tardis-dev 13.4.1 → 13.4.4

package/dist/mappers/huobi.d.ts

@@ -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

@@ -1 +1 @@
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+{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmB,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC5E,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,QAAQ,EAAqB,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACnI,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAK1D,qBAAa,iBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,KAAK,CAAC;IAElG,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAiBpF;AAED,qBAAa,qBACX,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,GAAG,kBAAkB,EAAE,UAAU,CAAC;IAEvG,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAQnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;IAsBzD,OAAO,CAAC,aAAa;CAGtB;AAMD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IAK9D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAJlD,SAAS,CAAC,QAAQ,CAAC,sBAAsB,EAAE;QACzC,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO,CAAA;KACvB,CAAK;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,GAAG;IAStB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,gBAAgB,EAAE,cAAc,EAAE,IAAI;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;IA0E1E,OAAO,CAAC,aAAa;IAoBrB,OAAO,CAAC,aAAa;CAGtB;AAgBD,qBAAa,2BAA4B,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,gBAAgB,CAAC;IAGrH,OAAO,CAAC,QAAQ,CAAC,SAAS;IAFtC,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;gBAE3C,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,GAAG;IAYtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;IAwB5B,GAAG,CACF,OAAO,EAAE,qBAAqB,GAAG,4BAA4B,GAAG,4BAA4B,EAC5F,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,gBAAgB,CAAC;CAmCtC;AAED,qBAAa,uBAAwB,YAAW,MAAM,CAAC,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,WAAW,CAAC;IAI5G,OAAO,CAAC,QAAQ,CAAC,SAAS;IAHtC,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAiC;IAC1E,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA0E;gBAEpF,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,iBAAiB;IAY5D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAoC7B,OAAO,CAAC,8BAA8B;IAMrC,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CA0B1F;AAED,qBAAa,yBAA0B,YAAW,MAAM,CAAC,kBAAkB,EAAE,aAAa,CAAC;IACzF,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA4B;IAE1D,SAAS,CAAC,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B;IAQ3G,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAyB5B,GAAG,CACF,OAAO,EAAE,4BAA4B,GAAG,wBAAwB,GAAG,8BAA8B,EACjG,cAAc,EAAE,IAAI,GACnB,gBAAgB,CAAC,aAAa,CAAC,GAAG,SAAS;CAoE/C;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,UAAU,GAAG,eAAe,GAAG,sBAAsB,EAAE,UAAU,CAAC;IACnH,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,gBAAgB;IAOnC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAiCnF;AAED,aAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;CACX,CAAA;AAED,aAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,IAAI,EAAE;QACJ,IAAI,EAAE;YACJ,EAAE,EAAE,MAAM,CAAA;YACV,OAAO,CAAC,EAAE,MAAM,CAAA;YAChB,KAAK,EAAE,MAAM,CAAA;YACb,MAAM,EAAE,MAAM,CAAA;YACd,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;YACzB,EAAE,EAAE,MAAM,CAAA;SACX,EAAE,CAAA;KACJ,CAAA;CACF,CAAA;AAED,aAAK,cAAc,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAEtC,aAAK,qBAAqB,GAAG,gBAAgB,GAC3C,CACI;IACE,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC7B,IAAI,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;KAC9B,CAAA;CACF,GACD;IACE,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,KAAK,EAAE,UAAU,GAAG,QAAQ,CAAA;KAC7B,CAAA;CACF,CACJ,CAAA;AAEH,aAAK,qBAAqB,GAAG,gBAAgB,GAAG;IAC9C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,WAAW,EAAE,MAAM,CAAA;QACnB,cAAc,EAAE,MAAM,CAAA;KACvB,CAAA;CACF,CAAA;AAED,aAAK,4BAA4B,GAAG;IAClC,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,eAAe,EAAE,MAAM,CAAA;QACvB,YAAY,EAAE,MAAM,CAAA;QACpB,cAAc,EAAE,MAAM,CAAA;QACtB,aAAa,EAAE,MAAM,CAAA;KACtB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,4BAA4B,GAAG,gBAAgB,GAAG;IACrD,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;KACf,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,mBAAmB,GAAG,gBAAgB,GAAG;IAC5C,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,IAAI,CAAC,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;QAC9B,MAAM,EAAE,MAAM,CAAA;QACd,UAAU,EAAE,MAAM,CAAA;KACnB,CAAA;CACF,CAAA;AAED,aAAK,gBAAgB,GAAG;IACtB,EAAE,EAAE,MAAM,CAAA;IACV,GAAG,EAAE,MAAM,CAAA;IACX,IAAI,CAAC,EAAE;QACL,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,IAAI,EAAE,cAAc,EAAE,CAAA;QACtB,MAAM,EAAE,MAAM,CAAA;KACf,CAAA;CACF,CAAA;AAED,aAAK,OAAO,GAAG;IACb,eAAe,EAAE,cAAc,CAAC,mBAAmB,CAAC,CAAA;IACpD,iBAAiB,CAAC,EAAE,OAAO,CAAA;CAC5B,CAAA;AAED,aAAK,qBAAqB,GAAG;IAC3B,EAAE,EAAE,QAAQ,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;IACb,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE;QACJ,MAAM,EAAE,MAAM,CAAA;QACd,aAAa,EAAE,MAAM,CAAA;QACrB,SAAS,EAAE,KAAK,GAAG,MAAM,CAAA;QACzB,MAAM,EAAE,MAAM,CAAA;QACd,MAAM,EAAE,MAAM,CAAA;QACd,KAAK,EAAE,MAAM,CAAA;QACb,UAAU,EAAE,MAAM,CAAA;KACnB,EAAE,CAAA;CACJ,CAAA;AAED,aAAK,iBAAiB,GAAG;IACvB,EAAE,EA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package/dist/mappers/huobi.js

@@ -99,7 +99,7 @@ class HuobiMBPBookChangeMapper {
         if (channel === undefined) {
             return false;
         }
-        return channel.includes('.mbp.') && message.data !== null;
+        return channel.includes('.mbp.');
     }
     getFilters(symbols) {
         symbols = normalizeSymbols(symbols);
@@ -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

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

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

@@ -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',

package/dist/realtimefeeds/binance.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/ftx.d.ts

@@ -12,11 +12,12 @@ declare class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     constructor(exchange: string, filters: Filter<string>[], wssURL: string, timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
     protected messageIsError(message: any): boolean;
+    protected isIgnoredError(message: any): boolean;
 }
 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

@@ -1 +1 @@
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+{"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;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAItC;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

@@ -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);
             }
         }
     }
@@ -42,10 +42,14 @@ class FtxSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     messageIsError(message) {
         return message.type === 'error';
     }
+    isIgnoredError(message) {
+        // ignore market not found errors
+        return message.code == 404;
+    }
 }
 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 +59,32 @@ 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

@@ -1 +1 @@
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+{"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;IAES,cAAc,CAAC,OAAY;QACnC,iCAAiC;QACjC,OAAO,OAAO,CAAC,IAAI,IAAI,GAAG,CAAA;IAC5B,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

@@ -24,6 +24,7 @@ declare class HuobiMarketDataRealTimeFeed extends RealTimeFeedBase {
     protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
     protected decompress: (message: any) => Buffer;
     protected messageIsError(message: any): boolean;
+    protected isIgnoredError(message: any): boolean;
     protected onMessage(message: any): void;
     protected messageIsHeartbeat(message: any): boolean;
 }

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

@@ -1 +1 @@
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package/dist/realtimefeeds/huobi.js

@@ -105,6 +105,13 @@ class HuobiMarketDataRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
         }
         return false;
     }
+    isIgnoredError(message) {
+        // ignore market not found errors
+        if (message['err-msg'] !== undefined && message['err-msg'].includes('invalid symbol ')) {
+            return true;
+        }
+        return false;
+    }
     onMessage(message) {
         if (message.ping !== undefined) {
             this.send({

package/dist/realtimefeeds/huobi.js.map

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

@@ -26,6 +26,7 @@ export declare abstract class RealTimeFeedBase implements RealTimeFeedIterable {
     protected send(msg: any): void;
     protected abstract mapToSubscribeMessages(filters: Filter<string>[]): any[];
     protected abstract messageIsError(message: any): boolean;
+    protected isIgnoredError(_message: any): boolean;
     protected messageIsHeartbeat(_msg: any): boolean;
     protected provideManualSnapshots(_filters: Filter<string>[], _shouldCancel: () => boolean): Promise<void>;
     protected onMessage(_msg: any): void;
@@ -48,9 +49,10 @@ 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

@@ -1 +1 @@
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+{"version":3,"file":"realtimefeed.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":";;AAAA,OAAO,GAAG,MAAM,OAAO,CAAA;AAGvB,OAAO,EAAe,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAG9C,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAE3C,oBAAY,YAAY,GAAG;IACzB,KACE,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,oBAAoB,CAAA;CACxB,CAAA;AAID,oBAAY,oBAAoB,GAAG,aAAa,CAAC,GAAG,CAAC,CAAA;AAErD,8BAAsB,gBAAiB,YAAW,oBAAoB;IAgBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAlB5B,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IAC1C,SAAS,CAAC,QAAQ,CAAC,mBAAmB,EAAE,MAAM,CAAI;IAClD,SAAS,CAAC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE,CAAK;IACpD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAkB;IAC3C,OAAO,CAAC,sBAAsB,CAAI;IAClC,OAAO,CAAC,GAAG,CAAC,CAAW;IACvB,OAAO,CAAC,aAAa,CAAsB;IAC3C,OAAO,CAAC,gBAAgB,CAA6C;gBAGhD,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;YAoBrC,OAAO;IAkItB,SAAS,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG;IAUvB,SAAS,CAAC,QAAQ,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAE3E,SAAS,CAAC,QAAQ,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAExD,SAAS,CAAC,cAAc,CAAC,QAAQ,EAAE,GAAG;IAItC,SAAS,CAAC,kBAAkB,CAAC,IAAI,EAAE,GAAG;cAItB,sBAAsB,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,aAAa,EAAE,MAAM,OAAO;IAE/F,SAAS,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG;cAEb,WAAW;IAE3B,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,KAAK,MAAM,CAAA;IAE3C,OAAO,CAAC,yBAAyB;IAuBjC,OAAO,CAAC,iBAAiB;IAUzB,OAAO,CAAC,yBAAyB,CAwChC;IAED,OAAO,CAAC,mBAAmB,CAE1B;CACF;AAED,8BAAsB,+BAAgC,YAAW,oBAAoB;IAEjF,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;gBAHT,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAC1B,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;IAGpD,CAAC,MAAM,CAAC,aAAa,CAAC;YAIP,OAAO;IA4BtB,SAAS,CAAC,QAAQ,CAAC,iBAAiB,CAClC,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,CAAC,EAAE,MAAM,EAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,gBAAgB,CAAC,oBAAoB,CAAC;CAC1C;AAED,8BAAsB,iBAAkB,YAAW,oBAAoB;IAIvC,OAAO,CAAC,QAAQ,CAAC,uBAAuB;IAAU,SAAS,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAU,KAAK,KAAK,IAAI;IAHnI,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,OAAO,CAAC,IAAI,CAAwC;gBAExC,QAAQ,EAAE,MAAM,EAAmB,uBAAuB,EAAE,MAAM,EAAqB,OAAO,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;IAInI,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,gBAAgB,CAAC,YAAY,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;YAE5D,aAAa;YAqBZ,OAAO;CAsBvB"}

package/dist/realtimefeeds/realtimefeed.js

@@ -100,7 +100,14 @@ class RealTimeFeedBase {
                     }
                     const messageDeserialized = JSON.parse(message);
                     if (this.messageIsError(messageDeserialized)) {
-                        throw new Error(`Received error message:${message.toString()}`);
+                        if (this.isIgnoredError(messageDeserialized)) {
+                            if (this._onError !== undefined) {
+                                this._onError(new Error(`Received ignored error message:${message.toString()}`));
+                            }
+                        }
+                        else {
+                            throw new Error(`Received error message:${message.toString()}`);
+                        }
                     }
                     // exclude heaartbeat messages from  received messages counter
                     // connection could still be stale even if only heartbeats are provided without any data
@@ -171,6 +178,9 @@ class RealTimeFeedBase {
         }
         this._ws.send(JSON.stringify(msg));
     }
+    isIgnoredError(_message) {
+        return false;
+    }
     messageIsHeartbeat(_msg) {
         return false;
     }
@@ -240,8 +250,9 @@ class MultiConnectionRealTimeFeedBase {
 }
 exports.MultiConnectionRealTimeFeedBase = MultiConnectionRealTimeFeedBase;
 class PoolingClientBase {
-    constructor(exchange, _poolingIntervalSeconds) {
+    constructor(exchange, _poolingIntervalSeconds, onError) {
         this._poolingIntervalSeconds = _poolingIntervalSeconds;
+        this.onError = onError;
         this._tid = undefined;
         this.debug = (0, debug_1.default)(`tardis-dev:pooling-client:${exchange}`);
     }

package/dist/realtimefeeds/realtimefeed.js.map

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

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.4.1",
+  "version": "13.4.4",
   "engines": {
     "node": ">=12"
   },
@@ -83,7 +83,10 @@
     "transform": {
       "\\.(ts|tsx)?$": "ts-jest"
     },
-    "testEnvironment": "node"
+    "testEnvironment": "node",
+    "setupFiles": [
+      "./test/setup.js"
+    ]
   },
   "runkitExampleFilename": "example.js"
 }

package/src/mappers/huobi.ts

@@ -114,7 +114,7 @@ export class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookChange> {
       return false
     }
 
-    return channel.includes('.mbp.') && message.data !== null
+    return channel.includes('.mbp.')
   }
 
   getFilters(symbols?: string[]) {
@@ -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

@@ -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

@@ -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)
       }
     }
   }
@@ -58,11 +58,21 @@ class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
   protected messageIsError(message: any): boolean {
     return message.type === 'error'
   }
+
+  protected isIgnoredError(message: any) {
+    // ignore market not found errors
+    return message.code == 404
+  }
 }
 
 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 +83,34 @@ 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/huobi.ts

@@ -145,6 +145,15 @@ class HuobiMarketDataRealTimeFeed extends RealTimeFeedBase {
     return false
   }
 
+  protected isIgnoredError(message: any) {
+    // ignore market not found errors
+    if (message['err-msg'] !== undefined && message['err-msg'].includes('invalid symbol ')) {
+      return true
+    }
+
+    return false
+  }
+
   protected onMessage(message: any) {
     if (message.ping !== undefined) {
       this.send({

package/src/realtimefeeds/realtimefeed.ts

@@ -99,7 +99,13 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
           const messageDeserialized = JSON.parse(message as any)
 
           if (this.messageIsError(messageDeserialized)) {
-            throw new Error(`Received error message:${message.toString()}`)
+            if (this.isIgnoredError(messageDeserialized)) {
+              if (this._onError !== undefined) {
+                this._onError(new Error(`Received ignored error message:${message.toString()}`))
+              }
+            } else {
+              throw new Error(`Received error message:${message.toString()}`)
+            }
           }
 
           // exclude heaartbeat messages from  received messages counter
@@ -196,6 +202,10 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
 
   protected abstract messageIsError(message: any): boolean
 
+  protected isIgnoredError(_message: any) {
+    return false
+  }
+
   protected messageIsHeartbeat(_msg: any) {
     return false
   }
@@ -339,7 +349,8 @@ 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}`)
   }