tardis-dev 13.4.10 → 13.4.13

package/dist/mappers/cryptocom.js

@@ -0,0 +1,193 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CryptoComDerivativeTickerMapper = exports.CryptoComBookTickerMapper = exports.CryptoComBookChangeMapper = exports.CryptoComTradesMapper = void 0;
+const handy_1 = require("../handy");
+const mapper_1 = require("./mapper");
+class CryptoComTradesMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.result !== undefined && message.result.channel === 'trade';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'trade',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        message.result.data.reverse();
+        for (const item of message.result.data) {
+            const trade = {
+                type: 'trade',
+                symbol: message.result.instrument_name,
+                exchange: this._exchange,
+                id: item.d.toString(),
+                price: Number(item.p),
+                amount: Number(item.q),
+                side: item.s === 'BUY' ? 'buy' : 'sell',
+                timestamp: new Date(item.t),
+                localTimestamp
+            };
+            yield trade;
+        }
+    }
+}
+exports.CryptoComTradesMapper = CryptoComTradesMapper;
+class CryptoComBookChangeMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.result !== undefined && message.result.channel.startsWith('book');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'book',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.result.data === undefined || message.result.data[0] === undefined) {
+            return;
+        }
+        const bids = (message.result.channel === 'book' ? message.result.data[0].bids : message.result.data[0].update.bids) || [];
+        const asks = (message.result.channel === 'book' ? message.result.data[0].asks : message.result.data[0].update.asks) || [];
+        yield {
+            type: 'book_change',
+            symbol: message.result.instrument_name,
+            exchange: this._exchange,
+            isSnapshot: message.result.channel === 'book',
+            bids: bids.map(this._mapBookLevel),
+            asks: asks.map(this._mapBookLevel),
+            timestamp: new Date(message.result.data[0].t),
+            localTimestamp
+        };
+    }
+    _mapBookLevel(level) {
+        return { price: Number(level[0]), amount: Number(level[1]) };
+    }
+}
+exports.CryptoComBookChangeMapper = CryptoComBookChangeMapper;
+class CryptoComBookTickerMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.result !== undefined && message.result.channel === 'ticker';
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'ticker',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const item of message.result.data) {
+            const bookTicker = {
+                type: 'book_ticker',
+                symbol: message.result.instrument_name,
+                exchange: this._exchange,
+                askAmount: undefined,
+                askPrice: item.k !== undefined && item.k !== null ? Number(item.k) : undefined,
+                bidPrice: item.b !== undefined && item.b !== null ? Number(item.b) : undefined,
+                bidAmount: undefined,
+                timestamp: new Date(item.t),
+                localTimestamp: localTimestamp
+            };
+            yield bookTicker;
+        }
+    }
+}
+exports.CryptoComBookTickerMapper = CryptoComBookTickerMapper;
+class CryptoComDerivativeTickerMapper {
+    constructor(exchange) {
+        this.exchange = exchange;
+        this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+        this._indexPrices = new Map();
+    }
+    canHandle(message) {
+        if (message.result === undefined) {
+            return false;
+        }
+        return (message.result.channel === 'ticker' ||
+            message.result.channel === 'index' ||
+            message.result.channel === 'mark' ||
+            message.result.channel === 'funding');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        let indexes = [];
+        if (symbols !== undefined) {
+            indexes = [...new Set(symbols.map((s) => `${s.split('-')[0]}-INDEX`))];
+        }
+        const filters = [
+            {
+                channel: 'ticker',
+                symbols
+            },
+            {
+                channel: 'index',
+                symbols: indexes
+            },
+            {
+                channel: 'mark',
+                symbols
+            },
+            {
+                channel: 'funding',
+                symbols
+            }
+        ];
+        return filters;
+    }
+    *map(message, localTimestamp) {
+        if (message.result.channel === 'index') {
+            this._indexPrices.set(message.result.instrument_name.split('-')[0], Number(message.result.data[0].v));
+            return;
+        }
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.result.instrument_name, this.exchange);
+        const lastIndexPrice = this._indexPrices.get(message.result.instrument_name.split('-')[0]);
+        if (lastIndexPrice !== undefined) {
+            pendingTickerInfo.updateIndexPrice(lastIndexPrice);
+        }
+        if (message.result.channel === 'ticker') {
+            if (message.result.data[0].a !== null && message.result.data[0].a !== undefined) {
+                pendingTickerInfo.updateLastPrice(Number(message.result.data[0].a));
+            }
+            if (message.result.data[0].oi !== null && message.result.data[0].oi !== undefined) {
+                pendingTickerInfo.updateOpenInterest(Number(message.result.data[0].oi));
+            }
+        }
+        if (message.result.channel === 'mark') {
+            if (message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
+                pendingTickerInfo.updateMarkPrice(Number(message.result.data[0].v));
+            }
+        }
+        if (message.result.channel === 'funding') {
+            if (message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
+                pendingTickerInfo.updateFundingRate(Number(message.result.data[0].v));
+                const nextFundingTimestamp = new Date(message.result.data[0].t);
+                nextFundingTimestamp.setUTCHours(nextFundingTimestamp.getUTCHours() + 1);
+                nextFundingTimestamp.setUTCMinutes(0, 0, 0);
+                pendingTickerInfo.updateFundingTimestamp(nextFundingTimestamp);
+            }
+        }
+        pendingTickerInfo.updateTimestamp(new Date(message.result.data[0].t));
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+exports.CryptoComDerivativeTickerMapper = CryptoComDerivativeTickerMapper;
+//# sourceMappingURL=cryptocom.js.map

package/dist/mappers/cryptocom.js.map

@@ -0,0 +1 @@
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package/dist/mappers/huobi.d.ts

@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
     map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;
@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
     map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives";
         readonly isSnapshot: false;
         readonly bids: {
             price: number;
@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
     } | {
         readonly type: "book_change";
         readonly symbol: string;
-        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas";
+        readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives";
         readonly isSnapshot: true;
         readonly bids: {
             price: number;

package/dist/mappers/index.d.ts

@@ -1,10 +1,10 @@
 import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
 import { Mapper } from './mapper';
 export * from './mapper';
-export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
-export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "huobi-dm-options" | "star-atlas">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
-export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
+export declare const normalizeTrades: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
+export declare const normalizeBookChanges: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
+export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
 export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
 export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;
-export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "ftx-us" | "binance-us" | "gate-io-futures" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "star-atlas">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
+export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "cryptofacilities" | "kraken" | "bybit-spot" | "ftx-us" | "binance-us" | "gate-io-futures" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAoEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAoBjC,cAAc,UAAU,CAAA;AAmPxB,eAAO,MAAM,eAAe,8nBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,8nBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,4UAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,ucAEf,IAAI,0BASrB,CAAA"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAsEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAoBjC,cAAc,UAAU,CAAA;AAuQxB,eAAO,MAAM,eAAe,isBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,isBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,uWAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,0gBAEf,IAAI,0BASrB,CAAA"}

package/dist/mappers/index.js

@@ -25,8 +25,10 @@ const bitflyer_1 = require("./bitflyer");
 const bitmex_1 = require("./bitmex");
 const bitstamp_1 = require("./bitstamp");
 const bybit_1 = require("./bybit");
+const bybitspot_1 = require("./bybitspot");
 const coinbase_1 = require("./coinbase");
 const coinflex_1 = require("./coinflex");
+const cryptocom_1 = require("./cryptocom");
 const cryptofacilities_1 = require("./cryptofacilities");
 const delta_1 = require("./delta");
 const deribit_1 = require("./deribit");
@@ -59,6 +61,10 @@ const shouldUseOkexV5Mappers = (localTimestamp) => {
 const canUseOkexTbtBookTicker = (localTimestamp) => {
     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) => {
+    return isRealTime(localTimestamp) || localTimestamp.valueOf() >= POLONIEX_V2_API_SWITCH_DATE.valueOf();
+};
 const tradesMappers = {
     bitmex: () => bitmex_1.bitmexTradesMapper,
     binance: () => new binance_1.BinanceTradesMapper('binance'),
@@ -94,14 +100,18 @@ const tradesMappers = {
     delta: (localTimestamp) => new delta_1.DeltaTradesMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
     'gate-io': () => new gateio_1.GateIOTradesMapper('gate-io'),
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesTradesMapper('gate-io-futures'),
-    poloniex: () => new poloniex_1.PoloniexTradesMapper(),
+    poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2TradesMapper() : new poloniex_1.PoloniexTradesMapper(),
     coinflex: () => coinflex_1.coinflexTradesMapper,
     'binance-options': () => new binanceoptions_1.BinanceOptionsTradesMapper(),
     upbit: () => new upbit_1.UpbitTradesMapper(),
     ascendex: () => new ascendex_1.AscendexTradesMapper(),
     dydx: () => new dydx_1.DydxTradesMapper(),
     serum: () => new serum_1.SerumTradesMapper('serum'),
-    'star-atlas': () => new serum_1.SerumTradesMapper('star-atlas')
+    'star-atlas': () => new serum_1.SerumTradesMapper('star-atlas'),
+    mango: () => new serum_1.SerumTradesMapper('mango'),
+    'bybit-spot': () => new bybitspot_1.BybitSpotTradesMapper('bybit-spot'),
+    'crypto-com': () => new cryptocom_1.CryptoComTradesMapper('crypto-com'),
+    'crypto-com-derivatives': () => new cryptocom_1.CryptoComTradesMapper('crypto-com-derivatives')
 };
 const bookChangeMappers = {
     bitmex: () => new bitmex_1.BitmexBookChangeMapper(),
@@ -141,6 +151,7 @@ const bookChangeMappers = {
     'huobi-dm-swap': () => new huobi_1.HuobiBookChangeMapper('huobi-dm-swap'),
     'huobi-dm-linear-swap': () => new huobi_1.HuobiBookChangeMapper('huobi-dm-linear-swap'),
     'huobi-dm-options': () => new huobi_1.HuobiBookChangeMapper('huobi-dm-options'),
+    'bybit-spot': () => new bybitspot_1.BybitSpotBookChangeMapper('bybit-spot'),
     bybit: () => new bybit_1.BybitBookChangeMapper('bybit', false),
     okcoin: (localTimestamp) => new okex_1.OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
     hitbtc: () => hitbtc_1.hitBtcBookChangeMapper,
@@ -148,14 +159,17 @@ const bookChangeMappers = {
     delta: () => delta_1.deltaBookChangeMapper,
     'gate-io': () => new gateio_1.GateIOBookChangeMapper('gate-io'),
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookChangeMapper('gate-io-futures'),
-    poloniex: () => new poloniex_1.PoloniexBookChangeMapper(),
+    poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2BookChangeMapper() : new poloniex_1.PoloniexBookChangeMapper(),
     coinflex: () => coinflex_1.coinflexBookChangeMapper,
     'binance-options': () => new binanceoptions_1.BinanceOptionsBookChangeMapper(),
     upbit: () => new upbit_1.UpbitBookChangeMapper(),
     ascendex: () => new ascendex_1.AscendexBookChangeMapper(),
     dydx: () => new dydx_1.DydxBookChangeMapper(),
     serum: () => new serum_1.SerumBookChangeMapper('serum'),
-    'star-atlas': () => new serum_1.SerumBookChangeMapper('star-atlas')
+    'star-atlas': () => new serum_1.SerumBookChangeMapper('star-atlas'),
+    mango: () => new serum_1.SerumBookChangeMapper('mango'),
+    'crypto-com': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com'),
+    'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com-derivatives')
 };
 const derivativeTickersMappers = {
     bitmex: () => new bitmex_1.BitmexDerivativeTickerMapper(),
@@ -178,7 +192,8 @@ const derivativeTickersMappers = {
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesDerivativeTickerMapper(),
     coinflex: () => new coinflex_1.CoinflexDerivativeTickerMapper(),
     ascendex: () => new ascendex_1.AscendexDerivativeTickerMapper(),
-    dydx: () => new dydx_1.DydxDerivativeTickerMapper()
+    dydx: () => new dydx_1.DydxDerivativeTickerMapper(),
+    'crypto-com-derivatives': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com-derivatives')
 };
 const optionsSummaryMappers = {
     deribit: () => new deribit_1.DeribitOptionSummaryMapper(),
@@ -239,7 +254,11 @@ const bookTickersMappers = {
     okcoin: () => new okex_1.OkexBookTickerMapper('okcoin', 'spot'),
     serum: () => new serum_1.SerumBookTickerMapper('serum'),
     'star-atlas': () => new serum_1.SerumBookTickerMapper('star-atlas'),
-    'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookTickerMapper('gate-io-futures')
+    mango: () => new serum_1.SerumBookTickerMapper('mango'),
+    'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookTickerMapper('gate-io-futures'),
+    'bybit-spot': () => new bybitspot_1.BybitSpotBookTickerMapper('bybit-spot'),
+    'crypto-com': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com'),
+    'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com-derivatives')
 };
 const normalizeTrades = (exchange, localTimestamp) => {
     const createTradesMapper = tradesMappers[exchange];

package/dist/mappers/index.js.map

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

@@ -1,5 +1,21 @@
 import { BookChange, Trade } from '../types';
 import { Mapper } from './mapper';
+export declare class PoloniexV2TradesMapper implements Mapper<'poloniex', Trade> {
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "trades";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: PoloniexV2TradesMessage, localTimestamp: Date): IterableIterator<Trade>;
+}
+export declare class PoloniexV2BookChangeMapper implements Mapper<'poloniex', BookChange> {
+    canHandle(message: any): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "book_lv2";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: PoloniexV2BookMessage, localTimestamp: Date): IterableIterator<BookChange>;
+}
 export declare class PoloniexTradesMapper implements Mapper<'poloniex', Trade> {
     private readonly _channelIdToSymbolMap;
     canHandle(message: PoloniexPriceAggreatedMessage): boolean;
@@ -29,5 +45,49 @@ declare type PoloniexBookSnapshot = ['i', {
 declare type PoloniexBookUpdate = ['o', 0 | 1, string, string];
 declare type PoloniexTrade = ['t', string, 1 | 0, string, string, number];
 declare type PoloniexPriceAggreatedMessage = [number, number, (PoloniexBookSnapshot | PoloniexBookUpdate | PoloniexTrade)[], string?];
+declare 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;
+        }
+    ];
+};
+declare 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';
+};
 export {};
 //# sourceMappingURL=poloniex.d.ts.map

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

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

@@ -1,13 +1,81 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PoloniexBookChangeMapper = exports.PoloniexTradesMapper = void 0;
+exports.PoloniexBookChangeMapper = exports.PoloniexTradesMapper = exports.PoloniexV2BookChangeMapper = exports.PoloniexV2TradesMapper = void 0;
 const handy_1 = require("../handy");
-// https://docs.poloniex.com/#websocket-api
+class PoloniexV2TradesMapper {
+    canHandle(message) {
+        return message.channel === 'trades' && message.data !== undefined && message.data.length > 0;
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'trades',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        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
+            };
+        }
+    }
+}
+exports.PoloniexV2TradesMapper = PoloniexV2TradesMapper;
+const mapBookLevelV2 = (level) => {
+    return {
+        price: Number(level[0]),
+        amount: Number(level[1])
+    };
+};
+class PoloniexV2BookChangeMapper {
+    canHandle(message) {
+        return message.channel === 'book_lv2' && message.data !== undefined && message.data.length > 0;
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'book_lv2',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        for (const item of message.data) {
+            const bookSnapshot = {
+                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;
+        }
+    }
+}
+exports.PoloniexV2BookChangeMapper = PoloniexV2BookChangeMapper;
 class PoloniexTradesMapper {
     constructor() {
         this._channelIdToSymbolMap = new Map();
     }
     canHandle(message) {
+        if (Array.isArray(message) === false) {
+            return false;
+        }
         if (message.length < 3) {
             return false;
         }
@@ -71,6 +139,9 @@ class PoloniexBookChangeMapper {
         this._channelIdToSymbolMap = new Map();
     }
     canHandle(message) {
+        if (Array.isArray(message) === false) {
+            return false;
+        }
         if (message.length < 3) {
             return false;
         }