tardis-dev 14.2.3 → 15.0.0

package/README.md

@@ -1,23 +1,22 @@
 # tardis-dev
 
 [![Version](https://img.shields.io/npm/v/tardis-dev.svg)](https://www.npmjs.org/package/tardis-dev)
-[![Try on RunKit](https://badge.runkitcdn.com/tardis-dev.svg)](https://runkit.com/npm/tardis-dev)
 
 <br/>
 
-Node.js `tardis-dev` library provides convenient access to tick-level real-time and historical cryptocurrency market data both in exchange native and normalized formats. Instead of callbacks it relies on [async iteration (for await ...of)](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of) enabling composability features like [seamless switching between real-time data streaming and historical data replay](https://docs.tardis.dev/api/node-js#seamless-switching-between-real-time-streaming-and-historical-market-data-replay) or [computing derived data locally](https://docs.tardis.dev/api/node-js#computing-derived-data-locally).
+Node.js `tardis-dev` library provides convenient access to tick-level real-time and historical cryptocurrency market data both in exchange native and normalized formats. Instead of callbacks it relies on [async iteration (for await ...of)](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of) enabling composability features like [seamless switching between real-time data streaming and historical data replay](https://docs.tardis.dev/api/node-js/normalization#seamless-switching-between-real-time-streaming-and-historical-market-data-replay) or [computing derived data locally](https://docs.tardis.dev/api/node-js/normalization#computing-derived-data-locally).
 
 <br/>
 
 ```javascript
-const { replayNormalized, normalizeTrades, normalizeBookChanges } = require('tardis-dev')
+import { replayNormalized, normalizeTrades, normalizeBookChanges } from 'tardis-dev'
 
 const messages = replayNormalized(
   {
-    exchange: 'bitmex',
-    symbols: ['XBTUSD', 'ETHUSD'],
-    from: '2019-05-01',
-    to: '2019-05-02'
+    exchange: 'binance',
+    symbols: ['btcusdt'],
+    from: '2024-03-01',
+    to: '2024-03-02'
   },
   normalizeTrades,
   normalizeBookChanges
@@ -28,26 +27,23 @@ for await (const message of messages) {
 }
 ```
 
-[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-c?color=5558be)](https://runkit.com/thad/tardis-dev-replay-market-data-normalized)
-
-<br/>
 <br/>
 
 ## Features
 
-- historical tick-level [market data replay](https://docs.tardis.dev/api/node-js#replaying-historical-market-data) backed by [tardis.dev HTTP API](https://docs.tardis.dev/api/http#data-feeds-exchange) — includes full order book depth snapshots plus incremental updates, tick-by-tick trades, historical open interest, funding, index, mark prices, liquidations and more
+- historical tick-level [market data replay](https://docs.tardis.dev/api/node-js/replaying-historical-data) backed by [tardis.dev HTTP API](https://docs.tardis.dev/api/http-api-reference#data-feeds-exchange) — includes full order book depth snapshots plus incremental updates, tick-by-tick trades, historical open interest, funding, index, mark prices, liquidations and more
 
   <br/>
 
-- consolidated [real-time data streaming API](https://docs.tardis.dev/api/node-js#streaming-real-time-market-data) connecting directly to exchanges' public WebSocket APIs
+- consolidated [real-time data streaming API](https://docs.tardis.dev/api/node-js/streaming-real-time-data) connecting directly to exchanges' public WebSocket APIs
 
 <br/>
 
-- support for both [exchange-native](https://docs.tardis.dev/faq/data#what-is-a-difference-between-exchange-native-and-normalized-data-format) and [normalized market data](https://docs.tardis.dev/faq/data#what-is-a-difference-between-exchange-native-and-normalized-data-format) formats (unified format for accessing market data across all supported exchanges — normalized trades, order book and ticker data)
+- support for both [exchange-native and normalized market data](https://docs.tardis.dev/faq/data) formats (unified format for accessing market data across all supported exchanges — normalized trades, order book and ticker data)
 
 <br/>
 
-- [seamless switching between real-time streaming and historical market data replay](https://docs.tardis.dev/api/node-js#seamless-switching-between-real-time-streaming-and-historical-market-data-replay) thanks to [`async iterables`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of) providing unified way of consuming data messages
+- [seamless switching between real-time streaming and historical market data replay](https://docs.tardis.dev/api/node-js/normalization#seamless-switching-between-real-time-streaming-and-historical-market-data-replay) thanks to [`async iterables`](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Statements/for-await...of) providing unified way of consuming data messages
 
 <br/>
 
@@ -55,7 +51,7 @@ for await (const message of messages) {
 
 <br/>
 
-- support for top cryptocurrency exchanges: BitMEX, Deribit, Binance, FTX, OKEx, Huobi Futures, Huobi Global, Bitfinex, Coinbase Pro, Kraken Futures, Kraken, Bitstamp, Gemini, Poloniex, Bybit, Phemex, Delta Exchange, FTX US, Binance US, Gate.io, OKCoin, bitFlyer, HitBTC, CoinFLEX (2.0), Binance Jersey and more
+- support for many cryptocurrency exchanges — see [docs.tardis.dev](https://docs.tardis.dev) for the full list
 
 <br/>
 
@@ -63,15 +59,15 @@ for await (const message of messages) {
 
 <br/>
 
-- [combining multiple exchanges feeds into single one](https://docs.tardis.dev/api/node-js#combining-data-streams) via [`combine`](https://docs.tardis.dev/api/node-js#combine-iterators) helper function — synchronized historical market data replay and consolidated real-time data streaming from multiple exchanges
+- [combining multiple exchanges feeds into single one](https://docs.tardis.dev/api/node-js/normalization#combining-data-streams) via [`combine`](https://docs.tardis.dev/api/node-js/normalization#combining-data-streams) helper function — synchronized historical market data replay and consolidated real-time data streaming from multiple exchanges
 
 <br/>
 
-- [computing derived data locally](https://docs.tardis.dev/api/node-js#computing-derived-data-locally) like order book imbalance, custom trade bars, book snapshots and more via [`compute`](https://docs.tardis.dev/api/node-js#compute-iterator-computables) helper function and `computables`, e.g., volume based bars, top 20 levels order book snapshots taken every 10 ms etc.
+- [computing derived data locally](https://docs.tardis.dev/api/node-js/normalization#computing-derived-data-locally) like order book imbalance, custom trade bars, book snapshots and more via [`compute`](https://docs.tardis.dev/api/node-js/normalization#computing-derived-data-locally) helper function and `computables`, e.g., volume based bars, top 20 levels order book snapshots taken every 10 ms etc.
 
 <br/>
 
-- [full limit order book reconstruction](https://docs.tardis.dev/api/node-js#limit-order-book-reconstruction) both for real-time and historical data via `OrderBook` object
+- [full limit order book reconstruction](https://docs.tardis.dev/api/node-js/normalization#limit-order-book-reconstruction) both for real-time and historical data via `OrderBook` object
 
 <br/>
 
@@ -79,11 +75,11 @@ for await (const message of messages) {
 
 <br/>
 
-- [extensible mapping logic](https://docs.tardis.dev/api/node-js#modifying-built-in-and-adding-custom-normalizers) that allows adjusting normalized formats for specific needs
+- [extensible mapping logic](https://docs.tardis.dev/api/node-js/normalization#modifying-built-in-and-adding-custom-normalizers) that allows adjusting normalized formats for specific needs
 
 <br/>
 
-- [built-in TypeScript support](https://docs.tardis.dev/api/node-js#usage-with-typescript)
+- [built-in TypeScript support](https://docs.tardis.dev/api/node-js/quickstart#es-modules-and-typescript)
 
 <br/>
 <br/>
@@ -91,12 +87,14 @@ for await (const message of messages) {
 
 ## Installation
 
-Requires Node.js v12+ installed.
+Requires Node.js v24+ installed.
 
 ```bash
 npm install tardis-dev --save
 ```
 
+`tardis-dev` is ESM-only. Examples in this README use ES modules and top-level await. Save snippets as `.mjs` or set `"type": "module"` in your `package.json`.
+
 <br/>
 <br/>
 
@@ -114,8 +112,7 @@ npm install tardis-dev --save
 Example showing how to quickly display real-time spread and best bid/ask info across multiple exchanges at once. It can be easily adapted to do the same for historical data \(`replayNormalized` instead of `streamNormalized`).
 
 ```javascript
-const tardis = require('tardis-dev')
-const { streamNormalized, normalizeBookChanges, combine, compute, computeBookSnapshots } = tardis
+import { streamNormalized, normalizeBookChanges, combine, compute, computeBookSnapshots } from 'tardis-dev'
 
 const exchangesToStream = [
   { exchange: 'bitmex', symbols: ['XBTUSD'] },
@@ -163,8 +160,6 @@ for await (const message of messagesWithQuotes) {
 }
 ```
 
-[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-c?color=5558be)](https://runkit.com/thad/tardis-dev-real-time-spread-for-multiple-exchanges)
-
 <br/>
 
 ### Seamless switching between real-time streaming and historical market data replay
@@ -172,23 +167,22 @@ for await (const message of messagesWithQuotes) {
 Example showing simple pattern of providing `async iterable` of market data messages to the function that can process them no matter if it's is real-time or historical market data. That effectively enables having the same 'data pipeline' for backtesting and live trading.
 
 ```javascript
-const tardis = require('tardis-dev')
-const { replayNormalized, streamNormalized, normalizeTrades, compute, computeTradeBars } = tardis
+import { replayNormalized, streamNormalized, normalizeTrades, compute, computeTradeBars } from 'tardis-dev'
 
 const historicalMessages = replayNormalized(
   {
-    exchange: 'bitmex',
-    symbols: ['XBTUSD'],
-    from: '2019-08-01',
-    to: '2019-08-02'
+    exchange: 'binance',
+    symbols: ['btcusdt'],
+    from: '2024-03-01',
+    to: '2024-03-02'
   },
   normalizeTrades
 )
 
 const realTimeMessages = streamNormalized(
   {
-    exchange: 'bitmex',
-    symbols: ['XBTUSD']
+    exchange: 'binance',
+    symbols: ['btcusdt']
   },
   normalizeTrades
 )
@@ -198,7 +192,7 @@ async function produceVolumeBasedTradeBars(messages) {
     messages,
     computeTradeBars({
       kind: 'volume',
-      interval: 100 * 1000 // aggregate by 100k contracts volume
+      interval: 1 // aggregate by 1 BTC traded volume
     })
   )
 
@@ -215,54 +209,48 @@ await produceVolumeBasedTradeBars(historicalMessages)
 //  await produceVolumeBasedTradeBars(realTimeMessages)
 ```
 
-[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-c?color=5558be)](https://runkit.com/thad/tardis-dev-seamless-switching-between-real-time-streaming-and-historical-market-data-replay)
-
 <br/>
 
 ### Stream real-time market data in exchange native data format
 
 ```javascript
-const { stream } = require('tardis-dev')
+import { stream } from 'tardis-dev'
 
 const messages = stream({
-  exchange: 'bitmex',
+  exchange: 'binance',
   filters: [
-    { channel: 'trade', symbols: ['XBTUSD'] },
-    { channel: 'orderBookL2', symbols: ['XBTUSD'] }
+    { channel: 'trade', symbols: ['btcusdt'] },
+    { channel: 'depth', symbols: ['btcusdt'] }
   ]
 })
 
-for await (const message of messages) {
-  console.log(message)
+for await (const { localTimestamp, message } of messages) {
+  console.log(localTimestamp, message)
 }
 ```
 
-[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-b?color=5558be)](https://runkit.com/thad/tardis-dev-stream-market-data)
-
 <br/>
 
 ### Replay historical market data in exchange native data format
 
 ```javascript
-const { replay } = require('tardis-dev')
+import { replay } from 'tardis-dev'
 
 const messages = replay({
-  exchange: 'bitmex',
+  exchange: 'binance',
   filters: [
-    { channel: 'trade', symbols: ['XBTUSD'] },
-    { channel: 'orderBookL2', symbols: ['XBTUSD'] }
+    { channel: 'trade', symbols: ['btcusdt'] },
+    { channel: 'depth', symbols: ['btcusdt'] }
   ],
-  from: '2019-05-01',
-  to: '2019-05-02'
+  from: '2024-03-01',
+  to: '2024-03-02'
 })
 
-for await (const message of messages) {
-  console.log(message)
+for await (const { localTimestamp, message } of messages) {
+  console.log(localTimestamp, message)
 }
 ```
 
-[![Try this code live on RunKit](https://img.shields.io/badge/-Try%20this%20code%20live%20on%20RunKit-b?color=5558be)](https://runkit.com/thad/tardis-dev-replay-market-data)
-
 <br/>
 <br/>
 

package/dist/apikeyaccessinfo.d.ts

@@ -1,4 +1,4 @@
-import { Exchange } from './types';
+import { Exchange } from './types.ts';
 export declare function getApiKeyAccessInfo(apiKey?: string): Promise<ApiKeyAccessInfo>;
 export type ApiKeyAccessInfo = {
     exchange: Exchange;

package/dist/apikeyaccessinfo.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"apikeyaccessinfo.d.ts","sourceRoot":"","sources":["../src/apikeyaccessinfo.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAErC,wBAAsB,mBAAmB,CAAC,MAAM,CAAC,EAAE,MAAM,6BAWxD;AAED,MAAM,MAAM,gBAAgB,GAAG;IAC7B,QAAQ,EAAE,QAAQ,CAAA;IAClB,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,OAAO,EAAE,MAAM,EAAE,CAAA;CAClB,EAAE,CAAA"}

package/dist/apikeyaccessinfo.js

@@ -1,18 +1,13 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getApiKeyAccessInfo = getApiKeyAccessInfo;
-const handy_1 = require("./handy");
-const options_1 = require("./options");
-async function getApiKeyAccessInfo(apiKey) {
-    const options = (0, options_1.getOptions)();
+import { getJSON } from "./handy.js";
+import { getOptions } from "./options.js";
+export async function getApiKeyAccessInfo(apiKey) {
+    const options = getOptions();
     const apiKeyToCheck = apiKey || options.apiKey;
-    const apiKeyAccessInfo = await handy_1.httpClient
-        .get(`${options.endpoint}/api-key-info`, {
+    const { data } = await getJSON(`${options.endpoint}/api-key-info`, {
         headers: {
             Authorization: `Bearer ${apiKeyToCheck}`
         }
-    })
-        .json();
-    return apiKeyAccessInfo;
+    });
+    return data;
 }
 //# sourceMappingURL=apikeyaccessinfo.js.map

package/dist/apikeyaccessinfo.js.map

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package/dist/binarysplit.d.ts

@@ -1,4 +1,5 @@
-import { Transform, TransformCallback } from 'stream';
+import { Transform } from 'stream';
+import type { TransformCallback } from 'stream';
 export declare class BinarySplitStream extends Transform {
     private readonly _NEW_LINE_BYTE;
     private _buffered?;

package/dist/binarysplit.d.ts.map

@@ -1 +1 @@
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package/dist/binarysplit.js

@@ -1,9 +1,6 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BinarySplitStream = void 0;
-const stream_1 = require("stream");
+import { Transform } from 'stream';
 // Inspired by https://github.com/maxogden/binary-split/blob/master/index.js
-class BinarySplitStream extends stream_1.Transform {
+export class BinarySplitStream extends Transform {
     _NEW_LINE_BYTE;
     _buffered;
     constructor() {
@@ -41,5 +38,4 @@ class BinarySplitStream extends stream_1.Transform {
         callback();
     }
 }
-exports.BinarySplitStream = BinarySplitStream;
 //# sourceMappingURL=binarysplit.js.map

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@@ -1 +1 @@
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+{"version":3,"file":"binarysplit.js","sourceRoot":"","sources":["../src/binarysplit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,QAAQ,CAAA;AAGlC,4EAA4E;AAC5E,MAAM,OAAO,iBAAkB,SAAQ,SAAS;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"}

package/dist/clearcache.d.ts

@@ -1,4 +1,4 @@
-import { Filter, Exchange } from './types';
+import { Filter, Exchange } from './types.ts';
 export declare function clearCache(exchange?: Exchange, filters?: Filter<any>[], year?: number, month?: number, day?: number): Promise<void>;
 export declare function clearCacheSync(exchange?: Exchange, filters?: Filter<any>[], year?: number, month?: number, day?: number): void;
 //# sourceMappingURL=clearcache.d.ts.map

package/dist/clearcache.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"clearcache.d.ts","sourceRoot":"","sources":["../src/clearcache.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAA;AAG1C,wBAAsB,UAAU,CAAC,QAAQ,CAAC,EAAE,QAAQ,EAAE,OAAO,CAAC,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,iBAYzH;AAED,wBAAgB,cAAc,CAAC,QAAQ,CAAC,EAAE,QAAQ,EAAE,OAAO,CAAC,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,QAYvH"}
+{"version":3,"file":"clearcache.d.ts","sourceRoot":"","sources":["../src/clearcache.ts"],"names":[],"mappings":"AAIA,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAG7C,wBAAsB,UAAU,CAAC,QAAQ,CAAC,EAAE,QAAQ,EAAE,OAAO,CAAC,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,iBAYzH;AAED,wBAAgB,cAAc,CAAC,QAAQ,CAAC,EAAE,QAAQ,EAAE,OAAO,CAAC,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,QAYvH"}

package/dist/clearcache.js

@@ -1,50 +1,47 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.clearCache = clearCache;
-exports.clearCacheSync = clearCacheSync;
-const fs_extra_1 = require("fs-extra");
-const debug_1 = require("./debug");
-const options_1 = require("./options");
-const handy_1 = require("./handy");
-async function clearCache(exchange, filters, year, month, day) {
+import { rmSync } from 'node:fs';
+import { rm } from 'node:fs/promises';
+import { debug } from "./debug.js";
+import { getOptions } from "./options.js";
+import { sha256, optimizeFilters, doubleDigit } from "./handy.js";
+export async function clearCache(exchange, filters, year, month, day) {
     try {
         const dirToRemove = getDirToRemove(exchange, filters, year, month, day);
-        (0, debug_1.debug)('clearing cache dir: %s', dirToRemove);
-        await (0, fs_extra_1.remove)(dirToRemove);
-        (0, debug_1.debug)('cleared cache dir: %s', dirToRemove);
+        debug('clearing cache dir: %s', dirToRemove);
+        await rm(dirToRemove, { force: true, recursive: true });
+        debug('cleared cache dir: %s', dirToRemove);
     }
     catch (e) {
-        (0, debug_1.debug)('clearing cache dir error: %o', e);
+        debug('clearing cache dir error: %o', e);
     }
 }
-function clearCacheSync(exchange, filters, year, month, day) {
+export function clearCacheSync(exchange, filters, year, month, day) {
     try {
         const dirToRemove = getDirToRemove(exchange, filters, year, month, day);
-        (0, debug_1.debug)('clearing cache (sync) dir: %s', dirToRemove);
-        (0, fs_extra_1.removeSync)(dirToRemove);
-        (0, debug_1.debug)('cleared cache(sync) dir: %s', dirToRemove);
+        debug('clearing cache (sync) dir: %s', dirToRemove);
+        rmSync(dirToRemove, { force: true, recursive: true });
+        debug('cleared cache(sync) dir: %s', dirToRemove);
     }
     catch (e) {
-        (0, debug_1.debug)('clearing cache (sync) dir error: %o', e);
+        debug('clearing cache (sync) dir error: %o', e);
     }
 }
 function getDirToRemove(exchange, filters, year, month, day) {
-    const options = (0, options_1.getOptions)();
+    const options = getOptions();
     let dirToRemove = `${options.cacheDir}/feeds`;
     if (exchange !== undefined) {
         dirToRemove += `/${exchange}`;
     }
     if (filters !== undefined) {
-        dirToRemove += `/${(0, handy_1.sha256)((0, handy_1.optimizeFilters)(filters))}`;
+        dirToRemove += `/${sha256(optimizeFilters(filters))}`;
     }
     if (year !== undefined) {
         dirToRemove += `/${year}`;
     }
     if (month !== undefined) {
-        dirToRemove += `/${(0, handy_1.doubleDigit)(month)}`;
+        dirToRemove += `/${doubleDigit(month)}`;
     }
     if (day !== undefined) {
-        dirToRemove += `/${(0, handy_1.doubleDigit)(day)}`;
+        dirToRemove += `/${doubleDigit(day)}`;
     }
     return dirToRemove;
 }

package/dist/clearcache.js.map

@@ -1 +1 @@
-{"version":3,"file":"clearcache.js","sourceRoot":"","sources":["../src/clearcache.ts"],"names":[],"mappings":";;AAMA,gCAYC;AAED,wCAYC;AAhCD,uCAA6C;AAC7C,mCAA+B;AAC/B,uCAAsC;AAEtC,mCAA8D;AAEvD,KAAK,UAAU,UAAU,CAAC,QAAmB,EAAE,OAAuB,EAAE,IAAa,EAAE,KAAc,EAAE,GAAY;IACxH,IAAI,CAAC;QACH,MAAM,WAAW,GAAG,cAAc,CAAC,QAAQ,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,CAAC,CAAA;QAEvE,IAAA,aAAK,EAAC,wBAAwB,EAAE,WAAW,CAAC,CAAA;QAE5C,MAAM,IAAA,iBAAM,EAAC,WAAW,CAAC,CAAA;QAEzB,IAAA,aAAK,EAAC,uBAAuB,EAAE,WAAW,CAAC,CAAA;IAC7C,CAAC;IAAC,OAAO,CAAC,EAAE,CAAC;QACX,IAAA,aAAK,EAAC,8BAA8B,EAAE,CAAC,CAAC,CAAA;IAC1C,CAAC;AACH,CAAC;AAED,SAAgB,cAAc,CAAC,QAAmB,EAAE,OAAuB,EAAE,IAAa,EAAE,KAAc,EAAE,GAAY;IACtH,IAAI,CAAC;QACH,MAAM,WAAW,GAAG,cAAc,CAAC,QAAQ,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,CAAC,CAAA;QAEvE,IAAA,aAAK,EAAC,+BAA+B,EAAE,WAAW,CAAC,CAAA;QAEnD,IAAA,qBAAU,EAAC,WAAW,CAAC,CAAA;QAEvB,IAAA,aAAK,EAAC,6BAA6B,EAAE,WAAW,CAAC,CAAA;IACnD,CAAC;IAAC,OAAO,CAAC,EAAE,CAAC;QACX,IAAA,aAAK,EAAC,qCAAqC,EAAE,CAAC,CAAC,CAAA;IACjD,CAAC;AACH,CAAC;AAED,SAAS,cAAc,CAAC,QAAmB,EAAE,OAAuB,EAAE,IAAa,EAAE,KAAc,EAAE,GAAY;IAC/G,MAAM,OAAO,GAAG,IAAA,oBAAU,GAAE,CAAA;IAE5B,IAAI,WAAW,GAAG,GAAG,OAAO,CAAC,QAAQ,QAAQ,CAAA;IAE7C,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;QAC3B,WAAW,IAAI,IAAI,QAAQ,EAAE,CAAA;IAC/B,CAAC;IAED,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,WAAW,IAAI,IAAI,IAAA,cAAM,EAAC,IAAA,uBAAe,EAAC,OAAO,CAAC,CAAC,EAAE,CAAA;IACvD,CAAC;IAED,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACvB,WAAW,IAAI,IAAI,IAAI,EAAE,CAAA;IAC3B,CAAC;IAED,IAAI,KAAK,KAAK,SAAS,EAAE,CAAC;QACxB,WAAW,IAAI,IAAI,IAAA,mBAAW,EAAC,KAAK,CAAC,EAAE,CAAA;IACzC,CAAC;IAED,IAAI,GAAG,KAAK,SAAS,EAAE,CAAC;QACtB,WAAW,IAAI,IAAI,IAAA,mBAAW,EAAC,GAAG,CAAC,EAAE,CAAA;IACvC,CAAC;IAED,OAAO,WAAW,CAAA;AACpB,CAAC"}
+{"version":3,"file":"clearcache.js","sourceRoot":"","sources":["../src/clearcache.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,SAAS,CAAA;AAChC,OAAO,EAAE,EAAE,EAAE,MAAM,kBAAkB,CAAA;AACrC,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAClC,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAA;AAEzC,OAAO,EAAE,MAAM,EAAE,eAAe,EAAE,WAAW,EAAE,MAAM,YAAY,CAAA;AAEjE,MAAM,CAAC,KAAK,UAAU,UAAU,CAAC,QAAmB,EAAE,OAAuB,EAAE,IAAa,EAAE,KAAc,EAAE,GAAY;IACxH,IAAI,CAAC;QACH,MAAM,WAAW,GAAG,cAAc,CAAC,QAAQ,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,CAAC,CAAA;QAEvE,KAAK,CAAC,wBAAwB,EAAE,WAAW,CAAC,CAAA;QAE5C,MAAM,EAAE,CAAC,WAAW,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAA;QAEvD,KAAK,CAAC,uBAAuB,EAAE,WAAW,CAAC,CAAA;IAC7C,CAAC;IAAC,OAAO,CAAC,EAAE,CAAC;QACX,KAAK,CAAC,8BAA8B,EAAE,CAAC,CAAC,CAAA;IAC1C,CAAC;AACH,CAAC;AAED,MAAM,UAAU,cAAc,CAAC,QAAmB,EAAE,OAAuB,EAAE,IAAa,EAAE,KAAc,EAAE,GAAY;IACtH,IAAI,CAAC;QACH,MAAM,WAAW,GAAG,cAAc,CAAC,QAAQ,EAAE,OAAO,EAAE,IAAI,EAAE,KAAK,EAAE,GAAG,CAAC,CAAA;QAEvE,KAAK,CAAC,+BAA+B,EAAE,WAAW,CAAC,CAAA;QAEnD,MAAM,CAAC,WAAW,EAAE,EAAE,KAAK,EAAE,IAAI,EAAE,SAAS,EAAE,IAAI,EAAE,CAAC,CAAA;QAErD,KAAK,CAAC,6BAA6B,EAAE,WAAW,CAAC,CAAA;IACnD,CAAC;IAAC,OAAO,CAAC,EAAE,CAAC;QACX,KAAK,CAAC,qCAAqC,EAAE,CAAC,CAAC,CAAA;IACjD,CAAC;AACH,CAAC;AAED,SAAS,cAAc,CAAC,QAAmB,EAAE,OAAuB,EAAE,IAAa,EAAE,KAAc,EAAE,GAAY;IAC/G,MAAM,OAAO,GAAG,UAAU,EAAE,CAAA;IAE5B,IAAI,WAAW,GAAG,GAAG,OAAO,CAAC,QAAQ,QAAQ,CAAA;IAE7C,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;QAC3B,WAAW,IAAI,IAAI,QAAQ,EAAE,CAAA;IAC/B,CAAC;IAED,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,WAAW,IAAI,IAAI,MAAM,CAAC,eAAe,CAAC,OAAO,CAAC,CAAC,EAAE,CAAA;IACvD,CAAC;IAED,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACvB,WAAW,IAAI,IAAI,IAAI,EAAE,CAAA;IAC3B,CAAC;IAED,IAAI,KAAK,KAAK,SAAS,EAAE,CAAC;QACxB,WAAW,IAAI,IAAI,WAAW,CAAC,KAAK,CAAC,EAAE,CAAA;IACzC,CAAC;IAED,IAAI,GAAG,KAAK,SAAS,EAAE,CAAC;QACtB,WAAW,IAAI,IAAI,WAAW,CAAC,GAAG,CAAC,EAAE,CAAA;IACvC,CAAC;IAED,OAAO,WAAW,CAAA;AACpB,CAAC"}

package/dist/combine.js

@@ -1,8 +1,5 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.combine = combine;
-const stream_1 = require("stream");
-const events_1 = require("events");
+import { PassThrough } from 'stream';
+import { once } from 'events';
 const DATE_MAX = new Date(8640000000000000);
 async function nextWithIndex(iterator, index) {
     if ('offsetMS' in iterator) {
@@ -49,7 +46,7 @@ function findOldestResult(oldest, current) {
 }
 // combines multiple iterators from for example multiple exchanges
 // works both for real-time and historical data
-async function* combine(...iteratorsPayload) {
+export async function* combine(...iteratorsPayload) {
     const iterators = iteratorsPayload.map((payload) => {
         if ('stream' in payload) {
             return payload.stream;
@@ -61,7 +58,7 @@ async function* combine(...iteratorsPayload) {
     }
     // decide based on first provided iterator if we're dealing with real-time or historical data streams
     if (iterators[0].__realtime__) {
-        const combinedStream = new stream_1.PassThrough({
+        const combinedStream = new PassThrough({
             objectMode: true,
             highWaterMark: 8096
         });
@@ -73,7 +70,7 @@ async function* combine(...iteratorsPayload) {
                 }
                 if (!combinedStream.write(message)) {
                     // Handle backpressure on write
-                    await (0, events_1.once)(combinedStream, 'drain');
+                    await once(combinedStream, 'drain');
                 }
             }
         });

package/dist/combine.js.map

@@ -1 +1 @@
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package/dist/computable/booksnapshot.d.ts

@@ -1,6 +1,6 @@
-import { OnLevelRemovedCB } from '../orderbook';
-import { BookSnapshot } from '../types';
-import { Computable } from './computable';
+import { OnLevelRemovedCB } from '../orderbook.ts';
+import { BookSnapshot } from '../types.ts';
+import { Computable } from './computable.ts';
 type BookSnapshotComputableOptions = {
     name?: string;
     depth: number;

package/dist/computable/booksnapshot.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"booksnapshot.d.ts","sourceRoot":"","sources":["../../src/computable/booksnapshot.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,gBAAgB,EAAE,MAAM,cAAc,CAAA;AAC1D,OAAO,EAA8B,YAAY,EAAY,MAAM,UAAU,CAAA;AAC7E,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAA;AAEzC,KAAK,6BAA6B,GAAG;IACnC,IAAI,CAAC,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,QAAQ,EAAE,MAAM,CAAA;IAChB,mBAAmB,CAAC,EAAE,OAAO,CAAA;IAC7B,qBAAqB,CAAC,EAAE,gBAAgB,CAAA;CACzC,CAAA;AAED,eAAO,MAAM,oBAAoB,GAC9B,SAAS,6BAA6B,KAAG,CAAC,MAAM,UAAU,CAAC,YAAY,CAAC,CAEpC,CAAA"}
+{"version":3,"file":"booksnapshot.d.ts","sourceRoot":"","sources":["../../src/computable/booksnapshot.ts"],"names":[],"mappings":"AACA,OAAO,EAAa,gBAAgB,EAAE,MAAM,iBAAiB,CAAA;AAC7D,OAAO,EAA8B,YAAY,EAAY,MAAM,aAAa,CAAA;AAChF,OAAO,EAAE,UAAU,EAAE,MAAM,iBAAiB,CAAA;AAE5C,KAAK,6BAA6B,GAAG;IACnC,IAAI,CAAC,EAAE,MAAM,CAAA;IACb,KAAK,EAAE,MAAM,CAAA;IACb,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,QAAQ,EAAE,MAAM,CAAA;IAChB,mBAAmB,CAAC,EAAE,OAAO,CAAA;IAC7B,qBAAqB,CAAC,EAAE,gBAAgB,CAAA;CACzC,CAAA;AAED,eAAO,MAAM,oBAAoB,GAC9B,SAAS,6BAA6B,KAAG,CAAC,MAAM,UAAU,CAAC,YAAY,CAAC,CAEpC,CAAA"}

package/dist/computable/booksnapshot.js

@@ -1,10 +1,6 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.computeBookSnapshots = void 0;
-const handy_1 = require("../handy");
-const orderbook_1 = require("../orderbook");
-const computeBookSnapshots = (options) => () => new BookSnapshotComputable(options);
-exports.computeBookSnapshots = computeBookSnapshots;
+import { decimalPlaces } from "../handy.js";
+import { OrderBook } from "../orderbook.js";
+export const computeBookSnapshots = (options) => () => new BookSnapshotComputable(options);
 const emptyBookLevel = {
     price: undefined,
     amount: undefined
@@ -36,8 +32,8 @@ class BookSnapshotComputable {
         this._depth = depth;
         this._interval = interval;
         this._grouping = grouping;
-        this._groupingDecimalPlaces = this._grouping ? (0, handy_1.decimalPlaces)(this._grouping) : undefined;
-        this._orderBook = new orderbook_1.OrderBook({
+        this._groupingDecimalPlaces = this._grouping ? decimalPlaces(this._grouping) : undefined;
+        this._orderBook = new OrderBook({
             removeCrossedLevels,
             onCrossedLevelRemoved
         });

package/dist/computable/booksnapshot.js.map

@@ -1 +1 @@
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package/dist/computable/computable.d.ts

@@ -1,4 +1,4 @@
-import { Disconnect, NormalizedData } from '../types';
+import { Disconnect, NormalizedData } from '../types.ts';
 export type Computable<T extends NormalizedData> = {
     readonly sourceDataTypes: string[];
     compute(message: NormalizedData): IterableIterator<T>;

package/dist/computable/computable.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"computable.d.ts","sourceRoot":"","sources":["../../src/computable/computable.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAY,cAAc,EAAE,MAAM,UAAU,CAAA;AAE/D,MAAM,MAAM,UAAU,CAAC,CAAC,SAAS,cAAc,IAAI;IACjD,QAAQ,CAAC,eAAe,EAAE,MAAM,EAAE,CAAA;IAClC,OAAO,CAAC,OAAO,EAAE,cAAc,GAAG,gBAAgB,CAAC,CAAC,CAAC,CAAA;CACtD,CAAA;AAED,MAAM,MAAM,iBAAiB,CAAC,CAAC,SAAS,cAAc,IAAI,MAAM,UAAU,CAAC,CAAC,CAAC,CAAA;AAqC7E,wBAAgB,OAAO,CAAC,CAAC,SAAS,iBAAiB,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,cAAc,GAAG,UAAU,EAC/F,QAAQ,EAAE,qBAAqB,CAAC,CAAC,CAAC,EAClC,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CAAC,CAAC,SAAS,iBAAiB,CAAC,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,SAAS,UAAU,GAAG,CAAC,GAAG,CAAC,GAAG,UAAU,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAQ7H"}
+{"version":3,"file":"computable.d.ts","sourceRoot":"","sources":["../../src/computable/computable.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAY,cAAc,EAAE,MAAM,aAAa,CAAA;AAElE,MAAM,MAAM,UAAU,CAAC,CAAC,SAAS,cAAc,IAAI;IACjD,QAAQ,CAAC,eAAe,EAAE,MAAM,EAAE,CAAA;IAClC,OAAO,CAAC,OAAO,EAAE,cAAc,GAAG,gBAAgB,CAAC,CAAC,CAAC,CAAA;CACtD,CAAA;AAED,MAAM,MAAM,iBAAiB,CAAC,CAAC,SAAS,cAAc,IAAI,MAAM,UAAU,CAAC,CAAC,CAAC,CAAA;AAqC7E,wBAAgB,OAAO,CAAC,CAAC,SAAS,iBAAiB,CAAC,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,cAAc,GAAG,UAAU,EAC/F,QAAQ,EAAE,qBAAqB,CAAC,CAAC,CAAC,EAClC,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CAAC,CAAC,SAAS,iBAAiB,CAAC,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,SAAS,UAAU,GAAG,CAAC,GAAG,CAAC,GAAG,UAAU,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAC,CAQ7H"}

package/dist/computable/computable.js

@@ -1,6 +1,3 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.compute = compute;
 async function* _compute(messages, ...computables) {
     try {
         const factory = new Computables(computables);
@@ -29,7 +26,7 @@ async function* _compute(messages, ...computables) {
         messages.return();
     }
 }
-function compute(messages, ...computables) {
+export function compute(messages, ...computables) {
     let _iterator = _compute(messages, ...computables);
     if (messages.__realtime__ === true) {
         ;

package/dist/computable/computable.js.map

@@ -1 +1 @@
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