tardis-dev 13.9.0 → 13.10.0
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/apikeyaccessinfo.d.ts +1 -1
- package/dist/apikeyaccessinfo.d.ts.map +1 -1
- package/dist/combine.d.ts +2 -2
- package/dist/combine.d.ts.map +1 -1
- package/dist/computable/booksnapshot.d.ts +1 -1
- package/dist/computable/booksnapshot.d.ts.map +1 -1
- package/dist/computable/computable.d.ts +2 -2
- package/dist/computable/computable.d.ts.map +1 -1
- package/dist/computable/tradebar.d.ts +2 -2
- package/dist/computable/tradebar.d.ts.map +1 -1
- package/dist/consts.d.ts +1 -1
- package/dist/consts.js +1 -1
- package/dist/consts.js.map +1 -1
- package/dist/downloaddatasets.d.ts +2 -2
- package/dist/downloaddatasets.d.ts.map +1 -1
- package/dist/exchangedetails.d.ts +6 -6
- package/dist/exchangedetails.d.ts.map +1 -1
- package/dist/instrumentinfo.d.ts +2 -2
- package/dist/instrumentinfo.d.ts.map +1 -1
- package/dist/mappers/ascendex.d.ts +6 -6
- package/dist/mappers/ascendex.d.ts.map +1 -1
- package/dist/mappers/binance.d.ts +13 -13
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binanceoptions.d.ts +6 -6
- package/dist/mappers/binanceoptions.d.ts.map +1 -1
- package/dist/mappers/bitfinex.d.ts +8 -8
- package/dist/mappers/bitfinex.d.ts.map +1 -1
- package/dist/mappers/bitflyer.d.ts +3 -3
- package/dist/mappers/bitflyer.d.ts.map +1 -1
- package/dist/mappers/bitmex.d.ts +4 -4
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitstamp.d.ts +4 -4
- package/dist/mappers/bitstamp.d.ts.map +1 -1
- package/dist/mappers/bybit.d.ts +9 -9
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybitspot.d.ts +3 -3
- package/dist/mappers/bybitspot.d.ts.map +1 -1
- package/dist/mappers/coinbase.d.ts +5 -5
- package/dist/mappers/coinbase.d.ts.map +1 -1
- package/dist/mappers/coinflex.d.ts +1 -1
- package/dist/mappers/coinflex.d.ts.map +1 -1
- package/dist/mappers/cryptocom.d.ts +7 -7
- package/dist/mappers/cryptocom.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.d.ts +5 -5
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/delta.d.ts +3 -3
- package/dist/mappers/delta.d.ts.map +1 -1
- package/dist/mappers/deribit.d.ts +3 -3
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/dydx.d.ts +5 -5
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/ftx.d.ts +5 -5
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/gateio.d.ts +4 -4
- package/dist/mappers/gateio.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.d.ts +7 -7
- package/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/huobi.d.ts +15 -15
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/kucoin.d.ts +5 -5
- package/dist/mappers/kucoin.d.ts.map +1 -1
- package/dist/mappers/mapper.d.ts +2 -2
- package/dist/mappers/mapper.d.ts.map +1 -1
- package/dist/mappers/okex.d.ts +23 -23
- package/dist/mappers/okex.d.ts.map +1 -1
- package/dist/mappers/phemex.d.ts +46 -4
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js +194 -62
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/mappers/poloniex.d.ts +6 -6
- package/dist/mappers/poloniex.d.ts.map +1 -1
- package/dist/mappers/serum.d.ts +5 -5
- package/dist/mappers/serum.d.ts.map +1 -1
- package/dist/mappers/upbit.d.ts +2 -2
- package/dist/mappers/upbit.d.ts.map +1 -1
- package/dist/options.d.ts +1 -1
- package/dist/options.d.ts.map +1 -1
- package/dist/orderbook.d.ts +1 -1
- package/dist/orderbook.d.ts.map +1 -1
- package/dist/realtimefeeds/phemex.d.ts.map +1 -1
- package/dist/realtimefeeds/phemex.js +8 -2
- package/dist/realtimefeeds/phemex.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +2 -2
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +3 -3
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/dist/replay.d.ts +2 -2
- package/dist/replay.d.ts.map +1 -1
- package/dist/stream.d.ts +2 -2
- package/dist/stream.d.ts.map +1 -1
- package/dist/types.d.ts +16 -16
- package/dist/types.d.ts.map +1 -1
- package/dist/worker.d.ts +2 -2
- package/dist/worker.d.ts.map +1 -1
- package/package.json +1 -1
- package/src/consts.ts +1 -1
- package/src/mappers/phemex.ts +308 -88
- package/src/realtimefeeds/phemex.ts +11 -2
package/dist/mappers/phemex.js
CHANGED
|
@@ -21,43 +21,100 @@ function getQtyScale(symbol) {
|
|
|
21
21
|
}
|
|
22
22
|
return 1;
|
|
23
23
|
}
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
24
|
+
const COINS_STARTING_WITH_S = ['SOL', 'SUSHI', 'SNX', 'SAND', 'SRM', 'SKLU', 'SXP', 'STORJ', 'SFP', 'STG'];
|
|
25
|
+
function getInstrumentType(symbol) {
|
|
26
|
+
if (/\d+$/.test(symbol)) {
|
|
27
|
+
return 'future';
|
|
27
28
|
}
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
29
|
+
if (COINS_STARTING_WITH_S.some((c) => symbol.startsWith(c)) || symbol.startsWith('S') === false) {
|
|
30
|
+
return 'perpetual';
|
|
31
|
+
}
|
|
32
|
+
return 'spot';
|
|
33
|
+
}
|
|
34
|
+
function getApiSymbolId(symbolId) {
|
|
35
|
+
const type = getInstrumentType(symbolId);
|
|
36
|
+
if (type === 'spot' && symbolId.startsWith('S')) {
|
|
37
|
+
return symbolId.charAt(0).toLowerCase() + symbolId.slice(1);
|
|
38
|
+
}
|
|
39
|
+
if (symbolId.startsWith('U100')) {
|
|
40
|
+
return symbolId.charAt(0).toLowerCase() + symbolId.slice(1);
|
|
41
|
+
}
|
|
42
|
+
if (symbolId === 'CETHUSD') {
|
|
43
|
+
return symbolId.charAt(0).toLowerCase() + symbolId.slice(1);
|
|
44
|
+
}
|
|
45
|
+
return symbolId;
|
|
46
|
+
}
|
|
47
|
+
function getSymbols(symbols) {
|
|
48
|
+
const perpV2Symbols = symbols.filter((s) => getInstrumentType(s) === 'perpetual' && s.endsWith('USDT')).map(getApiSymbolId);
|
|
49
|
+
const otherSymbols = symbols.filter((s) => getInstrumentType(s) !== 'perpetual' || s.endsWith('USDT') == false).map(getApiSymbolId);
|
|
50
|
+
return {
|
|
51
|
+
perpV2Symbols,
|
|
52
|
+
otherSymbols
|
|
53
|
+
};
|
|
34
54
|
}
|
|
35
55
|
exports.phemexTradesMapper = {
|
|
36
56
|
canHandle(message) {
|
|
37
|
-
return 'trades' in message
|
|
57
|
+
return message.type === 'incremental' && ('trades' in message || 'trades_p' in message);
|
|
38
58
|
},
|
|
39
59
|
getFilters(symbols) {
|
|
40
|
-
|
|
41
|
-
|
|
60
|
+
if (symbols == undefined || symbols.length === 0) {
|
|
61
|
+
return [
|
|
62
|
+
{
|
|
63
|
+
channel: 'trades'
|
|
64
|
+
},
|
|
65
|
+
{
|
|
66
|
+
channel: 'trades_p'
|
|
67
|
+
}
|
|
68
|
+
];
|
|
69
|
+
}
|
|
70
|
+
const { perpV2Symbols, otherSymbols } = getSymbols(symbols);
|
|
71
|
+
const filters = [];
|
|
72
|
+
if (perpV2Symbols.length > 0) {
|
|
73
|
+
filters.push({
|
|
74
|
+
channel: 'trades_p',
|
|
75
|
+
symbols: perpV2Symbols
|
|
76
|
+
});
|
|
77
|
+
}
|
|
78
|
+
if (otherSymbols.length > 0) {
|
|
79
|
+
filters.push({
|
|
42
80
|
channel: 'trades',
|
|
43
|
-
symbols:
|
|
44
|
-
}
|
|
45
|
-
|
|
81
|
+
symbols: otherSymbols
|
|
82
|
+
});
|
|
83
|
+
}
|
|
84
|
+
return filters;
|
|
46
85
|
},
|
|
47
86
|
*map(message, localTimestamp) {
|
|
48
|
-
|
|
49
|
-
const
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
|
|
87
|
+
if ('trades' in message) {
|
|
88
|
+
for (const [timestamp, side, priceEp, qty] of message.trades) {
|
|
89
|
+
const symbol = message.symbol;
|
|
90
|
+
yield {
|
|
91
|
+
type: 'trade',
|
|
92
|
+
symbol: symbol.toUpperCase(),
|
|
93
|
+
exchange: 'phemex',
|
|
94
|
+
id: undefined,
|
|
95
|
+
price: priceEp / getPriceScale(symbol),
|
|
96
|
+
amount: qty / getQtyScale(symbol),
|
|
97
|
+
side: side === 'Buy' ? 'buy' : 'sell',
|
|
98
|
+
timestamp: fromNanoSecondsToDate(timestamp),
|
|
99
|
+
localTimestamp: localTimestamp
|
|
100
|
+
};
|
|
101
|
+
}
|
|
102
|
+
}
|
|
103
|
+
else if ('trades_p' in message) {
|
|
104
|
+
for (const [timestamp, side, price, qty] of message.trades_p) {
|
|
105
|
+
const symbol = message.symbol;
|
|
106
|
+
yield {
|
|
107
|
+
type: 'trade',
|
|
108
|
+
symbol: symbol.toUpperCase(),
|
|
109
|
+
exchange: 'phemex',
|
|
110
|
+
id: undefined,
|
|
111
|
+
price: Number(price),
|
|
112
|
+
amount: Number(qty),
|
|
113
|
+
side: side === 'Buy' ? 'buy' : 'sell',
|
|
114
|
+
timestamp: fromNanoSecondsToDate(timestamp),
|
|
115
|
+
localTimestamp: localTimestamp
|
|
116
|
+
};
|
|
117
|
+
}
|
|
61
118
|
}
|
|
62
119
|
}
|
|
63
120
|
};
|
|
@@ -67,31 +124,70 @@ const mapBookLevelForSymbol = (symbol) => ([priceEp, qty]) => {
|
|
|
67
124
|
amount: qty / getQtyScale(symbol)
|
|
68
125
|
};
|
|
69
126
|
};
|
|
127
|
+
function mapPerpBookLevel([price, amount]) {
|
|
128
|
+
return {
|
|
129
|
+
price: Number(price),
|
|
130
|
+
amount: Number(amount)
|
|
131
|
+
};
|
|
132
|
+
}
|
|
70
133
|
exports.phemexBookChangeMapper = {
|
|
71
134
|
canHandle(message) {
|
|
72
|
-
return 'book' in message;
|
|
135
|
+
return 'book' in message || 'orderbook_p' in message;
|
|
73
136
|
},
|
|
74
137
|
getFilters(symbols) {
|
|
75
|
-
|
|
76
|
-
|
|
138
|
+
if (symbols == undefined || symbols.length === 0) {
|
|
139
|
+
return [
|
|
140
|
+
{
|
|
141
|
+
channel: 'book'
|
|
142
|
+
},
|
|
143
|
+
{
|
|
144
|
+
channel: 'orderbook_p'
|
|
145
|
+
}
|
|
146
|
+
];
|
|
147
|
+
}
|
|
148
|
+
const { perpV2Symbols, otherSymbols } = getSymbols(symbols);
|
|
149
|
+
const filters = [];
|
|
150
|
+
if (perpV2Symbols.length > 0) {
|
|
151
|
+
filters.push({
|
|
152
|
+
channel: 'orderbook_p',
|
|
153
|
+
symbols: perpV2Symbols
|
|
154
|
+
});
|
|
155
|
+
}
|
|
156
|
+
if (otherSymbols.length > 0) {
|
|
157
|
+
filters.push({
|
|
77
158
|
channel: 'book',
|
|
78
|
-
symbols:
|
|
79
|
-
}
|
|
80
|
-
|
|
159
|
+
symbols: otherSymbols
|
|
160
|
+
});
|
|
161
|
+
}
|
|
162
|
+
return filters;
|
|
81
163
|
},
|
|
82
164
|
*map(message, localTimestamp) {
|
|
83
165
|
const symbol = message.symbol;
|
|
84
|
-
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
|
|
88
|
-
|
|
89
|
-
|
|
90
|
-
|
|
91
|
-
|
|
92
|
-
|
|
93
|
-
|
|
94
|
-
|
|
166
|
+
if ('book' in message) {
|
|
167
|
+
const mapBookLevel = mapBookLevelForSymbol(symbol);
|
|
168
|
+
yield {
|
|
169
|
+
type: 'book_change',
|
|
170
|
+
symbol: symbol.toUpperCase(),
|
|
171
|
+
exchange: 'phemex',
|
|
172
|
+
isSnapshot: message.type === 'snapshot',
|
|
173
|
+
bids: message.book.bids.map(mapBookLevel),
|
|
174
|
+
asks: message.book.asks.map(mapBookLevel),
|
|
175
|
+
timestamp: fromNanoSecondsToDate(message.timestamp),
|
|
176
|
+
localTimestamp
|
|
177
|
+
};
|
|
178
|
+
}
|
|
179
|
+
else if ('orderbook_p' in message) {
|
|
180
|
+
yield {
|
|
181
|
+
type: 'book_change',
|
|
182
|
+
symbol: symbol.toUpperCase(),
|
|
183
|
+
exchange: 'phemex',
|
|
184
|
+
isSnapshot: message.type === 'snapshot',
|
|
185
|
+
bids: message.orderbook_p.bids.map(mapPerpBookLevel),
|
|
186
|
+
asks: message.orderbook_p.asks.map(mapPerpBookLevel),
|
|
187
|
+
timestamp: fromNanoSecondsToDate(message.timestamp),
|
|
188
|
+
localTimestamp
|
|
189
|
+
};
|
|
190
|
+
}
|
|
95
191
|
}
|
|
96
192
|
};
|
|
97
193
|
class PhemexDerivativeTickerMapper {
|
|
@@ -99,28 +195,64 @@ class PhemexDerivativeTickerMapper {
|
|
|
99
195
|
this.pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
|
|
100
196
|
}
|
|
101
197
|
canHandle(message) {
|
|
102
|
-
return 'market24h' in message;
|
|
198
|
+
return 'market24h' in message || message.method === 'perp_market24h_pack_p.update';
|
|
103
199
|
}
|
|
104
200
|
getFilters(symbols) {
|
|
105
|
-
|
|
106
|
-
|
|
201
|
+
if (symbols == undefined || symbols.length === 0) {
|
|
202
|
+
return [
|
|
203
|
+
{
|
|
204
|
+
channel: 'market24h'
|
|
205
|
+
},
|
|
206
|
+
{
|
|
207
|
+
channel: 'perp_market24h_pack_p'
|
|
208
|
+
}
|
|
209
|
+
];
|
|
210
|
+
}
|
|
211
|
+
const { perpV2Symbols, otherSymbols } = getSymbols(symbols);
|
|
212
|
+
const filters = [];
|
|
213
|
+
if (perpV2Symbols.length > 0) {
|
|
214
|
+
filters.push({
|
|
215
|
+
channel: 'perp_market24h_pack_p',
|
|
216
|
+
symbols: perpV2Symbols
|
|
217
|
+
});
|
|
218
|
+
}
|
|
219
|
+
if (otherSymbols.length > 0) {
|
|
220
|
+
filters.push({
|
|
107
221
|
channel: 'market24h',
|
|
108
|
-
symbols
|
|
109
|
-
}
|
|
110
|
-
|
|
222
|
+
symbols: otherSymbols
|
|
223
|
+
});
|
|
224
|
+
}
|
|
225
|
+
return filters;
|
|
111
226
|
}
|
|
112
227
|
*map(message, localTimestamp) {
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
117
|
-
|
|
118
|
-
|
|
119
|
-
|
|
120
|
-
|
|
121
|
-
|
|
122
|
-
|
|
123
|
-
|
|
228
|
+
if ('market24h' in message) {
|
|
229
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.market24h.symbol, 'phemex');
|
|
230
|
+
const phemexTicker = message.market24h;
|
|
231
|
+
pendingTickerInfo.updateFundingRate(phemexTicker.fundingRate / 100000000);
|
|
232
|
+
pendingTickerInfo.updatePredictedFundingRate(phemexTicker.predFundingRate / 100000000);
|
|
233
|
+
pendingTickerInfo.updateIndexPrice(phemexTicker.indexPrice / 10000);
|
|
234
|
+
pendingTickerInfo.updateMarkPrice(phemexTicker.markPrice / 10000);
|
|
235
|
+
pendingTickerInfo.updateOpenInterest(phemexTicker.openInterest);
|
|
236
|
+
pendingTickerInfo.updateLastPrice(phemexTicker.close / 10000);
|
|
237
|
+
pendingTickerInfo.updateTimestamp(fromNanoSecondsToDate(message.timestamp));
|
|
238
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
239
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
240
|
+
}
|
|
241
|
+
}
|
|
242
|
+
else {
|
|
243
|
+
for (let [symbol, _openRp, _highRp, _lowRp, lastRp, _volumeRq, _turnoverRv, openInterestRv, indexRp, markRp, fundingRateRr, predFundingRateRr] of message.data) {
|
|
244
|
+
const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(symbol, 'phemex');
|
|
245
|
+
pendingTickerInfo.updateFundingRate(Number(fundingRateRr));
|
|
246
|
+
pendingTickerInfo.updatePredictedFundingRate(Number(predFundingRateRr));
|
|
247
|
+
pendingTickerInfo.updateIndexPrice(Number(indexRp));
|
|
248
|
+
pendingTickerInfo.updateMarkPrice(Number(markRp));
|
|
249
|
+
pendingTickerInfo.updateOpenInterest(Number(openInterestRv));
|
|
250
|
+
pendingTickerInfo.updateLastPrice(Number(lastRp));
|
|
251
|
+
pendingTickerInfo.updateTimestamp(fromNanoSecondsToDate(message.timestamp));
|
|
252
|
+
if (pendingTickerInfo.hasChanged()) {
|
|
253
|
+
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
254
|
+
}
|
|
255
|
+
}
|
|
124
256
|
}
|
|
125
257
|
}
|
|
126
258
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"phemex.js","sourceRoot":"","sources":["../../src/mappers/phemex.ts"],"names":[],"mappings":";;;AAAA,qCAA0D;AAG1D,4CAA4C;AAC5C,MAAM,qBAAqB,GAAG,CAAC,KAAa,EAAE,EAAE;IAC9C,MAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,IAAI,CAAC,CAAA;IAE/C,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,CAAA;IACjD,SAAS,CAAC,EAAE,GAAG,cAAc,GAAG,IAAI,CAAA;IAEpC,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,SAAS,aAAa,CAAC,MAAc;IACnC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC1B,OAAO,GAAG,CAAA;KACX;IAED,OAAO,GAAG,CAAA;AACZ,CAAC;AAED,SAAS,WAAW,CAAC,MAAc;IACjC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC1B,OAAO,GAAG,CAAA;KACX;IAED,OAAO,CAAC,CAAA;AACV,CAAC;AAED,SAAS,
|
|
1
|
+
{"version":3,"file":"phemex.js","sourceRoot":"","sources":["../../src/mappers/phemex.ts"],"names":[],"mappings":";;;AAAA,qCAA0D;AAG1D,4CAA4C;AAC5C,MAAM,qBAAqB,GAAG,CAAC,KAAa,EAAE,EAAE;IAC9C,MAAM,cAAc,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,IAAI,CAAC,CAAA;IAE/C,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,CAAA;IACjD,SAAS,CAAC,EAAE,GAAG,cAAc,GAAG,IAAI,CAAA;IAEpC,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,SAAS,aAAa,CAAC,MAAc;IACnC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC1B,OAAO,GAAG,CAAA;KACX;IAED,OAAO,GAAG,CAAA;AACZ,CAAC;AAED,SAAS,WAAW,CAAC,MAAc;IACjC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC1B,OAAO,GAAG,CAAA;KACX;IAED,OAAO,CAAC,CAAA;AACV,CAAC;AAED,MAAM,qBAAqB,GAAG,CAAC,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,KAAK,EAAE,KAAK,CAAC,CAAA;AAC1G,SAAS,iBAAiB,CAAC,MAAc;IACvC,IAAI,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE;QACvB,OAAO,QAAQ,CAAA;KAChB;IAED,IAAI,qBAAqB,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,IAAI,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,KAAK,KAAK,EAAE;QAC/F,OAAO,WAAW,CAAA;KACnB;IAED,OAAO,MAAM,CAAA;AACf,CAAC;AAED,SAAS,cAAc,CAAC,QAAgB;IACtC,MAAM,IAAI,GAAG,iBAAiB,CAAC,QAAQ,CAAC,CAAA;IACxC,IAAI,IAAI,KAAK,MAAM,IAAI,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE;QAC/C,OAAO,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,GAAG,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;KAC5D;IACD,IAAI,QAAQ,CAAC,UAAU,CAAC,MAAM,CAAC,EAAE;QAC/B,OAAO,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,GAAG,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;KAC5D;IAED,IAAI,QAAQ,KAAK,SAAS,EAAE;QAC1B,OAAO,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,GAAG,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;KAC5D;IAED,OAAO,QAAQ,CAAA;AACjB,CAAC;AAED,SAAS,UAAU,CAAC,OAAiB;IACnC,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,iBAAiB,CAAC,CAAC,CAAC,KAAK,WAAW,IAAI,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,cAAc,CAAC,CAAA;IAC3H,MAAM,YAAY,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,iBAAiB,CAAC,CAAC,CAAC,KAAK,WAAW,IAAI,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,CAAC,GAAG,CAAC,cAAc,CAAC,CAAA;IAEnI,OAAO;QACL,aAAa;QACb,YAAY;KACb,CAAA;AACH,CAAC;AAEY,QAAA,kBAAkB,GAA4B;IACzD,SAAS,CAAC,OAA2B;QACnC,OAAO,OAAO,CAAC,IAAI,KAAK,aAAa,IAAI,CAAC,QAAQ,IAAI,OAAO,IAAI,UAAU,IAAI,OAAO,CAAC,CAAA;IACzF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,IAAI,OAAO,IAAI,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;YAChD,OAAO;gBACL;oBACE,OAAO,EAAE,QAAQ;iBACT;gBACV;oBACE,OAAO,EAAE,UAAU;iBACX;aACX,CAAA;SACF;QAED,MAAM,EAAE,aAAa,EAAE,YAAY,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC,CAAA;QAE3D,MAAM,OAAO,GAAG,EAAE,CAAA;QAElB,IAAI,aAAa,CAAC,MAAM,GAAG,CAAC,EAAE;YAC5B,OAAO,CAAC,IAAI,CAAC;gBACX,OAAO,EAAE,UAAU;gBACnB,OAAO,EAAE,aAAa;aACd,CAAC,CAAA;SACZ;QACD,IAAI,YAAY,CAAC,MAAM,GAAG,CAAC,EAAE;YAC3B,OAAO,CAAC,IAAI,CAAC;gBACX,OAAO,EAAE,QAAQ;gBACjB,OAAO,EAAE,YAAY;aACb,CAAC,CAAA;SACZ;QAED,OAAO,OAAO,CAAA;IAChB,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,IAAI,QAAQ,IAAI,OAAO,EAAE;YACvB,KAAK,MAAM,CAAC,SAAS,EAAE,IAAI,EAAE,OAAO,EAAE,GAAG,CAAC,IAAI,OAAO,CAAC,MAAM,EAAE;gBAC5D,MAAM,MAAM,GAAG,OAAO,CAAC,MAAM,CAAA;gBAE7B,MAAM;oBACJ,IAAI,EAAE,OAAO;oBACb,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;oBAC5B,QAAQ,EAAE,QAAQ;oBAClB,EAAE,EAAE,SAAS;oBACb,KAAK,EAAE,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC;oBACtC,MAAM,EAAE,GAAG,GAAG,WAAW,CAAC,MAAM,CAAC;oBACjC,IAAI,EAAE,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;oBACrC,SAAS,EAAE,qBAAqB,CAAC,SAAS,CAAC;oBAC3C,cAAc,EAAE,cAAc;iBAC/B,CAAA;aACF;SACF;aAAM,IAAI,UAAU,IAAI,OAAO,EAAE;YAChC,KAAK,MAAM,CAAC,SAAS,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,CAAC,IAAI,OAAO,CAAC,QAAQ,EAAE;gBAC5D,MAAM,MAAM,GAAG,OAAO,CAAC,MAAM,CAAA;gBAE7B,MAAM;oBACJ,IAAI,EAAE,OAAO;oBACb,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;oBAC5B,QAAQ,EAAE,QAAQ;oBAClB,EAAE,EAAE,SAAS;oBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC;oBACpB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC;oBACnB,IAAI,EAAE,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;oBACrC,SAAS,EAAE,qBAAqB,CAAC,SAAS,CAAC;oBAC3C,cAAc,EAAE,cAAc;iBAC/B,CAAA;aACF;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAM,qBAAqB,GACzB,CAAC,MAAc,EAAE,EAAE,CACnB,CAAC,CAAC,OAAO,EAAE,GAAG,CAAkB,EAAE,EAAE;IAClC,OAAO;QACL,KAAK,EAAE,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC;QACtC,MAAM,EAAE,GAAG,GAAG,WAAW,CAAC,MAAM,CAAC;KAClC,CAAA;AACH,CAAC,CAAA;AAEH,SAAS,gBAAgB,CAAC,CAAC,KAAK,EAAE,MAAM,CAAmB;IACzD,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC;QACpB,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;KACvB,CAAA;AACH,CAAC;AAEY,QAAA,sBAAsB,GAAiC;IAClE,SAAS,CAAC,OAA0B;QAClC,OAAO,MAAM,IAAI,OAAO,IAAI,aAAa,IAAI,OAAO,CAAA;IACtD,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,IAAI,OAAO,IAAI,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;YAChD,OAAO;gBACL;oBACE,OAAO,EAAE,MAAM;iBACP;gBACV;oBACE,OAAO,EAAE,aAAa;iBACd;aACX,CAAA;SACF;QAED,MAAM,EAAE,aAAa,EAAE,YAAY,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC,CAAA;QAC3D,MAAM,OAAO,GAAG,EAAE,CAAA;QAElB,IAAI,aAAa,CAAC,MAAM,GAAG,CAAC,EAAE;YAC5B,OAAO,CAAC,IAAI,CAAC;gBACX,OAAO,EAAE,aAAa;gBACtB,OAAO,EAAE,aAAa;aACd,CAAC,CAAA;SACZ;QACD,IAAI,YAAY,CAAC,MAAM,GAAG,CAAC,EAAE;YAC3B,OAAO,CAAC,IAAI,CAAC;gBACX,OAAO,EAAE,MAAM;gBACf,OAAO,EAAE,YAAY;aACb,CAAC,CAAA;SACZ;QAED,OAAO,OAAO,CAAA;IAChB,CAAC;IAED,CAAC,GAAG,CAAC,OAA0B,EAAE,cAAoB;QACnD,MAAM,MAAM,GAAG,OAAO,CAAC,MAAM,CAAA;QAC7B,IAAI,MAAM,IAAI,OAAO,EAAE;YACrB,MAAM,YAAY,GAAG,qBAAqB,CAAC,MAAM,CAAC,CAAA;YAClD,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;gBAC5B,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,UAAU;gBACvC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACzC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAEzC,SAAS,EAAE,qBAAqB,CAAC,OAAO,CAAC,SAAS,CAAC;gBACnD,cAAc;aACf,CAAA;SACF;aAAM,IAAI,aAAa,IAAI,OAAO,EAAE;YACnC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,MAAM,CAAC,WAAW,EAAE;gBAC5B,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,UAAU;gBACvC,IAAI,EAAE,OAAO,CAAC,WAAW,CAAC,IAAI,CAAC,GAAG,CAAC,gBAAgB,CAAC;gBACpD,IAAI,EAAE,OAAO,CAAC,WAAW,CAAC,IAAI,CAAC,GAAG,CAAC,gBAAgB,CAAC;gBACpD,SAAS,EAAE,qBAAqB,CAAC,OAAO,CAAC,SAAS,CAAC;gBACnD,cAAc;aACf,CAAA;SACF;IACH,CAAC;CACF,CAAA;AAED,MAAa,4BAA4B;IAAzC;QACmB,4BAAuB,GAAG,IAAI,gCAAuB,EAAE,CAAA;IAmF1E,CAAC;IAjFC,SAAS,CAAC,OAAqB;QAC7B,OAAO,WAAW,IAAI,OAAO,IAAI,OAAO,CAAC,MAAM,KAAK,8BAA8B,CAAA;IACpF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,IAAI,OAAO,IAAI,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE;YAChD,OAAO;gBACL;oBACE,OAAO,EAAE,WAAW;iBACZ;gBACV;oBACE,OAAO,EAAE,uBAAuB;iBACxB;aACX,CAAA;SACF;QAED,MAAM,EAAE,aAAa,EAAE,YAAY,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC,CAAA;QAC3D,MAAM,OAAO,GAAG,EAAE,CAAA;QAElB,IAAI,aAAa,CAAC,MAAM,GAAG,CAAC,EAAE;YAC5B,OAAO,CAAC,IAAI,CAAC;gBACX,OAAO,EAAE,uBAAuB;gBAChC,OAAO,EAAE,aAAa;aACd,CAAC,CAAA;SACZ;QACD,IAAI,YAAY,CAAC,MAAM,GAAG,CAAC,EAAE;YAC3B,OAAO,CAAC,IAAI,CAAC;gBACX,OAAO,EAAE,WAAW;gBACpB,OAAO,EAAE,YAAY;aACb,CAAC,CAAA;SACZ;QAED,OAAO,OAAO,CAAA;IAChB,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,IAAI,WAAW,IAAI,OAAO,EAAE;YAC1B,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,SAAS,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;YAC/G,MAAM,YAAY,GAAG,OAAO,CAAC,SAAS,CAAA;YACtC,iBAAiB,CAAC,iBAAiB,CAAC,YAAY,CAAC,WAAW,GAAG,SAAS,CAAC,CAAA;YACzE,iBAAiB,CAAC,0BAA0B,CAAC,YAAY,CAAC,eAAe,GAAG,SAAS,CAAC,CAAA;YACtF,iBAAiB,CAAC,gBAAgB,CAAC,YAAY,CAAC,UAAU,GAAG,KAAK,CAAC,CAAA;YACnE,iBAAiB,CAAC,eAAe,CAAC,YAAY,CAAC,SAAS,GAAG,KAAK,CAAC,CAAA;YACjE,iBAAiB,CAAC,kBAAkB,CAAC,YAAY,CAAC,YAAY,CAAC,CAAA;YAC/D,iBAAiB,CAAC,eAAe,CAAC,YAAY,CAAC,KAAK,GAAG,KAAK,CAAC,CAAA;YAC7D,iBAAiB,CAAC,eAAe,CAAC,qBAAqB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;YAE3E,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;gBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;aACpD;SACF;aAAM;YACL,KAAK,IAAI,CACP,MAAM,EACN,OAAO,EACP,OAAO,EACP,MAAM,EACN,MAAM,EACN,SAAS,EACT,WAAW,EACX,cAAc,EACd,OAAO,EACP,MAAM,EACN,aAAa,EACb,iBAAiB,CAClB,IAAI,OAAO,CAAC,IAAI,EAAE;gBACjB,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,EAAE,QAAQ,CAAC,CAAA;gBAE7F,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC,CAAA;gBAC1D,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,iBAAiB,CAAC,CAAC,CAAA;gBACvE,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC,CAAA;gBACnD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAA;gBACjD,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,CAAA;gBAC5D,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,CAAA;gBACjD,iBAAiB,CAAC,eAAe,CAAC,qBAAqB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;gBAE3E,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE;oBAClC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;iBACpD;aACF;SACF;IACH,CAAC;CACF;AApFD,oEAoFC"}
|
|
@@ -34,7 +34,7 @@ export declare class PoloniexBookChangeMapper implements Mapper<'poloniex', Book
|
|
|
34
34
|
}[];
|
|
35
35
|
map(message: PoloniexPriceAggreatedMessage, localTimestamp: Date): IterableIterator<BookChange>;
|
|
36
36
|
}
|
|
37
|
-
|
|
37
|
+
type PoloniexBookSnapshot = ['i', {
|
|
38
38
|
currencyPair: string;
|
|
39
39
|
orderBook: [{
|
|
40
40
|
[key: string]: string;
|
|
@@ -42,10 +42,10 @@ declare type PoloniexBookSnapshot = ['i', {
|
|
|
42
42
|
[key: string]: string;
|
|
43
43
|
}];
|
|
44
44
|
}];
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
45
|
+
type PoloniexBookUpdate = ['o', 0 | 1, string, string];
|
|
46
|
+
type PoloniexTrade = ['t', string, 1 | 0, string, string, number];
|
|
47
|
+
type PoloniexPriceAggreatedMessage = [number, number, (PoloniexBookSnapshot | PoloniexBookUpdate | PoloniexTrade)[], string?];
|
|
48
|
+
type PoloniexV2TradesMessage = {
|
|
49
49
|
channel: 'trades';
|
|
50
50
|
data: [
|
|
51
51
|
{
|
|
@@ -60,7 +60,7 @@ declare type PoloniexV2TradesMessage = {
|
|
|
60
60
|
}
|
|
61
61
|
];
|
|
62
62
|
};
|
|
63
|
-
|
|
63
|
+
type PoloniexV2BookMessage = {
|
|
64
64
|
channel: 'book_lv2';
|
|
65
65
|
data: [
|
|
66
66
|
{
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"poloniex.d.ts","sourceRoot":"","sources":["../../src/mappers/poloniex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,sBAAuB,YAAW,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC;IACtE,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAetF;AAQD,qBAAa,0BAA2B,YAAW,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC;IAC/E,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAgBzF;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC;IACpE,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAgBhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CA4B5F;AAkBD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAgBhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA4CjG;AAED,
|
|
1
|
+
{"version":3,"file":"poloniex.d.ts","sourceRoot":"","sources":["../../src/mappers/poloniex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,sBAAuB,YAAW,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC;IACtE,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,uBAAuB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAetF;AAQD,qBAAa,0BAA2B,YAAW,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC;IAC/E,SAAS,CAAC,OAAO,EAAE,GAAG;IAItB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAgBzF;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,UAAU,EAAE,KAAK,CAAC;IACpE,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAgBhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CA4B5F;AAkBD,qBAAa,wBAAyB,YAAW,MAAM,CAAC,UAAU,EAAE,UAAU,CAAC;IAC7E,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAiC;IAEvE,SAAS,CAAC,OAAO,EAAE,6BAA6B;IAgBhD,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,6BAA6B,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA4CjG;AAED,KAAK,oBAAoB,GAAG,CAAC,GAAG,EAAE;IAAE,YAAY,EAAE,MAAM,CAAC;IAAC,SAAS,EAAE,CAAC;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAC,CAAA;CAAE,CAAC,CAAA;AAC9H,KAAK,kBAAkB,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AACtD,KAAK,aAAa,GAAG,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAAA;AAEjE,KAAK,6BAA6B,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,CAAC,oBAAoB,GAAG,kBAAkB,GAAG,aAAa,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC,CAAA;AAQ7H,KAAK,uBAAuB,GAAG;IAC7B,OAAO,EAAE,QAAQ,CAAA;IACjB,IAAI,EAAE;QACJ;YACE,MAAM,EAAE,WAAW,CAAA;YACnB,MAAM,EAAE,aAAa,CAAA;YACrB,QAAQ,EAAE,SAAS,CAAA;YACnB,SAAS,EAAE,MAAM,CAAA;YACjB,UAAU,EAAE,aAAa,CAAA;YACzB,KAAK,EAAE,QAAQ,CAAA;YACf,EAAE,EAAE,UAAU,CAAA;YACd,EAAE,EAAE,aAAa,CAAA;SAClB;KACF,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GACtB;IACE,OAAO,EAAE,UAAU,CAAA;IACnB,IAAI,EAAE;QACJ;YACE,MAAM,EAAE,UAAU,CAAA;YAClB,UAAU,EAAE,aAAa,CAAA;YACzB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;YACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;YACxB,MAAM,EAAE,KAAK,CAAA;YACb,EAAE,EAAE,KAAK,CAAA;YACT,EAAE,EAAE,aAAa,CAAA;SAClB;KACF,CAAA;IACD,MAAM,EAAE,QAAQ,CAAA;CACjB,GACD;IACE,OAAO,EAAE,UAAU,CAAA;IACnB,IAAI,EAAE;QACJ;YACE,MAAM,EAAE,UAAU,CAAA;YAClB,UAAU,EAAE,aAAa,CAAA;YACzB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;YACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;YACxB,MAAM,EAAE,EAAE,CAAA;YACV,EAAE,EAAE,EAAE,CAAA;YACN,EAAE,EAAE,aAAa,CAAA;SAClB;KACF,CAAA;IACD,MAAM,EAAE,UAAU,CAAA;CACnB,CAAA"}
|
package/dist/mappers/serum.d.ts
CHANGED
|
@@ -37,7 +37,7 @@ export declare class SerumBookTickerMapper implements Mapper<'serum' | 'star-atl
|
|
|
37
37
|
}[];
|
|
38
38
|
map(message: SerumVialQuote, localTimestamp: Date): IterableIterator<BookTicker>;
|
|
39
39
|
}
|
|
40
|
-
|
|
40
|
+
type SerumVialTrade = {
|
|
41
41
|
type: 'trade';
|
|
42
42
|
market: 'RAY/USDT';
|
|
43
43
|
timestamp: '2021-05-22T00:00:59.448Z';
|
|
@@ -60,8 +60,8 @@ declare type SerumVialTrade = {
|
|
|
60
60
|
size: string;
|
|
61
61
|
eventTimestamp: string;
|
|
62
62
|
};
|
|
63
|
-
|
|
64
|
-
|
|
63
|
+
type SerumVialPriceLevel = [string, string];
|
|
64
|
+
type SerumVialL2Snapshot = {
|
|
65
65
|
type: 'l2snapshot';
|
|
66
66
|
market: 'RAY/USDT';
|
|
67
67
|
timestamp: '2021-05-21T23:58:56.899Z';
|
|
@@ -70,7 +70,7 @@ declare type SerumVialL2Snapshot = {
|
|
|
70
70
|
asks: SerumVialPriceLevel[];
|
|
71
71
|
bids: SerumVialPriceLevel[];
|
|
72
72
|
};
|
|
73
|
-
|
|
73
|
+
type SerumVialL2Update = {
|
|
74
74
|
type: 'l2update';
|
|
75
75
|
market: 'RAY/USDT';
|
|
76
76
|
timestamp: '2021-05-22T00:00:20.959Z';
|
|
@@ -79,7 +79,7 @@ declare type SerumVialL2Update = {
|
|
|
79
79
|
asks: SerumVialPriceLevel[];
|
|
80
80
|
bids: SerumVialPriceLevel[];
|
|
81
81
|
};
|
|
82
|
-
|
|
82
|
+
type SerumVialQuote = {
|
|
83
83
|
type: 'quote';
|
|
84
84
|
market: string;
|
|
85
85
|
timestamp: string;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"serum.d.ts","sourceRoot":"","sources":["../../src/mappers/serum.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAClE,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,KAAK,CAAC;IACjE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAa5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAa7E;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAC1E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB;IAI1D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAiB5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IAa1G,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,mBAAmB;;;;CAKlD;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAC1E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAa5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAelF;AAED,
|
|
1
|
+
{"version":3,"file":"serum.d.ts","sourceRoot":"","sources":["../../src/mappers/serum.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,QAAQ,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AAClE,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,KAAK,CAAC;IACjE,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAa5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAa7E;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAC1E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB;IAI1D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;IAiB5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;IAa1G,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,mBAAmB;;;;CAKlD;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,GAAG,YAAY,EAAE,UAAU,CAAC;IAC1E,OAAO,CAAC,QAAQ,CAAC,SAAS;gBAAT,SAAS,EAAE,QAAQ;IAEhD,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAa5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAelF;AAED,KAAK,cAAc,GACf;IACE,IAAI,EAAE,OAAO,CAAA;IACb,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,0BAA0B,CAAA;IACrC,IAAI,EAAE,QAAQ,CAAA;IACd,OAAO,EAAE,CAAC,CAAA;IACV,EAAE,EAAE,6CAA6C,CAAA;IACjD,IAAI,EAAE,KAAK,CAAA;IACX,KAAK,EAAE,OAAO,CAAA;IACd,IAAI,EAAE,OAAO,CAAA;IACb,cAAc,EAAE,SAAS,CAAA;CAC1B,GACD;IACE,IAAI,EAAE,OAAO,CAAA;IACb,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,MAAM,CAAA;IACf,EAAE,EAAE,MAAM,CAAA;IACV,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;IACpB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,EAAE,MAAM,CAAA;IACZ,cAAc,EAAE,MAAM,CAAA;CACvB,CAAA;AAEL,KAAK,mBAAmB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAE3C,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,0BAA0B,CAAA;IACrC,IAAI,EAAE,QAAQ,CAAA;IACd,OAAO,EAAE,CAAC,CAAA;IACV,IAAI,EAAE,mBAAmB,EAAE,CAAA;IAC3B,IAAI,EAAE,mBAAmB,EAAE,CAAA;CAC5B,CAAA;AAED,KAAK,iBAAiB,GAAG;IACvB,IAAI,EAAE,UAAU,CAAA;IAChB,MAAM,EAAE,UAAU,CAAA;IAClB,SAAS,EAAE,0BAA0B,CAAA;IACrC,IAAI,EAAE,QAAQ,CAAA;IACd,OAAO,EAAE,CAAC,CAAA;IACV,IAAI,EAAE,mBAAmB,EAAE,CAAA;IAC3B,IAAI,EAAE,mBAAmB,EAAE,CAAA;CAC5B,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,IAAI,EAAE,OAAO,CAAA;IACb,MAAM,EAAE,MAAM,CAAA;IACd,SAAS,EAAE,MAAM,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,MAAM,CAAA;IACf,OAAO,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,SAAS,CAAA;IAClD,OAAO,EAAE,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,SAAS,CAAA;CACnD,CAAA"}
|
package/dist/mappers/upbit.d.ts
CHANGED
|
@@ -16,7 +16,7 @@ export declare class UpbitBookChangeMapper implements Mapper<'upbit', BookChange
|
|
|
16
16
|
}[];
|
|
17
17
|
map(message: UpbitOrderBook, localTimestamp: Date): IterableIterator<BookChange>;
|
|
18
18
|
}
|
|
19
|
-
|
|
19
|
+
type UpbitTrade = {
|
|
20
20
|
type: 'trade';
|
|
21
21
|
code: 'KRW-DOGE';
|
|
22
22
|
timestamp: 1614729599905;
|
|
@@ -32,7 +32,7 @@ declare type UpbitTrade = {
|
|
|
32
32
|
sequential_id: 1614729599000000;
|
|
33
33
|
stream_type: 'REALTIME';
|
|
34
34
|
};
|
|
35
|
-
|
|
35
|
+
type UpbitOrderBook = {
|
|
36
36
|
type: 'orderbook';
|
|
37
37
|
code: 'KRW-DOT';
|
|
38
38
|
timestamp: 1614729599677;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"upbit.d.ts","sourceRoot":"","sources":["../../src/mappers/upbit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5D,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC;IAC9D,SAAS,CAAC,OAAO,EAAE,UAAU;IAI7B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAazE;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IACvE,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA8BlF;AAED,
|
|
1
|
+
{"version":3,"file":"upbit.d.ts","sourceRoot":"","sources":["../../src/mappers/upbit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,KAAK,EAAE,MAAM,UAAU,CAAA;AAC5D,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAEjC,qBAAa,iBAAkB,YAAW,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC;IAC9D,SAAS,CAAC,OAAO,EAAE,UAAU;IAI7B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,UAAU,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAazE;AAED,qBAAa,qBAAsB,YAAW,MAAM,CAAC,OAAO,EAAE,UAAU,CAAC;IACvE,SAAS,CAAC,OAAO,EAAE,cAAc;IAIjC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,cAAc,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA8BlF;AAED,KAAK,UAAU,GAAG;IAChB,IAAI,EAAE,OAAO,CAAA;IACb,IAAI,EAAE,UAAU,CAAA;IAChB,SAAS,EAAE,aAAa,CAAA;IACxB,UAAU,EAAE,YAAY,CAAA;IACxB,UAAU,EAAE,UAAU,CAAA;IACtB,eAAe,EAAE,aAAa,CAAA;IAC9B,WAAW,EAAE,IAAI,CAAA;IACjB,YAAY,EAAE,YAAY,CAAA;IAC1B,OAAO,EAAE,KAAK,CAAA;IACd,kBAAkB,EAAE,IAAI,CAAA;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,YAAY,EAAE,GAAG,CAAA;IACjB,aAAa,EAAE,gBAAgB,CAAA;IAC/B,WAAW,EAAE,UAAU,CAAA;CACxB,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,IAAI,EAAE,WAAW,CAAA;IACjB,IAAI,EAAE,SAAS,CAAA;IACf,SAAS,EAAE,aAAa,CAAA;IACxB,cAAc,EAAE,aAAa,CAAA;IAC7B,cAAc,EAAE,aAAa,CAAA;IAC7B,eAAe,EAAE;QAAE,SAAS,EAAE,MAAM,CAAC;QAAC,SAAS,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,MAAM,CAAA;KAAE,EAAE,CAAA;IAC/F,WAAW,EAAE,UAAU,CAAA;CACxB,CAAA"}
|
package/dist/options.d.ts
CHANGED
package/dist/options.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"options.d.ts","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAcA,wBAAgB,IAAI,CAAC,WAAW,GAAE,OAAO,CAAC,OAAO,CAAM,QAEtD;AAED,wBAAgB,UAAU,sBAEzB;AAED,
|
|
1
|
+
{"version":3,"file":"options.d.ts","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAcA,wBAAgB,IAAI,CAAC,WAAW,GAAE,OAAO,CAAC,OAAO,CAAM,QAEtD;AAED,wBAAgB,UAAU,sBAEzB;AAED,KAAK,OAAO,GAAG;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,gBAAgB,EAAE,MAAM,CAAA;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,UAAU,EAAE,MAAM,CAAA;CACnB,CAAA"}
|
package/dist/orderbook.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
import { BookChange, BookPriceLevel } from './types';
|
|
2
|
-
export
|
|
2
|
+
export type OnLevelRemovedCB = (bookChange: BookChange, bestBidBeforeRemoval: BookPriceLevel | undefined, bestBidAfterRemoval: BookPriceLevel | undefined, bestAskBeforeRemoval: BookPriceLevel | undefined, bestAskAfterRemoval: BookPriceLevel | undefined) => void;
|
|
3
3
|
export declare class OrderBook {
|
|
4
4
|
private readonly _bids;
|
|
5
5
|
private readonly _asks;
|
package/dist/orderbook.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orderbook.d.ts","sourceRoot":"","sources":["../src/orderbook.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,cAAc,EAAa,MAAM,SAAS,CAAA;AAE/D,
|
|
1
|
+
{"version":3,"file":"orderbook.d.ts","sourceRoot":"","sources":["../src/orderbook.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,cAAc,EAAa,MAAM,SAAS,CAAA;AAE/D,MAAM,MAAM,gBAAgB,GAAG,CAC7B,UAAU,EAAE,UAAU,EACtB,oBAAoB,EAAE,cAAc,GAAG,SAAS,EAChD,mBAAmB,EAAE,cAAc,GAAG,SAAS,EAC/C,oBAAoB,EAAE,cAAc,GAAG,SAAS,EAChD,mBAAmB,EAAE,cAAc,GAAG,SAAS,KAC5C,IAAI,CAAA;AAET,qBAAa,SAAS;IACpB,OAAO,CAAC,QAAQ,CAAC,KAAK,CAA0E;IAChG,OAAO,CAAC,QAAQ,CAAC,KAAK,CAA0E;IAChG,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAqB;IAC1D,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA8B;IAErE,OAAO,CAAC,wBAAwB,CAAQ;gBAE5B,EACV,mBAAmB,EACnB,qBAAqB,EACtB,GAAE;QAAE,mBAAmB,CAAC,EAAE,OAAO,CAAC;QAAC,qBAAqB,CAAC,EAAE,gBAAgB,CAAA;KAAO;IAK5E,MAAM,CAAC,UAAU,EAAE,UAAU;IAkB7B,OAAO;IASP,OAAO;IASd,OAAO,CAAC,4BAA4B;IAsCpC,OAAO,CAAC,cAAc;IAatB,OAAO,CAAC,cAAc;IAad,IAAI,IAAI,gBAAgB,CAAC,cAAc,CAAC;IAUxC,IAAI,IAAI,gBAAgB,CAAC,cAAc,CAAC;CASjD"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"phemex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/phemex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,QAAQ,CAAC,MAAM,yBAAwB;IACjD,SAAS,CAAC,QAAQ,CAAC,mBAAmB,OAAM;IAE5C,SAAS,CAAC,QAAQ,CAAC,WAAW,
|
|
1
|
+
{"version":3,"file":"phemex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/phemex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,QAAQ,CAAC,MAAM,yBAAwB;IACjD,SAAS,CAAC,QAAQ,CAAC,mBAAmB,OAAM;IAE5C,SAAS,CAAC,QAAQ,CAAC,WAAW,MAQtB;IAER,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE;;;;;IA+B1D,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGhD"}
|
|
@@ -9,16 +9,22 @@ class PhemexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
|
|
|
9
9
|
this.throttleSubscribeMS = 100;
|
|
10
10
|
this.channelsMap = {
|
|
11
11
|
book: 'orderbook.subscribe',
|
|
12
|
+
orderbook_p: 'orderbook_p.subscribe',
|
|
12
13
|
trades: 'trade.subscribe',
|
|
14
|
+
trades_p: 'trade_p.subscribe',
|
|
13
15
|
market24h: 'market24h.subscribe',
|
|
14
|
-
spot_market24h: 'spot_market24h.subscribe'
|
|
16
|
+
spot_market24h: 'spot_market24h.subscribe',
|
|
17
|
+
perp_market24h_pack_p: 'perp_market24h_pack_p.subscribe'
|
|
15
18
|
};
|
|
16
19
|
}
|
|
17
20
|
mapToSubscribeMessages(filters) {
|
|
18
21
|
let id = 0;
|
|
19
22
|
return filters
|
|
20
23
|
.map((filter) => {
|
|
21
|
-
if (filter.symbols !== undefined &&
|
|
24
|
+
if (filter.symbols !== undefined &&
|
|
25
|
+
filter.channel !== 'market24h' &&
|
|
26
|
+
filter.channel !== 'spot_market24h' &&
|
|
27
|
+
filter.channel !== 'perp_market24h_pack_p') {
|
|
22
28
|
return filter.symbols.map((symbol) => {
|
|
23
29
|
return {
|
|
24
30
|
id: id++,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"phemex.js","sourceRoot":"","sources":["../../src/realtimefeeds/phemex.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACqB,WAAM,GAAG,qBAAqB,CAAA;QAC9B,wBAAmB,GAAG,GAAG,CAAA;QAEzB,gBAAW,GAAG;YAC/B,IAAI,EAAE,qBAAqB;YAC3B,MAAM,EAAE,iBAAiB;YACzB,SAAS,EAAE,qBAAqB;YAChC,cAAc,EAAE,0BAA0B;
|
|
1
|
+
{"version":3,"file":"phemex.js","sourceRoot":"","sources":["../../src/realtimefeeds/phemex.ts"],"names":[],"mappings":";;;AACA,iDAAiD;AAEjD,MAAa,kBAAmB,SAAQ,+BAAgB;IAAxD;;QACqB,WAAM,GAAG,qBAAqB,CAAA;QAC9B,wBAAmB,GAAG,GAAG,CAAA;QAEzB,gBAAW,GAAG;YAC/B,IAAI,EAAE,qBAAqB;YAC3B,WAAW,EAAE,uBAAuB;YACpC,MAAM,EAAE,iBAAiB;YACzB,QAAQ,EAAE,mBAAmB;YAC7B,SAAS,EAAE,qBAAqB;YAChC,cAAc,EAAE,0BAA0B;YAC1C,qBAAqB,EAAE,iCAAiC;SAClD,CAAA;IAoCV,CAAC;IAlCW,sBAAsB,CAAC,OAAyB;QACxD,IAAI,EAAE,GAAG,CAAC,CAAA;QACV,OAAO,OAAO;aAEX,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IACE,MAAM,CAAC,OAAO,KAAK,SAAS;gBAC5B,MAAM,CAAC,OAAO,KAAK,WAAW;gBAC9B,MAAM,CAAC,OAAO,KAAK,gBAAgB;gBACnC,MAAM,CAAC,OAAO,KAAK,uBAAuB,EAC1C;gBACA,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;oBACnC,OAAO;wBACL,EAAE,EAAE,EAAE,EAAE;wBACR,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,OAAO,CAAC;wBACxC,MAAM,EAAE,CAAC,MAAM,CAAC;qBACjB,CAAA;gBACH,CAAC,CAAC,CAAA;aACH;iBAAM;gBACL,OAAO;oBACL;wBACE,EAAE,EAAE,EAAE,EAAE;wBACR,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,OAAO,CAAC;wBACxC,MAAM,EAAE,EAAE;qBACX;iBACF,CAAA;aACF;QACH,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;IACtB,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,KAAK,IAAI,CAAA;IAC9D,CAAC;CACF;AAhDD,gDAgDC"}
|
|
@@ -3,10 +3,10 @@
|
|
|
3
3
|
import dbg from 'debug';
|
|
4
4
|
import { Writable } from 'stream';
|
|
5
5
|
import { Exchange, Filter } from '../types';
|
|
6
|
-
export
|
|
6
|
+
export type RealTimeFeed = {
|
|
7
7
|
new (exchange: Exchange, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void): RealTimeFeedIterable;
|
|
8
8
|
};
|
|
9
|
-
export
|
|
9
|
+
export type RealTimeFeedIterable = AsyncIterable<any>;
|
|
10
10
|
export declare abstract class RealTimeFeedBase implements RealTimeFeedIterable {
|
|
11
11
|
protected readonly _exchange: string;
|
|
12
12
|
private readonly _timeoutIntervalMS;
|
|
@@ -1 +1 @@
|
|
|
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,
|
|
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,MAAM,MAAM,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,MAAM,MAAM,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;cAoBpC,eAAe;YAOhB,OAAO;IAgItB,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,EAAE,CAAC,MAAM,IAAI,CAAC,GAAG,SAAS,CAAY;IAE9D,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;IAczB,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"}
|
|
@@ -11,6 +11,9 @@ const events_1 = require("events");
|
|
|
11
11
|
const handy_1 = require("../handy");
|
|
12
12
|
let connectionCounter = 1;
|
|
13
13
|
class RealTimeFeedBase {
|
|
14
|
+
[Symbol.asyncIterator]() {
|
|
15
|
+
return this._stream();
|
|
16
|
+
}
|
|
14
17
|
constructor(_exchange, filters, _timeoutIntervalMS, _onError) {
|
|
15
18
|
this._exchange = _exchange;
|
|
16
19
|
this._timeoutIntervalMS = _timeoutIntervalMS;
|
|
@@ -72,9 +75,6 @@ class RealTimeFeedBase {
|
|
|
72
75
|
this._wsClientOptions.agent = handy_1.httpsProxyAgent;
|
|
73
76
|
}
|
|
74
77
|
}
|
|
75
|
-
[Symbol.asyncIterator]() {
|
|
76
|
-
return this._stream();
|
|
77
|
-
}
|
|
78
78
|
async getWebSocketUrl() {
|
|
79
79
|
const wssUrlOverride = process.env[`WSS_URL_${this._exchange.toUpperCase().replace(/-/g, '_')}`];
|
|
80
80
|
const finalWssUrl = wssUrlOverride !== undefined ? wssUrlOverride : this.wssURL;
|