tardis-dev 13.29.16 → 13.30.0
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 +3 -2
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +5 -1
- package/dist/consts.js.map +1 -1
- 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/dydxv4.d.ts +177 -0
- package/dist/mappers/dydxv4.d.ts.map +1 -0
- package/dist/mappers/dydxv4.js +189 -0
- package/dist/mappers/dydxv4.js.map +1 -0
- package/dist/mappers/huobi.d.ts +3 -3
- package/dist/mappers/index.d.ts +4 -4
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +5 -0
- package/dist/mappers/index.js.map +1 -1
- package/dist/realtimefeeds/dydx_v4.d.ts +8 -0
- package/dist/realtimefeeds/dydx_v4.d.ts.map +1 -0
- package/dist/realtimefeeds/dydx_v4.js +40 -0
- package/dist/realtimefeeds/dydx_v4.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 +5 -1
- package/src/mappers/dydxv4.ts +339 -0
- package/src/mappers/index.ts +5 -0
- package/src/realtimefeeds/dydx_v4.ts +39 -0
- package/src/realtimefeeds/index.ts +3 -1
package/dist/consts.d.ts
CHANGED
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@@ -1,8 +1,8 @@
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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", "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"];
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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", "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"];
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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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-
deribit: readonly ["book", "deribit_price_index", "deribit_price_ranking", "deribit_volatility_index", "estimated_expiration_price", "markprice.options", "perpetual", "trades", "ticker", "quote", "platform_state"];
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deribit: readonly ["book", "deribit_price_index", "deribit_price_ranking", "deribit_volatility_index", "estimated_expiration_price", "markprice.options", "perpetual", "trades", "ticker", "quote", "platform_state", "instrument.state.any"];
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cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
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bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
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kraken: readonly ["trade", "ticker", "book", "spread"];
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@@ -41,6 +41,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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upbit: readonly ["trade", "orderbook", "ticker"];
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ascendex: readonly ["trades", "depth-realtime", "depth-snapshot-realtime", "bbo", "futures-pricing-data"];
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dydx: readonly ["v3_trades", "v3_orderbook", "v3_markets"];
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+
'dydx-v4': readonly ["v4_trades", "v4_orderbook", "v4_markets"];
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serum: readonly ["recent_trades", "trade", "quote", "l2snapshot", "l2update", "l3snapshot", "open", "fill", "change", "done"];
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'star-atlas': readonly ["recent_trades", "trade", "quote", "l2snapshot", "l2update", "l3snapshot", "open", "fill", "change", "done"];
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'huobi-dm-options': readonly ["trade", "detail", "depth", "bbo", "open_interest", "option_market_index", "option_index"];
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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,iwBAwDZ,CAAA;AAkaV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAwDlC,CAAA"}
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package/dist/consts.js
CHANGED
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@@ -45,6 +45,7 @@ exports.EXCHANGES = [
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'upbit',
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'ascendex',
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'dydx',
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'dydx-v4',
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'serum',
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'mango',
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'huobi-dm-options',
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@@ -109,7 +110,8 @@ const DERIBIT_CHANNELS = [
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'trades',
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'ticker',
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'quote',
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-
'platform_state'
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'platform_state',
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'instrument.state.any'
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];
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const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'];
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const OKEX_CHANNELS = [
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@@ -372,6 +374,7 @@ const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv
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const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'];
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const ASCENDEX_CHANNELS = ['trades', 'depth-realtime', 'depth-snapshot-realtime', 'bbo', 'futures-pricing-data'];
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const DYDX_CHANNELS = ['v3_trades', 'v3_orderbook', 'v3_markets'];
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const DYDX_V4_CHANNELS = ['v4_trades', 'v4_orderbook', 'v4_markets'];
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const SERUM_CHANNELS = [
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'recent_trades',
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'trade',
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@@ -467,6 +470,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
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upbit: UPBIT_CHANNELS,
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ascendex: ASCENDEX_CHANNELS,
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dydx: DYDX_CHANNELS,
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'dydx-v4': DYDX_V4_CHANNELS,
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serum: SERUM_CHANNELS,
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'star-atlas': SERUM_CHANNELS,
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'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,
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package/dist/consts.js.map
CHANGED
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-
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+
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|
package/dist/mappers/bybit.d.ts
CHANGED
|
@@ -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-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";
|
|
25
|
+
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";
|
|
26
26
|
readonly isSnapshot: boolean;
|
|
27
27
|
readonly bids: {
|
|
28
28
|
price: number;
|
|
@@ -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-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";
|
|
103
|
+
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";
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readonly isSnapshot: boolean;
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readonly bids: {
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price: number;
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@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
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map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
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readonly type: "book_change";
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readonly symbol: "RENUSDT";
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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" | "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";
|
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24
|
+
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";
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readonly isSnapshot: true;
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readonly bids: {
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price: number;
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@@ -21,7 +21,7 @@ export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' |
|
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21
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map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
|
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22
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readonly type: "book_change";
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readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
|
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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" | "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";
|
|
24
|
+
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";
|
|
25
25
|
readonly isSnapshot: boolean;
|
|
26
26
|
readonly bids: {
|
|
27
27
|
price: number;
|
|
@@ -0,0 +1,177 @@
|
|
|
1
|
+
import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types';
|
|
2
|
+
import { Mapper } from './mapper';
|
|
3
|
+
export declare class DydxV4TradesMapper implements Mapper<'dydx-v4', Trade> {
|
|
4
|
+
canHandle(message: DyDxTrade): boolean;
|
|
5
|
+
getFilters(symbols?: string[]): {
|
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6
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+
readonly channel: "v4_trades";
|
|
7
|
+
readonly symbols: string[] | undefined;
|
|
8
|
+
}[];
|
|
9
|
+
map(message: DyDxTrade, localTimestamp: Date): IterableIterator<Trade>;
|
|
10
|
+
}
|
|
11
|
+
export declare class DydxV4BookChangeMapper implements Mapper<'dydx-v4', BookChange> {
|
|
12
|
+
canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate): boolean;
|
|
13
|
+
getFilters(symbols?: string[]): {
|
|
14
|
+
readonly channel: "v4_orderbook";
|
|
15
|
+
readonly symbols: string[] | undefined;
|
|
16
|
+
}[];
|
|
17
|
+
map(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate, localTimestamp: Date): IterableIterator<BookChange>;
|
|
18
|
+
}
|
|
19
|
+
export declare class DydxV4DerivativeTickerMapper implements Mapper<'dydx-v4', DerivativeTicker> {
|
|
20
|
+
private readonly pendingTickerInfoHelper;
|
|
21
|
+
canHandle(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade): boolean;
|
|
22
|
+
getFilters(symbols?: string[]): ({
|
|
23
|
+
readonly channel: "v4_markets";
|
|
24
|
+
readonly symbols: string[];
|
|
25
|
+
} | {
|
|
26
|
+
readonly channel: "v4_trades";
|
|
27
|
+
readonly symbols: string[] | undefined;
|
|
28
|
+
})[];
|
|
29
|
+
map(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade, localTimestamp: Date): IterableIterator<DerivativeTicker>;
|
|
30
|
+
}
|
|
31
|
+
export declare class DydxV4LiquidationsMapper implements Mapper<'dydx-v4', Liquidation> {
|
|
32
|
+
canHandle(message: DyDxTrade): boolean;
|
|
33
|
+
getFilters(symbols?: string[]): {
|
|
34
|
+
readonly channel: "v4_trades";
|
|
35
|
+
readonly symbols: string[] | undefined;
|
|
36
|
+
}[];
|
|
37
|
+
map(message: DyDxTrade, localTimestamp: Date): IterableIterator<Liquidation>;
|
|
38
|
+
}
|
|
39
|
+
type DyDxTrade = {
|
|
40
|
+
type: 'channel_data';
|
|
41
|
+
connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9';
|
|
42
|
+
message_id: 15897;
|
|
43
|
+
id: 'BTC-USD';
|
|
44
|
+
channel: 'v4_trades';
|
|
45
|
+
version: '2.1.0';
|
|
46
|
+
contents: {
|
|
47
|
+
trades: [
|
|
48
|
+
{
|
|
49
|
+
id: '0165e6170000000200000002';
|
|
50
|
+
size: '0.0001';
|
|
51
|
+
price: '60392';
|
|
52
|
+
side: 'BUY' | 'SELL';
|
|
53
|
+
createdAt: '2024-08-23T00:00:57.627Z';
|
|
54
|
+
type: 'LIMIT' | 'LIQUIDATED';
|
|
55
|
+
}
|
|
56
|
+
];
|
|
57
|
+
};
|
|
58
|
+
};
|
|
59
|
+
type DyDxOrderbookSnapshot = {
|
|
60
|
+
type: 'subscribed';
|
|
61
|
+
connection_id: '67838890-75de-4bf3-a638-d7bcdea5f245';
|
|
62
|
+
message_id: 7;
|
|
63
|
+
channel: 'v4_orderbook';
|
|
64
|
+
id: 'GRT-USD';
|
|
65
|
+
contents: {
|
|
66
|
+
bids: [{
|
|
67
|
+
price: '0.1547';
|
|
68
|
+
size: '35520';
|
|
69
|
+
}];
|
|
70
|
+
asks: [{
|
|
71
|
+
price: '0.155';
|
|
72
|
+
size: '3220';
|
|
73
|
+
}];
|
|
74
|
+
};
|
|
75
|
+
};
|
|
76
|
+
type DyDxOrderBookUpdate = {
|
|
77
|
+
type: 'channel_data';
|
|
78
|
+
connection_id: '00908030-4a70-43aa-9263-8ccdf57b5d40';
|
|
79
|
+
message_id: 10290;
|
|
80
|
+
id: 'EOS-USD';
|
|
81
|
+
channel: 'v4_orderbook';
|
|
82
|
+
version: '1.0.0';
|
|
83
|
+
contents: {
|
|
84
|
+
bids: [['0.1003', '2017130']];
|
|
85
|
+
asks: undefined | [['0.1003', '2017130']];
|
|
86
|
+
};
|
|
87
|
+
};
|
|
88
|
+
type DydxMarketsSnapshot = {
|
|
89
|
+
type: 'subscribed';
|
|
90
|
+
connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9';
|
|
91
|
+
message_id: 17;
|
|
92
|
+
channel: 'v4_markets';
|
|
93
|
+
contents: {
|
|
94
|
+
markets: {
|
|
95
|
+
[key: string]: DydxMarketsSnapshotContent;
|
|
96
|
+
};
|
|
97
|
+
};
|
|
98
|
+
};
|
|
99
|
+
type DydxMarketsSnapshotContent = {
|
|
100
|
+
clobPairId: '0';
|
|
101
|
+
ticker: 'BTC-USD';
|
|
102
|
+
status: 'ACTIVE';
|
|
103
|
+
oraclePrice: '60387.51779';
|
|
104
|
+
priceChange24H: '-782.58326';
|
|
105
|
+
volume24H: '247515340.0835';
|
|
106
|
+
trades24H: 73556;
|
|
107
|
+
nextFundingRate: '0.00001351666666666667';
|
|
108
|
+
initialMarginFraction: '0.05';
|
|
109
|
+
maintenanceMarginFraction: '0.03';
|
|
110
|
+
openInterest: '648.2389';
|
|
111
|
+
atomicResolution: -10;
|
|
112
|
+
quantumConversionExponent: -9;
|
|
113
|
+
tickSize: '1';
|
|
114
|
+
stepSize: '0.0001';
|
|
115
|
+
stepBaseQuantums: 1000000;
|
|
116
|
+
subticksPerTick: 100000;
|
|
117
|
+
marketType: 'CROSS';
|
|
118
|
+
openInterestLowerCap: '0';
|
|
119
|
+
openInterestUpperCap: '0';
|
|
120
|
+
baseOpenInterest: '648.4278';
|
|
121
|
+
};
|
|
122
|
+
type DyDxMarketsUpdate = {
|
|
123
|
+
type: 'channel_data';
|
|
124
|
+
connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9';
|
|
125
|
+
message_id: 15871;
|
|
126
|
+
channel: 'v4_markets';
|
|
127
|
+
version: '1.0.0';
|
|
128
|
+
contents: {
|
|
129
|
+
oraclePrices: undefined;
|
|
130
|
+
trading: {
|
|
131
|
+
'ETH-USD': DydxMarketTradeUpdate;
|
|
132
|
+
};
|
|
133
|
+
};
|
|
134
|
+
} | {
|
|
135
|
+
type: 'channel_data';
|
|
136
|
+
connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9';
|
|
137
|
+
message_id: 50;
|
|
138
|
+
channel: 'v4_markets';
|
|
139
|
+
version: '1.0.0';
|
|
140
|
+
contents: {
|
|
141
|
+
trading: undefined;
|
|
142
|
+
oraclePrices: {
|
|
143
|
+
'ZERO-USD': OraclePriceInfo;
|
|
144
|
+
};
|
|
145
|
+
};
|
|
146
|
+
};
|
|
147
|
+
type OraclePriceInfo = {
|
|
148
|
+
oraclePrice: string;
|
|
149
|
+
effectiveAt: string;
|
|
150
|
+
effectiveAtHeight: string;
|
|
151
|
+
marketId: number;
|
|
152
|
+
};
|
|
153
|
+
type DydxMarketTradeUpdate = {
|
|
154
|
+
id?: string;
|
|
155
|
+
clobPairId?: string;
|
|
156
|
+
ticker?: string;
|
|
157
|
+
marketId?: number;
|
|
158
|
+
oraclePrice: undefined;
|
|
159
|
+
baseAsset?: string;
|
|
160
|
+
quoteAsset?: string;
|
|
161
|
+
initialMarginFraction?: string;
|
|
162
|
+
maintenanceMarginFraction?: string;
|
|
163
|
+
basePositionSize?: string;
|
|
164
|
+
incrementalPositionSize?: string;
|
|
165
|
+
maxPositionSize?: string;
|
|
166
|
+
openInterest?: string;
|
|
167
|
+
quantumConversionExponent?: number;
|
|
168
|
+
atomicResolution?: number;
|
|
169
|
+
subticksPerTick?: number;
|
|
170
|
+
stepBaseQuantums?: number;
|
|
171
|
+
priceChange24H?: string;
|
|
172
|
+
volume24H?: string;
|
|
173
|
+
trades24H?: number;
|
|
174
|
+
nextFundingRate?: string;
|
|
175
|
+
};
|
|
176
|
+
export {};
|
|
177
|
+
//# sourceMappingURL=dydxv4.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dydxv4.d.ts","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC3E,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAE1D,qBAAa,kBAAmB,YAAW,MAAM,CAAC,SAAS,EAAE,KAAK,CAAC;IACjE,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAeD,qBAAa,sBAAuB,YAAW,MAAM,CAAC,SAAS,EAAE,UAAU,CAAC;IAC1E,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB;IAI9D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAiC/G;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,SAAS,EAAE,gBAAgB,CAAC;IACtF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS;IAItE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAgD7H;AAED,qBAAa,wBAAyB,YAAW,MAAM,CAAC,SAAS,EAAE,WAAW,CAAC;IAC7E,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAiB9E;AAED,KAAK,SAAS,GAAG;IACf,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,KAAK,CAAA;IACjB,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,WAAW,CAAA;IACpB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QACR,MAAM,EAAE;YACN;gBACE,EAAE,EAAE,0BAA0B,CAAA;gBAC9B,IAAI,EAAE,QAAQ,CAAA;gBACd,KAAK,EAAE,OAAO,CAAA;gBACd,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;gBACpB,SAAS,EAAE,0BAA0B,CAAA;gBACrC,IAAI,EAAE,OAAO,GAAG,YAAY,CAAA;aAC7B;SACF,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,EAAE,EAAE,SAAS,CAAA;IACb,QAAQ,EAAE;QACR,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,QAAQ,CAAC;YAAC,IAAI,EAAE,OAAO,CAAA;SAAE,CAAC,CAAA;QAC1C,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,OAAO,CAAC;YAAC,IAAI,EAAE,MAAM,CAAA;SAAE,CAAC,CAAA;KACzC,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,KAAK,CAAA;IACjB,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QAAE,IAAI,EAAE,CAAC,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;QAAC,IAAI,EAAE,SAAS,GAAG,CAAC,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAA;KAAE,CAAA;CACvF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,EAAE,CAAA;IACd,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,OAAO,EAAE;YACP,CAAC,GAAG,EAAE,MAAM,GAAG,0BAA0B,CAAA;SAC1C,CAAA;KACF,CAAA;CACF,CAAA;AACD,KAAK,0BAA0B,GAAG;IAChC,UAAU,EAAE,GAAG,CAAA;IACf,MAAM,EAAE,SAAS,CAAA;IACjB,MAAM,EAAE,QAAQ,CAAA;IAChB,WAAW,EAAE,aAAa,CAAA;IAC1B,cAAc,EAAE,YAAY,CAAA;IAC5B,SAAS,EAAE,gBAAgB,CAAA;IAC3B,SAAS,EAAE,KAAK,CAAA;IAChB,eAAe,EAAE,wBAAwB,CAAA;IACzC,qBAAqB,EAAE,MAAM,CAAA;IAC7B,yBAAyB,EAAE,MAAM,CAAA;IACjC,YAAY,EAAE,UAAU,CAAA;IACxB,gBAAgB,EAAE,CAAC,EAAE,CAAA;IACrB,yBAAyB,EAAE,CAAC,CAAC,CAAA;IAC7B,QAAQ,EAAE,GAAG,CAAA;IACb,QAAQ,EAAE,QAAQ,CAAA;IAClB,gBAAgB,EAAE,OAAO,CAAA;IACzB,eAAe,EAAE,MAAM,CAAA;IACvB,UAAU,EAAE,OAAO,CAAA;IACnB,oBAAoB,EAAE,GAAG,CAAA;IACzB,oBAAoB,EAAE,GAAG,CAAA;IACzB,gBAAgB,EAAE,UAAU,CAAA;CAC7B,CAAA;AAED,KAAK,iBAAiB,GAClB;IACE,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,KAAK,CAAA;IACjB,OAAO,EAAE,YAAY,CAAA;IACrB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QACR,YAAY,EAAE,SAAS,CAAA;QACvB,OAAO,EAAE;YACP,SAAS,EAAE,qBAAqB,CAAA;SACjC,CAAA;KACF,CAAA;CACF,GACD;IACE,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,EAAE,CAAA;IACd,OAAO,EAAE,YAAY,CAAA;IACrB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QACR,OAAO,EAAE,SAAS,CAAA;QAClB,YAAY,EAAE;YACZ,UAAU,EAAE,eAAe,CAAA;SAC5B,CAAA;KACF,CAAA;CACF,CAAA;AAEL,KAAK,eAAe,GAAG;IAAE,WAAW,EAAE,MAAM,CAAC;IAAC,WAAW,EAAE,MAAM,CAAC;IAAC,iBAAiB,EAAE,MAAM,CAAC;IAAC,QAAQ,EAAE,MAAM,CAAA;CAAE,CAAA;AAEhH,KAAK,qBAAqB,GAAG;IAC3B,EAAE,CAAC,EAAE,MAAM,CAAA;IACX,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,SAAS,CAAA;IACtB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,qBAAqB,CAAC,EAAE,MAAM,CAAA;IAC9B,yBAAyB,CAAC,EAAE,MAAM,CAAA;IAClC,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,uBAAuB,CAAC,EAAE,MAAM,CAAA;IAChC,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,yBAAyB,CAAC,EAAE,MAAM,CAAA;IAClC,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,eAAe,CAAC,EAAE,MAAM,CAAA;CACzB,CAAA"}
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1
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"use strict";
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2
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.DydxV4LiquidationsMapper = exports.DydxV4DerivativeTickerMapper = exports.DydxV4BookChangeMapper = exports.DydxV4TradesMapper = void 0;
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4
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const handy_1 = require("../handy");
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const mapper_1 = require("./mapper");
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class DydxV4TradesMapper {
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7
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canHandle(message) {
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return message.channel === 'v4_trades' && message.type === 'channel_data';
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}
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getFilters(symbols) {
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symbols = (0, handy_1.upperCaseSymbols)(symbols);
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return [
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{
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channel: 'v4_trades',
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symbols
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}
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];
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}
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*map(message, localTimestamp) {
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for (let trade of message.contents.trades) {
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yield {
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type: 'trade',
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symbol: message.id,
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exchange: 'dydx-v4',
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id: trade.id,
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price: Number(trade.price),
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amount: Number(trade.size),
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side: trade.side === 'SELL' ? 'sell' : 'buy',
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timestamp: trade.createdAt ? new Date(trade.createdAt) : localTimestamp,
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localTimestamp: localTimestamp
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};
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}
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}
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}
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35
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exports.DydxV4TradesMapper = DydxV4TradesMapper;
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36
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function mapSnapshotPriceLevel(level) {
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37
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return {
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price: Number(level.price),
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amount: Number(level.size)
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40
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};
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}
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42
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function mapUpdatePriceLevel(level) {
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43
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return {
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price: Number(level[0]),
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amount: Number(level[1])
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};
|
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47
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+
}
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48
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+
class DydxV4BookChangeMapper {
|
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49
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canHandle(message) {
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50
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+
return message.channel === 'v4_orderbook';
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51
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+
}
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52
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+
getFilters(symbols) {
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53
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symbols = (0, handy_1.upperCaseSymbols)(symbols);
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54
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+
return [
|
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55
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{
|
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channel: 'v4_orderbook',
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symbols
|
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58
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}
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];
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}
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61
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+
*map(message, localTimestamp) {
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62
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if (message.type === 'subscribed') {
|
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63
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yield {
|
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64
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type: 'book_change',
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65
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symbol: message.id,
|
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66
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exchange: 'dydx-v4',
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isSnapshot: true,
|
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68
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bids: message.contents.bids.map(mapSnapshotPriceLevel),
|
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69
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asks: message.contents.asks.map(mapSnapshotPriceLevel),
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timestamp: localTimestamp,
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71
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localTimestamp
|
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72
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+
};
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+
}
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else {
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75
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+
if (!message.contents) {
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return;
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77
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}
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78
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const bookChange = {
|
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79
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type: 'book_change',
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80
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+
symbol: message.id,
|
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81
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exchange: 'dydx-v4',
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82
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isSnapshot: false,
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83
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+
bids: message.contents.bids !== undefined ? message.contents.bids.map(mapUpdatePriceLevel) : [],
|
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84
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+
asks: message.contents.asks !== undefined ? message.contents.asks.map(mapUpdatePriceLevel) : [],
|
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85
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+
timestamp: localTimestamp,
|
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86
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+
localTimestamp
|
|
87
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+
};
|
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88
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+
if (bookChange.bids.length > 0 || bookChange.asks.length > 0) {
|
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89
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+
yield bookChange;
|
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90
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+
}
|
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91
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+
}
|
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92
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+
}
|
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93
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+
}
|
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94
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+
exports.DydxV4BookChangeMapper = DydxV4BookChangeMapper;
|
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95
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+
class DydxV4DerivativeTickerMapper {
|
|
96
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+
constructor() {
|
|
97
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+
this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
|
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98
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+
}
|
|
99
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+
canHandle(message) {
|
|
100
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+
return message.channel === 'v4_markets' || (message.channel === 'v4_trades' && message.type === 'channel_data');
|
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101
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+
}
|
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102
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+
getFilters(symbols) {
|
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103
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+
symbols = (0, handy_1.upperCaseSymbols)(symbols);
|
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104
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+
return [
|
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105
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+
{
|
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106
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+
channel: 'v4_markets',
|
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107
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+
symbols: []
|
|
108
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+
},
|
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109
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+
{
|
|
110
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+
channel: 'v4_trades',
|
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111
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+
symbols
|
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112
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+
}
|
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113
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+
];
|
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114
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+
}
|
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115
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+
*map(message, localTimestamp) {
|
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116
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+
if (message.channel === 'v4_trades') {
|
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117
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+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.id, 'dydx-v4');
|
|
118
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+
pendingTickerInfo.updateLastPrice(Number(message.contents.trades[message.contents.trades.length - 1].price));
|
|
119
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+
return;
|
|
120
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+
}
|
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121
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+
if (message.type === 'subscribed' || (message.type === 'channel_data' && message.contents.trading !== undefined)) {
|
|
122
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+
const contents = message.type === 'subscribed' ? message.contents.markets : message.contents.trading;
|
|
123
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+
for (const key in contents) {
|
|
124
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+
const marketInfo = contents[key];
|
|
125
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+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(key, 'dydx-v4');
|
|
126
|
+
if (marketInfo.oraclePrice !== undefined) {
|
|
127
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+
pendingTickerInfo.updateMarkPrice(Number(marketInfo.oraclePrice));
|
|
128
|
+
}
|
|
129
|
+
if (marketInfo.openInterest !== undefined) {
|
|
130
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+
pendingTickerInfo.updateOpenInterest(Number(marketInfo.openInterest));
|
|
131
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+
}
|
|
132
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+
if (marketInfo.nextFundingRate !== undefined) {
|
|
133
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+
pendingTickerInfo.updateFundingRate(Number(marketInfo.nextFundingRate));
|
|
134
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+
}
|
|
135
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+
pendingTickerInfo.updateTimestamp(localTimestamp);
|
|
136
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
137
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+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
138
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+
}
|
|
139
|
+
}
|
|
140
|
+
}
|
|
141
|
+
if (message.type === 'channel_data' && message.contents.oraclePrices !== undefined) {
|
|
142
|
+
for (const key in message.contents.oraclePrices) {
|
|
143
|
+
const oraclePriceInfo = message.contents.oraclePrices[key];
|
|
144
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(key, 'dydx-v4');
|
|
145
|
+
if (oraclePriceInfo.oraclePrice !== undefined) {
|
|
146
|
+
pendingTickerInfo.updateMarkPrice(Number(oraclePriceInfo.oraclePrice));
|
|
147
|
+
}
|
|
148
|
+
pendingTickerInfo.updateTimestamp(localTimestamp);
|
|
149
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
150
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
151
|
+
}
|
|
152
|
+
}
|
|
153
|
+
}
|
|
154
|
+
}
|
|
155
|
+
}
|
|
156
|
+
exports.DydxV4DerivativeTickerMapper = DydxV4DerivativeTickerMapper;
|
|
157
|
+
class DydxV4LiquidationsMapper {
|
|
158
|
+
canHandle(message) {
|
|
159
|
+
return message.channel === 'v4_trades' && message.type === 'channel_data';
|
|
160
|
+
}
|
|
161
|
+
getFilters(symbols) {
|
|
162
|
+
symbols = (0, handy_1.upperCaseSymbols)(symbols);
|
|
163
|
+
return [
|
|
164
|
+
{
|
|
165
|
+
channel: 'v4_trades',
|
|
166
|
+
symbols
|
|
167
|
+
}
|
|
168
|
+
];
|
|
169
|
+
}
|
|
170
|
+
*map(message, localTimestamp) {
|
|
171
|
+
for (let trade of message.contents.trades) {
|
|
172
|
+
if (trade.type === 'LIQUIDATED') {
|
|
173
|
+
yield {
|
|
174
|
+
type: 'liquidation',
|
|
175
|
+
symbol: message.id,
|
|
176
|
+
exchange: 'dydx-v4',
|
|
177
|
+
id: trade.id,
|
|
178
|
+
price: Number(trade.price),
|
|
179
|
+
amount: Number(trade.size),
|
|
180
|
+
side: trade.side === 'SELL' ? 'sell' : 'buy',
|
|
181
|
+
timestamp: trade.createdAt ? new Date(trade.createdAt) : localTimestamp,
|
|
182
|
+
localTimestamp: localTimestamp
|
|
183
|
+
};
|
|
184
|
+
}
|
|
185
|
+
}
|
|
186
|
+
}
|
|
187
|
+
}
|
|
188
|
+
exports.DydxV4LiquidationsMapper = DydxV4LiquidationsMapper;
|
|
189
|
+
//# sourceMappingURL=dydxv4.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dydxv4.js","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAE3C,qCAA0D;AAE1D,MAAa,kBAAkB;IAC7B,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE;YACzC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,KAAK,CAAC,EAAE;gBACZ,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvE,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF;AA/BD,gDA+BC;AAED,SAAS,qBAAqB,CAAC,KAAsC;IACnE,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;QAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;KAC3B,CAAA;AACH,CAAC;AAED,SAAS,mBAAmB,CAAC,KAAuB;IAClD,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;KACzB,CAAA;AACH,CAAC;AACD,MAAa,sBAAsB;IACjC,SAAS,CAAC,OAAoD;QAC5D,OAAO,OAAO,CAAC,OAAO,KAAK,cAAc,CAAA;IAC3C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAoD,EAAE,cAAoB;QAC7E,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE;YACjC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,SAAS;gBACnB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,qBAAqB,CAAC;gBACtD,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,qBAAqB,CAAC;gBACtD,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;SACF;aAAM;YACL,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE;gBACrB,OAAM;aACP;YAED,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,SAAS;gBACnB,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,EAAE;gBAC/F,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,EAAE;gBAC/F,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;YAED,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE;gBAC5D,MAAM,UAAU,CAAA;aACjB;SACF;IACH,CAAC;CACF;AAjDD,wDAiDC;AAED,MAAa,4BAA4B;IAAzC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAqE1E,CAAC;IAnEC,SAAS,CAAC,OAA4D;QACpE,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAC,CAAA;IACjH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,EAAc;aACf;YACV;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4D,EAAE,cAAoB;QACrF,IAAI,OAAO,CAAC,OAAO,KAAK,WAAW,EAAE;YACnC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,EAAE,EAAE,SAAS,CAAC,CAAA;YAClG,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAA;YAE5G,OAAM;SACP;QACD,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,QAAQ,CAAC,OAAO,KAAK,SAAS,CAAC,EAAE;YAChH,MAAM,QAAQ,GAAG,OAAO,CAAC,IAAI,KAAK,YAAY,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAA;YACpG,KAAK,MAAM,GAAG,IAAI,QAAQ,EAAE;gBAC1B,MAAM,UAAU,GAAI,QAAgB,CAAC,GAAG,CAAuD,CAAA;gBAE/F,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,GAAG,EAAE,SAAS,CAAC,CAAA;gBAE3F,IAAI,UAAU,CAAC,WAAW,KAAK,SAAS,EAAE;oBACxC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,UAAU,CAAC,WAAW,CAAC,CAAC,CAAA;iBAClE;gBACD,IAAI,UAAU,CAAC,YAAY,KAAK,SAAS,EAAE;oBACzC,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC,CAAA;iBACtE;gBAED,IAAI,UAAU,CAAC,eAAe,KAAK,SAAS,EAAE;oBAC5C,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,UAAU,CAAC,eAAe,CAAC,CAAC,CAAA;iBACxE;gBAED,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;gBAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;oBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;iBACpD;aACF;SACF;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,QAAQ,CAAC,YAAY,KAAK,SAAS,EAAE;YAClF,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,QAAQ,CAAC,YAAY,EAAE;gBAC/C,MAAM,eAAe,GAAI,OAAO,CAAC,QAAQ,CAAC,YAAoB,CAAC,GAAG,CAAoB,CAAA;gBACtF,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,GAAG,EAAE,SAAS,CAAC,CAAA;gBAC3F,IAAI,eAAe,CAAC,WAAW,KAAK,SAAS,EAAE;oBAC7C,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,eAAe,CAAC,WAAW,CAAC,CAAC,CAAA;iBACvE;gBACD,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;gBAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;oBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;iBACpD;aACF;SACF;IACH,CAAC;CACF;AAtED,oEAsEC;AAED,MAAa,wBAAwB;IACnC,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE;YACzC,IAAI,KAAK,CAAC,IAAI,KAAK,YAAY,EAAE;gBAC/B,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;oBAClB,QAAQ,EAAE,SAAS;oBACnB,EAAE,EAAE,KAAK,CAAC,EAAE;oBACZ,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;oBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;oBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;oBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;oBACvE,cAAc,EAAE,cAAc;iBAC/B,CAAA;aACF;SACF;IACH,CAAC;CACF;AAjCD,4DAiCC"}
|
package/dist/mappers/huobi.d.ts
CHANGED
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@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
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|
|
22
22
|
map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
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|
23
23
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readonly type: "book_change";
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|
24
24
|
readonly symbol: string;
|
|
25
|
-
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";
|
|
25
|
+
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";
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|
26
26
|
readonly isSnapshot: boolean;
|
|
27
27
|
readonly bids: {
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|
28
28
|
price: number;
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|
@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
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|
|
51
51
|
map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
|
|
52
52
|
readonly type: "book_change";
|
|
53
53
|
readonly symbol: string;
|
|
54
|
-
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";
|
|
54
|
+
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";
|
|
55
55
|
readonly isSnapshot: false;
|
|
56
56
|
readonly bids: {
|
|
57
57
|
price: number;
|
|
@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
|
|
|
66
66
|
} | {
|
|
67
67
|
readonly type: "book_change";
|
|
68
68
|
readonly symbol: string;
|
|
69
|
-
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";
|
|
69
|
+
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";
|
|
70
70
|
readonly isSnapshot: true;
|
|
71
71
|
readonly bids: {
|
|
72
72
|
price: number;
|
package/dist/mappers/index.d.ts
CHANGED
|
@@ -1,10 +1,10 @@
|
|
|
1
1
|
import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
|
|
2
2
|
import { Mapper } from './mapper';
|
|
3
3
|
export * from './mapper';
|
|
4
|
-
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>;
|
|
5
|
-
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>;
|
|
6
|
-
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>;
|
|
4
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+
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>;
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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>;
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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>;
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7
7
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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>;
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8
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-
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>;
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8
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+
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>;
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9
9
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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>;
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10
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//# sourceMappingURL=index.d.ts.map
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@@ -1 +1 @@
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1
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-
{"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;
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1
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+
{"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"}
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