tardis-dev 13.29.16 → 13.30.0

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": "13.29.16",
+  "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',
@@ -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/dydxv4.ts

@@ -0,0 +1,339 @@
+import { upperCaseSymbols } from '../handy'
+import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types'
+import { Mapper, PendingTickerInfoHelper } from './mapper'
+
+export class DydxV4TradesMapper implements Mapper<'dydx-v4', Trade> {
+  canHandle(message: DyDxTrade) {
+    return message.channel === 'v4_trades' && message.type === 'channel_data'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'v4_trades',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: DyDxTrade, localTimestamp: Date): IterableIterator<Trade> {
+    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
+      }
+    }
+  }
+}
+
+function mapSnapshotPriceLevel(level: { price: string; size: string }) {
+  return {
+    price: Number(level.price),
+    amount: Number(level.size)
+  }
+}
+
+function mapUpdatePriceLevel(level: [string, string]) {
+  return {
+    price: Number(level[0]),
+    amount: Number(level[1])
+  }
+}
+export class DydxV4BookChangeMapper implements Mapper<'dydx-v4', BookChange> {
+  canHandle(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate) {
+    return message.channel === 'v4_orderbook'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'v4_orderbook',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: DyDxOrderbookSnapshot | DyDxOrderBookUpdate, localTimestamp: Date): IterableIterator<BookChange> {
+    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: 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
+      }
+    }
+  }
+}
+
+export class DydxV4DerivativeTickerMapper implements Mapper<'dydx-v4', DerivativeTicker> {
+  private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
+
+  canHandle(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade) {
+    return message.channel === 'v4_markets' || (message.channel === 'v4_trades' && message.type === 'channel_data')
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'v4_markets',
+        symbols: [] as string[]
+      } as const,
+      {
+        channel: 'v4_trades',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: DydxMarketsSnapshot | DyDxMarketsUpdate | DyDxTrade, localTimestamp: Date): IterableIterator<DerivativeTicker> {
+    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 as any)[key] as DydxMarketsSnapshotContent | DydxMarketTradeUpdate
+
+        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 as any)[key] as OraclePriceInfo
+        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)
+        }
+      }
+    }
+  }
+}
+
+export class DydxV4LiquidationsMapper implements Mapper<'dydx-v4', Liquidation> {
+  canHandle(message: DyDxTrade) {
+    return message.channel === 'v4_trades' && message.type === 'channel_data'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'v4_trades',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: DyDxTrade, localTimestamp: Date): IterableIterator<Liquidation> {
+    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
+        }
+      }
+    }
+  }
+}
+
+type DyDxTrade = {
+  type: 'channel_data'
+  connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9'
+  message_id: 15897
+  id: 'BTC-USD'
+  channel: 'v4_trades'
+  version: '2.1.0'
+  contents: {
+    trades: [
+      {
+        id: '0165e6170000000200000002'
+        size: '0.0001'
+        price: '60392'
+        side: 'BUY' | 'SELL'
+        createdAt: '2024-08-23T00:00:57.627Z'
+        type: 'LIMIT' | 'LIQUIDATED'
+      }
+    ]
+  }
+}
+
+type DyDxOrderbookSnapshot = {
+  type: 'subscribed'
+  connection_id: '67838890-75de-4bf3-a638-d7bcdea5f245'
+  message_id: 7
+  channel: 'v4_orderbook'
+  id: 'GRT-USD'
+  contents: {
+    bids: [{ price: '0.1547'; size: '35520' }]
+    asks: [{ price: '0.155'; size: '3220' }]
+  }
+}
+
+type DyDxOrderBookUpdate = {
+  type: 'channel_data'
+  connection_id: '00908030-4a70-43aa-9263-8ccdf57b5d40'
+  message_id: 10290
+  id: 'EOS-USD'
+  channel: 'v4_orderbook'
+  version: '1.0.0'
+  contents: { bids: [['0.1003', '2017130']]; asks: undefined | [['0.1003', '2017130']] }
+}
+
+type DydxMarketsSnapshot = {
+  type: 'subscribed'
+  connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9'
+  message_id: 17
+  channel: 'v4_markets'
+  contents: {
+    markets: {
+      [key: string]: DydxMarketsSnapshotContent
+    }
+  }
+}
+type DydxMarketsSnapshotContent = {
+  clobPairId: '0'
+  ticker: 'BTC-USD'
+  status: 'ACTIVE'
+  oraclePrice: '60387.51779'
+  priceChange24H: '-782.58326'
+  volume24H: '247515340.0835'
+  trades24H: 73556
+  nextFundingRate: '0.00001351666666666667'
+  initialMarginFraction: '0.05'
+  maintenanceMarginFraction: '0.03'
+  openInterest: '648.2389'
+  atomicResolution: -10
+  quantumConversionExponent: -9
+  tickSize: '1'
+  stepSize: '0.0001'
+  stepBaseQuantums: 1000000
+  subticksPerTick: 100000
+  marketType: 'CROSS'
+  openInterestLowerCap: '0'
+  openInterestUpperCap: '0'
+  baseOpenInterest: '648.4278'
+}
+
+type DyDxMarketsUpdate =
+  | {
+      type: 'channel_data'
+      connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9'
+      message_id: 15871
+      channel: 'v4_markets'
+      version: '1.0.0'
+      contents: {
+        oraclePrices: undefined
+        trading: {
+          'ETH-USD': DydxMarketTradeUpdate
+        }
+      }
+    }
+  | {
+      type: 'channel_data'
+      connection_id: '3a2e4c0c-7579-4bf6-a570-e0979418bbe9'
+      message_id: 50
+      channel: 'v4_markets'
+      version: '1.0.0'
+      contents: {
+        trading: undefined
+        oraclePrices: {
+          'ZERO-USD': OraclePriceInfo
+        }
+      }
+    }
+
+type OraclePriceInfo = { oraclePrice: string; effectiveAt: string; effectiveAtHeight: string; marketId: number }
+
+type DydxMarketTradeUpdate = {
+  id?: string
+  clobPairId?: string
+  ticker?: string
+  marketId?: number
+  oraclePrice: undefined
+  baseAsset?: string
+  quoteAsset?: string
+  initialMarginFraction?: string
+  maintenanceMarginFraction?: string
+  basePositionSize?: string
+  incrementalPositionSize?: string
+  maxPositionSize?: string
+  openInterest?: string
+  quantumConversionExponent?: number
+  atomicResolution?: number
+  subticksPerTick?: number
+  stepBaseQuantums?: number
+  priceChange24H?: string
+  volume24H?: string
+  trades24H?: number
+  nextFundingRate?: string
+}

package/src/mappers/index.ts

@@ -67,6 +67,7 @@ import {
   deribitTradesMapper
 } from './deribit'
 import { DydxBookChangeMapper, DydxDerivativeTickerMapper, DydxTradesMapper } from './dydx'
+import { DydxV4BookChangeMapper, DydxV4DerivativeTickerMapper, DydxV4LiquidationsMapper, DydxV4TradesMapper } from './dydxv4'
 import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXLiquidationsMapper, FTXBookTickerMapper, FTXTradesMapper } from './ftx'
 import {
   GateIOBookChangeMapper,
@@ -255,6 +256,7 @@ const tradesMappers = {
   upbit: () => new UpbitTradesMapper(),
   ascendex: () => new AscendexTradesMapper(),
   dydx: () => new DydxTradesMapper(),
+  'dydx-v4': () => new DydxV4TradesMapper(),
   serum: () => new SerumTradesMapper('serum'),
   'star-atlas': () => new SerumTradesMapper('star-atlas'),
   mango: () => new SerumTradesMapper('mango'),
@@ -344,6 +346,7 @@ const bookChangeMappers = {
   upbit: () => new UpbitBookChangeMapper(),
   ascendex: () => new AscendexBookChangeMapper(),
   dydx: () => new DydxBookChangeMapper(),
+  'dydx-v4': () => new DydxV4BookChangeMapper(),
   serum: () => new SerumBookChangeMapper('serum'),
   'star-atlas': () => new SerumBookChangeMapper('star-atlas'),
   mango: () => new SerumBookChangeMapper('mango'),
@@ -386,6 +389,7 @@ const derivativeTickersMappers = {
   coinflex: () => new CoinflexDerivativeTickerMapper(),
   ascendex: () => new AscendexDerivativeTickerMapper(),
   dydx: () => new DydxDerivativeTickerMapper(),
+  'dydx-v4': () => new DydxV4DerivativeTickerMapper(),
   'crypto-com-derivatives': () => new CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
   'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com'),
   'woo-x': () => new WooxDerivativeTickerMapper(),
@@ -411,6 +415,7 @@ const liquidationsMappers = {
   'bitfinex-derivatives': () => new BitfinexLiquidationsMapper('bitfinex-derivatives'),
   cryptofacilities: () => cryptofacilitiesLiquidationsMapper,
   'huobi-dm': () => new HuobiLiquidationsMapper('huobi-dm'),
+  'dydx-v4': () => new DydxV4LiquidationsMapper(),
   'huobi-dm-swap': () => new HuobiLiquidationsMapper('huobi-dm-swap'),
   'huobi-dm-linear-swap': () => new HuobiLiquidationsMapper('huobi-dm-linear-swap'),
   bybit: (localTimestamp: Date) =>