tardis-dev 13.6.2 → 13.6.3
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 +1 -3
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/realtimefeeds/coinbase.d.ts.map +1 -1
- package/dist/realtimefeeds/coinbase.js +1 -1
- package/dist/realtimefeeds/coinbase.js.map +1 -1
- package/package.json +1 -1
- package/src/mappers/deribit.ts +1 -4
- package/src/realtimefeeds/coinbase.ts +1 -1
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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,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;
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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;IAStB,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;IAYrB,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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@@ -86,8 +86,7 @@ class DeribitDerivativeTickerMapper {
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86
86
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if (channel === undefined) {
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87
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return false;
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}
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89
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-
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90
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-
return channel.startsWith('ticker') && message.params.data.greeks === undefined;
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89
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return channel.startsWith('ticker') && (message.params.data.greeks === undefined || message.params.data.combo_state === 'active');
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}
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getFilters(symbols) {
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symbols = (0, handy_1.upperCaseSymbols)(symbols);
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@@ -128,7 +127,6 @@ class DeribitOptionSummaryMapper {
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if (channel === undefined) {
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return false;
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}
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131
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-
// options ticker has greeks
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132
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return (channel.startsWith('ticker') &&
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133
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(message.params.data.instrument_name.endsWith('-P') || message.params.data.instrument_name.endsWith('-C')));
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}
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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,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;
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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;IAqC1E,CAAC;IAnCC,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,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,WAAW,KAAK,QAAQ,CAAC,CAAA;IACnI,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;AAtCD,sEAsCC;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,OAAO,CACL,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC;YAC5B,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAC3G,CAAA;IACH,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,eAAe,EAAE,UAAU,CAAC,gBAAgB;YAC5C,eAAe,EAAE,UAAU,CAAC,gBAAgB;YAE5C,SAAS,EAAE,IAAI,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC;YACzC,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,aAAa,CAAA;IACrB,CAAC;CACF;AAzED,gEAyEC;AAEY,QAAA,yBAAyB,GAAmC;IACvE,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,IAAI,YAAY,CAAC,WAAW,KAAK,SAAS,EAAE;gBAC1C,IAAI,IAAI,CAAA;gBACR,sDAAsD;gBACtD,IAAI,YAAY,CAAC,WAAW,KAAK,GAAG,EAAE;oBACpC,IAAI,GAAG,YAAY,CAAC,SAAS,CAAA;iBAC9B;qBAAM;oBACL,+DAA+D;oBAC/D,IAAI,GAAG,YAAY,CAAC,SAAS,KAAK,KAAK,CAAC,CAAC,CAAE,MAAgB,CAAC,CAAC,CAAE,KAAe,CAAA;iBAC/E;gBACD,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,YAAY,CAAC,eAAe;oBACpC,QAAQ,EAAE,SAAS;oBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;oBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;oBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;oBAC3B,IAAI;oBACJ,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;oBAC3C,cAAc,EAAE,cAAc;iBAC/B,CAAA;aACF;SACF;IACH,CAAC;CACF,CAAA;AAEY,QAAA,uBAAuB,GAAkC;IACpE,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,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAEzC,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,aAAa,CAAC,eAAe;YACrC,QAAQ,EAAE,SAAS;YAEnB,SAAS,EAAE,IAAA,uBAAe,EAAC,aAAa,CAAC,eAAe,CAAC;YACzD,QAAQ,EAAE,IAAA,uBAAe,EAAC,aAAa,CAAC,cAAc,CAAC;YACvD,QAAQ,EAAE,IAAA,uBAAe,EAAC,aAAa,CAAC,cAAc,CAAC;YACvD,SAAS,EAAE,IAAA,uBAAe,EAAC,aAAa,CAAC,eAAe,CAAC;YAEzD,SAAS,EAAE,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC;YAC5C,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"coinbase.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,MAAM,
|
|
1
|
+
{"version":3,"file":"coinbase.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,MAAM,SAAwC;IAIxD,SAAS,CAAC,eAAe;;;;;MAKxB;IAED,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAmDlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
|
|
@@ -5,7 +5,7 @@ const realtimefeed_1 = require("./realtimefeed");
|
|
|
5
5
|
class CoinbaseRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
6
6
|
constructor() {
|
|
7
7
|
super(...arguments);
|
|
8
|
-
this.wssURL = 'wss://ws-feed.
|
|
8
|
+
this.wssURL = 'wss://ws-feed.exchange.coinbase.com';
|
|
9
9
|
// map from coinbase subscribe 'channels' to more granular channels that tardis uses
|
|
10
10
|
this.channelMappings = {
|
|
11
11
|
full: ['received', 'open', 'done', 'match', 'change', 'full_snapshot'],
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACY,WAAM,GAAG,
|
|
1
|
+
{"version":3,"file":"coinbase.js","sourceRoot":"","sources":["../../src/realtimefeeds/coinbase.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IAA1D;;QACY,WAAM,GAAG,qCAAqC,CAAA;QAExD,oFAAoF;QAE1E,oBAAe,GAAG;YAC1B,IAAI,EAAE,CAAC,UAAU,EAAE,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,eAAe,CAAC;YACtE,MAAM,EAAE,CAAC,UAAU,EAAE,UAAU,CAAC;YAChC,OAAO,EAAE,CAAC,OAAO,EAAE,YAAY,CAAC;YAChC,MAAM,EAAE,CAAC,QAAQ,CAAC;SACnB,CAAA;IAwDH,CAAC;IAtDW,sBAAsB,CAAC,OAAyB;QACxD,MAAM,mBAAmB,GAAG,OAAO;aAChC,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,0FAA0F,CAAC,CAAA;aAC5G;YAED,MAAM,sBAAsB,GAC1B,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,IAAI,CAAC,eAAe,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,OAAO,KAAK,OAAO,CAAC,CAAC,MAAM,GAAG,CAAC,CAAA;YAC1G,MAAM,wBAAwB,GAAG,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACrF,MAAM,yBAAyB,GAAG,IAAI,CAAC,eAAe,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,CAAA;YACvF,IAAI,OAAO,CAAA;YAEX,IAAI,sBAAsB,EAAE;gBAC1B,OAAO,GAAG,MAAM,CAAA;aACjB;iBAAM,IAAI,wBAAwB,EAAE;gBACnC,OAAO,GAAG,QAAQ,CAAA;aACnB;iBAAM,IAAI,yBAAyB,EAAE;gBACpC,OAAO,GAAG,SAAS,CAAA;aACpB;iBAAM;gBACL,OAAO,GAAG,QAAQ,CAAA;aACnB;YAED,OAAO;gBACL,IAAI,EAAE,OAAO;gBACb,WAAW,EAAE,MAAM,CAAC,OAAO;aAC5B,CAAA;QACH,CAAC,CAAC;aACD,MAAM,CAAC,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE;YACxB,MAAM,gBAAgB,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,OAAO,CAAC,IAAI,CAAC,CAAA;YAClE,IAAI,gBAAgB,KAAK,SAAS,EAAE;gBAClC,KAAK,MAAM,MAAM,IAAI,OAAO,CAAC,WAAW,EAAE;oBACxC,IAAI,gBAAgB,CAAC,WAAW,CAAC,QAAQ,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE;wBAC3D,gBAAgB,CAAC,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;qBAC1C;iBACF;aACF;iBAAM;gBACL,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;aACnB;YAED,OAAO,IAAI,CAAA;QACb,CAAC,EAAE,EAA+C,CAAC,CAAA;QAErD,OAAO;YACL;gBACE,IAAI,EAAE,WAAW;gBACjB,QAAQ,EAAE,mBAAmB;aAC9B;SACF,CAAA;IACH,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,CAAA;IACjC,CAAC;CACF;AAlED,oDAkEC"}
|
package/package.json
CHANGED
package/src/mappers/deribit.ts
CHANGED
|
@@ -100,8 +100,7 @@ export class DeribitDerivativeTickerMapper implements Mapper<'deribit', Derivati
|
|
|
100
100
|
return false
|
|
101
101
|
}
|
|
102
102
|
|
|
103
|
-
|
|
104
|
-
return channel.startsWith('ticker') && message.params.data.greeks === undefined
|
|
103
|
+
return channel.startsWith('ticker') && (message.params.data.greeks === undefined || message.params.data.combo_state === 'active')
|
|
105
104
|
}
|
|
106
105
|
|
|
107
106
|
getFilters(symbols?: string[]) {
|
|
@@ -150,8 +149,6 @@ export class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSumma
|
|
|
150
149
|
return false
|
|
151
150
|
}
|
|
152
151
|
|
|
153
|
-
// options ticker has greeks
|
|
154
|
-
|
|
155
152
|
return (
|
|
156
153
|
channel.startsWith('ticker') &&
|
|
157
154
|
(message.params.data.instrument_name.endsWith('-P') || message.params.data.instrument_name.endsWith('-C'))
|
|
@@ -2,7 +2,7 @@ import { Filter } from '../types'
|
|
|
2
2
|
import { RealTimeFeedBase } from './realtimefeed'
|
|
3
3
|
|
|
4
4
|
export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
|
|
5
|
-
protected wssURL = 'wss://ws-feed.
|
|
5
|
+
protected wssURL = 'wss://ws-feed.exchange.coinbase.com'
|
|
6
6
|
|
|
7
7
|
// map from coinbase subscribe 'channels' to more granular channels that tardis uses
|
|
8
8
|
|