tardis-dev 13.8.0 → 13.8.1
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.
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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;
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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;AAWrG,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;IACtD,SAAS,CAAC,QAAQ,CAAC,yBAAyB,EAAE,MAAM,CAAA;IAEpD,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;CAuBvI;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;CAwBxD;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,0BAA0B;gBAL3C,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,EACpC,0BAA0B,EAAE,MAAM,EACnD,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;CAgG9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyC;IACzD,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,yBAA0B,SAAQ,uBAAuB;IACpE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,qBAAsB,SAAQ,uBAAuB;IAChE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,0BAA2B,SAAQ,uBAAuB;IACrE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;MAGjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,2BAA4B,SAAQ,uBAAuB;IACtE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;;MAIjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC"}
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@@ -3,6 +3,14 @@ Object.defineProperty(exports, "__esModule", { value: true });
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3
3
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exports.BinanceDeliveryRealTimeFeed = exports.BinanceFuturesRealTimeFeed = exports.BinanceUSRealTimeFeed = exports.BinanceJerseyRealTimeFeed = exports.BinanceRealTimeFeed = void 0;
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const handy_1 = require("../handy");
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const realtimefeed_1 = require("./realtimefeed");
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const binanceHttpOptions = {
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timeout: 10 * 1000,
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retry: {
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limit: 10,
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statusCodes: [408, 429, 500],
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maxRetryAfter: 120 * 1000
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}
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};
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class BinanceRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
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*_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
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const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades');
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@@ -29,7 +37,7 @@ class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase
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return;
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}
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const openInterestResponse = (await handy_1.httpClient
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.get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`,
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.get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions)
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.json());
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const openInterestMessage = {
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stream: `${instrument.toLocaleLowerCase()}@openInterest`,
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@@ -87,7 +95,7 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
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return;
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}
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let currentWeightLimit = 0;
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const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`,
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const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
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const exchangeInfo = JSON.parse(exchangeInfoResponse.body);
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const REQUEST_WEIGHT_LIMIT_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_REQUEST_WEIGHT_LIMIT`;
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if (process.env[REQUEST_WEIGHT_LIMIT_ENV] !== undefined) {
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@@ -124,10 +132,7 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
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this.debug('reached rate limit (x-mbx-used-weight-1m limit: %s, used weight: %s, minimum available weight buffer: %s), waiting: %s seconds', currentWeightLimit, usedWeight, minWeightBuffer, secondsToWait);
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await (0, handy_1.wait)(secondsToWait * 1000);
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}
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const depthSnapshotResponse = await handy_1.httpClient.get(`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`,
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timeout: 10000,
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retry: 10
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});
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const depthSnapshotResponse = await handy_1.httpClient.get(`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`, binanceHttpOptions);
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const snapshot = {
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stream: `${symbol}@depthSnapshot`,
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generated: true,
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAAkD;AAElD,iDAAqG;AAErG,MAAe,uBAAwB,SAAQ,8CAA+B;IAMlE,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,IAAI,CAAC,yBAAyB,EAC9B,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,UAAU,CACtB,WAAW,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE;gBACnC,IAAI,YAAY,CAAC,SAAS,EAAE;oBAC1B,OAAM;iBACP;
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+
{"version":3,"file":"binance.js","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":";;;AACA,oCAAkD;AAElD,iDAAqG;AAErG,MAAM,kBAAkB,GAAG;IACzB,OAAO,EAAE,EAAE,GAAG,IAAI;IAClB,KAAK,EAAE;QACL,KAAK,EAAE,EAAE;QACT,WAAW,EAAE,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC;QAC5B,aAAa,EAAE,GAAG,GAAG,IAAI;KAC1B;CACF,CAAA;AAED,MAAe,uBAAwB,SAAQ,8CAA+B;IAMlE,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,IAAI,CAAC,yBAAyB,EAC9B,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,UAAU,CACtB,WAAW,CAAC,GAAG,CAAC,KAAK,EAAE,UAAU,EAAE,EAAE;gBACnC,IAAI,YAAY,CAAC,SAAS,EAAE;oBAC1B,OAAM;iBACP;gBACD,MAAM,oBAAoB,GAAG,CAAC,MAAM,kBAAU;qBAC3C,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,wBAAwB,UAAU,CAAC,WAAW,EAAE,EAAE,EAAE,kBAAkB,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,EACpC,0BAAkC,EACnD,iBAAqC,EACrC,OAAgC;QAEhC,KAAK,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;QAP1C,WAAM,GAAN,MAAM,CAAQ;QACP,aAAQ,GAAR,QAAQ,CAAQ;QAChB,cAAS,GAAT,SAAS,CAA2B;QACpC,+BAA0B,GAA1B,0BAA0B,CAAQ;IAKrD,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;QAE9E,IAAI,CAAC,mBAAmB,EAAE;YACxB,OAAM;SACP;QAED,IAAI,kBAAkB,GAAW,CAAC,CAAA;QAElC,MAAM,oBAAoB,GAAG,MAAM,kBAAU,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,QAAQ,eAAe,EAAE,kBAAkB,CAAC,CAAA;QAEtG,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,oBAAoB,CAAC,IAAI,CAAC,CAAA;QAE1D,MAAM,wBAAwB,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,uBAAuB,CAAA;QAE1G,IAAI,OAAO,CAAC,GAAG,CAAC,wBAAwB,CAAC,KAAK,SAAS,EAAE;YACvD,kBAAkB,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,wBAAwB,CAAW,CAAC,CAAA;SACtF;QAED,IAAI,CAAC,kBAAkB,EAAE;YACvB,kBAAkB,GAAG,YAAY,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC,CAAM,EAAE,EAAE,CAAC,CAAC,CAAC,aAAa,KAAK,gBAAgB,CAAC,CAAC,KAAe,CAAA;SACpH;QAED,IAAI,UAAU,GAAG,MAAM,CAAC,QAAQ,CAAC,oBAAoB,CAAC,OAAO,CAAC,sBAAsB,CAAW,CAAC,CAAA;QAEhG,IAAI,CAAC,KAAK,CAAC,iEAAiE,EAAE,kBAAkB,EAAE,UAAU,CAAC,CAAA;QAE7G,IAAI,gBAAgB,GAAG,CAAC,CAAA;QAExB,MAAM,4BAA4B,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,oBAAoB,CAAA;QAE3G,IAAI,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAC,KAAK,SAAS,EAAE;YAC3D,gBAAgB,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,4BAA4B,CAAW,CAAC,CAAA;SACxF;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,gBAAgB,CAAC,CAAA;QAEhF,IAAI,eAAe,GAAG,CAAC,GAAG,gBAAgB,GAAG,IAAI,CAAC,0BAA0B,CAAA;QAE5E,MAAM,qBAAqB,GAAG,GAAG,IAAI,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,OAAO,CAAC,IAAI,EAAE,GAAG,CAAC,8BAA8B,CAAA;QAE9G,IAAI,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAC,KAAK,SAAS,EAAE;YACpD,eAAe,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,GAAG,CAAC,qBAAqB,CAAW,CAAC,CAAA;SAChF;QAED,KAAK,MAAM,YAAY,IAAI,IAAA,aAAK,EAAC,mBAAmB,CAAC,OAAQ,EAAE,gBAAgB,CAAC,EAAE;YAChF,IAAI,YAAY,EAAE,EAAE;gBAClB,OAAM;aACP;YAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,YAAY,CAAC,CAAA;YAE/D,MAAM,WAAW,GAAG,MAAM,OAAO,CAAC,GAAG,CAC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|
package/package.json
CHANGED
|
@@ -3,6 +3,15 @@ import { batch, httpClient, wait } from '../handy'
|
|
|
3
3
|
import { Filter } from '../types'
|
|
4
4
|
import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed'
|
|
5
5
|
|
|
6
|
+
const binanceHttpOptions = {
|
|
7
|
+
timeout: 10 * 1000,
|
|
8
|
+
retry: {
|
|
9
|
+
limit: 10,
|
|
10
|
+
statusCodes: [408, 429, 500],
|
|
11
|
+
maxRetryAfter: 120 * 1000
|
|
12
|
+
}
|
|
13
|
+
}
|
|
14
|
+
|
|
6
15
|
abstract class BinanceRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
|
|
7
16
|
protected abstract wssURL: string
|
|
8
17
|
protected abstract httpURL: string
|
|
@@ -46,9 +55,8 @@ class BinanceFuturesOpenInterestClient extends PoolingClientBase {
|
|
|
46
55
|
if (outputStream.destroyed) {
|
|
47
56
|
return
|
|
48
57
|
}
|
|
49
|
-
|
|
50
58
|
const openInterestResponse = (await httpClient
|
|
51
|
-
.get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`,
|
|
59
|
+
.get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions)
|
|
52
60
|
.json()) as any
|
|
53
61
|
|
|
54
62
|
const openInterestMessage = {
|
|
@@ -127,7 +135,7 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
127
135
|
|
|
128
136
|
let currentWeightLimit: number = 0
|
|
129
137
|
|
|
130
|
-
const exchangeInfoResponse = await httpClient.get(`${this._httpURL}/exchangeInfo`,
|
|
138
|
+
const exchangeInfoResponse = await httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions)
|
|
131
139
|
|
|
132
140
|
const exchangeInfo = JSON.parse(exchangeInfoResponse.body)
|
|
133
141
|
|
|
@@ -191,10 +199,10 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
|
|
|
191
199
|
await wait(secondsToWait * 1000)
|
|
192
200
|
}
|
|
193
201
|
|
|
194
|
-
const depthSnapshotResponse = await httpClient.get(
|
|
195
|
-
|
|
196
|
-
|
|
197
|
-
|
|
202
|
+
const depthSnapshotResponse = await httpClient.get(
|
|
203
|
+
`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`,
|
|
204
|
+
binanceHttpOptions
|
|
205
|
+
)
|
|
198
206
|
|
|
199
207
|
const snapshot = {
|
|
200
208
|
stream: `${symbol}@depthSnapshot`,
|