tardis-dev 13.4.12 → 13.6.0

package/dist/mappers/kucoin.js

@@ -0,0 +1,216 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.KucoinBookTickerMapper = exports.KucoinBookChangeMapper = exports.KucoinTradesMapper = void 0;
+const handy_1 = require("../handy");
+class KucoinTradesMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/market/match');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'market/match',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const kucoinTrade = message.data;
+        const timestamp = new Date(Number(kucoinTrade.time.slice(0, 13)));
+        timestamp.μs = Number(kucoinTrade.time.slice(13, 16));
+        yield {
+            type: 'trade',
+            symbol: kucoinTrade.symbol,
+            exchange: this._exchange,
+            id: kucoinTrade.tradeId,
+            price: Number(kucoinTrade.price),
+            amount: Number(kucoinTrade.size),
+            side: kucoinTrade.side === 'sell' ? 'sell' : 'buy',
+            timestamp,
+            localTimestamp
+        };
+    }
+}
+exports.KucoinTradesMapper = KucoinTradesMapper;
+class KucoinBookChangeMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+        this.symbolToDepthInfoMapping = {};
+    }
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/market/level2');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'market/level2',
+                symbols
+            },
+            {
+                channel: 'market/level2Snapshot',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        if (this.symbolToDepthInfoMapping[symbol] === undefined) {
+            this.symbolToDepthInfoMapping[symbol] = {
+                bufferedUpdates: new handy_1.CircularBuffer(2000)
+            };
+        }
+        const symbolDepthInfo = this.symbolToDepthInfoMapping[symbol];
+        const snapshotAlreadyProcessed = symbolDepthInfo.snapshotProcessed;
+        // first check if received message is snapshot and process it as such if it is
+        if (message.subject === 'trade.l2Snapshot') {
+            // if we've already received 'manual' snapshot, ignore if there is another one
+            if (snapshotAlreadyProcessed) {
+                return;
+            }
+            // produce snapshot book_change
+            const kucoinSnapshotData = message.data;
+            //  mark given symbol depth info that has snapshot processed
+            symbolDepthInfo.lastUpdateId = Number(kucoinSnapshotData.sequence);
+            symbolDepthInfo.snapshotProcessed = true;
+            // if there were any depth updates buffered, let's proccess those by adding to or updating the initial snapshot
+            for (const update of symbolDepthInfo.bufferedUpdates.items()) {
+                const bookChange = this.mapBookDepthUpdate(update, localTimestamp);
+                if (bookChange !== undefined) {
+                    for (const bid of update.data.changes.bids) {
+                        if (bid[0] == '0') {
+                            continue;
+                        }
+                        const matchingBid = kucoinSnapshotData.bids.find((b) => b[0] === bid[0]);
+                        if (matchingBid !== undefined) {
+                            matchingBid[1] = bid[1];
+                        }
+                        else {
+                            kucoinSnapshotData.bids.push([bid[0], bid[1]]);
+                        }
+                    }
+                    for (const ask of update.data.changes.asks) {
+                        if (ask[0] == '0') {
+                            continue;
+                        }
+                        const matchingAsk = kucoinSnapshotData.asks.find((a) => a[0] === ask[0]);
+                        if (matchingAsk !== undefined) {
+                            matchingAsk[1] = ask[1];
+                        }
+                        else {
+                            kucoinSnapshotData.asks.push([ask[0], ask[1]]);
+                        }
+                    }
+                }
+            }
+            // remove all buffered updates
+            symbolDepthInfo.bufferedUpdates.clear();
+            const bookChange = {
+                type: 'book_change',
+                symbol,
+                exchange: this._exchange,
+                isSnapshot: true,
+                bids: kucoinSnapshotData.bids.map(this.mapBookLevel),
+                asks: kucoinSnapshotData.asks.map(this.mapBookLevel),
+                timestamp: localTimestamp,
+                localTimestamp
+            };
+            yield bookChange;
+        }
+        else if (snapshotAlreadyProcessed) {
+            // snapshot was already processed let's map the message as normal book_change
+            const bookChange = this.mapBookDepthUpdate(message, localTimestamp);
+            if (bookChange !== undefined) {
+                yield bookChange;
+            }
+        }
+        else {
+            symbolDepthInfo.bufferedUpdates.append(message);
+        }
+    }
+    mapBookDepthUpdate(l2UpdateMessage, localTimestamp) {
+        // we can safely assume here that depthContext and lastUpdateId aren't null here as this is method only works
+        // when we've already processed the snapshot
+        const depthContext = this.symbolToDepthInfoMapping[l2UpdateMessage.data.symbol];
+        const lastUpdateId = depthContext.lastUpdateId;
+        // Drop any event where sequenceEnd is <= lastUpdateId in the snapshot
+        if (l2UpdateMessage.data.sequenceEnd <= lastUpdateId) {
+            return;
+        }
+        // The first processed event should have sequenceStart <= lastUpdateId+1 AND sequenceEnd >= lastUpdateId+1.
+        if (!depthContext.validatedFirstUpdate) {
+            // if there is new instrument added it can have empty book at first and that's normal
+            const bookSnapshotIsEmpty = lastUpdateId == -1 || lastUpdateId == 0;
+            if ((l2UpdateMessage.data.sequenceStart <= lastUpdateId + 1 && l2UpdateMessage.data.sequenceEnd >= lastUpdateId + 1) ||
+                bookSnapshotIsEmpty) {
+                depthContext.validatedFirstUpdate = true;
+            }
+            else {
+                const message = `Book depth snapshot has no overlap with first update, update ${JSON.stringify(l2UpdateMessage)}, lastUpdateId: ${lastUpdateId}, exchange ${this._exchange}`;
+                throw new Error(message);
+            }
+        }
+        const bids = l2UpdateMessage.data.changes.bids.map(this.mapBookLevel).filter(this.nonZeroLevels);
+        const asks = l2UpdateMessage.data.changes.asks.map(this.mapBookLevel).filter(this.nonZeroLevels);
+        if (bids.length === 0 && asks.length === 0) {
+            return;
+        }
+        return {
+            type: 'book_change',
+            symbol: l2UpdateMessage.data.symbol,
+            exchange: this._exchange,
+            isSnapshot: false,
+            bids,
+            asks,
+            timestamp: localTimestamp,
+            localTimestamp: localTimestamp
+        };
+    }
+    mapBookLevel(level) {
+        const price = Number(level[0]);
+        const amount = Number(level[1]);
+        return { price, amount };
+    }
+    nonZeroLevels(level) {
+        return level.price > 0;
+    }
+}
+exports.KucoinBookChangeMapper = KucoinBookChangeMapper;
+class KucoinBookTickerMapper {
+    constructor(_exchange) {
+        this._exchange = _exchange;
+    }
+    canHandle(message) {
+        return message.type === 'message' && message.topic.startsWith('/market/ticker');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'market/ticker',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const symbol = message.topic.split(':')[1];
+        const bookTicker = {
+            type: 'book_ticker',
+            symbol,
+            exchange: this._exchange,
+            askAmount: message.data.bestAskSize !== undefined && message.data.bestAskSize !== null ? Number(message.data.bestAskSize) : undefined,
+            askPrice: message.data.bestAsk !== undefined && message.data.bestAsk !== null ? Number(message.data.bestAsk) : undefined,
+            bidPrice: message.data.bestBid !== undefined && message.data.bestBid !== null ? Number(message.data.bestBid) : undefined,
+            bidAmount: message.data.bestBidSize !== undefined && message.data.bestBidSize !== null ? Number(message.data.bestBidSize) : undefined,
+            timestamp: new Date(message.data.time),
+            localTimestamp: localTimestamp
+        };
+        yield bookTicker;
+    }
+}
+exports.KucoinBookTickerMapper = KucoinBookTickerMapper;
+//# sourceMappingURL=kucoin.js.map

package/dist/mappers/kucoin.js.map

@@ -0,0 +1 @@
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package/dist/realtimefeeds/binance.js

@@ -24,7 +24,7 @@ class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase
     }
     async poolDataToStream(outputStream) {
         for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
-            await Promise.all(instruments.map(async (instrument) => {
+            await Promise.allSettled(instruments.map(async (instrument) => {
                 if (outputStream.destroyed) {
                     return;
                 }

package/dist/realtimefeeds/binance.js.map

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

@@ -0,0 +1,10 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class CryptoComRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected messageIsError(message: any): boolean;
+    protected onMessage(msg: any): void;
+    protected messageIsHeartbeat(msg: any): boolean;
+}
+//# sourceMappingURL=cryptocom.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"cryptocom.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/cryptocom.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,qBAAsB,SAAQ,gBAAgB;IACzD,SAAS,CAAC,MAAM,SAAsC;IAEtD,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA0BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,SAAS,CAAC,GAAG,EAAE,GAAG;IAQ5B,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC"}

package/dist/realtimefeeds/cryptocom.js

@@ -0,0 +1,49 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CryptoComRealTimeFeed = void 0;
+const realtimefeed_1 = require("./realtimefeed");
+class CryptoComRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://stream.crypto.com/v2/market';
+    }
+    mapToSubscribeMessages(filters) {
+        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
+                }
+            }
+        ];
+    }
+    messageIsError(message) {
+        return message.code !== undefined && message.code !== 0;
+    }
+    onMessage(msg) {
+        if (msg.method === 'public/heartbeat') {
+            this.send({
+                id: msg.id,
+                method: 'public/respond-heartbeat'
+            });
+        }
+    }
+    messageIsHeartbeat(msg) {
+        return msg.method === 'public/heartbeat';
+    }
+}
+exports.CryptoComRealTimeFeed = CryptoComRealTimeFeed;
+//# sourceMappingURL=cryptocom.js.map

package/dist/realtimefeeds/cryptocom.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cryptocom.js","sourceRoot":"","sources":["../../src/realtimefeeds/cryptocom.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,qBAAsB,SAAQ,+BAAgB;IAA3D;;QACY,WAAM,GAAG,mCAAmC,CAAA;IA2CxD,CAAC;IAzCW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,QAAQ,GAAG,OAAO;aACrB,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,2FAA2F,CAAC,CAAA;aAC7G;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,MAAM,MAAM,GAAG,MAAM,CAAC,OAAO,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,CAAA;gBACtD,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,GAAG,MAAM,EAAE,CAAA;YAC/C,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE,WAAW;gBACnB,KAAK,EAAE,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE;gBAC3B,MAAM,EAAE;oBACN,QAAQ,EAAE,QAAQ;iBACnB;aACF;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,CAAC,CAAA;IACzD,CAAC;IAES,SAAS,CAAC,GAAQ;QAC1B,IAAI,GAAG,CAAC,MAAM,KAAK,kBAAkB,EAAE;YACrC,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,GAAG,CAAC,EAAE;gBACV,MAAM,EAAE,0BAA0B;aACnC,CAAC,CAAA;SACH;IACH,CAAC;IACS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,MAAM,KAAK,kBAAkB,CAAA;IAC1C,CAAC;CACF;AA5CD,sDA4CC"}

package/dist/realtimefeeds/cryptocomderivatives.d.ts

@@ -0,0 +1,10 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class CryptoComDerivativesRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected messageIsError(message: any): boolean;
+    protected onMessage(msg: any): void;
+    protected messageIsHeartbeat(msg: any): boolean;
+}
+//# sourceMappingURL=cryptocomderivatives.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"cryptocomderivatives.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/cryptocomderivatives.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,gCAAiC,SAAQ,gBAAgB;IACpE,SAAS,CAAC,MAAM,SAA4C;IAE5D,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA4BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,SAAS,CAAC,GAAG,EAAE,GAAG;IAQ5B,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;CAGtC"}

package/dist/realtimefeeds/cryptocomderivatives.js

@@ -0,0 +1,51 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CryptoComDerivativesRealTimeFeed = void 0;
+const realtimefeed_1 = require("./realtimefeed");
+class CryptoComDerivativesRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+    constructor() {
+        super(...arguments);
+        this.wssURL = 'wss://deriv-stream.crypto.com/v1/market';
+    }
+    mapToSubscribeMessages(filters) {
+        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
+                }
+            }
+        ];
+    }
+    messageIsError(message) {
+        return message.code !== undefined && message.code !== 0 && message.code !== 40003;
+    }
+    onMessage(msg) {
+        if (msg.method === 'public/heartbeat') {
+            this.send({
+                id: msg.id,
+                method: 'public/respond-heartbeat'
+            });
+        }
+    }
+    messageIsHeartbeat(msg) {
+        return msg.method === 'public/heartbeat';
+    }
+}
+exports.CryptoComDerivativesRealTimeFeed = CryptoComDerivativesRealTimeFeed;
+//# sourceMappingURL=cryptocomderivatives.js.map

package/dist/realtimefeeds/cryptocomderivatives.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"cryptocomderivatives.js","sourceRoot":"","sources":["../../src/realtimefeeds/cryptocomderivatives.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,gCAAiC,SAAQ,+BAAgB;IAAtE;;QACY,WAAM,GAAG,yCAAyC,CAAA;IA6C9D,CAAC;IA3CW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,QAAQ,GAAG,OAAO;aACrB,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,sGAAsG,CAAC,CAAA;aACxH;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,MAAM,MAAM,GAAG,MAAM,CAAC,OAAO,KAAK,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,EAAE,CAAA;gBACrD,OAAO,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,GAAG,MAAM,EAAE,CAAA;YAC/C,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO;YACL;gBACE,EAAE,EAAE,CAAC;gBACL,MAAM,EAAE,WAAW;gBACnB,KAAK,EAAE,IAAI,IAAI,EAAE,CAAC,OAAO,EAAE;gBAC3B,MAAM,EAAE;oBACN,QAAQ,EAAE,QAAQ;oBAClB,sBAAsB,EAAE,qBAAqB;oBAC7C,qBAAqB,EAAE,CAAC;iBACzB;aACF;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,OAAO,CAAC,IAAI,KAAK,KAAK,CAAA;IACnF,CAAC;IAES,SAAS,CAAC,GAAQ;QAC1B,IAAI,GAAG,CAAC,MAAM,KAAK,kBAAkB,EAAE;YACrC,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,GAAG,CAAC,EAAE;gBACV,MAAM,EAAE,0BAA0B;aACnC,CAAC,CAAA;SACH;IACH,CAAC;IACS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,MAAM,KAAK,kBAAkB,CAAA;IAC1C,CAAC;CACF;AA9CD,4EA8CC"}

package/dist/realtimefeeds/ftx.js

@@ -61,7 +61,7 @@ class FTXInstrumentInfoClient extends realtimefeed_1.PoolingClientBase {
     }
     async poolDataToStream(outputStream) {
         for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
-            await Promise.all(instruments.map(async (instrument) => {
+            await Promise.allSettled(instruments.map(async (instrument) => {
                 if (outputStream.destroyed) {
                     return;
                 }

package/dist/realtimefeeds/ftx.js.map

@@ -1 +1 @@
-{"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;QAkChB,mBAAc,GAAG,GAAG,EAAE;YAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,CAAA;QAC3B,CAAC,CAAA;IA/BD,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;IAMS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,IAAI,KAAK,MAAM,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"}
+{"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;QAkChB,mBAAc,GAAG,GAAG,EAAE;YAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,CAAA;QAC3B,CAAC,CAAA;IA/BD,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;IAMS,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,IAAI,KAAK,MAAM,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,UAAU,CACtB,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.js

@@ -179,7 +179,7 @@ class HuobiOpenInterestClient extends realtimefeed_1.PoolingClientBase {
     }
     async poolDataToStream(outputStream) {
         for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
-            await Promise.all(instruments.map(async (instrument) => {
+            await Promise.allSettled(instruments.map(async (instrument) => {
                 if (outputStream.destroyed) {
                     return;
                 }
@@ -239,7 +239,7 @@ class HuobiOptionsIndexClient extends realtimefeed_1.PoolingClientBase {
     }
     async poolDataToStream(outputStream) {
         for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
-            await Promise.all(instruments.map(async (instrument) => {
+            await Promise.allSettled(instruments.map(async (instrument) => {
                 if (outputStream.destroyed) {
                     return;
                 }

package/dist/realtimefeeds/huobi.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AAmB7C,cAAc,gBAAgB,CAAA;AAsD9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,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,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}

package/dist/realtimefeeds/index.js

@@ -45,6 +45,9 @@ const serum_1 = require("./serum");
 const staratlas_1 = require("./staratlas");
 const mango_1 = require("./mango");
 const bybitspot_1 = require("./bybitspot");
+const cryptocom_1 = require("./cryptocom");
+const cryptocomderivatives_1 = require("./cryptocomderivatives");
+const kucoin_1 = require("./kucoin");
 __exportStar(require("./realtimefeed"), exports);
 const realTimeFeedsMap = {
     bitmex: bitmex_1.BitmexRealTimeFeed,
@@ -90,7 +93,10 @@ const realTimeFeedsMap = {
     'star-atlas': staratlas_1.StarAtlasRealTimeFeed,
     'huobi-dm-options': huobi_1.HuobiDMOptionsRealTimeFeed,
     mango: mango_1.MangoRealTimeFeed,
-    'bybit-spot': bybitspot_1.BybitSpotRealTimeFeed
+    'bybit-spot': bybitspot_1.BybitSpotRealTimeFeed,
+    'crypto-com': cryptocom_1.CryptoComRealTimeFeed,
+    'crypto-com-derivatives': cryptocomderivatives_1.CryptoComDerivativesRealTimeFeed,
+    kucoin: kucoin_1.KucoinRealTimeFeed
 };
 function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

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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;AAC3C,2CAAmD;AACnD,2CAAmD;AACnD,iEAAyE;AACzE,qCAA6C;AAE7C,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;IACxB,YAAY,EAAE,iCAAqB;IACnC,YAAY,EAAE,iCAAqB;IACnC,wBAAwB,EAAE,uDAAgC;IAC1D,MAAM,EAAE,2BAAkB;CAC3B,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/kucoin.d.ts

@@ -0,0 +1,13 @@
+import { Filter } from '../types';
+import { RealTimeFeedBase } from './realtimefeed';
+export declare class KucoinRealTimeFeed extends RealTimeFeedBase {
+    protected wssURL: string;
+    private _httpURL;
+    protected getWebSocketUrl(): Promise<string>;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+    protected messageIsError(message: any): boolean;
+    protected sendCustomPing: () => void;
+    protected messageIsHeartbeat(msg: any): boolean;
+}
+//# sourceMappingURL=kucoin.d.ts.map

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

@@ -0,0 +1 @@
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