tardis-dev 13.27.2 → 13.28.0

package/dist/mappers/kucoinfutures.js

@@ -0,0 +1,294 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KucoinFuturesDerivativeTickerMapper = exports.KucoinFuturesBookTickerMapper = exports.KucoinFuturesBookChangeMapper = exports.KucoinFuturesTradesMapper = void 0;
+const debug_1 = require("../debug");
+const handy_1 = require("../handy");
+const mapper_1 = require("./mapper");
+class KucoinFuturesTradesMapper {
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/contractMarket/execution');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'contractMarket/execution',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const kucoinTrade = message.data;
+        const timestamp = new Date(kucoinTrade.ts / 1000000);
+        yield {
+            type: 'trade',
+            symbol: kucoinTrade.symbol,
+            exchange: 'kucoin-futures',
+            id: kucoinTrade.tradeId,
+            price: Number(kucoinTrade.price),
+            amount: Number(kucoinTrade.size),
+            side: kucoinTrade.side === 'sell' ? 'sell' : 'buy',
+            timestamp,
+            localTimestamp
+        };
+    }
+}
+exports.KucoinFuturesTradesMapper = KucoinFuturesTradesMapper;
+class KucoinFuturesBookChangeMapper {
+    constructor(ignoreBookSnapshotOverlapError) {
+        this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
+        this.symbolToDepthInfoMapping = {};
+    }
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/contractMarket/level2');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'contractMarket/level2',
+                symbols
+            },
+            {
+                channel: 'contractMarket/level2Snapshot',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        if (this.symbolToDepthInfoMapping[symbol] === undefined) {
+            this.symbolToDepthInfoMapping[symbol] = {
+                bufferedUpdates: new handy_1.CircularBuffer(2000)
+            };
+        }
+        const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol];
+        const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
+        // first check if received message is snapshot and process it as such if it is
+        if (message.subject === 'level2Snapshot') {
+            // if we've already received 'manual' snapshot, ignore if there is another one
+            if (snapshotAlreadyProcessed) {
+                return;
+            }
+            // produce snapshot book_change
+            const kucoinSnapshotData = message.data;
+            if (!kucoinSnapshotData.asks) {
+                kucoinSnapshotData.asks = [];
+            }
+            if (!kucoinSnapshotData.bids) {
+                kucoinSnapshotData.bids = [];
+            }
+            //  mark given symbol depth info that has snapshot processed
+            symbolDepthInfo.lastUpdateId = Number(kucoinSnapshotData.sequence);
+            symbolDepthInfo.snapshotProcessed = true;
+            // if there were any depth updates buffered, let's process those by adding to or updating the initial snapshot
+            for (const update of symbolDepthInfo.bufferedUpdates.items()) {
+                const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
+                if (bookChange !== undefined) {
+                    const mappedChange = this.mapChange(update.data.change);
+                    if (mappedChange.price == 0) {
+                        continue;
+                    }
+                    const matchingSide = mappedChange.isBid ? kucoinSnapshotData.bids : kucoinSnapshotData.asks;
+                    const matchingLevel = matchingSide.find((b) => b[0] === mappedChange.price);
+                    if (matchingLevel !== undefined) {
+                        // remove empty level from snapshot
+                        if (mappedChange.amount === 0) {
+                            const index = matchingSide.findIndex((b) => b[0] === mappedChange.price);
+                            if (index > -1) {
+                                matchingSide.splice(index, 1);
+                            }
+                        }
+                        else {
+                            matchingLevel[1] = mappedChange.amount;
+                        }
+                    }
+                    else if (mappedChange.amount != 0) {
+                        matchingSide.push([mappedChange.price, mappedChange.amount]);
+                    }
+                }
+            }
+            // remove all buffered updates
+            symbolDepthInfo.bufferedUpdates.clear();
+            const bookChange = {
+                type: 'book_change',
+                symbol,
+                exchange: 'kucoin-futures',
+                isSnapshot: true,
+                bids: kucoinSnapshotData.bids.map(this.mapBookLevel),
+                asks: kucoinSnapshotData.asks.map(this.mapBookLevel),
+                timestamp: localTimestamp,
+                localTimestamp
+            };
+            yield bookChange;
+        }
+        else if (snapshotAlreadyProcessed) {
+            // snapshot was already processed let's map the message as normal book_change
+            const bookChange = this.mapBookDepthUpdate(message, localTimestamp);
+            if (bookChange !== undefined) {
+                yield bookChange;
+            }
+        }
+        else {
+            symbolDepthInfo.bufferedUpdates.append(message);
+        }
+    }
+    mapBookDepthUpdate(l2UpdateMessage, localTimestamp) {
+        // we can safely assume here that depthContext and lastUpdateId aren't null here as this is method only works
+        // when we've already processed the snapshot
+        const symbol = l2UpdateMessage.topic.split(':')[1];
+        const depthContext = this.symbolToDepthInfoMapping[symbol];
+        const lastUpdateId = depthContext.lastUpdateId;
+        // Drop any event where sequence is <= lastUpdateId in the snapshot
+        if (l2UpdateMessage.data.sequence <= lastUpdateId) {
+            return;
+        }
+        // The first processed event should have sequence>lastUpdateId
+        if (!depthContext.validatedFirstUpdate) {
+            // if there is new instrument added it can have empty book at first and that's normal
+            const bookSnapshotIsEmpty = lastUpdateId == -1 || lastUpdateId == 0;
+            if (l2UpdateMessage.data.sequence === lastUpdateId + 1 || bookSnapshotIsEmpty) {
+                depthContext.validatedFirstUpdate = true;
+            }
+            else {
+                const message = `Book depth snapshot has no overlap with first update, update ${JSON.stringify(l2UpdateMessage)}, lastUpdateId: ${lastUpdateId}, exchange kucoin-futures`;
+                if (this.ignoreBookSnapshotOverlapError) {
+                    depthContext.validatedFirstUpdate = true;
+                    (0, debug_1.debug)(message);
+                }
+                else {
+                    throw new Error(message);
+                }
+            }
+        }
+        const change = this.mapChange(l2UpdateMessage.data.change);
+        return {
+            type: 'book_change',
+            symbol: symbol,
+            exchange: 'kucoin-futures',
+            isSnapshot: false,
+            bids: change.isBid
+                ? [
+                    {
+                        price: change.price,
+                        amount: change.amount
+                    }
+                ]
+                : [],
+            asks: change.isBid === false
+                ? [
+                    {
+                        price: change.price,
+                        amount: change.amount
+                    }
+                ]
+                : [],
+            timestamp: new Date(l2UpdateMessage.data.timestamp),
+            localTimestamp: localTimestamp
+        };
+    }
+    mapBookLevel(level) {
+        return { price: level[0], amount: level[1] };
+    }
+    mapChange(change) {
+        const parts = change.split(',');
+        const isBid = parts[1] === 'buy';
+        const price = Number(parts[0]);
+        const amount = Number(parts[2]);
+        return { isBid, price, amount };
+    }
+}
+exports.KucoinFuturesBookChangeMapper = KucoinFuturesBookChangeMapper;
+class KucoinFuturesBookTickerMapper {
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/contractMarket/tickerV2');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'contractMarket/tickerV2',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        const bookTicker = {
+            type: 'book_ticker',
+            symbol,
+            exchange: 'kucoin-futures',
+            askAmount: message.data.bestAskSize !== undefined && message.data.bestAskSize !== null ? message.data.bestAskSize : undefined,
+            askPrice: message.data.bestAskPrice !== undefined && message.data.bestAskPrice !== null ? Number(message.data.bestAskPrice) : undefined,
+            bidPrice: message.data.bestBidPrice !== undefined && message.data.bestBidPrice !== null ? Number(message.data.bestBidPrice) : undefined,
+            bidAmount: message.data.bestBidSize !== undefined && message.data.bestBidSize !== null ? message.data.bestBidSize : undefined,
+            timestamp: new Date(message.data.ts / 1000000),
+            localTimestamp: localTimestamp
+        };
+        yield bookTicker;
+    }
+}
+exports.KucoinFuturesBookTickerMapper = KucoinFuturesBookTickerMapper;
+class KucoinFuturesDerivativeTickerMapper {
+    constructor() {
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+        this._lastPrices = new Map();
+        this._openInterests = new Map();
+    }
+    canHandle(message) {
+        return (message.type === 'message' &&
+            (message.topic.startsWith('/contract/instrument') ||
+                message.topic.startsWith('/contractMarket/execution') ||
+                message.topic.startsWith('/contract/details')));
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'contract/instrument',
+                symbols
+            },
+            {
+                channel: 'contractMarket/execution',
+                symbols
+            },
+            {
+                channel: 'contract/details',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(symbol, 'kucoin-futures');
+        if (message.subject === 'match') {
+            this._lastPrices.set(symbol, Number(message.data.price));
+            return;
+        }
+        if (message.subject === 'contractDetails') {
+            this._openInterests.set(symbol, Number(message.data.openInterest));
+            return;
+        }
+        const lastPrice = this._lastPrices.get(symbol);
+        const openInterest = this._openInterests.get(symbol);
+        if (message.subject === 'mark.index.price') {
+            pendingTickerInfo.updateIndexPrice(message.data.indexPrice);
+            pendingTickerInfo.updateMarkPrice(message.data.markPrice);
+        }
+        if (message.subject === 'funding.rate') {
+            pendingTickerInfo.updateTimestamp(new Date(message.data.timestamp));
+            pendingTickerInfo.updateFundingRate(message.data.fundingRate);
+        }
+        if (lastPrice !== undefined) {
+            pendingTickerInfo.updateLastPrice(lastPrice);
+        }
+        if (openInterest !== undefined) {
+            pendingTickerInfo.updateOpenInterest(openInterest);
+        }
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+exports.KucoinFuturesDerivativeTickerMapper = KucoinFuturesDerivativeTickerMapper;
+//# sourceMappingURL=kucoinfutures.js.map

package/dist/mappers/kucoinfutures.js.map

@@ -0,0 +1 @@
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package/dist/realtimefeeds/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAsB7C,cAAc,gBAAgB,CAAA;AA4D9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAuB7C,cAAc,gBAAgB,CAAA;AA6D9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}

package/dist/realtimefeeds/index.js

@@ -51,6 +51,7 @@ const woox_1 = require("./woox");
 const blockchaincom_1 = require("./blockchaincom");
 const binanceeuropeanoptions_1 = require("./binanceeuropeanoptions");
 const okexspreads_1 = require("./okexspreads");
+const kucoinfutures_1 = require("./kucoinfutures");
 __exportStar(require("./realtimefeed"), exports);
 const realTimeFeedsMap = {
     bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -105,7 +106,8 @@ const realTimeFeedsMap = {
     'woo-x': woox_1.WooxRealTimeFeed,
     'blockchain-com': blockchaincom_1.BlockchainComRealTimeFeed,
     'binance-european-options': binanceeuropeanoptions_1.BinanceEuropeanOptionsRealTimeFeed,
-    'okex-spreads': okexspreads_1.OkexSpreadsRealTimeFeed
+    'okex-spreads': okexspreads_1.OkexSpreadsRealTimeFeed,
+    'kucoin-futures': kucoinfutures_1.KucoinFuturesRealTimeFeed
 };
 function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/kucoinfutures.d.ts

@@ -0,0 +1,26 @@
+/// <reference types="node" />
+import { Writable } from 'stream';
+import { Filter } from '../types';
+import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed';
+export declare class KucoinFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+    private _httpURL;
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<KucoinFuturesSingleConnectionRealTimeFeed | KucoinFuturesContractDetailsClient, void, unknown>;
+}
+export declare class KucoinFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
+    private readonly _httpURL;
+    constructor(exchange: string, filters: Filter<string>[], _httpURL: string, timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
+    protected wssURL: string;
+    protected getWebSocketUrl(): Promise<string>;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+    protected messageIsError(message: any): boolean;
+    protected sendCustomPing: () => void;
+    protected messageIsHeartbeat(msg: any): boolean;
+}
+declare class KucoinFuturesContractDetailsClient extends PoolingClientBase {
+    private readonly _httpURL;
+    constructor(exchange: string, _httpURL: string);
+    protected poolDataToStream(outputStream: Writable): Promise<void>;
+}
+export {};
+//# sourceMappingURL=kucoinfutures.d.ts.map

package/dist/realtimefeeds/kucoinfutures.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"kucoinfutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/kucoinfutures.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,qBAAa,yBAA0B,SAAQ,+BAA+B;IAC5E,OAAO,CAAC,QAAQ,CAAuC;IAEvD,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;CAYvI;AAED,qBAAa,yCAA0C,SAAQ,gBAAgB;IAI3E,OAAO,CAAC,QAAQ,CAAC,QAAQ;gBAFzB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,QAAQ,EAAE,MAAM,EACjC,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAIlC,SAAS,CAAC,MAAM,SAAK;cAEL,eAAe;IAM/B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;cAiBlD,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;IA8B7F,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAKvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC;AAED,cAAM,kCAAmC,SAAQ,iBAAiB;IAClC,OAAO,CAAC,QAAQ,CAAC,QAAQ;gBAA3C,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM;cAI/C,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAiBxD"}

package/dist/realtimefeeds/kucoinfutures.js

@@ -0,0 +1,115 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KucoinFuturesSingleConnectionRealTimeFeed = exports.KucoinFuturesRealTimeFeed = void 0;
+const handy_1 = require("../handy");
+const realtimefeed_1 = require("./realtimefeed");
+const kucoinHttpOptions = {
+    timeout: 10 * 1000,
+    retry: {
+        limit: 10,
+        statusCodes: [418, 429, 500, 403],
+        maxRetryAfter: 120 * 1000
+    }
+};
+class KucoinFuturesRealTimeFeed extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this._httpURL = 'https://api-futures.kucoin.com/api';
+    }
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        const wsFilters = filters.filter((f) => f.channel !== 'contract/details');
+        if (wsFilters.length > 0) {
+            yield new KucoinFuturesSingleConnectionRealTimeFeed(exchange, wsFilters, this._httpURL, timeoutIntervalMS, onError);
+        }
+        const contractDetailsFilters = filters.filter((f) => f.channel === 'contract/details');
+        if (contractDetailsFilters.length > 0) {
+            yield new KucoinFuturesContractDetailsClient(exchange, this._httpURL);
+        }
+    }
+}
+exports.KucoinFuturesRealTimeFeed = KucoinFuturesRealTimeFeed;
+class KucoinFuturesSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor(exchange, filters, _httpURL, timeoutIntervalMS, onError) {
+        super(exchange, filters, timeoutIntervalMS, onError);
+        this._httpURL = _httpURL;
+        this.wssURL = '';
+        this.sendCustomPing = () => {
+            this.send({
+                id: new Date().valueOf().toString(),
+                type: 'ping'
+            });
+        };
+    }
+    async getWebSocketUrl() {
+        const response = (await handy_1.httpClient.post(`${this._httpURL}/v1/bullet-public`, { retry: 3, timeout: 10000 }).json());
+        return `${response.data.instanceServers[0].endpoint}?token=${response.data.token}&connectId=${(0, handy_1.getRandomString)()}`;
+    }
+    mapToSubscribeMessages(filters) {
+        return filters
+            .filter((f) => f.channel !== 'contractMarket/level2Snapshot')
+            .map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('KucoinFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return {
+                id: (0, handy_1.getRandomString)(),
+                type: 'subscribe',
+                topic: `/${filter.channel}:${filter.symbols.join(',')}`,
+                response: true
+            };
+        });
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthSnapshotFilter = filters.find((f) => f.channel === 'contractMarket/level2Snapshot');
+        if (!depthSnapshotFilter) {
+            return;
+        }
+        this.debug('requesting manual snapshots for: %s', depthSnapshotFilter.symbols);
+        for (let symbol of depthSnapshotFilter.symbols) {
+            if (shouldCancel()) {
+                return;
+            }
+            const depthSnapshotResponse = (await handy_1.httpClient
+                .get(`${this._httpURL}/v1/level2/snapshot?symbol=${symbol}`, kucoinHttpOptions)
+                .json());
+            const snapshot = {
+                type: 'message',
+                generated: true,
+                topic: `/contractMarket/level2Snapshot:${symbol}`,
+                subject: 'level2Snapshot',
+                ...depthSnapshotResponse
+            };
+            this.manualSnapshotsBuffer.push(snapshot);
+        }
+        this.debug('requested manual snapshots successfully for: %s ', depthSnapshotFilter.symbols);
+    }
+    messageIsError(message) {
+        return message.type === 'error';
+    }
+    messageIsHeartbeat(msg) {
+        return msg.type === 'pong';
+    }
+}
+exports.KucoinFuturesSingleConnectionRealTimeFeed = KucoinFuturesSingleConnectionRealTimeFeed;
+class KucoinFuturesContractDetailsClient extends realtimefeed_1.PoolingClientBase {
+    constructor(exchange, _httpURL) {
+        super(exchange, 6);
+        this._httpURL = _httpURL;
+    }
+    async poolDataToStream(outputStream) {
+        const openInterestResponse = (await handy_1.httpClient.get(`${this._httpURL}/v1/contracts/active`, kucoinHttpOptions).json());
+        for (const instrument of openInterestResponse.data) {
+            const openInterestMessage = {
+                topic: `/contract/details:${instrument.symbol}`,
+                type: 'message',
+                subject: 'contractDetails',
+                generated: true,
+                data: instrument
+            };
+            if (outputStream.writable) {
+                outputStream.write(openInterestMessage);
+            }
+        }
+    }
+}
+//# sourceMappingURL=kucoinfutures.js.map

package/dist/realtimefeeds/kucoinfutures.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.27.2",
+  "version": "13.28.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -49,6 +49,7 @@ export const EXCHANGES = [
   'crypto-com',
   'crypto-com-derivatives',
   'kucoin',
+  'kucoin-futures',
   'bitnomial',
   'woo-x',
   'blockchain-com'
@@ -458,6 +459,16 @@ const BINANCE_EUROPEAN_OPTIONS_CHANNELS = ['trade', 'depth100', 'index', 'markPr
 
 const OKEX_SPREADS_CHANNELS = ['sprd-public-trades', 'sprd-bbo-tbt', 'sprd-books5', 'sprd-tickers']
 
+const KUCOIN_FUTURES_CHANNELS = [
+  'contractMarket/execution',
+  'contractMarket/level2',
+  'contractMarket/level2Snapshot',
+  'contractMarket/tickerV2',
+  'contract/instrument',
+  'contract/details',
+  'contractMarket/snapshot'
+]
+
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,
   coinbase: COINBASE_CHANNELS,
@@ -511,5 +522,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   'woo-x': WOOX_CHANNELS,
   'blockchain-com': BLOCKCHAIN_COM_CHANNELS,
   'binance-european-options': BINANCE_EUROPEAN_OPTIONS_CHANNELS,
-  'okex-spreads': OKEX_SPREADS_CHANNELS
+  'okex-spreads': OKEX_SPREADS_CHANNELS,
+  'kucoin-futures': KUCOIN_FUTURES_CHANNELS
 }

package/src/mappers/index.ts

@@ -94,6 +94,12 @@ import {
 } from './huobi'
 import { krakenBookChangeMapper, krakenBookTickerMapper, krakenTradesMapper } from './kraken'
 import { KucoinBookChangeMapper, KucoinBookTickerMapper, KucoinTradesMapper } from './kucoin'
+import {
+  KucoinFuturesBookChangeMapper,
+  KucoinFuturesBookTickerMapper,
+  KucoinFuturesDerivativeTickerMapper,
+  KucoinFuturesTradesMapper
+} from './kucoinfutures'
 import { Mapper } from './mapper'
 import {
   OkexBookChangeMapper,
@@ -257,6 +263,7 @@ const tradesMappers = {
   'crypto-com': () => new CryptoComTradesMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComTradesMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinTradesMapper('kucoin'),
+  'kucoin-futures': () => new KucoinFuturesTradesMapper(),
   bitnomial: () => bitnomialTradesMapper,
   'woo-x': () => wooxTradesMapper,
   'blockchain-com': () => new BlockchainComTradesMapper(),
@@ -343,6 +350,7 @@ const bookChangeMappers = {
   'crypto-com': () => new CryptoComBookChangeMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComBookChangeMapper('crypto-com-derivatives'),
   kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
+  'kucoin-futures': (localTimestamp: Date) => new KucoinFuturesBookChangeMapper(isRealTime(localTimestamp) === false),
   bitnomial: () => new BitnomialBookChangMapper(),
   'woo-x': () => new WooxBookChangeMapper(),
   'blockchain-com': () => new BlockchainComBookChangeMapper(),
@@ -380,7 +388,8 @@ const derivativeTickersMappers = {
   dydx: () => new DydxDerivativeTickerMapper(),
   'crypto-com-derivatives': () => new CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
   'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com'),
-  'woo-x': () => new WooxDerivativeTickerMapper()
+  'woo-x': () => new WooxDerivativeTickerMapper(),
+  'kucoin-futures': () => new KucoinFuturesDerivativeTickerMapper()
 }
 
 const optionsSummaryMappers = {
@@ -470,7 +479,8 @@ const bookTickersMappers = {
   delta: () => new DeltaBookTickerMapper(),
   bybit: () => new BybitV5BookTickerMapper('bybit'),
   'gate-io': () => new GateIOV4BookTickerMapper('gate-io'),
-  'okex-spreads': () => new OkexSpreadsBookTickerMapper()
+  'okex-spreads': () => new OkexSpreadsBookTickerMapper(),
+  'kucoin-futures': () => new KucoinFuturesBookTickerMapper()
 }
 
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {