npm - tardis-dev - Versions diffs - 14.2.1 → 14.2.3 - Mend

tardis-dev 14.2.1 → 14.2.3

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.

Files changed (23) hide show

package/dist/consts.d.ts +2 -2
package/dist/consts.d.ts.map +1 -1
package/dist/consts.js +3 -0
package/dist/consts.js.map +1 -1
package/dist/downloaddatasets.d.ts +1 -0
package/dist/downloaddatasets.d.ts.map +1 -1
package/dist/downloaddatasets.js +6 -2
package/dist/downloaddatasets.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/instrumentinfo.js +1 -1
package/dist/instrumentinfo.js.map +1 -1
package/dist/realtimefeeds/binance.d.ts.map +1 -1
package/dist/realtimefeeds/binance.js +1 -1
package/dist/realtimefeeds/binance.js.map +1 -1
package/package.json +1 -1
package/src/consts.ts +3 -0
package/src/downloaddatasets.ts +6 -2
package/src/exchangedetails.ts +70 -14
package/src/instrumentinfo.ts +30 -2
package/src/realtimefeeds/binance.ts +3 -1

package/dist/consts.d.ts CHANGED Viewed

@@ -20,8 +20,8 @@ export declare const EXCHANGE_CHANNELS_INFO: {
     'ftx-us': readonly ["orderbook", "trades", "markets", "orderbookGrouped", "ticker"];
     gemini: readonly ["trade", "l2_updates", "auction_open", "auction_indicative", "auction_result"];
     bitflyer: readonly ["lightning_executions", "lightning_board_snapshot", "lightning_board", "lightning_ticker"];
-    'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio", "!contractInfo", "assetIndex"];
-    'binance-delivery': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "indexPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "recentTrades", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerBuySellVol", "!contractInfo"];
+    'binance-futures': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "fundingInfo", "insuranceBalance", "recentTrades", "compositeIndex", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerlongshortRatio", "!contractInfo", "assetIndex"];
+    'binance-delivery': readonly ["trade", "aggTrade", "ticker", "depth", "markPrice", "indexPrice", "depthSnapshot", "bookTicker", "forceOrder", "openInterest", "fundingInfo", "recentTrades", "topLongShortAccountRatio", "topLongShortPositionRatio", "globalLongShortAccountRatio", "takerBuySellVol", "!contractInfo"];
     'bitfinex-derivatives': readonly ["trades", "book", "raw_book", "status", "liquidations", "ticker"];
     huobi: readonly ["depth", "detail", "trade", "bbo", "mbp", "etp", "mbp.20"];
     'huobi-dm': readonly ["depth", "detail", "trade", "bbo", "basis", "liquidation_orders", "contract_info", "open_interest", "elite_account_ratio", "elite_position_ratio"];

package/dist/consts.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"consts.d.ts","sourceRoot":"","sources":["../src/consts.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,SAAS,yxBA0DZ,CAAA;AA6cV,eAAO,MAAM,sBAAsB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CA0DlC,CAAA"}

package/dist/consts.js CHANGED Viewed

@@ -283,6 +283,8 @@ const BINANCE_FUTURES_CHANNELS = [
     'bookTicker',
     'forceOrder',
     'openInterest',
+    'fundingInfo',
+    'insuranceBalance',
     'recentTrades',
     'compositeIndex',
     'topLongShortAccountRatio',
@@ -303,6 +305,7 @@ const BINANCE_DELIVERY_CHANNELS = [
     'bookTicker',
     'forceOrder',
     'openInterest',
+    'fundingInfo',
     'recentTrades',
     'topLongShortAccountRatio',
     'topLongShortPositionRatio',

package/dist/consts.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/downloaddatasets.d.ts CHANGED Viewed

@@ -1,6 +1,7 @@
 import { DatasetType } from './exchangedetails';
 import { Exchange } from './types';
 export declare function downloadDatasets(downloadDatasetsOptions: DownloadDatasetsOptions): Promise<void>;
+export declare function sanitizeForFilename(s: string): string;
 type GetFilenameOptions = {
     exchange: Exchange;
     dataType: DatasetType;

package/dist/downloaddatasets.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"downloaddatasets.d.ts","sourceRoot":"","sources":["../src/downloaddatasets.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAA;AAG/C,OAAO,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAA;AAQlC,wBAAsB,gBAAgB,CAAC,uBAAuB,EAAE,uBAAuB,iBAyEtF;AAsDD,wBAAgB,mBAAmB,CAAC,CAAC,EAAE,MAAM,UAE5C;AA6BD,KAAK,kBAAkB,GAAG;IACxB,QAAQ,EAAE,QAAQ,CAAA;IAClB,QAAQ,EAAE,WAAW,CAAA;IACrB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,IAAI,CAAA;IACV,MAAM,EAAE,MAAM,CAAA;CACf,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,QAAQ,EAAE,QAAQ,CAAA;IAClB,SAAS,EAAE,WAAW,EAAE,CAAA;IACxB,OAAO,EAAE,MAAM,EAAE,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,MAAM,CAAC,EAAE,KAAK,CAAA;IACd,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,WAAW,CAAC,EAAE,CAAC,OAAO,EAAE,kBAAkB,KAAK,MAAM,CAAA;IACrD,YAAY,CAAC,EAAE,OAAO,CAAA;CACvB,CAAA"}

package/dist/downloaddatasets.js CHANGED Viewed

@@ -4,6 +4,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.downloadDatasets = downloadDatasets;
+exports.sanitizeForFilename = sanitizeForFilename;
 const fs_extra_1 = require("fs-extra");
 const p_map_1 = __importDefault(require("p-map"));
 const debug_1 = require("./debug");
@@ -80,7 +81,7 @@ function getDownloadOptions({ apiKey, exchange, dataType, date, symbol, format,
     const year = date.getUTCFullYear();
     const month = (0, handy_1.doubleDigit)(date.getUTCMonth() + 1);
     const day = (0, handy_1.doubleDigit)(date.getUTCDate());
-    const url = `${options.datasetsEndpoint}/${exchange}/${dataType}/${year}/${month}/${day}/${symbol}.${format}.gz`;
+    const url = `${options.datasetsEndpoint}/${exchange}/${dataType}/${year}/${month}/${day}/${encodeURIComponent(symbol)}.${format}.gz`;
     const filename = getFilename({
         dataType,
         date,
@@ -96,8 +97,11 @@ function getDownloadOptions({ apiKey, exchange, dataType, date, symbol, format,
         apiKey
     };
 }
+function sanitizeForFilename(s) {
+    return s.replace(/[\\/?*<>|"]/g, '-');
+}
 function getFilenameDefault({ exchange, dataType, format, date, symbol }) {
-    return `${exchange}_${dataType}_${date.toISOString().split('T')[0]}_${symbol}.${format}.gz`;
+    return `${exchange}_${dataType}_${date.toISOString().split('T')[0]}_${sanitizeForFilename(symbol)}.${format}.gz`;
 }
 function getDownloadDateRange({ from, to }) {
     if (!from || isNaN(Date.parse(from))) {

package/dist/downloaddatasets.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/exchangedetails.d.ts CHANGED Viewed

@@ -1,31 +1,72 @@
 import { Exchange, FilterForExchange } from './types';
 export declare function getExchangeDetails<T extends Exchange>(exchange: T): Promise<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'][];
     availableSymbols: {
         id: string;
@@ -37,15 +78,14 @@ export type ExchangeDetailsBase<T extends Exchange> = {
     incidentReports: {
         from: string;
         to: string;
-        status: 'resolved' | 'wontfix';
+        status: 'resolved' | 'wontfix' | 'unresolved';
         details: string;
-    };
-};
-type ExchangeDetails<T extends Exchange> = (ExchangeDetailsBase<T> & {
-    supportsDatasets: false;
-}) | (ExchangeDetailsBase<T> & {
-    supportsDatasets: true;
+    }[];
+    channelDetails: ChannelDetails[];
+    apiDocsUrl?: string;
+    dataCollectionDetails?: DataCollectionDetails;
     datasets: Datasets;
-});
+};
+type ExchangeDetails<T extends Exchange> = ExchangeDetailsBase<T>;
 export {};
 //# sourceMappingURL=exchangedetails.d.ts.map

package/dist/exchangedetails.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/instrumentinfo.d.ts CHANGED Viewed

@@ -14,6 +14,8 @@ export type ContractType = 'move' | 'linear_future' | 'inverse_future' | 'quanto
 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 */
@@ -21,20 +23,30 @@ 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 */
@@ -51,12 +63,28 @@ 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;
     }[];
 }
 export {};

package/dist/instrumentinfo.d.ts.map CHANGED Viewed

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package/dist/instrumentinfo.js CHANGED Viewed

@@ -17,7 +17,7 @@ async function getInstrumentInfoForExchange(exchange, filterOrSymbol) {
     const options = (0, options_1.getOptions)();
     let url = `${options.endpoint}/instruments/${exchange}`;
     if (typeof filterOrSymbol === 'string') {
-        url += `/${filterOrSymbol}`;
+        url += `/${encodeURIComponent(filterOrSymbol)}`;
     }
     else if (typeof filterOrSymbol === 'object') {
         url += `?filter=${encodeURIComponent(JSON.stringify(filterOrSymbol))}`;

package/dist/instrumentinfo.js.map CHANGED Viewed

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

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package/dist/realtimefeeds/binance.js CHANGED Viewed

@@ -54,7 +54,7 @@ function getDelayToNextMinuteMS() {
 }
 class BinanceRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
     *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
-        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades');
+        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance');
         if (wsFilters.length > 0) {
             yield new BinanceSingleConnectionRealTimeFeed(exchange, wsFilters, this.wssURL, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);
         }

package/dist/realtimefeeds/binance.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "14.2.1",
+  "version": "14.2.3",
   "engines": {
     "node": ">=24"
   },

package/src/consts.ts CHANGED Viewed

@@ -301,6 +301,8 @@ const BINANCE_FUTURES_CHANNELS = [
   'bookTicker',
   'forceOrder',
   'openInterest',
+  'fundingInfo',
+  'insuranceBalance',
   'recentTrades',
   'compositeIndex',
   'topLongShortAccountRatio',
@@ -322,6 +324,7 @@ const BINANCE_DELIVERY_CHANNELS = [
   'bookTicker',
   'forceOrder',
   'openInterest',
+  'fundingInfo',
   'recentTrades',
   'topLongShortAccountRatio',
   'topLongShortPositionRatio',

package/src/downloaddatasets.ts CHANGED Viewed

@@ -118,7 +118,7 @@ function getDownloadOptions({
   const month = doubleDigit(date.getUTCMonth() + 1)
   const day = doubleDigit(date.getUTCDate())
-  const url = `${options.datasetsEndpoint}/${exchange}/${dataType}/${year}/${month}/${day}/${symbol}.${format}.gz`
+  const url = `${options.datasetsEndpoint}/${exchange}/${dataType}/${year}/${month}/${day}/${encodeURIComponent(symbol)}.${format}.gz`
   const filename = getFilename({
     dataType,
     date,
@@ -139,8 +139,12 @@ function getDownloadOptions({
 type DownloadOptions = Parameters<typeof download>[0]
+export function sanitizeForFilename(s: string) {
+  return s.replace(/[\\/?*<>|"]/g, '-')
+}
 function getFilenameDefault({ exchange, dataType, format, date, symbol }: GetFilenameOptions) {
-  return `${exchange}_${dataType}_${date.toISOString().split('T')[0]}_${symbol}.${format}.gz`
+  return `${exchange}_${dataType}_${date.toISOString().split('T')[0]}_${sanitizeForFilename(symbol)}.${format}.gz`
 }
 function getDownloadDateRange({ from, to }: DownloadDatasetsOptions) {

package/src/exchangedetails.ts CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -23,7 +23,7 @@ async function getInstrumentInfoForExchange(exchange: Exchange, filterOrSymbol?:
   let url = `${options.endpoint}/instruments/${exchange}`
   if (typeof filterOrSymbol === 'string') {
-    url += `/${filterOrSymbol}`
+    url += `/${encodeURIComponent(filterOrSymbol)}`
   } else if (typeof filterOrSymbol === 'object') {
     url += `?filter=${encodeURIComponent(JSON.stringify(filterOrSymbol))}`
   }
@@ -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/realtimefeeds/binance.ts CHANGED Viewed

@@ -75,7 +75,9 @@ abstract class BinanceRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
   protected abstract depthRequestRequestWeight: number
   protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
-    const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades')
+    const wsFilters = filters.filter(
+      (f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance'
+    )
     if (wsFilters.length > 0) {
       yield new BinanceSingleConnectionRealTimeFeed(