npm - tardis-dev - Versions diffs - 13.4.0 → 13.4.3 - Mend

tardis-dev 13.4.0 → 13.4.3

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.

Files changed (28) hide show

package/dist/binarysplit.d.ts +1 -0
package/dist/binarysplit.d.ts.map +1 -1
package/dist/mappers/huobi.d.ts +1 -1
package/dist/mappers/huobi.d.ts.map +1 -1
package/dist/mappers/huobi.js +3 -0
package/dist/mappers/huobi.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/dist/realtimefeeds/ftx.d.ts +1 -1
package/dist/realtimefeeds/ftx.d.ts.map +1 -1
package/dist/realtimefeeds/ftx.js +27 -20
package/dist/realtimefeeds/ftx.js.map +1 -1
package/dist/realtimefeeds/huobi.d.ts +1 -0
package/dist/realtimefeeds/huobi.d.ts.map +1 -1
package/dist/realtimefeeds/realtimefeed.d.ts +3 -1
package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
package/dist/realtimefeeds/realtimefeed.js +2 -1
package/dist/realtimefeeds/realtimefeed.js.map +1 -1
package/dist/replay.js +2 -2
package/dist/replay.js.map +1 -1
package/dist/worker.js +2 -2
package/dist/worker.js.map +1 -1
package/package.json +1 -1
package/src/mappers/huobi.ts +5 -1
package/src/realtimefeeds/binance.ts +1 -1
package/src/realtimefeeds/ftx.ts +32 -21
package/src/realtimefeeds/realtimefeed.ts +2 -1

package/dist/binarysplit.d.ts CHANGED Viewed

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="node" />
 import { Transform, TransformCallback } from 'stream';
 export declare class BinarySplitStream extends Transform {
     private readonly _NEW_LINE_BYTE;

package/dist/binarysplit.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"binarysplit.d.ts","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAA;AAErD,qBAAa,iBAAkB,SAAQ,SAAS;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAAQ;IACvC,OAAO,CAAC,SAAS,CAAC,CAAQ;;IAW1B,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,iBAAiB;CA0BjE"}
1	+ {"version":3,"file":"binarysplit.d.ts","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAA;AAErD,qBAAa,iBAAkB,SAAQ,SAAS;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAAQ;IACvC,OAAO,CAAC,SAAS,CAAC,CAAQ;;IAW1B,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,iBAAiB;CA0BjE"}

package/dist/mappers/huobi.d.ts CHANGED Viewed

@@ -199,7 +199,7 @@ declare type HuobiMBPDataMessage = HuobiDataMessage & {
 declare type HuobiMBPSnapshot = {
     ts: number;
     rep: string;
-    data: {
+    data?: {
         bids: HuobiBookLevel[];
         asks: HuobiBookLevel[];
         seqNum: number;

package/dist/mappers/huobi.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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1	+ 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package/dist/mappers/huobi.js CHANGED Viewed

@@ -120,6 +120,9 @@ class HuobiMBPBookChangeMapper {
         const mbpInfo = this.symbolToMBPInfoMapping[symbol];
         const snapshotAlreadyProcessed = mbpInfo.snapshotProcessed;
         if (isSnapshot(message)) {
+            if (message.data == null) {
+                return;
+            }
             const snapshotBids = message.data.bids.map(this._mapBookLevel);
             const snapshotAsks = message.data.asks.map(this._mapBookLevel);
             // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot

package/dist/mappers/huobi.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/realtimefeeds/binance.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/realtimefeeds/binance.js CHANGED Viewed

@@ -139,7 +139,7 @@ exports.BinanceUSRealTimeFeed = BinanceUSRealTimeFeed;
 class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
     constructor() {
         super(...arguments);
-        this.wssURL = 'wss://fstream3.binance.com/stream';
+        this.wssURL = 'wss://fstream.binance.com/stream';
         this.httpURL = 'https://fapi.binance.com/fapi/v1';
         this.suffixes = {
             depth: '0ms',

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package/dist/realtimefeeds/ftx.d.ts CHANGED Viewed

@@ -16,7 +16,7 @@ declare class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
 declare class FTXInstrumentInfoClient extends PoolingClientBase {
     private readonly _httpURL;
     private readonly _instruments;
-    constructor(exchange: string, _httpURL: string, _instruments: string[]);
+    constructor(exchange: string, _httpURL: string, _instruments: string[], onError?: (error: Error) => void);
     protected poolDataToStream(outputStream: Writable): Promise<void>;
 }
 export declare class FtxRealTimeFeed extends FTXRealTimeFeedBase {

package/dist/realtimefeeds/ftx.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"ftx.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/ftx.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,+BAA+B,EAAE,MAAM,gBAAgB,CAAA;AAGrG,uBAAe,mBAAoB,SAAQ,+BAA+B;IACxE,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAElC,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;CAgBvI;AAED,cAAM,+BAAgC,SAAQ,gBAAgB;IAI1D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAFxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACxB,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;IAkBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD;AAED,cAAM,uBAAwB,SAAQ,iBAAiB;IAGnD,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAF7B,QAAQ,EAAE,MAAM,EACC,QAAQ,EAAE,MAAM,EAChB,YAAY,EAAE,MAAM,EAAE,EACvC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;cAKlB,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAyCxD;AAED,qBAAa,eAAgB,SAAQ,mBAAmB;IACtD,SAAS,CAAC,MAAM,SAAqB;IACrC,SAAS,CAAC,OAAO,SAAwB;CAC1C;AAED,qBAAa,iBAAkB,SAAQ,mBAAmB;IACxD,SAAS,CAAC,MAAM,SAAqB;IACrC,SAAS,CAAC,OAAO,SAAuB;CACzC"}

package/dist/realtimefeeds/ftx.js CHANGED Viewed

@@ -13,7 +13,7 @@ class FTXRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeedBase
         if (instrumentInfoFilters.length > 0) {
             const instruments = instrumentInfoFilters.flatMap((s) => s.symbols);
             if (instruments.length > 0) {
-                yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments);
+                yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments, onError);
             }
         }
     }
@@ -44,8 +44,8 @@ class FtxSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     }
 }
 class FTXInstrumentInfoClient extends realtimefeed_1.PoolingClientBase {
-    constructor(exchange, _httpURL, _instruments) {
-        super(exchange, 3);
+    constructor(exchange, _httpURL, _instruments, onError) {
+        super(exchange, 5, onError);
         this._httpURL = _httpURL;
         this._instruments = _instruments;
     }
@@ -55,25 +55,32 @@ class FTXInstrumentInfoClient extends realtimefeed_1.PoolingClientBase {
                 if (outputStream.destroyed) {
                     return;
                 }
-                const responses = await Promise.all([
-                    handy_1.httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json(),
-                    handy_1.httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json()
-                ]);
-                if (responses.some((r) => r.success === false)) {
-                    return;
+                try {
+                    const responses = await Promise.all([
+                        handy_1.httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json(),
+                        handy_1.httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json()
+                    ]);
+                    if (responses.some((r) => r.success === false)) {
+                        return;
+                    }
+                    const instrumentMessage = {
+                        channel: 'instrument',
+                        generated: true,
+                        market: instrument,
+                        type: 'update',
+                        data: {
+                            stats: responses[0].result,
+                            info: responses[1].result
+                        }
+                    };
+                    if (outputStream.writable) {
+                        outputStream.write(instrumentMessage);
+                    }
                 }
-                const instrumentMessage = {
-                    channel: 'instrument',
-                    generated: true,
-                    market: instrument,
-                    type: 'update',
-                    data: {
-                        stats: responses[0].result,
-                        info: responses[1].result
+                catch (err) {
+                    if (this.onError !== undefined) {
+                        this.onError(err);
                     }
-                };
-                if (outputStream.writable) {
-                    outputStream.write(instrumentMessage);
                 }
             }));
         }

package/dist/realtimefeeds/ftx.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/realtimefeeds/ftx.ts"],"names":[],"mappings":";;;AAGA,iDAAqG;AACrG,oCAA4C;AAE5C,MAAe,mBAAoB,SAAQ,8CAA+B;IAI9D,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,YAAY,CAAC,CAAA;QAEnE,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,+BAA+B,CAAC,QAAQ,EAAE,SAAS,EAAE,IAAI,CAAC,MAAM,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;SACxG;QAED,MAAM,qBAAqB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,YAAY,CAAC,CAAA;QAC/E,IAAI,qBAAqB,CAAC,MAAM,GAAG,CAAC,EAAE;YACpC,MAAM,WAAW,GAAG,qBAAqB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAEpE,IAAI,WAAW,CAAC,MAAM,GAAG,CAAC,EAAE;gBAC1B,MAAM,IAAI,uBAAuB,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,EAAE,OAAO,CAAC,CAAA;aAChF;SACF;IACH,CAAC;CACF;AAED,MAAM,+BAAgC,SAAQ,+BAAgB;IAC5D,YACE,QAAgB,EAChB,OAAyB,EACf,MAAc,EACxB,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAJ1C,WAAM,GAAN,MAAM,CAAQ;IAK1B,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO;aACX,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,qFAAqF,CAAC,CAAA;aACvG;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,WAAW;oBACf,OAAO,EAAE,MAAM,CAAC,OAAO;oBACvB,MAAM,EAAE,MAAM;iBACf,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;CACF;AAED,MAAM,uBAAwB,SAAQ,gCAAiB;IACrD,YACE,QAAgB,EACC,QAAgB,EAChB,YAAsB,EACvC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,CAAC,EAAE,OAAO,CAAC,CAAA;QAJV,aAAQ,GAAR,QAAQ,CAAQ;QAChB,iBAAY,GAAZ,YAAY,CAAU;IAIzC,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,GAAG,CACf,WAAW,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE;gBACnC,IAAI,YAAY,CAAC,SAAS,EAAE;oBAC1B,OAAM;iBACP;gBAED,IAAI;oBACF,MAAM,SAAS,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;wBAClC,kBAAU,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,YAAY,UAAU,QAAQ,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,IAAI,EAAS;wBAChG,kBAAU,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,YAAY,UAAU,EAAE,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,IAAI,EAAS;qBAC3F,CAAC,CAAA;oBAEF,IAAI,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,KAAK,CAAC,EAAE;wBAC9C,OAAM;qBACP;oBAED,MAAM,iBAAiB,GAAG;wBACxB,OAAO,EAAE,YAAY;wBACrB,SAAS,EAAE,IAAI;wBACf,MAAM,EAAE,UAAU;wBAClB,IAAI,EAAE,QAAQ;wBACd,IAAI,EAAE;4BACJ,KAAK,EAAE,SAAS,CAAC,CAAC,CAAC,CAAC,MAAM;4BAC1B,IAAI,EAAE,SAAS,CAAC,CAAC,CAAC,CAAC,MAAM;yBAC1B;qBACF,CAAA;oBAED,IAAI,YAAY,CAAC,QAAQ,EAAE;wBACzB,YAAY,CAAC,KAAK,CAAC,iBAAiB,CAAC,CAAA;qBACtC;iBACF;gBAAC,OAAO,GAAG,EAAE;oBACZ,IAAI,IAAI,CAAC,OAAO,KAAK,SAAS,EAAE;wBAC9B,IAAI,CAAC,OAAO,CAAC,GAAU,CAAC,CAAA;qBACzB;iBACF;YACH,CAAC,CAAC,CACH,CAAA;SACF;IACH,CAAC;CACF;AAED,MAAa,eAAgB,SAAQ,mBAAmB;IAAxD;;QACY,WAAM,GAAG,kBAAkB,CAAA;QAC3B,YAAO,GAAG,qBAAqB,CAAA;IAC3C,CAAC;CAAA;AAHD,0CAGC;AAED,MAAa,iBAAkB,SAAQ,mBAAmB;IAA1D;;QACY,WAAM,GAAG,kBAAkB,CAAA;QAC3B,YAAO,GAAG,oBAAoB,CAAA;IAC1C,CAAC;CAAA;AAHD,8CAGC"}

package/dist/realtimefeeds/huobi.d.ts CHANGED Viewed

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="node" />
 import { Filter } from '../types';
 import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase, PoolingClientBase } from './realtimefeed';
 import { Writable } from 'stream';

package/dist/realtimefeeds/huobi.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/realtimefeeds/realtimefeed.d.ts CHANGED Viewed

@@ -1,4 +1,5 @@
 /// <reference types="node" />
+/// <reference types="node" />
 import dbg from 'debug';
 import { Writable } from 'stream';
 import { Exchange, Filter } from '../types';
@@ -47,9 +48,10 @@ export declare abstract class MultiConnectionRealTimeFeedBase implements RealTim
 }
 export declare abstract class PoolingClientBase implements RealTimeFeedIterable {
     private readonly _poolingIntervalSeconds;
+    protected readonly onError?: ((error: Error) => void) | undefined;
     protected readonly debug: dbg.Debugger;
     private _tid;
-    constructor(exchange: string, _poolingIntervalSeconds: number);
+    constructor(exchange: string, _poolingIntervalSeconds: number, onError?: ((error: Error) => void) | undefined);
     [Symbol.asyncIterator](): AsyncGenerator<any, void, unknown>;
     protected abstract poolDataToStream(outputStream: Writable): Promise<void>;
     private _startPooling;

package/dist/realtimefeeds/realtimefeed.d.ts.map CHANGED Viewed

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package/dist/realtimefeeds/realtimefeed.js CHANGED Viewed

@@ -240,8 +240,9 @@ class MultiConnectionRealTimeFeedBase {
 }
 exports.MultiConnectionRealTimeFeedBase = MultiConnectionRealTimeFeedBase;
 class PoolingClientBase {
-    constructor(exchange, _poolingIntervalSeconds) {
+    constructor(exchange, _poolingIntervalSeconds, onError) {
         this._poolingIntervalSeconds = _poolingIntervalSeconds;
+        this.onError = onError;
         this._tid = undefined;
         this.debug = (0, debug_1.default)(`tardis-dev:pooling-client:${exchange}`);
     }

package/dist/realtimefeeds/realtimefeed.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ 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package/dist/replay.js CHANGED Viewed

@@ -160,9 +160,9 @@ async function terminateWorker(worker, waitTimeout) {
         cancelWait = () => clearTimeout(timeoutId);
     });
     const readyToTerminate = new Promise((resolve) => {
-        worker.once('message', (signal) => signal === "READY_TO_TERMINATE" /* READY_TO_TERMINATE */ && resolve());
+        worker.once('message', (signal) => signal === "READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */ && resolve());
     }).then(cancelWait);
-    worker.postMessage("BEFORE_TERMINATE" /* BEFORE_TERMINATE */);
+    worker.postMessage("BEFORE_TERMINATE" /* WorkerSignal.BEFORE_TERMINATE */);
     await Promise.race([readyToTerminate, maxWaitGuard]);
     await worker.terminate();
 }

package/dist/replay.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/worker.js CHANGED Viewed

@@ -14,9 +14,9 @@ if (worker_threads_1.isMainThread) {
 }
 else {
     worker_threads_1.parentPort.on('message', (signal) => {
-        if (signal === "BEFORE_TERMINATE" /* BEFORE_TERMINATE */) {
+        if (signal === "BEFORE_TERMINATE" /* WorkerSignal.BEFORE_TERMINATE */) {
             (0, handy_1.cleanTempFiles)();
-            worker_threads_1.parentPort.postMessage("READY_TO_TERMINATE" /* READY_TO_TERMINATE */);
+            worker_threads_1.parentPort.postMessage("READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */);
         }
     });
     getDataFeedSlices(worker_threads_1.workerData);

package/dist/worker.js.map CHANGED Viewed

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

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.4.0",
+  "version": "13.4.3",
   "engines": {
     "node": ">=12"
   },

package/src/mappers/huobi.ts CHANGED Viewed

@@ -141,6 +141,10 @@ export class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookChange> {
     const snapshotAlreadyProcessed = mbpInfo.snapshotProcessed
     if (isSnapshot(message)) {
+      if (message.data == null) {
+        return
+      }
       const snapshotBids = message.data.bids.map(this._mapBookLevel)
       const snapshotAsks = message.data.asks.map(this._mapBookLevel)
@@ -651,7 +655,7 @@ type HuobiMBPDataMessage = HuobiDataMessage & {
 type HuobiMBPSnapshot = {
   ts: number
   rep: string
-  data: {
+  data?: {
     bids: HuobiBookLevel[]
     asks: HuobiBookLevel[]
     seqNum: number

package/src/realtimefeeds/binance.ts CHANGED Viewed

@@ -171,7 +171,7 @@ export class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
 }
 export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
-  protected wssURL = 'wss://fstream3.binance.com/stream'
+  protected wssURL = 'wss://fstream.binance.com/stream'
   protected httpURL = 'https://fapi.binance.com/fapi/v1'
   protected suffixes = {

package/src/realtimefeeds/ftx.ts CHANGED Viewed

@@ -20,7 +20,7 @@ abstract class FTXRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
       const instruments = instrumentInfoFilters.flatMap((s) => s.symbols!)
       if (instruments.length > 0) {
-        yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments)
+        yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments, onError)
       }
     }
   }
@@ -61,8 +61,13 @@ class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
 }
 class FTXInstrumentInfoClient extends PoolingClientBase {
-  constructor(exchange: string, private readonly _httpURL: string, private readonly _instruments: string[]) {
-    super(exchange, 3)
+  constructor(
+    exchange: string,
+    private readonly _httpURL: string,
+    private readonly _instruments: string[],
+    onError?: (error: Error) => void
+  ) {
+    super(exchange, 5, onError)
   }
   protected async poolDataToStream(outputStream: Writable) {
@@ -73,28 +78,34 @@ class FTXInstrumentInfoClient extends PoolingClientBase {
             return
           }
-          const responses = await Promise.all([
-            httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json() as any,
-            httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json() as any
-          ])
+          try {
+            const responses = await Promise.all([
+              httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json() as any,
+              httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json() as any
+            ])
-          if (responses.some((r) => r.success === false)) {
-            return
-          }
+            if (responses.some((r) => r.success === false)) {
+              return
+            }
-          const instrumentMessage = {
-            channel: 'instrument',
-            generated: true,
-            market: instrument,
-            type: 'update',
-            data: {
-              stats: responses[0].result,
-              info: responses[1].result
+            const instrumentMessage = {
+              channel: 'instrument',
+              generated: true,
+              market: instrument,
+              type: 'update',
+              data: {
+                stats: responses[0].result,
+                info: responses[1].result
+              }
             }
-          }
-          if (outputStream.writable) {
-            outputStream.write(instrumentMessage)
+            if (outputStream.writable) {
+              outputStream.write(instrumentMessage)
+            }
+          } catch (err) {
+            if (this.onError !== undefined) {
+              this.onError(err as any)
+            }
           }
         })
       )

package/src/realtimefeeds/realtimefeed.ts CHANGED Viewed

@@ -339,7 +339,8 @@ export abstract class MultiConnectionRealTimeFeedBase implements RealTimeFeedIte
 export abstract class PoolingClientBase implements RealTimeFeedIterable {
   protected readonly debug: dbg.Debugger
   private _tid: NodeJS.Timeout | undefined = undefined
-  constructor(exchange: string, private readonly _poolingIntervalSeconds: number) {
+  constructor(exchange: string, private readonly _poolingIntervalSeconds: number, protected readonly onError?: (error: Error) => void) {
     this.debug = dbg(`tardis-dev:pooling-client:${exchange}`)
   }