tardis-dev 13.4.12 → 13.6.0

package/dist/consts.d.ts

@@ -1,4 +1,4 @@
-export declare const EXCHANGES: readonly ["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"];
+export declare const EXCHANGES: readonly ["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", "kucoin"];
 export declare const EXCHANGE_CHANNELS_INFO: {
     bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
     coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
@@ -44,5 +44,8 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     'star-atlas': readonly ["recent_trades", "trade", "quote", "l2snapshot", "l2update", "l3snapshot", "open", "fill", "change", "done"];
     'huobi-dm-options': readonly ["trade", "detail", "depth", "bbo", "open_interest", "option_market_index", "option_index"];
     mango: readonly ["recent_trades", "trade", "quote", "l2snapshot", "l2update", "l3snapshot", "open", "fill", "change", "done"];
+    'crypto-com': string[];
+    'crypto-com-derivatives': string[];
+    kucoin: string[];
 };
 //# sourceMappingURL=consts.d.ts.map

package/dist/consts.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,+nBAgDZ,CAAA;AAiVV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAgDlC,CAAA"}

package/dist/consts.js

@@ -45,7 +45,10 @@ exports.EXCHANGES = [
     'serum',
     'mango',
     'huobi-dm-options',
-    'star-atlas'
+    'star-atlas',
+    'crypto-com',
+    'crypto-com-derivatives',
+    'kucoin'
 ];
 const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'];
 const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot', 'ticker'];
@@ -339,6 +342,9 @@ const MANGO_CHANNELS = [
 ];
 const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index'];
 const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth'];
+const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker'];
+const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
+const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot'];
 exports.EXCHANGE_CHANNELS_INFO = {
     bitmex: BITMEX_CHANNELS,
     coinbase: COINBASE_CHANNELS,
@@ -383,6 +389,9 @@ exports.EXCHANGE_CHANNELS_INFO = {
     serum: SERUM_CHANNELS,
     'star-atlas': SERUM_CHANNELS,
     'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,
-    mango: MANGO_CHANNELS
+    mango: MANGO_CHANNELS,
+    'crypto-com': CRYPTO_COM_CHANNELS,
+    'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
+    kucoin: KUCOIN_CHANNELS
 };
 //# sourceMappingURL=consts.js.map

package/dist/consts.js.map

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package/dist/handy.d.ts

@@ -4,6 +4,7 @@ import { Mapper } from './mappers';
 import { Exchange, Filter, FilterForExchange } from './types';
 export declare function parseAsUTCDate(val: string): Date;
 export declare function wait(delayMS: number): Promise<unknown>;
+export declare function getRandomString(): string;
 export declare function formatDateToPath(date: Date): string;
 export declare function doubleDigit(input: number): string;
 export declare function sha256(obj: object): string;

package/dist/handy.d.ts.map

@@ -1 +1 @@
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package/dist/handy.js

@@ -26,7 +26,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.httpClient = exports.lowerCaseSymbols = exports.upperCaseSymbols = exports.asNumberIfValid = exports.decimalPlaces = exports.CappedSet = exports.CircularBuffer = exports.cleanTempFiles = exports.download = exports.httpsProxyAgent = exports.optimizeFilters = exports.parseμs = exports.batch = exports.getFilters = exports.normalizeMessages = exports.take = exports.HttpError = exports.ONE_SEC_IN_MS = exports.sequence = exports.addDays = exports.addMinutes = exports.sha256 = exports.doubleDigit = exports.formatDateToPath = exports.wait = exports.parseAsUTCDate = void 0;
+exports.httpClient = exports.lowerCaseSymbols = exports.upperCaseSymbols = exports.asNumberIfValid = exports.decimalPlaces = exports.CappedSet = exports.CircularBuffer = exports.cleanTempFiles = exports.download = exports.httpsProxyAgent = exports.optimizeFilters = exports.parseμs = exports.batch = exports.getFilters = exports.normalizeMessages = exports.take = exports.HttpError = exports.ONE_SEC_IN_MS = exports.sequence = exports.addDays = exports.addMinutes = exports.sha256 = exports.doubleDigit = exports.formatDateToPath = exports.getRandomString = exports.wait = exports.parseAsUTCDate = void 0;
 const crypto_1 = __importStar(require("crypto"));
 const fs_extra_1 = require("fs-extra");
 const https_1 = __importDefault(require("https"));
@@ -49,6 +49,10 @@ function wait(delayMS) {
     });
 }
 exports.wait = wait;
+function getRandomString() {
+    return crypto_1.default.randomBytes(24).toString('hex');
+}
+exports.getRandomString = getRandomString;
 function formatDateToPath(date) {
     const year = date.getUTCFullYear();
     const month = doubleDigit(date.getUTCMonth() + 1);

package/dist/handy.js.map

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package/dist/mappers/bybit.d.ts

@@ -25,7 +25,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
     map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, 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" | "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";
+        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" | "kucoin";
         readonly isSnapshot: boolean;
         readonly bids: {
             price: number;

package/dist/mappers/bybitspot.d.ts

@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
     map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
         readonly type: "book_change";
         readonly symbol: "RENUSDT";
-        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";
+        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" | "kucoin";
         readonly isSnapshot: true;
         readonly bids: {
             price: number;

package/dist/mappers/cryptocom.d.ts

@@ -0,0 +1,257 @@
+import { BookChange, Exchange, BookTicker, Trade, DerivativeTicker } from '../types';
+import { Mapper } from './mapper';
+export declare class CryptoComTradesMapper implements Mapper<'crypto-com' | 'crypto-com-derivatives', Trade> {
+    private readonly _exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: CryptoComTradeMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "trade";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: CryptoComTradeMessage, localTimestamp: Date): IterableIterator<Trade>;
+}
+export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' | 'crypto-com-derivatives', BookChange> {
+    protected readonly _exchange: Exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: CryptoComBookMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "book";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
+        readonly type: "book_change";
+        readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
+        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" | "kucoin";
+        readonly isSnapshot: boolean;
+        readonly bids: {
+            price: number;
+            amount: number;
+        }[];
+        readonly asks: {
+            price: number;
+            amount: number;
+        }[];
+        readonly timestamp: Date;
+        readonly localTimestamp: Date;
+    }, void, unknown>;
+    private _mapBookLevel;
+}
+export declare class CryptoComBookTickerMapper implements Mapper<'crypto-com' | 'crypto-com-derivatives', BookTicker> {
+    protected readonly _exchange: Exchange;
+    constructor(_exchange: Exchange);
+    canHandle(message: CryptoComTickerMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "ticker";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: CryptoComTickerMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
+}
+export declare class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-derivatives', DerivativeTicker> {
+    protected readonly exchange: Exchange;
+    private readonly pendingTickerInfoHelper;
+    private readonly _indexPrices;
+    constructor(exchange: Exchange);
+    canHandle(message: CryptoComDerivativesTickerMessage | CryptoComIndexMessage | CryptoComMarkPriceMessage | CryptoComFundingMessage): boolean;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "ticker";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "index";
+        readonly symbols: string[];
+    } | {
+        readonly channel: "mark";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "funding";
+        readonly symbols: string[] | undefined;
+    })[];
+    map(message: CryptoComDerivativesTickerMessage | CryptoComIndexMessage | CryptoComMarkPriceMessage | CryptoComFundingMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+}
+declare type CryptoComTradeMessage = {
+    method: 'subscribe';
+    result: {
+        instrument_name: 'ETH_CRO';
+        subscription: 'trade.ETH_CRO';
+        channel: 'trade';
+        data: [
+            {
+                p: 162.12;
+                q: 11.085;
+                s: 'BUY';
+                d: 1210447366;
+                t: 1587523078844;
+                dataTime: 0;
+            }
+        ];
+    };
+} | {
+    id: -1;
+    code: 0;
+    method: 'subscribe';
+    result: {
+        channel: 'trade';
+        subscription: 'trade.BTCUSD-PERP';
+        instrument_name: 'BTCUSD-PERP';
+        data: [{
+            d: '4611686018439397540';
+            t: 1653992578435;
+            p: '31603.5';
+            q: '0.1000';
+            s: 'BUY';
+            i: 'BTCUSD-PERP';
+        }];
+    };
+};
+declare type CryptoComBookMessage = {
+    code: 0;
+    method: 'subscribe';
+    result: {
+        instrument_name: 'ETH_CRO';
+        subscription: 'book.ETH_CRO.150';
+        channel: 'book';
+        depth: 150;
+        data: [
+            {
+                bids: [number, number][];
+                asks: [number, number][];
+                t: 1659311999933;
+                s: 788293808;
+            }
+        ];
+    };
+} | {
+    code: 0;
+    method: 'subscribe';
+    result: {
+        instrument_name: 'DOT_USDT';
+        subscription: 'book.DOT_USDT.150';
+        channel: 'book.update';
+        depth: 150;
+        data: [
+            {
+                update: {
+                    bids: [number, number][];
+                    asks: [number, number][];
+                };
+                t: 1659312000046;
+                s: 763793123;
+            }
+        ];
+    };
+} | {
+    id: -1;
+    code: 0;
+    method: 'subscribe';
+    result: {
+        channel: 'book.update';
+        subscription: 'book.BTCUSD-PERP.50';
+        instrument_name: 'BTCUSD-PERP';
+        depth: 50;
+        data: [
+            {
+                update: {
+                    asks: [string, string][];
+                    bids: [string, string][];
+                };
+                t: 1653992578436;
+                tt: 1653992578428;
+                u: 72560693920;
+                pu: 72560688000;
+                cs: 380529173;
+            }
+        ];
+    };
+};
+declare type CryptoComTickerMessage = {
+    code: 0;
+    method: 'subscribe';
+    result: {
+        instrument_name: 'GODS_USDT';
+        subscription: 'ticker.GODS_USDT';
+        channel: 'ticker';
+        data: [
+            {
+                i: 'GODS_USDT';
+                b: 0.4262;
+                k: 0.4272;
+                a: 0.4272;
+                t: 1659311999946;
+                v: 100623.01;
+                vv: 42986.1541;
+                h: 0.4624;
+                l: 0.4229;
+                c: -0.0062;
+                pc: -1.4302;
+            }
+        ];
+    };
+} | CryptoComDerivativesTickerMessage;
+declare type CryptoComDerivativesTickerMessage = {
+    id: -1;
+    code: 0;
+    method: 'subscribe';
+    result: {
+        channel: 'ticker';
+        instrument_name: 'BTCUSD-PERP';
+        subscription: 'ticker.BTCUSD-PERP';
+        data: [
+            {
+                h: '32222.5';
+                l: '30240.0';
+                a: '31611.0';
+                c: '0.0320';
+                b: '31613.0';
+                k: '31613.5';
+                i: 'BTCUSD-PERP';
+                v: '13206.4884';
+                vv: '433945264.39';
+                oi: '318.5162';
+                t: 1653992543383;
+            }
+        ];
+    };
+};
+declare type CryptoComIndexMessage = {
+    id: -1;
+    method: 'subscribe';
+    code: 0;
+    result: {
+        instrument_name: 'BTCUSD-INDEX';
+        subscription: 'index.BTCUSD-INDEX';
+        channel: 'index';
+        data: [{
+            v: '31601.35';
+            t: 1653992545000;
+        }];
+    };
+};
+declare type CryptoComMarkPriceMessage = {
+    id: 1;
+    method: 'subscribe';
+    code: 0;
+    result: {
+        instrument_name: 'BTCUSD-PERP';
+        subscription: 'mark.BTCUSD-PERP';
+        channel: 'mark';
+        data: [{
+            v: '31606.3';
+            t: 1653992543000;
+        }];
+    };
+};
+declare type CryptoComFundingMessage = {
+    id: -1;
+    method: 'subscribe';
+    code: 0;
+    result: {
+        instrument_name: 'BTCUSD-PERP';
+        subscription: 'funding.BTCUSD-PERP';
+        channel: 'funding';
+        data: [{
+            v: '0.00000700';
+            t: 1653992579000;
+        }];
+    };
+};
+export {};
+//# sourceMappingURL=cryptocom.d.ts.map

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

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