tardis-dev 13.4.10 → 13.4.13

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/ascendex.ts

@@ -38,6 +38,14 @@ export class AscendexRealTimeFeed extends RealTimeFeedBase {
     return message.m === 'error'
   }
 
+  protected sendCustomPing = () => {
+    this.send({ op: 'ping' })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.m === 'pong'
+  }
+
   protected async provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean) {
     const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime')
     if (!depthSnapshotChannel) {

package/src/realtimefeeds/bybit.ts

@@ -90,4 +90,12 @@ class BybitSingleConnectionRealTimeDataFeed extends RealTimeFeedBase {
   protected messageIsError(message: any): boolean {
     return message.success === false
   }
+
+  protected sendCustomPing = () => {
+    this.send({ op: 'ping' })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.ret_msg === 'pong' || msg.op == 'pong'
+  }
 }

package/src/realtimefeeds/bybitspot.ts

@@ -0,0 +1,39 @@
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class BybitSpotRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://stream.bybit.com/spot/quote/ws/v2'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    return filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('BybitSpotRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        return filter.symbols.map((symbol) => {
+          return {
+            event: 'sub',
+            topic: filter.channel,
+            params: {
+              binary: false,
+              symbol: symbol
+            }
+          }
+        })
+      })
+      .flatMap((c) => c)
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.code !== undefined && message.code !== '0'
+  }
+
+  protected sendCustomPing = () => {
+    this.send({ ping: new Date().valueOf() })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.pong !== undefined
+  }
+}

package/src/realtimefeeds/cryptocom.ts

@@ -0,0 +1,48 @@
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class CryptoComRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://stream.crypto.com/v2/market'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const channels = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('CryptoComRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        return filter.symbols.map((symbol) => {
+          const suffix = filter.channel === 'book' ? '.150' : ''
+          return `${filter.channel}.${symbol}${suffix}`
+        })
+      })
+      .flatMap((s) => s)
+
+    return [
+      {
+        id: 1,
+        method: 'subscribe',
+        nonce: new Date().valueOf(),
+        params: {
+          channels: channels
+        }
+      }
+    ]
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.code !== undefined && message.code !== 0
+  }
+
+  protected onMessage(msg: any) {
+    if (msg.method === 'public/heartbeat') {
+      this.send({
+        id: msg.id,
+        method: 'public/respond-heartbeat'
+      })
+    }
+  }
+  protected messageIsHeartbeat(msg: any) {
+    return msg.method === 'public/heartbeat'
+  }
+}

package/src/realtimefeeds/cryptocomderivatives.ts

@@ -0,0 +1,50 @@
+import { Filter } from '../types'
+import { RealTimeFeedBase } from './realtimefeed'
+
+export class CryptoComDerivativesRealTimeFeed extends RealTimeFeedBase {
+  protected wssURL = 'wss://deriv-stream.crypto.com/v1/market'
+
+  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
+    const channels = filters
+      .map((filter) => {
+        if (!filter.symbols || filter.symbols.length === 0) {
+          throw new Error('CryptoComDerivativesRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
+        }
+
+        return filter.symbols.map((symbol) => {
+          const suffix = filter.channel === 'book' ? '.50' : ''
+          return `${filter.channel}.${symbol}${suffix}`
+        })
+      })
+      .flatMap((s) => s)
+
+    return [
+      {
+        id: 1,
+        method: 'subscribe',
+        nonce: new Date().valueOf(),
+        params: {
+          channels: channels,
+          book_subscription_type: 'SNAPSHOT_AND_UPDATE',
+          book_update_frequency: 5
+        }
+      }
+    ]
+  }
+
+  protected messageIsError(message: any): boolean {
+    return message.code !== undefined && message.code !== 0 && message.code !== 40003
+  }
+
+  protected onMessage(msg: any) {
+    if (msg.method === 'public/heartbeat') {
+      this.send({
+        id: msg.id,
+        method: 'public/respond-heartbeat'
+      })
+    }
+  }
+  protected messageIsHeartbeat(msg: any) {
+    return msg.method === 'public/heartbeat'
+  }
+}

package/src/realtimefeeds/delta.ts

@@ -24,4 +24,12 @@ export class DeltaRealTimeFeed extends RealTimeFeedBase {
   protected messageIsError(message: any): boolean {
     return message.error !== undefined && message.error !== null
   }
+
+  protected sendCustomPing = () => {
+    this.send({ type: 'ping' })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.type === 'pong'
+  }
 }

package/src/realtimefeeds/ftx.ts

@@ -63,6 +63,14 @@ class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     // ignore market not found errors
     return message.code == 404
   }
+
+  protected sendCustomPing = () => {
+    this.send({ op: 'ping' })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.type === 'pong'
+  }
 }
 
 class FTXInstrumentInfoClient extends PoolingClientBase {

package/src/realtimefeeds/index.ts

@@ -40,6 +40,10 @@ import { AscendexRealTimeFeed } from './ascendex'
 import { DydxRealTimeFeed } from './dydx'
 import { SerumRealTimeFeed } from './serum'
 import { StarAtlasRealTimeFeed } from './staratlas'
+import { MangoRealTimeFeed } from './mango'
+import { BybitSpotRealTimeFeed } from './bybitspot'
+import { CryptoComRealTimeFeed } from './cryptocom'
+import { CryptoComDerivativesRealTimeFeed } from './cryptocomderivatives'
 
 export * from './realtimefeed'
 
@@ -87,7 +91,11 @@ const realTimeFeedsMap: {
   dydx: DydxRealTimeFeed,
   serum: SerumRealTimeFeed,
   'star-atlas': StarAtlasRealTimeFeed,
-  'huobi-dm-options': HuobiDMOptionsRealTimeFeed
+  'huobi-dm-options': HuobiDMOptionsRealTimeFeed,
+  mango: MangoRealTimeFeed,
+  'bybit-spot': BybitSpotRealTimeFeed,
+  'crypto-com': CryptoComRealTimeFeed,
+  'crypto-com-derivatives': CryptoComDerivativesRealTimeFeed
 }
 
 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)
   }