tardis-dev 13.29.16 → 13.30.0

package/src/realtimefeeds/dydx_v4.ts

@@ -0,0 +1,39 @@
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class DydxV4RealTimeFeed extends RealTimeFeedBase {
+  protected readonly wssURL = 'wss://indexer.dydx.trade/v4/ws'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    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
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.type === 'error'
+  }
+}

package/src/realtimefeeds/index.ts

@@ -49,6 +49,7 @@ import { BlockchainComRealTimeFeed } from './blockchaincom'
 import { BinanceEuropeanOptionsRealTimeFeed } from './binanceeuropeanoptions'
 import { OkexSpreadsRealTimeFeed } from './okexspreads'
 import { KucoinFuturesRealTimeFeed } from './kucoinfutures'
+import { DydxV4RealTimeFeed } from './dydx_v4'
 
 export * from './realtimefeed'
 
@@ -108,7 +109,8 @@ const realTimeFeedsMap: {
   'blockchain-com': BlockchainComRealTimeFeed,
   'binance-european-options': BinanceEuropeanOptionsRealTimeFeed,
   'okex-spreads': OkexSpreadsRealTimeFeed,
-  'kucoin-futures': KucoinFuturesRealTimeFeed
+  'kucoin-futures': KucoinFuturesRealTimeFeed,
+  'dydx-v4': DydxV4RealTimeFeed
 }
 
 export function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed {