tardis-dev 13.4.8 → 13.4.11

package/src/mappers/serum.ts

@@ -31,8 +31,8 @@ export class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade>
       price: Number(message.price),
       amount: Number(message.size),
       side: message.side,
-      timestamp: new Date(message.timestamp),
-      localTimestamp: localTimestamp
+      timestamp: message.eventTimestamp !== undefined ? new Date(message.eventTimestamp) : new Date(message.timestamp),
+      localTimestamp
     }
   }
 }
@@ -118,17 +118,31 @@ export class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', Boo
   }
 }
 
-type SerumVialTrade = {
-  type: 'trade'
-  market: 'RAY/USDT'
-  timestamp: '2021-05-22T00:00:59.448Z'
-  slot: 79469377
-  version: 3
-  id: '96845406386975144808722|185.8|1621641659448'
-  side: 'buy'
-  price: '5.235'
-  size: '185.8'
-}
+type SerumVialTrade =
+  | {
+      type: 'trade'
+      market: 'RAY/USDT'
+      timestamp: '2021-05-22T00:00:59.448Z'
+      slot: 79469377
+      version: 3
+      id: '96845406386975144808722|185.8|1621641659448'
+      side: 'buy'
+      price: '5.235'
+      size: '185.8'
+      eventTimestamp: undefined
+    }
+  | {
+      type: 'trade'
+      market: string
+      timestamp: string
+      slot: number
+      version: number
+      id: string
+      side: 'buy' | 'sell'
+      price: string
+      size: string
+      eventTimestamp: string
+    }
 
 type SerumVialPriceLevel = [string, string]
 

package/src/realtimefeeds/index.ts

@@ -40,6 +40,7 @@ import { AscendexRealTimeFeed } from './ascendex'
 import { DydxRealTimeFeed } from './dydx'
 import { SerumRealTimeFeed } from './serum'
 import { StarAtlasRealTimeFeed } from './staratlas'
+import { MangoRealTimeFeed } from './mango'
 
 export * from './realtimefeed'
 
@@ -87,7 +88,8 @@ const realTimeFeedsMap: {
   dydx: DydxRealTimeFeed,
   serum: SerumRealTimeFeed,
   'star-atlas': StarAtlasRealTimeFeed,
-  'huobi-dm-options': HuobiDMOptionsRealTimeFeed
+  'huobi-dm-options': HuobiDMOptionsRealTimeFeed,
+  mango: MangoRealTimeFeed
 }
 
 export function getRealTimeFeedFactory(exchange: Exchange): RealTimeFeed {

package/src/realtimefeeds/mango.ts

@@ -0,0 +1,5 @@
+import { SerumRealTimeFeed } from './serum'
+
+export class MangoRealTimeFeed extends SerumRealTimeFeed {
+  protected wssURL = 'wss://api.mango-bowl.com/v1/ws'
+}

package/src/realtimefeeds/poloniex.ts

@@ -2,27 +2,33 @@ import { Filter } from '../types'
 import { RealTimeFeedBase } from './realtimefeed'
 
 export class PoloniexRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://api2.poloniex.com'
+  protected readonly wssURL = 'wss://ws.poloniex.com/ws/public'
 
   protected mapToSubscribeMessages(filters: Filter<string>[]) {
-    const allSymbols = filters.flatMap((filter) => {
+    return filters.flatMap((filter) => {
       if (!filter.symbols || filter.symbols.length === 0) {
         throw new Error('PoloniexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
       }
-      return filter.symbols
-    })
-
-    const uniqueSymbols = [...new Set(allSymbols)]
 
-    return uniqueSymbols.map((symbol) => {
       return {
-        command: 'subscribe',
-        channel: symbol
+        event: 'subscribe',
+        channel: [filter.channel],
+        symbols: filter.symbols
       }
     })
   }
 
+  protected sendCustomPing = () => {
+    this.send({
+      event: 'ping'
+    })
+  }
+
+  protected messageIsHeartbeat(msg: any) {
+    return msg.event === 'pong'
+  }
+
   protected messageIsError(message: any): boolean {
-    return message.error !== undefined && message.error !== null
+    return message.event === 'error'
   }
 }

package/src/realtimefeeds/realtimefeed.ts

@@ -202,6 +202,8 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
 
   protected abstract messageIsError(message: any): boolean
 
+  protected sendCustomPing: (() => void) | undefined = undefined
+
   protected isIgnoredError(_message: any) {
     return false
   }
@@ -247,7 +249,11 @@ export abstract class RealTimeFeedBase implements RealTimeFeedIterable {
         return
       }
 
-      this._ws.ping()
+      if (this.sendCustomPing !== undefined) {
+        this.sendCustomPing()
+      } else {
+        this._ws.ping()
+      }
     }, 5 * ONE_SEC_IN_MS)
   }