tardis-dev 13.4.10 → 13.4.11

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AACA,uCAMkB;AAClB,6CAAqD;AACrD,yCAAiD;AACjD,yCAAiD;AACjD,qCAA6C;AAC7C,yCAAiD;AACjD,mCAA+C;AAC/C,yCAAiD;AACjD,yDAAiE;AACjE,uCAAmD;AACnD,+BAA0D;AAC1D,qCAA6C;AAC7C,qCAA6C;AAC7C,mCAMgB;AAChB,qCAA6C;AAC7C,iCAAsF;AAEtF,qCAA6C;AAC7C,mCAA2C;AAC3C,qCAA6C;AAC7C,mDAA2D;AAC3D,yCAAiD;AACjD,yCAAiD;AACjD,qDAA6D;AAC7D,mCAA2C;AAC3C,yCAAiD;AACjD,iCAAyC;AACzC,mCAA2C;AAC3C,2CAAmD;AACnD,mCAA2C;AAE3C,iDAA8B;AAE9B,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,2BAAkB;IAC1B,OAAO,EAAE,6BAAmB;IAC5B,gBAAgB,EAAE,mCAAyB;IAC3C,YAAY,EAAE,+BAAqB;IACnC,aAAa,EAAE,mCAAsB;IACrC,iBAAiB,EAAE,oCAA0B;IAC7C,kBAAkB,EAAE,qCAA2B;IAC/C,QAAQ,EAAE,+BAAoB;IAC9B,sBAAsB,EAAE,+BAAoB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,gBAAgB,EAAE,+CAA4B;IAC9C,OAAO,EAAE,iCAAuB;IAChC,GAAG,EAAE,qBAAe;IACpB,QAAQ,EAAE,uBAAiB;IAC3B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,IAAI,EAAE,uBAAgB;IACtB,cAAc,EAAE,uBAAgB;IAChC,WAAW,EAAE,uBAAgB;IAC7B,cAAc,EAAE,8BAAuB;IACvC,UAAU,EAAE,2BAAmB;IAC/B,eAAe,EAAE,+BAAuB;IACxC,sBAAsB,EAAE,qCAA6B;IACrD,KAAK,EAAE,yBAAiB;IACxB,KAAK,EAAE,6BAAqB;IAC5B,MAAM,EAAE,yBAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,MAAM,EAAE,2BAAkB;IAC1B,KAAK,EAAE,yBAAiB;IACxB,SAAS,EAAE,2BAAkB;IAC7B,iBAAiB,EAAE,yCAAyB;IAC5C,QAAQ,EAAE,+BAAoB;IAC9B,QAAQ,EAAE,+BAAoB;IAC9B,iBAAiB,EAAE,2CAA0B;IAC7C,KAAK,EAAE,yBAAiB;IACxB,QAAQ,EAAE,+BAAoB;IAC9B,IAAI,EAAE,uBAAgB;IACtB,KAAK,EAAE,yBAAiB;IACxB,YAAY,EAAE,iCAAqB;IACnC,kBAAkB,EAAE,kCAA0B;IAC9C,KAAK,EAAE,yBAAiB;CACzB,CAAA;AAED,SAAgB,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE;QAC9B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;KACnC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAND,wDAMC;AAED,SAAgB,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AATD,gDASC;AAED,SAAgB,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC;AAFD,wDAEC"}

package/dist/realtimefeeds/mango.d.ts

@@ -0,0 +1,5 @@
+import { SerumRealTimeFeed } from './serum';
+export declare class MangoRealTimeFeed extends SerumRealTimeFeed {
+    protected wssURL: string;
+}
+//# sourceMappingURL=mango.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"mango.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/mango.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAE3C,qBAAa,iBAAkB,SAAQ,iBAAiB;IACtD,SAAS,CAAC,MAAM,SAAmC;CACpD"}

package/dist/realtimefeeds/mango.js

@@ -0,0 +1,12 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.MangoRealTimeFeed = void 0;
+const serum_1 = require("./serum");
+class MangoRealTimeFeed extends serum_1.SerumRealTimeFeed {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://api.mango-bowl.com/v1/ws';
+    }
+}
+exports.MangoRealTimeFeed = MangoRealTimeFeed;
+//# sourceMappingURL=mango.js.map

package/dist/realtimefeeds/mango.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"mango.js","sourceRoot":"","sources":["../../src/realtimefeeds/mango.ts"],"names":[],"mappings":";;;AAAA,mCAA2C;AAE3C,MAAa,iBAAkB,SAAQ,yBAAiB;IAAxD;;QACY,WAAM,GAAG,gCAAgC,CAAA;IACrD,CAAC;CAAA;AAFD,8CAEC"}

package/dist/realtimefeeds/poloniex.d.ts

@@ -1,11 +1,14 @@
 import { Filter } from '../types';
 import { RealTimeFeedBase } from './realtimefeed';
 export declare class PoloniexRealTimeFeed extends RealTimeFeedBase {
-    protected readonly wssURL = "wss://api2.poloniex.com";
+    protected readonly wssURL = "wss://ws.poloniex.com/ws/public";
     protected mapToSubscribeMessages(filters: Filter<string>[]): {
-        command: string;
-        channel: string;
+        event: string;
+        channel: string[];
+        symbols: string[];
     }[];
+    protected sendCustomPing: () => void;
+    protected messageIsHeartbeat(msg: any): boolean;
     protected messageIsError(message: any): boolean;
 }
 //# sourceMappingURL=poloniex.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"poloniex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/poloniex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,QAAQ,CAAC,MAAM,6BAA4B;IAErD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;IAkB1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
+{"version":3,"file":"poloniex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/poloniex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,QAAQ,CAAC,MAAM,qCAAoC;IAE7D,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;IAc1D,SAAS,CAAC,cAAc,aAIvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;IAIrC,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}

package/dist/realtimefeeds/poloniex.js

@@ -5,25 +5,30 @@ const realtimefeed_1 = require("./realtimefeed");
 class PoloniexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
     constructor() {
         super(...arguments);
-        this.wssURL = 'wss://api2.poloniex.com';
+        this.wssURL = 'wss://ws.poloniex.com/ws/public';
+        this.sendCustomPing = () => {
+            this.send({
+                event: 'ping'
+            });
+        };
     }
     mapToSubscribeMessages(filters) {
-        const allSymbols = filters.flatMap((filter) => {
+        return filters.flatMap((filter) => {
             if (!filter.symbols || filter.symbols.length === 0) {
                 throw new Error('PoloniexRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
             }
-            return filter.symbols;
-        });
-        const uniqueSymbols = [...new Set(allSymbols)];
-        return uniqueSymbols.map((symbol) => {
             return {
-                command: 'subscribe',
-                channel: symbol
+                event: 'subscribe',
+                channel: [filter.channel],
+                symbols: filter.symbols
             };
         });
     }
+    messageIsHeartbeat(msg) {
+        return msg.event === 'pong';
+    }
     messageIsError(message) {
-        return message.error !== undefined && message.error !== null;
+        return message.event === 'error';
     }
 }
 exports.PoloniexRealTimeFeed = PoloniexRealTimeFeed;

package/dist/realtimefeeds/poloniex.js.map

@@ -1 +1 @@
-{"version":3,"file":"poloniex.js","sourceRoot":"","sources":["../../src/realtimefeeds/poloniex.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACqB,WAAM,GAAG,yBAAyB,CAAA;IAuBvD,CAAC;IArBW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,UAAU,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5C,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;aAC5G;YACD,OAAO,MAAM,CAAC,OAAO,CAAA;QACvB,CAAC,CAAC,CAAA;QAEF,MAAM,aAAa,GAAG,CAAC,GAAG,IAAI,GAAG,CAAC,UAAU,CAAC,CAAC,CAAA;QAE9C,OAAO,aAAa,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAClC,OAAO;gBACL,OAAO,EAAE,WAAW;gBACpB,OAAO,EAAE,MAAM;aAChB,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI,CAAA;IAC9D,CAAC;CACF;AAxBD,oDAwBC"}
+{"version":3,"file":"poloniex.js","sourceRoot":"","sources":["../../src/realtimefeeds/poloniex.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACqB,WAAM,GAAG,iCAAiC,CAAA;QAgBnD,mBAAc,GAAG,GAAG,EAAE;YAC9B,IAAI,CAAC,IAAI,CAAC;gBACR,KAAK,EAAE,MAAM;aACd,CAAC,CAAA;QACJ,CAAC,CAAA;IASH,CAAC;IA3BW,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE;YAChC,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;aAC5G;YAED,OAAO;gBACL,KAAK,EAAE,WAAW;gBAClB,OAAO,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC;gBACzB,OAAO,EAAE,MAAM,CAAC,OAAO;aACxB,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAQS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,KAAK,KAAK,MAAM,CAAA;IAC7B,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,OAAO,CAAA;IAClC,CAAC;CACF;AA9BD,oDA8BC"}

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 sendCustomPing: (() => void) | undefined;
     protected isIgnoredError(_message: any): boolean;
     protected messageIsHeartbeat(_msg: any): boolean;
     protected provideManualSnapshots(_filters: Filter<string>[], _shouldCancel: () => boolean): Promise<void>;

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

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

@@ -19,6 +19,7 @@ class RealTimeFeedBase {
         this.manualSnapshotsBuffer = [];
         this._receivedMessagesCount = 0;
         this._connectionId = connectionCounter++;
+        this.sendCustomPing = undefined;
         this._onConnectionEstabilished = async () => {
             try {
                 const subscribeMessages = this.mapToSubscribeMessages(this._filters);
@@ -208,7 +209,12 @@ class RealTimeFeedBase {
             if (this._ws === undefined || this._ws.readyState !== ws_1.default.OPEN) {
                 return;
             }
-            this._ws.ping();
+            if (this.sendCustomPing !== undefined) {
+                this.sendCustomPing();
+            }
+            else {
+                this._ws.ping();
+            }
         }, 5 * handy_1.ONE_SEC_IN_MS);
     }
 }

package/dist/realtimefeeds/realtimefeed.js.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "13.4.10",
+  "version": "13.4.11",
   "engines": {
     "node": ">=12"
   },

package/src/consts.ts

@@ -39,6 +39,7 @@ export const EXCHANGES = [
   'ascendex',
   'dydx',
   'serum',
+  'mango',
   'huobi-dm-options',
   'star-atlas'
 ] as const
@@ -338,7 +339,7 @@ const DELTA_CHANNELS = [
 
 const GATE_IO_CHANNELS = ['trades', 'depth', 'ticker'] as const
 const GATE_IO_FUTURES_CHANNELS = ['trades', 'order_book', 'tickers', 'book_ticker'] as const
-const POLONIEX_CHANNELS = ['price_aggregated_book'] as const
+const POLONIEX_CHANNELS = ['price_aggregated_book', 'trades', 'ticker', 'book_lv2'] as const
 const UPBIT_CHANNELS = ['trade', 'orderbook', 'ticker'] as const
 const ASCENDEX_CHANNELS = ['trades', 'depth-realtime', 'depth-snapshot-realtime', 'bbo', 'futures-pricing-data'] as const
 const DYDX_CHANNELS = ['v3_trades', 'v3_orderbook', 'v3_markets'] as const
@@ -355,6 +356,19 @@ const SERUM_CHANNELS = [
   'done'
 ] as const
 
+const MANGO_CHANNELS = [
+  'recent_trades',
+  'trade',
+  'quote',
+  'l2snapshot',
+  'l2update',
+  'l3snapshot',
+  'open',
+  'fill',
+  'change',
+  'done'
+] as const
+
 const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index'] as const
 
 export const EXCHANGE_CHANNELS_INFO = {
@@ -399,5 +413,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   dydx: DYDX_CHANNELS,
   serum: SERUM_CHANNELS,
   'star-atlas': SERUM_CHANNELS,
-  'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS
+  'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,
+  mango: MANGO_CHANNELS
 }

package/src/mappers/index.ts

@@ -83,7 +83,7 @@ import {
   OkexV5TradesMapper
 } from './okex'
 import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMapper } from './phemex'
-import { PoloniexBookChangeMapper, PoloniexTradesMapper } from './poloniex'
+import { PoloniexBookChangeMapper, PoloniexTradesMapper, PoloniexV2BookChangeMapper, PoloniexV2TradesMapper } from './poloniex'
 import { SerumBookChangeMapper, SerumBookTickerMapper, SerumTradesMapper } from './serum'
 import { UpbitBookChangeMapper, UpbitTradesMapper } from './upbit'
 
@@ -108,6 +108,12 @@ const canUseOkexTbtBookTicker = (localTimestamp: Date) => {
   return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE.valueOf()
 }
 
+const POLONIEX_V2_API_SWITCH_DATE = new Date('2022-08-02T00:00:00.000Z')
+
+const shouldUsePoloniexV2Mappers = (localTimestamp: Date) => {
+  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= POLONIEX_V2_API_SWITCH_DATE.valueOf()
+}
+
 const tradesMappers = {
   bitmex: () => bitmexTradesMapper,
   binance: () => new BinanceTradesMapper('binance'),
@@ -151,14 +157,16 @@ const tradesMappers = {
   delta: (localTimestamp: Date) => new DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
   'gate-io': () => new GateIOTradesMapper('gate-io'),
   'gate-io-futures': () => new GateIOFuturesTradesMapper('gate-io-futures'),
-  poloniex: () => new PoloniexTradesMapper(),
+  poloniex: (localTimestamp: Date) =>
+    shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2TradesMapper() : new PoloniexTradesMapper(),
   coinflex: () => coinflexTradesMapper,
   'binance-options': () => new BinanceOptionsTradesMapper(),
   upbit: () => new UpbitTradesMapper(),
   ascendex: () => new AscendexTradesMapper(),
   dydx: () => new DydxTradesMapper(),
   serum: () => new SerumTradesMapper('serum'),
-  'star-atlas': () => new SerumTradesMapper('star-atlas')
+  'star-atlas': () => new SerumTradesMapper('star-atlas'),
+  mango: () => new SerumTradesMapper('mango')
 }
 
 const bookChangeMappers = {
@@ -217,14 +225,16 @@ const bookChangeMappers = {
   delta: () => deltaBookChangeMapper,
   'gate-io': () => new GateIOBookChangeMapper('gate-io'),
   'gate-io-futures': () => new GateIOFuturesBookChangeMapper('gate-io-futures'),
-  poloniex: () => new PoloniexBookChangeMapper(),
+  poloniex: (localTimestamp: Date) =>
+    shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2BookChangeMapper() : new PoloniexBookChangeMapper(),
   coinflex: () => coinflexBookChangeMapper,
   'binance-options': () => new BinanceOptionsBookChangeMapper(),
   upbit: () => new UpbitBookChangeMapper(),
   ascendex: () => new AscendexBookChangeMapper(),
   dydx: () => new DydxBookChangeMapper(),
   serum: () => new SerumBookChangeMapper('serum'),
-  'star-atlas': () => new SerumBookChangeMapper('star-atlas')
+  'star-atlas': () => new SerumBookChangeMapper('star-atlas'),
+  mango: () => new SerumBookChangeMapper('mango')
 }
 
 const derivativeTickersMappers = {
@@ -327,6 +337,7 @@ const bookTickersMappers = {
   okcoin: () => new OkexBookTickerMapper('okcoin', 'spot'),
   serum: () => new SerumBookTickerMapper('serum'),
   'star-atlas': () => new SerumBookTickerMapper('star-atlas'),
+  mango: () => new SerumBookTickerMapper('mango'),
   'gate-io-futures': () => new GateIOFuturesBookTickerMapper('gate-io-futures')
 }
 

package/src/mappers/poloniex.ts

@@ -2,12 +2,87 @@ import { upperCaseSymbols } from '../handy'
 import { BookChange, Trade } from '../types'
 import { Mapper } from './mapper'
 
-// https://docs.poloniex.com/#websocket-api
+export class PoloniexV2TradesMapper implements Mapper<'poloniex', Trade> {
+  canHandle(message: any) {
+    return message.channel === 'trades' && message.data !== undefined && message.data.length > 0
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'trades',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: PoloniexV2TradesMessage, localTimestamp: Date): IterableIterator<Trade> {
+    for (const item of message.data) {
+      yield {
+        type: 'trade',
+        symbol: item.symbol,
+        exchange: 'poloniex',
+        id: item.id,
+        price: Number(item.price),
+        amount: Number(item.quantity),
+        side: item.takerSide === 'sell' ? 'sell' : 'buy',
+        timestamp: new Date(item.createTime),
+        localTimestamp: localTimestamp
+      }
+    }
+  }
+}
+
+const mapBookLevelV2 = (level: [string, string]) => {
+  return {
+    price: Number(level[0]),
+    amount: Number(level[1])
+  }
+}
+export class PoloniexV2BookChangeMapper implements Mapper<'poloniex', BookChange> {
+  canHandle(message: any) {
+    return message.channel === 'book_lv2' && message.data !== undefined && message.data.length > 0
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'book_lv2',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: PoloniexV2BookMessage, localTimestamp: Date): IterableIterator<BookChange> {
+    for (const item of message.data) {
+      const bookSnapshot: BookChange = {
+        type: 'book_change',
+        symbol: item.symbol,
+        exchange: 'poloniex',
+        isSnapshot: message.action === 'snapshot',
+        bids: item.bids.map(mapBookLevelV2),
+        asks: item.asks.map(mapBookLevelV2),
+        timestamp: new Date(item.ts),
+        localTimestamp: localTimestamp
+      }
+
+      yield bookSnapshot
+    }
+  }
+}
 
 export class PoloniexTradesMapper implements Mapper<'poloniex', Trade> {
   private readonly _channelIdToSymbolMap: Map<number, string> = new Map()
 
   canHandle(message: PoloniexPriceAggreatedMessage) {
+    if (Array.isArray(message) === false) {
+      return false
+    }
+
     if (message.length < 3) {
       return false
     }
@@ -80,6 +155,10 @@ export class PoloniexBookChangeMapper implements Mapper<'poloniex', BookChange>
   private readonly _channelIdToSymbolMap: Map<number, string> = new Map()
 
   canHandle(message: PoloniexPriceAggreatedMessage) {
+    if (Array.isArray(message) === false) {
+      return false
+    }
+
     if (message.length < 3) {
       return false
     }
@@ -153,3 +232,57 @@ type PoloniexBookUpdate = ['o', 0 | 1, string, string]
 type PoloniexTrade = ['t', string, 1 | 0, string, string, number]
 
 type PoloniexPriceAggreatedMessage = [number, number, (PoloniexBookSnapshot | PoloniexBookUpdate | PoloniexTrade)[], string?]
+
+type PoloniexV2SubscribeMessage = {
+  event: 'subscribe'
+  channel: 'trades'
+  symbols: string[]
+}
+
+type PoloniexV2TradesMessage = {
+  channel: 'trades'
+  data: [
+    {
+      symbol: 'USDD_USDT'
+      amount: '53.17153856'
+      quantity: '53.0866'
+      takerSide: 'sell'
+      createTime: 1659916859838
+      price: '1.0016'
+      id: '60100203'
+      ts: 1659916859843
+    }
+  ]
+}
+
+type PoloniexV2BookMessage =
+  | {
+      channel: 'book_lv2'
+      data: [
+        {
+          symbol: 'AAVE_BTC'
+          createTime: 1659916859818
+          asks: [string, string][]
+          bids: [string, string][]
+          lastId: 20251
+          id: 20252
+          ts: 1659916859824
+        }
+      ]
+      action: 'update'
+    }
+  | {
+      channel: 'book_lv2'
+      data: [
+        {
+          symbol: 'AAVE_BTC'
+          createTime: 1659900600092
+          asks: [string, string][]
+          bids: [string, string][]
+          lastId: 85
+          id: 86
+          ts: 1659916800614
+        }
+      ]
+      action: 'snapshot'
+    }

package/src/mappers/serum.ts

@@ -31,8 +31,8 @@ export class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade>
       price: Number(message.price),
       amount: Number(message.size),
       side: message.side,
-      timestamp: new Date(message.timestamp),
-      localTimestamp: localTimestamp
+      timestamp: message.eventTimestamp !== undefined ? new Date(message.eventTimestamp) : new Date(message.timestamp),
+      localTimestamp
     }
   }
 }
@@ -118,17 +118,31 @@ export class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', Boo
   }
 }
 
-type SerumVialTrade = {
-  type: 'trade'
-  market: 'RAY/USDT'
-  timestamp: '2021-05-22T00:00:59.448Z'
-  slot: 79469377
-  version: 3
-  id: '96845406386975144808722|185.8|1621641659448'
-  side: 'buy'
-  price: '5.235'
-  size: '185.8'
-}
+type SerumVialTrade =
+  | {
+      type: 'trade'
+      market: 'RAY/USDT'
+      timestamp: '2021-05-22T00:00:59.448Z'
+      slot: 79469377
+      version: 3
+      id: '96845406386975144808722|185.8|1621641659448'
+      side: 'buy'
+      price: '5.235'
+      size: '185.8'
+      eventTimestamp: undefined
+    }
+  | {
+      type: 'trade'
+      market: string
+      timestamp: string
+      slot: number
+      version: number
+      id: string
+      side: 'buy' | 'sell'
+      price: string
+      size: string
+      eventTimestamp: string
+    }
 
 type SerumVialPriceLevel = [string, string]
 

package/src/realtimefeeds/index.ts

@@ -40,6 +40,7 @@ import { AscendexRealTimeFeed } from './ascendex'
 import { DydxRealTimeFeed } from './dydx'
 import { SerumRealTimeFeed } from './serum'
 import { StarAtlasRealTimeFeed } from './staratlas'
+import { MangoRealTimeFeed } from './mango'
 
 export * from './realtimefeed'
 
@@ -87,7 +88,8 @@ const realTimeFeedsMap: {
   dydx: DydxRealTimeFeed,
   serum: SerumRealTimeFeed,
   'star-atlas': StarAtlasRealTimeFeed,
-  'huobi-dm-options': HuobiDMOptionsRealTimeFeed
+  'huobi-dm-options': HuobiDMOptionsRealTimeFeed,
+  mango: MangoRealTimeFeed
 }
 
 export function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed {

package/src/realtimefeeds/mango.ts

@@ -0,0 +1,5 @@
+import { SerumRealTimeFeed } from './serum'
+
+export class MangoRealTimeFeed extends SerumRealTimeFeed {
+  protected wssURL = 'wss://api.mango-bowl.com/v1/ws'
+}

package/src/realtimefeeds/poloniex.ts

@@ -2,27 +2,33 @@ import { Filter } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'
 
 export class PoloniexRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://api2.poloniex.com'
+  protected readonly wssURL = 'wss://ws.poloniex.com/ws/public'
 
   protected mapToSubscribeMessages(filters: Filter<string>[]) {
-    const allSymbols = filters.flatMap((filter) => {
+    return filters.flatMap((filter) => {
       if (!filter.symbols || filter.symbols.length === 0) {
         throw new Error('PoloniexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
       }
-      return filter.symbols
-    })
-
-    const uniqueSymbols = [...new Set(allSymbols)]
 
-    return uniqueSymbols.map((symbol) => {
       return {
-        command: 'subscribe',
-        channel: symbol
+        event: 'subscribe',
+        channel: [filter.channel],
+        symbols: filter.symbols
       }
     })
   }
 
+  protected sendCustomPing = () => {
+    this.send({
+      event: 'ping'
+    })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.event === 'pong'
+  }
+
   protected messageIsError(message: any): boolean {
-    return message.error !== undefined && message.error !== null
+    return message.event === 'error'
   }
 }

package/src/realtimefeeds/realtimefeed.ts

@@ -202,6 +202,8 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
 
   protected abstract messageIsError(message: any): boolean
 
+  protected sendCustomPing: (() => void) | undefined = undefined
+
   protected isIgnoredError(_message: any) {
     return false
   }
@@ -247,7 +249,11 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
         return
       }
 
-      this._ws.ping()
+      if (this.sendCustomPing !== undefined) {
+        this.sendCustomPing()
+      } else {
+        this._ws.ping()
+      }
     }, 5 * ONE_SEC_IN_MS)
   }