tardis-dev 13.35.3 → 14.1.0

package/dist/mappers/ftx.js.map

@@ -1 +1 @@
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package/dist/mappers/gateio.d.ts

@@ -1,6 +1,21 @@
 import { CircularBuffer } from '../handy';
 import { BookChange, BookTicker, Exchange, Trade } from '../types';
 import { Mapper } from './mapper';
+export declare class GateIOV4OrderBookV2ChangeMapper implements Mapper<'gate-io', BookChange> {
+    protected readonly exchange: Exchange;
+    constructor(exchange: Exchange);
+    canHandle(message: GateV4OrderBookV2Message): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "obu";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: GateV4OrderBookV2Message, localTimestamp: Date): Generator<BookChange, void, unknown>;
+    protected mapBookLevel(level: [string, string]): {
+        price: number;
+        amount: number;
+    };
+    private extractSymbolFromStream;
+}
 export declare class GateIOV4BookChangeMapper implements Mapper<'gate-io', BookChange> {
     protected readonly exchange: Exchange;
     protected readonly ignoreBookSnapshotOverlapError: boolean;
@@ -161,5 +176,19 @@ 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][];
+    };
+};
 export {};
 //# sourceMappingURL=gateio.d.ts.map

package/dist/mappers/gateio.d.ts.map

@@ -1 +1 @@
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package/dist/mappers/gateio.js

@@ -1,14 +1,60 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.GateIOBookChangeMapper = exports.GateIOTradesMapper = exports.GateIOV4TradesMapper = exports.GateIOV4BookTickerMapper = exports.GateIOV4BookChangeMapper = void 0;
+exports.GateIOBookChangeMapper = exports.GateIOTradesMapper = exports.GateIOV4TradesMapper = exports.GateIOV4BookTickerMapper = exports.GateIOV4BookChangeMapper = exports.GateIOV4OrderBookV2ChangeMapper = void 0;
 const debug_1 = require("../debug");
 const handy_1 = require("../handy");
+class GateIOV4OrderBookV2ChangeMapper {
+    exchange;
+    constructor(exchange) {
+        this.exchange = exchange;
+    }
+    canHandle(message) {
+        return message.channel === 'spot.obu' && message.event === 'update';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'obu',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const result = message.result;
+        const symbol = this.extractSymbolFromStream(result.s);
+        const isSnapshot = result.full === true;
+        const 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;
+    }
+    mapBookLevel(level) {
+        const price = Number(level[0]);
+        const amount = Number(level[1]);
+        return { price, amount };
+    }
+    extractSymbolFromStream(streamName) {
+        const lastDotIndex = streamName.lastIndexOf('.');
+        return streamName.slice(3, lastDotIndex);
+    }
+}
+exports.GateIOV4OrderBookV2ChangeMapper = GateIOV4OrderBookV2ChangeMapper;
 //v4
 class GateIOV4BookChangeMapper {
+    exchange;
+    ignoreBookSnapshotOverlapError;
+    symbolToDepthInfoMapping = {};
     constructor(exchange, ignoreBookSnapshotOverlapError) {
         this.exchange = exchange;
         this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
-        this.symbolToDepthInfoMapping = {};
     }
     canHandle(message) {
         if (message.channel === undefined) {
@@ -144,6 +190,7 @@ class GateIOV4BookChangeMapper {
 }
 exports.GateIOV4BookChangeMapper = GateIOV4BookChangeMapper;
 class GateIOV4BookTickerMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }
@@ -183,6 +230,7 @@ class GateIOV4BookTickerMapper {
 }
 exports.GateIOV4BookTickerMapper = GateIOV4BookTickerMapper;
 class GateIOV4TradesMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }
@@ -221,9 +269,10 @@ class GateIOV4TradesMapper {
 exports.GateIOV4TradesMapper = GateIOV4TradesMapper;
 // v3 https://www.gate.io/docs/websocket/index.html
 class GateIOTradesMapper {
+    _exchange;
+    _seenSymbols = new Set();
     constructor(_exchange) {
         this._exchange = _exchange;
-        this._seenSymbols = new Set();
     }
     canHandle(message) {
         return message.method === 'trades.update';
@@ -272,6 +321,7 @@ const mapBookLevel = (level) => {
     return { price, amount };
 };
 class GateIOBookChangeMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }

package/dist/mappers/gateio.js.map

@@ -1 +1 @@
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package/dist/mappers/gateiofutures.js

@@ -5,6 +5,7 @@ const handy_1 = require("../handy");
 const mapper_1 = require("./mapper");
 // https://www.gate.io/docs/futures/ws/index.html
 class GateIOFuturesTradesMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }
@@ -43,6 +44,7 @@ const mapBookLevel = (level) => {
     return { price, amount: Math.abs(level.s) };
 };
 class GateIOFuturesBookChangeMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }
@@ -94,9 +96,7 @@ class GateIOFuturesBookChangeMapper {
 }
 exports.GateIOFuturesBookChangeMapper = GateIOFuturesBookChangeMapper;
 class GateIOFuturesDerivativeTickerMapper {
-    constructor() {
-        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
-    }
+    pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
     canHandle(message) {
         return message.channel === 'futures.tickers' && message.event === 'update';
     }
@@ -134,6 +134,7 @@ class GateIOFuturesDerivativeTickerMapper {
 }
 exports.GateIOFuturesDerivativeTickerMapper = GateIOFuturesDerivativeTickerMapper;
 class GateIOFuturesBookTickerMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }

package/dist/mappers/gateiofutures.js.map

@@ -1 +1 @@
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package/dist/mappers/hitbtc.js.map

@@ -1 +1 @@
-{"version":3,"file":"hitbtc.js","sourceRoot":"","sources":["../../src/mappers/hitbtc.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAI3C,6CAA6C;AAEhC,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA4B;QACpC,OAAO,OAAO,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,cAAc,CAAA;IAC1E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4B,EAAE,cAAoB;QACrD,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI;YACrC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,MAAM;gBAC7B,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC;gBACpB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC;gBAC9B,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC;gBACpC,cAAc,EAAE,cAAc;aAC/B,CAAA;IACL,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAsB,EAAE,EAAE;IAC9C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACjC,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IAEjC,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA0B;QAClC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,MAAM,KAAK,mBAAmB,IAAI,OAAO,CAAC,MAAM,KAAK,iBAAiB,CAAA;IACvF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,mBAAmB;gBAC5B,OAAO;aACR;YACD;gBACE,OAAO,EAAE,iBAAiB;gBAC1B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA0B,EAAE,cAAoB;QACnD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,MAAM;YAC7B,QAAQ,EAAE,QAAQ;YAClB,UAAU,EAAE,OAAO,CAAC,MAAM,KAAK,mBAAmB;YAClD,IAAI,EAAE,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC;YAC1C,IAAI,EAAE,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC;YAE1C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC;YAC7C,cAAc;SACf,CAAA;IACH,CAAC;CACF,CAAA"}
+{"version":3,"file":"hitbtc.js","sourceRoot":"","sources":["../../src/mappers/hitbtc.ts"],"names":[],"mappings":";;;AAAA,oCAA2C;AAI3C,6CAA6C;AAEhC,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA4B;QACpC,OAAO,OAAO,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,cAAc,CAAA;IAC1E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4B,EAAE,cAAoB;QACrD,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI;YACrC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,MAAM;gBAC7B,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC;gBACpB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC;gBAC9B,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC;gBACpC,cAAc,EAAE,cAAc;aAC/B,CAAA;IACL,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAsB,EAAE,EAAE;IAC9C,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,CAAA;IACjC,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC,CAAA;IAEjC,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA0B;QAClC,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE,CAAC;YACjC,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,MAAM,KAAK,mBAAmB,IAAI,OAAO,CAAC,MAAM,KAAK,iBAAiB,CAAA;IACvF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,mBAAmB;gBAC5B,OAAO;aACR;YACD;gBACE,OAAO,EAAE,iBAAiB;gBAC1B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA0B,EAAE,cAAoB;QACnD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM,CAAC,MAAM;YAC7B,QAAQ,EAAE,QAAQ;YAClB,UAAU,EAAE,OAAO,CAAC,MAAM,KAAK,mBAAmB;YAClD,IAAI,EAAE,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC;YAC1C,IAAI,EAAE,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC;YAE1C,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC;YAC7C,cAAc;SACf,CAAA;IACH,CAAC;CACF,CAAA"}

package/dist/mappers/huobi.js

@@ -6,6 +6,7 @@ const mapper_1 = require("./mapper");
 // https://huobiapi.github.io/docs/spot/v1/en/#websocket-market-data
 // https://github.com/huobiapi/API_Docs_en/wiki/WS_api_reference_en
 class HuobiTradesMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }
@@ -43,6 +44,7 @@ class HuobiTradesMapper {
 }
 exports.HuobiTradesMapper = HuobiTradesMapper;
 class HuobiBookChangeMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }
@@ -90,9 +92,10 @@ function isSnapshot(message) {
     return 'rep' in message;
 }
 class HuobiMBPBookChangeMapper {
+    _exchange;
+    symbolToMBPInfoMapping = {};
     constructor(_exchange) {
         this._exchange = _exchange;
-        this.symbolToMBPInfoMapping = {};
     }
     canHandle(message) {
         const channel = message.ch || message.rep;
@@ -212,9 +215,10 @@ function normalizeSymbols(symbols) {
     return;
 }
 class HuobiDerivativeTickerMapper {
+    _exchange;
+    pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
     constructor(_exchange) {
         this._exchange = _exchange;
-        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
     }
     canHandle(message) {
         if (message.ch !== undefined) {
@@ -280,10 +284,11 @@ class HuobiDerivativeTickerMapper {
 }
 exports.HuobiDerivativeTickerMapper = HuobiDerivativeTickerMapper;
 class HuobiLiquidationsMapper {
+    _exchange;
+    _contractCodeToSymbolMap = new Map();
+    _contractTypesSuffixes = { this_week: 'CW', next_week: 'NW', quarter: 'CQ', next_quarter: 'NQ' };
     constructor(_exchange) {
         this._exchange = _exchange;
-        this._contractCodeToSymbolMap = new Map();
-        this._contractTypesSuffixes = { this_week: 'CW', next_week: 'NW', quarter: 'CQ', next_quarter: 'NQ' };
     }
     canHandle(message) {
         if (message.op !== 'notify') {
@@ -358,10 +363,8 @@ class HuobiLiquidationsMapper {
 }
 exports.HuobiLiquidationsMapper = HuobiLiquidationsMapper;
 class HuobiOptionsSummaryMapper {
-    constructor() {
-        this._indexPrices = new Map();
-        this._openInterest = new Map();
-    }
+    _indexPrices = new Map();
+    _openInterest = new Map();
     canHandle(message) {
         if (message.ch === undefined) {
             return false;
@@ -442,6 +445,7 @@ class HuobiOptionsSummaryMapper {
 }
 exports.HuobiOptionsSummaryMapper = HuobiOptionsSummaryMapper;
 class HuobiBookTickerMapper {
+    _exchange;
     constructor(_exchange) {
         this._exchange = _exchange;
     }

package/dist/mappers/huobi.js.map

@@ -1 +1 @@
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package/dist/mappers/hyperliquid.js

@@ -17,9 +17,7 @@ function getSymbols(symbols) {
     return;
 }
 class HyperliquidTradesMapper {
-    constructor() {
-        this._seenSymbols = new Set();
-    }
+    _seenSymbols = new Set();
     canHandle(message) {
         return message.channel === 'trades';
     }
@@ -119,9 +117,7 @@ class HyperliquidBookTickerMapper {
 }
 exports.HyperliquidBookTickerMapper = HyperliquidBookTickerMapper;
 class HyperliquidDerivativeTickerMapper {
-    constructor() {
-        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
-    }
+    pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
     canHandle(message) {
         return message.channel === 'activeAssetCtx';
     }

package/dist/mappers/hyperliquid.js.map

@@ -1 +1 @@
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