tardis-dev 14.1.4 → 14.2.0

package/dist/consts.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,s0BA4DZ,CAAA;AA0bV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA4DlC,CAAA"}

package/dist/consts.js

@@ -424,7 +424,22 @@ const WOOX_CHANNELS = [
     'estfundingrate'
 ];
 const BLOCKCHAIN_COM_CHANNELS = ['trades', 'l2', 'l3', 'ticker'];
-const BINANCE_EUROPEAN_OPTIONS_CHANNELS = ['trade', 'depth100', 'index', 'markPrice', 'ticker', 'openInterest'];
+const BINANCE_EUROPEAN_OPTIONS_CHANNELS = [
+    'trade',
+    'depth100',
+    'index',
+    'markPrice',
+    'ticker',
+    'openInterest',
+    'optionTrade',
+    'optionTicker',
+    'depth20',
+    'bookTicker',
+    'optionIndexPrice',
+    'optionMarkPrice',
+    'optionOpenInterest',
+    '!optionSymbol'
+];
 const OKEX_SPREADS_CHANNELS = ['sprd-public-trades', 'sprd-bbo-tbt', 'sprd-books5', 'sprd-tickers'];
 const KUCOIN_FUTURES_CHANNELS = [
     'contractMarket/execution',

package/dist/consts.js.map

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package/dist/mappers/binanceeuropeanoptions.d.ts

@@ -1,4 +1,4 @@
-import { BookChange, OptionSummary, Trade } from '../types';
+import { BookChange, BookTicker, OptionSummary, Trade } from '../types';
 import { Mapper } from './mapper';
 export declare class BinanceEuropeanOptionsTradesMapper implements Mapper<'binance-european-options', Trade> {
     canHandle(message: BinanceResponse<any>): boolean;
@@ -8,6 +8,14 @@ export declare class BinanceEuropeanOptionsTradesMapper implements Mapper<'binan
     }[];
     map(binanceTradeResponse: BinanceResponse<BinanceOptionsTradeData>, localTimestamp: Date): Generator<Trade, void, unknown>;
 }
+export declare class BinanceEuropeanOptionsTradesMapperV2 implements Mapper<'binance-european-options', Trade> {
+    canHandle(message: BinanceResponse<any>): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "optionTrade";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(binanceTradeResponse: BinanceResponse<BinanceOptionsTradeDataV2>, localTimestamp: Date): Generator<Trade, void, unknown>;
+}
 export declare class BinanceEuropeanOptionsBookChangeMapper implements Mapper<'binance-european-options', BookChange> {
     canHandle(message: BinanceResponse<any>): boolean;
     getFilters(symbols?: string[]): {
@@ -20,6 +28,26 @@ export declare class BinanceEuropeanOptionsBookChangeMapper implements Mapper<'b
         amount: number;
     };
 }
+export declare class BinanceEuropeanOptionsBookChangeMapperV2 implements Mapper<'binance-european-options', BookChange> {
+    canHandle(message: BinanceResponse<any>): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "depth20";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BinanceResponse<BinanceOptionsDepthDataV2>, localTimestamp: Date): Generator<BookChange, void, unknown>;
+    protected mapBookLevel(level: BinanceBookLevel): {
+        price: number;
+        amount: number;
+    };
+}
+export declare class BinanceEuropeanOptionsBookTickerMapper implements Mapper<'binance-european-options', BookTicker> {
+    canHandle(message: BinanceResponse<any>): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "bookTicker";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: BinanceResponse<BinanceOptionsBookTickerData>, localTimestamp: Date): Generator<BookTicker, void, unknown>;
+}
 export declare class BinanceEuropeanOptionSummaryMapper implements Mapper<'binance-european-options', OptionSummary> {
     private readonly _indexPrices;
     private readonly _openInterests;
@@ -36,6 +64,22 @@ export declare class BinanceEuropeanOptionSummaryMapper implements Mapper<'binan
     })[];
     map(message: BinanceResponse<BinanceOptionsTickerData | BinanceOptionsIndexData | BinanceOptionsOpenInterestData[]>, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
 }
+export declare class BinanceEuropeanOptionSummaryMapperV2 implements Mapper<'binance-european-options', OptionSummary> {
+    private readonly _lastPrices;
+    private readonly _openInterests;
+    canHandle(message: BinanceResponse<any>): boolean;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "optionMarkPrice";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "optionTicker";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "optionOpenInterest";
+        readonly symbols: string[] | undefined;
+    })[];
+    map(message: BinanceResponse<BinanceOptionsMarkPriceData[] | BinanceOptionsTickerData | BinanceOptionsOpenInterestDataV2[]>, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
+}
 type BinanceResponse<T> = {
     stream: string;
     data: T;
@@ -109,5 +153,68 @@ type BinanceOptionsOpenInterestData = {
     h: '20326.64319';
 };
 type BinanceBookLevel = [string, string];
+type BinanceOptionsTradeDataV2 = {
+    e: 'trade';
+    E: number;
+    T: number;
+    s: string;
+    t: number;
+    p: string;
+    q: string;
+    X: 'MARKET' | 'BLOCK';
+    S: 'BUY' | 'SELL';
+    m: boolean;
+};
+type BinanceOptionsDepthDataV2 = {
+    e: 'depthUpdate';
+    E: number;
+    T: number;
+    s: string;
+    U: number;
+    u: number;
+    pu: number;
+    b: [string, string][];
+    a: [string, string][];
+};
+type BinanceOptionsBookTickerData = {
+    e: 'bookTicker';
+    u: number;
+    s: string;
+    b: string;
+    B: string;
+    a: string;
+    A: string;
+    T: number;
+    E: number;
+};
+type BinanceOptionsOpenInterestDataV2 = {
+    e: 'openInterest';
+    E: number;
+    s: string;
+    o: string;
+    h: string;
+};
+type BinanceOptionsMarkPriceData = {
+    s: string;
+    mp: string;
+    E: number;
+    e: 'markPrice';
+    i: string;
+    P: string;
+    bo: string;
+    ao: string;
+    bq: string;
+    aq: string;
+    b: string;
+    a: string;
+    hl: string;
+    ll: string;
+    vo: string;
+    rf: string;
+    d: string;
+    t: string;
+    g: string;
+    v: string;
+};
 export {};
 //# sourceMappingURL=binanceeuropeanoptions.d.ts.map

package/dist/mappers/binanceeuropeanoptions.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"binanceeuropeanoptions.d.ts","sourceRoot":"","sources":["../../src/mappers/binanceeuropeanoptions.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,UAAU,CAAA;AACvE,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAIjC,qBAAa,kCAAmC,YAAW,MAAM,CAAC,0BAA0B,EAAE,KAAK,CAAC;IAClG,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,uBAAuB,CAAC,EAAE,cAAc,EAAE,IAAI;CAe1F;AAED,qBAAa,oCAAqC,YAAW,MAAM,CAAC,0BAA0B,EAAE,KAAK,CAAC;IACpG,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,oBAAoB,EAAE,eAAe,CAAC,yBAAyB,CAAC,EAAE,cAAc,EAAE,IAAI;CAe5F;AAED,qBAAa,sCAAuC,YAAW,MAAM,CAAC,0BAA0B,EAAE,UAAU,CAAC;IAC3G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,uBAAuB,CAAC,EAAE,cAAc,EAAE,IAAI;IAe5E,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,gBAAgB;;;;CAK/C;AAED,qBAAa,wCAAyC,YAAW,MAAM,CAAC,0BAA0B,EAAE,UAAU,CAAC;IAC7G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,yBAAyB,CAAC,EAAE,cAAc,EAAE,IAAI;IAe9E,SAAS,CAAC,YAAY,CAAC,KAAK,EAAE,gBAAgB;;;;CAK/C;AAED,qBAAa,sCAAuC,YAAW,MAAM,CAAC,0BAA0B,EAAE,UAAU,CAAC;IAC3G,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,eAAe,CAAC,4BAA4B,CAAC,EAAE,cAAc,EAAE,IAAI;CAoBlF;AAED,qBAAa,kCAAmC,YAAW,MAAM,CAAC,0BAA0B,EAAE,aAAa,CAAC;IAC1G,OAAO,CAAC,QAAQ,CAAC,YAAY,CAA4B;IACzD,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA4B;IAE3D,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAQvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IAmC5B,GAAG,CACF,OAAO,EAAE,eAAe,CAAC,wBAAwB,GAAG,uBAAuB,GAAG,8BAA8B,EAAE,CAAC,EAC/G,cAAc,EAAE,IAAI;CAmGvB;AAED,qBAAa,oCAAqC,YAAW,MAAM,CAAC,0BAA0B,EAAE,aAAa,CAAC;IAC5G,OAAO,CAAC,QAAQ,CAAC,WAAW,CAA4B;IACxD,OAAO,CAAC,QAAQ,CAAC,cAAc,CAA4B;IAE3D,SAAS,CAAC,OAAO,EAAE,eAAe,CAAC,GAAG,CAAC;IAYvC,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;;;;;;;IA2B5B,GAAG,CACF,OAAO,EAAE,eAAe,CAAC,2BAA2B,EAAE,GAAG,wBAAwB,GAAG,gCAAgC,EAAE,CAAC,EACvH,cAAc,EAAE,IAAI;CAgHvB;AAED,KAAK,eAAe,CAAC,CAAC,IAAI;IACxB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,CAAC,CAAA;CACR,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,oBAAoB,CAAA;IACvB,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,qBAAqB,CAAA;IACxB,CAAC,EAAE,qBAAqB,CAAA;IACxB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,IAAI,CAAA;CACR,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,oBAAoB,CAAA;IACvB,CAAC,EAAE,OAAO,CAAA;IACV,EAAE,EAAE,OAAO,CAAA;IACX,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,MAAM,CAAC,EAAE,CAAC,IAAI,EAAE,KAAK,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC,IAAI,EAAE,OAAO,CAAC,CAAC,CAAA;IAC/E,CAAC,EAAE,CAAC,CAAC,IAAI,EAAE,MAAM,CAAC,EAAE,CAAC,IAAI,EAAE,OAAO,CAAC,EAAE,CAAC,IAAI,EAAE,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAA;CACvF,CAAA;AAED,KAAK,wBAAwB,GAAG;IAC9B,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,kBAAkB,CAAA;IACrB,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,KAAK,CAAA;IACR,CAAC,EAAE,KAAK,CAAA;IACR,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,IAAI,CAAA;IACP,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,GAAG,CAAA;IACN,CAAC,EAAE,CAAC,CAAA;IACJ,EAAE,EAAE,GAAG,CAAA;IACP,EAAE,EAAE,KAAK,CAAA;IACT,EAAE,EAAE,IAAI,CAAA;IACR,EAAE,EAAE,IAAI,CAAA;IACR,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,WAAW,CAAA;IACd,CAAC,EAAE,YAAY,CAAA;IACf,EAAE,EAAE,YAAY,CAAA;IAChB,EAAE,EAAE,KAAK,CAAA;IACT,EAAE,EAAE,MAAM,CAAA;IACV,EAAE,EAAE,KAAK,CAAA;IACT,GAAG,EAAE,GAAG,CAAA;CACT,CAAA;AAED,KAAK,uBAAuB,GAAG;IAAE,CAAC,EAAE,OAAO,CAAC;IAAC,CAAC,EAAE,aAAa,CAAC;IAAC,CAAC,EAAE,SAAS,CAAC;IAAC,CAAC,EAAE,aAAa,CAAA;CAAE,CAAA;AAE/F,KAAK,8BAA8B,GAAG;IAAE,CAAC,EAAE,cAAc,CAAC;IAAC,CAAC,EAAE,aAAa,CAAC;IAAC,CAAC,EAAE,mBAAmB,CAAC;IAAC,CAAC,EAAE,SAAS,CAAC;IAAC,CAAC,EAAE,aAAa,CAAA;CAAE,CAAA;AAErI,KAAK,gBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;AAGxC,KAAK,yBAAyB,GAAG;IAC/B,CAAC,EAAE,OAAO,CAAA;IACV,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,QAAQ,GAAG,OAAO,CAAA;IACrB,CAAC,EAAE,KAAK,GAAG,MAAM,CAAA;IACjB,CAAC,EAAE,OAAO,CAAA;CACX,CAAA;AAED,KAAK,yBAAyB,GAAG;IAC/B,CAAC,EAAE,aAAa,CAAA;IAChB,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,EAAE,EAAE,MAAM,CAAA;IACV,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;IACrB,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;CACtB,CAAA;AAED,KAAK,4BAA4B,GAAG;IAClC,CAAC,EAAE,YAAY,CAAA;IACf,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,CAAC,EAAE,MAAM,CAAA;IACT,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package/dist/mappers/binanceeuropeanoptions.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.BinanceEuropeanOptionSummaryMapper = exports.BinanceEuropeanOptionsBookChangeMapper = exports.BinanceEuropeanOptionsTradesMapper = void 0;
+exports.BinanceEuropeanOptionSummaryMapperV2 = exports.BinanceEuropeanOptionSummaryMapper = exports.BinanceEuropeanOptionsBookTickerMapper = exports.BinanceEuropeanOptionsBookChangeMapperV2 = exports.BinanceEuropeanOptionsBookChangeMapper = exports.BinanceEuropeanOptionsTradesMapperV2 = exports.BinanceEuropeanOptionsTradesMapper = void 0;
 const handy_1 = require("../handy");
 // https://binance-docs.github.io/apidocs/voptions/en/#websocket-market-streams
 class BinanceEuropeanOptionsTradesMapper {
@@ -35,6 +35,38 @@ class BinanceEuropeanOptionsTradesMapper {
     }
 }
 exports.BinanceEuropeanOptionsTradesMapper = BinanceEuropeanOptionsTradesMapper;
+class BinanceEuropeanOptionsTradesMapperV2 {
+    canHandle(message) {
+        if (message.stream === undefined) {
+            return false;
+        }
+        return message.stream.endsWith('@optionTrade');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.lowerCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'optionTrade',
+                symbols
+            }
+        ];
+    }
+    *map(binanceTradeResponse, localTimestamp) {
+        const trade = {
+            type: 'trade',
+            symbol: binanceTradeResponse.data.s,
+            exchange: 'binance-european-options',
+            id: String(binanceTradeResponse.data.t),
+            price: Number(binanceTradeResponse.data.p),
+            amount: Number(binanceTradeResponse.data.q),
+            side: binanceTradeResponse.data.m ? 'sell' : 'buy',
+            timestamp: new Date(binanceTradeResponse.data.T),
+            localTimestamp: localTimestamp
+        };
+        yield trade;
+    }
+}
+exports.BinanceEuropeanOptionsTradesMapperV2 = BinanceEuropeanOptionsTradesMapperV2;
 class BinanceEuropeanOptionsBookChangeMapper {
     canHandle(message) {
         if (message.stream === undefined) {
@@ -71,6 +103,78 @@ class BinanceEuropeanOptionsBookChangeMapper {
     }
 }
 exports.BinanceEuropeanOptionsBookChangeMapper = BinanceEuropeanOptionsBookChangeMapper;
+class BinanceEuropeanOptionsBookChangeMapperV2 {
+    canHandle(message) {
+        if (message.stream === undefined) {
+            return false;
+        }
+        return message.stream.includes('@depth20');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.lowerCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'depth20',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const bookChange = {
+            type: 'book_change',
+            symbol: message.data.s,
+            exchange: 'binance-european-options',
+            isSnapshot: true,
+            bids: message.data.b.map(this.mapBookLevel),
+            asks: message.data.a.map(this.mapBookLevel),
+            timestamp: new Date(message.data.T),
+            localTimestamp
+        };
+        yield bookChange;
+    }
+    mapBookLevel(level) {
+        const price = Number(level[0]);
+        const amount = Number(level[1]);
+        return { price, amount };
+    }
+}
+exports.BinanceEuropeanOptionsBookChangeMapperV2 = BinanceEuropeanOptionsBookChangeMapperV2;
+class BinanceEuropeanOptionsBookTickerMapper {
+    canHandle(message) {
+        if (message.stream === undefined) {
+            return false;
+        }
+        return message.stream.endsWith('@bookTicker');
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.lowerCaseSymbols)(symbols);
+        return [
+            {
+                channel: 'bookTicker',
+                symbols
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const bestBidPrice = Number(message.data.b);
+        const bestBidAmount = Number(message.data.B);
+        const bestAskPrice = Number(message.data.a);
+        const bestAskAmount = Number(message.data.A);
+        const bookTicker = {
+            type: 'book_ticker',
+            symbol: message.data.s,
+            exchange: 'binance-european-options',
+            bidPrice: bestBidPrice > 0 ? bestBidPrice : undefined,
+            bidAmount: bestBidAmount > 0 ? bestBidAmount : undefined,
+            askPrice: bestAskPrice > 0 ? bestAskPrice : undefined,
+            askAmount: bestAskAmount > 0 ? bestAskAmount : undefined,
+            timestamp: new Date(message.data.T),
+            localTimestamp
+        };
+        yield bookTicker;
+    }
+}
+exports.BinanceEuropeanOptionsBookTickerMapper = BinanceEuropeanOptionsBookTickerMapper;
 class BinanceEuropeanOptionSummaryMapper {
     _indexPrices = new Map();
     _openInterests = new Map();
@@ -187,4 +291,130 @@ class BinanceEuropeanOptionSummaryMapper {
     }
 }
 exports.BinanceEuropeanOptionSummaryMapper = BinanceEuropeanOptionSummaryMapper;
+class BinanceEuropeanOptionSummaryMapperV2 {
+    _lastPrices = new Map();
+    _openInterests = new Map();
+    canHandle(message) {
+        if (message.stream === undefined) {
+            return false;
+        }
+        return (message.stream.endsWith('@optionMarkPrice') ||
+            message.stream.endsWith('@optionTicker') ||
+            message.stream.includes('@optionOpenInterest'));
+    }
+    getFilters(symbols) {
+        symbols = (0, handy_1.lowerCaseSymbols)(symbols);
+        const underlyings = symbols !== undefined
+            ? symbols.map((s) => {
+                const symbolParts = s.split('-');
+                return `${symbolParts[0]}usdt`;
+            })
+            : undefined;
+        return [
+            {
+                channel: 'optionMarkPrice',
+                symbols: underlyings
+            },
+            {
+                channel: 'optionTicker',
+                symbols
+            },
+            {
+                channel: 'optionOpenInterest',
+                symbols: underlyings
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        // Handle optionTicker messages to track last prices
+        if (message.stream.endsWith('@optionTicker')) {
+            const tickerData = message.data;
+            const lastPrice = Number(tickerData.c);
+            if (lastPrice > 0) {
+                this._lastPrices.set(tickerData.s, lastPrice);
+            }
+            return;
+        }
+        // Handle optionOpenInterest messages to track open interest
+        if (message.stream.includes('@optionOpenInterest')) {
+            const openInterestArray = message.data;
+            for (let oi of openInterestArray) {
+                const openInterest = Number(oi.o);
+                if (openInterest >= 0) {
+                    this._openInterests.set(oi.s, openInterest);
+                }
+            }
+            return;
+        }
+        // optionMarkPrice contains all data needed: greeks, IV, best bid/ask, mark price, and index price
+        const markPriceArray = message.data;
+        for (let markData of markPriceArray) {
+            const [base, expiryPart, strikePrice, optionType] = markData.s.split('-');
+            const expirationDate = new Date(`20${expiryPart.slice(0, 2)}-${expiryPart.slice(2, 4)}-${expiryPart.slice(4, 6)}Z`);
+            expirationDate.setUTCHours(8);
+            const isPut = optionType === 'P';
+            const underlyingIndex = `${base}USDT`;
+            let bestBidPrice = (0, handy_1.asNumberIfValid)(markData.bo);
+            if (bestBidPrice === 0) {
+                bestBidPrice = undefined;
+            }
+            let bestBidAmount = (0, handy_1.asNumberIfValid)(markData.bq);
+            if (bestBidAmount === 0) {
+                bestBidAmount = undefined;
+            }
+            let bestAskPrice = (0, handy_1.asNumberIfValid)(markData.ao);
+            if (bestAskPrice === 0) {
+                bestAskPrice = undefined;
+            }
+            let bestAskAmount = (0, handy_1.asNumberIfValid)(markData.aq);
+            if (bestAskAmount === 0) {
+                bestAskAmount = undefined;
+            }
+            let bestBidIV = bestBidPrice !== undefined ? (0, handy_1.asNumberIfValid)(markData.b) : undefined;
+            if (bestBidIV === -1) {
+                bestBidIV = undefined;
+            }
+            let bestAskIV = bestAskPrice !== undefined ? (0, handy_1.asNumberIfValid)(markData.a) : undefined;
+            if (bestAskIV === -1) {
+                bestAskIV = undefined;
+            }
+            const markPrice = (0, handy_1.asNumberIfValid)(markData.mp);
+            const markIV = (0, handy_1.asNumberIfValid)(markData.vo);
+            const delta = (0, handy_1.asNumberIfValid)(markData.d);
+            const gamma = (0, handy_1.asNumberIfValid)(markData.g);
+            const vega = (0, handy_1.asNumberIfValid)(markData.v);
+            const theta = (0, handy_1.asNumberIfValid)(markData.t);
+            const underlyingPrice = (0, handy_1.asNumberIfValid)(markData.i); // Index price is included in mark price data
+            const optionSummary = {
+                type: 'option_summary',
+                symbol: markData.s,
+                exchange: 'binance-european-options',
+                optionType: isPut ? 'put' : 'call',
+                strikePrice: Number(strikePrice),
+                expirationDate,
+                bestBidPrice,
+                bestBidAmount,
+                bestBidIV,
+                bestAskPrice,
+                bestAskAmount,
+                bestAskIV,
+                lastPrice: this._lastPrices.get(markData.s),
+                openInterest: this._openInterests.get(markData.s),
+                markPrice,
+                markIV,
+                delta,
+                gamma,
+                vega,
+                theta,
+                rho: undefined,
+                underlyingPrice,
+                underlyingIndex,
+                timestamp: new Date(markData.E),
+                localTimestamp: localTimestamp
+            };
+            yield optionSummary;
+        }
+    }
+}
+exports.BinanceEuropeanOptionSummaryMapperV2 = BinanceEuropeanOptionSummaryMapperV2;
 //# sourceMappingURL=binanceeuropeanoptions.js.map

package/dist/mappers/binanceeuropeanoptions.js.map

@@ -1 +1 @@
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package/dist/mappers/cryptocom.d.ts

@@ -176,7 +176,9 @@ type CryptoComTickerMessage = {
             {
                 i: 'GODS_USDT';
                 b: 0.4262;
+                bs?: 0.1;
                 k: 0.4272;
+                ks?: 0.2;
                 a: 0.4272;
                 t: 1659311999946;
                 v: 100623.01;
@@ -204,7 +206,9 @@ type CryptoComDerivativesTickerMessage = {
                 a: '31611.0';
                 c: '0.0320';
                 b: '31613.0';
+                bs?: '0.1000';
                 k: '31613.5';
+                ks?: '0.2000';
                 i: 'BTCUSD-PERP';
                 v: '13206.4884';
                 vv: '433945264.39';
@@ -213,6 +217,59 @@ type CryptoComDerivativesTickerMessage = {
             }
         ];
     };
+} | {
+    id: 2;
+    method: 'subscribe';
+    code: 0;
+    result: {
+        instrument_name: 'ESUSD-PERP';
+        subscription: 'ticker.ESUSD-PERP';
+        channel: 'ticker';
+        data: [
+            {
+                h: '0.09625';
+                l: '0.09230';
+                a: '0.09481';
+                c: '-0.0038';
+                b: '0.09451';
+                bs: '1';
+                k: '0.09452';
+                ks: '8461';
+                i: 'ESUSD-PERP';
+                v: '115';
+                vv: '10.84';
+                oi: '78522';
+                t: 1765238404604;
+            }
+        ];
+    };
+} | {
+    id: -1;
+    code: 0;
+    method: 'subscribe';
+    result: {
+        channel: 'ticker';
+        instrument_name: 'MATIC_USD';
+        subscription: 'ticker.MATIC_USD';
+        id: 1;
+        data: [
+            {
+                h: '1.24383';
+                l: '1.18086';
+                a: '1.19604';
+                c: '-0.0315';
+                b: '1.19591';
+                bs: '0.1';
+                k: '1.19643';
+                ks: '0.7';
+                i: 'MATIC_USD';
+                v: '854908.9';
+                vv: '1043976.96';
+                oi: '0';
+                t: 1677628802241;
+            }
+        ];
+    };
 };
 type CryptoComIndexMessage = {
     id: -1;

package/dist/mappers/cryptocom.d.ts.map

@@ -1 +1 @@
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