tardis-dev 13.31.2 → 13.32.0

package/dist/mappers/index.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/coinbase.js.map

@@ -1 +1 @@
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+{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA2B;AAE3B,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACU,oBAAe,GACrB,OAAO,CAAC,GAAG,CAAC,gBAAgB,KAAK,SAAS;YAC1C,OAAO,CAAC,GAAG,CAAC,mBAAmB,KAAK,SAAS;YAC7C,OAAO,CAAC,GAAG,CAAC,uBAAuB,KAAK,SAAS,CAAA;QAMnD,oFAAoF;QAC1E,oBAAe,GAAG;YAC1B,IAAI,EAAE,CAAC,UAAU,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,eAAe,CAAC;YACtE,MAAM,EAAE,CAAC,UAAU,EAAE,UAAU,CAAC;YAChC,OAAO,EAAE,CAAC,OAAO,EAAE,YAAY,CAAC;YAChC,MAAM,EAAE,CAAC,QAAQ,CAAC;SACnB,CAAA;IAwFH,CAAC;IAlGC,IAAc,MAAM;QAClB,OAAO,IAAI,CAAC,eAAe,CAAC,CAAC,CAAC,uCAAuC,CAAC,CAAC,CAAC,qCAAqC,CAAA;IAC/G,CAAC;IAUS,sBAAsB,CAAC,OAAyB;QACxD,MAAM,mBAAmB,GAAG,OAAO;aAChC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;aAC5G;YAED,MAAM,sBAAsB,GAC1B,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,MAAM,GAAG,CAAC,CAAA;YAC1G,MAAM,wBAAwB,GAAG,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACrF,MAAM,yBAAyB,GAAG,IAAI,CAAC,eAAe,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACvF,IAAI,OAAO,CAAA;YAEX,IAAI,sBAAsB,EAAE;gBAC1B,OAAO,GAAG,MAAM,CAAA;aACjB;iBAAM,IAAI,wBAAwB,EAAE;gBACnC,IAAI,IAAI,CAAC,eAAe,EAAE;oBACxB,OAAO,GAAG,QAAQ,CAAA;iBACnB;qBAAM;oBACL,2FAA2F;oBAC3F,OAAO,GAAG,cAAc,CAAA;iBACzB;aACF;iBAAM,IAAI,yBAAyB,EAAE;gBACpC,OAAO,GAAG,SAAS,CAAA;aACpB;iBAAM;gBACL,OAAO,GAAG,QAAQ,CAAA;aACnB;YAED,OAAO;gBACL,IAAI,EAAE,OAAO;gBACb,WAAW,EAAE,MAAM,CAAC,OAAO;aAC5B,CAAA;QACH,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE;YACxB,MAAM,gBAAgB,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;YAClE,IAAI,gBAAgB,KAAK,SAAS,EAAE;gBAClC,KAAK,MAAM,MAAM,IAAI,OAAO,CAAC,WAAW,EAAE;oBACxC,IAAI,gBAAgB,CAAC,WAAW,CAAC,QAAQ,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE;wBAC3D,gBAAgB,CAAC,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;qBAC1C;iBACF;aACF;iBAAM;gBACL,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;aACnB;YAED,OAAO,IAAI,CAAA;QACb,CAAC,EAAE,EAA+C,CAAC,CAAA;QAErD,IAAI,IAAI,CAAC,eAAe,EAAE;YACxB,MAAM,UAAU,GAAG,IAAI,CAAC,aAAa,EAAE,CAAA;YAEvC,OAAO;gBACL;oBACE,IAAI,EAAE,WAAW;oBACjB,QAAQ,EAAE,mBAAmB;oBAC7B,GAAG,UAAU;iBACd;aACF,CAAA;SACF;QAED,OAAO;YACL;gBACE,IAAI,EAAE,WAAW;gBACjB,QAAQ,EAAE,mBAAmB;aAC9B;SACF,CAAA;IACH,CAAC;IAEO,aAAa;QACnB,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,CAAA;QAC7C,MAAM,SAAS,GAAG,OAAO,CAAC,GAAG,CAAC,mBAAoB,CAAA;QAClD,MAAM,OAAO,GAAG,GAAG,SAAS,uBAAuB,CAAA;QACnD,MAAM,IAAI,GAAG,gBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC,IAAI,CAAC,SAAS,EAAE,QAAQ,CAAC,CAAC,CAAA;QAC1E,MAAM,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;QAEvD,OAAO;YACL,SAAS;YACT,GAAG,EAAE,OAAO,CAAC,GAAG,CAAC,gBAAiB;YAClC,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,uBAAwB;YAChD,SAAS;SACV,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;CACF;AAxGD,oDAwGC"}

package/dist/realtimefeeds/coinbaseinternational.d.ts

@@ -0,0 +1,10 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
+    private _hasCredentials;
+    protected get wssURL(): string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    private getAuthParams;
+    protected messageIsError(message: any): boolean;
+}
+//# sourceMappingURL=coinbaseinternational.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"coinbaseinternational.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbaseinternational.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,iCAAkC,SAAQ,gBAAgB;IACrE,OAAO,CAAC,eAAe,CAG0C;IAEjE,SAAS,KAAK,MAAM,WAEnB;IAED,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA0BlE,OAAO,CAAC,aAAa;IAgBrB,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}

package/dist/realtimefeeds/coinbaseinternational.js

@@ -0,0 +1,57 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CoinbaseInternationalRealTimeFeed = void 0;
+const crypto_1 = __importDefault(require("crypto"));
+const realtimefeed_1 = require("./realtimefeed");
+class CoinbaseInternationalRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this._hasCredentials = process.env.COINBASE_INTERNATIONAL_API_KEY !== undefined &&
+            process.env.COINBASE_INTERNATIONAL_API_SECRET !== undefined &&
+            process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE !== undefined;
+    }
+    get wssURL() {
+        return 'wss://ws-md.international.coinbase.com';
+    }
+    mapToSubscribeMessages(filters) {
+        if (this._hasCredentials == false) {
+            throw new Error('CoinbaseInternationalRealTimeFeed requires auth credentials env vars set(COINBASE_INTERNATIONAL_API_KEY, COINBASE_INTERNATIONAL_API_SECRET, COINBASE_INTERNATIONAL_API_PASSPHRASE)');
+        }
+        const authParams = this.getAuthParams();
+        return filters.map((filter) => {
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('CoinbaseInternationalRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return {
+                type: 'SUBSCRIBE',
+                product_ids: filter.symbols,
+                channels: [filter.channel],
+                signature: authParams.signature,
+                key: authParams.key,
+                time: authParams.time,
+                passphrase: authParams.passphrase
+            };
+        });
+    }
+    getAuthParams() {
+        const time = Date.now().valueOf() / 1000;
+        const apiSecret = process.env.COINBASE_INTERNATIONAL_API_SECRET;
+        const message = `${time}${process.env.COINBASE_INTERNATIONAL_API_KEY}CBINTLMD${process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE}`;
+        const hmac = crypto_1.default.createHmac('sha256', Buffer.from(apiSecret, 'base64'));
+        const signature = hmac.update(message).digest('base64');
+        return {
+            signature,
+            key: process.env.COINBASE_INTERNATIONAL_API_KEY,
+            passphrase: process.env.COINBASE_INTERNATIONAL_API_PASSPHRASE,
+            time
+        };
+    }
+    messageIsError(message) {
+        return message.type === 'REJECT';
+    }
+}
+exports.CoinbaseInternationalRealTimeFeed = CoinbaseInternationalRealTimeFeed;
+//# sourceMappingURL=coinbaseinternational.js.map

package/dist/realtimefeeds/coinbaseinternational.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"coinbaseinternational.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbaseinternational.ts"],"names":[],"mappings":";;;;;;AAAA,oDAA2B;AAE3B,iDAAiD;AAEjD,MAAa,iCAAkC,SAAQ,+BAAgB;IAAvE;;QACU,oBAAe,GACrB,OAAO,CAAC,GAAG,CAAC,8BAA8B,KAAK,SAAS;YACxD,OAAO,CAAC,GAAG,CAAC,iCAAiC,KAAK,SAAS;YAC3D,OAAO,CAAC,GAAG,CAAC,qCAAqC,KAAK,SAAS,CAAA;IAmDnE,CAAC;IAjDC,IAAc,MAAM;QAClB,OAAO,wCAAwC,CAAA;IACjD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,IAAI,IAAI,CAAC,eAAe,IAAI,KAAK,EAAE;YACjC,MAAM,IAAI,KAAK,CACb,oLAAoL,CACrL,CAAA;SACF;QAED,MAAM,UAAU,GAAG,IAAI,CAAC,aAAa,EAAE,CAAA;QAEvC,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,uGAAuG,CAAC,CAAA;aACzH;YAED,OAAO;gBACL,IAAI,EAAE,WAAW;gBACjB,WAAW,EAAE,MAAM,CAAC,OAAO;gBAC3B,QAAQ,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC;gBAC1B,SAAS,EAAE,UAAU,CAAC,SAAS;gBAC/B,GAAG,EAAE,UAAU,CAAC,GAAG;gBACnB,IAAI,EAAE,UAAU,CAAC,IAAI;gBACrB,UAAU,EAAE,UAAU,CAAC,UAAU;aAClC,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAEO,aAAa;QACnB,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,GAAG,IAAI,CAAA;QACxC,MAAM,SAAS,GAAG,OAAO,CAAC,GAAG,CAAC,iCAAkC,CAAA;QAChE,MAAM,OAAO,GAAG,GAAG,IAAI,GAAG,OAAO,CAAC,GAAG,CAAC,8BAA8B,WAAW,OAAO,CAAC,GAAG,CAAC,qCAAqC,EAAE,CAAA;QAElI,MAAM,IAAI,GAAG,gBAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,MAAM,CAAC,IAAI,CAAC,SAAS,EAAE,QAAQ,CAAC,CAAC,CAAA;QAC1E,MAAM,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAA;QAEvD,OAAO;YACL,SAAS;YACT,GAAG,EAAE,OAAO,CAAC,GAAG,CAAC,8BAA+B;YAChD,UAAU,EAAE,OAAO,CAAC,GAAG,CAAC,qCAAsC;YAC9D,IAAI;SACL,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAA;IAClC,CAAC;CACF;AAvDD,8EAuDC"}

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;AAyB7C,cAAc,gBAAgB,CAAA;AAgE9B,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;AA0B7C,cAAc,gBAAgB,CAAA;AAiE9B,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

@@ -54,6 +54,7 @@ const okexspreads_1 = require("./okexspreads");
 const kucoinfutures_1 = require("./kucoinfutures");
 const dydx_v4_1 = require("./dydx_v4");
 const bitget_1 = require("./bitget");
+const coinbaseinternational_1 = require("./coinbaseinternational");
 __exportStar(require("./realtimefeed"), exports);
 const realTimeFeedsMap = {
     bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -112,7 +113,8 @@ const realTimeFeedsMap = {
     'kucoin-futures': kucoinfutures_1.KucoinFuturesRealTimeFeed,
     'dydx-v4': dydx_v4_1.DydxV4RealTimeFeed,
     bitget: bitget_1.BitgetRealTimeFeed,
-    'bitget-futures': bitget_1.BitgetFuturesRealTimeFeed
+    'bitget-futures': bitget_1.BitgetFuturesRealTimeFeed,
+    'coinbase-international': coinbaseinternational_1.CoinbaseInternationalRealTimeFeed
 };
 function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

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

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.31.2",
+  "version": "13.32.0",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -19,6 +19,7 @@ export const EXCHANGES = [
   'bitfinex-derivatives',
   'bitfinex',
   'coinbase',
+  'coinbase-international',
   'cryptofacilities',
   'kraken',
   'bitstamp',
@@ -476,10 +477,11 @@ const KUCOIN_FUTURES_CHANNELS = [
 
 const BITGET_CHANNELS = ['trade', 'books1', 'books15']
 const BITGET_FUTURES_CHANNELS = ['trade', 'books1', 'books15', 'ticker']
-
+const COINBASE_INTERNATIONAL_CHANNELS = ['INSTRUMENTS', 'MATCH', 'FUNDING', 'RISK', 'LEVEL1', 'LEVEL2', 'CANDLES_ONE_MINUTE']
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,
   coinbase: COINBASE_CHANNELS,
+  'coinbase-international': COINBASE_INTERNATIONAL_CHANNELS,
   deribit: DERIBIT_CHANNELS,
   cryptofacilities: CRYPTOFACILITIES_CHANNELS,
   bitstamp: BITSTAMP_CHANNELS,

package/src/mappers/coinbaseinternational.ts

@@ -0,0 +1,322 @@
+import { addMinutes, upperCaseSymbols } from '../handy'
+import { BookChange, BookPriceLevel, BookTicker, DerivativeTicker, Trade } from '../types'
+import { Mapper, PendingTickerInfoHelper } from './mapper'
+
+export const coinbaseInternationalTradesMapper: Mapper<'coinbase-international', Trade> = {
+  canHandle(message: CoinbaseInternationalTradeMessage) {
+    return message.channel === 'MATCH' && message.type === 'UPDATE'
+  },
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'MATCH',
+        symbols
+      }
+    ]
+  },
+
+  *map(message: CoinbaseInternationalTradeMessage, localTimestamp: Date): IterableIterator<Trade> {
+    yield {
+      type: 'trade',
+      symbol: message.product_id,
+      exchange: 'coinbase-international',
+      id: message.match_id,
+      price: Number(message.trade_price),
+      amount: Number(message.trade_qty),
+      side: message.aggressor_side === 'SELL' ? 'sell' : message.aggressor_side === 'BUY' ? 'buy' : 'unknown',
+      timestamp: new Date(message.time),
+      localTimestamp: localTimestamp
+    }
+  }
+}
+
+const mapUpdateBookLevel = (level: CoinbaseInternationalUpdateBookLevel) => {
+  const price = Number(level[1])
+  const amount = Number(level[2])
+
+  return { price, amount }
+}
+
+const mapSnapshotBookLevel = (level: CoinbaseInternationalSnapshotBookLevel) => {
+  const price = Number(level[0])
+  const amount = Number(level[1])
+
+  return { price, amount }
+}
+
+const validAmountsOnly = (level: BookPriceLevel) => {
+  if (Number.isNaN(level.amount)) {
+    return false
+  }
+  if (level.amount < 0) {
+    return false
+  }
+
+  return true
+}
+
+export class CoinbaseInternationalBookChangMapper implements Mapper<'coinbase-international', BookChange> {
+  canHandle(message: CoinbaseInternationalLevel2Snapshot | CoinbaseInternationalLevel2Update) {
+    return message.channel === 'LEVEL2' && (message.type === 'SNAPSHOT' || message.type === 'UPDATE')
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'LEVEL2',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(
+    message: CoinbaseInternationalLevel2Snapshot | CoinbaseInternationalLevel2Update,
+    localTimestamp: Date
+  ): IterableIterator<BookChange> {
+    if (message.type === 'SNAPSHOT') {
+      let timestamp
+      if (message.time !== undefined) {
+        timestamp = new Date(message.time)
+        if (timestamp.valueOf() < 0) {
+          timestamp = localTimestamp
+        }
+      } else {
+        timestamp = localTimestamp
+      }
+
+      yield {
+        type: 'book_change',
+        symbol: message.product_id,
+        exchange: 'coinbase-international',
+        isSnapshot: true,
+        bids: message.bids.map(mapSnapshotBookLevel).filter(validAmountsOnly),
+        asks: message.asks.map(mapSnapshotBookLevel).filter(validAmountsOnly),
+        timestamp,
+        localTimestamp
+      }
+    } else {
+      let timestamp = new Date(message.time)
+
+      yield {
+        type: 'book_change',
+        symbol: message.product_id,
+        exchange: 'coinbase-international',
+        isSnapshot: false,
+        bids: message.changes.filter((c) => c[0] === 'BUY').map(mapUpdateBookLevel),
+        asks: message.changes.filter((c) => c[0] === 'SELL').map(mapUpdateBookLevel),
+        timestamp,
+        localTimestamp: localTimestamp
+      }
+    }
+  }
+}
+
+export const coinbaseInternationalBookTickerMapper: Mapper<'coinbase-international', BookTicker> = {
+  canHandle(message: CoinbaseInternationalLevel1Message) {
+    return message.channel === 'LEVEL1' && (message.type === 'SNAPSHOT' || message.type === 'UPDATE')
+  },
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'LEVEL1',
+        symbols
+      }
+    ]
+  },
+
+  *map(message: CoinbaseInternationalLevel1Message, localTimestamp: Date): IterableIterator<BookTicker> {
+    let timestamp = new Date(message.time)
+
+    if (message.time === undefined || timestamp.valueOf() < 0) {
+      timestamp = localTimestamp
+    }
+
+    yield {
+      type: 'book_ticker',
+      symbol: message.product_id,
+      exchange: 'coinbase-international',
+      askAmount: message.ask_qty !== undefined ? Number(message.ask_qty) : undefined,
+      askPrice: message.ask_price !== undefined ? Number(message.ask_price) : undefined,
+      bidPrice: message.bid_price !== undefined ? Number(message.bid_price) : undefined,
+      bidAmount: message.bid_qty !== undefined ? Number(message.bid_qty) : undefined,
+      timestamp,
+      localTimestamp: localTimestamp
+    }
+  }
+}
+
+export class CoinbaseInternationalDerivativeTickerMapper implements Mapper<'coinbase-international', DerivativeTicker> {
+  private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
+
+  canHandle(message: CoinbaseInternationalTradeMessage | CoinbaseInternationalRiskMessage | CoinbaseInternationalFundingMessage) {
+    // perps only
+    if (message.product_id === undefined || message.product_id.endsWith('-PERP') === false) {
+      return false
+    }
+
+    if (message.channel === 'MATCH' && message.type === 'UPDATE') {
+      return true
+    }
+
+    if (message.channel === 'FUNDING' && message.type === 'UPDATE') {
+      return true
+    }
+
+    if (message.channel === 'RISK') {
+      return true
+    }
+
+    return false
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'MATCH',
+        symbols
+      } as const,
+      {
+        channel: 'RISK',
+        symbols
+      } as const,
+      {
+        channel: 'FUNDING',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(
+    message: CoinbaseInternationalTradeMessage | CoinbaseInternationalRiskMessage | CoinbaseInternationalFundingMessage,
+    localTimestamp: Date
+  ): IterableIterator<DerivativeTicker> {
+    if (message.channel === 'MATCH') {
+      const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.product_id, 'coinbase-international')
+      pendingTickerInfo.updateLastPrice(Number(message.trade_price))
+
+      return
+    }
+    const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.product_id, 'coinbase-international')
+
+    if (message.channel === 'RISK') {
+      pendingTickerInfo.updateIndexPrice(Number(message.index_price))
+      pendingTickerInfo.updateMarkPrice(Number(message.mark_price))
+      pendingTickerInfo.updateOpenInterest(Number(message.open_interest))
+    }
+
+    if (message.channel === 'FUNDING') {
+      let nextFundingTime = new Date(message.time)
+      if (message.is_final === false) {
+        // If the field is_final is false, the message indicates the predicted funding rate for the next funding interval.
+        // https://docs.cdp.coinbase.com/intx/docs/websocket-channels#funding-channel
+        nextFundingTime.setUTCMinutes(0, 0, 0)
+        nextFundingTime = addMinutes(nextFundingTime, 60)
+
+        pendingTickerInfo.updateFundingTimestamp(nextFundingTime)
+      }
+
+      pendingTickerInfo.updateFundingRate(Number(message.funding_rate))
+    }
+
+    pendingTickerInfo.updateTimestamp(new Date(message.time))
+
+    if (pendingTickerInfo.hasChanged()) {
+      yield pendingTickerInfo.getSnapshot(localTimestamp)
+    }
+  }
+}
+
+// TODO: real-time
+
+type CoinbaseInternationalTradeMessage = {
+  sequence: 80
+  match_id: '374491377330814981'
+  trade_price: '0.009573'
+  trade_qty: '1651'
+  aggressor_side: 'BUY' | 'SELL' | 'OPENING_FILL'
+  channel: 'MATCH'
+  type: 'UPDATE'
+  time: '2024-10-30T10:55:02.069Z'
+  product_id: 'MEW-PERP'
+}
+
+type CoinbaseInternationalSnapshotBookLevel = [string, string]
+
+type CoinbaseInternationalLevel2Snapshot = {
+  sequence: 81053126
+  bids: CoinbaseInternationalSnapshotBookLevel[]
+  asks: CoinbaseInternationalSnapshotBookLevel[]
+  channel: 'LEVEL2'
+  type: 'SNAPSHOT'
+  time: '2024-11-06T23:59:59.812Z'
+  product_id: 'BB-PERP'
+}
+
+type CoinbaseInternationalUpdateBookLevel = ['BUY' | 'SELL', string, string]
+
+type CoinbaseInternationalLevel2Update = {
+  sequence: 162
+  changes: CoinbaseInternationalUpdateBookLevel[]
+  channel: 'LEVEL2'
+  type: 'UPDATE'
+  time: '2024-10-30T10:55:02.348Z'
+  product_id: 'NOT-PERP'
+}
+
+type CoinbaseInternationalLevel1Message =
+  | {
+      sequence: 65960075
+      bid_price: '27.03'
+      bid_qty: '24.404'
+      ask_price: '27.037'
+      ask_qty: '32.302'
+      channel: 'LEVEL1'
+      type: 'SNAPSHOT'
+      time: '2024-11-07T00:00:00.121Z'
+      product_id: 'AVAX-PERP'
+    }
+  | {
+      sequence: 120100774
+      bid_price: '2719.96'
+      bid_qty: '0.3676'
+      ask_price: '2720.25'
+      ask_qty: '0.919'
+      channel: 'LEVEL1'
+      type: 'UPDATE'
+      time: '2024-11-07T00:00:59.979Z'
+      product_id: 'ETH-USDC'
+    }
+
+type CoinbaseInternationalRiskMessage = {
+  sequence: 108523490
+  limit_up: '0.5107'
+  limit_down: '0.4621'
+  index_price: '0.4864755122500001'
+  mark_price: '0.4863'
+  settlement_price: '0.4864'
+  open_interest: '153090'
+  channel: 'RISK'
+  type: 'UPDATE'
+  time: '2024-11-07T00:00:59.950Z'
+  product_id: 'ENA-PERP'
+}
+
+type CoinbaseInternationalFundingMessage = {
+  sequence: 108521023
+  funding_rate: '0.000009'
+  is_final: false
+  channel: 'FUNDING'
+  type: 'UPDATE'
+  time: '2024-11-07T00:00:51.068Z'
+  product_id: 'DEGEN-PERP'
+}

package/src/mappers/index.ts

@@ -49,6 +49,12 @@ import {
 } from './bybit'
 import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from './bybitspot'
 import { CoinbaseBookChangMapper, coinbaseBookTickerMapper, coinbaseTradesMapper } from './coinbase'
+import {
+  CoinbaseInternationalBookChangMapper,
+  coinbaseInternationalBookTickerMapper,
+  CoinbaseInternationalDerivativeTickerMapper,
+  coinbaseInternationalTradesMapper
+} from './coinbaseinternational'
 import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex'
 import { CryptoComBookChangeMapper, CryptoComBookTickerMapper, CryptoComDerivativeTickerMapper, CryptoComTradesMapper } from './cryptocom'
 import {
@@ -274,7 +280,8 @@ const tradesMappers = {
   'binance-european-options': () => new BinanceEuropeanOptionsTradesMapper(),
   'okex-spreads': () => new OkexSpreadsTradesMapper(),
   bitget: () => new BitgetTradesMapper('bitget'),
-  'bitget-futures': () => new BitgetTradesMapper('bitget-futures')
+  'bitget-futures': () => new BitgetTradesMapper('bitget-futures'),
+  'coinbase-international': () => coinbaseInternationalTradesMapper
 }
 
 const bookChangeMappers = {
@@ -364,7 +371,8 @@ const bookChangeMappers = {
   'binance-european-options': () => new BinanceEuropeanOptionsBookChangeMapper(),
   'okex-spreads': () => new OkexSpreadsBookChangeMapper(),
   bitget: () => new BitgetBookChangeMapper('bitget'),
-  'bitget-futures': () => new BitgetBookChangeMapper('bitget-futures')
+  'bitget-futures': () => new BitgetBookChangeMapper('bitget-futures'),
+  'coinbase-international': () => new CoinbaseInternationalBookChangMapper()
 }
 
 const derivativeTickersMappers = {
@@ -399,7 +407,8 @@ const derivativeTickersMappers = {
   'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com'),
   'woo-x': () => new WooxDerivativeTickerMapper(),
   'kucoin-futures': () => new KucoinFuturesDerivativeTickerMapper(),
-  'bitget-futures': () => new BitgetDerivativeTickerMapper()
+  'bitget-futures': () => new BitgetDerivativeTickerMapper(),
+  'coinbase-international': () => new CoinbaseInternationalDerivativeTickerMapper()
 }
 
 const optionsSummaryMappers = {
@@ -493,7 +502,8 @@ const bookTickersMappers = {
   'okex-spreads': () => new OkexSpreadsBookTickerMapper(),
   'kucoin-futures': () => new KucoinFuturesBookTickerMapper(),
   bitget: () => new BitgetBookTickerMapper('bitget'),
-  'bitget-futures': () => new BitgetBookTickerMapper('bitget-futures')
+  'bitget-futures': () => new BitgetBookTickerMapper('bitget-futures'),
+  'coinbase-international': () => coinbaseInternationalBookTickerMapper
 }
 
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {

package/src/realtimefeeds/coinbase.ts

@@ -1,4 +1,4 @@
-import crypto, { sign } from 'crypto'
+import crypto from 'crypto'
 import { Filter } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'