tardis-dev 13.33.2 → 13.34.1
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 +1 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +2 -1
- package/dist/consts.js.map +1 -1
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +8 -8
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/bybit.d.ts +22 -0
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybit.js +39 -1
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +9 -1
- package/dist/mappers/index.js.map +1 -1
- package/dist/realtimefeeds/binance.d.ts.map +1 -1
- package/dist/realtimefeeds/binance.js +1 -1
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/package.json +1 -1
- package/src/consts.ts +2 -1
- package/src/mappers/binance.ts +9 -9
- package/src/mappers/bybit.ts +47 -0
- package/src/mappers/index.ts +12 -1
- package/src/realtimefeeds/binance.ts +1 -1
package/dist/consts.d.ts
CHANGED
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@@ -27,7 +27,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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'huobi-dm': readonly ["depth", "detail", "trade", "bbo", "basis", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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'huobi-dm-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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'huobi-dm-linear-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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-
bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation"];
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bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation", "allLiquidation"];
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'bybit-spot': string[];
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'bybit-options': string[];
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okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "trades", "books", "bbo-tbt", "tickers"];
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package/dist/consts.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,s0BA4DZ,CAAA;
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{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,s0BA4DZ,CAAA;AAyaV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA4DlC,CAAA"}
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package/dist/consts.js
CHANGED
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@@ -352,7 +352,8 @@ const BYBIT_CHANNELS = [
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'orderbook.500',
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'publicTrade',
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'tickers',
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-
'liquidation'
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+
'liquidation',
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+
'allLiquidation'
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];
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const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers'];
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const HITBTC_CHANNELS = ['updateTrades', 'snapshotTrades', 'snapshotOrderbook', 'updateOrderbook'];
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package/dist/consts.js.map
CHANGED
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@@ -1 +1 @@
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+
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@@ -1 +1 @@
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|
1
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-
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/mappers/binance.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,
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1
|
+
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/mappers/binance.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAA4C,MAAM,UAAU,CAAA;AACnF,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,iBAAiB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACpH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,mBACX,YAAW,MAAM,CAAC,SAAS,GAAG,gBAAgB,GAAG,YAAY,GAAG,iBAAiB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,gBAAgB,CAAC,EAAE,cAAc,EAAE,IAAI;CAsBnF;AAED,qBAAa,uBACX,YAAW,MAAM,CAAC,SAAS,GAAG,gBAAgB,GAAG,YAAY,GAAG,iBAAiB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAMvG,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,SAAS,CAAC,QAAQ,CAAC,8BAA8B,EAAE,OAAO;IAJ7G,SAAS,CAAC,QAAQ,CAAC,wBAAwB,EAAE;QAC3C,CAAC,GAAG,EAAE,MAAM,GAAG,cAAc,CAAA;KAC9B,CAAK;gBAEyB,QAAQ,EAAE,QAAQ,EAAqB,8BAA8B,EAAE,OAAO;IAE7G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAe5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,gBAAgB,GAAG,wBAAwB,CAAC,EAAE,cAAc,EAAE,IAAI;IA6EhG,SAAS,CAAC,kBAAkB,CAAC,sBAAsB,EAAE,gBAAgB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;IA4CpH,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,gBAAgB;;;;CAK/C;AAED,qBAAa,8BACX,SAAQ,uBACR,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEzD,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAAE,SAAS,CAAC,QAAQ,CAAC,8BAA8B,EAAE,OAAO;gBAA9E,QAAQ,EAAE,QAAQ,EAAqB,8BAA8B,EAAE,OAAO;IAI7G,SAAS,CAAC,kBAAkB,CAAC,sBAAsB,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;CA0C5H;AAED,qBAAa,oCAAqC,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,gBAAgB,CAAC;IAI/G,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE,QAAQ;IAHjD,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IACxE,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;gBAE1B,QAAQ,EAAE,QAAQ;IAEjD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAavC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,GAAG,iBAAiB,CAAC,iBAAiB,GAAG,kBAAkB,CAAC,EAAE;IA6B1F,GAAG,CACF,OAAO,EAAE,eAAe,CACtB,2BAA2B,GAAG,wBAAwB,GAAG,8BAA8B,GAAG,4BAA4B,CACvH,EACD,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAyCtC;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,EAAE,WAAW,CAAC;IAC/F,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,4BAA4B,CAAC,EAAE,cAAc,EAAE,IAAI;CAqB/F;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,iBAAiB,GAAG,kBAAkB,GAAG,SAAS,EAAE,UAAU,CAAC;IACxG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,yBAAyB,EAAE,eAAe,CAAC,qBAAqB,CAAC,EAAE,cAAc,EAAE,IAAI;CAiB7F;AAED,KAAK,eAAe,CAAC,CAAC,IAAI;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,CAAC,CAAA;CACR,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,CAAC,EAAE,gBAAgB,GAAG,QAAQ,GAAG,KAAK,GAAG,IAAI,CAAA;CAC/C,CAAA;AAED,KAAK,gBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAExC,KAAK,gBAAgB,GAAG;IACtB,YAAY,EAAE,SAAS,CAAA;IACvB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,gBAAgB,EAAE,CAAA;IACrB,CAAC,EAAE,gBAAgB,EAAE,CAAA;CACtB,CAAA;AAID,KAAK,uBAAuB,GAAG,gBAAgB,GAAG;IAChD,EAAE,EAAE,MAAM,CAAA;IACV,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,YAAY,EAAE,MAAM,CAAA;IACpB,IAAI,EAAE,gBAAgB,EAAE,CAAA;IACxB,IAAI,EAAE,gBAAgB,EAAE,CAAA;IACxB,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,eAAe,EAAE,cAAc,CAAC,gBAAgB,CAAC,CAAA;IACjD,iBAAiB,CAAC,EAAE,OAAO,CAAA;IAC3B,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,oBAAoB,CAAC,EAAE,OAAO,CAAA;CAC/B,CAAA;AAED,KAAK,2BAA2B,GAAG;IACjC,CAAC,EAAE,iBAAiB,CAAA;IACpB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,MAAM,CAAA;IACV,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,8BAA8B,GAAG;IACpC,CAAC,EAAE,SAAS,CAAA;IACZ,MAAM,EAAE,MAAM,CAAA;IACd,YAAY,EAAE,MAAM,CAAA;CACrB,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE,kBAAkB,CAAA;IACrB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;CACV,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE;QACD,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,MAAM,CAAA;QACT,EAAE,EAAE,MAAM,CAAA;QACV,CAAC,EAAE,QAAQ,CAAA;QACX,CAAC,EAAE,OAAO,CAAA;QACV,CAAC,EAAE,aAAa,CAAA;QAChB,CAAC,EAAE,MAAM,CAAA;KACV,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,CAAC,EAAE,MAAM,CAAA;CACX,CAAA"}
|
package/dist/mappers/binance.js
CHANGED
|
@@ -38,7 +38,7 @@ class BinanceTradesMapper {
|
|
|
38
38
|
price: Number(binanceTrade.p),
|
|
39
39
|
amount: Number(binanceTrade.q),
|
|
40
40
|
side: binanceTrade.m ? 'sell' : 'buy',
|
|
41
|
-
timestamp:
|
|
41
|
+
timestamp: (0, handy_1.fromMicroSecondsToDate)(binanceTrade.T),
|
|
42
42
|
localTimestamp: localTimestamp
|
|
43
43
|
};
|
|
44
44
|
yield trade;
|
|
@@ -123,7 +123,7 @@ class BinanceBookChangeMapper {
|
|
|
123
123
|
isSnapshot: true,
|
|
124
124
|
bids: binanceDepthSnapshotData.bids.map(this.mapBookLevel),
|
|
125
125
|
asks: binanceDepthSnapshotData.asks.map(this.mapBookLevel),
|
|
126
|
-
timestamp: binanceDepthSnapshotData.T !== undefined ?
|
|
126
|
+
timestamp: binanceDepthSnapshotData.T !== undefined ? (0, handy_1.fromMicroSecondsToDate)(binanceDepthSnapshotData.T) : localTimestamp,
|
|
127
127
|
localTimestamp
|
|
128
128
|
};
|
|
129
129
|
yield bookChange;
|
|
@@ -174,7 +174,7 @@ class BinanceBookChangeMapper {
|
|
|
174
174
|
isSnapshot: false,
|
|
175
175
|
bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
|
|
176
176
|
asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
|
|
177
|
-
timestamp:
|
|
177
|
+
timestamp: (0, handy_1.fromMicroSecondsToDate)(binanceDepthUpdateData.E),
|
|
178
178
|
localTimestamp: localTimestamp
|
|
179
179
|
};
|
|
180
180
|
}
|
|
@@ -224,7 +224,7 @@ class BinanceFuturesBookChangeMapper extends BinanceBookChangeMapper {
|
|
|
224
224
|
isSnapshot: false,
|
|
225
225
|
bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
|
|
226
226
|
asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
|
|
227
|
-
timestamp:
|
|
227
|
+
timestamp: (0, handy_1.fromMicroSecondsToDate)(binanceDepthUpdateData.E),
|
|
228
228
|
localTimestamp: localTimestamp
|
|
229
229
|
};
|
|
230
230
|
}
|
|
@@ -292,11 +292,11 @@ class BinanceFuturesDerivativeTickerMapper {
|
|
|
292
292
|
pendingTickerInfo.updateIndexPrice(Number(message.data.i));
|
|
293
293
|
}
|
|
294
294
|
pendingTickerInfo.updateMarkPrice(Number(message.data.p));
|
|
295
|
-
pendingTickerInfo.updateTimestamp(
|
|
295
|
+
pendingTickerInfo.updateTimestamp((0, handy_1.fromMicroSecondsToDate)(message.data.E));
|
|
296
296
|
}
|
|
297
297
|
if (message.data.e === '24hrTicker') {
|
|
298
298
|
pendingTickerInfo.updateLastPrice(Number(message.data.c));
|
|
299
|
-
pendingTickerInfo.updateTimestamp(
|
|
299
|
+
pendingTickerInfo.updateTimestamp((0, handy_1.fromMicroSecondsToDate)(message.data.E));
|
|
300
300
|
}
|
|
301
301
|
if ('openInterest' in message.data) {
|
|
302
302
|
pendingTickerInfo.updateOpenInterest(Number(message.data.openInterest));
|
|
@@ -341,7 +341,7 @@ class BinanceLiquidationsMapper {
|
|
|
341
341
|
price: Number(binanceLiquidation.p),
|
|
342
342
|
amount: Number(binanceLiquidation.l),
|
|
343
343
|
side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
|
|
344
|
-
timestamp:
|
|
344
|
+
timestamp: (0, handy_1.fromMicroSecondsToDate)(binanceLiquidation.T),
|
|
345
345
|
localTimestamp: localTimestamp
|
|
346
346
|
};
|
|
347
347
|
yield liquidation;
|
|
@@ -377,7 +377,7 @@ class BinanceBookTickerMapper {
|
|
|
377
377
|
askPrice: binanceBookTicker.a !== undefined ? Number(binanceBookTicker.a) : undefined,
|
|
378
378
|
bidPrice: binanceBookTicker.b !== undefined ? Number(binanceBookTicker.b) : undefined,
|
|
379
379
|
bidAmount: binanceBookTicker.B !== undefined ? Number(binanceBookTicker.B) : undefined,
|
|
380
|
-
timestamp: binanceBookTicker.E !== undefined ?
|
|
380
|
+
timestamp: binanceBookTicker.E !== undefined ? (0, handy_1.fromMicroSecondsToDate)(binanceBookTicker.E) : localTimestamp,
|
|
381
381
|
localTimestamp: localTimestamp
|
|
382
382
|
};
|
|
383
383
|
yield ticker;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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|
package/dist/mappers/bybit.d.ts
CHANGED
|
@@ -67,6 +67,16 @@ export declare class BybitV5LiquidationsMapper implements Mapper<'bybit', Liquid
|
|
|
67
67
|
}[];
|
|
68
68
|
map(message: BybitV5LiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
|
|
69
69
|
}
|
|
70
|
+
export declare class BybitV5AllLiquidationsMapper implements Mapper<'bybit', Liquidation> {
|
|
71
|
+
private readonly _exchange;
|
|
72
|
+
constructor(_exchange: Exchange);
|
|
73
|
+
canHandle(message: BybitV5AllLiquidationMessage): boolean;
|
|
74
|
+
getFilters(symbols?: string[]): {
|
|
75
|
+
readonly channel: "allLiquidation";
|
|
76
|
+
readonly symbols: string[] | undefined;
|
|
77
|
+
}[];
|
|
78
|
+
map(message: BybitV5AllLiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation>;
|
|
79
|
+
}
|
|
70
80
|
export declare class BybitV5OptionSummaryMapper implements Mapper<'bybit-options', OptionSummary> {
|
|
71
81
|
canHandle(message: BybitV5OptionTickerMessage): boolean;
|
|
72
82
|
getFilters(symbols?: string[]): {
|
|
@@ -224,6 +234,18 @@ type BybitV5LiquidationMessage = {
|
|
|
224
234
|
ts: 1673251091822;
|
|
225
235
|
type: 'snapshot';
|
|
226
236
|
};
|
|
237
|
+
type BybitV5AllLiquidationMessage = {
|
|
238
|
+
topic: 'allLiquidation.KAITOUSDT';
|
|
239
|
+
type: 'snapshot';
|
|
240
|
+
ts: 1740480190078;
|
|
241
|
+
data: [{
|
|
242
|
+
T: 1740480189987;
|
|
243
|
+
s: 'KAITOUSDT';
|
|
244
|
+
S: 'Buy';
|
|
245
|
+
v: '43';
|
|
246
|
+
p: '1.7531';
|
|
247
|
+
}];
|
|
248
|
+
};
|
|
227
249
|
type BybitV5OptionTickerMessage = {
|
|
228
250
|
id: 'tickers.ETH-30JUN23-200-P-3164908233-1680652859919';
|
|
229
251
|
topic: 'tickers.ETH-30JUN23-200-P';
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bybit.d.ts","sourceRoot":"","sources":["../../src/mappers/bybit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAChH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,mBAAoB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,GAAG,eAAe,EAAE,KAAK,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,YAAY;IAQ/B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,YAAY,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAe3E;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,GAAG,eAAe,EAAE,UAAU,CAAC;IAC9F,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAAE,OAAO,CAAC,QAAQ,CAAC,MAAM;gBAA5C,SAAS,EAAE,QAAQ,EAAmB,MAAM,EAAE,MAAM;IAEnF,SAAS,CAAC,OAAO,EAAE,uBAAuB;IAO1C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAa3D,OAAO,CAAC,aAAa;CAGtB;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAU5E,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IATlD,OAAO,CAAC,UAAU,CAOZ;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,uBAAuB;IAO1C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI;CAuC5D;AAED,qBAAa,6BAA8B,YAAW,MAAM,CAAC,OAAO,EAAE,gBAAgB,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,yBAAyB;IAQ5C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,yBAAyB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAmCnG;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,OAAO,EAAE,WAAW,CAAC;IAChE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,yBAAyB;IAQ5C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,yBAAyB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAkB9F;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,eAAe,EAAE,aAAa,CAAC;IACvF,SAAS,CAAC,OAAO,EAAE,0BAA0B;IAQ7C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,IAAI;CA8C/D;AAID,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC;IAClD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAsBpF;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAC3D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAAE,OAAO,CAAC,QAAQ,CAAC,qBAAqB;gBAA3D,SAAS,EAAE,QAAQ,EAAmB,qBAAqB,EAAE,OAAO;IAEnG,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAYnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoB5B,GAAG,CAAC,OAAO,EAAE,4BAA4B,GAAG,8BAA8B,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IA4BjG,OAAO,CAAC,aAAa;CAGtB;AAED,qBAAa,2BAA4B,YAAW,MAAM,CAAC,OAAO,EAAE,gBAAgB,CAAC;IACnF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CA0EpG;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,OAAO,EAAE,WAAW,CAAC;IAC9D,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,GAAG,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAmC5H;AAED,KAAK,YAAY,GACb;IACE,KAAK,EAAE,qBAAqB,CAAA;IAC5B,IAAI,EAAE,UAAU,CAAA;IAChB,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ;YACE,CAAC,EAAE,aAAa,CAAA;YAChB,CAAC,EAAE,SAAS,CAAA;YACZ,CAAC,EAAE,KAAK,CAAA;YACR,CAAC,EAAE,KAAK,CAAA;YACR,CAAC,EAAE,OAAO,CAAA;YACV,CAAC,EAAE,eAAe,CAAA;YAClB,CAAC,EAAE,sCAAsC,CAAA;YACzC,EAAE,EAAE,KAAK,CAAA;SACV;KACF,CAAA;CACF,GACD;IACE,KAAK,EAAE,qBAAqB,CAAA;IAC5B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE,UAAU,CAAA;IAChB,IAAI,EAAE,CAAC;QAAE,CAAC,EAAE,qBAAqB,CAAC;QAAC,CAAC,EAAE,aAAa,CAAC;QAAC,CAAC,EAAE,UAAU,CAAC;QAAC,CAAC,EAAE,SAAS,CAAC;QAAC,CAAC,EAAE,KAAK,CAAC;QAAC,CAAC,EAAE,SAAS,CAAC;QAAC,EAAE,EAAE,KAAK,CAAA;KAAE,CAAC,CAAA;CACvH,GACD;IACE,EAAE,EAAE,0CAA0C,CAAA;IAC9C,KAAK,EAAE,iBAAiB,CAAA;IACxB,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ;YAAE,CAAC,EAAE,KAAK,CAAC;YAAC,CAAC,EAAE,MAAM,CAAC;YAAC,CAAC,EAAE,sCAAsC,CAAC;YAAC,CAAC,EAAE,aAAa,CAAC;YAAC,EAAE,EAAE,KAAK,CAAC;YAAC,CAAC,EAAE,qBAAqB,CAAC;YAAC,CAAC,EAAE,MAAM,CAAA;SAAE;KACrI,CAAA;IACD,IAAI,EAAE,UAAU,CAAA;CACjB,CAAA;AAEL,KAAK,uBAAuB,GAAG;IAC7B,KAAK,EAAE,qBAAqB,CAAA;IAC5B,IAAI,EAAE,UAAU,GAAG,OAAO,CAAA;IAC1B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACrB,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACrB,CAAC,EAAE,QAAQ,CAAA;QACX,GAAG,EAAE,SAAS,CAAA;KACf,CAAA;CACF,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,KAAK,EAAE,gBAAgB,CAAA;IACvB,IAAI,EAAE,UAAU,GAAG,OAAO,CAAA;IAC1B,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,SAAS,CAAC,EAAE,MAAM,CAAA;QAElB,SAAS,CAAC,EAAE,MAAM,CAAA;QAClB,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,YAAY,CAAC,EAAE,MAAM,CAAA;QACrB,iBAAiB,CAAC,EAAE,MAAM,CAAA;QAC1B,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,WAAW,CAAC,EAAE,MAAM,CAAA;QACpB,SAAS,CAAC,EAAE,MAAM,CAAA;QAClB,QAAQ,CAAC,EAAE,MAAM,CAAA;QACjB,SAAS,CAAC,EAAE,MAAM,CAAA;QAClB,QAAQ,CAAC,EAAE,MAAM,CAAA;KAClB,CAAA;IACD,EAAE,EAAE,WAAW,CAAA;IACf,EAAE,EAAE,aAAa,CAAA;CAClB,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,IAAI,EAAE;QACJ,KAAK,EAAE,SAAS,CAAA;QAChB,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1
|
+
{"version":3,"file":"bybit.d.ts","sourceRoot":"","sources":["../../src/mappers/bybit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAChH,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,qBAAa,mBAAoB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,GAAG,eAAe,EAAE,KAAK,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,YAAY;IAQ/B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,YAAY,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAe3E;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,GAAG,eAAe,EAAE,UAAU,CAAC;IAC9F,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAAE,OAAO,CAAC,QAAQ,CAAC,MAAM;gBAA5C,SAAS,EAAE,QAAQ,EAAmB,MAAM,EAAE,MAAM;IAEnF,SAAS,CAAC,OAAO,EAAE,uBAAuB;IAO1C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAa3D,OAAO,CAAC,aAAa;CAGtB;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAU5E,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IATlD,OAAO,CAAC,UAAU,CAOZ;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,uBAAuB;IAO1C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI;CAuC5D;AAED,qBAAa,6BAA8B,YAAW,MAAM,CAAC,OAAO,EAAE,gBAAgB,CAAC;IACrF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,yBAAyB;IAQ5C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,yBAAyB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAmCnG;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,OAAO,EAAE,WAAW,CAAC;IAChE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,yBAAyB;IAQ5C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,yBAAyB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAkB9F;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,OAAO,EAAE,WAAW,CAAC;IACnE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,4BAA4B;IAQ/C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,4BAA4B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAkBjG;AACD,qBAAa,0BAA2B,YAAW,MAAM,CAAC,eAAe,EAAE,aAAa,CAAC;IACvF,SAAS,CAAC,OAAO,EAAE,0BAA0B;IAQ7C,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,IAAI;CA8C/D;AAID,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC;IAClD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAsBpF;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAC3D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAAE,OAAO,CAAC,QAAQ,CAAC,qBAAqB;gBAA3D,SAAS,EAAE,QAAQ,EAAmB,qBAAqB,EAAE,OAAO;IAEnG,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAYnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoB5B,GAAG,CAAC,OAAO,EAAE,4BAA4B,GAAG,8BAA8B,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IA4BjG,OAAO,CAAC,aAAa;CAGtB;AAED,qBAAa,2BAA4B,YAAW,MAAM,CAAC,OAAO,EAAE,gBAAgB,CAAC;IACnF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CA0EpG;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,OAAO,EAAE,WAAW,CAAC;IAC9D,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,GAAG,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAmC5H;AAED,KAAK,YAAY,GACb;IACE,KAAK,EAAE,qBAAqB,CAAA;IAC5B,IAAI,EAAE,UAAU,CAAA;IAChB,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ;YACE,CAAC,EAAE,aAAa,CAAA;YAChB,CAAC,EAAE,SAAS,CAAA;YACZ,CAAC,EAAE,KAAK,CAAA;YACR,CAAC,EAAE,KAAK,CAAA;YACR,CAAC,EAAE,OAAO,CAAA;YACV,CAAC,EAAE,eAAe,CAAA;YAClB,CAAC,EAAE,sCAAsC,CAAA;YACzC,EAAE,EAAE,KAAK,CAAA;SACV;KACF,CAAA;CACF,GACD;IACE,KAAK,EAAE,qBAAqB,CAAA;IAC5B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE,UAAU,CAAA;IAChB,IAAI,EAAE,CAAC;QAAE,CAAC,EAAE,qBAAqB,CAAC;QAAC,CAAC,EAAE,aAAa,CAAC;QAAC,CAAC,EAAE,UAAU,CAAC;QAAC,CAAC,EAAE,SAAS,CAAC;QAAC,CAAC,EAAE,KAAK,CAAC;QAAC,CAAC,EAAE,SAAS,CAAC;QAAC,EAAE,EAAE,KAAK,CAAA;KAAE,CAAC,CAAA;CACvH,GACD;IACE,EAAE,EAAE,0CAA0C,CAAA;IAC9C,KAAK,EAAE,iBAAiB,CAAA;IACxB,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ;YAAE,CAAC,EAAE,KAAK,CAAC;YAAC,CAAC,EAAE,MAAM,CAAC;YAAC,CAAC,EAAE,sCAAsC,CAAC;YAAC,CAAC,EAAE,aAAa,CAAC;YAAC,EAAE,EAAE,KAAK,CAAC;YAAC,CAAC,EAAE,qBAAqB,CAAC;YAAC,CAAC,EAAE,MAAM,CAAA;SAAE;KACrI,CAAA;IACD,IAAI,EAAE,UAAU,CAAA;CACjB,CAAA;AAEL,KAAK,uBAAuB,GAAG;IAC7B,KAAK,EAAE,qBAAqB,CAAA;IAC5B,IAAI,EAAE,UAAU,GAAG,OAAO,CAAA;IAC1B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ,CAAC,EAAE,MAAM,CAAA;QACT,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACrB,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACrB,CAAC,EAAE,QAAQ,CAAA;QACX,GAAG,EAAE,SAAS,CAAA;KACf,CAAA;CACF,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,KAAK,EAAE,gBAAgB,CAAA;IACvB,IAAI,EAAE,UAAU,GAAG,OAAO,CAAA;IAC1B,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,SAAS,CAAC,EAAE,MAAM,CAAA;QAElB,SAAS,CAAC,EAAE,MAAM,CAAA;QAClB,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,YAAY,CAAC,EAAE,MAAM,CAAA;QACrB,iBAAiB,CAAC,EAAE,MAAM,CAAA;QAC1B,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,WAAW,CAAC,EAAE,MAAM,CAAA;QACpB,SAAS,CAAC,EAAE,MAAM,CAAA;QAClB,QAAQ,CAAC,EAAE,MAAM,CAAA;QACjB,SAAS,CAAC,EAAE,MAAM,CAAA;QAClB,QAAQ,CAAC,EAAE,MAAM,CAAA;KAClB,CAAA;IACD,EAAE,EAAE,WAAW,CAAA;IACf,EAAE,EAAE,aAAa,CAAA;CAClB,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,IAAI,EAAE;QACJ,KAAK,EAAE,SAAS,CAAA;QAChB,IAAI,EAAE,KAAK,CAAA;QACX,IAAI,EAAE,MAAM,CAAA;QACZ,MAAM,EAAE,UAAU,CAAA;QAClB,WAAW,EAAE,aAAa,CAAA;KAC3B,CAAA;IACD,KAAK,EAAE,sBAAsB,CAAA;IAC7B,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE,UAAU,CAAA;CACjB,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,KAAK,EAAE,0BAA0B,CAAA;IACjC,IAAI,EAAE,UAAU,CAAA;IAChB,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE,CAAC;QAAE,CAAC,EAAE,aAAa,CAAC;QAAC,CAAC,EAAE,WAAW,CAAC;QAAC,CAAC,EAAE,KAAK,CAAC;QAAC,CAAC,EAAE,IAAI,CAAC;QAAC,CAAC,EAAE,QAAQ,CAAA;KAAE,CAAC,CAAA;CAC7E,CAAA;AAED,KAAK,0BAA0B,GAAG;IAChC,EAAE,EAAE,oDAAoD,CAAA;IACxD,KAAK,EAAE,2BAA2B,CAAA;IAClC,EAAE,EAAE,aAAa,CAAA;IACjB,IAAI,EAAE;QACJ,MAAM,EAAE,mBAAmB,CAAA;QAC3B,QAAQ,EAAE,KAAK,CAAA;QACf,OAAO,EAAE,GAAG,CAAA;QACZ,KAAK,EAAE,QAAQ,CAAA;QACf,QAAQ,EAAE,GAAG,CAAA;QACb,OAAO,EAAE,GAAG,CAAA;QACZ,KAAK,EAAE,GAAG,CAAA;QACV,SAAS,EAAE,GAAG,CAAA;QACd,YAAY,EAAE,GAAG,CAAA;QACjB,WAAW,EAAE,GAAG,CAAA;QAChB,SAAS,EAAE,WAAW,CAAA;QACtB,UAAU,EAAE,SAAS,CAAA;QACrB,WAAW,EAAE,QAAQ,CAAA;QACrB,eAAe,EAAE,SAAS,CAAA;QAC1B,YAAY,EAAE,OAAO,CAAA;QACrB,WAAW,EAAE,GAAG,CAAA;QAChB,SAAS,EAAE,GAAG,CAAA;QACd,WAAW,EAAE,KAAK,CAAA;QAClB,aAAa,EAAE,QAAQ,CAAA;QACvB,KAAK,EAAE,aAAa,CAAA;QACpB,KAAK,EAAE,YAAY,CAAA;QACnB,IAAI,EAAE,YAAY,CAAA;QAClB,KAAK,EAAE,YAAY,CAAA;QACnB,sBAAsB,EAAE,GAAG,CAAA;QAC3B,SAAS,EAAE,GAAG,CAAA;KACf,CAAA;IACD,IAAI,EAAE,UAAU,CAAA;CACjB,CAAA;AAED,KAAK,gBAAgB,GAAG;IACtB,KAAK,EAAE,MAAM,CAAA;CACd,CAAA;AAED,KAAK,qBAAqB,GACtB,CAAC,gBAAgB,GAAG;IAClB,IAAI,EAAE;QACJ,SAAS,EAAE,MAAM,CAAA;QACjB,aAAa,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;QAC/B,MAAM,EAAE,MAAM,CAAA;QACd,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;QACpB,IAAI,EAAE,MAAM,CAAA;QACZ,KAAK,EAAE,MAAM,GAAG,MAAM,CAAA;QACtB,QAAQ,EAAE,MAAM,CAAA;KACjB,EAAE,CAAA;CACJ,CAAC,GACF;IACE,KAAK,EAAE,eAAe,CAAA;IACtB,IAAI,EAAE;QACJ;YACE,MAAM,EAAE,SAAS,CAAA;YACjB,aAAa,EAAE,UAAU,CAAA;YACzB,KAAK,EAAE,UAAU,CAAA;YACjB,IAAI,EAAE,KAAK,CAAA;YACX,SAAS,EAAE,0BAA0B,CAAA;YACrC,WAAW,EAAE,eAAe,CAAA;YAC5B,IAAI,EAAE,MAAM,CAAA;YACZ,OAAO,EAAE,sCAAsC,CAAA;SAChD;KACF,CAAA;CACF,CAAA;AAEL,KAAK,cAAc,GAAG;IACpB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,IAAI,CAAC,EAAE,MAAM,CAAA;CACd,CAAA;AAED,KAAK,4BAA4B,GAAG,gBAAgB,GAAG;IACrD,IAAI,EAAE,UAAU,CAAA;IAChB,IAAI,EAAE,cAAc,EAAE,GAAG;QAAE,UAAU,EAAE,cAAc,EAAE,CAAA;KAAE,GAAG;QAAE,SAAS,EAAE,cAAc,EAAE,CAAA;KAAE,CAAA;IAC3F,YAAY,EAAE,MAAM,GAAG,MAAM,CAAA;IAC7B,WAAW,EAAE,MAAM,GAAG,MAAM,CAAA;CAC7B,CAAA;AAED,KAAK,8BAA8B,GAAG,gBAAgB,GAAG;IACvD,IAAI,EAAE,OAAO,CAAA;IACb,IAAI,EAAE;QACJ,MAAM,EAAE,cAAc,EAAE,CAAA;QACxB,MAAM,EAAE,cAAc,EAAE,CAAA;QACxB,MAAM,EAAE,cAAc,EAAE,CAAA;KACzB,CAAA;IACD,YAAY,EAAE,MAAM,GAAG,MAAM,CAAA;IAC7B,WAAW,EAAE,MAAM,GAAG,MAAM,CAAA;CAC7B,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,MAAM,EAAE,MAAM,CAAA;IACd,aAAa,CAAC,EAAE,MAAM,CAAA;IACtB,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,aAAa,CAAC,EAAE,MAAM,CAAA;IACtB,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,yBAAyB,CAAC,EAAE,MAAM,CAAA;IAClC,iBAAiB,CAAC,EAAE,MAAM,CAAA;IAC1B,aAAa,CAAC,EAAE,MAAM,CAAA;IACtB,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,UAAU,EAAE,MAAM,CAAA;IAClB,WAAW,EAAE,WAAW,CAAA;IACxB,SAAS,EAAE,UAAU,CAAA;IACrB,iBAAiB,EAAE,UAAU,CAAA;IAC7B,cAAc,EAAE,WAAW,CAAA;IAC3B,YAAY,EAAE,UAAU,CAAA;IACxB,cAAc,EAAE,OAAO,CAAA;IACvB,cAAc,EAAE,WAAW,CAAA;IAC3B,YAAY,EAAE,UAAU,CAAA;IACxB,aAAa,EAAE,WAAW,CAAA;IAC1B,WAAW,EAAE,UAAU,CAAA;IACvB,aAAa,EAAE,WAAW,CAAA;IAC1B,WAAW,EAAE,UAAU,CAAA;IACvB,aAAa,EAAE,OAAO,CAAA;IACtB,WAAW,EAAE,WAAW,CAAA;IACxB,SAAS,EAAE,UAAU,CAAA;IACrB,YAAY,EAAE,WAAW,CAAA;IACzB,UAAU,EAAE,UAAU,CAAA;IACtB,cAAc,EAAE,aAAa,CAAA;IAC7B,eAAe,EAAE,mBAAmB,CAAA;IACpC,aAAa,EAAE,kBAAkB,CAAA;IACjC,aAAa,EAAE,eAAe,CAAA;IAC9B,WAAW,EAAE,aAAa,CAAA;IAC1B,aAAa,EAAE,MAAM,CAAA;IACrB,sBAAsB,EAAE,MAAM,CAAA;IAC9B,QAAQ,EAAE,WAAW,CAAA;IACrB,SAAS,EAAE,0BAA0B,CAAA;IACrC,SAAS,EAAE,0BAA0B,CAAA;IACrC,eAAe,EAAE,sBAAsB,CAAA;IACvC,aAAa,EAAE,GAAG,CAAA;IAClB,WAAW,EAAE,WAAW,CAAA;IACxB,SAAS,EAAE,UAAU,CAAA;IACrB,WAAW,EAAE,WAAW,CAAA;IACxB,SAAS,EAAE,UAAU,CAAA;CACtB,CAAA;AAED,KAAK,0BAA0B,GAC3B,gBAAgB,GAAG;IACjB,YAAY,EAAE,MAAM,CAAA;IACpB,WAAW,EAAE,MAAM,CAAA;IACnB,IAAI,EACA,qBAAqB,GACrB;QACE,MAAM,EAAE,CAAC,qBAAqB,CAAC,CAAA;KAChC,CAAA;CACN,CAAA;AAEL,KAAK,uBAAuB,GAAG,gBAAgB,GAAG;IAChD,SAAS,EAAE,IAAI,CAAA;IACf,IAAI,EAAE;QACJ,EAAE,EAAE,MAAM,CAAA;QACV,GAAG,EAAE,MAAM,CAAA;QACX,IAAI,EAAE,MAAM,GAAG,KAAK,CAAA;QACpB,IAAI,EAAE,MAAM,CAAA;QACZ,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,EAAE,MAAM,CAAA;KACd,EAAE,CAAA;CACJ,CAAA;AAED,KAAK,6BAA6B,GAAG,gBAAgB,GAAG;IACtD,SAAS,EAAE,SAAS,CAAA;IACpB,IAAI,EAAE;QAAE,MAAM,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,GAAG,KAAK,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,GAAG,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAA;KAAE,CAAA;CACzF,CAAA"}
|
package/dist/mappers/bybit.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.BybitLiquidationsMapper = exports.BybitDerivativeTickerMapper = exports.BybitBookChangeMapper = exports.BybitTradesMapper = exports.BybitV5OptionSummaryMapper = exports.BybitV5LiquidationsMapper = exports.BybitV5DerivativeTickerMapper = exports.BybitV5BookTickerMapper = exports.BybitV5BookChangeMapper = exports.BybitV5TradesMapper = void 0;
|
|
3
|
+
exports.BybitLiquidationsMapper = exports.BybitDerivativeTickerMapper = exports.BybitBookChangeMapper = exports.BybitTradesMapper = exports.BybitV5OptionSummaryMapper = exports.BybitV5AllLiquidationsMapper = exports.BybitV5LiquidationsMapper = exports.BybitV5DerivativeTickerMapper = exports.BybitV5BookTickerMapper = exports.BybitV5BookChangeMapper = exports.BybitV5TradesMapper = void 0;
|
|
4
4
|
const handy_1 = require("../handy");
|
|
5
5
|
const mapper_1 = require("./mapper");
|
|
6
6
|
// v5 https://bybit-exchange.github.io/docs/v5/ws/connect
|
|
@@ -217,6 +217,44 @@ class BybitV5LiquidationsMapper {
|
|
|
217
217
|
}
|
|
218
218
|
}
|
|
219
219
|
exports.BybitV5LiquidationsMapper = BybitV5LiquidationsMapper;
|
|
220
|
+
class BybitV5AllLiquidationsMapper {
|
|
221
|
+
constructor(_exchange) {
|
|
222
|
+
this._exchange = _exchange;
|
|
223
|
+
}
|
|
224
|
+
canHandle(message) {
|
|
225
|
+
if (message.topic === undefined) {
|
|
226
|
+
return false;
|
|
227
|
+
}
|
|
228
|
+
return message.topic.startsWith('allLiquidation.');
|
|
229
|
+
}
|
|
230
|
+
getFilters(symbols) {
|
|
231
|
+
symbols = (0, handy_1.upperCaseSymbols)(symbols);
|
|
232
|
+
return [
|
|
233
|
+
{
|
|
234
|
+
channel: 'allLiquidation',
|
|
235
|
+
symbols
|
|
236
|
+
}
|
|
237
|
+
];
|
|
238
|
+
}
|
|
239
|
+
*map(message, localTimestamp) {
|
|
240
|
+
for (const bybitLiquidation of message.data) {
|
|
241
|
+
const liquidation = {
|
|
242
|
+
type: 'liquidation',
|
|
243
|
+
symbol: bybitLiquidation.s,
|
|
244
|
+
exchange: this._exchange,
|
|
245
|
+
id: undefined,
|
|
246
|
+
price: Number(bybitLiquidation.p),
|
|
247
|
+
amount: Number(bybitLiquidation.v),
|
|
248
|
+
// from bybit docs Position side. Buy,Sell. When you receive a Buy update, this means that a long position has been liquidated
|
|
249
|
+
side: bybitLiquidation.S == 'Buy' ? 'sell' : 'buy',
|
|
250
|
+
timestamp: new Date(bybitLiquidation.T),
|
|
251
|
+
localTimestamp
|
|
252
|
+
};
|
|
253
|
+
yield liquidation;
|
|
254
|
+
}
|
|
255
|
+
}
|
|
256
|
+
}
|
|
257
|
+
exports.BybitV5AllLiquidationsMapper = BybitV5AllLiquidationsMapper;
|
|
220
258
|
class BybitV5OptionSummaryMapper {
|
|
221
259
|
canHandle(message) {
|
|
222
260
|
if (message.topic === undefined) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AA+GtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAsBjC,cAAc,UAAU,CAAA;AAqYxB,eAAO,MAAM,eAAe,+5BAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,+5BAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,6dAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,8JAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,4QAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,4pBAEf,IAAI,0BASrB,CAAA"}
|
package/dist/mappers/index.js
CHANGED
|
@@ -88,9 +88,13 @@ const shouldIgnoreBookSnapshotOverlap = (date) => {
|
|
|
88
88
|
return isRealTime(date) === false;
|
|
89
89
|
};
|
|
90
90
|
const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z');
|
|
91
|
+
const BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE = new Date('2025-02-26T00:00:00.000Z');
|
|
91
92
|
const shouldUseBybitV5Mappers = (localTimestamp) => {
|
|
92
93
|
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf();
|
|
93
94
|
};
|
|
95
|
+
const shouldUseBybitAllLiquidationFeed = (localTimestamp) => {
|
|
96
|
+
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE.valueOf();
|
|
97
|
+
};
|
|
94
98
|
const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z');
|
|
95
99
|
const shouldUseOkcoinV5Mappers = (localTimestamp) => {
|
|
96
100
|
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf();
|
|
@@ -303,7 +307,11 @@ const liquidationsMappers = {
|
|
|
303
307
|
'dydx-v4': () => new dydxv4_1.DydxV4LiquidationsMapper(),
|
|
304
308
|
'huobi-dm-swap': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm-swap'),
|
|
305
309
|
'huobi-dm-linear-swap': () => new huobi_1.HuobiLiquidationsMapper('huobi-dm-linear-swap'),
|
|
306
|
-
bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp)
|
|
310
|
+
bybit: (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp)
|
|
311
|
+
? shouldUseBybitAllLiquidationFeed(localTimestamp)
|
|
312
|
+
? new bybit_1.BybitV5AllLiquidationsMapper('bybit')
|
|
313
|
+
: new bybit_1.BybitV5LiquidationsMapper('bybit')
|
|
314
|
+
: new bybit_1.BybitLiquidationsMapper('bybit'),
|
|
307
315
|
'okex-futures': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp)
|
|
308
316
|
? new okex_1.OkexV5LiquidationsMapper('okex-futures')
|
|
309
317
|
: new okex_1.OkexLiquidationsMapper('okex-futures', 'futures'),
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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-
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAWrG,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IACtD,SAAS,CAAC,QAAQ,CAAC,yBAAyB,EAAE,MAAM,CAAA;IAEpD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAuBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAAU,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAAlF,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM,EAAmB,YAAY,EAAE,MAAM,EAAE;cAIxF,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAwBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,0BAA0B;gBAL3C,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACpC,0BAA0B,EAAE,MAAM,EACnD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CAwG9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,
|
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1
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+
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAWrG,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IACtD,SAAS,CAAC,QAAQ,CAAC,yBAAyB,EAAE,MAAM,CAAA;IAEpD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAuBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAAU,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAAlF,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM,EAAmB,YAAY,EAAE,MAAM,EAAE;cAIxF,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAwBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,0BAA0B;gBAL3C,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACpC,0BAA0B,EAAE,MAAM,EACnD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CAwG9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyD;IACzE,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,yBAA0B,SAAQ,uBAAuB;IACpE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,qBAAsB,SAAQ,uBAAuB;IAChE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,0BAA2B,SAAQ,uBAAuB;IACrE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;MAGjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,2BAA4B,SAAQ,uBAAuB;IACtE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;;MAIjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC"}
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@@ -155,7 +155,7 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
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155
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class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
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156
156
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constructor() {
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157
157
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super(...arguments);
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158
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-
this.wssURL = 'wss://stream.binance.com
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158
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+
this.wssURL = 'wss://stream.binance.com/stream?timeUnit=microsecond';
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159
159
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this.httpURL = 'https://api.binance.com/api/v1';
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this.suffixes = {
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161
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depth: '100ms'
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@@ -1 +1 @@
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1
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-
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1
|
+
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAAkD;AAElD,iDAAqG;AAErG,MAAM,kBAAkB,GAAG;IACzB,OAAO,EAAE,EAAE,GAAG,IAAI;IAClB,KAAK,EAAE;QACL,KAAK,EAAE,EAAE;QACT,WAAW,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC;QACjC,aAAa,EAAE,GAAG,GAAG,IAAI;KAC1B;CACF,CAAA;AAED,MAAe,uBAAwB,SAAQ,8CAA+B;IAMlE,CAAC,iBAAiB,CAAC,QAAgB,EAAE,OAAyB,EAAE,iBAA0B,EAAE,OAAgC;QACpI,MAAM,SAAS,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,IAAI,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAErG,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,mCAAmC,CAC3C,QAAQ,EACR,SAAS,EACT,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,QAAQ,EACb,IAAI,CAAC,yBAAyB,EAC9B,iBAAiB,EACjB,OAAO,CACR,CAAA;SACF;QAED,MAAM,mBAAmB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAC/E,IAAI,mBAAmB,CAAC,MAAM,GAAG,CAAC,EAAE;YAClC,MAAM,WAAW,GAAG,mBAAmB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAElE,MAAM,IAAI,gCAAgC,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;SAChF;IACH,CAAC;CACF;AAED,MAAM,gCAAiC,SAAQ,gCAAiB;IAC9D,YAAY,QAAgB,EAAmB,QAAgB,EAAmB,YAAsB;QACtG,KAAK,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAA;QAD2B,aAAQ,GAAR,QAAQ,CAAQ;QAAmB,iBAAY,GAAZ,YAAY,CAAU;IAExG,CAAC;IAES,KAAK,CAAC,gBAAgB,CAAC,YAAsB;QACrD,KAAK,MAAM,WAAW,IAAI,IAAA,aAAK,EAAC,IAAI,CAAC,YAAY,EAAE,EAAE,CAAC,EAAE;YACtD,MAAM,OAAO,CAAC,UAAU,CACtB,WAAW,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE;gBACnC,IAAI,YAAY,CAAC,SAAS,EAAE;oBAC1B,OAAM;iBACP;gBACD,MAAM,oBAAoB,GAAG,CAAC,MAAM,kBAAU;qBAC3C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,wBAAwB,UAAU,CAAC,WAAW,EAAE,EAAE,EAAE,kBAAkB,CAAC;qBAC3F,IAAI,EAAE,CAAQ,CAAA;gBAEjB,MAAM,mBAAmB,GAAG;oBAC1B,MAAM,EAAE,GAAG,UAAU,CAAC,iBAAiB,EAAE,eAAe;oBACxD,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,oBAAoB;iBAC3B,CAAA;gBAED,IAAI,YAAY,CAAC,QAAQ,EAAE;oBACzB,YAAY,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAAA;iBACxC;YACH,CAAC,CAAC,CACH,CAAA;SACF;IACH,CAAC;CACF;AAED,MAAM,mCAAoC,SAAQ,+BAAgB;IAChE,YACE,QAAgB,EAChB,OAAyB,EACf,MAAc,EACP,QAAgB,EAChB,SAAoC,EACpC,0BAAkC,EACnD,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAP1C,WAAM,GAAN,MAAM,CAAQ;QACP,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAA2B;QACpC,+BAA0B,GAA1B,0BAA0B,CAAQ;IAKrD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,OAAO,GAAG,OAAO;aACpB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC;aAC5C,GAAG,CAAC,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;YACrB,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,yFAAyF,CAAC,CAAA;aAC3G;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAC7C,MAAM,OAAO,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAA;YAErF,OAAO;gBACL,MAAM,EAAE,WAAW;gBACnB,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,GAAG,MAAM,IAAI,OAAO,EAAE,CAAC;gBAC9D,EAAE,EAAE,KAAK,GAAG,CAAC;aACd,CAAA;QACH,CAAC,CAAC,CAAA;QAEJ,OAAO,OAAO,CAAA;IAChB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,oCAAoC;QACpC,IAAI,OAAO,CAAC,MAAM,KAAK,IAAI,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,IAAI,CAAA;SACZ;QAED,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC,CAAA;QAE9E,IAAI,CAAC,mBAAmB,EAAE;YACxB,OAAM;SACP;QAED,IAAI,kBAAkB,GAAW,CAAC,CAAA;QAElC,MAAM,oBAAoB,GAAG,MAAM,kBAAU,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,eAAe,EAAE,kBAAkB,CAAC,CAAA;QAEtG,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,CAAA;QAE1D,MAAM,wBAAwB,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,uBAAuB,CAAA;QAE1G,MAAM,SAAS,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,qBAAqB,CAAA;QAEzF,IAAI,OAAO,CAAC,GAAG,CAAC,wBAAwB,CAAC,KAAK,SAAS,EAAE;YACvD,kBAAkB,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,wBAAwB,CAAW,CAAC,CAAA;SACtF;QAED,IAAI,CAAC,kBAAkB,EAAE;YACvB,kBAAkB,GAAG,YAAY,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,KAAK,gBAAgB,CAAC,CAAC,KAAe,CAAA;SACpH;QAED,IAAI,UAAU,GAAG,MAAM,CAAC,QAAQ,CAAC,oBAAoB,CAAC,OAAO,CAAC,sBAAsB,CAAW,CAAC,CAAA;QAEhG,IAAI,CAAC,KAAK,CAAC,iEAAiE,EAAE,kBAAkB,EAAE,UAAU,CAAC,CAAA;QAE7G,IAAI,gBAAgB,GAAG,CAAC,CAAA;QAExB,MAAM,4BAA4B,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,oBAAoB,CAAA;QAE3G,IAAI,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAC,KAAK,SAAS,EAAE;YAC3D,gBAAgB,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAW,CAAC,CAAA;SACxF;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,gBAAgB,CAAC,CAAA;QAEhF,IAAI,eAAe,GAAG,CAAC,GAAG,gBAAgB,GAAG,IAAI,CAAC,0BAA0B,CAAA;QAE5E,MAAM,qBAAqB,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,8BAA8B,CAAA;QAE9G,IAAI,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAC,KAAK,SAAS,EAAE;YACpD,eAAe,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAW,CAAC,CAAA;SAChF;QAED,KAAK,MAAM,YAAY,IAAI,IAAA,aAAK,EAAC,mBAAmB,CAAC,OAAQ,EAAE,gBAAgB,CAAC,EAAE;YAChF,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,YAAY,CAAC,CAAA;YAE/D,MAAM,WAAW,GAAG,MAAM,OAAO,CAAC,GAAG,CACnC,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE;gBAChC,IAAI,YAAY,EAAE,EAAE;oBAClB,OAAO,CAAC,CAAA;iBACT;gBAED,MAAM,eAAe,GAAG,kBAAkB,GAAG,UAAU,GAAG,eAAe,CAAA;gBAEzE,IAAI,eAAe,EAAE;oBACnB,MAAM,aAAa,GAAG,EAAE,GAAG,IAAI,IAAI,EAAE,CAAC,aAAa,EAAE,CAAA;oBACrD,IAAI,CAAC,KAAK,CACR,gIAAgI,EAChI,kBAAkB,EAClB,UAAU,EACV,eAAe,EACf,aAAa,CACd,CAAA;oBAED,MAAM,IAAA,YAAI,EAAC,aAAa,GAAG,IAAI,CAAC,CAAA;iBACjC;gBAED,MAAM,qBAAqB,GAAG,MAAM,kBAAU,CAAC,GAAG,CAChD,GAAG,IAAI,CAAC,QAAQ,iBAAiB,MAAM,CAAC,WAAW,EAAE,aAAa,EAClE,kBAAkB,CACnB,CAAA;gBAED,MAAM,QAAQ,GAAG;oBACf,MAAM,EAAE,GAAG,MAAM,gBAAgB;oBACjC,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,IAAI,CAAC,KAAK,CAAC,qBAAqB,CAAC,IAAI,CAAC;iBAC7C,CAAA;gBAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;gBAEzC,IAAI,OAAO,CAAC,GAAG,CAAC,SAAS,CAAC,KAAK,SAAS,EAAE;oBACxC,MAAM,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,SAAS,CAAW,CAAC,CAAA;oBAElE,MAAM,IAAA,YAAI,EAAC,QAAQ,CAAC,CAAA;iBACrB;gBAED,OAAO,MAAM,CAAC,QAAQ,CAAC,qBAAqB,CAAC,OAAO,CAAC,sBAAsB,CAAW,CAAC,CAAA;YACzF,CAAC,CAAC,CACH,CAAA;YAED,UAAU,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,WAAW,CAAC,CAAA;YAErC,IAAI,CAAC,KAAK,CAAC,kEAAkE,EAAE,YAAY,EAAE,UAAU,CAAC,CAAA;SACzG;QACD,IAAI,CAAC,KAAK,CAAC,6CAA6C,CAAC,CAAA;IAC3D,CAAC;CACF;AAED,MAAa,mBAAoB,SAAQ,uBAAuB;IAAhE;;QACY,WAAM,GAAG,sDAAsD,CAAA;QAC/D,YAAO,GAAG,gCAAgC,CAAA;QAE1C,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AATD,kDASC;AAED,MAAa,yBAA0B,SAAQ,uBAAuB;IAAtE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AATD,8DASC;AAED,MAAa,qBAAsB,SAAQ,uBAAuB;IAAlE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AATD,sDASC;AAED,MAAa,0BAA2B,SAAQ,uBAAuB;IAAvE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;SAChB,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AAVD,gEAUC;AAED,MAAa,2BAA4B,SAAQ,uBAAuB;IAAxE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;YACf,UAAU,EAAE,IAAI;SACjB,CAAA;QAES,8BAAyB,GAAG,EAAE,CAAA;IAC1C,CAAC;CAAA;AAXD,kEAWC"}
|
package/package.json
CHANGED
package/src/consts.ts
CHANGED
|
@@ -379,7 +379,8 @@ const BYBIT_CHANNELS = [
|
|
|
379
379
|
'orderbook.500',
|
|
380
380
|
'publicTrade',
|
|
381
381
|
'tickers',
|
|
382
|
-
'liquidation'
|
|
382
|
+
'liquidation',
|
|
383
|
+
'allLiquidation'
|
|
383
384
|
] as const
|
|
384
385
|
|
|
385
386
|
const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers']
|
package/src/mappers/binance.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { debug } from '../debug'
|
|
2
|
-
import { CircularBuffer, lowerCaseSymbols } from '../handy'
|
|
2
|
+
import { CircularBuffer, fromMicroSecondsToDate, lowerCaseSymbols } from '../handy'
|
|
3
3
|
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types'
|
|
4
4
|
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
5
5
|
|
|
@@ -45,7 +45,7 @@ export class BinanceTradesMapper
|
|
|
45
45
|
price: Number(binanceTrade.p),
|
|
46
46
|
amount: Number(binanceTrade.q),
|
|
47
47
|
side: binanceTrade.m ? 'sell' : 'buy',
|
|
48
|
-
timestamp:
|
|
48
|
+
timestamp: fromMicroSecondsToDate(binanceTrade.T),
|
|
49
49
|
localTimestamp: localTimestamp
|
|
50
50
|
}
|
|
51
51
|
|
|
@@ -144,7 +144,7 @@ export class BinanceBookChangeMapper
|
|
|
144
144
|
isSnapshot: true,
|
|
145
145
|
bids: binanceDepthSnapshotData.bids.map(this.mapBookLevel),
|
|
146
146
|
asks: binanceDepthSnapshotData.asks.map(this.mapBookLevel),
|
|
147
|
-
timestamp: binanceDepthSnapshotData.T !== undefined ?
|
|
147
|
+
timestamp: binanceDepthSnapshotData.T !== undefined ? fromMicroSecondsToDate(binanceDepthSnapshotData.T) : localTimestamp,
|
|
148
148
|
localTimestamp
|
|
149
149
|
}
|
|
150
150
|
|
|
@@ -201,7 +201,7 @@ export class BinanceBookChangeMapper
|
|
|
201
201
|
|
|
202
202
|
bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
|
|
203
203
|
asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
|
|
204
|
-
timestamp:
|
|
204
|
+
timestamp: fromMicroSecondsToDate(binanceDepthUpdateData.E),
|
|
205
205
|
localTimestamp: localTimestamp
|
|
206
206
|
}
|
|
207
207
|
}
|
|
@@ -259,7 +259,7 @@ export class BinanceFuturesBookChangeMapper
|
|
|
259
259
|
|
|
260
260
|
bids: binanceDepthUpdateData.b.map(this.mapBookLevel),
|
|
261
261
|
asks: binanceDepthUpdateData.a.map(this.mapBookLevel),
|
|
262
|
-
timestamp:
|
|
262
|
+
timestamp: fromMicroSecondsToDate(binanceDepthUpdateData.E),
|
|
263
263
|
localTimestamp: localTimestamp
|
|
264
264
|
}
|
|
265
265
|
}
|
|
@@ -342,12 +342,12 @@ export class BinanceFuturesDerivativeTickerMapper implements Mapper<'binance-fut
|
|
|
342
342
|
}
|
|
343
343
|
|
|
344
344
|
pendingTickerInfo.updateMarkPrice(Number(message.data.p))
|
|
345
|
-
pendingTickerInfo.updateTimestamp(
|
|
345
|
+
pendingTickerInfo.updateTimestamp(fromMicroSecondsToDate(message.data.E))
|
|
346
346
|
}
|
|
347
347
|
|
|
348
348
|
if (message.data.e === '24hrTicker') {
|
|
349
349
|
pendingTickerInfo.updateLastPrice(Number(message.data.c))
|
|
350
|
-
pendingTickerInfo.updateTimestamp(
|
|
350
|
+
pendingTickerInfo.updateTimestamp(fromMicroSecondsToDate(message.data.E))
|
|
351
351
|
}
|
|
352
352
|
|
|
353
353
|
if ('openInterest' in message.data) {
|
|
@@ -398,7 +398,7 @@ export class BinanceLiquidationsMapper implements Mapper<'binance-futures' | 'bi
|
|
|
398
398
|
price: Number(binanceLiquidation.p),
|
|
399
399
|
amount: Number(binanceLiquidation.l), // Order Last Filled Quantity
|
|
400
400
|
side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
|
|
401
|
-
timestamp:
|
|
401
|
+
timestamp: fromMicroSecondsToDate(binanceLiquidation.T),
|
|
402
402
|
localTimestamp: localTimestamp
|
|
403
403
|
}
|
|
404
404
|
|
|
@@ -439,7 +439,7 @@ export class BinanceBookTickerMapper implements Mapper<'binance-futures' | 'bina
|
|
|
439
439
|
askPrice: binanceBookTicker.a !== undefined ? Number(binanceBookTicker.a) : undefined,
|
|
440
440
|
bidPrice: binanceBookTicker.b !== undefined ? Number(binanceBookTicker.b) : undefined,
|
|
441
441
|
bidAmount: binanceBookTicker.B !== undefined ? Number(binanceBookTicker.B) : undefined,
|
|
442
|
-
timestamp: binanceBookTicker.E !== undefined ?
|
|
442
|
+
timestamp: binanceBookTicker.E !== undefined ? fromMicroSecondsToDate(binanceBookTicker.E) : localTimestamp,
|
|
443
443
|
localTimestamp: localTimestamp
|
|
444
444
|
}
|
|
445
445
|
|
package/src/mappers/bybit.ts
CHANGED
|
@@ -251,6 +251,46 @@ export class BybitV5LiquidationsMapper implements Mapper<'bybit', Liquidation> {
|
|
|
251
251
|
}
|
|
252
252
|
}
|
|
253
253
|
|
|
254
|
+
export class BybitV5AllLiquidationsMapper implements Mapper<'bybit', Liquidation> {
|
|
255
|
+
constructor(private readonly _exchange: Exchange) {}
|
|
256
|
+
canHandle(message: BybitV5AllLiquidationMessage) {
|
|
257
|
+
if (message.topic === undefined) {
|
|
258
|
+
return false
|
|
259
|
+
}
|
|
260
|
+
|
|
261
|
+
return message.topic.startsWith('allLiquidation.')
|
|
262
|
+
}
|
|
263
|
+
|
|
264
|
+
getFilters(symbols?: string[]) {
|
|
265
|
+
symbols = upperCaseSymbols(symbols)
|
|
266
|
+
|
|
267
|
+
return [
|
|
268
|
+
{
|
|
269
|
+
channel: 'allLiquidation',
|
|
270
|
+
symbols
|
|
271
|
+
} as const
|
|
272
|
+
]
|
|
273
|
+
}
|
|
274
|
+
|
|
275
|
+
*map(message: BybitV5AllLiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation> {
|
|
276
|
+
for (const bybitLiquidation of message.data) {
|
|
277
|
+
const liquidation: Liquidation = {
|
|
278
|
+
type: 'liquidation',
|
|
279
|
+
symbol: bybitLiquidation.s,
|
|
280
|
+
exchange: this._exchange,
|
|
281
|
+
id: undefined,
|
|
282
|
+
price: Number(bybitLiquidation.p),
|
|
283
|
+
amount: Number(bybitLiquidation.v),
|
|
284
|
+
// from bybit docs Position side. Buy,Sell. When you receive a Buy update, this means that a long position has been liquidated
|
|
285
|
+
side: bybitLiquidation.S == 'Buy' ? 'sell' : 'buy',
|
|
286
|
+
timestamp: new Date(bybitLiquidation.T),
|
|
287
|
+
localTimestamp
|
|
288
|
+
}
|
|
289
|
+
|
|
290
|
+
yield liquidation
|
|
291
|
+
}
|
|
292
|
+
}
|
|
293
|
+
}
|
|
254
294
|
export class BybitV5OptionSummaryMapper implements Mapper<'bybit-options', OptionSummary> {
|
|
255
295
|
canHandle(message: BybitV5OptionTickerMessage) {
|
|
256
296
|
if (message.topic === undefined) {
|
|
@@ -672,6 +712,13 @@ type BybitV5LiquidationMessage = {
|
|
|
672
712
|
type: 'snapshot'
|
|
673
713
|
}
|
|
674
714
|
|
|
715
|
+
type BybitV5AllLiquidationMessage = {
|
|
716
|
+
topic: 'allLiquidation.KAITOUSDT'
|
|
717
|
+
type: 'snapshot'
|
|
718
|
+
ts: 1740480190078
|
|
719
|
+
data: [{ T: 1740480189987; s: 'KAITOUSDT'; S: 'Buy'; v: '43'; p: '1.7531' }]
|
|
720
|
+
}
|
|
721
|
+
|
|
675
722
|
type BybitV5OptionTickerMessage = {
|
|
676
723
|
id: 'tickers.ETH-30JUN23-200-P-3164908233-1680652859919'
|
|
677
724
|
topic: 'tickers.ETH-30JUN23-200-P'
|
package/src/mappers/index.ts
CHANGED
|
@@ -40,6 +40,7 @@ import {
|
|
|
40
40
|
BybitDerivativeTickerMapper,
|
|
41
41
|
BybitLiquidationsMapper,
|
|
42
42
|
BybitTradesMapper,
|
|
43
|
+
BybitV5AllLiquidationsMapper,
|
|
43
44
|
BybitV5BookChangeMapper,
|
|
44
45
|
BybitV5BookTickerMapper,
|
|
45
46
|
BybitV5DerivativeTickerMapper,
|
|
@@ -176,10 +177,16 @@ const shouldIgnoreBookSnapshotOverlap = (date: Date) => {
|
|
|
176
177
|
|
|
177
178
|
const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z')
|
|
178
179
|
|
|
180
|
+
const BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE = new Date('2025-02-26T00:00:00.000Z')
|
|
181
|
+
|
|
179
182
|
const shouldUseBybitV5Mappers = (localTimestamp: Date) => {
|
|
180
183
|
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf()
|
|
181
184
|
}
|
|
182
185
|
|
|
186
|
+
const shouldUseBybitAllLiquidationFeed = (localTimestamp: Date) => {
|
|
187
|
+
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_ALL_LIQUIDATION_SUPPORT_DATE.valueOf()
|
|
188
|
+
}
|
|
189
|
+
|
|
183
190
|
const OKCOIN_V5_API_SWITCH_DATE = new Date('2023-04-27T00:00:00.000Z')
|
|
184
191
|
const shouldUseOkcoinV5Mappers = (localTimestamp: Date) => {
|
|
185
192
|
return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKCOIN_V5_API_SWITCH_DATE.valueOf()
|
|
@@ -438,7 +445,11 @@ const liquidationsMappers = {
|
|
|
438
445
|
'huobi-dm-swap': () => new HuobiLiquidationsMapper('huobi-dm-swap'),
|
|
439
446
|
'huobi-dm-linear-swap': () => new HuobiLiquidationsMapper('huobi-dm-linear-swap'),
|
|
440
447
|
bybit: (localTimestamp: Date) =>
|
|
441
|
-
shouldUseBybitV5Mappers(localTimestamp)
|
|
448
|
+
shouldUseBybitV5Mappers(localTimestamp)
|
|
449
|
+
? shouldUseBybitAllLiquidationFeed(localTimestamp)
|
|
450
|
+
? new BybitV5AllLiquidationsMapper('bybit')
|
|
451
|
+
: new BybitV5LiquidationsMapper('bybit')
|
|
452
|
+
: new BybitLiquidationsMapper('bybit'),
|
|
442
453
|
'okex-futures': (localTimestamp: Date) =>
|
|
443
454
|
shouldUseOkexV5Mappers(localTimestamp)
|
|
444
455
|
? new OkexV5LiquidationsMapper('okex-futures')
|
|
@@ -233,7 +233,7 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
233
233
|
}
|
|
234
234
|
|
|
235
235
|
export class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
|
|
236
|
-
protected wssURL = 'wss://stream.binance.com
|
|
236
|
+
protected wssURL = 'wss://stream.binance.com/stream?timeUnit=microsecond'
|
|
237
237
|
protected httpURL = 'https://api.binance.com/api/v1'
|
|
238
238
|
|
|
239
239
|
protected suffixes = {
|