tardis-dev 13.29.15 → 13.30.0

package/dist/mappers/dydxv4.js

@@ -0,0 +1,189 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DydxV4LiquidationsMapper = exports.DydxV4DerivativeTickerMapper = exports.DydxV4BookChangeMapper = exports.DydxV4TradesMapper = void 0;
+const handy_1 = require("../handy");
+const mapper_1 = require("./mapper");
+class DydxV4TradesMapper {
+    canHandle(message) {
+        return message.channel === 'v4_trades' && message.type === 'channel_data';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'v4_trades',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (let trade of message.contents.trades) {
+            yield {
+                type: 'trade',
+                symbol: message.id,
+                exchange: 'dydx-v4',
+                id: trade.id,
+                price: Number(trade.price),
+                amount: Number(trade.size),
+                side: trade.side === 'SELL' ? 'sell' : 'buy',
+                timestamp: trade.createdAt ? new Date(trade.createdAt) : localTimestamp,
+                localTimestamp: localTimestamp
+            };
+        }
+    }
+}
+exports.DydxV4TradesMapper = DydxV4TradesMapper;
+function mapSnapshotPriceLevel(level) {
+    return {
+        price: Number(level.price),
+        amount: Number(level.size)
+    };
+}
+function mapUpdatePriceLevel(level) {
+    return {
+        price: Number(level[0]),
+        amount: Number(level[1])
+    };
+}
+class DydxV4BookChangeMapper {
+    canHandle(message) {
+        return message.channel === 'v4_orderbook';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'v4_orderbook',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.type === 'subscribed') {
+            yield {
+                type: 'book_change',
+                symbol: message.id,
+                exchange: 'dydx-v4',
+                isSnapshot: true,
+                bids: message.contents.bids.map(mapSnapshotPriceLevel),
+                asks: message.contents.asks.map(mapSnapshotPriceLevel),
+                timestamp: localTimestamp,
+                localTimestamp
+            };
+        }
+        else {
+            if (!message.contents) {
+                return;
+            }
+            const bookChange = {
+                type: 'book_change',
+                symbol: message.id,
+                exchange: 'dydx-v4',
+                isSnapshot: false,
+                bids: message.contents.bids !== undefined ? message.contents.bids.map(mapUpdatePriceLevel) : [],
+                asks: message.contents.asks !== undefined ? message.contents.asks.map(mapUpdatePriceLevel) : [],
+                timestamp: localTimestamp,
+                localTimestamp
+            };
+            if (bookChange.bids.length > 0 || bookChange.asks.length > 0) {
+                yield bookChange;
+            }
+        }
+    }
+}
+exports.DydxV4BookChangeMapper = DydxV4BookChangeMapper;
+class DydxV4DerivativeTickerMapper {
+    constructor() {
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+    }
+    canHandle(message) {
+        return message.channel === 'v4_markets' || (message.channel === 'v4_trades' && message.type === 'channel_data');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'v4_markets',
+                symbols: []
+            },
+            {
+                channel: 'v4_trades',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.channel === 'v4_trades') {
+            const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.id, 'dydx-v4');
+            pendingTickerInfo.updateLastPrice(Number(message.contents.trades[message.contents.trades.length - 1].price));
+            return;
+        }
+        if (message.type === 'subscribed' || (message.type === 'channel_data' && message.contents.trading !== undefined)) {
+            const contents = message.type === 'subscribed' ? message.contents.markets : message.contents.trading;
+            for (const key in contents) {
+                const marketInfo = contents[key];
+                const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(key, 'dydx-v4');
+                if (marketInfo.oraclePrice !== undefined) {
+                    pendingTickerInfo.updateMarkPrice(Number(marketInfo.oraclePrice));
+                }
+                if (marketInfo.openInterest !== undefined) {
+                    pendingTickerInfo.updateOpenInterest(Number(marketInfo.openInterest));
+                }
+                if (marketInfo.nextFundingRate !== undefined) {
+                    pendingTickerInfo.updateFundingRate(Number(marketInfo.nextFundingRate));
+                }
+                pendingTickerInfo.updateTimestamp(localTimestamp);
+                if (pendingTickerInfo.hasChanged()) {
+                    yield pendingTickerInfo.getSnapshot(localTimestamp);
+                }
+            }
+        }
+        if (message.type === 'channel_data' && message.contents.oraclePrices !== undefined) {
+            for (const key in message.contents.oraclePrices) {
+                const oraclePriceInfo = message.contents.oraclePrices[key];
+                const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(key, 'dydx-v4');
+                if (oraclePriceInfo.oraclePrice !== undefined) {
+                    pendingTickerInfo.updateMarkPrice(Number(oraclePriceInfo.oraclePrice));
+                }
+                pendingTickerInfo.updateTimestamp(localTimestamp);
+                if (pendingTickerInfo.hasChanged()) {
+                    yield pendingTickerInfo.getSnapshot(localTimestamp);
+                }
+            }
+        }
+    }
+}
+exports.DydxV4DerivativeTickerMapper = DydxV4DerivativeTickerMapper;
+class DydxV4LiquidationsMapper {
+    canHandle(message) {
+        return message.channel === 'v4_trades' && message.type === 'channel_data';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'v4_trades',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (let trade of message.contents.trades) {
+            if (trade.type === 'LIQUIDATED') {
+                yield {
+                    type: 'liquidation',
+                    symbol: message.id,
+                    exchange: 'dydx-v4',
+                    id: trade.id,
+                    price: Number(trade.price),
+                    amount: Number(trade.size),
+                    side: trade.side === 'SELL' ? 'sell' : 'buy',
+                    timestamp: trade.createdAt ? new Date(trade.createdAt) : localTimestamp,
+                    localTimestamp: localTimestamp
+                };
+            }
+        }
+    }
+}
+exports.DydxV4LiquidationsMapper = DydxV4LiquidationsMapper;
+//# sourceMappingURL=dydxv4.js.map

package/dist/mappers/dydxv4.js.map

@@ -0,0 +1 @@
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package/dist/mappers/huobi.d.ts

@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
     map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;
@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
     map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com";
         readonly isSnapshot: false;
         readonly bids: {
             price: number;
@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
     } | {
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com";
         readonly isSnapshot: true;
         readonly bids: {
             price: number;

package/dist/mappers/index.d.ts

@@ -1,10 +1,10 @@
 import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
 import { Mapper } from './mapper';
 export * from './mapper';
-export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
-export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
-export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx" | "crypto-com" | "crypto-com-derivatives" | "kucoin-futures" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
+export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
+export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "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" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
+export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx" | "dydx-v4" | "crypto-com" | "crypto-com-derivatives" | "kucoin-futures" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
 export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "binance-european-options" | "okex-options" | "bybit-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
-export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;
+export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "dydx-v4">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;
 export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bybit" | "bybit-spot" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin" | "kucoin-futures" | "woo-x">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
 //# sourceMappingURL=index.d.ts.map

package/dist/mappers/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAqGtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAsBjC,cAAc,UAAU,CAAA;AAyWxB,eAAO,MAAM,eAAe,00BAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,00BAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,mZAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,8JAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,mmBAEf,IAAI,0BASrB,CAAA"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAsGtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAsBjC,cAAc,UAAU,CAAA;AA6WxB,eAAO,MAAM,eAAe,s1BAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,s1BAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,+ZAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,8JAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,4QAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,mmBAEf,IAAI,0BASrB,CAAA"}

package/dist/mappers/index.js

@@ -36,6 +36,7 @@ const cryptofacilities_1 = require("./cryptofacilities");
 const delta_1 = require("./delta");
 const deribit_1 = require("./deribit");
 const dydx_1 = require("./dydx");
+const dydxv4_1 = require("./dydxv4");
 const ftx_1 = require("./ftx");
 const gateio_1 = require("./gateio");
 const gateiofutures_1 = require("./gateiofutures");
@@ -153,6 +154,7 @@ const tradesMappers = {
     upbit: () => new upbit_1.UpbitTradesMapper(),
     ascendex: () => new ascendex_1.AscendexTradesMapper(),
     dydx: () => new dydx_1.DydxTradesMapper(),
+    'dydx-v4': () => new dydxv4_1.DydxV4TradesMapper(),
     serum: () => new serum_1.SerumTradesMapper('serum'),
     'star-atlas': () => new serum_1.SerumTradesMapper('star-atlas'),
     mango: () => new serum_1.SerumTradesMapper('mango'),
@@ -224,6 +226,7 @@ const bookChangeMappers = {
     upbit: () => new upbit_1.UpbitBookChangeMapper(),
     ascendex: () => new ascendex_1.AscendexBookChangeMapper(),
     dydx: () => new dydx_1.DydxBookChangeMapper(),
+    'dydx-v4': () => new dydxv4_1.DydxV4BookChangeMapper(),
     serum: () => new serum_1.SerumBookChangeMapper('serum'),
     'star-atlas': () => new serum_1.SerumBookChangeMapper('star-atlas'),
     mango: () => new serum_1.SerumBookChangeMapper('mango'),
@@ -260,6 +263,7 @@ const derivativeTickersMappers = {
     coinflex: () => new coinflex_1.CoinflexDerivativeTickerMapper(),
     ascendex: () => new ascendex_1.AscendexDerivativeTickerMapper(),
     dydx: () => new dydx_1.DydxDerivativeTickerMapper(),
+    'dydx-v4': () => new dydxv4_1.DydxV4DerivativeTickerMapper(),
     'crypto-com-derivatives': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
     'crypto-com': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com'),
     'woo-x': () => new woox_1.WooxDerivativeTickerMapper(),
@@ -282,6 +286,7 @@ const liquidationsMappers = {
     'bitfinex-derivatives': () => new bitfinex_1.BitfinexLiquidationsMapper('bitfinex-derivatives'),
     cryptofacilities: () => cryptofacilities_1.cryptofacilitiesLiquidationsMapper,
     'huobi-dm': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm'),
+    'dydx-v4': () => new dydxv4_1.DydxV4LiquidationsMapper(),
     'huobi-dm-swap': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm-swap'),
     'huobi-dm-linear-swap': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm-linear-swap'),
     bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5LiquidationsMapper('bybit') : new bybit_1.BybitLiquidationsMapper('bybit'),

package/dist/mappers/index.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/dydx_v4.d.ts

@@ -0,0 +1,8 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class DydxV4RealTimeFeed extends RealTimeFeedBase {
+    protected readonly wssURL = "wss://indexer.dydx.trade/v4/ws";
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected messageIsError(message: any): boolean;
+}
+//# sourceMappingURL=dydx_v4.d.ts.map

package/dist/realtimefeeds/dydx_v4.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"dydx_v4.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/dydx_v4.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,QAAQ,CAAC,MAAM,oCAAmC;IAE5D,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA6BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}

package/dist/realtimefeeds/dydx_v4.js

@@ -0,0 +1,40 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DydxV4RealTimeFeed = void 0;
+const realtimefeed_1 = require("./realtimefeed");
+class DydxV4RealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://indexer.dydx.trade/v4/ws';
+    }
+    mapToSubscribeMessages(filters) {
+        const subs = filters
+            .map((filter) => {
+            if (filter.channel === 'v4_markets') {
+                return [
+                    {
+                        type: 'subscribe',
+                        channel: 'v4_markets'
+                    }
+                ];
+            }
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('DydxV4RealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter.symbols.map((symbol) => {
+                return {
+                    type: 'subscribe',
+                    channel: filter.channel,
+                    id: symbol
+                };
+            });
+        })
+            .flatMap((f) => f);
+        return subs;
+    }
+    messageIsError(message) {
+        return message.type === 'error';
+    }
+}
+exports.DydxV4RealTimeFeed = DydxV4RealTimeFeed;
+//# sourceMappingURL=dydx_v4.js.map

package/dist/realtimefeeds/dydx_v4.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"dydx_v4.js","sourceRoot":"","sources":["../../src/realtimefeeds/dydx_v4.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACqB,WAAM,GAAG,gCAAgC,CAAA;IAkC9D,CAAC;IAhCW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,YAAY,EAAE;gBACnC,OAAO;oBACL;wBACE,IAAI,EAAE,WAAW;wBACjB,OAAO,EAAE,YAAY;qBACtB;iBACF,CAAA;aACF;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,wFAAwF,CAAC,CAAA;aAC1G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,IAAI,EAAE,WAAW;oBACjB,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,EAAE,EAAE,MAAM;iBACX,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;CACF;AAnCD,gDAmCC"}

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;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"}
+{"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;AAwB7C,cAAc,gBAAgB,CAAA;AA8D9B,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

@@ -52,6 +52,7 @@ const blockchaincom_1 = require("./blockchaincom");
 const binanceeuropeanoptions_1 = require("./binanceeuropeanoptions");
 const okexspreads_1 = require("./okexspreads");
 const kucoinfutures_1 = require("./kucoinfutures");
+const dydx_v4_1 = require("./dydx_v4");
 __exportStar(require("./realtimefeed"), exports);
 const realTimeFeedsMap = {
     bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -107,7 +108,8 @@ const realTimeFeedsMap = {
     'blockchain-com': blockchaincom_1.BlockchainComRealTimeFeed,
     'binance-european-options': binanceeuropeanoptions_1.BinanceEuropeanOptionsRealTimeFeed,
     'okex-spreads': okexspreads_1.OkexSpreadsRealTimeFeed,
-    'kucoin-futures': kucoinfutures_1.KucoinFuturesRealTimeFeed
+    'kucoin-futures': kucoinfutures_1.KucoinFuturesRealTimeFeed,
+    'dydx-v4': dydx_v4_1.DydxV4RealTimeFeed
 };
 function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AACA,uCAMkB;AAClB,6CAAqD;AACrD,yCAAiD;AACjD,yCAAiD;AACjD,qCAA6C;AAC7C,yCAAiD;AACjD,mCAAwG;AACxG,yCAAiD;AACjD,yDAAiE;AACjE,uCAAmD;AACnD,+BAA0D;AAC1D,qCAA6C;AAC7C,qCAA6C;AAC7C,mCAMgB;AAChB,qCAA6C;AAC7C,iCAAsF;AAEtF,qCAA6C;AAC7C,mCAA2C;AAC3C,qCAA6C;AAC7C,mDAA2D;AAC3D,yCAAiD;AACjD,yCAAiD;AACjD,qDAA6D;AAC7D,mCAA2C;AAC3C,yCAAiD;AACjD,iCAAyC;AACzC,mCAA2C;AAC3C,2CAAmD;AACnD,mCAA2C;AAC3C,2CAAmD;AACnD,qCAA6C;AAC7C,2CAAmD;AACnD,iCAAyC;AACzC,mDAA2D;AAC3D,qEAA6E;AAC7E,+CAAuD;AACvD,mDAA2D;AAC3D,uCAA8C;AAE9C,iDAA8B;AAE9B,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,2BAAkB;IAC1B,OAAO,EAAE,6BAAmB;IAC5B,gBAAgB,EAAE,mCAAyB;IAC3C,YAAY,EAAE,+BAAqB;IACnC,aAAa,EAAE,mCAAsB;IACrC,iBAAiB,EAAE,oCAA0B;IAC7C,kBAAkB,EAAE,qCAA2B;IAC/C,QAAQ,EAAE,+BAAoB;IAC9B,sBAAsB,EAAE,+BAAoB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,gBAAgB,EAAE,+CAA4B;IAC9C,OAAO,EAAE,iCAAuB;IAChC,GAAG,EAAE,qBAAe;IACpB,QAAQ,EAAE,uBAAiB;IAC3B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,IAAI,EAAE,uBAAgB;IACtB,cAAc,EAAE,uBAAgB;IAChC,WAAW,EAAE,uBAAgB;IAC7B,cAAc,EAAE,8BAAuB;IACvC,UAAU,EAAE,2BAAmB;IAC/B,eAAe,EAAE,+BAAuB;IACxC,sBAAsB,EAAE,qCAA6B;IACrD,KAAK,EAAE,yBAAiB;IACxB,KAAK,EAAE,6BAAqB;IAC5B,MAAM,EAAE,yBAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,KAAK,EAAE,yBAAiB;IACxB,SAAS,EAAE,2BAAkB;IAC7B,iBAAiB,EAAE,yCAAyB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,iBAAiB,EAAE,2CAA0B;IAC7C,KAAK,EAAE,yBAAiB;IACxB,QAAQ,EAAE,+BAAoB;IAC9B,IAAI,EAAE,uBAAgB;IACtB,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAqB;IACnC,kBAAkB,EAAE,kCAA0B;IAC9C,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAyB;IACvC,eAAe,EAAE,oCAA4B;IAC7C,YAAY,EAAE,iCAAqB;IACnC,wBAAwB,EAAE,iCAAqB;IAC/C,MAAM,EAAE,2BAAkB;IAC1B,SAAS,EAAE,iCAAqB;IAChC,OAAO,EAAE,uBAAgB;IACzB,gBAAgB,EAAE,yCAAyB;IAC3C,0BAA0B,EAAE,2DAAkC;IAC9D,cAAc,EAAE,qCAAuB;IACvC,gBAAgB,EAAE,yCAAyB;IAC3C,SAAS,EAAE,4BAAkB;CAC9B,CAAA;AAED,SAAgB,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE;QAC9B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;KACnC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAND,wDAMC;AAED,SAAgB,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AATD,gDASC;AAED,SAAgB,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC;AAFD,wDAEC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.29.15",
+  "version": "13.30.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -42,6 +42,7 @@ export const EXCHANGES = [
   'upbit',
   'ascendex',
   'dydx',
+  'dydx-v4',
   'serum',
   'mango',
   'huobi-dm-options',
@@ -111,7 +112,8 @@ const DERIBIT_CHANNELS = [
   'trades',
   'ticker',
   'quote',
-  'platform_state'
+  'platform_state',
+  'instrument.state.any'
 ] as const
 
 const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'] as const
@@ -404,6 +406,7 @@ const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv
 const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'] as const
 const ASCENDEX_CHANNELS = ['trades', 'depth-realtime', 'depth-snapshot-realtime', 'bbo', 'futures-pricing-data'] as const
 const DYDX_CHANNELS = ['v3_trades', 'v3_orderbook', 'v3_markets'] as const
+const DYDX_V4_CHANNELS = ['v4_trades', 'v4_orderbook', 'v4_markets'] as const
 const SERUM_CHANNELS = [
   'recent_trades',
   'trade',
@@ -434,7 +437,7 @@ const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_inte
 
 const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt']
 
-const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']
+const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding', 'estimatedfunding']
 
 const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']
 
@@ -511,6 +514,7 @@ export const EXCHANGE_CHANNELS_INFO = {
   upbit: UPBIT_CHANNELS,
   ascendex: ASCENDEX_CHANNELS,
   dydx: DYDX_CHANNELS,
+  'dydx-v4': DYDX_V4_CHANNELS,
   serum: SERUM_CHANNELS,
   'star-atlas': SERUM_CHANNELS,
   'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,

package/src/mappers/cryptocom.ts

@@ -174,6 +174,10 @@ export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-deriv
       {
         channel: 'funding',
         symbols
+      } as const,
+      {
+        channel: 'estimatedfunding',
+        symbols
       } as const
     ]
 
@@ -181,7 +185,12 @@ export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-deriv
   }
 
   *map(
-    message: CryptoComDerivativesTickerMessage | CryptoComIndexMessage | CryptoComMarkPriceMessage | CryptoComFundingMessage,
+    message:
+      | CryptoComDerivativesTickerMessage
+      | CryptoComIndexMessage
+      | CryptoComMarkPriceMessage
+      | CryptoComFundingMessage
+      | CryptoComEstFundingMessage,
     localTimestamp: Date
   ): IterableIterator<DerivativeTicker> {
     if (message.result.channel === 'index') {
@@ -220,6 +229,11 @@ export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-deriv
         pendingTickerInfo.updateFundingTimestamp(nextFundingTimestamp)
       }
     }
+    if (message.result.channel === 'estimatedfunding') {
+      if (message.result.data[0] && message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
+        pendingTickerInfo.updatePredictedFundingRate(Number(message.result.data[0].v))
+      }
+    }
 
     pendingTickerInfo.updateTimestamp(new Date(message.result.data[0].t))
 
@@ -406,3 +420,15 @@ type CryptoComFundingMessage = {
     data: [{ v: '0.00000700'; t: 1653992579000 }]
   }
 }
+
+type CryptoComEstFundingMessage = {
+  id: 1
+  method: 'subscribe'
+  code: 0
+  result: {
+    instrument_name: 'AAVEUSD-PERP'
+    subscription: 'estimatedfunding.AAVEUSD-PERP'
+    channel: 'estimatedfunding'
+    data: [{ v: '0.000039493'; t: 1727308799000 }]
+  }
+}