tardis-dev 14.2.0 → 14.2.1

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

@@ -1 +1 @@
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package/dist/mappers/index.js

@@ -20,7 +20,6 @@ const ascendex_1 = require("./ascendex");
 const binance_1 = require("./binance");
 const binancedex_1 = require("./binancedex");
 const binanceeuropeanoptions_1 = require("./binanceeuropeanoptions");
-const binanceoptions_1 = require("./binanceoptions");
 const bitfinex_1 = require("./bitfinex");
 const bitflyer_1 = require("./bitflyer");
 const bitget_1 = require("./bitget");
@@ -165,7 +164,6 @@ const tradesMappers = {
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesTradesMapper('gate-io-futures'),
     poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2TradesMapper() : new poloniex_1.PoloniexTradesMapper(),
     coinflex: () => coinflex_1.coinflexTradesMapper,
-    'binance-options': () => new binanceoptions_1.BinanceOptionsTradesMapper(),
     upbit: () => new upbit_1.UpbitTradesMapper(),
     ascendex: () => new ascendex_1.AscendexTradesMapper(),
     dydx: () => new dydx_1.DydxTradesMapper(),
@@ -175,7 +173,6 @@ const tradesMappers = {
     mango: () => new serum_1.SerumTradesMapper('mango'),
     'bybit-spot': (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5TradesMapper('bybit-spot') : new bybitspot_1.BybitSpotTradesMapper('bybit-spot'),
     'crypto-com': () => new cryptocom_1.CryptoComTradesMapper('crypto-com'),
-    'crypto-com-derivatives': () => new cryptocom_1.CryptoComTradesMapper('crypto-com-derivatives'),
     kucoin: () => new kucoin_1.KucoinTradesMapper('kucoin'),
     'kucoin-futures': () => new kucoinfutures_1.KucoinFuturesTradesMapper(),
     bitnomial: () => bitnomial_1.bitnomialTradesMapper,
@@ -245,7 +242,6 @@ const bookChangeMappers = {
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookChangeMapper('gate-io-futures'),
     poloniex: (localTimestamp) => shouldUsePoloniexV2Mappers(localTimestamp) ? new poloniex_1.PoloniexV2BookChangeMapper() : new poloniex_1.PoloniexBookChangeMapper(),
     coinflex: () => coinflex_1.coinflexBookChangeMapper,
-    'binance-options': () => new binanceoptions_1.BinanceOptionsBookChangeMapper(),
     upbit: () => new upbit_1.UpbitBookChangeMapper(),
     ascendex: () => new ascendex_1.AscendexBookChangeMapper(),
     dydx: () => new dydx_1.DydxBookChangeMapper(),
@@ -254,7 +250,6 @@ const bookChangeMappers = {
     'star-atlas': () => new serum_1.SerumBookChangeMapper('star-atlas'),
     mango: () => new serum_1.SerumBookChangeMapper('mango'),
     'crypto-com': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com'),
-    'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookChangeMapper('crypto-com-derivatives'),
     kucoin: (localTimestamp) => new kucoin_1.KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
     'kucoin-futures': (localTimestamp) => new kucoinfutures_1.KucoinFuturesBookChangeMapper(isRealTime(localTimestamp) === false),
     bitnomial: () => new bitnomial_1.BitnomialBookChangMapper(),
@@ -293,7 +288,6 @@ const derivativeTickersMappers = {
     ascendex: () => new ascendex_1.AscendexDerivativeTickerMapper(),
     dydx: () => new dydx_1.DydxDerivativeTickerMapper(),
     'dydx-v4': () => new dydxv4_1.DydxV4DerivativeTickerMapper(),
-    'crypto-com-derivatives': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
     'crypto-com': () => new cryptocom_1.CryptoComDerivativeTickerMapper('crypto-com'),
     'woo-x': () => new woox_1.WooxDerivativeTickerMapper(),
     'kucoin-futures': () => new kucoinfutures_1.KucoinFuturesDerivativeTickerMapper(),
@@ -304,7 +298,6 @@ const derivativeTickersMappers = {
 const optionsSummaryMappers = {
     deribit: () => new deribit_1.DeribitOptionSummaryMapper(),
     'okex-options': (localTimestamp) => shouldUseOkexV5Mappers(localTimestamp) ? new okex_1.OkexV5OptionSummaryMapper() : new okex_1.OkexOptionSummaryMapper(),
-    'binance-options': () => new binanceoptions_1.BinanceOptionSummaryMapper(),
     'huobi-dm-options': () => new huobi_1.HuobiOptionsSummaryMapper(),
     'bybit-options': () => new bybit_1.BybitV5OptionSummaryMapper(),
     'binance-european-options': (localTimestamp) => shouldUseBinanceEuropeanOptionsV2Mappers(localTimestamp)
@@ -373,7 +366,6 @@ const bookTickersMappers = {
     'gate-io-futures': () => new gateiofutures_1.GateIOFuturesBookTickerMapper('gate-io-futures'),
     'bybit-spot': (localTimestamp) => shouldUseBybitV5Mappers(localTimestamp) ? new bybit_1.BybitV5BookTickerMapper('bybit-spot') : new bybitspot_1.BybitSpotBookTickerMapper('bybit-spot'),
     'crypto-com': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com'),
-    'crypto-com-derivatives': () => new cryptocom_1.CryptoComBookTickerMapper('crypto-com-derivatives'),
     kucoin: () => new kucoin_1.KucoinBookTickerMapper('kucoin'),
     'woo-x': () => new woox_1.WooxBookTickerMapper(),
     delta: () => new delta_1.DeltaBookTickerMapper(),

package/dist/mappers/index.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/binance.d.ts

@@ -11,10 +11,23 @@ declare abstract class BinanceRealTimeFeedBase extends MultiConnectionRealTimeFe
     protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<BinanceSingleConnectionRealTimeFeed | BinanceFuturesOpenInterestClient, void, unknown>;
 }
 declare class BinanceFuturesOpenInterestClient extends PoolingClientBase {
+    private readonly _exchange;
     private readonly _httpURL;
     private readonly _instruments;
-    constructor(exchange: string, _httpURL: string, _instruments: string[]);
+    private readonly _minPollingIntervalMS;
+    private readonly _minAvailableWeightBuffer;
+    private readonly _maxPollingIntervalMS;
+    private _currentPollingIntervalMS;
+    private _requestWeightLimit;
+    private _usedWeight;
+    constructor(_exchange: string, _httpURL: string, _instruments: string[], onError?: (error: Error) => void);
+    protected getPoolingDelayMS(): number;
     protected poolDataToStream(outputStream: Writable): Promise<void>;
+    private _waitForAvailableWeight;
+    private _initializeRateLimitInfo;
+    private _getBatchSize;
+    private _notifyError;
+    private _updateUsedWeight;
 }
 declare class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     protected wssURL: string;

package/dist/realtimefeeds/binance.d.ts.map

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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;AAmErG,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;IAS5D,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,YAAY;IAV/B,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAQ;IAC9C,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAAQ;IAClD,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAQ;IAC9C,OAAO,CAAC,yBAAyB,CAAQ;IACzC,OAAO,CAAC,mBAAmB,CAAQ;IACnC,OAAO,CAAC,WAAW,CAAI;gBAGJ,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,YAAY,EAAE,MAAM,EAAE,EACvC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAoBlC,SAAS,CAAC,iBAAiB;cAIX,gBAAgB,CAAC,YAAY,EAAE,QAAQ;YAuEzC,uBAAuB;YAyBvB,wBAAwB;IAYtC,OAAO,CAAC,aAAa;IAMrB,OAAO,CAAC,YAAY;IAUpB,OAAO,CAAC,iBAAiB;CAU1B;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;CA0F9F;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyD;IACzE,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"}

package/dist/realtimefeeds/binance.js

@@ -11,6 +11,47 @@ const binanceHttpOptions = {
         maxRetryAfter: 120 * 1000
     }
 };
+const DEFAULT_OPEN_INTEREST_MIN_AVAILABLE_WEIGHT_BUFFER = 100;
+const DEFAULT_OPEN_INTEREST_POLLING_INTERVAL_MS = 5 * 1000;
+const OPEN_INTEREST_BATCH_SIZE = 10;
+const OPEN_INTEREST_REQUEST_WEIGHT = 1;
+const OPEN_INTEREST_POLLING_RECOVERY_MS = 1000;
+const OPEN_INTEREST_MAX_POLLING_INTERVAL_MS = 60 * 1000;
+function parseBinanceWeightHeader(headerValue) {
+    if (headerValue === undefined) {
+        return undefined;
+    }
+    const header = Array.isArray(headerValue) ? headerValue[0] : headerValue;
+    const parsed = Number.parseInt(header, 10);
+    return Number.isFinite(parsed) ? parsed : undefined;
+}
+function getExchangeScopedNumberEnv(exchange, suffix, fallback) {
+    const envName = `${exchange.toUpperCase().replace(/-/g, '_')}_${suffix}`;
+    const rawValue = process.env[envName];
+    if (rawValue === undefined) {
+        return fallback;
+    }
+    const parsed = Number.parseInt(rawValue, 10);
+    return Number.isFinite(parsed) ? parsed : fallback;
+}
+function getBinanceRequestWeightLimit(exchange, exchangeInfo) {
+    const configuredLimit = getExchangeScopedNumberEnv(exchange, 'REQUEST_WEIGHT_LIMIT', 0);
+    if (configuredLimit > 0) {
+        return configuredLimit;
+    }
+    const requestWeightLimit = exchangeInfo.rateLimits.find((d) => d.rateLimitType === 'REQUEST_WEIGHT')?.limit;
+    if (!requestWeightLimit) {
+        throw new Error('Failed to determine Binance REQUEST_WEIGHT limit');
+    }
+    return requestWeightLimit;
+}
+function getBinanceAvailableWeight(weightLimit, usedWeight, buffer) {
+    return weightLimit > 0 ? weightLimit - usedWeight - buffer : Infinity;
+}
+function getDelayToNextMinuteMS() {
+    const now = new Date();
+    return Math.max((61 - now.getUTCSeconds()) * 1000 - now.getUTCMilliseconds(), 1);
+}
 class BinanceRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
     *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
         const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades');
@@ -20,36 +61,122 @@ class BinanceRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeed
         const openInterestFilters = filters.filter((f) => f.channel === 'openInterest');
         if (openInterestFilters.length > 0) {
             const instruments = openInterestFilters.flatMap((s) => s.symbols);
-            yield new BinanceFuturesOpenInterestClient(exchange, this.httpURL, instruments);
+            yield new BinanceFuturesOpenInterestClient(exchange, this.httpURL, instruments, onError);
         }
     }
 }
 class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase {
+    _exchange;
     _httpURL;
     _instruments;
-    constructor(exchange, _httpURL, _instruments) {
-        super(exchange, 3);
+    _minPollingIntervalMS;
+    _minAvailableWeightBuffer;
+    _maxPollingIntervalMS;
+    _currentPollingIntervalMS;
+    _requestWeightLimit;
+    _usedWeight = 0;
+    constructor(_exchange, _httpURL, _instruments, onError) {
+        const minPollingIntervalMS = Math.max(getExchangeScopedNumberEnv(_exchange, 'OPEN_INTEREST_POLLING_INTERVAL_MS', DEFAULT_OPEN_INTEREST_POLLING_INTERVAL_MS), 1000);
+        super(_exchange, minPollingIntervalMS / 1000, onError);
+        this._exchange = _exchange;
         this._httpURL = _httpURL;
         this._instruments = _instruments;
+        this._minPollingIntervalMS = minPollingIntervalMS;
+        this._maxPollingIntervalMS = Math.max(this._minPollingIntervalMS, OPEN_INTEREST_MAX_POLLING_INTERVAL_MS);
+        this._currentPollingIntervalMS = minPollingIntervalMS;
+        this._requestWeightLimit = getExchangeScopedNumberEnv(_exchange, 'REQUEST_WEIGHT_LIMIT', 0);
+        this._minAvailableWeightBuffer = getExchangeScopedNumberEnv(_exchange, 'MIN_AVAILABLE_WEIGHT_BUFFER', DEFAULT_OPEN_INTEREST_MIN_AVAILABLE_WEIGHT_BUFFER);
+    }
+    getPoolingDelayMS() {
+        return this._currentPollingIntervalMS;
     }
     async poolDataToStream(outputStream) {
-        for (const instruments of (0, handy_1.batch)(this._instruments, 10)) {
-            await Promise.allSettled(instruments.map(async (instrument) => {
-                if (outputStream.destroyed) {
-                    return;
-                }
-                const openInterestResponse = (await handy_1.httpClient
-                    .get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions)
-                    .json());
-                const openInterestMessage = {
-                    stream: `${instrument.toLocaleLowerCase()}@openInterest`,
-                    generated: true,
-                    data: openInterestResponse
+        let waitedForRateLimit = false;
+        if (!this._requestWeightLimit) {
+            await this._initializeRateLimitInfo();
+        }
+        for (let index = 0; index < this._instruments.length;) {
+            if (outputStream.destroyed) {
+                return;
+            }
+            waitedForRateLimit = (await this._waitForAvailableWeight()) || waitedForRateLimit;
+            const batchSize = this._getBatchSize();
+            if (batchSize <= 0) {
+                break;
+            }
+            const instrumentsBatch = this._instruments.slice(index, index + batchSize);
+            index += instrumentsBatch.length;
+            const results = await Promise.allSettled(instrumentsBatch.map(async (instrument) => {
+                const openInterestResponse = await handy_1.httpClient.get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions);
+                return {
+                    instrument,
+                    usedWeight: parseBinanceWeightHeader(openInterestResponse.headers['x-mbx-used-weight-1m']),
+                    data: JSON.parse(openInterestResponse.body)
                 };
+            }));
+            let maxUsedWeight;
+            let fulfilledCount = 0;
+            for (const result of results) {
+                if (result.status === 'rejected') {
+                    this._notifyError(result.reason);
+                    continue;
+                }
+                fulfilledCount++;
+                maxUsedWeight = Math.max(maxUsedWeight ?? 0, result.value.usedWeight ?? 0);
                 if (outputStream.writable) {
-                    outputStream.write(openInterestMessage);
+                    outputStream.write({
+                        stream: `${result.value.instrument.toLowerCase()}@openInterest`,
+                        generated: true,
+                        data: result.value.data
+                    });
                 }
-            }));
+            }
+            this._updateUsedWeight(maxUsedWeight || undefined, fulfilledCount * OPEN_INTEREST_REQUEST_WEIGHT);
+        }
+        if (waitedForRateLimit) {
+            this._currentPollingIntervalMS = Math.min(this._currentPollingIntervalMS + this._minPollingIntervalMS, this._maxPollingIntervalMS);
+        }
+        else {
+            this._currentPollingIntervalMS = Math.max(this._minPollingIntervalMS, this._currentPollingIntervalMS - OPEN_INTEREST_POLLING_RECOVERY_MS);
+        }
+    }
+    async _waitForAvailableWeight() {
+        const available = getBinanceAvailableWeight(this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer);
+        if (available >= OPEN_INTEREST_REQUEST_WEIGHT) {
+            return false;
+        }
+        const delayMS = getDelayToNextMinuteMS();
+        this.debug('open interest reached rate limit (limit: %s, used: %s, minimum available buffer: %s), waiting %s ms', this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer, delayMS);
+        await (0, handy_1.wait)(delayMS);
+        // Binance request weight is tracked in a rolling 1-minute window. After waiting for the next minute
+        // we can resume and let the next REST response header refresh the exact current usage.
+        this._usedWeight = 0;
+        return true;
+    }
+    async _initializeRateLimitInfo() {
+        const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
+        const exchangeInfo = JSON.parse(exchangeInfoResponse.body);
+        this._requestWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo);
+        this._updateUsedWeight(parseBinanceWeightHeader(exchangeInfoResponse.headers['x-mbx-used-weight-1m']), OPEN_INTEREST_REQUEST_WEIGHT);
+    }
+    _getBatchSize() {
+        const available = getBinanceAvailableWeight(this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer);
+        return Math.min(OPEN_INTEREST_BATCH_SIZE, Math.max(0, Math.floor(available)));
+    }
+    _notifyError(error) {
+        const normalizedError = error instanceof Error ? error : new Error(String(error));
+        this.debug('open interest request error %o', normalizedError);
+        if (this.onError !== undefined) {
+            this.onError(normalizedError);
+        }
+    }
+    _updateUsedWeight(usedWeight, fallbackIncrement = OPEN_INTEREST_REQUEST_WEIGHT) {
+        if (usedWeight !== undefined) {
+            this._usedWeight = usedWeight;
+            return;
+        }
+        if (this._requestWeightLimit > 0 && fallbackIncrement > 0) {
+            this._usedWeight += fallbackIncrement;
         }
     }
 }
@@ -100,17 +227,10 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
         if (!depthSnapshotFilter) {
             return;
         }
-        let currentWeightLimit = 0;
         const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
         const exchangeInfo = JSON.parse(exchangeInfoResponse.body);
-        const REQUEST_WEIGHT_LIMIT_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_REQUEST_WEIGHT_LIMIT`;
         const DELAY_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_SNAPSHOTS_DELAY_MS`;
-        if (process.env[REQUEST_WEIGHT_LIMIT_ENV] !== undefined) {
-            currentWeightLimit = Number.parseInt(process.env[REQUEST_WEIGHT_LIMIT_ENV]);
-        }
-        if (!currentWeightLimit) {
-            currentWeightLimit = exchangeInfo.rateLimits.find((d) => d.rateLimitType === 'REQUEST_WEIGHT').limit;
-        }
+        const currentWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo);
         let usedWeight = Number.parseInt(exchangeInfoResponse.headers['x-mbx-used-weight-1m']);
         this.debug('current x-mbx-used-weight-1m limit: %s, already used weight: %s', currentWeightLimit, usedWeight);
         let concurrencyLimit = 4;
@@ -119,11 +239,7 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
             concurrencyLimit = Number.parseInt(process.env[CONCURRENCY_LIMIT_WEIGHT_ENV]);
         }
         this.debug('current snapshots requests concurrency limit: %s', concurrencyLimit);
-        let minWeightBuffer = 2 * concurrencyLimit * this._depthRequestRequestWeight;
-        const MIN_WEIGHT_BUFFER_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_MIN_AVAILABLE_WEIGHT_BUFFER`;
-        if (process.env[MIN_WEIGHT_BUFFER_ENV] !== undefined) {
-            minWeightBuffer = Number.parseInt(process.env[MIN_WEIGHT_BUFFER_ENV]);
-        }
+        const minWeightBuffer = getExchangeScopedNumberEnv(this._exchange, 'MIN_AVAILABLE_WEIGHT_BUFFER', 2 * concurrencyLimit * this._depthRequestRequestWeight);
         for (const symbolsBatch of (0, handy_1.batch)(depthSnapshotFilter.symbols, concurrencyLimit)) {
             if (shouldCancel()) {
                 return;
@@ -133,11 +249,11 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
                 if (shouldCancel()) {
                     return 0;
                 }
-                const isOverRateLimit = currentWeightLimit - usedWeight < minWeightBuffer;
+                const isOverRateLimit = getBinanceAvailableWeight(currentWeightLimit, usedWeight, minWeightBuffer) < 0;
                 if (isOverRateLimit) {
-                    const secondsToWait = 61 - new Date().getUTCSeconds();
-                    this.debug('reached rate limit (x-mbx-used-weight-1m limit: %s, used weight: %s, minimum available weight buffer: %s), waiting: %s seconds', currentWeightLimit, usedWeight, minWeightBuffer, secondsToWait);
-                    await (0, handy_1.wait)(secondsToWait * 1000);
+                    const delayMS = getDelayToNextMinuteMS();
+                    this.debug('reached rate limit (x-mbx-used-weight-1m limit: %s, used weight: %s, minimum available weight buffer: %s), waiting: %s seconds', currentWeightLimit, usedWeight, minWeightBuffer, Math.ceil(delayMS / 1000));
+                    await (0, handy_1.wait)(delayMS);
                 }
                 const depthSnapshotResponse = await handy_1.httpClient.get(`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`, binanceHttpOptions);
                 const snapshot = {

package/dist/realtimefeeds/binance.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AA2B7C,cAAc,gBAAgB,CAAA;AAkE9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,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,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AA6B3C,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAA;AA0B7C,cAAc,gBAAgB,CAAA;AAgE9B,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,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,iDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}

package/dist/realtimefeeds/index.js

@@ -39,7 +39,6 @@ const gateio_1 = require("./gateio");
 const gateiofutures_1 = require("./gateiofutures");
 const poloniex_1 = require("./poloniex");
 const coinflex_1 = require("./coinflex");
-const binanceoptions_1 = require("./binanceoptions");
 const upbit_1 = require("./upbit");
 const ascendex_1 = require("./ascendex");
 const dydx_1 = require("./dydx");
@@ -95,7 +94,6 @@ const realTimeFeedsMap = {
     'gate-io-futures': gateiofutures_1.GateIOFuturesRealTimeFeed,
     poloniex: poloniex_1.PoloniexRealTimeFeed,
     coinflex: coinflex_1.CoinflexRealTimeFeed,
-    'binance-options': binanceoptions_1.BinanceOptionsRealTimeFeed,
     upbit: upbit_1.UpbitRealTimeFeed,
     ascendex: ascendex_1.AscendexRealTimeFeed,
     dydx: dydx_1.DydxRealTimeFeed,
@@ -106,7 +104,6 @@ const realTimeFeedsMap = {
     'bybit-spot': bybit_1.BybitSpotRealTimeDataFeed,
     'bybit-options': bybit_1.BybitOptionsRealTimeDataFeed,
     'crypto-com': cryptocom_1.CryptoComRealTimeFeed,
-    'crypto-com-derivatives': cryptocom_1.CryptoComRealTimeFeed,
     kucoin: kucoin_1.KucoinRealTimeFeed,
     bitnomial: bitnomial_1.BitnomialRealTimeFeed,
     'woo-x': woox_1.WooxRealTimeFeed,

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
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package/dist/realtimefeeds/realtimefeed.d.ts

@@ -56,6 +56,7 @@ export declare abstract class PoolingClientBase implements RealTimeFeedIterable
     constructor(exchange: string, _poolingIntervalSeconds: number, onError?: ((error: Error) => void) | undefined);
     [Symbol.asyncIterator](): AsyncGenerator<any, void, unknown>;
     protected abstract poolDataToStream(outputStream: Writable): Promise<void>;
+    protected getPoolingDelayMS(): number;
     private _startPooling;
     private _stream;
 }

package/dist/realtimefeeds/realtimefeed.d.ts.map

@@ -1 +1 @@
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+{"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;IAiBlE,SAAS,CAAC,QAAQ,CAAC,SAAS,EAAE,MAAM;IAEpC,OAAO,CAAC,QAAQ,CAAC,kBAAkB;IACnC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC;IAnB5B,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,CAAK;IAC1B,OAAO,CAAC,gBAAgB,CAA6C;IACrE,SAAS,CAAC,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,SAAS,CAAY;gBAG1C,SAAS,EAAE,MAAM,EACpC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,kBAAkB,EAAE,MAAM,GAAG,SAAS,EACtC,QAAQ,CAAC,GAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,aAAA;cAoBpC,eAAe;YAOhB,OAAO;IA0ItB,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,GAAE,CAAC,KAAK,EAAE,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,GAAE,CAAC,KAAK,EAAE,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,GAAE,CAAC,KAAK,EAAE,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;IAE1E,SAAS,CAAC,iBAAiB;YAIb,aAAa;YAyBZ,OAAO;CAsBvB"}

package/dist/realtimefeeds/realtimefeed.js

@@ -294,20 +294,26 @@ class PoolingClientBase {
     [Symbol.asyncIterator]() {
         return this._stream();
     }
+    getPoolingDelayMS() {
+        return this._poolingIntervalSeconds * handy_1.ONE_SEC_IN_MS;
+    }
     async _startPooling(outputStream) {
-        const timeoutInterval = this._poolingIntervalSeconds * handy_1.ONE_SEC_IN_MS;
         const pool = async () => {
             try {
                 await this.poolDataToStream(outputStream);
             }
             catch (e) {
-                this.debug('pooling error %o', e);
+                const error = e instanceof Error ? e : new Error(String(e));
+                this.debug('pooling error %o', error);
+                if (this.onError !== undefined) {
+                    this.onError(error);
+                }
             }
         };
         const poolAndSchedule = () => {
             pool().then(() => {
                 if (!outputStream.destroyed) {
-                    this._tid = setTimeout(poolAndSchedule, timeoutInterval);
+                    this._tid = setTimeout(poolAndSchedule, this.getPoolingDelayMS());
                 }
             });
         };