);
|
|
127
|
+
}
|
|
128
|
+
}
|
|
129
|
+
return;
|
|
130
|
+
}
|
|
131
|
+
const optionInfo = message.data;
|
|
132
|
+
const [base, expiryPart, strikePrice, optionType] = optionInfo.s.split('-');
|
|
133
|
+
const expirationDate = new Date(`20${expiryPart.slice(0, 2)}-${expiryPart.slice(2, 4)}-${expiryPart.slice(4, 6)}Z`);
|
|
134
|
+
expirationDate.setUTCHours(8);
|
|
135
|
+
const isPut = optionType === 'P';
|
|
136
|
+
const underlyingIndex = `${base}USDT`;
|
|
137
|
+
let bestBidPrice = (0, handy_1.asNumberIfValid)(optionInfo.bo);
|
|
138
|
+
if (bestBidPrice === 0) {
|
|
139
|
+
bestBidPrice = undefined;
|
|
140
|
+
}
|
|
141
|
+
let bestBidAmount = (0, handy_1.asNumberIfValid)(optionInfo.bq);
|
|
142
|
+
if (bestBidAmount === 0) {
|
|
143
|
+
bestBidAmount = undefined;
|
|
144
|
+
}
|
|
145
|
+
let bestAskPrice = (0, handy_1.asNumberIfValid)(optionInfo.ao);
|
|
146
|
+
if (bestAskPrice === 0) {
|
|
147
|
+
bestAskPrice = undefined;
|
|
148
|
+
}
|
|
149
|
+
let bestAskAmount = (0, handy_1.asNumberIfValid)(optionInfo.aq);
|
|
150
|
+
if (bestAskAmount === 0) {
|
|
151
|
+
bestAskAmount = undefined;
|
|
152
|
+
}
|
|
153
|
+
let bestBidIV = bestBidPrice !== undefined ? (0, handy_1.asNumberIfValid)(optionInfo.b) : undefined;
|
|
154
|
+
if (bestBidIV === -1) {
|
|
155
|
+
bestBidIV = undefined;
|
|
156
|
+
}
|
|
157
|
+
let bestAskIV = bestAskPrice !== undefined ? (0, handy_1.asNumberIfValid)(optionInfo.a) : undefined;
|
|
158
|
+
if (bestAskIV === -1) {
|
|
159
|
+
bestAskIV = undefined;
|
|
160
|
+
}
|
|
161
|
+
const optionSummary = {
|
|
162
|
+
type: 'option_summary',
|
|
163
|
+
symbol: optionInfo.s,
|
|
164
|
+
exchange: 'binance-european-options',
|
|
165
|
+
optionType: isPut ? 'put' : 'call',
|
|
166
|
+
strikePrice: Number(strikePrice),
|
|
167
|
+
expirationDate,
|
|
168
|
+
bestBidPrice,
|
|
169
|
+
bestBidAmount,
|
|
170
|
+
bestBidIV,
|
|
171
|
+
bestAskPrice,
|
|
172
|
+
bestAskAmount,
|
|
173
|
+
bestAskIV,
|
|
174
|
+
lastPrice: (0, handy_1.asNumberIfValid)(optionInfo.c),
|
|
175
|
+
openInterest: this._openInterests.get(optionInfo.s),
|
|
176
|
+
markPrice: (0, handy_1.asNumberIfValid)(optionInfo.mp),
|
|
177
|
+
markIV: undefined,
|
|
178
|
+
delta: (0, handy_1.asNumberIfValid)(optionInfo.d),
|
|
179
|
+
gamma: (0, handy_1.asNumberIfValid)(optionInfo.g),
|
|
180
|
+
vega: (0, handy_1.asNumberIfValid)(optionInfo.v),
|
|
181
|
+
theta: (0, handy_1.asNumberIfValid)(optionInfo.t),
|
|
182
|
+
rho: undefined,
|
|
183
|
+
underlyingPrice: this._indexPrices.get(underlyingIndex),
|
|
184
|
+
underlyingIndex,
|
|
185
|
+
timestamp: new Date(optionInfo.E),
|
|
186
|
+
localTimestamp: localTimestamp
|
|
187
|
+
};
|
|
188
|
+
yield optionSummary;
|
|
189
|
+
}
|
|
190
|
+
}
|
|
191
|
+
exports.BinanceEuropeanOptionSummaryMapper = BinanceEuropeanOptionSummaryMapper;
|
|
192
|
+
//# sourceMappingURL=binanceeuropeanoptions.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"binanceeuropeanoptions.js","sourceRoot":"","sources":["../../src/mappers/binanceeuropeanoptions.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAI5D,+EAA+E;AAE/E,MAAa,kCAAkC;IAC7C,SAAS,CAAC,OAA6B;QACrC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAA;IAC1C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,oBAA8D,EAAE,cAAoB;QACvF,MAAM,KAAK,GAAU;YACnB,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,oBAAoB,CAAC,IAAI,CAAC,CAAC;YACnC,QAAQ,EAAE,0BAA0B;YACpC,EAAE,EAAE,oBAAoB,CAAC,IAAI,CAAC,CAAC;YAC/B,KAAK,EAAE,MAAM,CAAC,oBAAoB,CAAC,IAAI,CAAC,CAAC,CAAC;YAC1C,MAAM,EAAE,MAAM,CAAC,oBAAoB,CAAC,IAAI,CAAC,CAAC,CAAC;YAC3C,IAAI,EAAE,oBAAoB,CAAC,IAAI,CAAC,CAAC,KAAK,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;YAC3D,SAAS,EAAE,IAAI,IAAI,CAAC,oBAAoB,CAAC,IAAI,CAAC,CAAC,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,KAAK,CAAA;IACb,CAAC;CACF;AAnCD,gFAmCC;AAED,MAAa,sCAAsC;IACjD,SAAS,CAAC,OAA6B;QACrC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAA;IAC7C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,UAAU;gBACnB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAiD,EAAE,cAAoB;QAC1E,MAAM,UAAU,GAAe;YAC7B,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC;YACtB,QAAQ,EAAE,0BAA0B;YACpC,UAAU,EAAE,IAAI;YAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC3C,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC;YAC3C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;YACnC,cAAc;SACf,CAAA;QAED,MAAM,UAAU,CAAA;IAClB,CAAC;IAES,YAAY,CAAC,KAAuB;QAC5C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;QAC9B,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAA;QAC/B,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;IAC1B,CAAC;CACF;AAxCD,wFAwCC;AAED,MAAa,kCAAkC;IAA/C;QACmB,iBAAY,GAAG,IAAI,GAAG,EAAkB,CAAA;QACxC,mBAAc,GAAG,IAAI,GAAG,EAAkB,CAAA;IAkJ7D,CAAC;IAhJC,SAAS,CAAC,OAA6B;QACrC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC,CAAA;IAC5H,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,MAAM,OAAO,GACX,OAAO,KAAK,SAAS;YACnB,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;gBAChB,MAAM,WAAW,GAAG,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAChC,OAAO,GAAG,WAAW,CAAC,CAAC,CAAC,MAAM,CAAA;YAChC,CAAC,CAAC;YACJ,CAAC,CAAC,SAAS,CAAA;QAEf,MAAM,WAAW,GACf,OAAO,KAAK,SAAS;YACnB,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;gBAChB,MAAM,WAAW,GAAG,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAChC,OAAO,GAAG,WAAW,CAAC,CAAC,CAAC,EAAE,CAAA;YAC5B,CAAC,CAAC;YACJ,CAAC,CAAC,SAAS,CAAA;QAEf,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO,EAAE,OAAO;aACR;YACV;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO,EAAE,WAAW;aACZ;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CACF,OAA+G,EAC/G,cAAoB;QAEpB,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE;YACrC,MAAM,cAAc,GAAG,MAAM,CAAE,OAAO,CAAC,IAAY,CAAC,CAAC,CAAC,CAAA;YACtD,IAAI,cAAc,GAAG,CAAC,EAAE;gBACtB,IAAI,CAAC,YAAY,CAAC,GAAG,CAAE,OAAO,CAAC,IAAY,CAAC,CAAC,EAAE,cAAc,CAAC,CAAA;aAC/D;YACD,OAAM;SACP;QAED,IAAI,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAC,EAAE;YAC5C,KAAK,IAAI,IAAI,IAAI,OAAO,CAAC,IAAwC,EAAE;gBACjE,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,CAAA;gBACnC,IAAI,YAAY,GAAG,CAAC,EAAE;oBACpB,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,EAAE,YAAY,CAAC,CAAA;iBAC9C;aACF;YAED,OAAM;SACP;QAED,MAAM,UAAU,GAAG,OAAO,CAAC,IAAgC,CAAA;QAE3D,MAAM,CAAC,IAAI,EAAE,UAAU,EAAE,WAAW,EAAE,UAAU,CAAC,GAAG,UAAU,CAAC,CAAC,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QAE3E,MAAM,cAAc,GAAG,IAAI,IAAI,CAAC,KAAK,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,UAAU,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;QACnH,cAAc,CAAC,WAAW,CAAC,CAAC,CAAC,CAAA;QAE7B,MAAM,KAAK,GAAG,UAAU,KAAK,GAAG,CAAA;QAEhC,MAAM,eAAe,GAAG,GAAG,IAAI,MAAM,CAAA;QAErC,IAAI,YAAY,GAAG,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC,CAAA;QACjD,IAAI,YAAY,KAAK,CAAC,EAAE;YACtB,YAAY,GAAG,SAAS,CAAA;SACzB;QAED,IAAI,aAAa,GAAG,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC,CAAA;QAClD,IAAI,aAAa,KAAK,CAAC,EAAE;YACvB,aAAa,GAAG,SAAS,CAAA;SAC1B;QACD,IAAI,YAAY,GAAG,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC,CAAA;QACjD,IAAI,YAAY,KAAK,CAAC,EAAE;YACtB,YAAY,GAAG,SAAS,CAAA;SACzB;QAED,IAAI,aAAa,GAAG,IAAA,uBAAe,EAAC,UAAU,CAAC,EAAE,CAAC,CAAA;QAClD,IAAI,aAAa,KAAK,CAAC,EAAE;YACvB,aAAa,GAAG,SAAS,CAAA;SAC1B;QAED,IAAI,SAAS,GAAG,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;QACtF,IAAI,SAAS,KAAK,CAAC,CAAC,EAAE;YACpB,SAAS,GAAG,SAAS,CAAA;SACtB;QAED,IAAI,SAAS,GAAG,YAAY,KAAK,SAAS,CAAC,CAAC,CAAC,IAAA,uBAAe,EAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;QACtF,IAAI,SAAS,KAAK,CAAC,CAAC,EAAE;YACpB,SAAS,GAAG,SAAS,CAAA;SACtB;QAED,MAAM,aAAa,GAAkB;YACnC,IAAI,EAAE,gBAAg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|
package/dist/mappers/bybit.d.ts
CHANGED
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@@ -22,7 +22,7 @@ export declare class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-
|
|
|
22
22
|
map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<{
|
|
23
23
|
readonly type: "book_change";
|
|
24
24
|
readonly symbol: string;
|
|
25
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
25
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
26
26
|
readonly isSnapshot: boolean;
|
|
27
27
|
readonly bids: {
|
|
28
28
|
price: number;
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|
@@ -100,7 +100,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
|
|
|
100
100
|
map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
|
|
101
101
|
readonly type: "book_change";
|
|
102
102
|
readonly symbol: string;
|
|
103
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
103
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
104
104
|
readonly isSnapshot: boolean;
|
|
105
105
|
readonly bids: {
|
|
106
106
|
price: number;
|
|
@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
|
|
|
21
21
|
map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
|
|
22
22
|
readonly type: "book_change";
|
|
23
23
|
readonly symbol: "RENUSDT";
|
|
24
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
24
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
25
25
|
readonly isSnapshot: true;
|
|
26
26
|
readonly bids: {
|
|
27
27
|
price: number;
|
|
@@ -21,7 +21,7 @@ export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' |
|
|
|
21
21
|
map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
|
|
22
22
|
readonly type: "book_change";
|
|
23
23
|
readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
|
|
24
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
24
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
|
25
25
|
readonly isSnapshot: boolean;
|
|
26
26
|
readonly bids: {
|
|
27
27
|
price: number;
|
package/dist/mappers/huobi.d.ts
CHANGED
|
@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
|
|
|
22
22
|
map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
|
|
23
23
|
readonly type: "book_change";
|
|
24
24
|
readonly symbol: string;
|
|
25
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
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readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
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readonly isSnapshot: boolean;
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readonly bids: {
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price: number;
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@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
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map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
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readonly type: "book_change";
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readonly symbol: string;
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readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
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54
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
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readonly isSnapshot: false;
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readonly bids: {
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price: number;
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@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
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} | {
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readonly type: "book_change";
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readonly symbol: string;
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-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
|
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69
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+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "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" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "bitnomial" | "woo-x" | "blockchain-com";
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readonly isSnapshot: true;
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readonly bids: {
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price: number;
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@@ -288,7 +288,7 @@ type HuobiBBOMessage = {
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askSize: 2.323241;
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bid: 7541.16;
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bidSize: 0.002329;
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-
quoteTime:
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+
quoteTime: number;
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symbol: 'btcusdt';
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};
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};
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@@ -1 +1 @@
|
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1
|
-
{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmB,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC5E,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAqB,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACnI,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAK1D,qBAAa,iBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBpF;AAED,qBAAa,qBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEvG,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAsBzD,OAAO,CAAC,aAAa;CAGtB;AAMD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAK9D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAJlD,SAAS,CAAC,QAAQ,CAAC,sBAAsB,EAAE;QACzC,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KACvB,CAAK;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,GAAG;IAStB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,gBAAgB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IA0E1E,OAAO,CAAC,aAAa;IAoBrB,OAAO,CAAC,aAAa;CAGtB;AAgBD,qBAAa,2BAA4B,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,gBAAgB,CAAC;IAGrH,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAYtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;IAwB5B,GAAG,CACF,OAAO,EAAE,qBAAqB,GAAG,4BAA4B,GAAG,4BAA4B,EAC5F,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAmCtC;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,WAAW,CAAC;IAI5G,OAAO,CAAC,QAAQ,CAAC,SAAS;IAHtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAiC;IAC1E,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA0E;gBAEpF,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,iBAAiB;IAY5D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoC7B,OAAO,CAAC,8BAA8B;IAMrC,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CA0B1F;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,kBAAkB,EAAE,aAAa,CAAC;IACzF,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA4B;IAE1D,SAAS,CAAC,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B;IAQ3G,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAyB5B,GAAG,CACF,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B,EACjG,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,aAAa,CAAC,GAAG,SAAS;CAoE/C;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,UAAU,CAAC;IACnH,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;
|
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1
|
+
{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmB,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC5E,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAqB,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACnI,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAK1D,qBAAa,iBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBpF;AAED,qBAAa,qBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEvG,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAsBzD,OAAO,CAAC,aAAa;CAGtB;AAMD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAK9D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAJlD,SAAS,CAAC,QAAQ,CAAC,sBAAsB,EAAE;QACzC,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KACvB,CAAK;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,GAAG;IAStB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,gBAAgB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IA0E1E,OAAO,CAAC,aAAa;IAoBrB,OAAO,CAAC,aAAa;CAGtB;AAgBD,qBAAa,2BAA4B,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,gBAAgB,CAAC;IAGrH,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAYtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;IAwB5B,GAAG,CACF,OAAO,EAAE,qBAAqB,GAAG,4BAA4B,GAAG,4BAA4B,EAC5F,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAmCtC;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,WAAW,CAAC;IAI5G,OAAO,CAAC,QAAQ,CAAC,SAAS;IAHtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAiC;IAC1E,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA0E;gBAEpF,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,iBAAiB;IAY5D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoC7B,OAAO,CAAC,8BAA8B;IAMrC,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CA0B1F;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,kBAAkB,EAAE,aAAa,CAAC;IACzF,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA4B;IAE1D,SAAS,CAAC,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B;IAQ3G,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAyB5B,GAAG,CACF,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B,EACjG,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,aAAa,CAAC,GAAG,SAAS;CAoE/C;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,UAAU,CAAC;IACnH,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAoCnF;AAED,KAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,EAAE,EAAE,MAAM,CAAA;YACV,OAAO,CAAC,EAAE,MAAM,CAAA;YAChB,KAAK,EAAE,MAAM,CAAA;YACb,MAAM,EAAE,MAAM,CAAA;YACd,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;YACzB,EAAE,EAAE,MAAM,CAAA;SACX,EAAE,CAAA;KACJ,CAAA;CACF,CAAA;AAED,KAAK,cAAc,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAEtC,KAAK,qBAAqB,GAAG,gBAAgB,GAC3C,CACI;IACE,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC7B,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;KAC9B,CAAA;CACF,GACD;IACE,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,KAAK,EAAE,UAAU,GAAG,QAAQ,CAAA;KAC7B,CAAA;CACF,CACJ,CAAA;AAEH,KAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,WAAW,EAAE,MAAM,CAAA;QACnB,cAAc,EAAE,MAAM,CAAA;KACvB,CAAA;CACF,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,eAAe,EAAE,MAAM,CAAA;QACvB,YAAY,EAAE,MAAM,CAAA;QACpB,cAAc,EAAE,MAAM,CAAA;QACtB,aAAa,EAAE,MAAM,CAAA;KACtB,EAAE,CAAA;CACJ,CAAA;AAED,KAAK,4BAA4B,GAAG,gBAAgB,GAAG;IACrD,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;KACf,EAAE,CAAA;CACJ,CAAA;AAED,KAAK,mBAAmB,GAAG,gBAAgB,GAAG;IAC5C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,MAAM,EAAE,MAAM,CAAA;QACd,UAAU,EAAE,MAAM,CAAA;KACnB,CAAA;CACF,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;IACV,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE;QACL,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,MAAM,EAAE,MAAM,CAAA;KACf,CAAA;CACF,CAAA;AAED,KAAK,OAAO,GAAG;IACb,eAAe,EAAE,cAAc,CAAC,mBAAmB,CAAC,CAAA;IACpD,iBAAiB,CAAC,EAAE,OAAO,CAAA;CAC5B,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,aAAa,EAAE,MAAM,CAAA;QACrB,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;QACzB,MAAM,EAAE,MAAM,CAAA;QACd,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,EAAE,MAAM,CAAA;QACb,UAAU,EAAE,MAAM,CAAA;KACnB,EAAE,CAAA;CACJ,CAAA;AAED,KAAK,iBAAiB,GAAG;IACvB,EAAE,EAA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package/dist/mappers/huobi.js
CHANGED
|
@@ -463,6 +463,9 @@ class HuobiBookTickerMapper {
|
|
|
463
463
|
*map(message, localTimestamp) {
|
|
464
464
|
const symbol = message.ch.split('.')[1].toUpperCase();
|
|
465
465
|
if ('quoteTime' in message.tick) {
|
|
466
|
+
if (message.tick.quoteTime === 0) {
|
|
467
|
+
return;
|
|
468
|
+
}
|
|
466
469
|
yield {
|
|
467
470
|
type: 'book_ticker',
|
|
468
471
|
symbol,
|