tardis-dev 13.5.0 → 13.6.0
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/consts.d.ts +2 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +5 -2
- package/dist/consts.js.map +1 -1
- package/dist/handy.d.ts +1 -0
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +5 -1
- package/dist/handy.js.map +1 -1
- package/dist/mappers/bybit.d.ts +1 -1
- package/dist/mappers/bybitspot.d.ts +1 -1
- package/dist/mappers/cryptocom.d.ts +1 -1
- package/dist/mappers/huobi.d.ts +3 -3
- package/dist/mappers/index.d.ts +3 -3
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +7 -3
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kucoin.d.ts +109 -0
- package/dist/mappers/kucoin.d.ts.map +1 -0
- package/dist/mappers/kucoin.js +216 -0
- package/dist/mappers/kucoin.js.map +1 -0
- package/dist/realtimefeeds/binance.js +1 -1
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/ftx.js +1 -1
- package/dist/realtimefeeds/ftx.js.map +1 -1
- package/dist/realtimefeeds/huobi.js +2 -2
- package/dist/realtimefeeds/huobi.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +3 -1
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/kucoin.d.ts +13 -0
- package/dist/realtimefeeds/kucoin.d.ts.map +1 -0
- package/dist/realtimefeeds/kucoin.js +70 -0
- package/dist/realtimefeeds/kucoin.js.map +1 -0
- package/dist/realtimefeeds/realtimefeed.d.ts +1 -0
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +6 -2
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/package.json +1 -1
- package/src/consts.ts +6 -2
- package/src/handy.ts +4 -0
- package/src/mappers/index.ts +7 -3
- package/src/mappers/kucoin.ts +311 -0
- package/src/realtimefeeds/binance.ts +1 -1
- package/src/realtimefeeds/ftx.ts +1 -1
- package/src/realtimefeeds/huobi.ts +2 -2
- package/src/realtimefeeds/index.ts +3 -1
- package/src/realtimefeeds/kucoin.ts +77 -0
- package/src/realtimefeeds/realtimefeed.ts +8 -3
package/dist/consts.d.ts
CHANGED
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@@ -1,4 +1,4 @@
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1
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-
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"];
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1
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+
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"];
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export declare const EXCHANGE_CHANNELS_INFO: {
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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"];
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coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
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@@ -46,5 +46,6 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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mango: readonly ["recent_trades", "trade", "quote", "l2snapshot", "l2update", "l3snapshot", "open", "fill", "change", "done"];
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'crypto-com': string[];
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'crypto-com-derivatives': string[];
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+
kucoin: string[];
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};
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//# sourceMappingURL=consts.d.ts.map
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package/dist/consts.d.ts.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,
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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"}
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package/dist/consts.js
CHANGED
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@@ -47,7 +47,8 @@ exports.EXCHANGES = [
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'huobi-dm-options',
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'star-atlas',
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'crypto-com',
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'crypto-com-derivatives'
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'crypto-com-derivatives',
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'kucoin'
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];
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const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'];
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const BINANCE_DEX_CHANNELS = ['trades', 'marketDiff', 'depthSnapshot', 'ticker'];
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@@ -343,6 +344,7 @@ const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_inte
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const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth'];
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const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker'];
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const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
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+
const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot'];
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exports.EXCHANGE_CHANNELS_INFO = {
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bitmex: BITMEX_CHANNELS,
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coinbase: COINBASE_CHANNELS,
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@@ -389,6 +391,7 @@ exports.EXCHANGE_CHANNELS_INFO = {
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'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,
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mango: MANGO_CHANNELS,
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'crypto-com': CRYPTO_COM_CHANNELS,
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-
'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES
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'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
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kucoin: KUCOIN_CHANNELS
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};
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//# sourceMappingURL=consts.js.map
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package/dist/consts.js.map
CHANGED
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+
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|
package/dist/handy.d.ts
CHANGED
|
@@ -4,6 +4,7 @@ import { Mapper } from './mappers';
|
|
|
4
4
|
import { Exchange, Filter, FilterForExchange } from './types';
|
|
5
5
|
export declare function parseAsUTCDate(val: string): Date;
|
|
6
6
|
export declare function wait(delayMS: number): Promise<unknown>;
|
|
7
|
+
export declare function getRandomString(): string;
|
|
7
8
|
export declare function formatDateToPath(date: Date): string;
|
|
8
9
|
export declare function doubleDigit(input: number): string;
|
|
9
10
|
export declare function sha256(obj: object): string;
|
package/dist/handy.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"handy.d.ts","sourceRoot":"","sources":["../src/handy.ts"],"names":[],"mappings":";AAEA,OAAO,KAAyB,MAAM,OAAO,CAAA;AAK7C,OAAO,EAAE,MAAM,EAAE,MAAM,WAAW,CAAA;AAClC,OAAO,EAAc,QAAQ,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAEzE,wBAAgB,cAAc,CAAC,GAAG,EAAE,MAAM,QAOzC;AAED,wBAAgB,IAAI,CAAC,OAAO,EAAE,MAAM,oBAInC;AAED,wBAAgB,gBAAgB,CAAC,IAAI,EAAE,IAAI,UAQ1C;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,MAAM,UAExC;AAED,wBAAgB,MAAM,CAAC,GAAG,EAAE,MAAM,UAEjC;AAED,wBAAgB,UAAU,CAAC,IAAI,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,QAErD;AAED,wBAAgB,OAAO,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,QAE/C;AAED,wBAAiB,QAAQ,CAAC,GAAG,EAAE,MAAM,EAAE,IAAI,SAAI,oCAQ9C;AAED,eAAO,MAAM,aAAa,OAAO,CAAA;AAEjC,qBAAa,SAAU,SAAQ,KAAK;aACN,MAAM,EAAE,MAAM;aAAkB,YAAY,EAAE,MAAM;aAAkB,GAAG,EAAE,MAAM;gBAAjF,MAAM,EAAE,MAAM,EAAkB,YAAY,EAAE,MAAM,EAAkB,GAAG,EAAE,MAAM;CAG9G;AAED,wBAAiB,IAAI,CAAC,QAAQ,EAAE,QAAQ,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,iCAY5D;AAED,wBAAuB,iBAAiB,CACtC,QAAQ,EAAE,QAAQ,EAClB,QAAQ,EAAE,qBAAqB,CAAC;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,CAAC,EACnF,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAC3B,aAAa,EAAE,CAAC,cAAc,EAAE,IAAI,KAAK,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAC3D,sBAAsB,EAAE,OAAO,GAAG,SAAS,EAC3C,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,OAAO,EACpC,gBAAgB,CAAC,EAAE,IAAI,GAAG,SAAS,sCAkDpC;AAED,wBAAgB,UAAU,CAAC,CAAC,SAAS,QAAQ,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,OAAO,CAAC,EAAE,MAAM,EAAE,0BAuB3F;AAED,wBAAiB,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,SAAS,EAAE,MAAM,sCAI1D;AAED,wBAAgB,OAAO,CAAC,UAAU,EAAE,MAAM,GAAG,MAAM,CAQlD;AAED,wBAAgB,eAAe,CAAC,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,iBAwCrD;AAQD,eAAO,MAAM,eAAe,EAAE,KAAK,CAAC,KAAK,GAAG,SACsD,CAAA;AAElG,wBAAsB,QAAQ,CAAC,EAC7B,MAAM,EACN,YAAY,EACZ,GAAG,EACH,SAAS,EACV,EAAE;IACD,GAAG,EAAE,MAAM,CAAA;IACX,YAAY,EAAE,MAAM,CAAA;IACpB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;CACf,iBA2CA;AAID,wBAAgB,cAAc,SAE7B;AAiED,qBAAa,cAAc,CAAC,CAAC;IAGf,OAAO,CAAC,QAAQ,CAAC,WAAW;IAFxC,OAAO,CAAC,OAAO,CAAU;IACzB,OAAO,CAAC,MAAM,CAAY;gBACG,WAAW,EAAE,MAAM;IAEhD,MAAM,CAAC,KAAK,EAAE,CAAC;IAYd,KAAK;IAON,IAAI,KAAK,WAER;IAED,KAAK;CAIN;AAED,qBAAa,SAAS,CAAC,CAAC;IAEV,OAAO,CAAC,QAAQ,CAAC,QAAQ;IADrC,OAAO,CAAC,IAAI,CAAe;gBACE,QAAQ,EAAE,MAAM;IAEtC,GAAG,CAAC,KAAK,EAAE,CAAC;IAIZ,GAAG,CAAC,KAAK,EAAE,CAAC;IAOZ,MAAM,CAAC,KAAK,EAAE,CAAC;IAIf,IAAI;CAGZ;AAMD,wBAAgB,aAAa,CAAC,CAAC,EAAE,MAAM,UAKtC;AAED,wBAAgB,eAAe,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,GAAG,IAAI,sBAgBtE;AAUD,wBAAgB,gBAAgB,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,wBAKlD;AAED,wBAAgB,gBAAgB,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,wBAKlD;AAED,eAAO,MAAM,UAAU,mBAAgC,CAAA"}
|
|
1
|
+
{"version":3,"file":"handy.d.ts","sourceRoot":"","sources":["../src/handy.ts"],"names":[],"mappings":";AAEA,OAAO,KAAyB,MAAM,OAAO,CAAA;AAK7C,OAAO,EAAE,MAAM,EAAE,MAAM,WAAW,CAAA;AAClC,OAAO,EAAc,QAAQ,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAEzE,wBAAgB,cAAc,CAAC,GAAG,EAAE,MAAM,QAOzC;AAED,wBAAgB,IAAI,CAAC,OAAO,EAAE,MAAM,oBAInC;AAED,wBAAgB,eAAe,WAE9B;AAED,wBAAgB,gBAAgB,CAAC,IAAI,EAAE,IAAI,UAQ1C;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,MAAM,UAExC;AAED,wBAAgB,MAAM,CAAC,GAAG,EAAE,MAAM,UAEjC;AAED,wBAAgB,UAAU,CAAC,IAAI,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,QAErD;AAED,wBAAgB,OAAO,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,QAE/C;AAED,wBAAiB,QAAQ,CAAC,GAAG,EAAE,MAAM,EAAE,IAAI,SAAI,oCAQ9C;AAED,eAAO,MAAM,aAAa,OAAO,CAAA;AAEjC,qBAAa,SAAU,SAAQ,KAAK;aACN,MAAM,EAAE,MAAM;aAAkB,YAAY,EAAE,MAAM;aAAkB,GAAG,EAAE,MAAM;gBAAjF,MAAM,EAAE,MAAM,EAAkB,YAAY,EAAE,MAAM,EAAkB,GAAG,EAAE,MAAM;CAG9G;AAED,wBAAiB,IAAI,CAAC,QAAQ,EAAE,QAAQ,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,iCAY5D;AAED,wBAAuB,iBAAiB,CACtC,QAAQ,EAAE,QAAQ,EAClB,QAAQ,EAAE,qBAAqB,CAAC;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,CAAC,EACnF,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAC3B,aAAa,EAAE,CAAC,cAAc,EAAE,IAAI,KAAK,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAC3D,sBAAsB,EAAE,OAAO,GAAG,SAAS,EAC3C,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,OAAO,EACpC,gBAAgB,CAAC,EAAE,IAAI,GAAG,SAAS,sCAkDpC;AAED,wBAAgB,UAAU,CAAC,CAAC,SAAS,QAAQ,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,OAAO,CAAC,EAAE,MAAM,EAAE,0BAuB3F;AAED,wBAAiB,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,SAAS,EAAE,MAAM,sCAI1D;AAED,wBAAgB,OAAO,CAAC,UAAU,EAAE,MAAM,GAAG,MAAM,CAQlD;AAED,wBAAgB,eAAe,CAAC,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,iBAwCrD;AAQD,eAAO,MAAM,eAAe,EAAE,KAAK,CAAC,KAAK,GAAG,SACsD,CAAA;AAElG,wBAAsB,QAAQ,CAAC,EAC7B,MAAM,EACN,YAAY,EACZ,GAAG,EACH,SAAS,EACV,EAAE;IACD,GAAG,EAAE,MAAM,CAAA;IACX,YAAY,EAAE,MAAM,CAAA;IACpB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;CACf,iBA2CA;AAID,wBAAgB,cAAc,SAE7B;AAiED,qBAAa,cAAc,CAAC,CAAC;IAGf,OAAO,CAAC,QAAQ,CAAC,WAAW;IAFxC,OAAO,CAAC,OAAO,CAAU;IACzB,OAAO,CAAC,MAAM,CAAY;gBACG,WAAW,EAAE,MAAM;IAEhD,MAAM,CAAC,KAAK,EAAE,CAAC;IAYd,KAAK;IAON,IAAI,KAAK,WAER;IAED,KAAK;CAIN;AAED,qBAAa,SAAS,CAAC,CAAC;IAEV,OAAO,CAAC,QAAQ,CAAC,QAAQ;IADrC,OAAO,CAAC,IAAI,CAAe;gBACE,QAAQ,EAAE,MAAM;IAEtC,GAAG,CAAC,KAAK,EAAE,CAAC;IAIZ,GAAG,CAAC,KAAK,EAAE,CAAC;IAOZ,MAAM,CAAC,KAAK,EAAE,CAAC;IAIf,IAAI;CAGZ;AAMD,wBAAgB,aAAa,CAAC,CAAC,EAAE,MAAM,UAKtC;AAED,wBAAgB,eAAe,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,GAAG,IAAI,sBAgBtE;AAUD,wBAAgB,gBAAgB,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,wBAKlD;AAED,wBAAgB,gBAAgB,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,wBAKlD;AAED,eAAO,MAAM,UAAU,mBAAgC,CAAA"}
|
package/dist/handy.js
CHANGED
|
@@ -26,7 +26,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
|
26
26
|
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
27
27
|
};
|
|
28
28
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
29
|
-
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;
|
|
29
|
+
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;
|
|
30
30
|
const crypto_1 = __importStar(require("crypto"));
|
|
31
31
|
const fs_extra_1 = require("fs-extra");
|
|
32
32
|
const https_1 = __importDefault(require("https"));
|
|
@@ -49,6 +49,10 @@ function wait(delayMS) {
|
|
|
49
49
|
});
|
|
50
50
|
}
|
|
51
51
|
exports.wait = wait;
|
|
52
|
+
function getRandomString() {
|
|
53
|
+
return crypto_1.default.randomBytes(24).toString('hex');
|
|
54
|
+
}
|
|
55
|
+
exports.getRandomString = getRandomString;
|
|
52
56
|
function formatDateToPath(date) {
|
|
53
57
|
const year = date.getUTCFullYear();
|
|
54
58
|
const month = doubleDigit(date.getUTCMonth() + 1);
|
package/dist/handy.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
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1
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+
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package/dist/mappers/bybit.d.ts
CHANGED
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@@ -25,7 +25,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
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|
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25
25
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map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
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26
26
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readonly type: "book_change";
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|
27
27
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readonly symbol: string;
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28
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-
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";
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|
28
|
+
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";
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29
29
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readonly isSnapshot: boolean;
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|
30
30
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readonly bids: {
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|
31
31
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price: number;
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@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
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|
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21
21
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map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
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22
22
|
readonly type: "book_change";
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|
23
23
|
readonly symbol: "RENUSDT";
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|
24
|
-
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";
|
|
24
|
+
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";
|
|
25
25
|
readonly isSnapshot: true;
|
|
26
26
|
readonly bids: {
|
|
27
27
|
price: number;
|
|
@@ -21,7 +21,7 @@ export declare class CryptoComBookChangeMapper implements Mapper<'crypto-com' |
|
|
|
21
21
|
map(message: CryptoComBookMessage, localTimestamp: Date): Generator<{
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|
22
22
|
readonly type: "book_change";
|
|
23
23
|
readonly symbol: "ETH_CRO" | "BTCUSD-PERP" | "DOT_USDT";
|
|
24
|
-
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";
|
|
24
|
+
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";
|
|
25
25
|
readonly isSnapshot: boolean;
|
|
26
26
|
readonly bids: {
|
|
27
27
|
price: number;
|
package/dist/mappers/huobi.d.ts
CHANGED
|
@@ -22,7 +22,7 @@ export declare class HuobiBookChangeMapper implements Mapper<'huobi' | 'huobi-dm
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|
|
22
22
|
map(message: HuobiDepthDataMessage, localTimestamp: Date): Generator<{
|
|
23
23
|
readonly type: "book_change";
|
|
24
24
|
readonly symbol: string;
|
|
25
|
-
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";
|
|
25
|
+
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";
|
|
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26
|
readonly isSnapshot: boolean;
|
|
27
27
|
readonly bids: {
|
|
28
28
|
price: number;
|
|
@@ -51,7 +51,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
|
|
|
51
51
|
map(message: HuobiMBPDataMessage | HuobiMBPSnapshot, localTimestamp: Date): Generator<{
|
|
52
52
|
readonly type: "book_change";
|
|
53
53
|
readonly symbol: string;
|
|
54
|
-
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";
|
|
54
|
+
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";
|
|
55
55
|
readonly isSnapshot: false;
|
|
56
56
|
readonly bids: {
|
|
57
57
|
price: number;
|
|
@@ -66,7 +66,7 @@ export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookCha
|
|
|
66
66
|
} | {
|
|
67
67
|
readonly type: "book_change";
|
|
68
68
|
readonly symbol: string;
|
|
69
|
-
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";
|
|
69
|
+
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";
|
|
70
70
|
readonly isSnapshot: true;
|
|
71
71
|
readonly bids: {
|
|
72
72
|
price: number;
|
package/dist/mappers/index.d.ts
CHANGED
|
@@ -1,10 +1,10 @@
|
|
|
1
1
|
import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types';
|
|
2
2
|
import { Mapper } from './mapper';
|
|
3
3
|
export * from './mapper';
|
|
4
|
-
export declare const normalizeTrades: <T extends "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">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
|
|
5
|
-
export declare const normalizeBookChanges: <T extends "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">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
|
|
4
|
+
export declare const normalizeTrades: <T extends "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">(exchange: T, localTimestamp: Date) => Mapper<T, Trade>;
|
|
5
|
+
export declare const normalizeBookChanges: <T extends "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">(exchange: T, localTimestamp: Date) => Mapper<T, BookChange>;
|
|
6
6
|
export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex" | "delta" | "gate-io-futures" | "coinflex" | "ascendex" | "dydx" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, DerivativeTicker>;
|
|
7
7
|
export declare const normalizeOptionsSummary: <T extends "deribit" | "binance-options" | "okex-options" | "huobi-dm-options">(exchange: T, localTimestamp: Date) => Mapper<T, OptionSummary>;
|
|
8
8
|
export declare const normalizeLiquidations: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "ftx" | "okex-futures" | "okex-swap" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit">(exchange: T, localTimestamp: Date) => Mapper<T, Liquidation>;
|
|
9
|
-
export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "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" | "bybit-spot" | "ftx-us" | "binance-us" | "gate-io-futures" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
|
|
9
|
+
export declare const normalizeBookTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "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" | "bybit-spot" | "ftx-us" | "binance-us" | "gate-io-futures" | "okcoin" | "bitflyer" | "binance-dex" | "ascendex" | "serum" | "mango" | "star-atlas" | "crypto-com" | "crypto-com-derivatives" | "kucoin">(exchange: T, localTimestamp: Date) => Mapper<T, BookTicker>;
|
|
10
10
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/mappers/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAuEtG,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAoBjC,cAAc,UAAU,CAAA;AA0QxB,eAAO,MAAM,eAAe,4sBAAuE,IAAI,qBAQtG,CAAA;AAED,eAAO,MAAM,oBAAoB,4sBAEf,IAAI,0BASrB,CAAA;AAED,eAAO,MAAM,0BAA0B,uWAErB,IAAI,gCASrB,CAAA;AAED,eAAO,MAAM,uBAAuB,+GAElB,IAAI,6BASrB,CAAA;AAED,eAAO,MAAM,qBAAqB,gQAEhB,IAAI,2BASrB,CAAA;AAED,eAAO,MAAM,oBAAoB,qhBAEf,IAAI,0BASrB,CAAA"}
|
package/dist/mappers/index.js
CHANGED
|
@@ -40,6 +40,7 @@ const gemini_1 = require("./gemini");
|
|
|
40
40
|
const hitbtc_1 = require("./hitbtc");
|
|
41
41
|
const huobi_1 = require("./huobi");
|
|
42
42
|
const kraken_1 = require("./kraken");
|
|
43
|
+
const kucoin_1 = require("./kucoin");
|
|
43
44
|
const okex_1 = require("./okex");
|
|
44
45
|
const phemex_1 = require("./phemex");
|
|
45
46
|
const poloniex_1 = require("./poloniex");
|
|
@@ -111,7 +112,8 @@ const tradesMappers = {
|
|
|
111
112
|
mango: () => new serum_1.SerumTradesMapper('mango'),
|
|
112
113
|
'bybit-spot': () => new bybitspot_1.BybitSpotTradesMapper('bybit-spot'),
|
|
113
114
|
'crypto-com': () => new cryptocom_1.CryptoComTradesMapper('crypto-com'),
|
|
114
|
-
'crypto-com-derivatives': () => new cryptocom_1.CryptoComTradesMapper('crypto-com-derivatives')
|
|
115
|
+
'crypto-com-derivatives': () => new cryptocom_1.CryptoComTradesMapper('crypto-com-derivatives'),
|
|
116
|
+
kucoin: () => new kucoin_1.KucoinTradesMapper('kucoin')
|
|
115
117
|
};
|
|
116
118
|
const bookChangeMappers = {
|
|
117
119
|
bitmex: () => new bitmex_1.BitmexBookChangeMapper(),
|
|
@@ -169,7 +171,8 @@ const bookChangeMappers = {
|
|
|
169
171
|
'star-atlas': () => new serum_1.SerumBookChangeMapper('star-atlas'),
|
|
170
172
|
mango: () => new serum_1.SerumBookChangeMapper('mango'),
|
|
171
173
|
'crypto-com': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com'),
|
|
172
|
-
'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com-derivatives')
|
|
174
|
+
'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com-derivatives'),
|
|
175
|
+
kucoin: () => new kucoin_1.KucoinBookChangeMapper('kucoin')
|
|
173
176
|
};
|
|
174
177
|
const derivativeTickersMappers = {
|
|
175
178
|
bitmex: () => new bitmex_1.BitmexDerivativeTickerMapper(),
|
|
@@ -258,7 +261,8 @@ const bookTickersMappers = {
|
|
|
258
261
|
'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookTickerMapper('gate-io-futures'),
|
|
259
262
|
'bybit-spot': () => new bybitspot_1.BybitSpotBookTickerMapper('bybit-spot'),
|
|
260
263
|
'crypto-com': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com'),
|
|
261
|
-
'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com-derivatives')
|
|
264
|
+
'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com-derivatives'),
|
|
265
|
+
kucoin: () => new kucoin_1.KucoinBookTickerMapper('kucoin')
|
|
262
266
|
};
|
|
263
267
|
const normalizeTrades = (exchange, localTimestamp) => {
|
|
264
268
|
const createTradesMapper = tradesMappers[exchange];
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
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1
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+
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@@ -0,0 +1,109 @@
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|
|
1
|
+
import { CircularBuffer } from '../handy';
|
|
2
|
+
import { BookChange, Exchange, BookTicker, Trade } from '../types';
|
|
3
|
+
import { Mapper } from './mapper';
|
|
4
|
+
export declare class KucoinTradesMapper implements Mapper<'kucoin', Trade> {
|
|
5
|
+
private readonly _exchange;
|
|
6
|
+
constructor(_exchange: Exchange);
|
|
7
|
+
canHandle(message: KucoinTradeMessage): boolean;
|
|
8
|
+
getFilters(symbols?: string[]): {
|
|
9
|
+
readonly channel: "market/match";
|
|
10
|
+
readonly symbols: string[] | undefined;
|
|
11
|
+
}[];
|
|
12
|
+
map(message: KucoinTradeMessage, localTimestamp: Date): IterableIterator<Trade>;
|
|
13
|
+
}
|
|
14
|
+
export declare class KucoinBookChangeMapper implements Mapper<'kucoin', BookChange> {
|
|
15
|
+
protected readonly _exchange: Exchange;
|
|
16
|
+
protected readonly symbolToDepthInfoMapping: {
|
|
17
|
+
[key: string]: LocalDepthInfo;
|
|
18
|
+
};
|
|
19
|
+
constructor(_exchange: Exchange);
|
|
20
|
+
canHandle(message: KucoinLevel2SnapshotMessage | KucoinLevel2UpdateMessage): boolean;
|
|
21
|
+
getFilters(symbols?: string[]): ({
|
|
22
|
+
readonly channel: "market/level2";
|
|
23
|
+
readonly symbols: string[] | undefined;
|
|
24
|
+
} | {
|
|
25
|
+
readonly channel: "market/level2Snapshot";
|
|
26
|
+
readonly symbols: string[] | undefined;
|
|
27
|
+
})[];
|
|
28
|
+
map(message: KucoinLevel2SnapshotMessage | KucoinLevel2UpdateMessage, localTimestamp: Date): Generator<BookChange, void, unknown>;
|
|
29
|
+
protected mapBookDepthUpdate(l2UpdateMessage: KucoinLevel2UpdateMessage, localTimestamp: Date): BookChange | undefined;
|
|
30
|
+
private mapBookLevel;
|
|
31
|
+
private nonZeroLevels;
|
|
32
|
+
}
|
|
33
|
+
export declare class KucoinBookTickerMapper implements Mapper<'kucoin', BookTicker> {
|
|
34
|
+
protected readonly _exchange: Exchange;
|
|
35
|
+
constructor(_exchange: Exchange);
|
|
36
|
+
canHandle(message: KucoinTickerMessage): boolean;
|
|
37
|
+
getFilters(symbols?: string[]): {
|
|
38
|
+
readonly channel: "market/ticker";
|
|
39
|
+
readonly symbols: string[] | undefined;
|
|
40
|
+
}[];
|
|
41
|
+
map(message: KucoinTickerMessage, localTimestamp: Date): Generator<BookTicker, void, unknown>;
|
|
42
|
+
}
|
|
43
|
+
declare type KucoinTickerMessage = {
|
|
44
|
+
type: 'message';
|
|
45
|
+
topic: '/market/ticker:ADA-USDT';
|
|
46
|
+
subject: 'trade.ticker';
|
|
47
|
+
data: {
|
|
48
|
+
bestAsk: '0.549931';
|
|
49
|
+
bestAskSize: '966.4756';
|
|
50
|
+
bestBid: '0.549824';
|
|
51
|
+
bestBidSize: '1050';
|
|
52
|
+
price: '0.549825';
|
|
53
|
+
sequence: '1623526404099';
|
|
54
|
+
size: '1';
|
|
55
|
+
time: 1660608019871;
|
|
56
|
+
};
|
|
57
|
+
};
|
|
58
|
+
declare type KucoinTradeMessage = {
|
|
59
|
+
type: 'message';
|
|
60
|
+
topic: '/market/match:BTC-USDT';
|
|
61
|
+
subject: 'trade.l3match';
|
|
62
|
+
data: {
|
|
63
|
+
symbol: 'BTC-USDT';
|
|
64
|
+
side: 'sell';
|
|
65
|
+
type: 'match';
|
|
66
|
+
makerOrderId: '62fadde41add68000167fb58';
|
|
67
|
+
sequence: '1636276321894';
|
|
68
|
+
size: '0.00001255';
|
|
69
|
+
price: '24093.9';
|
|
70
|
+
takerOrderId: '62faddfff0476c0001c86c71';
|
|
71
|
+
time: '1660608000026914990';
|
|
72
|
+
tradeId: '62fade002e113d292303a18b';
|
|
73
|
+
};
|
|
74
|
+
};
|
|
75
|
+
declare type LocalDepthInfo = {
|
|
76
|
+
bufferedUpdates: CircularBuffer<KucoinLevel2UpdateMessage>;
|
|
77
|
+
snapshotProcessed?: boolean;
|
|
78
|
+
lastUpdateId?: number;
|
|
79
|
+
validatedFirstUpdate?: boolean;
|
|
80
|
+
};
|
|
81
|
+
declare type KucoinLevel2SnapshotMessage = {
|
|
82
|
+
type: 'message';
|
|
83
|
+
generated: true;
|
|
84
|
+
topic: '/market/level2Snapshot:BTC-USDT';
|
|
85
|
+
subject: 'trade.l2Snapshot';
|
|
86
|
+
code: '200000';
|
|
87
|
+
data: {
|
|
88
|
+
time: 1660608003710;
|
|
89
|
+
sequence: '1636276324355';
|
|
90
|
+
bids: [string, string][];
|
|
91
|
+
asks: [string, string][];
|
|
92
|
+
};
|
|
93
|
+
};
|
|
94
|
+
declare type KucoinLevel2UpdateMessage = {
|
|
95
|
+
type: 'message';
|
|
96
|
+
topic: '/market/level2:BTC-USDT';
|
|
97
|
+
subject: 'trade.l2update';
|
|
98
|
+
data: {
|
|
99
|
+
sequenceStart: 1636276324710;
|
|
100
|
+
symbol: 'BTC-USDT';
|
|
101
|
+
changes: {
|
|
102
|
+
asks: [string, string, string][];
|
|
103
|
+
bids: [string, string, string][];
|
|
104
|
+
};
|
|
105
|
+
sequenceEnd: 1636276324710;
|
|
106
|
+
};
|
|
107
|
+
};
|
|
108
|
+
export {};
|
|
109
|
+
//# sourceMappingURL=kucoin.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"kucoin.d.ts","sourceRoot":"","sources":["../../src/mappers/kucoin.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAoB,MAAM,UAAU,CAAA;AAC3D,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAClE,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,kBAAmB,YAAW,MAAM,CAAC,QAAQ,EAAE,KAAK,CAAC;IACpD,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAChD,SAAS,CAAC,OAAO,EAAE,kBAAkB;IAIrC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,kBAAkB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAmBjF;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IAK7D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;IAJlD,SAAS,CAAC,QAAQ,CAAC,wBAAwB,EAAE;QAC3C,CAAC,GAAG,EAAE,MAAM,GAAG,cAAc,CAAA;KAC9B,CAAK;gBAEyB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,2BAA2B,GAAG,yBAAyB;IAI1E,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAc5B,GAAG,CAAC,OAAO,EAAE,2BAA2B,GAAG,yBAAyB,EAAE,cAAc,EAAE,IAAI;IAkF3F,SAAS,CAAC,kBAAkB,CAAC,eAAe,EAAE,yBAAyB,EAAE,cAAc,EAAE,IAAI,GAAG,UAAU,GAAG,SAAS;IAgDtH,OAAO,CAAC,YAAY;IAMpB,OAAO,CAAC,aAAa;CAGtB;AAED,qBAAa,sBAAuB,YAAW,MAAM,CAAC,QAAQ,EAAE,UAAU,CAAC;IAC7D,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,QAAQ;gBAAnB,SAAS,EAAE,QAAQ;IAElD,SAAS,CAAC,OAAO,EAAE,mBAAmB;IAItC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAU5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,EAAE,cAAc,EAAE,IAAI;CAiBxD;AAED,aAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,SAAS,CAAA;IACf,KAAK,EAAE,yBAAyB,CAAA;IAChC,OAAO,EAAE,cAAc,CAAA;IACvB,IAAI,EAAE;QACJ,OAAO,EAAE,UAAU,CAAA;QACnB,WAAW,EAAE,UAAU,CAAA;QACvB,OAAO,EAAE,UAAU,CAAA;QACnB,WAAW,EAAE,MAAM,CAAA;QACnB,KAAK,EAAE,UAAU,CAAA;QACjB,QAAQ,EAAE,eAAe,CAAA;QACzB,IAAI,EAAE,GAAG,CAAA;QACT,IAAI,EAAE,aAAa,CAAA;KACpB,CAAA;CACF,CAAA;AAED,aAAK,kBAAkB,GAAG;IACxB,IAAI,EAAE,SAAS,CAAA;IACf,KAAK,EAAE,wBAAwB,CAAA;IAC/B,OAAO,EAAE,eAAe,CAAA;IACxB,IAAI,EAAE;QACJ,MAAM,EAAE,UAAU,CAAA;QAClB,IAAI,EAAE,MAAM,CAAA;QACZ,IAAI,EAAE,OAAO,CAAA;QACb,YAAY,EAAE,0BAA0B,CAAA;QACxC,QAAQ,EAAE,eAAe,CAAA;QACzB,IAAI,EAAE,YAAY,CAAA;QAClB,KAAK,EAAE,SAAS,CAAA;QAChB,YAAY,EAAE,0BAA0B,CAAA;QACxC,IAAI,EAAE,qBAAqB,CAAA;QAC3B,OAAO,EAAE,0BAA0B,CAAA;KACpC,CAAA;CACF,CAAA;AAED,aAAK,cAAc,GAAG;IACpB,eAAe,EAAE,cAAc,CAAC,yBAAyB,CAAC,CAAA;IAC1D,iBAAiB,CAAC,EAAE,OAAO,CAAA;IAC3B,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,oBAAoB,CAAC,EAAE,OAAO,CAAA;CAC/B,CAAA;AAED,aAAK,2BAA2B,GAAG;IACjC,IAAI,EAAE,SAAS,CAAA;IACf,SAAS,EAAE,IAAI,CAAA;IACf,KAAK,EAAE,iCAAiC,CAAA;IACxC,OAAO,EAAE,kBAAkB,CAAA;IAC3B,IAAI,EAAE,QAAQ,CAAA;IACd,IAAI,EAAE;QACJ,IAAI,EAAE,aAAa,CAAA;QACnB,QAAQ,EAAE,eAAe,CAAA;QACzB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;KACzB,CAAA;CACF,CAAA;AAED,aAAK,yBAAyB,GAAG;IAC/B,IAAI,EAAE,SAAS,CAAA;IACf,KAAK,EAAE,yBAAyB,CAAA;IAChC,OAAO,EAAE,gBAAgB,CAAA;IACzB,IAAI,EAAE;QACJ,aAAa,EAAE,aAAa,CAAA;QAC5B,MAAM,EAAE,UAAU,CAAA;QAClB,OAAO,EAAE;YAAE,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,CAAC;YAAC,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;SAAE,CAAA;QAC/E,WAAW,EAAE,aAAa,CAAA;KAC3B,CAAA;CACF,CAAA"}
|