tardis-dev 14.2.0 → 14.2.2
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/binarysplit.d.ts.map +1 -1
- package/dist/binarysplit.js +19 -16
- package/dist/binarysplit.js.map +1 -1
- package/dist/consts.d.ts +10 -12
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +30 -16
- package/dist/consts.js.map +1 -1
- package/dist/exchangedetails.d.ts +56 -16
- package/dist/exchangedetails.d.ts.map +1 -1
- package/dist/instrumentinfo.d.ts +29 -1
- package/dist/instrumentinfo.d.ts.map +1 -1
- package/dist/mappers/bybit.d.ts +2 -2
- package/dist/mappers/bybitspot.d.ts +1 -1
- package/dist/mappers/cryptocom.d.ts +5 -5
- package/dist/mappers/cryptocom.d.ts.map +1 -1
- package/dist/mappers/huobi.d.ts +3 -3
- package/dist/mappers/index.d.ts +0 -8
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +0 -8
- package/dist/mappers/index.js.map +1 -1
- package/dist/realtimefeeds/binance.d.ts +14 -1
- package/dist/realtimefeeds/binance.d.ts.map +1 -1
- package/dist/realtimefeeds/binance.js +150 -34
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +0 -3
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +1 -0
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +9 -3
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/package.json +3 -3
- package/src/binarysplit.ts +25 -16
- package/src/consts.ts +30 -18
- package/src/exchangedetails.ts +70 -14
- package/src/instrumentinfo.ts +29 -1
- package/src/mappers/cryptocom.ts +4 -4
- package/src/mappers/index.ts +0 -8
- package/src/realtimefeeds/binance.ts +226 -43
- package/src/realtimefeeds/index.ts +0 -3
- package/src/realtimefeeds/realtimefeed.ts +12 -4
- package/dist/mappers/binanceoptions.d.ts +0 -92
- package/dist/mappers/binanceoptions.d.ts.map +0 -1
- package/dist/mappers/binanceoptions.js +0 -177
- package/dist/mappers/binanceoptions.js.map +0 -1
- package/dist/realtimefeeds/binanceoptions.d.ts +0 -9
- package/dist/realtimefeeds/binanceoptions.d.ts.map +0 -1
- package/dist/realtimefeeds/binanceoptions.js +0 -34
- package/dist/realtimefeeds/binanceoptions.js.map +0 -1
- package/src/mappers/binanceoptions.ts +0 -265
- package/src/realtimefeeds/binanceoptions.ts +0 -37
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@@ -1 +1 @@
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-
{"version":3,"file":"binarysplit.d.ts","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAA;
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{"version":3,"file":"binarysplit.d.ts","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,iBAAiB,EAAE,MAAM,QAAQ,CAAA;AAGrD,qBAAa,iBAAkB,SAAQ,SAAS;IAC9C,OAAO,CAAC,QAAQ,CAAC,cAAc,CAAQ;IACvC,OAAO,CAAC,SAAS,CAAC,CAAQ;;IAW1B,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,CAAC,EAAE,MAAM,EAAE,QAAQ,EAAE,iBAAiB;CAkCjE"}
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package/dist/binarysplit.js
CHANGED
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@@ -2,7 +2,7 @@
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.BinarySplitStream = void 0;
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const stream_1 = require("stream");
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//
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// Inspired by https://github.com/maxogden/binary-split/blob/master/index.js
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class BinarySplitStream extends stream_1.Transform {
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_NEW_LINE_BYTE;
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_buffered;
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@@ -14,27 +14,30 @@ class BinarySplitStream extends stream_1.Transform {
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this._buffered = undefined;
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}
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_transform(chunk, _, callback) {
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let
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let chunkStart = 0;
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if (this._buffered !== undefined) {
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const firstNewLineIndex = chunk.indexOf(this._NEW_LINE_BYTE);
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if (firstNewLineIndex === -1) {
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this._buffered = Buffer.concat([this._buffered, chunk]);
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callback();
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return;
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}
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this.push(Buffer.concat([this._buffered, chunk.subarray(0, firstNewLineIndex)]));
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this._buffered = undefined;
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chunkStart = firstNewLineIndex + 1;
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}
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let offset = chunkStart;
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let lineStart = chunkStart;
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while (true) {
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if (newLineIndex
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this.push(bufferToSplit.slice(lastMatch, newLineIndex));
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offset = newLineIndex + 1;
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lastMatch = offset;
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}
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else {
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this._buffered = bufferToSplit.slice(lastMatch);
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const newLineIndex = chunk.indexOf(this._NEW_LINE_BYTE, offset);
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if (newLineIndex === -1) {
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break;
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}
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this.push(chunk.subarray(lineStart, newLineIndex));
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offset = newLineIndex + 1;
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lineStart = offset;
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}
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this._buffered = lineStart < chunk.length ? chunk.subarray(lineStart) : undefined;
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callback();
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}
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}
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package/dist/binarysplit.js.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"binarysplit.js","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":";;;AAAA,mCAAqD;
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{"version":3,"file":"binarysplit.js","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":";;;AAAA,mCAAqD;AAErD,4EAA4E;AAC5E,MAAa,iBAAkB,SAAQ,kBAAS;IAC7B,cAAc,CAAQ;IAC/B,SAAS,CAAS;IAE1B;QACE,KAAK,CAAC;YACJ,kBAAkB,EAAE,IAAI;SACzB,CAAC,CAAA;QAEF,IAAI,CAAC,cAAc,GAAG,EAAE,CAAA;QACxB,IAAI,CAAC,SAAS,GAAG,SAAS,CAAA;IAC5B,CAAC;IAED,UAAU,CAAC,KAAa,EAAE,CAAS,EAAE,QAA2B;QAC9D,IAAI,UAAU,GAAG,CAAC,CAAA;QAElB,IAAI,IAAI,CAAC,SAAS,KAAK,SAAS,EAAE,CAAC;YACjC,MAAM,iBAAiB,GAAG,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,cAAc,CAAC,CAAA;YAE5D,IAAI,iBAAiB,KAAK,CAAC,CAAC,EAAE,CAAC;gBAC7B,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,SAAS,EAAE,KAAK,CAAC,CAAC,CAAA;gBACvD,QAAQ,EAAE,CAAA;gBACV,OAAM;YACR,CAAC;YAED,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,SAAS,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC,EAAE,iBAAiB,CAAC,CAAC,CAAC,CAAC,CAAA;YAChF,IAAI,CAAC,SAAS,GAAG,SAAS,CAAA;YAC1B,UAAU,GAAG,iBAAiB,GAAG,CAAC,CAAA;QACpC,CAAC;QAED,IAAI,MAAM,GAAG,UAAU,CAAA;QACvB,IAAI,SAAS,GAAG,UAAU,CAAA;QAE1B,OAAO,IAAI,EAAE,CAAC;YACZ,MAAM,YAAY,GAAG,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,cAAc,EAAE,MAAM,CAAC,CAAA;YAC/D,IAAI,YAAY,KAAK,CAAC,CAAC,EAAE,CAAC;gBACxB,MAAK;YACP,CAAC;YAED,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC,CAAA;YAClD,MAAM,GAAG,YAAY,GAAG,CAAC,CAAA;YACzB,SAAS,GAAG,MAAM,CAAA;QACpB,CAAC;QAED,IAAI,CAAC,SAAS,GAAG,SAAS,GAAG,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS,CAAA;QACjF,QAAQ,EAAE,CAAA;IACZ,CAAC;CACF;AA/CD,8CA+CC"}
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package/dist/consts.d.ts
CHANGED
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@@ -1,33 +1,33 @@
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export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-
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export declare const EXCHANGES: readonly ["bitmex", "deribit", "binance-futures", "binance-delivery", "binance-european-options", "binance", "ftx", "okex-futures", "okex-options", "okex-swap", "okex", "okex-spreads", "huobi-dm", "huobi-dm-swap", "huobi-dm-linear-swap", "huobi", "bitfinex-derivatives", "bitfinex", "coinbase", "coinbase-international", "cryptofacilities", "kraken", "bitstamp", "gemini", "poloniex", "bybit", "bybit-spot", "bybit-options", "phemex", "delta", "ftx-us", "binance-us", "gate-io-futures", "gate-io", "okcoin", "bitflyer", "hitbtc", "coinflex", "binance-jersey", "binance-dex", "upbit", "ascendex", "dydx", "dydx-v4", "serum", "mango", "huobi-dm-options", "star-atlas", "crypto-com", "kucoin", "kucoin-futures", "bitnomial", "woo-x", "blockchain-com", "bitget", "bitget-futures", "hyperliquid"];
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export declare const EXCHANGE_CHANNELS_INFO: {
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bitmex: readonly ["trade", "orderBookL2", "liquidation", "connected", "announcement", "chat", "publicNotifications", "instrument", "settlement", "funding", "insurance", "orderBookL2_25", "orderBook10", "quote", "quoteBin1m", "quoteBin5m", "quoteBin1h", "quoteBin1d", "tradeBin1m", "tradeBin5m", "tradeBin1h", "tradeBin1d"];
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coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot"];
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coinbase: readonly ["match", "subscriptions", "received", "open", "done", "change", "l2update", "ticker", "snapshot", "last_match", "full_snapshot", "rfq_matches"];
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'coinbase-international': string[];
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deribit: readonly ["book", "deribit_price_index", "deribit_price_ranking", "deribit_volatility_index", "estimated_expiration_price", "markprice.options", "perpetual", "trades", "ticker", "quote", "platform_state", "instrument.state.any"];
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cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
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bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
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kraken: readonly ["trade", "ticker", "book", "spread"];
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okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume", "public-struc-block-trades"];
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'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders"];
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'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders"];
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'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit", "public-struc-block-trades", "option-trades"];
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okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume", "public-struc-block-trades", "liquidations", "loan-ratio", "public-block-trades"];
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'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders", "long-short-account-ratio-contract", "long-short-account-ratio-contract-top-trader", "long-short-position-ratio-contract-top-trader", "public-block-trades", "taker-volume-contract"];
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'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders", "estimated-price", "long-short-account-ratio-contract", "long-short-account-ratio-contract-top-trader", "long-short-position-ratio-contract-top-trader", "public-block-trades", "taker-volume-contract"];
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'okex-options': readonly ["option/trade", "option/depth", "option/depth_l2_tbt", "option/ticker", "option/summary", "option/instruments", "index/ticker", "system/status", "option/trades", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "opt-summary", "status", "instruments", "index-tickers", "open-interest", "mark-price", "price-limit", "public-struc-block-trades", "option-trades", "estimated-price", "public-block-trades"];
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binance: readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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'binance-jersey': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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'binance-dex': readonly ["trades", "marketDiff", "depthSnapshot", "ticker"];
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'binance-us': readonly ["trade", "aggTrade", "ticker", "depth", "depthSnapshot", "bookTicker", "recentTrades", "borrowInterest"];
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bitfinex: readonly ["trades", "book", "raw_book", "ticker"];
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ftx: readonly ["orderbook", "trades", "instrument", "markets", "orderbookGrouped", "lendingRate", "borrowRate", "borrowSummary", "ticker", "leveragedTokenInfo"];
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ftx: readonly ["orderbook", "trades", "instrument", "markets", "orderbookGrouped", "lendingRate", "borrowRate", "borrowSummary", "ticker", "leveragedTokenInfo", "busy"];
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'ftx-us': readonly ["orderbook", "trades", "markets", "orderbookGrouped", "ticker"];
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gemini: readonly ["trade", "l2_updates", "auction_open", "auction_indicative", "auction_result"];
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bitflyer: readonly ["lightning_executions", "lightning_board_snapshot", "lightning_board", "lightning_ticker"];
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'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio", "!contractInfo"];
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'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio", "!contractInfo", "assetIndex"];
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'binance-delivery': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "indexPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerBuySellVol", "!contractInfo"];
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'bitfinex-derivatives': readonly ["trades", "book", "raw_book", "status", "liquidations", "ticker"];
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huobi: readonly ["depth", "detail", "trade", "bbo", "mbp", "etp"];
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huobi: readonly ["depth", "detail", "trade", "bbo", "mbp", "etp", "mbp.20"];
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'huobi-dm': readonly ["depth", "detail", "trade", "bbo", "basis", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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'huobi-dm-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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'huobi-dm-linear-swap': readonly ["depth", "detail", "trade", "bbo", "basis", "funding_rate", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];
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bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation", "allLiquidation"];
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bybit: readonly ["trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "trade", "instrument_info", "orderBookL2_25", "insurance", "orderBook_200", "liquidation", "long_short_ratio", "orderbook.1", "orderbook.50", "orderbook.500", "publicTrade", "tickers", "liquidation", "allLiquidation", "orderbook.1000"];
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'bybit-spot': string[];
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'bybit-options': string[];
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okcoin: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "trades", "books", "bbo-tbt", "tickers"];
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'gate-io': readonly ["trades", "depth", "ticker", "book_ticker", "order_book_update", "obu"];
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'gate-io-futures': readonly ["trades", "order_book", "tickers", "book_ticker"];
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poloniex: readonly ["price_aggregated_book", "trades", "ticker", "book_lv2"];
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-
'binance-options': readonly ["TRADE", "TICKER", "DEPTH100", "INDEX"];
|
|
42
41
|
upbit: readonly ["trade", "orderbook", "ticker"];
|
|
43
42
|
ascendex: readonly ["trades", "depth-realtime", "depth-snapshot-realtime", "bbo", "futures-pricing-data"];
|
|
44
43
|
dydx: readonly ["v3_trades", "v3_orderbook", "v3_markets"];
|
|
@@ -48,7 +47,6 @@ export declare const EXCHANGE_CHANNELS_INFO: {
|
|
|
48
47
|
'huobi-dm-options': readonly ["trade", "detail", "depth", "bbo", "open_interest", "option_market_index", "option_index"];
|
|
49
48
|
mango: readonly ["recent_trades", "trade", "quote", "l2snapshot", "l2update", "l3snapshot", "open", "fill", "change", "done"];
|
|
50
49
|
'crypto-com': string[];
|
|
51
|
-
'crypto-com-derivatives': string[];
|
|
52
50
|
kucoin: string[];
|
|
53
51
|
bitnomial: string[];
|
|
54
52
|
'woo-x': string[];
|
package/dist/consts.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,
|
|
1
|
+
{"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,yxBA0DZ,CAAA;AA0cV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA0DlC,CAAA"}
|
package/dist/consts.js
CHANGED
|
@@ -6,7 +6,6 @@ exports.EXCHANGES = [
|
|
|
6
6
|
'deribit',
|
|
7
7
|
'binance-futures',
|
|
8
8
|
'binance-delivery',
|
|
9
|
-
'binance-options',
|
|
10
9
|
'binance-european-options',
|
|
11
10
|
'binance',
|
|
12
11
|
'ftx',
|
|
@@ -52,7 +51,6 @@ exports.EXCHANGES = [
|
|
|
52
51
|
'huobi-dm-options',
|
|
53
52
|
'star-atlas',
|
|
54
53
|
'crypto-com',
|
|
55
|
-
'crypto-com-derivatives',
|
|
56
54
|
'kucoin',
|
|
57
55
|
'kucoin-futures',
|
|
58
56
|
'bitnomial',
|
|
@@ -101,7 +99,8 @@ const COINBASE_CHANNELS = [
|
|
|
101
99
|
'ticker',
|
|
102
100
|
'snapshot',
|
|
103
101
|
'last_match',
|
|
104
|
-
'full_snapshot'
|
|
102
|
+
'full_snapshot',
|
|
103
|
+
'rfq_matches'
|
|
105
104
|
];
|
|
106
105
|
const DERIBIT_CHANNELS = [
|
|
107
106
|
'book',
|
|
@@ -137,7 +136,10 @@ const OKEX_CHANNELS = [
|
|
|
137
136
|
'status',
|
|
138
137
|
'instruments',
|
|
139
138
|
'taker-volume',
|
|
140
|
-
'public-struc-block-trades'
|
|
139
|
+
'public-struc-block-trades',
|
|
140
|
+
'liquidations',
|
|
141
|
+
'loan-ratio',
|
|
142
|
+
'public-block-trades'
|
|
141
143
|
];
|
|
142
144
|
const OKCOIN_CHANNELS = [
|
|
143
145
|
'spot/trade',
|
|
@@ -179,7 +181,13 @@ const OKEX_FUTURES_CHANNELS = [
|
|
|
179
181
|
'taker-volume',
|
|
180
182
|
'liquidations',
|
|
181
183
|
'public-struc-block-trades',
|
|
182
|
-
'liquidation-orders'
|
|
184
|
+
'liquidation-orders',
|
|
185
|
+
'estimated-price',
|
|
186
|
+
'long-short-account-ratio-contract',
|
|
187
|
+
'long-short-account-ratio-contract-top-trader',
|
|
188
|
+
'long-short-position-ratio-contract-top-trader',
|
|
189
|
+
'public-block-trades',
|
|
190
|
+
'taker-volume-contract'
|
|
183
191
|
];
|
|
184
192
|
const OKEX_SWAP_CHANNELS = [
|
|
185
193
|
'swap/trade',
|
|
@@ -212,7 +220,12 @@ const OKEX_SWAP_CHANNELS = [
|
|
|
212
220
|
'taker-volume',
|
|
213
221
|
'liquidations',
|
|
214
222
|
'public-struc-block-trades',
|
|
215
|
-
'liquidation-orders'
|
|
223
|
+
'liquidation-orders',
|
|
224
|
+
'long-short-account-ratio-contract',
|
|
225
|
+
'long-short-account-ratio-contract-top-trader',
|
|
226
|
+
'long-short-position-ratio-contract-top-trader',
|
|
227
|
+
'public-block-trades',
|
|
228
|
+
'taker-volume-contract'
|
|
216
229
|
];
|
|
217
230
|
const OKEX_OPTIONS_CHANNELS = [
|
|
218
231
|
'option/trade',
|
|
@@ -239,7 +252,9 @@ const OKEX_OPTIONS_CHANNELS = [
|
|
|
239
252
|
'mark-price',
|
|
240
253
|
'price-limit',
|
|
241
254
|
'public-struc-block-trades',
|
|
242
|
-
'option-trades'
|
|
255
|
+
'option-trades',
|
|
256
|
+
'estimated-price',
|
|
257
|
+
'public-block-trades'
|
|
243
258
|
];
|
|
244
259
|
const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker'];
|
|
245
260
|
const CRYPTOFACILITIES_CHANNELS = ['trade', 'trade_snapshot', 'book', 'book_snapshot', 'ticker', 'heartbeat'];
|
|
@@ -253,7 +268,8 @@ const FTX_CHANNELS = [
|
|
|
253
268
|
'borrowRate',
|
|
254
269
|
'borrowSummary',
|
|
255
270
|
'ticker',
|
|
256
|
-
'leveragedTokenInfo'
|
|
271
|
+
'leveragedTokenInfo',
|
|
272
|
+
'busy'
|
|
257
273
|
];
|
|
258
274
|
const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result'];
|
|
259
275
|
const BITFLYER_CHANNELS = ['lightning_executions', 'lightning_board_snapshot', 'lightning_board', 'lightning_ticker'];
|
|
@@ -273,7 +289,8 @@ const BINANCE_FUTURES_CHANNELS = [
|
|
|
273
289
|
'topLongShortPositionRatio',
|
|
274
290
|
'globalLongShortAccountRatio',
|
|
275
291
|
'takerlongshortRatio',
|
|
276
|
-
'!contractInfo'
|
|
292
|
+
'!contractInfo',
|
|
293
|
+
'assetIndex'
|
|
277
294
|
];
|
|
278
295
|
const BINANCE_DELIVERY_CHANNELS = [
|
|
279
296
|
'trade',
|
|
@@ -294,7 +311,7 @@ const BINANCE_DELIVERY_CHANNELS = [
|
|
|
294
311
|
'!contractInfo'
|
|
295
312
|
];
|
|
296
313
|
const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations', 'ticker'];
|
|
297
|
-
const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp'];
|
|
314
|
+
const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp', 'mbp.20'];
|
|
298
315
|
const HUOBI_DM_CHANNELS = [
|
|
299
316
|
'depth',
|
|
300
317
|
'detail',
|
|
@@ -333,7 +350,6 @@ const HUOBI_DM_LINEAR_SWAP_CHANNELS = [
|
|
|
333
350
|
'elite_account_ratio',
|
|
334
351
|
'elite_position_ratio'
|
|
335
352
|
];
|
|
336
|
-
const BINANCE_OPTIONS_CHANNELS = ['TRADE', 'TICKER', 'DEPTH100', 'INDEX'];
|
|
337
353
|
const PHEMEX_CHANNELS = ['book', 'orderbook_p', 'trades', 'trades_p', 'market24h', 'spot_market24h', 'perp_market24h_pack_p'];
|
|
338
354
|
const BYBIT_CHANNELS = [
|
|
339
355
|
'trade',
|
|
@@ -355,7 +371,8 @@ const BYBIT_CHANNELS = [
|
|
|
355
371
|
'publicTrade',
|
|
356
372
|
'tickers',
|
|
357
373
|
'liquidation',
|
|
358
|
-
'allLiquidation'
|
|
374
|
+
'allLiquidation',
|
|
375
|
+
'orderbook.1000'
|
|
359
376
|
];
|
|
360
377
|
const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers'];
|
|
361
378
|
const HITBTC_CHANNELS = ['updateTrades', 'snapshotTrades', 'snapshotOrderbook', 'updateOrderbook'];
|
|
@@ -407,9 +424,8 @@ const MANGO_CHANNELS = [
|
|
|
407
424
|
'done'
|
|
408
425
|
];
|
|
409
426
|
const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index'];
|
|
410
|
-
const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt'];
|
|
427
|
+
const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt', 'orderbook.200'];
|
|
411
428
|
const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding', 'estimatedfunding'];
|
|
412
|
-
const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding'];
|
|
413
429
|
const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot'];
|
|
414
430
|
const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status'];
|
|
415
431
|
const WOOX_CHANNELS = [
|
|
@@ -493,7 +509,6 @@ exports.EXCHANGE_CHANNELS_INFO = {
|
|
|
493
509
|
'gate-io': GATE_IO_CHANNELS,
|
|
494
510
|
'gate-io-futures': GATE_IO_FUTURES_CHANNELS,
|
|
495
511
|
poloniex: POLONIEX_CHANNELS,
|
|
496
|
-
'binance-options': BINANCE_OPTIONS_CHANNELS,
|
|
497
512
|
upbit: UPBIT_CHANNELS,
|
|
498
513
|
ascendex: ASCENDEX_CHANNELS,
|
|
499
514
|
dydx: DYDX_CHANNELS,
|
|
@@ -503,7 +518,6 @@ exports.EXCHANGE_CHANNELS_INFO = {
|
|
|
503
518
|
'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,
|
|
504
519
|
mango: MANGO_CHANNELS,
|
|
505
520
|
'crypto-com': CRYPTO_COM_CHANNELS,
|
|
506
|
-
'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
|
|
507
521
|
kucoin: KUCOIN_CHANNELS,
|
|
508
522
|
bitnomial: BITNOMIAL_CHANNELS,
|
|
509
523
|
'woo-x': WOOX_CHANNELS,
|
package/dist/consts.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"consts.js","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":";;;AAAa,QAAA,SAAS,GAAG;IACvB,QAAQ;IACR,SAAS;IACT,iBAAiB;IACjB,kBAAkB;IAClB,
|
|
1
|
+
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@@ -1,31 +1,72 @@
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1
1
|
import { Exchange, FilterForExchange } from './types';
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|
2
2
|
export declare function getExchangeDetails<T extends Exchange>(exchange: T): Promise<ExchangeDetails<T>>;
|
|
3
|
-
export type SymbolType = 'spot' | 'future' | 'perpetual' | 'option';
|
|
3
|
+
export type SymbolType = 'spot' | 'future' | 'perpetual' | 'option' | 'combo';
|
|
4
|
+
export type DatasetType = 'trades' | 'incremental_book_L2' | 'quotes' | 'derivative_ticker' | 'options_chain' | 'book_snapshot_25' | 'book_snapshot_5' | 'liquidations' | 'book_ticker';
|
|
4
5
|
export type Stats = {
|
|
5
6
|
trades: number;
|
|
6
7
|
bookChanges: number;
|
|
7
8
|
};
|
|
8
|
-
export type DatasetType = 'trades' | 'incremental_book_L2' | 'quotes' | 'derivative_ticker' | 'options_chain';
|
|
9
9
|
type Datasets = {
|
|
10
|
-
dataTypes: DatasetType[];
|
|
11
10
|
formats: ['csv'];
|
|
12
|
-
exportedFrom:
|
|
13
|
-
exportedUntil:
|
|
11
|
+
exportedFrom: string;
|
|
12
|
+
exportedUntil: string;
|
|
14
13
|
stats: Stats;
|
|
15
14
|
symbols: {
|
|
16
15
|
id: string;
|
|
17
16
|
type: SymbolType;
|
|
18
17
|
availableSince: string;
|
|
19
|
-
availableTo
|
|
20
|
-
|
|
18
|
+
availableTo?: string;
|
|
19
|
+
dataTypes: DatasetType[];
|
|
20
|
+
}[];
|
|
21
|
+
};
|
|
22
|
+
type ChannelDetails = {
|
|
23
|
+
name: string;
|
|
24
|
+
description: string;
|
|
25
|
+
frequency: string;
|
|
26
|
+
frequencySource: string;
|
|
27
|
+
exchangeDocsUrl?: string;
|
|
28
|
+
sourceFor?: string[];
|
|
29
|
+
availableSince: string;
|
|
30
|
+
availableTo?: string;
|
|
31
|
+
apiVersion?: string;
|
|
32
|
+
additionalInfo?: string;
|
|
33
|
+
generated?: true;
|
|
34
|
+
};
|
|
35
|
+
type DataCenter = {
|
|
36
|
+
host: string;
|
|
37
|
+
regionId: string;
|
|
38
|
+
location: string;
|
|
39
|
+
};
|
|
40
|
+
type DataCollectionDetails = {
|
|
41
|
+
recorderDataCenter: DataCenter;
|
|
42
|
+
recorderDataCenterChanges?: {
|
|
43
|
+
until: string;
|
|
44
|
+
dataCenter: DataCenter;
|
|
45
|
+
}[];
|
|
46
|
+
wssConnection?: {
|
|
47
|
+
url: string;
|
|
48
|
+
apiVersion?: string;
|
|
49
|
+
proxiedViaCloudflare?: boolean;
|
|
50
|
+
};
|
|
51
|
+
wssConnectionChanges?: {
|
|
52
|
+
until: string;
|
|
53
|
+
url?: string;
|
|
54
|
+
apiVersion?: string;
|
|
55
|
+
proxiedViaCloudflare?: boolean;
|
|
56
|
+
}[];
|
|
57
|
+
exchangeDataCenter?: DataCenter;
|
|
58
|
+
exchangeDataCenterChanges?: {
|
|
59
|
+
until: string;
|
|
60
|
+
dataCenter: DataCenter;
|
|
21
61
|
}[];
|
|
22
62
|
};
|
|
23
63
|
export type ExchangeDetailsBase<T extends Exchange> = {
|
|
24
64
|
id: T;
|
|
25
65
|
name: string;
|
|
26
|
-
filterable: boolean;
|
|
27
66
|
enabled: boolean;
|
|
67
|
+
delisted?: boolean;
|
|
28
68
|
availableSince: string;
|
|
69
|
+
availableTo?: string;
|
|
29
70
|
availableChannels: FilterForExchange[T]['channel'][];
|
|
30
71
|
availableSymbols: {
|
|
31
72
|
id: string;
|
|
@@ -37,15 +78,14 @@ export type ExchangeDetailsBase<T extends Exchange> = {
|
|
|
37
78
|
incidentReports: {
|
|
38
79
|
from: string;
|
|
39
80
|
to: string;
|
|
40
|
-
status: 'resolved' | 'wontfix';
|
|
81
|
+
status: 'resolved' | 'wontfix' | 'unresolved';
|
|
41
82
|
details: string;
|
|
42
|
-
};
|
|
43
|
-
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
}) | (ExchangeDetailsBase<T> & {
|
|
47
|
-
supportsDatasets: true;
|
|
83
|
+
}[];
|
|
84
|
+
channelDetails: ChannelDetails[];
|
|
85
|
+
apiDocsUrl?: string;
|
|
86
|
+
dataCollectionDetails?: DataCollectionDetails;
|
|
48
87
|
datasets: Datasets;
|
|
49
|
-
}
|
|
88
|
+
};
|
|
89
|
+
type ExchangeDetails<T extends Exchange> = ExchangeDetailsBase<T>;
|
|
50
90
|
export {};
|
|
51
91
|
//# sourceMappingURL=exchangedetails.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"exchangedetails.d.ts","sourceRoot":"","sources":["../src/exchangedetails.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,QAAQ,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAErD,wBAAsB,kBAAkB,CAAC,CAAC,SAAS,QAAQ,EAAE,QAAQ,EAAE,CAAC,+BAMvE;AAED,MAAM,MAAM,UAAU,GAAG,MAAM,GAAG,QAAQ,GAAG,WAAW,GAAG,QAAQ,CAAA;
|
|
1
|
+
{"version":3,"file":"exchangedetails.d.ts","sourceRoot":"","sources":["../src/exchangedetails.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,QAAQ,EAAE,iBAAiB,EAAE,MAAM,SAAS,CAAA;AAErD,wBAAsB,kBAAkB,CAAC,CAAC,SAAS,QAAQ,EAAE,QAAQ,EAAE,CAAC,+BAMvE;AAED,MAAM,MAAM,UAAU,GAAG,MAAM,GAAG,QAAQ,GAAG,WAAW,GAAG,QAAQ,GAAG,OAAO,CAAA;AAE7E,MAAM,MAAM,WAAW,GACnB,QAAQ,GACR,qBAAqB,GACrB,QAAQ,GACR,mBAAmB,GACnB,eAAe,GACf,kBAAkB,GAClB,iBAAiB,GACjB,cAAc,GACd,aAAa,CAAA;AAEjB,MAAM,MAAM,KAAK,GAAG;IAClB,MAAM,EAAE,MAAM,CAAA;IACd,WAAW,EAAE,MAAM,CAAA;CACpB,CAAA;AAED,KAAK,QAAQ,GAAG;IACd,OAAO,EAAE,CAAC,KAAK,CAAC,CAAA;IAChB,YAAY,EAAE,MAAM,CAAA;IACpB,aAAa,EAAE,MAAM,CAAA;IACrB,KAAK,EAAE,KAAK,CAAA;IACZ,OAAO,EAAE;QACP,EAAE,EAAE,MAAM,CAAA;QACV,IAAI,EAAE,UAAU,CAAA;QAChB,cAAc,EAAE,MAAM,CAAA;QACtB,WAAW,CAAC,EAAE,MAAM,CAAA;QACpB,SAAS,EAAE,WAAW,EAAE,CAAA;KACzB,EAAE,CAAA;CACJ,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,IAAI,EAAE,MAAM,CAAA;IACZ,WAAW,EAAE,MAAM,CAAA;IACnB,SAAS,EAAE,MAAM,CAAA;IACjB,eAAe,EAAE,MAAM,CAAA;IACvB,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,SAAS,CAAC,EAAE,MAAM,EAAE,CAAA;IACpB,cAAc,EAAE,MAAM,CAAA;IACtB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,SAAS,CAAC,EAAE,IAAI,CAAA;CACjB,CAAA;AAED,KAAK,UAAU,GAAG;IAChB,IAAI,EAAE,MAAM,CAAA;IACZ,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;CACjB,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,kBAAkB,EAAE,UAAU,CAAA;IAC9B,yBAAyB,CAAC,EAAE;QAC1B,KAAK,EAAE,MAAM,CAAA;QACb,UAAU,EAAE,UAAU,CAAA;KACvB,EAAE,CAAA;IACH,aAAa,CAAC,EAAE;QACd,GAAG,EAAE,MAAM,CAAA;QACX,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,oBAAoB,CAAC,EAAE,OAAO,CAAA;KAC/B,CAAA;IACD,oBAAoB,CAAC,EAAE;QACrB,KAAK,EAAE,MAAM,CAAA;QACb,GAAG,CAAC,EAAE,MAAM,CAAA;QACZ,UAAU,CAAC,EAAE,MAAM,CAAA;QACnB,oBAAoB,CAAC,EAAE,OAAO,CAAA;KAC/B,EAAE,CAAA;IACH,kBAAkB,CAAC,EAAE,UAAU,CAAA;IAC/B,yBAAyB,CAAC,EAAE;QAC1B,KAAK,EAAE,MAAM,CAAA;QACb,UAAU,EAAE,UAAU,CAAA;KACvB,EAAE,CAAA;CACJ,CAAA;AAED,MAAM,MAAM,mBAAmB,CAAC,CAAC,SAAS,QAAQ,IAAI;IACpD,EAAE,EAAE,CAAC,CAAA;IACL,IAAI,EAAE,MAAM,CAAA;IACZ,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,CAAC,EAAE,OAAO,CAAA;IAClB,cAAc,EAAE,MAAM,CAAA;IACtB,WAAW,CAAC,EAAE,MAAM,CAAA;IAEpB,iBAAiB,EAAE,iBAAiB,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,CAAA;IAEpD,gBAAgB,EAAE;QAChB,EAAE,EAAE,MAAM,CAAA;QACV,IAAI,EAAE,UAAU,CAAA;QAChB,cAAc,EAAE,MAAM,CAAA;QACtB,WAAW,CAAC,EAAE,MAAM,CAAA;QACpB,IAAI,CAAC,EAAE,MAAM,CAAA;KACd,EAAE,CAAA;IAEH,eAAe,EAAE;QACf,IAAI,EAAE,MAAM,CAAA;QACZ,EAAE,EAAE,MAAM,CAAA;QACV,MAAM,EAAE,UAAU,GAAG,SAAS,GAAG,YAAY,CAAA;QAC7C,OAAO,EAAE,MAAM,CAAA;KAChB,EAAE,CAAA;IAEH,cAAc,EAAE,cAAc,EAAE,CAAA;IAChC,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,qBAAqB,CAAC,EAAE,qBAAqB,CAAA;IAC7C,QAAQ,EAAE,QAAQ,CAAA;CACnB,CAAA;AAED,KAAK,eAAe,CAAC,CAAC,SAAS,QAAQ,IAAI,mBAAmB,CAAC,CAAC,CAAC,CAAA"}
|
package/dist/instrumentinfo.d.ts
CHANGED
|
@@ -14,6 +14,8 @@ export type ContractType = 'move' | 'linear_future' | 'inverse_future' | 'quanto
|
|
|
14
14
|
export interface InstrumentInfo {
|
|
15
15
|
/** symbol id */
|
|
16
16
|
id: string;
|
|
17
|
+
/** dataset symbol id, may differ from id */
|
|
18
|
+
datasetId?: string;
|
|
17
19
|
/** exchange id */
|
|
18
20
|
exchange: string;
|
|
19
21
|
/** normalized, so for example bitmex XBTUSD has base currency set to BTC not XBT */
|
|
@@ -21,20 +23,30 @@ export interface InstrumentInfo {
|
|
|
21
23
|
/** normalized, so for example bitfinex BTCUST has quote currency set to USDT, not UST */
|
|
22
24
|
quoteCurrency: string;
|
|
23
25
|
type: SymbolType;
|
|
26
|
+
/** derivative contract type */
|
|
27
|
+
contractType?: ContractType;
|
|
24
28
|
/** indicates if the instrument can currently be traded. */
|
|
25
29
|
active: boolean;
|
|
26
30
|
/** date in ISO format */
|
|
27
31
|
availableSince: string;
|
|
28
32
|
/** date in ISO format */
|
|
29
33
|
availableTo?: string;
|
|
34
|
+
/** date in ISO format, when the instrument was first listed on the exchange */
|
|
35
|
+
listing?: string;
|
|
30
36
|
/** in ISO format, only for futures and options */
|
|
31
37
|
expiry?: string;
|
|
38
|
+
/** expiration schedule type */
|
|
39
|
+
expirationType?: 'daily' | 'weekly' | 'next_week' | 'quarter' | 'next_quarter';
|
|
40
|
+
/** the underlying index for derivatives */
|
|
41
|
+
underlyingIndex?: string;
|
|
32
42
|
/** price tick size, price precision can be calculated from it */
|
|
33
43
|
priceIncrement: number;
|
|
34
44
|
/** amount tick size, amount/size precision can be calculated from it */
|
|
35
45
|
amountIncrement: number;
|
|
36
46
|
/** min order size */
|
|
37
47
|
minTradeAmount: number;
|
|
48
|
+
/** minimum notional value */
|
|
49
|
+
minNotional?: number;
|
|
38
50
|
/** consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc */
|
|
39
51
|
makerFee: number;
|
|
40
52
|
/** consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc */
|
|
@@ -51,12 +63,28 @@ export interface InstrumentInfo {
|
|
|
51
63
|
strikePrice?: number;
|
|
52
64
|
/** option type, only for options */
|
|
53
65
|
optionType?: 'call' | 'put';
|
|
54
|
-
/**
|
|
66
|
+
/** margin mode */
|
|
67
|
+
marginMode?: 'isolated' | 'cross';
|
|
68
|
+
/** whether margin trading is supported (spot) */
|
|
69
|
+
margin?: boolean;
|
|
70
|
+
/** if this instrument is an alias for another */
|
|
71
|
+
aliasFor?: string;
|
|
72
|
+
/** historical changes to instrument parameters */
|
|
55
73
|
changes?: {
|
|
56
74
|
until: string;
|
|
57
75
|
priceIncrement?: number;
|
|
58
76
|
amountIncrement?: number;
|
|
59
77
|
contractMultiplier?: number;
|
|
78
|
+
minTradeAmount?: number;
|
|
79
|
+
makerFee?: number;
|
|
80
|
+
takerFee?: number;
|
|
81
|
+
quanto?: boolean;
|
|
82
|
+
inverse?: boolean;
|
|
83
|
+
settlementCurrency?: string;
|
|
84
|
+
underlyingIndex?: string;
|
|
85
|
+
contractType?: ContractType;
|
|
86
|
+
quoteCurrency?: string;
|
|
87
|
+
type?: string;
|
|
60
88
|
}[];
|
|
61
89
|
}
|
|
62
90
|
export {};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"instrumentinfo.d.ts","sourceRoot":"","sources":["../src/instrumentinfo.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AACnD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAA;AAGvC,wBAAsB,iBAAiB,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC,CAAA;AACtF,wBAAsB,iBAAiB,CAAC,QAAQ,EAAE,QAAQ,GAAG,QAAQ,EAAE,EAAE,MAAM,EAAE,oBAAoB,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC,CAAA;AACjI,wBAAsB,iBAAiB,CAAC,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,CAAC,CAAA;AA8CpG,KAAK,oBAAoB,GAAG;IAC1B,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAA;IAChC,aAAa,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAA;IACjC,IAAI,CAAC,EAAE,UAAU,GAAG,UAAU,EAAE,CAAA;IAChC,YAAY,CAAC,EAAE,YAAY,GAAG,YAAY,EAAE,CAAA;IAC5C,MAAM,CAAC,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,MAAM,MAAM,YAAY,GACpB,MAAM,GACN,eAAe,GACf,gBAAgB,GAChB,eAAe,GACf,kBAAkB,GAClB,mBAAmB,GACnB,kBAAkB,GAClB,YAAY,GACZ,aAAa,GACb,kBAAkB,GAClB,mBAAmB,GACnB,QAAQ,GACR,oBAAoB,GACpB,MAAM,GACN,OAAO,CAAA;AAEX,MAAM,WAAW,cAAc;IAC7B,gBAAgB;IAChB,EAAE,EAAE,MAAM,CAAA;IACV,kBAAkB;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,oFAAoF;IACpF,YAAY,EAAE,MAAM,CAAA;IACpB,yFAAyF;IACzF,aAAa,EAAE,MAAM,CAAA;IACrB,IAAI,EAAE,UAAU,CAAA;IAChB,2DAA2D;IAC3D,MAAM,EAAE,OAAO,CAAA;IACf,yBAAyB;IACzB,cAAc,EAAE,MAAM,CAAA;IACtB,yBAAyB;IACzB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,kDAAkD;IAClD,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,iEAAiE;IACjE,cAAc,EAAE,MAAM,CAAA;IACtB,wEAAwE;IACxE,eAAe,EAAE,MAAM,CAAA;IACvB,qBAAqB;IACrB,cAAc,EAAE,MAAM,CAAA;IACtB,kKAAkK;IAClK,QAAQ,EAAE,MAAM,CAAA;IAChB,kKAAkK;IAClK,QAAQ,EAAE,MAAM,CAAA;IAChB,2BAA2B;IAC3B,OAAO,CAAC,EAAE,OAAO,CAAA;IACjB,2BAA2B;IAC3B,kBAAkB,CAAC,EAAE,MAAM,CAAA;IAC3B,kCAAkC;IAClC,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,2FAA2F;IAC3F,kBAAkB,CAAC,EAAE,MAAM,CAAA;IAC3B,qCAAqC;IACrC,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,oCAAoC;IACpC,UAAU,CAAC,EAAE,MAAM,GAAG,KAAK,CAAA;IAC3B,
|
|
1
|
+
{"version":3,"file":"instrumentinfo.d.ts","sourceRoot":"","sources":["../src/instrumentinfo.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAE,UAAU,EAAE,MAAM,mBAAmB,CAAA;AACnD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAA;AAGvC,wBAAsB,iBAAiB,CAAC,QAAQ,EAAE,QAAQ,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC,CAAA;AACtF,wBAAsB,iBAAiB,CAAC,QAAQ,EAAE,QAAQ,GAAG,QAAQ,EAAE,EAAE,MAAM,EAAE,oBAAoB,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC,CAAA;AACjI,wBAAsB,iBAAiB,CAAC,QAAQ,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,CAAC,CAAA;AA8CpG,KAAK,oBAAoB,GAAG;IAC1B,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAA;IAChC,aAAa,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAA;IACjC,IAAI,CAAC,EAAE,UAAU,GAAG,UAAU,EAAE,CAAA;IAChC,YAAY,CAAC,EAAE,YAAY,GAAG,YAAY,EAAE,CAAA;IAC5C,MAAM,CAAC,EAAE,OAAO,CAAA;CACjB,CAAA;AAED,MAAM,MAAM,YAAY,GACpB,MAAM,GACN,eAAe,GACf,gBAAgB,GAChB,eAAe,GACf,kBAAkB,GAClB,mBAAmB,GACnB,kBAAkB,GAClB,YAAY,GACZ,aAAa,GACb,kBAAkB,GAClB,mBAAmB,GACnB,QAAQ,GACR,oBAAoB,GACpB,MAAM,GACN,OAAO,CAAA;AAEX,MAAM,WAAW,cAAc;IAC7B,gBAAgB;IAChB,EAAE,EAAE,MAAM,CAAA;IACV,4CAA4C;IAC5C,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,kBAAkB;IAClB,QAAQ,EAAE,MAAM,CAAA;IAChB,oFAAoF;IACpF,YAAY,EAAE,MAAM,CAAA;IACpB,yFAAyF;IACzF,aAAa,EAAE,MAAM,CAAA;IACrB,IAAI,EAAE,UAAU,CAAA;IAChB,+BAA+B;IAC/B,YAAY,CAAC,EAAE,YAAY,CAAA;IAC3B,2DAA2D;IAC3D,MAAM,EAAE,OAAO,CAAA;IACf,yBAAyB;IACzB,cAAc,EAAE,MAAM,CAAA;IACtB,yBAAyB;IACzB,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,+EAA+E;IAC/E,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,kDAAkD;IAClD,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,+BAA+B;IAC/B,cAAc,CAAC,EAAE,OAAO,GAAG,QAAQ,GAAG,WAAW,GAAG,SAAS,GAAG,cAAc,CAAA;IAC9E,2CAA2C;IAC3C,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,iEAAiE;IACjE,cAAc,EAAE,MAAM,CAAA;IACtB,wEAAwE;IACxE,eAAe,EAAE,MAAM,CAAA;IACvB,qBAAqB;IACrB,cAAc,EAAE,MAAM,CAAA;IACtB,6BAA6B;IAC7B,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,kKAAkK;IAClK,QAAQ,EAAE,MAAM,CAAA;IAChB,kKAAkK;IAClK,QAAQ,EAAE,MAAM,CAAA;IAChB,2BAA2B;IAC3B,OAAO,CAAC,EAAE,OAAO,CAAA;IACjB,2BAA2B;IAC3B,kBAAkB,CAAC,EAAE,MAAM,CAAA;IAC3B,kCAAkC;IAClC,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,2FAA2F;IAC3F,kBAAkB,CAAC,EAAE,MAAM,CAAA;IAC3B,qCAAqC;IACrC,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,oCAAoC;IACpC,UAAU,CAAC,EAAE,MAAM,GAAG,KAAK,CAAA;IAC3B,kBAAkB;IAClB,UAAU,CAAC,EAAE,UAAU,GAAG,OAAO,CAAA;IACjC,iDAAiD;IACjD,MAAM,CAAC,EAAE,OAAO,CAAA;IAChB,iDAAiD;IACjD,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,kDAAkD;IAClD,OAAO,CAAC,EAAE;QACR,KAAK,EAAE,MAAM,CAAA;QACb,cAAc,CAAC,EAAE,MAAM,CAAA;QACvB,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,kBAAkB,CAAC,EAAE,MAAM,CAAA;QAC3B,cAAc,CAAC,EAAE,MAAM,CAAA;QACvB,QAAQ,CAAC,EAAE,MAAM,CAAA;QACjB,QAAQ,CAAC,EAAE,MAAM,CAAA;QACjB,MAAM,CAAC,EAAE,OAAO,CAAA;QAChB,OAAO,CAAC,EAAE,OAAO,CAAA;QACjB,kBAAkB,CAAC,EAAE,MAAM,CAAA;QAC3B,eAAe,CAAC,EAAE,MAAM,CAAA;QACxB,YAAY,CAAC,EAAE,YAAY,CAAA;QAC3B,aAAa,CAAC,EAAE,MAAM,CAAA;QACtB,IAAI,CAAC,EAAE,MAAM,CAAA;KACd,EAAE,CAAA;CACJ"}
|
package/dist/mappers/bybit.d.ts
CHANGED
|
@@ -22,7 +22,7 @@ export declare class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-
|
|
|
22
22
|
map(message: BybitV5OrderBookMessage, localTimestamp: Date): Generator<{
|
|
23
23
|
readonly type: "book_change";
|
|
24
24
|
readonly symbol: string;
|
|
25
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-
|
|
25
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid";
|
|
26
26
|
readonly isSnapshot: boolean;
|
|
27
27
|
readonly bids: {
|
|
28
28
|
price: number;
|
|
@@ -110,7 +110,7 @@ export declare class BybitBookChangeMapper implements Mapper<'bybit', BookChange
|
|
|
110
110
|
map(message: BybitBookSnapshotDataMessage | BybitBookSnapshotUpdateMessage, localTimestamp: Date): Generator<{
|
|
111
111
|
readonly type: "book_change";
|
|
112
112
|
readonly symbol: string;
|
|
113
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-
|
|
113
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid";
|
|
114
114
|
readonly isSnapshot: boolean;
|
|
115
115
|
readonly bids: {
|
|
116
116
|
price: number;
|
|
@@ -21,7 +21,7 @@ export declare class BybitSpotBookChangeMapper implements Mapper<'bybit-spot', B
|
|
|
21
21
|
map(message: BybitSpotDepthMessage, localTimestamp: Date): Generator<{
|
|
22
22
|
readonly type: "book_change";
|
|
23
23
|
readonly symbol: "RENUSDT";
|
|
24
|
-
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-
|
|
24
|
+
readonly exchange: "bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid";
|
|
25
25
|
readonly isSnapshot: true;
|
|
26
26
|
readonly bids: {
|
|
27
27
|
price: number;
|