tardis-dev 13.4.2 → 13.4.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/deribit.js +3 -1
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/realtimefeeds/binance.d.ts.map +1 -1
- package/dist/realtimefeeds/binance.js +1 -1
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/ftx.d.ts +2 -1
- package/dist/realtimefeeds/ftx.d.ts.map +1 -1
- package/dist/realtimefeeds/ftx.js +31 -20
- package/dist/realtimefeeds/ftx.js.map +1 -1
- package/dist/realtimefeeds/huobi.d.ts +1 -0
- package/dist/realtimefeeds/huobi.d.ts.map +1 -1
- package/dist/realtimefeeds/huobi.js +7 -0
- package/dist/realtimefeeds/huobi.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +3 -1
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +13 -2
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/package.json +5 -2
- package/src/mappers/deribit.ts +5 -1
- package/src/realtimefeeds/binance.ts +1 -1
- package/src/realtimefeeds/ftx.ts +37 -21
- package/src/realtimefeeds/huobi.ts +9 -0
- package/src/realtimefeeds/realtimefeed.ts +13 -2
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACtG,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,mBAAmB,EAAE,MAAM,CAAC,SAAS,EAAE,KAAK,CAoCxD,CAAA;AASD,eAAO,MAAM,uBAAuB,EAAE,MAAM,CAAC,SAAS,EAAE,UAAU,
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1
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+
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACtG,OAAO,EAAE,MAAM,EAA2B,MAAM,UAAU,CAAA;AAI1D,eAAO,MAAM,mBAAmB,EAAE,MAAM,CAAC,SAAS,EAAE,KAAK,CAoCxD,CAAA;AASD,eAAO,MAAM,uBAAuB,EAAE,MAAM,CAAC,SAAS,EAAE,UAAU,CAwCjE,CAAA;AAED,qBAAa,6BAA8B,YAAW,MAAM,CAAC,SAAS,EAAE,gBAAgB,CAAC;IACvF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,GAAG;IAUtB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,oBAAoB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAe9F;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,SAAS,EAAE,aAAa,CAAC;IACjF,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW7B,SAAS,CAAC,OAAO,EAAE,GAAG;IAUrB,GAAG,CAAC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,IAAI;CAiD/D;AAED,eAAO,MAAM,yBAAyB,EAAE,MAAM,CAAC,SAAS,EAAE,WAAW,CA8CpE,CAAA;AAED,eAAO,MAAM,uBAAuB,EAAE,MAAM,CAAC,SAAS,EAAE,UAAU,CAwCjE,CAAA;AAED,aAAK,cAAc,GAAG;IACpB,MAAM,EAAE;QACN,OAAO,EAAE,MAAM,CAAA;KAChB,CAAA;CACF,CAAA;AAgCD,aAAK,oBAAoB,GAAG,cAAc,GAAG;IAC3C,MAAM,EAAE;QACN,IAAI,EAAE;YACJ,SAAS,EAAE,MAAM,CAAA;YACjB,aAAa,EAAE,MAAM,CAAA;YACrB,UAAU,EAAE,MAAM,GAAG,SAAS,CAAA;YAC9B,UAAU,EAAE,MAAM,CAAA;YAClB,eAAe,EAAE,MAAM,CAAA;YACvB,WAAW,EAAE,MAAM,CAAA;YACnB,eAAe,CAAC,EAAE,MAAM,CAAA;YACxB,UAAU,CAAC,EAAE,MAAM,CAAA;YACnB,cAAc,EAAE,MAAM,GAAG,SAAS,CAAA;YAClC,eAAe,EAAE,MAAM,GAAG,SAAS,CAAA;YACnC,cAAc,EAAE,MAAM,GAAG,SAAS,CAAA;YAClC,eAAe,EAAE,MAAM,GAAG,SAAS,CAAA;SACpC,CAAA;KACF,CAAA;CACF,CAAA;AAED,aAAK,0BAA0B,GAAG,oBAAoB,GAAG;IACvD,MAAM,EAAE;QACN,IAAI,EAAE;YACJ,gBAAgB,EAAE,MAAM,CAAA;YACxB,gBAAgB,EAAE,MAAM,CAAA;YACxB,SAAS,EAAE,MAAM,CAAA;YACjB,aAAa,EAAE,MAAM,CAAA;YACrB,UAAU,EAAE,MAAM,CAAA;YAClB,OAAO,EAAE,MAAM,CAAA;YACf,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;YACzB,MAAM,EAAE;gBAAE,IAAI,EAAE,MAAM,CAAC;gBAAC,KAAK,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAC;gBAAC,KAAK,EAAE,MAAM,CAAC;gBAAC,KAAK,EAAE,MAAM,CAAA;aAAE,CAAA;YAClF,MAAM,EAAE,MAAM,GAAG,SAAS,CAAA;YAC1B,MAAM,EAAE,MAAM,GAAG,SAAS,CAAA;SAC3B,CAAA;KACF,CAAA;CACF,CAAA"}
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package/dist/mappers/deribit.js
CHANGED
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@@ -62,7 +62,9 @@ exports.deribitBookChangeMapper = {
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62
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*map(message, localTimestamp) {
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const deribitBookChange = message.params.data;
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// snapshots do not have prev_change_id set
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-
const isSnapshot = deribitBookChange.
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const isSnapshot = (deribitBookChange.type !== undefined && deribitBookChange.type === 'snapshot') ||
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66
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deribitBookChange.prev_change_id === undefined ||
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67
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deribitBookChange.prev_change_id === 0;
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yield {
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type: 'book_change',
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symbol: deribitBookChange.instrument_name,
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAE5D,qCAA0D;AAE1D,6CAA6C;AAEhC,QAAA,mBAAmB,GAA6B;IAC3D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE;YACzB,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE;YAC9C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,YAAY,CAAC,eAAe;gBACpC,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;gBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;gBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;gBAC3B,IAAI,EAAE,YAAY,CAAC,SAAS;gBAC5B,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAuB,EAAE,EAAE;IAC/C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAEnD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAEY,QAAA,uBAAuB,GAAkC;IACpE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE;YACzB,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,iBAAiB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAC7C,2CAA2C;QAC3C,MAAM,UAAU,
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1
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+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":";;;AAAA,oCAA4D;AAE5D,qCAA0D;AAE1D,6CAA6C;AAEhC,QAAA,mBAAmB,GAA6B;IAC3D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE;YACzB,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE;YAC9C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,YAAY,CAAC,eAAe;gBACpC,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;gBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;gBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;gBAC3B,IAAI,EAAE,YAAY,CAAC,SAAS;gBAC5B,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAuB,EAAE,EAAE;IAC/C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAEnD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAEY,QAAA,uBAAuB,GAAkC;IACpE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE;YACzB,OAAO,KAAK,CAAA;SACb;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,iBAAiB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAC7C,2CAA2C;QAC3C,MAAM,UAAU,GACd,CAAC,iBAAiB,CAAC,IAAI,KAAK,SAAS,IAAI,iBAAiB,CAAC,IAAI,KAAK,UAAU,CAAC;YAC/E,iBAAiB,CAAC,cAAc,KAAK,SAAS;YAC9C,iBAAiB,CAAC,cAAc,KAAK,CAAC,CAAA;QAExC,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,iBAAiB,CAAC,eAAe;YACzC,QAAQ,EAAE,SAAS;YACnB,UAAU;YACV,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,iBAAiB,CAAC,SAAS,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAa,6BAA6B;IAA1C;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAsC1E,CAAC;IApCC,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE;YACzB,OAAO,KAAK,CAAA;SACb;QAED,0BAA0B;QAC1B,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,CAAA;IACjF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QACzC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,aAAa,CAAC,eAAe,EAAE,SAAS,CAAC,CAAA;QAErH,iBAAiB,CAAC,iBAAiB,CAAC,aAAa,CAAC,eAAe,CAAC,CAAA;QAClE,iBAAiB,CAAC,gBAAgB,CAAC,aAAa,CAAC,WAAW,CAAC,CAAA;QAC7D,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,kBAAkB,CAAC,aAAa,CAAC,aAAa,CAAC,CAAA;QACjE,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAC,CAAA;QAEpE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;YAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;SACpD;IACH,CAAC;CACF;AAvCD,sEAuCC;AAED,MAAa,0BAA0B;IACrC,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,IAAA,wBAAgB,EAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,CAAA;QACxD,IAAI,OAAO,KAAK,SAAS,EAAE;YACzB,OAAO,KAAK,CAAA;SACb;QAED,4BAA4B;QAC5B,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,CAAA;IACjF,CAAC;IAED,CAAC,GAAG,CAAC,OAAmC,EAAE,cAAoB;QAC5D,MAAM,UAAU,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAEtC,yBAAyB;QACzB,MAAM,WAAW,GAAG,UAAU,CAAC,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QAEzD,MAAM,KAAK,GAAG,WAAW,CAAC,CAAC,CAAC,KAAK,GAAG,CAAA;QAEpC,MAAM,WAAW,GAAG,MAAM,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,CAAA;QAC1C,MAAM,cAAc,GAAG,IAAI,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAA;QACrD,cAAc,CAAC,WAAW,CAAC,CAAC,CAAC,CAAA;QAE7B,MAAM,aAAa,GAAkB;YACnC,IAAI,EAAE,gBAAgB;YACtB,MAAM,EAAE,UAAU,CAAC,eAAe;YAClC,QAAQ,EAAE,SAAS;YACnB,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YAClC,WAAW;YACX,cAAc;YAEd,YAAY,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,cAAc,CAAC;YACxD,aAAa,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,eAAe,CAAC;YAC1D,SAAS,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,MAAM,CAAC;YAE7C,YAAY,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,cAAc,CAAC;YACxD,aAAa,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,eAAe,CAAC;YAC1D,SAAS,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,MAAM,CAAC;YAE7C,SAAS,EAAE,IAAA,uBAAe,EAAC,UAAU,CAAC,UAAU,CAAC;YACjD,YAAY,EAAE,UAAU,CAAC,aAAa;YAEtC,SAAS,EAAE,UAAU,CAAC,UAAU;YAChC,MAAM,EAAE,UAAU,CAAC,OAAO;YAE1B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,IAAI,EAAE,UAAU,CAAC,MAAM,CAAC,IAAI;YAC5B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,GAAG,EAAE,UAAU,CAAC,MAAM,CAAC,GAAG;YAE1B,eAA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@@ -1 +1 @@
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1
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-
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAErG,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IAEtD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAsBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAAU,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAAlF,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM,EAAmB,YAAY,EAAE,MAAM,EAAE;cAIxF,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAyBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAJ1B,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACrD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CA0B9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyC;IACzD,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,QAAQ;;MAEjB;CACF;AAED,qBAAa,yBAA0B,SAAQ,uBAAuB;IACpE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;CACF;AAED,qBAAa,qBAAsB,SAAQ,uBAAuB;IAChE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;CACF;AAED,qBAAa,0BAA2B,SAAQ,uBAAuB;IACrE,SAAS,CAAC,MAAM,
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1
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+
{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAErG,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IAEtD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAsBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAChC,OAAO,CAAC,QAAQ,CAAC,QAAQ;IAAU,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAAlF,QAAQ,EAAE,MAAM,EAAmB,QAAQ,EAAE,MAAM,EAAmB,YAAY,EAAE,MAAM,EAAE;cAIxF,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAyBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAJ1B,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACrD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CA0B9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyC;IACzD,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,QAAQ;;MAEjB;CACF;AAED,qBAAa,yBAA0B,SAAQ,uBAAuB;IACpE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;CACF;AAED,qBAAa,qBAAsB,SAAQ,uBAAuB;IAChE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;CACF;AAED,qBAAa,0BAA2B,SAAQ,uBAAuB;IACrE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;MAGjB;CACF;AAED,qBAAa,2BAA4B,SAAQ,uBAAuB;IACtE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;;MAIjB;CACF"}
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@@ -139,7 +139,7 @@ exports.BinanceUSRealTimeFeed = BinanceUSRealTimeFeed;
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139
139
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class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
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140
140
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constructor() {
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141
141
|
super(...arguments);
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142
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-
this.wssURL = 'wss://
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142
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+
this.wssURL = 'wss://fstream.binance.com/stream';
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143
143
|
this.httpURL = 'https://fapi.binance.com/fapi/v1';
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144
144
|
this.suffixes = {
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|
145
145
|
depth: '0ms',
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@@ -1 +1 @@
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1
|
-
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|
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1
|
+
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAA4C;AAE5C,iDAAqG;AAErG,MAAe,uBAAwB,SAAQ,8CAA+B;IAKlE,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,cAAc,IAAI,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAErG,IAAI,SAAS,CAAC,MAAM,GAAG,CAAC,EAAE;YACxB,MAAM,IAAI,mCAAmC,CAC3C,QAAQ,EACR,SAAS,EACT,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,QAAQ,EACb,iBAAiB,EACjB,OAAO,CACR,CAAA;SACF;QAED,MAAM,mBAAmB,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,cAAc,CAAC,CAAA;QAC/E,IAAI,mBAAmB,CAAC,MAAM,GAAG,CAAC,EAAE;YAClC,MAAM,WAAW,GAAG,mBAAmB,CAAC,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAQ,CAAC,CAAA;YAElE,MAAM,IAAI,gCAAgC,CAAC,QAAQ,EAAE,IAAI,CAAC,OAAO,EAAE,WAAW,CAAC,CAAA;SAChF;IACH,CAAC;CACF;AAED,MAAM,gCAAiC,SAAQ,gCAAiB;IAC9D,YAAY,QAAgB,EAAmB,QAAgB,EAAmB,YAAsB;QACtG,KAAK,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAA;QAD0B,aAAQ,GAAR,QAAQ,CAAQ;QAAmB,iBAAY,GAAZ,YAAY,CAAU;IAExG,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,MAAM,oBAAoB,GAAG,CAAC,MAAM,kBAAU;qBAC3C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,wBAAwB,UAAU,CAAC,WAAW,EAAE,EAAE,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;qBAC3F,IAAI,EAAE,CAAQ,CAAA;gBAEjB,MAAM,mBAAmB,GAAG;oBAC1B,MAAM,EAAE,GAAG,UAAU,CAAC,iBAAiB,EAAE,eAAe;oBACxD,SAAS,EAAE,IAAI;oBACf,IAAI,EAAE,oBAAoB;iBAC3B,CAAA;gBAED,IAAI,YAAY,CAAC,QAAQ,EAAE;oBACzB,YAAY,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAAA;iBACxC;YACH,CAAC,CAAC,CACH,CAAA;SACF;IACH,CAAC;CACF;AAED,MAAM,mCAAoC,SAAQ,+BAAgB;IAChE,YACE,QAAgB,EAChB,OAAyB,EACf,MAAc,EACP,QAAgB,EAChB,SAAoC,EACrD,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAN1C,WAAM,GAAN,MAAM,CAAQ;QACP,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAA2B;IAKvD,CAAC;IAES,sBAAsB,CAAC,OAAyB;QACxD,MAAM,OAAO,GAAG,OAAO;aACpB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC;aAC5C,GAAG,CAAC,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;YACrB,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;gBAClD,MAAM,IAAI,KAAK,CAAC,yFAAyF,CAAC,CAAA;aAC3G;YAED,MAAM,MAAM,GAAG,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YAC7C,MAAM,OAAO,GAAG,MAAM,KAAK,SAAS,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAA;YAErF,OAAO;gBACL,MAAM,EAAE,WAAW;gBACnB,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,GAAG,MAAM,IAAI,OAAO,EAAE,CAAC;gBAC9D,EAAE,EAAE,KAAK,GAAG,CAAC;aACd,CAAA;QACH,CAAC,CAAC,CAAA;QAEJ,OAAO,OAAO,CAAA;IAChB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,oCAAoC;QACpC,IAAI,OAAO,CAAC,MAAM,KAAK,IAAI,EAAE;YAC3B,OAAO,KAAK,CAAA;SACb;QAED,IAAI,OAAO,CAAC,MAAM,KAAK,SAAS,EAAE;YAChC,OAAO,IAAI,CAAA;SACZ;QAED,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,EAAE;YAC/B,OAAO,IAAI,CAAA;SACZ;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,mBAAmB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,eAAe,CAAC,CAAA;QAC9E,IAAI,CAAC,mBAAmB,EAAE;YACxB,OAAM;SACP;QACD,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,mBAAmB,CAAC,OAAO,CAAC,CAAA;QAC9E,KAAK,IAAI,MAAM,IAAI,mBAAmB,CAAC,OAAQ,EAAE;YAC/C,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,MAAM,qBAAqB,GAAG,CAAC,MAAM,kBAAU;iBAC5C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,iBAAiB,MAAM,CAAC,WAAW,EAAE,aAAa,EAAE,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC;iBAC3F,IAAI,EAAE,CAAQ,CAAA;YAEjB,MAAM,QAAQ,GAAG;gBACf,MAAM,EAAE,GAAG,MAAM,gBAAgB;gBACjC,SAAS,EAAE,IAAI;gBACf,IAAI,EAAE,qBAAqB;aAC5B,CAAA;YAED,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;SAC1C;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,mBAAmB,CAAC,OAAO,CAAC,CAAA;IAC7F,CAAC;CACF;AAED,MAAa,mBAAoB,SAAQ,uBAAuB;IAAhE;;QACY,WAAM,GAAG,sCAAsC,CAAA;QAC/C,YAAO,GAAG,gCAAgC,CAAA;QAE1C,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;IACH,CAAC;CAAA;AAPD,kDAOC;AAED,MAAa,yBAA0B,SAAQ,uBAAuB;IAAtE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;IACH,CAAC;CAAA;AAPD,8DAOC;AAED,MAAa,qBAAsB,SAAQ,uBAAuB;IAAlE;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAC9C,YAAO,GAAG,+BAA+B,CAAA;QAEzC,aAAQ,GAAG;YACnB,KAAK,EAAE,OAAO;SACf,CAAA;IACH,CAAC;CAAA;AAPD,sDAOC;AAED,MAAa,0BAA2B,SAAQ,uBAAuB;IAAvE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;SAChB,CAAA;IACH,CAAC;CAAA;AARD,gEAQC;AAED,MAAa,2BAA4B,SAAQ,uBAAuB;IAAxE;;QACY,WAAM,GAAG,kCAAkC,CAAA;QAC3C,YAAO,GAAG,kCAAkC,CAAA;QAE5C,aAAQ,GAAG;YACnB,KAAK,EAAE,KAAK;YACZ,SAAS,EAAE,IAAI;YACf,UAAU,EAAE,IAAI;SACjB,CAAA;IACH,CAAC;CAAA;AATD,kEASC"}
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@@ -12,11 +12,12 @@ declare class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
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12
12
|
constructor(exchange: string, filters: Filter<string>[], wssURL: string, timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
|
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13
13
|
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
|
14
14
|
protected messageIsError(message: any): boolean;
|
|
15
|
+
protected isIgnoredError(message: any): boolean;
|
|
15
16
|
}
|
|
16
17
|
declare class FTXInstrumentInfoClient extends PoolingClientBase {
|
|
17
18
|
private readonly _httpURL;
|
|
18
19
|
private readonly _instruments;
|
|
19
|
-
constructor(exchange: string, _httpURL: string, _instruments: string[]);
|
|
20
|
+
constructor(exchange: string, _httpURL: string, _instruments: string[], onError?: (error: Error) => void);
|
|
20
21
|
protected poolDataToStream(outputStream: Writable): Promise<void>;
|
|
21
22
|
}
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|
22
23
|
export declare class FtxRealTimeFeed extends FTXRealTimeFeedBase {
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|
@@ -1 +1 @@
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|
|
1
|
-
{"version":3,"file":"ftx.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/ftx.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,+BAA+B,EAAE,MAAM,gBAAgB,CAAA;AAGrG,uBAAe,mBAAoB,SAAQ,+BAA+B;IACxE,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAElC,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAgBvI;AAED,cAAM,+BAAgC,SAAQ,gBAAgB;IAI1D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAFxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACxB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAkBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;
|
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1
|
+
{"version":3,"file":"ftx.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/ftx.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,iBAAiB,EAAE,+BAA+B,EAAE,MAAM,gBAAgB,CAAA;AAGrG,uBAAe,mBAAoB,SAAQ,+BAA+B;IACxE,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAElC,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAgBvI;AAED,cAAM,+BAAgC,SAAQ,gBAAgB;IAI1D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAFxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACxB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAkBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAItC;AAED,cAAM,uBAAwB,SAAQ,iBAAiB;IAGnD,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,YAAY;gBAF7B,QAAQ,EAAE,MAAM,EACC,QAAQ,EAAE,MAAM,EAChB,YAAY,EAAE,MAAM,EAAE,EACvC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;cAKlB,gBAAgB,CAAC,YAAY,EAAE,QAAQ;CAyCxD;AAED,qBAAa,eAAgB,SAAQ,mBAAmB;IACtD,SAAS,CAAC,MAAM,SAAqB;IACrC,SAAS,CAAC,OAAO,SAAwB;CAC1C;AAED,qBAAa,iBAAkB,SAAQ,mBAAmB;IACxD,SAAS,CAAC,MAAM,SAAqB;IACrC,SAAS,CAAC,OAAO,SAAuB;CACzC"}
|
|
@@ -13,7 +13,7 @@ class FTXRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeedBase
|
|
|
13
13
|
if (instrumentInfoFilters.length > 0) {
|
|
14
14
|
const instruments = instrumentInfoFilters.flatMap((s) => s.symbols);
|
|
15
15
|
if (instruments.length > 0) {
|
|
16
|
-
yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments);
|
|
16
|
+
yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments, onError);
|
|
17
17
|
}
|
|
18
18
|
}
|
|
19
19
|
}
|
|
@@ -42,10 +42,14 @@ class FtxSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
42
42
|
messageIsError(message) {
|
|
43
43
|
return message.type === 'error';
|
|
44
44
|
}
|
|
45
|
+
isIgnoredError(message) {
|
|
46
|
+
// ignore market not found errors
|
|
47
|
+
return message.code == 404;
|
|
48
|
+
}
|
|
45
49
|
}
|
|
46
50
|
class FTXInstrumentInfoClient extends realtimefeed_1.PoolingClientBase {
|
|
47
|
-
constructor(exchange, _httpURL, _instruments) {
|
|
48
|
-
super(exchange,
|
|
51
|
+
constructor(exchange, _httpURL, _instruments, onError) {
|
|
52
|
+
super(exchange, 5, onError);
|
|
49
53
|
this._httpURL = _httpURL;
|
|
50
54
|
this._instruments = _instruments;
|
|
51
55
|
}
|
|
@@ -55,25 +59,32 @@ class FTXInstrumentInfoClient extends realtimefeed_1.PoolingClientBase {
|
|
|
55
59
|
if (outputStream.destroyed) {
|
|
56
60
|
return;
|
|
57
61
|
}
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
62
|
+
try {
|
|
63
|
+
const responses = await Promise.all([
|
|
64
|
+
handy_1.httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json(),
|
|
65
|
+
handy_1.httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json()
|
|
66
|
+
]);
|
|
67
|
+
if (responses.some((r) => r.success === false)) {
|
|
68
|
+
return;
|
|
69
|
+
}
|
|
70
|
+
const instrumentMessage = {
|
|
71
|
+
channel: 'instrument',
|
|
72
|
+
generated: true,
|
|
73
|
+
market: instrument,
|
|
74
|
+
type: 'update',
|
|
75
|
+
data: {
|
|
76
|
+
stats: responses[0].result,
|
|
77
|
+
info: responses[1].result
|
|
78
|
+
}
|
|
79
|
+
};
|
|
80
|
+
if (outputStream.writable) {
|
|
81
|
+
outputStream.write(instrumentMessage);
|
|
82
|
+
}
|
|
64
83
|
}
|
|
65
|
-
|
|
66
|
-
|
|
67
|
-
|
|
68
|
-
market: instrument,
|
|
69
|
-
type: 'update',
|
|
70
|
-
data: {
|
|
71
|
-
stats: responses[0].result,
|
|
72
|
-
info: responses[1].result
|
|
84
|
+
catch (err) {
|
|
85
|
+
if (this.onError !== undefined) {
|
|
86
|
+
this.onError(err);
|
|
73
87
|
}
|
|
74
|
-
};
|
|
75
|
-
if (outputStream.writable) {
|
|
76
|
-
outputStream.write(instrumentMessage);
|
|
77
88
|
}
|
|
78
89
|
}));
|
|
79
90
|
}
|
|
@@ -1 +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,CAAC,CAAA;
|
|
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;IAK1B,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;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"}
|
|
@@ -24,6 +24,7 @@ declare class HuobiMarketDataRealTimeFeed extends RealTimeFeedBase {
|
|
|
24
24
|
protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
|
|
25
25
|
protected decompress: (message: any) => Buffer;
|
|
26
26
|
protected messageIsError(message: any): boolean;
|
|
27
|
+
protected isIgnoredError(message: any): boolean;
|
|
27
28
|
protected onMessage(message: any): void;
|
|
28
29
|
protected messageIsHeartbeat(message: any): boolean;
|
|
29
30
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
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1
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+
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|
|
@@ -105,6 +105,13 @@ class HuobiMarketDataRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
105
105
|
}
|
|
106
106
|
return false;
|
|
107
107
|
}
|
|
108
|
+
isIgnoredError(message) {
|
|
109
|
+
// ignore market not found errors
|
|
110
|
+
if (message['err-msg'] !== undefined && message['err-msg'].includes('invalid symbol ')) {
|
|
111
|
+
return true;
|
|
112
|
+
}
|
|
113
|
+
return false;
|
|
114
|
+
}
|
|
108
115
|
onMessage(message) {
|
|
109
116
|
if (message.ping !== undefined) {
|
|
110
117
|
this.send({
|
|
@@ -1 +1 @@
|
|
|
1
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-
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+
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@@ -26,6 +26,7 @@ export declare abstract class RealTimeFeedBase implements RealTimeFeedIterable {
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26
26
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protected send(msg: any): void;
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27
27
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protected abstract mapToSubscribeMessages(filters: Filter<string>[]): any[];
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28
28
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protected abstract messageIsError(message: any): boolean;
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29
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+
protected isIgnoredError(_message: any): boolean;
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29
30
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protected messageIsHeartbeat(_msg: any): boolean;
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31
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protected provideManualSnapshots(_filters: Filter<string>[], _shouldCancel: () => boolean): Promise<void>;
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31
32
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protected onMessage(_msg: any): void;
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@@ -48,9 +49,10 @@ export declare abstract class MultiConnectionRealTimeFeedBase implements RealTim
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}
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export declare abstract class PoolingClientBase implements RealTimeFeedIterable {
|
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private readonly _poolingIntervalSeconds;
|
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+
protected readonly onError?: ((error: Error) => void) | undefined;
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protected readonly debug: dbg.Debugger;
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private _tid;
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-
constructor(exchange: string, _poolingIntervalSeconds: number);
|
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+
constructor(exchange: string, _poolingIntervalSeconds: number, onError?: ((error: Error) => void) | undefined);
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[Symbol.asyncIterator](): AsyncGenerator<any, void, unknown>;
|
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protected abstract poolDataToStream(outputStream: Writable): Promise<void>;
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private _startPooling;
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@@ -1 +1 @@
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1
|
-
{"version":3,"file":"realtimefeed.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":";;AAAA,OAAO,GAAG,MAAM,OAAO,CAAA;AAGvB,OAAO,EAAe,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAG9C,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAE3C,oBAAY,YAAY,GAAG;IACzB,KACE,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,GAC/B,oBAAoB,CAAA;CACxB,CAAA;AAID,oBAAY,oBAAoB,GAAG,aAAa,CAAC,GAAG,CAAC,CAAA;AAErD,8BAAsB,gBAAiB,YAAW,oBAAoB;IAgBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAlB5B,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IAC1C,SAAS,CAAC,QAAQ,CAAC,mBAAmB,EAAE,MAAM,CAAI;IAClD,SAAS,CAAC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE,CAAK;IACpD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAkB;IAC3C,OAAO,CAAC,sBAAsB,CAAI;IAClC,OAAO,CAAC,GAAG,CAAC,CAAW;IACvB,OAAO,CAAC,aAAa,CAAsB;IAC3C,OAAO,CAAC,gBAAgB,CAA6C;gBAGhD,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;YAoBrC,OAAO;
|
|
1
|
+
{"version":3,"file":"realtimefeed.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":";;AAAA,OAAO,GAAG,MAAM,OAAO,CAAA;AAGvB,OAAO,EAAe,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAG9C,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAE3C,oBAAY,YAAY,GAAG;IACzB,KACE,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,GAC/B,oBAAoB,CAAA;CACxB,CAAA;AAID,oBAAY,oBAAoB,GAAG,aAAa,CAAC,GAAG,CAAC,CAAA;AAErD,8BAAsB,gBAAiB,YAAW,oBAAoB;IAgBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAlB5B,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,SAAS,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IAC1C,SAAS,CAAC,QAAQ,CAAC,mBAAmB,EAAE,MAAM,CAAI;IAClD,SAAS,CAAC,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE,CAAK;IACpD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAkB;IAC3C,OAAO,CAAC,sBAAsB,CAAI;IAClC,OAAO,CAAC,GAAG,CAAC,CAAW;IACvB,OAAO,CAAC,aAAa,CAAsB;IAC3C,OAAO,CAAC,gBAAgB,CAA6C;gBAGhD,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;YAoBrC,OAAO;IAkItB,SAAS,CAAC,IAAI,CAAC,GAAG,EAAE,GAAG;IAUvB,SAAS,CAAC,QAAQ,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAE3E,SAAS,CAAC,QAAQ,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAExD,SAAS,CAAC,cAAc,CAAC,QAAQ,EAAE,GAAG;IAItC,SAAS,CAAC,kBAAkB,CAAC,IAAI,EAAE,GAAG;cAItB,sBAAsB,CAAC,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,aAAa,EAAE,MAAM,OAAO;IAE/F,SAAS,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG;cAEb,WAAW;IAE3B,SAAS,CAAC,UAAU,CAAC,EAAE,CAAC,GAAG,EAAE,GAAG,KAAK,MAAM,CAAA;IAE3C,OAAO,CAAC,yBAAyB;IAuBjC,OAAO,CAAC,iBAAiB;IAUzB,OAAO,CAAC,yBAAyB,CAwChC;IAED,OAAO,CAAC,mBAAmB,CAE1B;CACF;AAED,8BAAsB,+BAAgC,YAAW,oBAAoB;IAEjF,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;gBAHT,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAC1B,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;IAGpD,CAAC,MAAM,CAAC,aAAa,CAAC;YAIP,OAAO;IA4BtB,SAAS,CAAC,QAAQ,CAAC,iBAAiB,CAClC,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,CAAC,EAAE,MAAM,EAC1B,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,GAC/B,gBAAgB,CAAC,oBAAoB,CAAC;CAC1C;AAED,8BAAsB,iBAAkB,YAAW,oBAAoB;IAIvC,OAAO,CAAC,QAAQ,CAAC,uBAAuB;IAAU,SAAS,CAAC,QAAQ,CAAC,OAAO,CAAC,WAAU,KAAK,KAAK,IAAI;IAHnI,SAAS,CAAC,QAAQ,CAAC,KAAK,EAAE,GAAG,CAAC,QAAQ,CAAA;IACtC,OAAO,CAAC,IAAI,CAAwC;gBAExC,QAAQ,EAAE,MAAM,EAAmB,uBAAuB,EAAE,MAAM,EAAqB,OAAO,CAAC,WAAU,KAAK,KAAK,IAAI,aAAA;IAInI,CAAC,MAAM,CAAC,aAAa,CAAC;IAItB,SAAS,CAAC,QAAQ,CAAC,gBAAgB,CAAC,YAAY,EAAE,QAAQ,GAAG,OAAO,CAAC,IAAI,CAAC;YAE5D,aAAa;YAqBZ,OAAO;CAsBvB"}
|
|
@@ -100,7 +100,14 @@ class RealTimeFeedBase {
|
|
|
100
100
|
}
|
|
101
101
|
const messageDeserialized = JSON.parse(message);
|
|
102
102
|
if (this.messageIsError(messageDeserialized)) {
|
|
103
|
-
|
|
103
|
+
if (this.isIgnoredError(messageDeserialized)) {
|
|
104
|
+
if (this._onError !== undefined) {
|
|
105
|
+
this._onError(new Error(`Received ignored error message:${message.toString()}`));
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
else {
|
|
109
|
+
throw new Error(`Received error message:${message.toString()}`);
|
|
110
|
+
}
|
|
104
111
|
}
|
|
105
112
|
// exclude heaartbeat messages from received messages counter
|
|
106
113
|
// connection could still be stale even if only heartbeats are provided without any data
|
|
@@ -171,6 +178,9 @@ class RealTimeFeedBase {
|
|
|
171
178
|
}
|
|
172
179
|
this._ws.send(JSON.stringify(msg));
|
|
173
180
|
}
|
|
181
|
+
isIgnoredError(_message) {
|
|
182
|
+
return false;
|
|
183
|
+
}
|
|
174
184
|
messageIsHeartbeat(_msg) {
|
|
175
185
|
return false;
|
|
176
186
|
}
|
|
@@ -240,8 +250,9 @@ class MultiConnectionRealTimeFeedBase {
|
|
|
240
250
|
}
|
|
241
251
|
exports.MultiConnectionRealTimeFeedBase = MultiConnectionRealTimeFeedBase;
|
|
242
252
|
class PoolingClientBase {
|
|
243
|
-
constructor(exchange, _poolingIntervalSeconds) {
|
|
253
|
+
constructor(exchange, _poolingIntervalSeconds, onError) {
|
|
244
254
|
this._poolingIntervalSeconds = _poolingIntervalSeconds;
|
|
255
|
+
this.onError = onError;
|
|
245
256
|
this._tid = undefined;
|
|
246
257
|
this.debug = (0, debug_1.default)(`tardis-dev:pooling-client:${exchange}`);
|
|
247
258
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"realtimefeed.js","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":";;;;;;AAAA,kDAAuB;AACvB,4CAA0B;AAE1B,mCAA8C;AAC9C,mCAA6B;AAC7B,oCAAgF;AAYhF,IAAI,iBAAiB,GAAG,CAAC,CAAA;AAIzB,MAAsB,gBAAgB;IAepC,YACqB,SAAiB,EACpC,OAAyB,EACR,kBAAsC,EACtC,QAAiC;QAH/B,cAAS,GAAT,SAAS,CAAQ;QAEnB,uBAAkB,GAAlB,kBAAkB,CAAoB;QACtC,aAAQ,GAAR,QAAQ,CAAyB;QAZjC,wBAAmB,GAAW,CAAC,CAAA;QAC/B,0BAAqB,GAAU,EAAE,CAAA;QAE5C,2BAAsB,GAAG,CAAC,CAAA;QAE1B,kBAAa,GAAG,iBAAiB,EAAE,CAAA;
|
|
1
|
+
{"version":3,"file":"realtimefeed.js","sourceRoot":"","sources":["../../src/realtimefeeds/realtimefeed.ts"],"names":[],"mappings":";;;;;;AAAA,kDAAuB;AACvB,4CAA0B;AAE1B,mCAA8C;AAC9C,mCAA6B;AAC7B,oCAAgF;AAYhF,IAAI,iBAAiB,GAAG,CAAC,CAAA;AAIzB,MAAsB,gBAAgB;IAepC,YACqB,SAAiB,EACpC,OAAyB,EACR,kBAAsC,EACtC,QAAiC;QAH/B,cAAS,GAAT,SAAS,CAAQ;QAEnB,uBAAkB,GAAlB,kBAAkB,CAAoB;QACtC,aAAQ,GAAR,QAAQ,CAAyB;QAZjC,wBAAmB,GAAW,CAAC,CAAA;QAC/B,0BAAqB,GAAU,EAAE,CAAA;QAE5C,2BAAsB,GAAG,CAAC,CAAA;QAE1B,kBAAa,GAAG,iBAAiB,EAAE,CAAA;QA4NnC,8BAAyB,GAAG,KAAK,IAAI,EAAE;YAC7C,IAAI;gBACF,MAAM,iBAAiB,GAAG,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;gBAEpE,IAAI,YAAY,GAAG,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,IAAI,EAAE,EAAE;oBACrD,IAAI,IAAI,CAAC,OAAO,KAAK,SAAS,EAAE;wBAC9B,KAAK,MAAM,MAAM,IAAI,IAAI,CAAC,OAAO,EAAE;4BACjC,IAAI,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;yBACjB;qBACF;oBACD,OAAO,IAAI,CAAA;gBACb,CAAC,EAAE,IAAI,GAAG,EAAU,CAAC,CAAC,IAAI,CAAA;gBAE1B,MAAM,IAAI,CAAC,WAAW,EAAE,CAAA;gBAExB,KAAK,MAAM,OAAO,IAAI,iBAAiB,EAAE;oBACvC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;oBAClB,IAAI,IAAI,CAAC,mBAAmB,GAAG,CAAC,EAAE;wBAChC,MAAM,IAAA,YAAI,EAAC,IAAI,CAAC,mBAAmB,CAAC,CAAA;qBACrC;iBACF;gBAED,IAAI,CAAC,KAAK,CAAC,6CAA6C,EAAE,IAAI,CAAC,aAAa,CAAC,CAAA;gBAE7E,mHAAmH;gBACnH,OAAO,IAAI,CAAC,sBAAsB,GAAG,YAAY,GAAG,CAAC,EAAE;oBACrD,MAAM,IAAA,YAAI,EAAC,GAAG,CAAC,CAAA;iBAChB;gBACD,oEAAoE;gBACpE,MAAM,IAAA,YAAI,EAAC,CAAC,GAAG,qBAAa,CAAC,CAAA;gBAE7B,IAAI,IAAI,CAAC,GAAI,CAAC,UAAU,KAAK,YAAS,CAAC,MAAM,EAAE;oBAC7C,OAAM;iBACP;gBAED,MAAM,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,EAAE,CAAC,IAAI,CAAC,GAAI,CAAC,UAAU,KAAK,YAAS,CAAC,MAAM,CAAC,CAAA;aAClG;YAAC,OAAO,CAAC,EAAE;gBACV,IAAI,CAAC,KAAK,CAAC,0DAA0D,EAAE,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,CAAA;gBAC7F,IAAI,CAAC,GAAI,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC,CAAA;aAC3B;QACH,CAAC,CAAA;QAEO,wBAAmB,GAAG,CAAC,KAA2B,EAAE,EAAE;YAC5D,IAAI,CAAC,KAAK,CAAC,0CAA0C,EAAE,IAAI,CAAC,aAAa,EAAE,KAAK,CAAC,MAAM,CAAC,CAAA;QAC1F,CAAC,CAAA;QA/PC,IAAI,CAAC,QAAQ,GAAG,IAAA,uBAAe,EAAC,OAAO,CAAC,CAAA;QACxC,IAAI,CAAC,KAAK,GAAG,IAAA,eAAG,EAAC,uBAAuB,SAAS,EAAE,CAAC,CAAA;QAEpD,IAAI,CAAC,gBAAgB,GAAG;YACtB,OAAO,EAAE;gBACP,YAAY,EACV,2HAA2H;aAC9H;YACD,iBAAiB,EAAE,KAAK;YACxB,gBAAgB,EAAE,EAAE,GAAG,qBAAa;YACpC,kBAAkB,EAAE,IAAI;SAClB,CAAA;QAER,IAAI,uBAAe,KAAK,SAAS,EAAE;YACjC,IAAI,CAAC,gBAAgB,CAAC,KAAK,GAAG,uBAAe,CAAA;SAC9C;IACH,CAAC;IApCD,CAAC,MAAM,CAAC,aAAa,CAAC;QACpB,OAAO,IAAI,CAAC,OAAO,EAAE,CAAA;IACvB,CAAC;IAoCO,KAAK,CAAC,CAAC,OAAO;QACpB,IAAI,sBAAsB,CAAA;QAC1B,IAAI,WAAW,CAAA;QACf,IAAI,OAAO,GAAG,CAAC,CAAA;QAEf,OAAO,IAAI,EAAE;YACX,IAAI;gBACF,MAAM,iBAAiB,GAAG,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAA;gBAEpE,MAAM,cAAc,GAAG,OAAO,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,EAAE,CAAC,CAAA;gBAC7E,MAAM,WAAW,GAAG,cAAc,KAAK,SAAS,CAAC,CAAC,CAAC,cAAc,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAA;gBAE/E,IAAI,CAAC,KAAK,CAAC,oDAAoD,EAAE,IAAI,CAAC,aAAa,EAAE,WAAW,CAAC,CAAA;gBAEjG,IAAI,CAAC,KAAK,CACR,2EAA2E,EAC3E,IAAI,CAAC,aAAa,EAClB,IAAI,CAAC,QAAQ,EACb,iBAAiB,CAClB,CAAA;gBAED,IAAI,CAAC,GAAG,GAAG,IAAI,YAAS,CAAC,WAAW,EAAE,IAAI,CAAC,gBAAgB,CAAC,CAAA;gBAC5D,IAAI,CAAC,GAAG,CAAC,MAAM,GAAG,IAAI,CAAC,yBAAyB,CAAA;gBAChD,IAAI,CAAC,GAAG,CAAC,OAAO,GAAG,IAAI,CAAC,mBAAmB,CAAA;gBAE3C,sBAAsB,GAAG,IAAI,CAAC,yBAAyB,EAAE,CAAA;gBACzD,WAAW,GAAG,IAAI,CAAC,iBAAiB,EAAE,CAAA;gBAEtC,MAAM,sBAAsB,GAAI,YAAiB,CAAC,qBAAqB,CAAC,IAAI,CAAC,GAAG,EAAE;oBAChF,kBAAkB,EAAE,IAAI;oBACxB,qBAAqB,EAAE,IAAI,CAAC,+FAA+F;iBAC5H,CAAkC,CAAA;gBAEnC,IAAI,KAAK,EAAE,IAAI,OAAO,IAAI,sBAAsB,EAAE;oBAChD,IAAI,IAAI,CAAC,UAAU,KAAK,SAAS,EAAE;wBACjC,OAAO,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,CAAC,CAAA;qBACnC;oBAED,MAAM,mBAAmB,GAAG,IAAI,CAAC,KAAK,CAAC,OAAc,CAAC,CAAA;oBAEtD,IAAI,IAAI,CAAC,cAAc,CAAC,mBAAmB,CAAC,EAAE;wBAC5C,IAAI,IAAI,CAAC,cAAc,CAAC,mBAAmB,CAAC,EAAE;4BAC5C,IAAI,IAAI,CAAC,QAAQ,KAAK,SAAS,EAAE;gCAC/B,IAAI,CAAC,QAAQ,CAAC,IAAI,KAAK,CAAC,kCAAkC,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,CAAA;6BACjF;yBACF;6BAAM;4BACL,MAAM,IAAI,KAAK,CAAC,0BAA0B,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAA;yBAChE;qBACF;oBAED,8DAA8D;oBAC9D,wFAAwF;oBACxF,IAAI,IAAI,CAAC,kBAAkB,CAAC,mBAAmB,CAAC,KAAK,KAAK,EAAE;wBAC1D,IAAI,CAAC,sBAAsB,EAAE,CAAA;qBAC9B;oBAED,IAAI,CAAC,SAAS,CAAC,mBAAmB,CAAC,CAAA;oBAEnC,MAAM,mBAAmB,CAAA;oBAEzB,IAAI,OAAO,GAAG,CAAC,EAAE;wBACf,8EAA8E;wBAC9E,OAAO,GAAG,CAAC,CAAA;qBACZ;oBAED,IAAI,IAAI,CAAC,qBAAqB,CAAC,MAAM,GAAG,CAAC,EAAE;wBACzC,KAAK,IAAI,QAAQ,IAAI,IAAI,CAAC,qBAAqB,EAAE;4BAC/C,MAAM,QAAQ,CAAA;yBACf;wBAED,IAAI,CAAC,qBAAqB,CAAC,MAAM,GAAG,CAAC,CAAA;qBACtC;iBACF;gBAED,gEAAgE;gBAChE,IAAI,sBAAsB,KAAK,SAAS,EAAE;oBACxC,aAAa,CAAC,sBAAsB,CAAC,CAAA;iBACtC;gBACD,MAAM,EAAE,cAAc,EAAE,IAAI,EAAE,CAAA;aAC/B;YAAC,OAAO,KAAU,EAAE;gBACnB,IAAI,IAAI,CAAC,QAAQ,KAAK,SAAS,EAAE;oBAC/B,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAA;iBACrB;gBAED,OAAO,EAAE,CAAA;gBAET,MAAM,SAAS,GAAG,EAAE,GAAG,IAAI,CAAA;gBAC3B,MAAM,aAAa,GAAG,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAA;gBAEnD,IAAI,KAAK,CAAA;gBACT,IAAI,aAAa,EAAE;oBACjB,KAAK,GAAG,CAAC,SAAS,GAAG,CAAC,CAAC,GAAG,OAAO,CAAA;iBAClC;qBAAM;oBACL,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,OAAO,GAAG,CAAC,CAAC,GAAG,IAAI,CAAA;oBAEvC,IAAI,KAAK,GAAG,SAAS,EAAE;wBACrB,KAAK,GAAG,SAAS,CAAA;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|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "tardis-dev",
|
|
3
|
-
"version": "13.4.
|
|
3
|
+
"version": "13.4.5",
|
|
4
4
|
"engines": {
|
|
5
5
|
"node": ">=12"
|
|
6
6
|
},
|
|
@@ -83,7 +83,10 @@
|
|
|
83
83
|
"transform": {
|
|
84
84
|
"\\.(ts|tsx)?$": "ts-jest"
|
|
85
85
|
},
|
|
86
|
-
"testEnvironment": "node"
|
|
86
|
+
"testEnvironment": "node",
|
|
87
|
+
"setupFiles": [
|
|
88
|
+
"./test/setup.js"
|
|
89
|
+
]
|
|
87
90
|
},
|
|
88
91
|
"runkitExampleFilename": "example.js"
|
|
89
92
|
}
|
package/src/mappers/deribit.ts
CHANGED
|
@@ -73,7 +73,10 @@ export const deribitBookChangeMapper: Mapper<'deribit', BookChange> = {
|
|
|
73
73
|
*map(message: DeribitBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
|
|
74
74
|
const deribitBookChange = message.params.data
|
|
75
75
|
// snapshots do not have prev_change_id set
|
|
76
|
-
const isSnapshot =
|
|
76
|
+
const isSnapshot =
|
|
77
|
+
(deribitBookChange.type !== undefined && deribitBookChange.type === 'snapshot') ||
|
|
78
|
+
deribitBookChange.prev_change_id === undefined ||
|
|
79
|
+
deribitBookChange.prev_change_id === 0
|
|
77
80
|
|
|
78
81
|
yield {
|
|
79
82
|
type: 'book_change',
|
|
@@ -323,6 +326,7 @@ type DeribitBookMessage = DeribitMessage & {
|
|
|
323
326
|
prev_change_id?: number
|
|
324
327
|
bids: DeribitBookLevel[]
|
|
325
328
|
asks: DeribitBookLevel[]
|
|
329
|
+
type?: 'snapshot' | 'change'
|
|
326
330
|
}
|
|
327
331
|
}
|
|
328
332
|
}
|
|
@@ -171,7 +171,7 @@ export class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
|
|
|
171
171
|
}
|
|
172
172
|
|
|
173
173
|
export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
|
|
174
|
-
protected wssURL = 'wss://
|
|
174
|
+
protected wssURL = 'wss://fstream.binance.com/stream'
|
|
175
175
|
protected httpURL = 'https://fapi.binance.com/fapi/v1'
|
|
176
176
|
|
|
177
177
|
protected suffixes = {
|
package/src/realtimefeeds/ftx.ts
CHANGED
|
@@ -20,7 +20,7 @@ abstract class FTXRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
|
|
|
20
20
|
const instruments = instrumentInfoFilters.flatMap((s) => s.symbols!)
|
|
21
21
|
|
|
22
22
|
if (instruments.length > 0) {
|
|
23
|
-
yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments)
|
|
23
|
+
yield new FTXInstrumentInfoClient(exchange, this.httpURL, instruments, onError)
|
|
24
24
|
}
|
|
25
25
|
}
|
|
26
26
|
}
|
|
@@ -58,11 +58,21 @@ class FtxSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
58
58
|
protected messageIsError(message: any): boolean {
|
|
59
59
|
return message.type === 'error'
|
|
60
60
|
}
|
|
61
|
+
|
|
62
|
+
protected isIgnoredError(message: any) {
|
|
63
|
+
// ignore market not found errors
|
|
64
|
+
return message.code == 404
|
|
65
|
+
}
|
|
61
66
|
}
|
|
62
67
|
|
|
63
68
|
class FTXInstrumentInfoClient extends PoolingClientBase {
|
|
64
|
-
constructor(
|
|
65
|
-
|
|
69
|
+
constructor(
|
|
70
|
+
exchange: string,
|
|
71
|
+
private readonly _httpURL: string,
|
|
72
|
+
private readonly _instruments: string[],
|
|
73
|
+
onError?: (error: Error) => void
|
|
74
|
+
) {
|
|
75
|
+
super(exchange, 5, onError)
|
|
66
76
|
}
|
|
67
77
|
|
|
68
78
|
protected async poolDataToStream(outputStream: Writable) {
|
|
@@ -73,28 +83,34 @@ class FTXInstrumentInfoClient extends PoolingClientBase {
|
|
|
73
83
|
return
|
|
74
84
|
}
|
|
75
85
|
|
|
76
|
-
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
86
|
+
try {
|
|
87
|
+
const responses = await Promise.all([
|
|
88
|
+
httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json() as any,
|
|
89
|
+
httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json() as any
|
|
90
|
+
])
|
|
80
91
|
|
|
81
|
-
|
|
82
|
-
|
|
83
|
-
|
|
92
|
+
if (responses.some((r) => r.success === false)) {
|
|
93
|
+
return
|
|
94
|
+
}
|
|
84
95
|
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
|
|
88
|
-
|
|
89
|
-
|
|
90
|
-
|
|
91
|
-
|
|
92
|
-
|
|
96
|
+
const instrumentMessage = {
|
|
97
|
+
channel: 'instrument',
|
|
98
|
+
generated: true,
|
|
99
|
+
market: instrument,
|
|
100
|
+
type: 'update',
|
|
101
|
+
data: {
|
|
102
|
+
stats: responses[0].result,
|
|
103
|
+
info: responses[1].result
|
|
104
|
+
}
|
|
93
105
|
}
|
|
94
|
-
}
|
|
95
106
|
|
|
96
|
-
|
|
97
|
-
|
|
107
|
+
if (outputStream.writable) {
|
|
108
|
+
outputStream.write(instrumentMessage)
|
|
109
|
+
}
|
|
110
|
+
} catch (err) {
|
|
111
|
+
if (this.onError !== undefined) {
|
|
112
|
+
this.onError(err as any)
|
|
113
|
+
}
|
|
98
114
|
}
|
|
99
115
|
})
|
|
100
116
|
)
|
|
@@ -145,6 +145,15 @@ class HuobiMarketDataRealTimeFeed extends RealTimeFeedBase {
|
|
|
145
145
|
return false
|
|
146
146
|
}
|
|
147
147
|
|
|
148
|
+
protected isIgnoredError(message: any) {
|
|
149
|
+
// ignore market not found errors
|
|
150
|
+
if (message['err-msg'] !== undefined && message['err-msg'].includes('invalid symbol ')) {
|
|
151
|
+
return true
|
|
152
|
+
}
|
|
153
|
+
|
|
154
|
+
return false
|
|
155
|
+
}
|
|
156
|
+
|
|
148
157
|
protected onMessage(message: any) {
|
|
149
158
|
if (message.ping !== undefined) {
|
|
150
159
|
this.send({
|
|
@@ -99,7 +99,13 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
99
99
|
const messageDeserialized = JSON.parse(message as any)
|
|
100
100
|
|
|
101
101
|
if (this.messageIsError(messageDeserialized)) {
|
|
102
|
-
|
|
102
|
+
if (this.isIgnoredError(messageDeserialized)) {
|
|
103
|
+
if (this._onError !== undefined) {
|
|
104
|
+
this._onError(new Error(`Received ignored error message:${message.toString()}`))
|
|
105
|
+
}
|
|
106
|
+
} else {
|
|
107
|
+
throw new Error(`Received error message:${message.toString()}`)
|
|
108
|
+
}
|
|
103
109
|
}
|
|
104
110
|
|
|
105
111
|
// exclude heaartbeat messages from received messages counter
|
|
@@ -196,6 +202,10 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
|
196
202
|
|
|
197
203
|
protected abstract messageIsError(message: any): boolean
|
|
198
204
|
|
|
205
|
+
protected isIgnoredError(_message: any) {
|
|
206
|
+
return false
|
|
207
|
+
}
|
|
208
|
+
|
|
199
209
|
protected messageIsHeartbeat(_msg: any) {
|
|
200
210
|
return false
|
|
201
211
|
}
|
|
@@ -339,7 +349,8 @@ export abstract class MultiConnectionRealTimeFeedBase implements RealTimeFeedIte
|
|
|
339
349
|
export abstract class PoolingClientBase implements RealTimeFeedIterable {
|
|
340
350
|
protected readonly debug: dbg.Debugger
|
|
341
351
|
private _tid: NodeJS.Timeout | undefined = undefined
|
|
342
|
-
|
|
352
|
+
|
|
353
|
+
constructor(exchange: string, private readonly _poolingIntervalSeconds: number, protected readonly onError?: (error: Error) => void) {
|
|
343
354
|
this.debug = dbg(`tardis-dev:pooling-client:${exchange}`)
|
|
344
355
|
}
|
|
345
356
|
|