tardis-dev 14.2.3 → 15.0.0

package/dist/mappers/mapper.js.map

@@ -1 +1 @@
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package/dist/mappers/okex.d.ts

@@ -1,5 +1,5 @@
-import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types';
-import { Mapper } from './mapper';
+import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types.ts';
+import { Mapper } from './mapper.ts';
 export declare class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
     private readonly _exchange;
     private readonly _useTradesAll;

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

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

@@ -1,11 +1,8 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OkexBookTickerMapper = exports.OkexLiquidationsMapper = exports.OkexOptionSummaryMapper = exports.OkexDerivativeTickerMapper = exports.OkexBookChangeMapper = exports.OkexTradesMapper = exports.OkexV5OptionSummaryMapper = exports.OkexV5LiquidationsMapper = exports.OkexV5DerivativeTickerMapper = exports.OkexV5BookTickerMapper = exports.OkexV5BookChangeMapper = exports.OkexV5TradesMapper = void 0;
-const handy_1 = require("../handy");
-const mapper_1 = require("./mapper");
+import { asNumberIfValid, upperCaseSymbols } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
 // V5 Okex API mappers
 // https://www.okex.com/docs-v5/en/#websocket-api-public-channel-trades-channel
-class OkexV5TradesMapper {
+export class OkexV5TradesMapper {
     _exchange;
     _useTradesAll;
     constructor(_exchange, _useTradesAll) {
@@ -19,7 +16,7 @@ class OkexV5TradesMapper {
         return message.arg.channel === 'trades' || message.arg.channel === 'trades-all';
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         if (this._useTradesAll) {
             return [
                 {
@@ -51,13 +48,12 @@ class OkexV5TradesMapper {
         }
     }
 }
-exports.OkexV5TradesMapper = OkexV5TradesMapper;
 const mapV5BookLevel = (level) => {
     const price = Number(level[0]);
     const amount = Number(level[1]);
     return { price, amount };
 };
-class OkexV5BookChangeMapper {
+export class OkexV5BookChangeMapper {
     _exchange;
     _channelName;
     constructor(_exchange, usePublicBooksChannel) {
@@ -90,7 +86,7 @@ class OkexV5BookChangeMapper {
         return 'books';
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: this._channelName,
@@ -120,8 +116,7 @@ class OkexV5BookChangeMapper {
         }
     }
 }
-exports.OkexV5BookChangeMapper = OkexV5BookChangeMapper;
-class OkexV5BookTickerMapper {
+export class OkexV5BookTickerMapper {
     _exchange;
     _useTbtTickerChannel;
     constructor(_exchange, _useTbtTickerChannel) {
@@ -138,7 +133,7 @@ class OkexV5BookTickerMapper {
         return message.arg.channel === 'tickers';
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         if (this._useTbtTickerChannel) {
             return [
                 {
@@ -189,10 +184,10 @@ class OkexV5BookTickerMapper {
                 type: 'book_ticker',
                 symbol: okexTicker.instId,
                 exchange: this._exchange,
-                askAmount: (0, handy_1.asNumberIfValid)(okexTicker.askSz),
-                askPrice: (0, handy_1.asNumberIfValid)(okexTicker.askPx),
-                bidPrice: (0, handy_1.asNumberIfValid)(okexTicker.bidPx),
-                bidAmount: (0, handy_1.asNumberIfValid)(okexTicker.bidSz),
+                askAmount: asNumberIfValid(okexTicker.askSz),
+                askPrice: asNumberIfValid(okexTicker.askPx),
+                bidPrice: asNumberIfValid(okexTicker.bidPx),
+                bidAmount: asNumberIfValid(okexTicker.bidSz),
                 timestamp: new Date(Number(okexTicker.ts)),
                 localTimestamp: localTimestamp
             };
@@ -200,10 +195,9 @@ class OkexV5BookTickerMapper {
         }
     }
 }
-exports.OkexV5BookTickerMapper = OkexV5BookTickerMapper;
-class OkexV5DerivativeTickerMapper {
+export class OkexV5DerivativeTickerMapper {
     _exchange;
-    pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
     _indexPrices = new Map();
     _futuresChannels = ['tickers', 'open-interest', 'mark-price', 'index-tickers'];
     _swapChannels = ['tickers', 'open-interest', 'mark-price', 'index-tickers', 'funding-rate'];
@@ -218,7 +212,7 @@ class OkexV5DerivativeTickerMapper {
         return channels.includes(message.arg.channel);
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
         return channels.map((channel) => {
             if (channel === 'index-tickers') {
@@ -302,8 +296,7 @@ class OkexV5DerivativeTickerMapper {
         }
     }
 }
-exports.OkexV5DerivativeTickerMapper = OkexV5DerivativeTickerMapper;
-class OkexV5LiquidationsMapper {
+export class OkexV5LiquidationsMapper {
     _exchange;
     _isFirstMessage = true;
     constructor(_exchange) {
@@ -316,7 +309,7 @@ class OkexV5LiquidationsMapper {
         return message.arg.channel === 'liquidations' || message.arg.channel === 'liquidation-orders';
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: 'liquidations',
@@ -369,8 +362,7 @@ class OkexV5LiquidationsMapper {
         }
     }
 }
-exports.OkexV5LiquidationsMapper = OkexV5LiquidationsMapper;
-class OkexV5OptionSummaryMapper {
+export class OkexV5OptionSummaryMapper {
     _indexPrices = new Map();
     _openInterests = new Map();
     _markPrices = new Map();
@@ -387,7 +379,7 @@ class OkexV5OptionSummaryMapper {
             message.arg.channel === 'mark-price');
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         const indexes = symbols !== undefined
             ? symbols.map((s) => {
                 const symbolParts = s.split('-');
@@ -421,7 +413,7 @@ class OkexV5OptionSummaryMapper {
         if (message.arg.channel === 'index-tickers') {
             for (const dataMessage of message.data) {
                 const indexTickerMessage = dataMessage;
-                const lastIndexPrice = (0, handy_1.asNumberIfValid)(indexTickerMessage.idxPx);
+                const lastIndexPrice = asNumberIfValid(indexTickerMessage.idxPx);
                 if (lastIndexPrice !== undefined) {
                     this._indexPrices.set(indexTickerMessage.instId, lastIndexPrice);
                 }
@@ -431,7 +423,7 @@ class OkexV5OptionSummaryMapper {
         if (message.arg.channel === 'open-interest') {
             for (const dataMessage of message.data) {
                 const openInterestMessage = dataMessage;
-                const openInterestValue = (0, handy_1.asNumberIfValid)(openInterestMessage.oi);
+                const openInterestValue = asNumberIfValid(openInterestMessage.oi);
                 if (openInterestValue !== undefined) {
                     this._openInterests.set(openInterestMessage.instId, openInterestValue);
                 }
@@ -441,7 +433,7 @@ class OkexV5OptionSummaryMapper {
         if (message.arg.channel === 'mark-price') {
             for (const dataMessage of message.data) {
                 const markPriceMessage = dataMessage;
-                const markPrice = (0, handy_1.asNumberIfValid)(markPriceMessage.markPx);
+                const markPrice = asNumberIfValid(markPriceMessage.markPx);
                 if (markPrice !== undefined) {
                     this._markPrices.set(markPriceMessage.instId, markPrice);
                 }
@@ -474,20 +466,20 @@ class OkexV5OptionSummaryMapper {
                     optionType: isPut ? 'put' : 'call',
                     strikePrice,
                     expirationDate,
-                    bestBidPrice: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.bidPx) : undefined,
-                    bestBidAmount: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.bidSz) : undefined,
-                    bestBidIV: (0, handy_1.asNumberIfValid)(summary.bidVol),
-                    bestAskPrice: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.askPx) : undefined,
-                    bestAskAmount: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.askSz) : undefined,
-                    bestAskIV: (0, handy_1.asNumberIfValid)(summary.askVol),
-                    lastPrice: lastTickerInfo !== undefined ? (0, handy_1.asNumberIfValid)(lastTickerInfo.last) : undefined,
+                    bestBidPrice: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.bidPx) : undefined,
+                    bestBidAmount: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.bidSz) : undefined,
+                    bestBidIV: asNumberIfValid(summary.bidVol),
+                    bestAskPrice: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.askPx) : undefined,
+                    bestAskAmount: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.askSz) : undefined,
+                    bestAskIV: asNumberIfValid(summary.askVol),
+                    lastPrice: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.last) : undefined,
                     openInterest: lastOpenInterest,
                     markPrice: lastMarkPrice,
-                    markIV: (0, handy_1.asNumberIfValid)(summary.markVol),
-                    delta: (0, handy_1.asNumberIfValid)(summary.delta),
-                    gamma: (0, handy_1.asNumberIfValid)(summary.gamma),
-                    vega: (0, handy_1.asNumberIfValid)(summary.vega),
-                    theta: (0, handy_1.asNumberIfValid)(summary.theta),
+                    markIV: asNumberIfValid(summary.markVol),
+                    delta: asNumberIfValid(summary.delta),
+                    gamma: asNumberIfValid(summary.gamma),
+                    vega: asNumberIfValid(summary.vega),
+                    theta: asNumberIfValid(summary.theta),
                     rho: undefined,
                     underlyingPrice: lastUnderlyingPrice,
                     underlyingIndex: summary.uly,
@@ -499,11 +491,10 @@ class OkexV5OptionSummaryMapper {
         }
     }
 }
-exports.OkexV5OptionSummaryMapper = OkexV5OptionSummaryMapper;
 //---
 //V3 Okex API mappers
 // https://www.okex.com/docs/en/#ws_swap-README
-class OkexTradesMapper {
+export class OkexTradesMapper {
     _exchange;
     _market;
     constructor(_exchange, _market) {
@@ -514,7 +505,7 @@ class OkexTradesMapper {
         return message.table === `${this._market}/trade`;
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: `${this._market}/trade`,
@@ -539,13 +530,12 @@ class OkexTradesMapper {
         }
     }
 }
-exports.OkexTradesMapper = OkexTradesMapper;
 const mapBookLevel = (level) => {
     const price = Number(level[0]);
     const amount = Number(level[1]);
     return { price, amount };
 };
-class OkexBookChangeMapper {
+export class OkexBookChangeMapper {
     _exchange;
     _market;
     _canUseTickByTickChannel;
@@ -559,7 +549,7 @@ class OkexBookChangeMapper {
         return message.table === `${this._market}/${channelSuffix}`;
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         if (this._canUseTickByTickChannel) {
             return [
                 {
@@ -604,10 +594,9 @@ class OkexBookChangeMapper {
         }
     }
 }
-exports.OkexBookChangeMapper = OkexBookChangeMapper;
-class OkexDerivativeTickerMapper {
+export class OkexDerivativeTickerMapper {
     _exchange;
-    pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
     _futuresChannels = ['futures/ticker', 'futures/mark_price'];
     _swapChannels = ['swap/ticker', 'swap/mark_price', 'swap/funding_rate'];
     constructor(_exchange) {
@@ -618,7 +607,7 @@ class OkexDerivativeTickerMapper {
         return channels.includes(message.table);
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         const channels = this._exchange === 'okex-futures' ? this._futuresChannels : this._swapChannels;
         return channels.map((channel) => {
             return {
@@ -658,15 +647,14 @@ class OkexDerivativeTickerMapper {
         }
     }
 }
-exports.OkexDerivativeTickerMapper = OkexDerivativeTickerMapper;
-class OkexOptionSummaryMapper {
+export class OkexOptionSummaryMapper {
     _indexPrices = new Map();
     expiration_regex = /(\d{2})(\d{2})(\d{2})/;
     canHandle(message) {
         return message.table === 'index/ticker' || message.table === 'option/summary';
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         const indexes = symbols !== undefined
             ? symbols.map((s) => {
                 const symbolParts = s.split('-');
@@ -708,20 +696,20 @@ class OkexOptionSummaryMapper {
                 optionType: isPut ? 'put' : 'call',
                 strikePrice,
                 expirationDate,
-                bestBidPrice: (0, handy_1.asNumberIfValid)(summary.best_bid),
-                bestBidAmount: (0, handy_1.asNumberIfValid)(summary.best_bid_size),
-                bestBidIV: (0, handy_1.asNumberIfValid)(summary.bid_vol),
-                bestAskPrice: (0, handy_1.asNumberIfValid)(summary.best_ask),
-                bestAskAmount: (0, handy_1.asNumberIfValid)(summary.best_ask_size),
-                bestAskIV: (0, handy_1.asNumberIfValid)(summary.ask_vol),
-                lastPrice: (0, handy_1.asNumberIfValid)(summary.last),
-                openInterest: (0, handy_1.asNumberIfValid)(summary.open_interest),
-                markPrice: (0, handy_1.asNumberIfValid)(summary.mark_price),
-                markIV: (0, handy_1.asNumberIfValid)(summary.mark_vol),
-                delta: (0, handy_1.asNumberIfValid)(summary.delta),
-                gamma: (0, handy_1.asNumberIfValid)(summary.gamma),
-                vega: (0, handy_1.asNumberIfValid)(summary.vega),
-                theta: (0, handy_1.asNumberIfValid)(summary.theta),
+                bestBidPrice: asNumberIfValid(summary.best_bid),
+                bestBidAmount: asNumberIfValid(summary.best_bid_size),
+                bestBidIV: asNumberIfValid(summary.bid_vol),
+                bestAskPrice: asNumberIfValid(summary.best_ask),
+                bestAskAmount: asNumberIfValid(summary.best_ask_size),
+                bestAskIV: asNumberIfValid(summary.ask_vol),
+                lastPrice: asNumberIfValid(summary.last),
+                openInterest: asNumberIfValid(summary.open_interest),
+                markPrice: asNumberIfValid(summary.mark_price),
+                markIV: asNumberIfValid(summary.mark_vol),
+                delta: asNumberIfValid(summary.delta),
+                gamma: asNumberIfValid(summary.gamma),
+                vega: asNumberIfValid(summary.vega),
+                theta: asNumberIfValid(summary.theta),
                 rho: undefined,
                 underlyingPrice: lastUnderlyingPrice,
                 underlyingIndex: summary.underlying,
@@ -732,8 +720,7 @@ class OkexOptionSummaryMapper {
         }
     }
 }
-exports.OkexOptionSummaryMapper = OkexOptionSummaryMapper;
-class OkexLiquidationsMapper {
+export class OkexLiquidationsMapper {
     _exchange;
     _market;
     constructor(_exchange, _market) {
@@ -744,7 +731,7 @@ class OkexLiquidationsMapper {
         return message.table === `${this._market}/liquidation`;
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: `${this._market}/liquidation`,
@@ -769,8 +756,7 @@ class OkexLiquidationsMapper {
         }
     }
 }
-exports.OkexLiquidationsMapper = OkexLiquidationsMapper;
-class OkexBookTickerMapper {
+export class OkexBookTickerMapper {
     _exchange;
     _market;
     constructor(_exchange, _market) {
@@ -781,7 +767,7 @@ class OkexBookTickerMapper {
         return message.table === `${this._market}/ticker`;
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: `${this._market}/ticker`,
@@ -795,10 +781,10 @@ class OkexBookTickerMapper {
                 type: 'book_ticker',
                 symbol: okexTicker.instrument_id,
                 exchange: this._exchange,
-                askAmount: (0, handy_1.asNumberIfValid)(okexTicker.best_ask_size),
-                askPrice: (0, handy_1.asNumberIfValid)(okexTicker.best_ask),
-                bidPrice: (0, handy_1.asNumberIfValid)(okexTicker.best_bid),
-                bidAmount: (0, handy_1.asNumberIfValid)(okexTicker.best_bid_size),
+                askAmount: asNumberIfValid(okexTicker.best_ask_size),
+                askPrice: asNumberIfValid(okexTicker.best_ask),
+                bidPrice: asNumberIfValid(okexTicker.best_bid),
+                bidAmount: asNumberIfValid(okexTicker.best_bid_size),
                 timestamp: new Date(okexTicker.timestamp),
                 localTimestamp: localTimestamp
             };
@@ -806,5 +792,4 @@ class OkexBookTickerMapper {
         }
     }
 }
-exports.OkexBookTickerMapper = OkexBookTickerMapper;
 //# sourceMappingURL=okex.js.map

package/dist/mappers/okex.js.map

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package/dist/mappers/okexspreads.d.ts

@@ -1,5 +1,5 @@
-import { BookChange, BookTicker, Trade } from '../types';
-import { Mapper } from './mapper';
+import { BookChange, BookTicker, Trade } from '../types.ts';
+import { Mapper } from './mapper.ts';
 export declare class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> {
     canHandle(message: any): boolean;
     getFilters(symbols?: string[]): {

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

@@ -1 +1 @@
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