tardis-dev 13.35.2 → 14.0.0

package/dist/realtimefeeds/realtimefeed.js.map

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

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

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

@@ -1 +1 @@
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package/dist/replay.d.ts

@@ -1,4 +1,3 @@
-/// <reference types="node" />
 import { MapperFactory } from './mappers';
 import { Disconnect, Exchange, FilterForExchange } from './types';
 export declare function replay<T extends Exchange, U extends boolean = false, Z extends boolean = false>({ exchange, from, to, filters, skipDecoding, withDisconnects, apiKey, withMicroseconds, autoCleanup, waitWhenDataNotYetAvailable }: ReplayOptions<T, U, Z>): AsyncIterableIterator<Z extends true ? U extends true ? {

package/dist/replay.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../src/replay.ts"],"names":[],"mappings":"AAUA,OAAO,EAAE,aAAa,EAAwB,MAAM,WAAW,CAAA;AAE/D,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAGjE,wBAAuB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACtG,QAAQ,EACR,IAAI,EACJ,EAAE,EACF,OAAO,EACP,YAAwB,EACxB,eAA2B,EAC3B,MAAkB,EAClB,gBAA4B,EAC5B,WAAuB,EACvB,2BAAuC,EACxC,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC/C,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,IAAI,GACZ;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,GACvD;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GACpD,CAAC,SAAS,IAAI,GACd;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAC3C;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC3C,CA+LA;AA2BD,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EACE,QAAQ,EACR,OAAO,EACP,IAAI,EACJ,EAAE,EACF,sBAAkC,EAClC,MAAkB,EAClB,WAAuB,EACvB,2BAAuC,EACxC,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EAChC,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CACtB,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GACzC,CAAC,GAAG,UAAU,GACd,KAAK,GACP,CAAC,SAAS,aAAa,CAAC,MAAM,CAAC,EAAE,MAAM,CAAC,CAAC,EAAE,GAC3C,CAAC,GACD,KAAK,CACV,CA+BA;AA6FD,MAAM,MAAM,aAAa,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACpG,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAA;IACpB,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;IACrB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAA;IACnB,QAAQ,CAAC,OAAO,EAAE,iBAAiB,CAAC,CAAC,CAAC,EAAE,CAAA;IACxC,QAAQ,CAAC,YAAY,CAAC,EAAE,CAAC,CAAA;IACzB,QAAQ,CAAC,eAAe,CAAC,EAAE,CAAC,CAAA;IAC5B,QAAQ,CAAC,MAAM,CAAC,EAAE,MAAM,CAAA;IACxB,QAAQ,CAAC,gBAAgB,CAAC,EAAE,OAAO,CAAA;IACnC,QAAQ,CAAC,WAAW,CAAC,EAAE,OAAO,CAAA;IAC9B,QAAQ,CAAC,2BAA2B,CAAC,EAAE,OAAO,GAAG,MAAM,CAAA;CACxD,CAAA;AAED,MAAM,MAAM,uBAAuB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,IAAI;IACnF,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAA;IACpB,QAAQ,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,CAAA;IAC3B,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAA;IACrB,QAAQ,CAAC,EAAE,EAAE,MAAM,CAAA;IACnB,QAAQ,CAAC,sBAAsB,CAAC,EAAE,CAAC,CAAA;IACnC,QAAQ,CAAC,MAAM,CAAC,EAAE,MAAM,CAAA;IACxB,QAAQ,CAAC,WAAW,CAAC,EAAE,OAAO,CAAA;IAC9B,QAAQ,CAAC,2BAA2B,CAAC,EAAE,OAAO,GAAG,MAAM,CAAA;CACxD,CAAA"}

package/dist/replay.js

@@ -3,7 +3,8 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.replayNormalized = exports.replay = void 0;
+exports.replay = replay;
+exports.replayNormalized = replayNormalized;
 const fs_extra_1 = require("fs-extra");
 const path_1 = __importDefault(require("path"));
 const stream_1 = require("stream");
@@ -163,7 +164,6 @@ async function* replay({ exchange, from, to, filters, skipDecoding = undefined,
         }
     }
 }
-exports.replay = replay;
 async function cleanupSlice(slicePath) {
     try {
         await (0, fs_extra_1.remove)(slicePath);
@@ -212,7 +212,6 @@ function replayNormalized({ exchange, symbols, from, to, withDisconnectMessages
     };
     return (0, handy_1.normalizeMessages)(exchange, undefined, messages, mappers, createMappers, withDisconnectMessages, filter);
 }
-exports.replayNormalized = replayNormalized;
 function validateReplayOptions(exchange, from, to, filters) {
     if (!exchange || consts_1.EXCHANGES.includes(exchange) === false) {
         throw new Error(`Invalid "exchange" argument: ${exchange}. Please provide one of the following exchanges: ${consts_1.EXCHANGES.join(', ')}.`);

package/dist/replay.js.map

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package/dist/stream.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.streamNormalized = exports.stream = void 0;
+exports.stream = stream;
+exports.streamNormalized = streamNormalized;
 const debug_1 = require("./debug");
 const handy_1 = require("./handy");
 const realtimefeeds_1 = require("./realtimefeeds");
@@ -28,7 +29,6 @@ function stream({ exchange, filters, timeoutIntervalMS = 10000, withDisconnects
     _iterator.__realtime__ = true;
     return _iterator;
 }
-exports.stream = stream;
 async function* _streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000, withDisconnectMessages = undefined, onError = undefined }, ...normalizers) {
     while (true) {
         try {
@@ -87,5 +87,4 @@ function streamNormalized({ exchange, symbols, timeoutIntervalMS = 10000, withDi
     _iterator.__realtime__ = true;
     return _iterator;
 }
-exports.streamNormalized = streamNormalized;
 //# sourceMappingURL=stream.js.map

package/dist/stream.js.map

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

@@ -1,8 +1,8 @@
 {
   "name": "tardis-dev",
-  "version": "13.35.2",
+  "version": "14.0.0",
   "engines": {
-    "node": ">=12"
+    "node": ">=22"
   },
   "description": "Convenient access to tick-level historical and real-time cryptocurrency market data via Node.js",
   "main": "dist/index.js",
@@ -52,27 +52,29 @@
     "@types/bintrees": "^1.0.3",
     "bintrees": "^1.0.2",
     "debug": "^4.3.3",
+    "follow-redirects": "^1.15.9",
     "fs-extra": "^10.0.0",
     "got": "^11.8.2",
-    "https-proxy-agent": "^5.0.0",
+    "https-proxy-agent": "^7.0.0",
     "p-map": "^4.0.0",
-    "socks-proxy-agent": "^7.0.0",
-    "ws": "^8.4.0"
+    "socks-proxy-agent": "^8.0.0",
+    "ws": "^8.18.3"
   },
   "devDependencies": {
     "@types/debug": "^4.1.7",
+    "@types/follow-redirects": "^1.14.4",
     "@types/fs-extra": "^9.0.13",
-    "@types/jest": "^27.0.3",
-    "@types/node": "^17.0.2",
-    "@types/ws": "^8.2.2",
+    "@types/jest": "^29.0.0",
+    "@types/node": "^24.0.0",
+    "@types/ws": "^8.18.1",
     "cross-var": "^1.1.0",
     "husky": "^7.0.4",
-    "jest": "^27.4.5",
+    "jest": "^29.0.0",
     "lint-staged": "^12.1.3",
     "prettier": "^2.5.1",
     "source-map-support": "^0.5.21",
-    "ts-jest": "^27.1.2",
-    "typescript": "^4.5.4"
+    "ts-jest": "^29.4.0",
+    "typescript": "^5.8.0"
   },
   "lint-staged": {
     "*.{ts}": [

package/src/consts.ts

@@ -481,7 +481,7 @@ 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']
 
-const HYPERLIQUID_CHANNELS = ['l2Book', 'trades', 'activeAssetCtx', 'activeSpotAssetCtx']
+const HYPERLIQUID_CHANNELS = ['l2Book', 'trades', 'activeAssetCtx', 'activeSpotAssetCtx', 'bbo']
 
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,

package/src/handy.ts

@@ -1,7 +1,8 @@
 import crypto, { createHash } from 'crypto'
 import { createWriteStream, ensureDirSync, rename, removeSync } from 'fs-extra'
-import https, { RequestOptions } from 'https'
-import createHttpsProxyAgent from 'https-proxy-agent'
+import { RequestOptions, Agent } from 'https'
+import { https } from 'follow-redirects'
+import { HttpsProxyAgent } from 'https-proxy-agent'
 import got, { ExtendOptions } from 'got'
 import path from 'path'
 import { debug } from './debug'
@@ -241,9 +242,9 @@ const httpsAgent = new https.Agent({
   maxSockets: 120
 })
 
-export const httpsProxyAgent: https.Agent | undefined =
+export const httpsProxyAgent: Agent | undefined =
   process.env.HTTP_PROXY !== undefined
-    ? createHttpsProxyAgent(process.env.HTTP_PROXY)
+    ? new HttpsProxyAgent(process.env.HTTP_PROXY)
     : process.env.SOCKS_PROXY !== undefined
     ? new SocksProxyAgent(process.env.SOCKS_PROXY)
     : undefined
@@ -276,12 +277,18 @@ export async function download({
     // simple retry logic when fetching from the network...
     attempts++
     try {
-      return await _downloadFile(httpRequestOptions, url, downloadPath)
+      const addRetryAttempt = attempts - 1 > 0 && url.endsWith('gz')
+      if (addRetryAttempt) {
+        return await _downloadFile(httpRequestOptions, `${url}?retryAttempt=${attempts - 1}`, downloadPath)
+      } else {
+        return await _downloadFile(httpRequestOptions, url, downloadPath)
+      }
     } catch (error) {
       const badOrUnauthorizedRequest =
         error instanceof HttpError &&
         ((error.status === 400 && error.message.includes('ISO 8601 format') === false) || error.status === 401)
       const tooManyRequests = error instanceof HttpError && error.status === 429
+      const internalServiceError = error instanceof HttpError && error.status === 500
       // do not retry when we've got bad or unauthorized request or enough attempts
       if (badOrUnauthorizedRequest || attempts === MAX_ATTEMPTS) {
         throw error
@@ -295,6 +302,9 @@ export async function download({
         // when too many requests received wait one minute
         nextAttemptDelayMS += 60 * ONE_SEC_IN_MS
       }
+      if (internalServiceError) {
+        nextAttemptDelayMS = nextAttemptDelayMS * 2
+      }
 
       debug('download file error: %o, next attempt delay: %d, url %s, path: %s', error, nextAttemptDelayMS, url, downloadPath)
 
@@ -416,7 +426,7 @@ export class CappedSet<T> {
 
   public add(value: T) {
     if (this._set.size >= this._maxSize) {
-      this._set.delete(this._set.keys().next().value)
+      this._set.delete(this._set.keys().next().value!)
     }
     this._set.add(value)
   }

package/src/mappers/hyperliquid.ts

@@ -1,4 +1,4 @@
-import { BookChange, DerivativeTicker, Trade } from '../types'
+import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
 const KILO_SYMBOLS = ['kPEPE', 'kSHIB', 'kBONK', 'kFLOKI', 'kLUNC', 'kDOGS', 'kNEIRO']
@@ -91,6 +91,43 @@ export class HyperliquidBookChangeMapper implements Mapper<'hyperliquid', BookCh
   }
 }
 
+export class HyperliquidBookTickerMapper implements Mapper<'hyperliquid', BookTicker> {
+  canHandle(message: HyperliquidBboMessage) {
+    return message.channel === 'bbo'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = getSymbols(symbols)
+
+    return [
+      {
+        channel: 'bbo',
+        symbols
+      }
+    ]
+  }
+
+  *map(message: HyperliquidBboMessage, localTimestamp: Date): IterableIterator<BookTicker> {
+    const bbo = message.data.bbo
+    const bestBid = bbo[0]
+    const bestAsk = bbo[1]
+
+    const ticker: BookTicker = {
+      type: 'book_ticker',
+      symbol: message.data.coin.toUpperCase(),
+      exchange: 'hyperliquid',
+      bidPrice: bestBid ? Number(bestBid.px) : undefined,
+      bidAmount: bestBid ? Number(bestBid.sz) : undefined,
+      askPrice: bestAsk ? Number(bestAsk.px) : undefined,
+      askAmount: bestAsk ? Number(bestAsk.sz) : undefined,
+      timestamp: new Date(message.data.time),
+      localTimestamp: localTimestamp
+    }
+
+    yield ticker
+  }
+}
+
 export class HyperliquidDerivativeTickerMapper implements Mapper<'hyperliquid', DerivativeTicker> {
   private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
 
@@ -167,6 +204,15 @@ type HyperliquidWsLevel = {
   n: number // number of orders
 }
 
+type HyperliquidBboMessage = {
+  channel: 'bbo'
+  data: {
+    coin: string
+    time: number
+    bbo: [HyperliquidWsLevel, HyperliquidWsLevel]
+  }
+}
+
 type HyperliquidContextMessage = {
   channel: 'activeAssetCtx'
   data: {

package/src/mappers/index.ts

@@ -101,7 +101,12 @@ import {
   HuobiBookTickerMapper,
   HuobiTradesMapper
 } from './huobi'
-import { HyperliquidBookChangeMapper, HyperliquidDerivativeTickerMapper, HyperliquidTradesMapper } from './hyperliquid'
+import {
+  HyperliquidBookChangeMapper,
+  HyperliquidBookTickerMapper,
+  HyperliquidDerivativeTickerMapper,
+  HyperliquidTradesMapper
+} from './hyperliquid'
 import { krakenBookChangeMapper, krakenBookTickerMapper, krakenTradesMapper } from './kraken'
 import { KucoinBookChangeMapper, KucoinBookTickerMapper, KucoinTradesMapper } from './kucoin'
 import {
@@ -518,7 +523,8 @@ const bookTickersMappers = {
   'kucoin-futures': () => new KucoinFuturesBookTickerMapper(),
   bitget: () => new BitgetBookTickerMapper('bitget'),
   'bitget-futures': () => new BitgetBookTickerMapper('bitget-futures'),
-  'coinbase-international': () => coinbaseInternationalBookTickerMapper
+  'coinbase-international': () => coinbaseInternationalBookTickerMapper,
+  hyperliquid: () => new HyperliquidBookTickerMapper()
 }
 
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {

package/src/mappers/phemex.ts

@@ -27,7 +27,66 @@ function getQtyScale(symbol: string) {
   return 1
 }
 
-const COINS_STARTING_WITH_S = ['SOL', 'SUSHI', 'SNX', 'SAND', 'SRM', 'SKLU', 'SXP', 'STORJ', 'SFP', 'STG']
+const COINS_STARTING_WITH_S = [
+  'SOLUSD',
+  'SUSHIUSD',
+  'SNXUSD',
+  'SANDUSD',
+  'SRMUSD',
+  'SKLUSD',
+  'SXPUSD',
+  'STORJUSD',
+  'SFPUSD',
+  'STGUSD',
+  'SLPUUSD',
+  'SPELLUSD',
+  'SSVUSD',
+  'STXUSD',
+  'SUIUSD',
+  'STMXUSD',
+  'SEIUSD',
+  'STRUSD',
+  'STPTUSD',
+  'SNTUSD',
+  'STEEMUSD',
+  'SUPERUSD',
+  'SLERFUSD',
+  'SAGAUSD',
+  'SYNUSD',
+  'SYSUSD',
+  'SUNUSD',
+  'SUNDOGUSD',
+  'SCRUSD',
+  'SANTOSUSD',
+  'SAFEUSD',
+  'SWELLUSD',
+  'SCRTUSD',
+  'SPXUSD',
+  'SWARMSUSD',
+  'SONICUSD',
+  'SUSDT',
+  'SHELLUSD',
+  'SIRENUSD',
+  'SERAPHUSD',
+  'STOUSD',
+  'SIGNUSD',
+  'STICKMANUSD',
+  'SYRUPUSD',
+  'SXTUSD',
+  'SKYAIUSD',
+  'SCAUSD',
+  'SAROSUSD',
+  'SOONUSD',
+  'SOPHUSD',
+  'SKATEUSD',
+  'SQDUSD',
+  'SLPUSD',
+  'STRAXUSD',
+  'STRKUSD',
+  'SOLVUSD',
+  'SPKUSDT',
+  'SAHARAUSDT'
+]
 function getInstrumentType(symbol: string) {
   if (/\d+$/.test(symbol)) {
     return 'future'

package/src/realtimefeeds/realtimefeed.ts

@@ -87,7 +87,7 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
         )
 
         if (this.originHeader !== undefined) {
-          this._wsClientOptions.headers!.origin = this.originHeader
+          ;(this._wsClientOptions as any).headers['origin'] = this.originHeader
         }
 
         this._ws = new WebSocket(finalWssUrl, this._wsClientOptions)