tardis-dev 13.35.3 → 14.1.0

package/dist/replay.js.map

@@ -1 +1 @@
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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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+{"version":3,"file":"worker.js","sourceRoot":"","sources":["../src/worker.ts"],"names":[],"mappings":";;;;;AAAA,kDAAuB;AACvB,uCAAqC;AACrC,kDAAwB;AACxB,mDAAqE;AACrE,mCAAyH;AAGzH,MAAM,KAAK,GAAG,IAAA,eAAG,EAAC,YAAY,CAAC,CAAA;AAE/B,IAAI,6BAAY,EAAE,CAAC;IACjB,KAAK,CAAC,qDAAqD,CAAC,CAAA;AAC9D,CAAC;KAAM,CAAC;IACN,2BAAW,CAAC,EAAE,CAAC,SAAS,EAAE,CAAC,MAAoB,EAAE,EAAE;QACjD,IAAI,MAAM,2DAAkC,EAAE,CAAC;YAC7C,IAAA,sBAAc,GAAE,CAAA;YAChB,2BAAW,CAAC,WAAW,4DAAiC,CAAA;QAC1D,CAAC;IACH,CAAC,CAAC,CAAA;IACF,iBAAiB,CAAC,2BAA8B,CAAC,CAAA;AACnD,CAAC;AAED,OAAO,CAAC,EAAE,CAAC,oBAAoB,EAAE,CAAC,GAAG,EAAE,OAAO,EAAE,EAAE;IAChD,KAAK,CAAC,wCAAwC,EAAE,OAAO,EAAE,GAAG,CAAC,CAAA;IAC7D,MAAM,GAAG,CAAA;AACX,CAAC,CAAC,CAAA;AAEF,KAAK,UAAU,iBAAiB,CAAC,OAAyB;IACxD,MAAM,sBAAsB,GAAG,EAAE,GAAG,IAAI,CAAA;IACxC,MAAM,iBAAiB,GAAG,EAAE,CAAA;IAC5B,mEAAmE;IACnE,MAAM,OAAO,GAAG,IAAA,uBAAe,EAAC,OAAO,CAAC,OAAO,CAAC,CAAA;IAEhD,2HAA2H;IAC3H,qEAAqE;IACrE,MAAM,mBAAmB,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,sBAAsB,CAAC,CAAA;IAExH,gEAAgE;IAChE,MAAM,QAAQ,GAAG,GAAG,OAAO,CAAC,QAAQ,UAAU,OAAO,CAAC,QAAQ,IAAI,IAAA,cAAM,EAAC,OAAO,CAAC,EAAE,CAAA;IAEnF,MAAM,YAAY,GAChB,OAAO,OAAO,CAAC,2BAA2B,KAAK,QAAQ;QACrD,CAAC,CAAC,OAAO,CAAC,2BAA2B,GAAG,sBAAsB;QAC9D,CAAC,CAAC,EAAE,GAAG,sBAAsB,CAAA;IAEjC,IAAI,OAAO,CAAC,2BAA2B,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,EAAE,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,EAAE,CAAC;QAC1G,IAAI,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;QAEvE,4EAA4E;QAC5E,IAAI,6BAA6B,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,EAAE,CAAC;YAC/D,MAAM,eAAe,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,GAAG,6BAA6B,CAAA;YAClF,IAAI,eAAe,GAAG,CAAC,EAAE,CAAC;gBACxB,MAAM,IAAA,YAAI,EAAC,eAAe,CAAC,CAAA;YAC7B,CAAC;QACH,CAAC;QAED,uDAAuD;QACvD,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;QACnE,MAAM,0CAA0C,GAAG,IAAI,CAAC,KAAK,CAC3D,CAAC,6BAA6B,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,CAAC,GAAG,sBAAsB,CACtF,CAAA;QAED,MAAM,IAAA,eAAI,EAAC,IAAA,gBAAQ,EAAC,0CAA0C,EAAE,CAAC,CAAC,EAAE,CAAC,MAAM,EAAE,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,EAAE;YACpI,WAAW,EAAE,iBAAiB;SAC/B,CAAC,CAAA;QAEF,2DAA2D;QAC3D,KAAK,IAAI,MAAM,GAAG,0CAA0C,EAAE,MAAM,GAAG,mBAAmB,EAAE,MAAM,EAAE,EAAE,CAAC;YACrG,MAAM,gBAAgB,GAAG,OAAO,CAAC,QAAQ,CAAC,OAAO,EAAE,GAAG,MAAM,GAAG,sBAAsB,CAAA;YACrF,6BAA6B,GAAG,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE,GAAG,YAAY,CAAA;YAEnE,IAAI,gBAAgB,GAAG,6BAA6B,EAAE,CAAC;gBACrD,MAAM,QAAQ,GAAG,gBAAgB,GAAG,6BAA6B,GAAG,GAAG,CAAA;gBAEvE,MAAM,IAAA,YAAI,EAAC,QAAQ,CAAC,CAAA;YACtB,CAAC;YACD,MAAM,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAC5D,CAAC;IACH,CAAC;SAAM,CAAC;QACN,iHAAiH;QACjH,MAAM,gBAAgB,CAAC,OAAO,EAAE,mBAAmB,GAAG,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAE3E,kGAAkG;QAClG,MAAM,gBAAgB,CAAC,OAAO,EAAE,CAAC,EAAE,OAAO,EAAE,QAAQ,CAAC,CAAA;QAErD,wHAAwH;QACxH,MAAM,IAAA,eAAI,EACR,IAAA,gBAAQ,EAAC,mBAAmB,EAAE,CAAC,CAAC,EAAE,oEAAoE;QACtG,CAAC,MAAM,EAAE,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,CAAC,EAChE,EAAE,WAAW,EAAE,iBAAiB,EAAE,CACnC,CAAA;IACH,CAAC;AACH,CAAC;AAED,KAAK,UAAU,gBAAgB,CAC7B,EAAE,QAAQ,EAAE,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,SAAS,EAAoB,EACrE,MAAc,EACd,OAAiB,EACjB,QAAgB;IAEhB,MAAM,cAAc,GAAG,IAAA,kBAAU,EAAC,QAAQ,EAAE,MAAM,CAAC,CAAA;IACnD,MAAM,QAAQ,GAAG,cAAc,CAAC,WAAW,EAAE,CAAA;IAC7C,MAAM,SAAS,GAAG,GAAG,QAAQ,IAAI,IAAA,wBAAgB,EAAC,cAAc,CAAC,UAAU,CAAA;IAC3E,MAAM,QAAQ,GAAG,IAAA,qBAAU,EAAC,SAAS,CAAC,CAAA;IAEtC,IAAI,GAAG,GAAG,GAAG,QAAQ,eAAe,QAAQ,SAAS,QAAQ,CAAC,WAAW,EAAE,WAAW,MAAM,EAAE,CAAA;IAE9F,IAAI,OAAO,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACvB,GAAG,IAAI,YAAY,kBAAkB,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,EAAE,CAAA;IAClE,CAAC;IAED,IAAI,CAAC,QAAQ,EAAE,CAAC;QACd,MAAM,IAAA,gBAAQ,EAAC;YACb,MAAM;YACN,YAAY,EAAE,SAAS;YACvB,GAAG;YACH,SAAS;SACV,CAAC,CAAA;QAEF,KAAK,CAAC,kDAAkD,EAAE,QAAQ,CAAC,CAAA;IACrE,CAAC;SAAM,CAAC;QACN,KAAK,CAAC,qCAAqC,EAAE,QAAQ,CAAC,CAAA;IACxD,CAAC;IACD,oGAAoG;IACpG,MAAM,OAAO,GAAkB;QAC7B,QAAQ;QACR,SAAS;KACV,CAAA;IACD,2BAAW,CAAC,WAAW,CAAC,OAAO,CAAC,CAAA;AAClC,CAAC"}

package/package.json

@@ -1,8 +1,8 @@
 {
   "name": "tardis-dev",
-  "version": "13.35.3",
+  "version": "14.1.0",
   "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

@@ -405,7 +405,7 @@ const DELTA_CHANNELS = [
   'spot_30mtwap_price'
 ] as const
 
-const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update'] as const
+const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker', 'book_ticker', 'order_book_update', 'obu'] as const
 const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'] as const
 const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv2'] as const
 const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'] as const

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
@@ -276,7 +277,12 @@ 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 &&
@@ -420,7 +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/gateio.ts

@@ -3,6 +3,56 @@ import { CircularBuffer, fromMicroSecondsToDate, upperCaseSymbols } from '../han
 import { BookChange, BookTicker, Exchange, Trade } from '../types'
 import { Mapper } from './mapper'
 
+export class GateIOV4OrderBookV2ChangeMapper implements Mapper<'gate-io', BookChange> {
+  constructor(protected readonly exchange: Exchange) {}
+
+  canHandle(message: GateV4OrderBookV2Message) {
+    return message.channel === 'spot.obu' && message.event === 'update'
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'obu',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: GateV4OrderBookV2Message, localTimestamp: Date) {
+    const result = message.result
+    const symbol = this.extractSymbolFromStream(result.s)
+
+    const isSnapshot = result.full === true
+
+    const bookChange: BookChange = {
+      type: 'book_change',
+      symbol,
+      exchange: this.exchange,
+      isSnapshot,
+      bids: (result.b || []).map(this.mapBookLevel),
+      asks: (result.a || []).map(this.mapBookLevel),
+      timestamp: new Date(result.t),
+      localTimestamp
+    }
+
+    yield bookChange
+  }
+
+  protected mapBookLevel(level: [string, string]) {
+    const price = Number(level[0])
+    const amount = Number(level[1])
+    return { price, amount }
+  }
+
+  private extractSymbolFromStream(streamName: string): string {
+    const lastDotIndex = streamName.lastIndexOf('.')
+
+    return streamName.slice(3, lastDotIndex)
+  }
+}
 //v4
 
 export class GateIOV4BookChangeMapper implements Mapper<'gate-io', BookChange> {
@@ -447,3 +497,18 @@ type DepthData = {
   b: [string, string][]
   a: [string, string][]
 }
+
+type GateV4OrderBookV2Message = {
+  channel: 'spot.obu'
+  event: 'update'
+  time_ms: number
+  result: {
+    t: number
+    s: string
+    u: number
+    U?: number
+    full?: boolean
+    b?: [string, string][]
+    a?: [string, string][]
+  }
+}

package/src/mappers/index.ts

@@ -82,6 +82,7 @@ import {
   GateIOTradesMapper,
   GateIOV4BookChangeMapper,
   GateIOV4BookTickerMapper,
+  GateIOV4OrderBookV2ChangeMapper,
   GateIOV4TradesMapper
 } from './gateio'
 import {
@@ -198,11 +199,16 @@ const shouldUseOkcoinV5Mappers = (localTimestamp: Date) => {
 }
 
 const GATE_IO_V4_API_SWITCH_DATE = new Date('2023-04-29T00:00:00.000Z')
+const GATE_IO_V4_ORDER_BOOK_V2_SWITCH_DATE = new Date('2025-08-01T00:00:00.000Z')
 
 const shouldUseGateIOV4Mappers = (localTimestamp: Date) => {
   return isRealTime(localTimestamp) || localTimestamp.valueOf() >= GATE_IO_V4_API_SWITCH_DATE.valueOf()
 }
 
+const shouldUseGateIOV4OrderBookV2Mappers = (localTimestamp: Date) => {
+  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= GATE_IO_V4_ORDER_BOOK_V2_SWITCH_DATE.valueOf()
+}
+
 const shouldUseCFRelativeFunding = (localTimestamp: Date) => {
   return isRealTime(localTimestamp) || localTimestamp.valueOf() >= new Date('2022-09-29T00:00:00.000Z').valueOf()
 }
@@ -359,7 +365,9 @@ const bookChangeMappers = {
   phemex: () => phemexBookChangeMapper,
   delta: (localTimestamp: Date) => new DeltaBookChangeMapper(localTimestamp.valueOf() >= new Date('2023-04-01').valueOf()),
   'gate-io': (localTimestamp: Date) =>
-    shouldUseGateIOV4Mappers(localTimestamp)
+    shouldUseGateIOV4OrderBookV2Mappers(localTimestamp)
+      ? new GateIOV4OrderBookV2ChangeMapper('gate-io')
+      : shouldUseGateIOV4Mappers(localTimestamp)
       ? new GateIOV4BookChangeMapper('gate-io', isRealTime(localTimestamp) == false)
       : new GateIOBookChangeMapper('gate-io'),
   'gate-io-futures': () => new GateIOFuturesBookChangeMapper('gate-io-futures'),

package/src/realtimefeeds/gateio.ts

@@ -12,14 +12,13 @@ export class GateIORealTimeFeed extends RealTimeFeedBase {
         throw new Error('GateIORealTimeFeed requires explicitly specified symbols when subscribing to live feed')
       }
 
-      if (filter.channel === 'order_book_update') {
+      if (filter.channel === 'obu') {
         return filter.symbols!.map((symbol) => {
           return {
             time: new Date().valueOf(),
             channel: `spot.${filter.channel}`,
             event: 'subscribe',
-            method: `${filter.channel}.subscribe`,
-            payload: [symbol, '100ms']
+            payload: [`ob.${symbol}.400`]
           }
         })
       } else {
@@ -45,35 +44,4 @@ export class GateIORealTimeFeed extends RealTimeFeedBase {
 
     return false
   }
-
-  protected async provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean) {
-    const orderBookFilter = filters.find((f) => f.channel === 'order_book_update')
-    if (!orderBookFilter) {
-      return
-    }
-
-    this.debug('requesting manual snapshots for: %s', orderBookFilter.symbols!)
-
-    for (let symbol of orderBookFilter.symbols!) {
-      if (shouldCancel()) {
-        return
-      }
-
-      const depthSnapshotResponse = await httpClient
-        .get(`${this.httpURL}/spot/order_book?currency_pair=${symbol}&limit=100&with_id=true`)
-        .json()
-
-      const snapshot = {
-        result: depthSnapshotResponse,
-        event: 'snapshot',
-        channel: `spot.order_book_update`,
-        symbol,
-        generated: true
-      }
-
-      this.manualSnapshotsBuffer.push(snapshot)
-    }
-
-    this.debug('requested manual snapshots successfully for: %s ', orderBookFilter.symbols!)
-  }
 }

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)