tardis-dev 14.2.0 → 14.2.2

package/src/consts.ts

@@ -3,7 +3,6 @@ export const EXCHANGES = [
   'deribit',
   'binance-futures',
   'binance-delivery',
-  'binance-options',
   'binance-european-options',
   'binance',
   'ftx',
@@ -49,7 +48,6 @@ export const EXCHANGES = [
   'huobi-dm-options',
   'star-atlas',
   'crypto-com',
-  'crypto-com-derivatives',
   'kucoin',
   'kucoin-futures',
   'bitnomial',
@@ -102,7 +100,8 @@ const COINBASE_CHANNELS = [
   'ticker',
   'snapshot',
   'last_match',
-  'full_snapshot'
+  'full_snapshot',
+  'rfq_matches'
 ] as const
 
 const DERIBIT_CHANNELS = [
@@ -142,7 +141,10 @@ const OKEX_CHANNELS = [
   'status',
   'instruments',
   'taker-volume',
-  'public-struc-block-trades'
+  'public-struc-block-trades',
+  'liquidations',
+  'loan-ratio',
+  'public-block-trades'
 ] as const
 
 const OKCOIN_CHANNELS = [
@@ -187,7 +189,13 @@ const OKEX_FUTURES_CHANNELS = [
   'taker-volume',
   'liquidations',
   'public-struc-block-trades',
-  'liquidation-orders'
+  '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'
 ] as const
 
 const OKEX_SWAP_CHANNELS = [
@@ -222,7 +230,12 @@ const OKEX_SWAP_CHANNELS = [
   'taker-volume',
   'liquidations',
   'public-struc-block-trades',
-  'liquidation-orders'
+  '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'
 ] as const
 
 const OKEX_OPTIONS_CHANNELS = [
@@ -251,7 +264,9 @@ const OKEX_OPTIONS_CHANNELS = [
   'mark-price',
   'price-limit',
   'public-struc-block-trades',
-  'option-trades'
+  'option-trades',
+  'estimated-price',
+  'public-block-trades'
 ] as const
 
 const COINFLEX_CHANNELS = ['futures/depth', 'trade', 'ticker'] as const
@@ -268,7 +283,8 @@ const FTX_CHANNELS = [
   'borrowRate',
   'borrowSummary',
   'ticker',
-  'leveragedTokenInfo'
+  'leveragedTokenInfo',
+  'busy'
 ] as const
 
 const GEMINI_CHANNELS = ['trade', 'l2_updates', 'auction_open', 'auction_indicative', 'auction_result'] as const
@@ -291,7 +307,8 @@ const BINANCE_FUTURES_CHANNELS = [
   'topLongShortPositionRatio',
   'globalLongShortAccountRatio',
   'takerlongshortRatio',
-  '!contractInfo'
+  '!contractInfo',
+  'assetIndex'
 ] as const
 
 const BINANCE_DELIVERY_CHANNELS = [
@@ -315,7 +332,7 @@ const BINANCE_DELIVERY_CHANNELS = [
 
 const BITFINEX_DERIV_CHANNELS = ['trades', 'book', 'raw_book', 'status', 'liquidations', 'ticker'] as const
 
-const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp'] as const
+const HUOBI_CHANNELS = ['depth', 'detail', 'trade', 'bbo', 'mbp', 'etp', 'mbp.20'] as const
 
 const HUOBI_DM_CHANNELS = [
   'depth',
@@ -358,8 +375,6 @@ const HUOBI_DM_LINEAR_SWAP_CHANNELS = [
   'elite_position_ratio'
 ] as const
 
-const BINANCE_OPTIONS_CHANNELS = ['TRADE', 'TICKER', 'DEPTH100', 'INDEX'] as const
-
 const PHEMEX_CHANNELS = ['book', 'orderbook_p', 'trades', 'trades_p', 'market24h', 'spot_market24h', 'perp_market24h_pack_p'] as const
 
 const BYBIT_CHANNELS = [
@@ -382,7 +397,8 @@ const BYBIT_CHANNELS = [
   'publicTrade',
   'tickers',
   'liquidation',
-  'allLiquidation'
+  'allLiquidation',
+  'orderbook.1000'
 ] as const
 
 const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers']
@@ -442,12 +458,10 @@ const MANGO_CHANNELS = [
 
 const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index'] as const
 
-const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt']
+const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt', 'orderbook.200']
 
 const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding', 'estimatedfunding']
 
-const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']
-
 const KUCOIN_CHANNELS = ['market/ticker', 'market/snapshot', 'market/level2', 'market/match', 'market/level2Snapshot']
 
 const BITNOMIAL_CHANNELS = ['trade', 'level', 'book', 'block', 'status']
@@ -539,7 +553,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   'gate-io': GATE_IO_CHANNELS,
   'gate-io-futures': GATE_IO_FUTURES_CHANNELS,
   poloniex: POLONIEX_CHANNELS,
-  'binance-options': BINANCE_OPTIONS_CHANNELS,
   upbit: UPBIT_CHANNELS,
   ascendex: ASCENDEX_CHANNELS,
   dydx: DYDX_CHANNELS,
@@ -549,7 +562,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   'huobi-dm-options': HUOBI_DM_OPTIONS_CHANNELS,
   mango: MANGO_CHANNELS,
   'crypto-com': CRYPTO_COM_CHANNELS,
-  'crypto-com-derivatives': CRYPTO_COM_DERIVATIVES,
   kucoin: KUCOIN_CHANNELS,
   bitnomial: BITNOMIAL_CHANNELS,
   'woo-x': WOOX_CHANNELS,

package/src/exchangedetails.ts

@@ -10,36 +10,89 @@ export async function getExchangeDetails<T extends Exchange>(exchange: T) {
   return exchangeDetails as ExchangeDetails<T>
 }
 
-export type SymbolType = 'spot' | 'future' | 'perpetual' | 'option'
+export type SymbolType = 'spot' | 'future' | 'perpetual' | 'option' | 'combo'
+
+export type DatasetType =
+  | 'trades'
+  | 'incremental_book_L2'
+  | 'quotes'
+  | 'derivative_ticker'
+  | 'options_chain'
+  | 'book_snapshot_25'
+  | 'book_snapshot_5'
+  | 'liquidations'
+  | 'book_ticker'
 
 export type Stats = {
   trades: number
   bookChanges: number
 }
 
-export type DatasetType = 'trades' | 'incremental_book_L2' | 'quotes' | 'derivative_ticker' | 'options_chain'
-
 type Datasets = {
-  dataTypes: DatasetType[]
   formats: ['csv']
-  exportedFrom: Date
-  exportedUntil: Date
+  exportedFrom: string
+  exportedUntil: string
   stats: Stats
   symbols: {
     id: string
     type: SymbolType
     availableSince: string
-    availableTo: string
-    stats: Stats
+    availableTo?: string
+    dataTypes: DatasetType[]
+  }[]
+}
+
+type ChannelDetails = {
+  name: string
+  description: string
+  frequency: string
+  frequencySource: string
+  exchangeDocsUrl?: string
+  sourceFor?: string[]
+  availableSince: string
+  availableTo?: string
+  apiVersion?: string
+  additionalInfo?: string
+  generated?: true
+}
+
+type DataCenter = {
+  host: string
+  regionId: string
+  location: string
+}
+
+type DataCollectionDetails = {
+  recorderDataCenter: DataCenter
+  recorderDataCenterChanges?: {
+    until: string
+    dataCenter: DataCenter
+  }[]
+  wssConnection?: {
+    url: string
+    apiVersion?: string
+    proxiedViaCloudflare?: boolean
+  }
+  wssConnectionChanges?: {
+    until: string
+    url?: string
+    apiVersion?: string
+    proxiedViaCloudflare?: boolean
+  }[]
+  exchangeDataCenter?: DataCenter
+  exchangeDataCenterChanges?: {
+    until: string
+    dataCenter: DataCenter
   }[]
 }
 
 export type ExchangeDetailsBase<T extends Exchange> = {
   id: T
   name: string
-  filterable: boolean
   enabled: boolean
+  delisted?: boolean
   availableSince: string
+  availableTo?: string
 
   availableChannels: FilterForExchange[T]['channel'][]
 
@@ -54,11 +107,14 @@ export type ExchangeDetailsBase<T extends Exchange> = {
   incidentReports: {
     from: string
     to: string
-    status: 'resolved' | 'wontfix'
+    status: 'resolved' | 'wontfix' | 'unresolved'
     details: string
-  }
+  }[]
+
+  channelDetails: ChannelDetails[]
+  apiDocsUrl?: string
+  dataCollectionDetails?: DataCollectionDetails
+  datasets: Datasets
 }
 
-type ExchangeDetails<T extends Exchange> =
-  | (ExchangeDetailsBase<T> & { supportsDatasets: false })
-  | (ExchangeDetailsBase<T> & { supportsDatasets: true; datasets: Datasets })
+type ExchangeDetails<T extends Exchange> = ExchangeDetailsBase<T>

package/src/instrumentinfo.ts

@@ -79,6 +79,8 @@ export type ContractType =
 export interface InstrumentInfo {
   /** symbol id */
   id: string
+  /** dataset symbol id, may differ from id */
+  datasetId?: string
   /** exchange id */
   exchange: string
   /** normalized, so for example bitmex XBTUSD has base currency set to BTC not XBT */
@@ -86,20 +88,30 @@ export interface InstrumentInfo {
   /** normalized, so for example bitfinex BTCUST has quote currency set to USDT, not UST */
   quoteCurrency: string
   type: SymbolType
+  /** derivative contract type */
+  contractType?: ContractType
   /** indicates if the instrument can currently be traded. */
   active: boolean
   /** date in ISO format */
   availableSince: string
   /** date in ISO format */
   availableTo?: string
+  /** date in ISO format, when the instrument was first listed on the exchange */
+  listing?: string
   /** in ISO format, only for futures and options */
   expiry?: string
+  /** expiration schedule type */
+  expirationType?: 'daily' | 'weekly' | 'next_week' | 'quarter' | 'next_quarter'
+  /** the underlying index for derivatives */
+  underlyingIndex?: string
   /** price tick size, price precision can be calculated from it */
   priceIncrement: number
   /** amount tick size, amount/size precision can be calculated from it */
   amountIncrement: number
   /** min order size */
   minTradeAmount: number
+  /** minimum notional value */
+  minNotional?: number
   /** consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc */
   makerFee: number
   /** consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc */
@@ -116,11 +128,27 @@ export interface InstrumentInfo {
   strikePrice?: number
   /** option type, only for options */
   optionType?: 'call' | 'put'
-  /** date in ISO format */
+  /** margin mode */
+  marginMode?: 'isolated' | 'cross'
+  /** whether margin trading is supported (spot) */
+  margin?: boolean
+  /** if this instrument is an alias for another */
+  aliasFor?: string
+  /** historical changes to instrument parameters */
   changes?: {
     until: string
     priceIncrement?: number
     amountIncrement?: number
     contractMultiplier?: number
+    minTradeAmount?: number
+    makerFee?: number
+    takerFee?: number
+    quanto?: boolean
+    inverse?: boolean
+    settlementCurrency?: string
+    underlyingIndex?: string
+    contractType?: ContractType
+    quoteCurrency?: string
+    type?: string
   }[]
 }

package/src/mappers/cryptocom.ts

@@ -2,7 +2,7 @@ import { upperCaseSymbols } from '../handy'
 import { BookChange, Exchange, BookTicker, Trade, DerivativeTicker } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
-export class CryptoComTradesMapper implements Mapper<'crypto-com' | 'crypto-com-derivatives', Trade> {
+export class CryptoComTradesMapper implements Mapper<'crypto-com', Trade> {
   constructor(private readonly _exchange: Exchange) {}
   canHandle(message: CryptoComTradeMessage) {
     return message.result !== undefined && message.result.channel === 'trade'
@@ -40,7 +40,7 @@ export class CryptoComTradesMapper implements Mapper<'crypto-com' | 'crypto-com-
   }
 }
 
-export class CryptoComBookChangeMapper implements Mapper<'crypto-com' | 'crypto-com-derivatives', BookChange> {
+export class CryptoComBookChangeMapper implements Mapper<'crypto-com', BookChange> {
   constructor(protected readonly _exchange: Exchange) {}
 
   canHandle(message: CryptoComBookMessage) {
@@ -82,7 +82,7 @@ export class CryptoComBookChangeMapper implements Mapper<'crypto-com' | 'crypto-
   }
 }
 
-export class CryptoComBookTickerMapper implements Mapper<'crypto-com' | 'crypto-com-derivatives', BookTicker> {
+export class CryptoComBookTickerMapper implements Mapper<'crypto-com', BookTicker> {
   constructor(protected readonly _exchange: Exchange) {}
 
   canHandle(message: CryptoComTickerMessage) {
@@ -119,7 +119,7 @@ export class CryptoComBookTickerMapper implements Mapper<'crypto-com' | 'crypto-
   }
 }
 
-export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-derivatives', DerivativeTicker> {
+export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com', DerivativeTicker> {
   private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
   private readonly _indexPrices = new Map<string, number>()
 

package/src/mappers/index.ts

@@ -19,7 +19,6 @@ import {
   BinanceEuropeanOptionSummaryMapper,
   BinanceEuropeanOptionSummaryMapperV2
 } from './binanceeuropeanoptions'
-import { BinanceOptionsBookChangeMapper, BinanceOptionsTradesMapper, BinanceOptionSummaryMapper } from './binanceoptions'
 import {
   BitfinexBookChangeMapper,
   BitfinexDerivativeTickerMapper,
@@ -288,7 +287,6 @@ const tradesMappers = {
   poloniex: (localTimestamp: Date) =>
     shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2TradesMapper() : new PoloniexTradesMapper(),
   coinflex: () => coinflexTradesMapper,
-  'binance-options': () => new BinanceOptionsTradesMapper(),
   upbit: () => new UpbitTradesMapper(),
   ascendex: () => new AscendexTradesMapper(),
   dydx: () => new DydxTradesMapper(),
@@ -299,7 +297,6 @@ const tradesMappers = {
   'bybit-spot': (localTimestamp: Date) =>
     shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit-spot') : new BybitSpotTradesMapper('bybit-spot'),
   'crypto-com': () => new CryptoComTradesMapper('crypto-com'),
-  'crypto-com-derivatives': () => new CryptoComTradesMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinTradesMapper('kucoin'),
   'kucoin-futures': () => new KucoinFuturesTradesMapper(),
   bitnomial: () => bitnomialTradesMapper,
@@ -387,7 +384,6 @@ const bookChangeMappers = {
   poloniex: (localTimestamp: Date) =>
     shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2BookChangeMapper() : new PoloniexBookChangeMapper(),
   coinflex: () => coinflexBookChangeMapper,
-  'binance-options': () => new BinanceOptionsBookChangeMapper(),
   upbit: () => new UpbitBookChangeMapper(),
   ascendex: () => new AscendexBookChangeMapper(),
   dydx: () => new DydxBookChangeMapper(),
@@ -396,7 +392,6 @@ const bookChangeMappers = {
   'star-atlas': () => new SerumBookChangeMapper('star-atlas'),
   mango: () => new SerumBookChangeMapper('mango'),
   'crypto-com': () => new CryptoComBookChangeMapper('crypto-com'),
-  'crypto-com-derivatives': () => new CryptoComBookChangeMapper('crypto-com-derivatives'),
   kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
   'kucoin-futures': (localTimestamp: Date) => new KucoinFuturesBookChangeMapper(isRealTime(localTimestamp) === false),
   bitnomial: () => new BitnomialBookChangMapper(),
@@ -442,7 +437,6 @@ const derivativeTickersMappers = {
   ascendex: () => new AscendexDerivativeTickerMapper(),
   dydx: () => new DydxDerivativeTickerMapper(),
   'dydx-v4': () => new DydxV4DerivativeTickerMapper(),
-  'crypto-com-derivatives': () => new CryptoComDerivativeTickerMapper('crypto-com-derivatives'),
   'crypto-com': () => new CryptoComDerivativeTickerMapper('crypto-com'),
   'woo-x': () => new WooxDerivativeTickerMapper(),
   'kucoin-futures': () => new KucoinFuturesDerivativeTickerMapper(),
@@ -455,7 +449,6 @@ const optionsSummaryMappers = {
   deribit: () => new DeribitOptionSummaryMapper(),
   'okex-options': (localTimestamp: Date) =>
     shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5OptionSummaryMapper() : new OkexOptionSummaryMapper(),
-  'binance-options': () => new BinanceOptionSummaryMapper(),
   'huobi-dm-options': () => new HuobiOptionsSummaryMapper(),
   'bybit-options': () => new BybitV5OptionSummaryMapper(),
   'binance-european-options': (localTimestamp: Date) =>
@@ -540,7 +533,6 @@ const bookTickersMappers = {
   'bybit-spot': (localTimestamp: Date) =>
     shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookTickerMapper('bybit-spot') : new BybitSpotBookTickerMapper('bybit-spot'),
   'crypto-com': () => new CryptoComBookTickerMapper('crypto-com'),
-  'crypto-com-derivatives': () => new CryptoComBookTickerMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinBookTickerMapper('kucoin'),
   'woo-x': () => new WooxBookTickerMapper(),
   delta: () => new DeltaBookTickerMapper(),