tardis-dev 14.2.3 → 15.0.0

package/dist/mappers/woox.js

@@ -1,14 +1,11 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.WooxBookTickerMapper = exports.WooxDerivativeTickerMapper = exports.WooxBookChangeMapper = exports.wooxTradesMapper = void 0;
-const handy_1 = require("../handy");
-const mapper_1 = require("./mapper");
-exports.wooxTradesMapper = {
+import { upperCaseSymbols } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+export const wooxTradesMapper = {
     canHandle(message) {
         return message.topic !== undefined && message.topic.endsWith('@trade');
     },
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: 'trade',
@@ -35,7 +32,7 @@ exports.wooxTradesMapper = {
         };
     }
 };
-class WooxBookChangeMapper {
+export class WooxBookChangeMapper {
     _symbolToDepthInfoMapping = {};
     canHandle(message) {
         if ('id' in message) {
@@ -47,7 +44,7 @@ class WooxBookChangeMapper {
         return false;
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: 'orderbook',
@@ -126,9 +123,8 @@ class WooxBookChangeMapper {
         return { price, amount };
     }
 }
-exports.WooxBookChangeMapper = WooxBookChangeMapper;
-class WooxDerivativeTickerMapper {
-    pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
+export class WooxDerivativeTickerMapper {
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
     _indexPrices = new Map();
     canHandle(message) {
         if (message.topic === undefined) {
@@ -143,7 +139,7 @@ class WooxDerivativeTickerMapper {
             (message.topic.endsWith('@openinterest') && isPerp));
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         const spotSymbols = symbols !== undefined ? symbols.map((s) => s.replace('PERP_', 'SPOT_')) : [];
         return [
             {
@@ -202,13 +198,12 @@ class WooxDerivativeTickerMapper {
         }
     }
 }
-exports.WooxDerivativeTickerMapper = WooxDerivativeTickerMapper;
-class WooxBookTickerMapper {
+export class WooxBookTickerMapper {
     canHandle(message) {
         return message.topic !== undefined && message.topic.endsWith('@bbo');
     }
     getFilters(symbols) {
-        symbols = (0, handy_1.upperCaseSymbols)(symbols);
+        symbols = upperCaseSymbols(symbols);
         return [
             {
                 channel: 'bbo',
@@ -232,5 +227,4 @@ class WooxBookTickerMapper {
         yield ticker;
     }
 }
-exports.WooxBookTickerMapper = WooxBookTickerMapper;
 //# sourceMappingURL=woox.js.map

package/dist/mappers/woox.js.map

@@ -1 +1 @@
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package/dist/options.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"options.d.ts","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAcA,wBAAgB,IAAI,CAAC,WAAW,GAAE,OAAO,CAAC,OAAO,CAAM,QAEtD;AAED,wBAAgB,UAAU,IACN,QAAQ,CAAC,OAAO,CAAC,CACpC;AAED,KAAK,OAAO,GAAG;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,gBAAgB,EAAE,MAAM,CAAA;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,UAAU,EAAE,MAAM,CAAA;CACnB,CAAA"}
+{"version":3,"file":"options.d.ts","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAiBA,wBAAgB,IAAI,CAAC,WAAW,GAAE,OAAO,CAAC,OAAO,CAAM,QAEtD;AAED,wBAAgB,UAAU,IACN,QAAQ,CAAC,OAAO,CAAC,CACpC;AAED,KAAK,OAAO,GAAG;IACb,QAAQ,EAAE,MAAM,CAAA;IAChB,gBAAgB,EAAE,MAAM,CAAA;IACxB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,UAAU,EAAE,MAAM,CAAA;CACnB,CAAA"}

package/dist/options.js

@@ -1,25 +1,20 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.init = init;
-exports.getOptions = getOptions;
-const os_1 = __importDefault(require("os"));
-const path_1 = __importDefault(require("path"));
-const pkg = require('../package.json');
+import { createRequire } from 'module';
+import os from 'os';
+import path from 'path';
+const require = createRequire(import.meta.url);
+const packageJson = require('../package.json');
 const defaultOptions = {
     endpoint: 'https://api.tardis.dev/v1',
     datasetsEndpoint: 'https://datasets.tardis.dev/v1',
-    cacheDir: path_1.default.join(os_1.default.tmpdir(), '.tardis-cache'),
+    cacheDir: path.join(os.tmpdir(), '.tardis-cache'),
     apiKey: '',
-    _userAgent: `tardis-dev/${pkg.version} (+https://github.com/tardis-dev/tardis-node)`
+    _userAgent: `tardis-dev/${packageJson.version} (+https://github.com/tardis-dev/tardis-node)`
 };
 let options = { ...defaultOptions };
-function init(initOptions = {}) {
+export function init(initOptions = {}) {
     options = { ...defaultOptions, ...initOptions };
 }
-function getOptions() {
+export function getOptions() {
     return options;
 }
 //# sourceMappingURL=options.js.map

package/dist/options.js.map

@@ -1 +1 @@
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+{"version":3,"file":"options.js","sourceRoot":"","sources":["../src/options.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,aAAa,EAAE,MAAM,QAAQ,CAAA;AACtC,OAAO,EAAE,MAAM,IAAI,CAAA;AACnB,OAAO,IAAI,MAAM,MAAM,CAAA;AAEvB,MAAM,OAAO,GAAG,aAAa,CAAC,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;AAC9C,MAAM,WAAW,GAAG,OAAO,CAAC,iBAAiB,CAAwB,CAAA;AAErE,MAAM,cAAc,GAAY;IAC9B,QAAQ,EAAE,2BAA2B;IACrC,gBAAgB,EAAE,gCAAgC;IAClD,QAAQ,EAAE,IAAI,CAAC,IAAI,CAAC,EAAE,CAAC,MAAM,EAAE,EAAE,eAAe,CAAC;IACjD,MAAM,EAAE,EAAE;IACV,UAAU,EAAE,cAAc,WAAW,CAAC,OAAO,+CAA+C;CAC7F,CAAA;AAED,IAAI,OAAO,GAAY,EAAE,GAAG,cAAc,EAAE,CAAA;AAE5C,MAAM,UAAU,IAAI,CAAC,cAAgC,EAAE;IACrD,OAAO,GAAG,EAAE,GAAG,cAAc,EAAE,GAAG,WAAW,EAAE,CAAA;AACjD,CAAC;AAED,MAAM,UAAU,UAAU;IACxB,OAAO,OAA4B,CAAA;AACrC,CAAC"}

package/dist/orderbook.d.ts

@@ -1,4 +1,4 @@
-import { BookChange, BookPriceLevel } from './types';
+import { BookChange, BookPriceLevel } from './types.ts';
 export type OnLevelRemovedCB = (bookChange: BookChange, bestBidBeforeRemoval: BookPriceLevel | undefined, bestBidAfterRemoval: BookPriceLevel | undefined, bestAskBeforeRemoval: BookPriceLevel | undefined, bestAskAfterRemoval: BookPriceLevel | undefined) => void;
 export declare class OrderBook {
     private readonly _bids;

package/dist/orderbook.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"orderbook.d.ts","sourceRoot":"","sources":["../src/orderbook.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,UAAU,EAAE,cAAc,EAAa,MAAM,YAAY,CAAA;AAElE,MAAM,MAAM,gBAAgB,GAAG,CAC7B,UAAU,EAAE,UAAU,EACtB,oBAAoB,EAAE,cAAc,GAAG,SAAS,EAChD,mBAAmB,EAAE,cAAc,GAAG,SAAS,EAC/C,oBAAoB,EAAE,cAAc,GAAG,SAAS,EAChD,mBAAmB,EAAE,cAAc,GAAG,SAAS,KAC5C,IAAI,CAAA;AAET,qBAAa,SAAS;IACpB,OAAO,CAAC,QAAQ,CAAC,KAAK,CAA0E;IAChG,OAAO,CAAC,QAAQ,CAAC,KAAK,CAA0E;IAChG,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAqB;IAC1D,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAA8B;IAErE,OAAO,CAAC,wBAAwB,CAAQ;gBAE5B,EACV,mBAAmB,EACnB,qBAAqB,EACtB,GAAE;QAAE,mBAAmB,CAAC,EAAE,OAAO,CAAC;QAAC,qBAAqB,CAAC,EAAE,gBAAgB,CAAA;KAAO;IAK5E,MAAM,CAAC,UAAU,EAAE,UAAU;IAkB7B,OAAO;IASP,OAAO;IASd,OAAO,CAAC,4BAA4B;IAsCpC,OAAO,CAAC,cAAc;IAatB,OAAO,CAAC,cAAc;IAad,IAAI,IAAI,gBAAgB,CAAC,cAAc,CAAC;IAUxC,IAAI,IAAI,gBAAgB,CAAC,cAAc,CAAC;CASjD"}

package/dist/orderbook.js

@@ -1,10 +1,7 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.OrderBook = void 0;
-const bintrees_1 = require("bintrees");
-class OrderBook {
-    _bids = new bintrees_1.RBTree((nodeA, nodeB) => nodeB.price - nodeA.price);
-    _asks = new bintrees_1.RBTree((nodeA, nodeB) => nodeA.price - nodeB.price);
+import { RBTree } from 'bintrees';
+export class OrderBook {
+    _bids = new RBTree((nodeA, nodeB) => nodeB.price - nodeA.price);
+    _asks = new RBTree((nodeA, nodeB) => nodeA.price - nodeB.price);
     _removeCrossedLevels;
     _onCrossedLevelRemoved;
     _receivedInitialSnapshot = false;
@@ -114,7 +111,6 @@ class OrderBook {
         }
     }
 }
-exports.OrderBook = OrderBook;
 function applyPriceLevelChanges(tree, priceLevelChanges) {
     for (const priceLevel of priceLevelChanges) {
         const node = tree.find(priceLevel);

package/dist/orderbook.js.map

@@ -1 +1 @@
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+{"version":3,"file":"orderbook.js","sourceRoot":"","sources":["../src/orderbook.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AAYjC,MAAM,OAAO,SAAS;IACH,KAAK,GAAG,IAAI,MAAM,CAAiB,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,CAAA;IAC/E,KAAK,GAAG,IAAI,MAAM,CAAiB,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,CAAA;IAC/E,oBAAoB,CAAqB;IACzC,sBAAsB,CAA8B;IAE7D,wBAAwB,GAAG,KAAK,CAAA;IAExC,YAAY,EACV,mBAAmB,EACnB,qBAAqB,KAC0D,EAAE;QACjF,IAAI,CAAC,oBAAoB,GAAG,mBAAmB,CAAA;QAC/C,IAAI,CAAC,sBAAsB,GAAG,qBAAqB,CAAA;IACrD,CAAC;IAEM,MAAM,CAAC,UAAsB;QAClC,wFAAwF;QACxF,IAAI,UAAU,CAAC,UAAU,EAAE,CAAC;YAC1B,IAAI,CAAC,KAAK,CAAC,KAAK,EAAE,CAAA;YAClB,IAAI,CAAC,KAAK,CAAC,KAAK,EAAE,CAAA;YAClB,IAAI,CAAC,wBAAwB,GAAG,IAAI,CAAA;QACtC,CAAC;QACD,6FAA6F;QAC7F,IAAI,IAAI,CAAC,wBAAwB,EAAE,CAAC;YAClC,sBAAsB,CAAC,IAAI,CAAC,KAAK,EAAE,UAAU,CAAC,IAAI,CAAC,CAAA;YACnD,sBAAsB,CAAC,IAAI,CAAC,KAAK,EAAE,UAAU,CAAC,IAAI,CAAC,CAAA;QACrD,CAAC;QAED,IAAI,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC9B,IAAI,CAAC,4BAA4B,CAAC,UAAU,CAAC,CAAA;QAC/C,CAAC;IACH,CAAC;IAEM,OAAO;QACZ,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC,IAAI,EAAE,CAAA;QAEjC,IAAI,MAAM,CAAC,IAAI,KAAK,KAAK,EAAE,CAAC;YAC1B,OAAO,MAAM,CAAC,KAAK,CAAA;QACrB,CAAC;QACD,OAAO,SAAS,CAAA;IAClB,CAAC;IAEM,OAAO;QACZ,MAAM,MAAM,GAAG,IAAI,CAAC,IAAI,EAAE,CAAC,IAAI,EAAE,CAAA;QAEjC,IAAI,MAAM,CAAC,IAAI,KAAK,KAAK,EAAE,CAAC;YAC1B,OAAO,MAAM,CAAC,KAAK,CAAA;QACrB,CAAC;QACD,OAAO,SAAS,CAAA;IAClB,CAAC;IAEO,4BAA4B,CAAC,UAAsB;QACzD,IAAI,OAAO,GAAG,IAAI,CAAC,OAAO,EAAE,CAAA;QAC5B,IAAI,OAAO,GAAG,IAAI,CAAC,OAAO,EAAE,CAAA;QAC5B,IAAI,aAAa,GAAG,OAAO,KAAK,SAAS,IAAI,OAAO,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAA;QACpG,oEAAoE;QACpE,qGAAqG;QACrG,aAAa;QACb,4GAA4G;QAC5G,2EAA2E;QAC3E,wDAAwD;QAExD,IAAI,aAAa,EAAE,CAAC;YAClB,0FAA0F;YAC1F,gIAAgI;YAChI,sDAAsD;YAEtD,MAAM,mBAAmB,GAAG,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,KAAK,KAAK,OAAQ,CAAC,KAAK,CAAC,CAAA;YAEnF,OAAO,aAAa,EAAE,CAAC;gBACrB,IAAI,mBAAmB,EAAE,CAAC;oBACxB,IAAI,CAAC,cAAc,EAAE,CAAA;gBACvB,CAAC;qBAAM,CAAC;oBACN,IAAI,CAAC,cAAc,EAAE,CAAA;gBACvB,CAAC;gBAED,MAAM,UAAU,GAAG,IAAI,CAAC,OAAO,EAAE,CAAA;gBACjC,MAAM,UAAU,GAAG,IAAI,CAAC,OAAO,EAAE,CAAA;gBACjC,IAAI,IAAI,CAAC,sBAAsB,KAAK,SAAS,EAAE,CAAC;oBAC9C,IAAI,CAAC,sBAAsB,CAAC,UAAU,EAAE,OAAO,EAAE,UAAU,EAAE,OAAO,EAAE,UAAU,CAAC,CAAA;gBACnF,CAAC;gBAED,OAAO,GAAG,UAAU,CAAA;gBACpB,OAAO,GAAG,UAAU,CAAA;gBACpB,aAAa,GAAG,OAAO,KAAK,SAAS,IAAI,OAAO,KAAK,SAAS,IAAI,OAAO,CAAC,KAAK,IAAI,OAAO,CAAC,KAAK,CAAA;YAClG,CAAC;QACH,CAAC;IACH,CAAC;IAEO,cAAc;QACpB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,EAAE,CAAA;QAE9B,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,sBAAsB,CAAC,IAAI,CAAC,KAAK,EAAE;gBACjC;oBACE,KAAK,EAAE,OAAO,CAAC,KAAK;oBACpB,MAAM,EAAE,CAAC;iBACV;aACF,CAAC,CAAA;QACJ,CAAC;IACH,CAAC;IAEO,cAAc;QACpB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,EAAE,CAAA;QAE9B,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,sBAAsB,CAAC,IAAI,CAAC,KAAK,EAAE;gBACjC;oBACE,KAAK,EAAE,OAAO,CAAC,KAAK;oBACpB,MAAM,EAAE,CAAC;iBACV;aACF,CAAC,CAAA;QACJ,CAAC;IACH,CAAC;IAEM,CAAC,IAAI;QACV,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAA;QACtC,IAAI,KAAK,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAA;QAE3B,OAAO,KAAK,KAAK,IAAI,EAAE,CAAC;YACtB,MAAM,KAAK,CAAA;YACX,KAAK,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAA;QACzB,CAAC;IACH,CAAC;IAEM,CAAC,IAAI;QACV,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAA;QACtC,IAAI,KAAK,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAA;QAE3B,OAAO,KAAK,KAAK,IAAI,EAAE,CAAC;YACtB,MAAM,KAAK,CAAA;YACX,KAAK,GAAG,QAAQ,CAAC,IAAI,EAAE,CAAA;QACzB,CAAC;IACH,CAAC;CACF;AAED,SAAS,sBAAsB,CAAC,IAAgC,EAAE,iBAAmC;IACnG,KAAK,MAAM,UAAU,IAAI,iBAAiB,EAAE,CAAC;QAC3C,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,UAAU,CAA8B,CAAA;QAC/D,MAAM,UAAU,GAAG,IAAI,KAAK,IAAI,CAAA;QAChC,MAAM,oBAAoB,GAAG,UAAU,CAAC,MAAM,KAAK,CAAC,CAAA;QAEpD,IAAI,UAAU,IAAI,oBAAoB,EAAE,CAAC;YACvC,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,CAAA;QACzB,CAAC;aAAM,IAAI,UAAU,EAAE,CAAC;YACtB,IAAI,CAAC,MAAM,GAAG,UAAU,CAAC,MAAM,CAAA;QACjC,CAAC;aAAM,IAAI,oBAAoB,KAAK,KAAK,EAAE,CAAC;YAC1C,IAAI,CAAC,MAAM,CAAC,EAAE,GAAG,UAAU,EAAE,CAAC,CAAA;QAChC,CAAC;IACH,CAAC;AACH,CAAC"}

package/dist/realtimefeeds/ascendex.d.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types';
-import { RealTimeFeedBase } from './realtimefeed';
+import { Filter } from '../types.ts';
+import { RealTimeFeedBase } from './realtimefeed.ts';
 export declare class AscendexRealTimeFeed extends RealTimeFeedBase {
     protected readonly wssURL = "wss://ascendex.com/api/pro/v2/stream";
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];

package/dist/realtimefeeds/ascendex.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"ascendex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAA;AACjC,OAAO,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAA;AAEjD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,QAAQ,CAAC,MAAM,0CAAyC;IAElE,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA6BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAEvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;cAIrB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CAwB9F"}
+{"version":3,"file":"ascendex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,QAAQ,CAAC,MAAM,0CAAyC;IAElE,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA6BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAEvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;cAIrB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CAwB9F"}

package/dist/realtimefeeds/ascendex.js

@@ -1,9 +1,6 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.AscendexRealTimeFeed = void 0;
-const handy_1 = require("../handy");
-const realtimefeed_1 = require("./realtimefeed");
-class AscendexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+import { wait } from "../handy.js";
+import { RealTimeFeedBase } from "./realtimefeed.js";
+export class AscendexRealTimeFeed extends RealTimeFeedBase {
     wssURL = 'wss://ascendex.com/api/pro/v2/stream';
     mapToSubscribeMessages(filters) {
         const subs = filters
@@ -44,7 +41,7 @@ class AscendexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
         if (!depthSnapshotChannel) {
             return;
         }
-        await (0, handy_1.wait)(100);
+        await wait(100);
         for (let symbol of depthSnapshotChannel.symbols) {
             if (shouldCancel()) {
                 return;
@@ -54,10 +51,9 @@ class AscendexRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
                 action: 'depth-snapshot-realtime',
                 args: { symbol }
             });
-            await (0, handy_1.wait)(10);
+            await wait(10);
         }
         this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols);
     }
 }
-exports.AscendexRealTimeFeed = AscendexRealTimeFeed;
 //# sourceMappingURL=ascendex.js.map

package/dist/realtimefeeds/ascendex.js.map

@@ -1 +1 @@
-{"version":3,"file":"ascendex.js","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":";;;AAAA,oCAA+B;AAE/B,iDAAiD;AAEjD,MAAa,oBAAqB,SAAQ,+BAAgB;IACrC,MAAM,GAAG,sCAAsC,CAAA;IAExD,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC;aACtD,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,sBAAsB,EAAE,CAAC;gBAC9C,OAAO;oBACL;wBACE,EAAE,EAAE,KAAK;wBACT,EAAE,EAAE,sBAAsB;qBAC3B;iBACF,CAAA;YACH,CAAC;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;YAC7G,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,KAAK;oBACT,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE;iBAClC,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,CAAC,KAAK,OAAO,CAAA;IAC9B,CAAC;IAES,cAAc,GAAG,GAAG,EAAE;QAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,CAAA;IAC3B,CAAC,CAAA;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,CAAC,KAAK,MAAM,CAAA;IACzB,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC,CAAA;QACzF,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC1B,OAAM;QACR,CAAC;QAED,MAAM,IAAA,YAAI,EAAC,GAAG,CAAC,CAAA;QAEf,KAAK,IAAI,MAAM,IAAI,oBAAoB,CAAC,OAAQ,EAAE,CAAC;YACjD,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,KAAK;gBACT,MAAM,EAAE,yBAAyB;gBACjC,IAAI,EAAE,EAAE,MAAM,EAAE;aACjB,CAAC,CAAA;YAEF,MAAM,IAAA,YAAI,EAAC,EAAE,CAAC,CAAA;QAChB,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,4CAA4C,EAAE,oBAAoB,CAAC,OAAO,CAAC,CAAA;IACxF,CAAC;CACF;AApED,oDAoEC"}
+{"version":3,"file":"ascendex.js","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAElC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,oBAAqB,SAAQ,gBAAgB;IACrC,MAAM,GAAG,sCAAsC,CAAA;IAExD,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC;aACtD,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,sBAAsB,EAAE,CAAC;gBAC9C,OAAO;oBACL;wBACE,EAAE,EAAE,KAAK;wBACT,EAAE,EAAE,sBAAsB;qBAC3B;iBACF,CAAA;YACH,CAAC;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;YAC7G,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,KAAK;oBACT,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE;iBAClC,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,CAAC,KAAK,OAAO,CAAA;IAC9B,CAAC;IAES,cAAc,GAAG,GAAG,EAAE;QAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,CAAA;IAC3B,CAAC,CAAA;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,CAAC,KAAK,MAAM,CAAA;IACzB,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC,CAAA;QACzF,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC1B,OAAM;QACR,CAAC;QAED,MAAM,IAAI,CAAC,GAAG,CAAC,CAAA;QAEf,KAAK,IAAI,MAAM,IAAI,oBAAoB,CAAC,OAAQ,EAAE,CAAC;YACjD,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,KAAK;gBACT,MAAM,EAAE,yBAAyB;gBACjC,IAAI,EAAE,EAAE,MAAM,EAAE;aACjB,CAAC,CAAA;YAEF,MAAM,IAAI,CAAC,EAAE,CAAC,CAAA;QAChB,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,4CAA4C,EAAE,oBAAoB,CAAC,OAAO,CAAC,CAAA;IACxF,CAAC;CACF"}

package/dist/realtimefeeds/binance.d.ts

@@ -1,6 +1,9 @@
 import { Writable } from 'stream';
-import { Filter } from '../types';
-import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed';
+import { Filter } from '../types.ts';
+import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed.ts';
+declare const BINANCE_FUTURES_PUBLIC_STREAM_PATH = "/public/stream";
+declare const BINANCE_FUTURES_MARKET_STREAM_PATH = "/market/stream";
+type BinanceFuturesStreamPath = typeof BINANCE_FUTURES_PUBLIC_STREAM_PATH | typeof BINANCE_FUTURES_MARKET_STREAM_PATH;
 declare abstract class BinanceRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
     protected abstract wssURL: string;
     protected abstract httpURL: string;
@@ -41,6 +44,13 @@ declare class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     protected messageIsError(message: any): boolean;
     protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
 }
+declare class BinanceFuturesSingleConnectionRealTimeFeed extends BinanceSingleConnectionRealTimeFeed {
+    private readonly _streamPath;
+    constructor(exchange: string, filters: Filter<string>[], _streamPath: BinanceFuturesStreamPath, httpURL: string, suffixes: {
+        [key: string]: string;
+    }, depthRequestRequestWeight: number, timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
+    protected getWebSocketUrl(): Promise<string>;
+}
 export declare class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
     protected wssURL: string;
     protected httpURL: string;
@@ -73,6 +83,7 @@ export declare class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase
         markPrice: string;
     };
     protected depthRequestRequestWeight: number;
+    protected _getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void): Generator<BinanceFuturesOpenInterestClient | BinanceFuturesSingleConnectionRealTimeFeed, void, unknown>;
 }
 export declare class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase {
     protected wssURL: string;

package/dist/realtimefeeds/binance.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"binance.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/binance.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,QAAQ,CAAA;AAEjC,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,iBAAiB,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAmBxG,QAAA,MAAM,kCAAkC,mBAAmB,CAAA;AAC3D,QAAA,MAAM,kCAAkC,mBAAmB,CAAA;AAE3D,KAAK,wBAAwB,GAAG,OAAO,kCAAkC,GAAG,OAAO,kCAAkC,CAAA;AAsErH,uBAAe,uBAAwB,SAAQ,+BAA+B;IAC5E,SAAS,CAAC,QAAQ,CAAC,MAAM,EAAE,MAAM,CAAA;IACjC,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAA;IAClC,SAAS,CAAC,QAAQ,CAAC,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,CAAA;IACtD,SAAS,CAAC,QAAQ,CAAC,yBAAyB,EAAE,MAAM,CAAA;IAEpD,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAyBvI;AAED,cAAM,gCAAiC,SAAQ,iBAAiB;IAS5D,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,YAAY;IAV/B,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAQ;IAC9C,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAAQ;IAClD,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAQ;IAC9C,OAAO,CAAC,yBAAyB,CAAQ;IACzC,OAAO,CAAC,mBAAmB,CAAQ;IACnC,OAAO,CAAC,WAAW,CAAI;gBAGJ,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,YAAY,EAAE,MAAM,EAAE,EACvC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAoBlC,SAAS,CAAC,iBAAiB;cAIX,gBAAgB,CAAC,YAAY,EAAE,QAAQ;YAuEzC,uBAAuB;YAyBvB,wBAAwB;IAStC,OAAO,CAAC,aAAa;IAMrB,OAAO,CAAC,YAAY;IAUpB,OAAO,CAAC,iBAAiB;CAU1B;AAED,cAAM,mCAAoC,SAAQ,gBAAgB;IAI9D,SAAS,CAAC,MAAM,EAAE,MAAM;IACxB,OAAO,CAAC,QAAQ,CAAC,QAAQ;IACzB,OAAO,CAAC,QAAQ,CAAC,SAAS;IAC1B,OAAO,CAAC,QAAQ,CAAC,0BAA0B;gBAL3C,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACf,MAAM,EAAE,MAAM,EACP,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACpC,0BAA0B,EAAE,MAAM,EACnD,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAqBlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAiB/B,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CA0F9F;AAED,cAAM,0CAA2C,SAAQ,mCAAmC;IAIxF,OAAO,CAAC,QAAQ,CAAC,WAAW;gBAF5B,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACR,WAAW,EAAE,wBAAwB,EACtD,OAAO,EAAE,MAAM,EACf,QAAQ,EAAE;QAAE,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAAA;KAAE,EACnC,yBAAyB,EAAE,MAAM,EACjC,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;cAclB,eAAe;CAGhC;AAED,qBAAa,mBAAoB,SAAQ,uBAAuB;IAC9D,SAAS,CAAC,MAAM,SAAyD;IACzE,SAAS,CAAC,OAAO,SAAmC;IAEpD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,yBAA0B,SAAQ,uBAAuB;IACpE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,qBAAsB,SAAQ,uBAAuB;IAChE,SAAS,CAAC,MAAM,SAAwC;IACxD,SAAS,CAAC,OAAO,SAAkC;IAEnD,SAAS,CAAC,QAAQ;;MAEjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC;AAED,qBAAa,0BAA2B,SAAQ,uBAAuB;IACrE,SAAS,CAAC,MAAM,SAAgF;IAChG,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;MAGjB;IAED,SAAS,CAAC,yBAAyB,SAAK;IAExC,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAwCvI;AAED,qBAAa,2BAA4B,SAAQ,uBAAuB;IACtE,SAAS,CAAC,MAAM,SAAqC;IACrD,SAAS,CAAC,OAAO,SAAqC;IAEtD,SAAS,CAAC,QAAQ;;;;MAIjB;IAED,SAAS,CAAC,yBAAyB,SAAK;CACzC"}

package/dist/realtimefeeds/binance.js

@@ -1,8 +1,5 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.BinanceDeliveryRealTimeFeed = exports.BinanceFuturesRealTimeFeed = exports.BinanceUSRealTimeFeed = exports.BinanceJerseyRealTimeFeed = exports.BinanceRealTimeFeed = void 0;
-const handy_1 = require("../handy");
-const realtimefeed_1 = require("./realtimefeed");
+import { batch, getJSON, wait } from "../handy.js";
+import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from "./realtimefeed.js";
 const binanceHttpOptions = {
     timeout: 10 * 1000,
     retry: {
@@ -17,12 +14,15 @@ const OPEN_INTEREST_BATCH_SIZE = 10;
 const OPEN_INTEREST_REQUEST_WEIGHT = 1;
 const OPEN_INTEREST_POLLING_RECOVERY_MS = 1000;
 const OPEN_INTEREST_MAX_POLLING_INTERVAL_MS = 60 * 1000;
+const BINANCE_FUTURES_PUBLIC_CHANNELS = new Set(['bookTicker', 'depth', 'depthSnapshot', 'trade']);
+const BINANCE_FUTURES_DEFAULT_WS_BASE_URL = 'wss://fstream.binance.com';
+const BINANCE_FUTURES_PUBLIC_STREAM_PATH = '/public/stream';
+const BINANCE_FUTURES_MARKET_STREAM_PATH = '/market/stream';
 function parseBinanceWeightHeader(headerValue) {
     if (headerValue === undefined) {
         return undefined;
     }
-    const header = Array.isArray(headerValue) ? headerValue[0] : headerValue;
-    const parsed = Number.parseInt(header, 10);
+    const parsed = Number.parseInt(headerValue, 10);
     return Number.isFinite(parsed) ? parsed : undefined;
 }
 function getExchangeScopedNumberEnv(exchange, suffix, fallback) {
@@ -34,6 +34,21 @@ function getExchangeScopedNumberEnv(exchange, suffix, fallback) {
     const parsed = Number.parseInt(rawValue, 10);
     return Number.isFinite(parsed) ? parsed : fallback;
 }
+function getExchangeScopedWssUrlEnv(exchange) {
+    const envName = `WSS_URL_${exchange.toUpperCase().replace(/-/g, '_')}`;
+    return process.env[envName];
+}
+function normalizeBinanceSplitWsBaseUrl(wssUrl) {
+    return wssUrl
+        .replace(/\/(public|market|private)\/stream$/u, '')
+        .replace(/\/stream$/u, '')
+        .replace(/\/(public|market|private)$/u, '');
+}
+function getBinanceFuturesWebSocketUrl(exchange, streamPath) {
+    const configuredWssUrl = getExchangeScopedWssUrlEnv(exchange) ?? BINANCE_FUTURES_DEFAULT_WS_BASE_URL;
+    const normalizedBaseUrl = normalizeBinanceSplitWsBaseUrl(configuredWssUrl);
+    return `${normalizedBaseUrl}${streamPath}`;
+}
 function getBinanceRequestWeightLimit(exchange, exchangeInfo) {
     const configuredLimit = getExchangeScopedNumberEnv(exchange, 'REQUEST_WEIGHT_LIMIT', 0);
     if (configuredLimit > 0) {
@@ -52,7 +67,7 @@ function getDelayToNextMinuteMS() {
     const now = new Date();
     return Math.max((61 - now.getUTCSeconds()) * 1000 - now.getUTCMilliseconds(), 1);
 }
-class BinanceRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeedBase {
+class BinanceRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
     *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
         const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance');
         if (wsFilters.length > 0) {
@@ -65,7 +80,7 @@ class BinanceRealTimeFeedBase extends realtimefeed_1.MultiConnectionRealTimeFeed
         }
     }
 }
-class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase {
+class BinanceFuturesOpenInterestClient extends PoolingClientBase {
     _exchange;
     _httpURL;
     _instruments;
@@ -107,11 +122,11 @@ class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase
             const instrumentsBatch = this._instruments.slice(index, index + batchSize);
             index += instrumentsBatch.length;
             const results = await Promise.allSettled(instrumentsBatch.map(async (instrument) => {
-                const openInterestResponse = await handy_1.httpClient.get(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions);
+                const openInterestResponse = await getJSON(`${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`, binanceHttpOptions);
                 return {
                     instrument,
                     usedWeight: parseBinanceWeightHeader(openInterestResponse.headers['x-mbx-used-weight-1m']),
-                    data: JSON.parse(openInterestResponse.body)
+                    data: openInterestResponse.data
                 };
             }));
             let maxUsedWeight;
@@ -147,15 +162,15 @@ class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase
         }
         const delayMS = getDelayToNextMinuteMS();
         this.debug('open interest reached rate limit (limit: %s, used: %s, minimum available buffer: %s), waiting %s ms', this._requestWeightLimit, this._usedWeight, this._minAvailableWeightBuffer, delayMS);
-        await (0, handy_1.wait)(delayMS);
+        await wait(delayMS);
         // Binance request weight is tracked in a rolling 1-minute window. After waiting for the next minute
         // we can resume and let the next REST response header refresh the exact current usage.
         this._usedWeight = 0;
         return true;
     }
     async _initializeRateLimitInfo() {
-        const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
-        const exchangeInfo = JSON.parse(exchangeInfoResponse.body);
+        const exchangeInfoResponse = await getJSON(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
+        const exchangeInfo = exchangeInfoResponse.data;
         this._requestWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo);
         this._updateUsedWeight(parseBinanceWeightHeader(exchangeInfoResponse.headers['x-mbx-used-weight-1m']), OPEN_INTEREST_REQUEST_WEIGHT);
     }
@@ -180,7 +195,7 @@ class BinanceFuturesOpenInterestClient extends realtimefeed_1.PoolingClientBase
         }
     }
 }
-class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBase {
+class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
     wssURL;
     _httpURL;
     _suffixes;
@@ -227,8 +242,8 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
         if (!depthSnapshotFilter) {
             return;
         }
-        const exchangeInfoResponse = await handy_1.httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
-        const exchangeInfo = JSON.parse(exchangeInfoResponse.body);
+        const exchangeInfoResponse = await getJSON(`${this._httpURL}/exchangeInfo`, binanceHttpOptions);
+        const exchangeInfo = exchangeInfoResponse.data;
         const DELAY_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_SNAPSHOTS_DELAY_MS`;
         const currentWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo);
         let usedWeight = Number.parseInt(exchangeInfoResponse.headers['x-mbx-used-weight-1m']);
@@ -240,7 +255,7 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
         }
         this.debug('current snapshots requests concurrency limit: %s', concurrencyLimit);
         const minWeightBuffer = getExchangeScopedNumberEnv(this._exchange, 'MIN_AVAILABLE_WEIGHT_BUFFER', 2 * concurrencyLimit * this._depthRequestRequestWeight);
-        for (const symbolsBatch of (0, handy_1.batch)(depthSnapshotFilter.symbols, concurrencyLimit)) {
+        for (const symbolsBatch of batch(depthSnapshotFilter.symbols, concurrencyLimit)) {
             if (shouldCancel()) {
                 return;
             }
@@ -253,18 +268,18 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
                 if (isOverRateLimit) {
                     const delayMS = getDelayToNextMinuteMS();
                     this.debug('reached rate limit (x-mbx-used-weight-1m limit: %s, used weight: %s, minimum available weight buffer: %s), waiting: %s seconds', currentWeightLimit, usedWeight, minWeightBuffer, Math.ceil(delayMS / 1000));
-                    await (0, handy_1.wait)(delayMS);
+                    await wait(delayMS);
                 }
-                const depthSnapshotResponse = await handy_1.httpClient.get(`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`, binanceHttpOptions);
+                const depthSnapshotResponse = await getJSON(`${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`, binanceHttpOptions);
                 const snapshot = {
                     stream: `${symbol}@depthSnapshot`,
                     generated: true,
-                    data: JSON.parse(depthSnapshotResponse.body)
+                    data: depthSnapshotResponse.data
                 };
                 this.manualSnapshotsBuffer.push(snapshot);
                 if (process.env[DELAY_ENV] !== undefined) {
                     const msToWait = Number.parseInt(process.env[DELAY_ENV]);
-                    await (0, handy_1.wait)(msToWait);
+                    await wait(msToWait);
                 }
                 return Number.parseInt(depthSnapshotResponse.headers['x-mbx-used-weight-1m']);
             }));
@@ -274,7 +289,17 @@ class BinanceSingleConnectionRealTimeFeed extends realtimefeed_1.RealTimeFeedBas
         this.debug('requested all manual snapshots successfully');
     }
 }
-class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
+class BinanceFuturesSingleConnectionRealTimeFeed extends BinanceSingleConnectionRealTimeFeed {
+    _streamPath;
+    constructor(exchange, filters, _streamPath, httpURL, suffixes, depthRequestRequestWeight, timeoutIntervalMS, onError) {
+        super(exchange, filters, getBinanceFuturesWebSocketUrl(exchange, _streamPath), httpURL, suffixes, depthRequestRequestWeight, timeoutIntervalMS, onError);
+        this._streamPath = _streamPath;
+    }
+    async getWebSocketUrl() {
+        return getBinanceFuturesWebSocketUrl(this._exchange, this._streamPath);
+    }
+}
+export class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
     wssURL = 'wss://stream.binance.com/stream?timeUnit=microsecond';
     httpURL = 'https://api.binance.com/api/v1';
     suffixes = {
@@ -282,8 +307,7 @@ class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
     };
     depthRequestRequestWeight = 10;
 }
-exports.BinanceRealTimeFeed = BinanceRealTimeFeed;
-class BinanceJerseyRealTimeFeed extends BinanceRealTimeFeedBase {
+export class BinanceJerseyRealTimeFeed extends BinanceRealTimeFeedBase {
     wssURL = 'wss://stream.binance.je:9443/stream';
     httpURL = 'https://api.binance.je/api/v1';
     suffixes = {
@@ -291,8 +315,7 @@ class BinanceJerseyRealTimeFeed extends BinanceRealTimeFeedBase {
     };
     depthRequestRequestWeight = 10;
 }
-exports.BinanceJerseyRealTimeFeed = BinanceJerseyRealTimeFeed;
-class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
+export class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
     wssURL = 'wss://stream.binance.us:9443/stream';
     httpURL = 'https://api.binance.us/api/v1';
     suffixes = {
@@ -300,18 +323,32 @@ class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
     };
     depthRequestRequestWeight = 10;
 }
-exports.BinanceUSRealTimeFeed = BinanceUSRealTimeFeed;
-class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
-    wssURL = 'wss://fstream.binance.com/stream';
+export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
+    wssURL = `${BINANCE_FUTURES_DEFAULT_WS_BASE_URL}${BINANCE_FUTURES_PUBLIC_STREAM_PATH}`;
     httpURL = 'https://fapi.binance.com/fapi/v1';
     suffixes = {
         depth: '0ms',
         markPrice: '1s'
     };
     depthRequestRequestWeight = 20;
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        const wsFilters = filters.filter((f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance');
+        const publicWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel));
+        if (publicWsFilters.length > 0) {
+            yield new BinanceFuturesSingleConnectionRealTimeFeed(exchange, publicWsFilters, BINANCE_FUTURES_PUBLIC_STREAM_PATH, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);
+        }
+        const marketWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel) === false);
+        if (marketWsFilters.length > 0) {
+            yield new BinanceFuturesSingleConnectionRealTimeFeed(exchange, marketWsFilters, BINANCE_FUTURES_MARKET_STREAM_PATH, this.httpURL, this.suffixes, this.depthRequestRequestWeight, timeoutIntervalMS, onError);
+        }
+        const openInterestFilters = filters.filter((f) => f.channel === 'openInterest');
+        if (openInterestFilters.length > 0) {
+            const instruments = openInterestFilters.flatMap((s) => s.symbols);
+            yield new BinanceFuturesOpenInterestClient(exchange, this.httpURL, instruments, onError);
+        }
+    }
 }
-exports.BinanceFuturesRealTimeFeed = BinanceFuturesRealTimeFeed;
-class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase {
+export class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase {
     wssURL = 'wss://dstream.binance.com/stream';
     httpURL = 'https://dapi.binance.com/dapi/v1';
     suffixes = {
@@ -321,5 +358,4 @@ class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase {
     };
     depthRequestRequestWeight = 20;
 }
-exports.BinanceDeliveryRealTimeFeed = BinanceDeliveryRealTimeFeed;
 //# sourceMappingURL=binance.js.map