tardis-dev 14.2.3 → 15.0.0
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.
- package/README.md +42 -54
- package/dist/apikeyaccessinfo.d.ts +1 -1
- package/dist/apikeyaccessinfo.d.ts.map +1 -1
- package/dist/apikeyaccessinfo.js +7 -12
- package/dist/apikeyaccessinfo.js.map +1 -1
- package/dist/binarysplit.d.ts +2 -1
- package/dist/binarysplit.d.ts.map +1 -1
- package/dist/binarysplit.js +2 -6
- package/dist/binarysplit.js.map +1 -1
- package/dist/clearcache.d.ts +1 -1
- package/dist/clearcache.d.ts.map +1 -1
- package/dist/clearcache.js +19 -22
- package/dist/clearcache.js.map +1 -1
- package/dist/combine.js +5 -8
- package/dist/combine.js.map +1 -1
- package/dist/computable/booksnapshot.d.ts +3 -3
- package/dist/computable/booksnapshot.d.ts.map +1 -1
- package/dist/computable/booksnapshot.js +5 -9
- package/dist/computable/booksnapshot.js.map +1 -1
- package/dist/computable/computable.d.ts +1 -1
- package/dist/computable/computable.d.ts.map +1 -1
- package/dist/computable/computable.js +1 -4
- package/dist/computable/computable.js.map +1 -1
- package/dist/computable/index.d.ts +3 -3
- package/dist/computable/index.d.ts.map +1 -1
- package/dist/computable/index.js +3 -19
- package/dist/computable/index.js.map +1 -1
- package/dist/computable/tradebar.d.ts +2 -2
- package/dist/computable/tradebar.d.ts.map +1 -1
- package/dist/computable/tradebar.js +1 -5
- package/dist/computable/tradebar.js.map +1 -1
- package/dist/consts.js +2 -5
- package/dist/consts.js.map +1 -1
- package/dist/debug.js +2 -8
- package/dist/debug.js.map +1 -1
- package/dist/downloaddatasets.d.ts +2 -2
- package/dist/downloaddatasets.d.ts.map +1 -1
- package/dist/downloaddatasets.js +21 -28
- package/dist/downloaddatasets.js.map +1 -1
- package/dist/exchangedetails.d.ts +1 -1
- package/dist/exchangedetails.d.ts.map +1 -1
- package/dist/exchangedetails.js +6 -9
- package/dist/exchangedetails.js.map +1 -1
- package/dist/filter.d.ts +1 -1
- package/dist/filter.d.ts.map +1 -1
- package/dist/filter.js +4 -8
- package/dist/filter.js.map +1 -1
- package/dist/handy.d.ts +22 -4
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +257 -130
- package/dist/handy.js.map +1 -1
- package/dist/index.d.ts +16 -16
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +16 -34
- package/dist/index.js.map +1 -1
- package/dist/instrumentinfo.d.ts +2 -2
- package/dist/instrumentinfo.d.ts.map +1 -1
- package/dist/instrumentinfo.js +7 -11
- package/dist/instrumentinfo.js.map +1 -1
- package/dist/mappers/ascendex.d.ts +2 -2
- package/dist/mappers/ascendex.d.ts.map +1 -1
- package/dist/mappers/ascendex.js +11 -18
- package/dist/mappers/ascendex.js.map +1 -1
- package/dist/mappers/binance.d.ts +3 -3
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +26 -35
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/binancedex.d.ts +2 -2
- package/dist/mappers/binancedex.d.ts.map +1 -1
- package/dist/mappers/binancedex.js +7 -10
- package/dist/mappers/binancedex.js.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.d.ts +2 -2
- package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.js +40 -50
- package/dist/mappers/binanceeuropeanoptions.js.map +1 -1
- package/dist/mappers/bitfinex.d.ts +2 -2
- package/dist/mappers/bitfinex.d.ts.map +1 -1
- package/dist/mappers/bitfinex.js +12 -20
- package/dist/mappers/bitfinex.js.map +1 -1
- package/dist/mappers/bitflyer.d.ts +2 -2
- package/dist/mappers/bitflyer.d.ts.map +1 -1
- package/dist/mappers/bitflyer.js +9 -13
- package/dist/mappers/bitflyer.js.map +1 -1
- package/dist/mappers/bitget.d.ts +2 -2
- package/dist/mappers/bitget.d.ts.map +1 -1
- package/dist/mappers/bitget.js +10 -17
- package/dist/mappers/bitget.js.map +1 -1
- package/dist/mappers/bitmex.d.ts +2 -2
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitmex.js +17 -22
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/bitnomial.d.ts +2 -2
- package/dist/mappers/bitnomial.d.ts.map +1 -1
- package/dist/mappers/bitnomial.js +7 -11
- package/dist/mappers/bitnomial.js.map +1 -1
- package/dist/mappers/bitstamp.d.ts +2 -2
- package/dist/mappers/bitstamp.d.ts.map +1 -1
- package/dist/mappers/bitstamp.js +5 -9
- package/dist/mappers/bitstamp.js.map +1 -1
- package/dist/mappers/blockchaincom.d.ts +2 -2
- package/dist/mappers/blockchaincom.d.ts.map +1 -1
- package/dist/mappers/blockchaincom.js +5 -10
- package/dist/mappers/blockchaincom.js.map +1 -1
- package/dist/mappers/bybit.d.ts +2 -2
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybit.js +41 -55
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/bybitspot.d.ts +2 -2
- package/dist/mappers/bybitspot.d.ts.map +1 -1
- package/dist/mappers/bybitspot.js +7 -13
- package/dist/mappers/bybitspot.js.map +1 -1
- package/dist/mappers/coinbase.d.ts +2 -2
- package/dist/mappers/coinbase.d.ts.map +1 -1
- package/dist/mappers/coinbase.js +11 -15
- package/dist/mappers/coinbase.js.map +1 -1
- package/dist/mappers/coinbaseinternational.d.ts +2 -2
- package/dist/mappers/coinbaseinternational.d.ts.map +1 -1
- package/dist/mappers/coinbaseinternational.js +12 -17
- package/dist/mappers/coinbaseinternational.js.map +1 -1
- package/dist/mappers/coinflex.d.ts +2 -2
- package/dist/mappers/coinflex.d.ts.map +1 -1
- package/dist/mappers/coinflex.js +9 -13
- package/dist/mappers/coinflex.js.map +1 -1
- package/dist/mappers/cryptocom.d.ts +2 -2
- package/dist/mappers/cryptocom.d.ts.map +1 -1
- package/dist/mappers/cryptocom.js +11 -18
- package/dist/mappers/cryptocom.js.map +1 -1
- package/dist/mappers/cryptofacilities.d.ts +2 -2
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.js +13 -17
- package/dist/mappers/cryptofacilities.js.map +1 -1
- package/dist/mappers/delta.d.ts +2 -2
- package/dist/mappers/delta.d.ts.map +1 -1
- package/dist/mappers/delta.js +17 -24
- package/dist/mappers/delta.js.map +1 -1
- package/dist/mappers/deribit.d.ts +2 -2
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/deribit.js +20 -25
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/mappers/dydx.d.ts +2 -2
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/dydx.js +9 -15
- package/dist/mappers/dydx.js.map +1 -1
- package/dist/mappers/dydxv4.d.ts +2 -2
- package/dist/mappers/dydxv4.d.ts.map +1 -1
- package/dist/mappers/dydxv4.js +11 -18
- package/dist/mappers/dydxv4.js.map +1 -1
- package/dist/mappers/ftx.d.ts +2 -2
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/ftx.js +22 -31
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/gateio.d.ts +3 -3
- package/dist/mappers/gateio.d.ts.map +1 -1
- package/dist/mappers/gateio.js +17 -26
- package/dist/mappers/gateio.js.map +1 -1
- package/dist/mappers/gateiofutures.d.ts +7 -7
- package/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.js +22 -25
- package/dist/mappers/gateiofutures.js.map +1 -1
- package/dist/mappers/gemini.d.ts +2 -2
- package/dist/mappers/gemini.d.ts.map +1 -1
- package/dist/mappers/gemini.js +5 -8
- package/dist/mappers/gemini.js.map +1 -1
- package/dist/mappers/hitbtc.d.ts +2 -2
- package/dist/mappers/hitbtc.d.ts.map +1 -1
- package/dist/mappers/hitbtc.js +5 -8
- package/dist/mappers/hitbtc.js.map +1 -1
- package/dist/mappers/huobi.d.ts +4 -4
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +32 -42
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/hyperliquid.d.ts +2 -2
- package/dist/mappers/hyperliquid.d.ts.map +1 -1
- package/dist/mappers/hyperliquid.js +6 -13
- package/dist/mappers/hyperliquid.js.map +1 -1
- package/dist/mappers/index.d.ts +38 -38
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +273 -296
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kraken.d.ts +2 -2
- package/dist/mappers/kraken.d.ts.map +1 -1
- package/dist/mappers/kraken.js +11 -14
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/kucoin.d.ts +3 -3
- package/dist/mappers/kucoin.d.ts.map +1 -1
- package/dist/mappers/kucoin.js +10 -16
- package/dist/mappers/kucoin.js.map +1 -1
- package/dist/mappers/kucoinfutures.d.ts +3 -3
- package/dist/mappers/kucoinfutures.d.ts.map +1 -1
- package/dist/mappers/kucoinfutures.js +15 -22
- package/dist/mappers/kucoinfutures.js.map +1 -1
- package/dist/mappers/mapper.d.ts +1 -1
- package/dist/mappers/mapper.d.ts.map +1 -1
- package/dist/mappers/mapper.js +1 -5
- package/dist/mappers/mapper.js.map +1 -1
- package/dist/mappers/okex.d.ts +2 -2
- package/dist/mappers/okex.d.ts.map +1 -1
- package/dist/mappers/okex.js +65 -80
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/okexspreads.d.ts +2 -2
- package/dist/mappers/okexspreads.d.ts.map +1 -1
- package/dist/mappers/okexspreads.js +7 -13
- package/dist/mappers/okexspreads.js.map +1 -1
- package/dist/mappers/phemex.d.ts +2 -2
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js +5 -9
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/mappers/poloniex.d.ts +2 -2
- package/dist/mappers/poloniex.d.ts.map +1 -1
- package/dist/mappers/poloniex.js +9 -16
- package/dist/mappers/poloniex.js.map +1 -1
- package/dist/mappers/serum.d.ts +2 -2
- package/dist/mappers/serum.d.ts.map +1 -1
- package/dist/mappers/serum.js +11 -17
- package/dist/mappers/serum.js.map +1 -1
- package/dist/mappers/upbit.d.ts +2 -2
- package/dist/mappers/upbit.d.ts.map +1 -1
- package/dist/mappers/upbit.js +7 -12
- package/dist/mappers/upbit.js.map +1 -1
- package/dist/mappers/woox.d.ts +2 -2
- package/dist/mappers/woox.d.ts.map +1 -1
- package/dist/mappers/woox.js +11 -17
- package/dist/mappers/woox.js.map +1 -1
- package/dist/options.d.ts.map +1 -1
- package/dist/options.js +9 -14
- package/dist/options.js.map +1 -1
- package/dist/orderbook.d.ts +1 -1
- package/dist/orderbook.d.ts.map +1 -1
- package/dist/orderbook.js +4 -8
- package/dist/orderbook.js.map +1 -1
- package/dist/realtimefeeds/ascendex.d.ts +2 -2
- package/dist/realtimefeeds/ascendex.d.ts.map +1 -1
- package/dist/realtimefeeds/ascendex.js +5 -9
- package/dist/realtimefeeds/ascendex.js.map +1 -1
- package/dist/realtimefeeds/binance.d.ts +13 -2
- package/dist/realtimefeeds/binance.d.ts.map +1 -1
- package/dist/realtimefeeds/binance.js +69 -33
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/binancedex.d.ts +2 -2
- package/dist/realtimefeeds/binancedex.d.ts.map +1 -1
- package/dist/realtimefeeds/binancedex.js +5 -9
- package/dist/realtimefeeds/binancedex.js.map +1 -1
- package/dist/realtimefeeds/binanceeuropeanoptions.d.ts +2 -2
- package/dist/realtimefeeds/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/realtimefeeds/binanceeuropeanoptions.js +5 -9
- package/dist/realtimefeeds/binanceeuropeanoptions.js.map +1 -1
- package/dist/realtimefeeds/bitfinex.d.ts +2 -2
- package/dist/realtimefeeds/bitfinex.d.ts.map +1 -1
- package/dist/realtimefeeds/bitfinex.js +2 -6
- package/dist/realtimefeeds/bitfinex.js.map +1 -1
- package/dist/realtimefeeds/bitflyer.d.ts +2 -2
- package/dist/realtimefeeds/bitflyer.d.ts.map +1 -1
- package/dist/realtimefeeds/bitflyer.js +2 -6
- package/dist/realtimefeeds/bitflyer.js.map +1 -1
- package/dist/realtimefeeds/bitget.d.ts +2 -2
- package/dist/realtimefeeds/bitget.d.ts.map +1 -1
- package/dist/realtimefeeds/bitget.js +6 -11
- package/dist/realtimefeeds/bitget.js.map +1 -1
- package/dist/realtimefeeds/bitmex.d.ts +2 -2
- package/dist/realtimefeeds/bitmex.d.ts.map +1 -1
- package/dist/realtimefeeds/bitmex.js +4 -8
- package/dist/realtimefeeds/bitmex.js.map +1 -1
- package/dist/realtimefeeds/bitnomial.d.ts +2 -2
- package/dist/realtimefeeds/bitnomial.d.ts.map +1 -1
- package/dist/realtimefeeds/bitnomial.js +2 -6
- package/dist/realtimefeeds/bitnomial.js.map +1 -1
- package/dist/realtimefeeds/bitstamp.d.ts +2 -2
- package/dist/realtimefeeds/bitstamp.d.ts.map +1 -1
- package/dist/realtimefeeds/bitstamp.js +5 -9
- package/dist/realtimefeeds/bitstamp.js.map +1 -1
- package/dist/realtimefeeds/blockchaincom.d.ts +2 -2
- package/dist/realtimefeeds/blockchaincom.d.ts.map +1 -1
- package/dist/realtimefeeds/blockchaincom.js +4 -8
- package/dist/realtimefeeds/blockchaincom.js.map +1 -1
- package/dist/realtimefeeds/bybit.d.ts +2 -2
- package/dist/realtimefeeds/bybit.d.ts.map +1 -1
- package/dist/realtimefeeds/bybit.js +8 -14
- package/dist/realtimefeeds/bybit.js.map +1 -1
- package/dist/realtimefeeds/coinbase.d.ts +2 -2
- package/dist/realtimefeeds/coinbase.d.ts.map +1 -1
- package/dist/realtimefeeds/coinbase.js +4 -11
- package/dist/realtimefeeds/coinbase.js.map +1 -1
- package/dist/realtimefeeds/coinbaseinternational.d.ts +2 -2
- package/dist/realtimefeeds/coinbaseinternational.d.ts.map +1 -1
- package/dist/realtimefeeds/coinbaseinternational.js +4 -11
- package/dist/realtimefeeds/coinbaseinternational.js.map +1 -1
- package/dist/realtimefeeds/coinflex.d.ts +2 -2
- package/dist/realtimefeeds/coinflex.d.ts.map +1 -1
- package/dist/realtimefeeds/coinflex.js +2 -6
- package/dist/realtimefeeds/coinflex.js.map +1 -1
- package/dist/realtimefeeds/cryptocom.d.ts +2 -2
- package/dist/realtimefeeds/cryptocom.d.ts.map +1 -1
- package/dist/realtimefeeds/cryptocom.js +2 -6
- package/dist/realtimefeeds/cryptocom.js.map +1 -1
- package/dist/realtimefeeds/cryptofacilities.d.ts +2 -2
- package/dist/realtimefeeds/cryptofacilities.d.ts.map +1 -1
- package/dist/realtimefeeds/cryptofacilities.js +2 -6
- package/dist/realtimefeeds/cryptofacilities.js.map +1 -1
- package/dist/realtimefeeds/delta.d.ts +2 -2
- package/dist/realtimefeeds/delta.d.ts.map +1 -1
- package/dist/realtimefeeds/delta.js +2 -6
- package/dist/realtimefeeds/delta.js.map +1 -1
- package/dist/realtimefeeds/deribit.d.ts +2 -2
- package/dist/realtimefeeds/deribit.d.ts.map +1 -1
- package/dist/realtimefeeds/deribit.js +4 -8
- package/dist/realtimefeeds/deribit.js.map +1 -1
- package/dist/realtimefeeds/dydx.d.ts +2 -2
- package/dist/realtimefeeds/dydx.d.ts.map +1 -1
- package/dist/realtimefeeds/dydx.js +2 -6
- package/dist/realtimefeeds/dydx.js.map +1 -1
- package/dist/realtimefeeds/dydx_v4.d.ts +2 -2
- package/dist/realtimefeeds/dydx_v4.d.ts.map +1 -1
- package/dist/realtimefeeds/dydx_v4.js +2 -6
- package/dist/realtimefeeds/dydx_v4.js.map +1 -1
- package/dist/realtimefeeds/ftx.d.ts +2 -2
- package/dist/realtimefeeds/ftx.d.ts.map +1 -1
- package/dist/realtimefeeds/ftx.js +13 -18
- package/dist/realtimefeeds/ftx.js.map +1 -1
- package/dist/realtimefeeds/gateio.d.ts +2 -2
- package/dist/realtimefeeds/gateio.d.ts.map +1 -1
- package/dist/realtimefeeds/gateio.js +2 -6
- package/dist/realtimefeeds/gateio.js.map +1 -1
- package/dist/realtimefeeds/gateiofutures.d.ts +5 -2
- package/dist/realtimefeeds/gateiofutures.d.ts.map +1 -1
- package/dist/realtimefeeds/gateiofutures.js +4 -7
- package/dist/realtimefeeds/gateiofutures.js.map +1 -1
- package/dist/realtimefeeds/gemini.d.ts +2 -2
- package/dist/realtimefeeds/gemini.d.ts.map +1 -1
- package/dist/realtimefeeds/gemini.js +2 -6
- package/dist/realtimefeeds/gemini.js.map +1 -1
- package/dist/realtimefeeds/hitbtc.d.ts +2 -2
- package/dist/realtimefeeds/hitbtc.d.ts.map +1 -1
- package/dist/realtimefeeds/hitbtc.js +2 -6
- package/dist/realtimefeeds/hitbtc.js.map +1 -1
- package/dist/realtimefeeds/huobi.d.ts +2 -2
- package/dist/realtimefeeds/huobi.d.ts.map +1 -1
- package/dist/realtimefeeds/huobi.js +36 -44
- package/dist/realtimefeeds/huobi.js.map +1 -1
- package/dist/realtimefeeds/hyperliquid.d.ts +2 -2
- package/dist/realtimefeeds/hyperliquid.d.ts.map +1 -1
- package/dist/realtimefeeds/hyperliquid.js +2 -6
- package/dist/realtimefeeds/hyperliquid.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts +4 -4
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +101 -120
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/kraken.d.ts +2 -2
- package/dist/realtimefeeds/kraken.d.ts.map +1 -1
- package/dist/realtimefeeds/kraken.js +2 -6
- package/dist/realtimefeeds/kraken.js.map +1 -1
- package/dist/realtimefeeds/kucoin.d.ts +2 -2
- package/dist/realtimefeeds/kucoin.d.ts.map +1 -1
- package/dist/realtimefeeds/kucoin.js +10 -14
- package/dist/realtimefeeds/kucoin.js.map +1 -1
- package/dist/realtimefeeds/kucoinfutures.d.ts +2 -2
- package/dist/realtimefeeds/kucoinfutures.d.ts.map +1 -1
- package/dist/realtimefeeds/kucoinfutures.js +12 -19
- package/dist/realtimefeeds/kucoinfutures.js.map +1 -1
- package/dist/realtimefeeds/mango.d.ts +1 -1
- package/dist/realtimefeeds/mango.d.ts.map +1 -1
- package/dist/realtimefeeds/mango.js +2 -6
- package/dist/realtimefeeds/mango.js.map +1 -1
- package/dist/realtimefeeds/okex.d.ts +2 -2
- package/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/dist/realtimefeeds/okex.js +9 -18
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/dist/realtimefeeds/okexspreads.d.ts +2 -2
- package/dist/realtimefeeds/okexspreads.d.ts.map +1 -1
- package/dist/realtimefeeds/okexspreads.js +6 -13
- package/dist/realtimefeeds/okexspreads.js.map +1 -1
- package/dist/realtimefeeds/phemex.d.ts +2 -2
- package/dist/realtimefeeds/phemex.d.ts.map +1 -1
- package/dist/realtimefeeds/phemex.js +2 -6
- package/dist/realtimefeeds/phemex.js.map +1 -1
- package/dist/realtimefeeds/poloniex.d.ts +2 -2
- package/dist/realtimefeeds/poloniex.d.ts.map +1 -1
- package/dist/realtimefeeds/poloniex.js +2 -6
- package/dist/realtimefeeds/poloniex.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +2 -1
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +33 -38
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/dist/realtimefeeds/serum.d.ts +2 -2
- package/dist/realtimefeeds/serum.d.ts.map +1 -1
- package/dist/realtimefeeds/serum.js +2 -6
- package/dist/realtimefeeds/serum.js.map +1 -1
- package/dist/realtimefeeds/staratlas.d.ts +1 -1
- package/dist/realtimefeeds/staratlas.d.ts.map +1 -1
- package/dist/realtimefeeds/staratlas.js +2 -6
- package/dist/realtimefeeds/staratlas.js.map +1 -1
- package/dist/realtimefeeds/upbit.d.ts +2 -2
- package/dist/realtimefeeds/upbit.d.ts.map +1 -1
- package/dist/realtimefeeds/upbit.js +2 -6
- package/dist/realtimefeeds/upbit.js.map +1 -1
- package/dist/realtimefeeds/woox.d.ts +2 -2
- package/dist/realtimefeeds/woox.d.ts.map +1 -1
- package/dist/realtimefeeds/woox.js +5 -9
- package/dist/realtimefeeds/woox.js.map +1 -1
- package/dist/replay.d.ts +6 -3
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +62 -71
- package/dist/replay.js.map +1 -1
- package/dist/stream.d.ts +6 -3
- package/dist/stream.d.ts.map +1 -1
- package/dist/stream.js +9 -13
- package/dist/stream.js.map +1 -1
- package/dist/types.d.ts +1 -1
- package/dist/types.d.ts.map +1 -1
- package/dist/types.js +1 -2
- package/dist/worker.d.ts +1 -1
- package/dist/worker.d.ts.map +1 -1
- package/dist/worker.js +22 -27
- package/dist/worker.js.map +1 -1
- package/example.js +9 -9
- package/package.json +30 -15
- package/src/apikeyaccessinfo.ts +9 -11
- package/src/binarysplit.ts +2 -1
- package/src/clearcache.ts +8 -7
- package/src/computable/booksnapshot.ts +4 -4
- package/src/computable/computable.ts +1 -1
- package/src/computable/index.ts +3 -3
- package/src/computable/tradebar.ts +2 -2
- package/src/downloaddatasets.ts +7 -7
- package/src/exchangedetails.ts +5 -5
- package/src/filter.ts +2 -2
- package/src/handy.ts +286 -23
- package/src/index.ts +16 -16
- package/src/instrumentinfo.ts +9 -9
- package/src/mappers/ascendex.ts +3 -3
- package/src/mappers/binance.ts +4 -4
- package/src/mappers/binancedex.ts +3 -3
- package/src/mappers/binanceeuropeanoptions.ts +3 -3
- package/src/mappers/bitfinex.ts +3 -3
- package/src/mappers/bitflyer.ts +3 -3
- package/src/mappers/bitget.ts +3 -3
- package/src/mappers/bitmex.ts +3 -3
- package/src/mappers/bitnomial.ts +3 -3
- package/src/mappers/bitstamp.ts +3 -3
- package/src/mappers/blockchaincom.ts +3 -3
- package/src/mappers/bybit.ts +3 -3
- package/src/mappers/bybitspot.ts +3 -3
- package/src/mappers/coinbase.ts +3 -3
- package/src/mappers/coinbaseinternational.ts +3 -3
- package/src/mappers/coinflex.ts +3 -3
- package/src/mappers/cryptocom.ts +3 -3
- package/src/mappers/cryptofacilities.ts +3 -3
- package/src/mappers/delta.ts +3 -3
- package/src/mappers/deribit.ts +3 -3
- package/src/mappers/dydx.ts +3 -3
- package/src/mappers/dydxv4.ts +3 -3
- package/src/mappers/ftx.ts +3 -3
- package/src/mappers/gateio.ts +4 -4
- package/src/mappers/gateiofutures.ts +18 -14
- package/src/mappers/gemini.ts +3 -3
- package/src/mappers/hitbtc.ts +3 -3
- package/src/mappers/huobi.ts +3 -3
- package/src/mappers/hyperliquid.ts +2 -2
- package/src/mappers/index.ts +49 -44
- package/src/mappers/kraken.ts +3 -3
- package/src/mappers/kucoin.ts +4 -4
- package/src/mappers/kucoinfutures.ts +4 -4
- package/src/mappers/mapper.ts +1 -1
- package/src/mappers/okex.ts +3 -3
- package/src/mappers/okexspreads.ts +3 -3
- package/src/mappers/phemex.ts +2 -2
- package/src/mappers/poloniex.ts +3 -3
- package/src/mappers/serum.ts +3 -3
- package/src/mappers/upbit.ts +3 -3
- package/src/mappers/woox.ts +3 -3
- package/src/options.ts +5 -2
- package/src/orderbook.ts +3 -2
- package/src/realtimefeeds/ascendex.ts +3 -3
- package/src/realtimefeeds/binance.ts +111 -20
- package/src/realtimefeeds/binancedex.ts +5 -5
- package/src/realtimefeeds/binanceeuropeanoptions.ts +3 -3
- package/src/realtimefeeds/bitfinex.ts +2 -2
- package/src/realtimefeeds/bitflyer.ts +2 -2
- package/src/realtimefeeds/bitget.ts +3 -3
- package/src/realtimefeeds/bitmex.ts +3 -3
- package/src/realtimefeeds/bitnomial.ts +2 -2
- package/src/realtimefeeds/bitstamp.ts +5 -5
- package/src/realtimefeeds/blockchaincom.ts +3 -3
- package/src/realtimefeeds/bybit.ts +3 -3
- package/src/realtimefeeds/coinbase.ts +2 -2
- package/src/realtimefeeds/coinbaseinternational.ts +2 -2
- package/src/realtimefeeds/coinflex.ts +2 -2
- package/src/realtimefeeds/cryptocom.ts +2 -2
- package/src/realtimefeeds/cryptofacilities.ts +2 -2
- package/src/realtimefeeds/delta.ts +2 -2
- package/src/realtimefeeds/deribit.ts +3 -3
- package/src/realtimefeeds/dydx.ts +2 -2
- package/src/realtimefeeds/dydx_v4.ts +2 -2
- package/src/realtimefeeds/ftx.ts +8 -8
- package/src/realtimefeeds/gateio.ts +2 -3
- package/src/realtimefeeds/gateiofutures.ts +3 -2
- package/src/realtimefeeds/gemini.ts +2 -2
- package/src/realtimefeeds/hitbtc.ts +2 -2
- package/src/realtimefeeds/huobi.ts +18 -18
- package/src/realtimefeeds/hyperliquid.ts +2 -2
- package/src/realtimefeeds/index.ts +43 -43
- package/src/realtimefeeds/kraken.ts +2 -2
- package/src/realtimefeeds/kucoin.ts +9 -9
- package/src/realtimefeeds/kucoinfutures.ts +9 -11
- package/src/realtimefeeds/mango.ts +1 -1
- package/src/realtimefeeds/okex.ts +3 -3
- package/src/realtimefeeds/okexspreads.ts +3 -3
- package/src/realtimefeeds/phemex.ts +2 -2
- package/src/realtimefeeds/poloniex.ts +2 -2
- package/src/realtimefeeds/realtimefeed.ts +8 -3
- package/src/realtimefeeds/serum.ts +2 -2
- package/src/realtimefeeds/staratlas.ts +1 -1
- package/src/realtimefeeds/upbit.ts +2 -2
- package/src/realtimefeeds/woox.ts +3 -3
- package/src/replay.ts +31 -35
- package/src/stream.ts +12 -23
- package/src/types.ts +1 -1
- package/src/worker.ts +3 -4
package/src/handy.ts
CHANGED
|
@@ -1,21 +1,24 @@
|
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1
1
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import crypto, { createHash } from 'crypto'
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2
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-
import { createWriteStream,
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3
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-
import {
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4
|
-
import {
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5
|
-
import
|
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6
|
-
import
|
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2
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+
import { createWriteStream, mkdirSync, rmSync } from 'node:fs'
|
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3
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+
import { rename } from 'node:fs/promises'
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4
|
+
import type { RequestOptions, Agent } from 'https'
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5
|
+
import followRedirects from 'follow-redirects'
|
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6
|
+
import * as httpsProxyAgentPkg from 'https-proxy-agent'
|
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7
7
|
import path from 'path'
|
|
8
|
-
import { debug } from './debug'
|
|
9
|
-
import { Mapper } from './mappers'
|
|
10
|
-
import { Disconnect, Exchange, Filter, FilterForExchange } from './types'
|
|
11
|
-
import
|
|
8
|
+
import { debug } from './debug.ts'
|
|
9
|
+
import { Mapper } from './mappers/index.ts'
|
|
10
|
+
import { Disconnect, Exchange, Filter, FilterForExchange } from './types.ts'
|
|
11
|
+
import * as socksProxyAgentPkg from 'socks-proxy-agent'
|
|
12
|
+
const { http, https } = followRedirects
|
|
13
|
+
const { HttpsProxyAgent } = httpsProxyAgentPkg
|
|
14
|
+
const { SocksProxyAgent } = socksProxyAgentPkg
|
|
12
15
|
|
|
13
16
|
export function parseAsUTCDate(val: string) {
|
|
14
|
-
//
|
|
17
|
+
// Treat date-only and minute-level strings as UTC instead of local time.
|
|
15
18
|
if (val.endsWith('Z') === false) {
|
|
16
19
|
val += 'Z'
|
|
17
20
|
}
|
|
18
|
-
|
|
21
|
+
const date = new Date(val)
|
|
19
22
|
return new Date(Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), date.getUTCDate(), date.getUTCHours(), date.getUTCMinutes()))
|
|
20
23
|
}
|
|
21
24
|
|
|
@@ -73,6 +76,12 @@ export class HttpError extends Error {
|
|
|
73
76
|
}
|
|
74
77
|
}
|
|
75
78
|
|
|
79
|
+
class HttpClientError extends Error {
|
|
80
|
+
constructor(public readonly response: HttpResponse, public readonly method: string, public readonly url: string) {
|
|
81
|
+
super(`HTTP ${method} ${url} failed with status ${response.statusCode}`)
|
|
82
|
+
}
|
|
83
|
+
}
|
|
84
|
+
|
|
76
85
|
export function* take(iterable: Iterable<any>, length: number) {
|
|
77
86
|
if (length === 0) {
|
|
78
87
|
return
|
|
@@ -249,6 +258,270 @@ export const httpsProxyAgent: Agent | undefined =
|
|
|
249
258
|
? new SocksProxyAgent(process.env.SOCKS_PROXY)
|
|
250
259
|
: undefined
|
|
251
260
|
|
|
261
|
+
const DEFAULT_FETCH_RETRY_LIMIT = 2
|
|
262
|
+
|
|
263
|
+
type HttpRetryOptions =
|
|
264
|
+
| number
|
|
265
|
+
| {
|
|
266
|
+
limit?: number
|
|
267
|
+
statusCodes?: number[]
|
|
268
|
+
maxRetryAfter?: number
|
|
269
|
+
}
|
|
270
|
+
|
|
271
|
+
type HttpRequestOptions = {
|
|
272
|
+
headers?: Record<string, string>
|
|
273
|
+
body?: string | object
|
|
274
|
+
timeout?: number
|
|
275
|
+
retry?: HttpRetryOptions
|
|
276
|
+
}
|
|
277
|
+
|
|
278
|
+
type HttpResponse = {
|
|
279
|
+
statusCode: number
|
|
280
|
+
headers: Record<string, string>
|
|
281
|
+
body: string
|
|
282
|
+
}
|
|
283
|
+
|
|
284
|
+
type JSONResponse<T> = {
|
|
285
|
+
data: T
|
|
286
|
+
headers: Record<string, string>
|
|
287
|
+
statusCode: number
|
|
288
|
+
}
|
|
289
|
+
|
|
290
|
+
type RetrySettings = {
|
|
291
|
+
limit: number
|
|
292
|
+
maxRetryAfter?: number
|
|
293
|
+
statusCodes?: Set<number>
|
|
294
|
+
}
|
|
295
|
+
|
|
296
|
+
function getRetrySettings(method: string, retry?: HttpRetryOptions): RetrySettings {
|
|
297
|
+
const retryOptions = typeof retry === 'object' ? retry : undefined
|
|
298
|
+
const retryEnabled = method === 'GET' || retry !== undefined
|
|
299
|
+
const limit = typeof retry === 'number' ? retry : retryOptions?.limit ?? (retryEnabled ? DEFAULT_FETCH_RETRY_LIMIT : 0)
|
|
300
|
+
|
|
301
|
+
return {
|
|
302
|
+
limit,
|
|
303
|
+
maxRetryAfter: retryOptions?.maxRetryAfter,
|
|
304
|
+
statusCodes: retryOptions?.statusCodes ? new Set(retryOptions.statusCodes) : undefined
|
|
305
|
+
}
|
|
306
|
+
}
|
|
307
|
+
|
|
308
|
+
function parseResponseHeaders(headers: Headers) {
|
|
309
|
+
return Object.fromEntries(headers.entries())
|
|
310
|
+
}
|
|
311
|
+
|
|
312
|
+
function parseNodeResponseHeaders(headers: Record<string, string | string[] | undefined>) {
|
|
313
|
+
return Object.fromEntries(
|
|
314
|
+
Object.entries(headers).flatMap(([key, value]) => {
|
|
315
|
+
if (value === undefined) {
|
|
316
|
+
return []
|
|
317
|
+
}
|
|
318
|
+
|
|
319
|
+
return [[key.toLowerCase(), Array.isArray(value) ? value.join(', ') : value]]
|
|
320
|
+
})
|
|
321
|
+
)
|
|
322
|
+
}
|
|
323
|
+
|
|
324
|
+
function createHttpResponse(statusCode: number, headers: Record<string, string>, body: string): HttpResponse {
|
|
325
|
+
return {
|
|
326
|
+
statusCode,
|
|
327
|
+
headers,
|
|
328
|
+
body
|
|
329
|
+
}
|
|
330
|
+
}
|
|
331
|
+
|
|
332
|
+
function prepareRequest(method: string, options: HttpRequestOptions) {
|
|
333
|
+
if (options.body === undefined) {
|
|
334
|
+
return {
|
|
335
|
+
headers: options.headers,
|
|
336
|
+
body: undefined
|
|
337
|
+
}
|
|
338
|
+
}
|
|
339
|
+
|
|
340
|
+
const headers = { ...options.headers }
|
|
341
|
+
const body = typeof options.body === 'string' ? options.body : JSON.stringify(options.body)
|
|
342
|
+
|
|
343
|
+
if (method !== 'GET' && headers['Content-Type'] === undefined && headers['content-type'] === undefined) {
|
|
344
|
+
headers['Content-Type'] = 'application/json'
|
|
345
|
+
}
|
|
346
|
+
|
|
347
|
+
return {
|
|
348
|
+
headers,
|
|
349
|
+
body
|
|
350
|
+
}
|
|
351
|
+
}
|
|
352
|
+
|
|
353
|
+
function getRetryAfterDelayMS(headers: Record<string, string>, maxRetryAfter?: number) {
|
|
354
|
+
const retryAfterHeader = headers['retry-after']
|
|
355
|
+
if (retryAfterHeader === undefined) {
|
|
356
|
+
return
|
|
357
|
+
}
|
|
358
|
+
|
|
359
|
+
const parsedSeconds = Number.parseFloat(retryAfterHeader)
|
|
360
|
+
let delayMS: number | undefined
|
|
361
|
+
|
|
362
|
+
if (Number.isFinite(parsedSeconds)) {
|
|
363
|
+
delayMS = parsedSeconds * ONE_SEC_IN_MS
|
|
364
|
+
} else {
|
|
365
|
+
const parsedDate = Date.parse(retryAfterHeader)
|
|
366
|
+
if (Number.isFinite(parsedDate)) {
|
|
367
|
+
delayMS = parsedDate - Date.now()
|
|
368
|
+
}
|
|
369
|
+
}
|
|
370
|
+
|
|
371
|
+
if (delayMS === undefined || delayMS < 0) {
|
|
372
|
+
return
|
|
373
|
+
}
|
|
374
|
+
|
|
375
|
+
if (maxRetryAfter !== undefined && delayMS > maxRetryAfter) {
|
|
376
|
+
return
|
|
377
|
+
}
|
|
378
|
+
|
|
379
|
+
return delayMS
|
|
380
|
+
}
|
|
381
|
+
|
|
382
|
+
function getRetryDelayMS(attempt: number, headers: Record<string, string>, maxRetryAfter?: number) {
|
|
383
|
+
const retryAfterDelayMS = getRetryAfterDelayMS(headers, maxRetryAfter)
|
|
384
|
+
if (retryAfterDelayMS !== undefined) {
|
|
385
|
+
return retryAfterDelayMS
|
|
386
|
+
}
|
|
387
|
+
|
|
388
|
+
return Math.min(250 * 2 ** (attempt - 1), 5000)
|
|
389
|
+
}
|
|
390
|
+
|
|
391
|
+
function isRetryableStatus(statusCode: number, retrySettings: RetrySettings) {
|
|
392
|
+
if (retrySettings.statusCodes !== undefined) {
|
|
393
|
+
return retrySettings.statusCodes.has(statusCode)
|
|
394
|
+
}
|
|
395
|
+
|
|
396
|
+
return statusCode === 408 || statusCode === 429 || statusCode >= 500
|
|
397
|
+
}
|
|
398
|
+
|
|
399
|
+
function shouldRetryHttpStatus(attempt: number, response: HttpResponse, retrySettings: RetrySettings) {
|
|
400
|
+
return attempt <= retrySettings.limit && isRetryableStatus(response.statusCode, retrySettings)
|
|
401
|
+
}
|
|
402
|
+
|
|
403
|
+
function shouldRetryHttpError(attempt: number, retrySettings: RetrySettings) {
|
|
404
|
+
return attempt <= retrySettings.limit
|
|
405
|
+
}
|
|
406
|
+
|
|
407
|
+
async function requestViaFetch(method: string, url: string, options: HttpRequestOptions): Promise<HttpResponse> {
|
|
408
|
+
const controller = new AbortController()
|
|
409
|
+
const timeoutMS = options.timeout
|
|
410
|
+
const timeoutId = timeoutMS !== undefined ? setTimeout(() => controller.abort(), timeoutMS) : undefined
|
|
411
|
+
const preparedRequest = prepareRequest(method, options)
|
|
412
|
+
|
|
413
|
+
try {
|
|
414
|
+
const response = await fetch(url, {
|
|
415
|
+
method,
|
|
416
|
+
headers: preparedRequest.headers,
|
|
417
|
+
body: preparedRequest.body,
|
|
418
|
+
signal: controller.signal
|
|
419
|
+
})
|
|
420
|
+
const body = await response.text()
|
|
421
|
+
|
|
422
|
+
return createHttpResponse(response.status, parseResponseHeaders(response.headers), body)
|
|
423
|
+
} catch (error) {
|
|
424
|
+
if (controller.signal.aborted) {
|
|
425
|
+
throw new Error('Request timed out')
|
|
426
|
+
}
|
|
427
|
+
|
|
428
|
+
throw error
|
|
429
|
+
} finally {
|
|
430
|
+
if (timeoutId !== undefined) {
|
|
431
|
+
clearTimeout(timeoutId)
|
|
432
|
+
}
|
|
433
|
+
}
|
|
434
|
+
}
|
|
435
|
+
|
|
436
|
+
async function requestViaProxy(method: string, url: string, options: HttpRequestOptions): Promise<HttpResponse> {
|
|
437
|
+
const requestClient = new URL(url).protocol === 'http:' ? http : https
|
|
438
|
+
const preparedRequest = prepareRequest(method, options)
|
|
439
|
+
|
|
440
|
+
return await new Promise<HttpResponse>((resolve, reject) => {
|
|
441
|
+
const request = requestClient
|
|
442
|
+
.request(
|
|
443
|
+
url,
|
|
444
|
+
{
|
|
445
|
+
method,
|
|
446
|
+
agent: httpsProxyAgent,
|
|
447
|
+
headers: preparedRequest.headers,
|
|
448
|
+
timeout: options.timeout
|
|
449
|
+
},
|
|
450
|
+
(response) => {
|
|
451
|
+
response.setEncoding('utf8')
|
|
452
|
+
let body = ''
|
|
453
|
+
response.on('error', reject)
|
|
454
|
+
response.on('data', (chunk) => (body += chunk))
|
|
455
|
+
response.on('end', () => {
|
|
456
|
+
resolve(createHttpResponse(response.statusCode ?? 0, parseNodeResponseHeaders(response.headers), body))
|
|
457
|
+
})
|
|
458
|
+
}
|
|
459
|
+
)
|
|
460
|
+
.on('error', reject)
|
|
461
|
+
.on('timeout', () => {
|
|
462
|
+
reject(new Error('Request timed out'))
|
|
463
|
+
request.destroy()
|
|
464
|
+
})
|
|
465
|
+
|
|
466
|
+
if (preparedRequest.body !== undefined) {
|
|
467
|
+
request.write(preparedRequest.body)
|
|
468
|
+
}
|
|
469
|
+
|
|
470
|
+
request.end()
|
|
471
|
+
})
|
|
472
|
+
}
|
|
473
|
+
|
|
474
|
+
async function request(method: string, url: string, options: HttpRequestOptions = {}) {
|
|
475
|
+
const retrySettings = getRetrySettings(method, options.retry)
|
|
476
|
+
|
|
477
|
+
for (let attempt = 1; ; attempt += 1) {
|
|
478
|
+
try {
|
|
479
|
+
const response =
|
|
480
|
+
httpsProxyAgent === undefined ? await requestViaFetch(method, url, options) : await requestViaProxy(method, url, options)
|
|
481
|
+
|
|
482
|
+
if (response.statusCode >= 200 && response.statusCode < 300) {
|
|
483
|
+
return response
|
|
484
|
+
}
|
|
485
|
+
|
|
486
|
+
if (shouldRetryHttpStatus(attempt, response, retrySettings)) {
|
|
487
|
+
await wait(getRetryDelayMS(attempt, response.headers, retrySettings.maxRetryAfter))
|
|
488
|
+
continue
|
|
489
|
+
}
|
|
490
|
+
|
|
491
|
+
throw new HttpClientError(response, method, url)
|
|
492
|
+
} catch (error) {
|
|
493
|
+
if (error instanceof HttpClientError) {
|
|
494
|
+
throw error
|
|
495
|
+
}
|
|
496
|
+
|
|
497
|
+
if (shouldRetryHttpError(attempt, retrySettings)) {
|
|
498
|
+
await wait(Math.min(250 * 2 ** (attempt - 1), 5000))
|
|
499
|
+
continue
|
|
500
|
+
}
|
|
501
|
+
|
|
502
|
+
throw error
|
|
503
|
+
}
|
|
504
|
+
}
|
|
505
|
+
}
|
|
506
|
+
|
|
507
|
+
async function requestJSON<T>(method: string, url: string, options?: HttpRequestOptions): Promise<JSONResponse<T>> {
|
|
508
|
+
const response = await request(method, url, options)
|
|
509
|
+
|
|
510
|
+
return {
|
|
511
|
+
data: JSON.parse(response.body) as T,
|
|
512
|
+
headers: response.headers,
|
|
513
|
+
statusCode: response.statusCode
|
|
514
|
+
}
|
|
515
|
+
}
|
|
516
|
+
|
|
517
|
+
export function getJSON<T>(url: string, options?: HttpRequestOptions) {
|
|
518
|
+
return requestJSON<T>('GET', url, options)
|
|
519
|
+
}
|
|
520
|
+
|
|
521
|
+
export function postJSON<T>(url: string, options?: HttpRequestOptions) {
|
|
522
|
+
return requestJSON<T>('POST', url, options)
|
|
523
|
+
}
|
|
524
|
+
|
|
252
525
|
export async function download({
|
|
253
526
|
apiKey,
|
|
254
527
|
downloadPath,
|
|
@@ -321,7 +594,7 @@ export function cleanTempFiles() {
|
|
|
321
594
|
|
|
322
595
|
async function _downloadFile(requestOptions: RequestOptions, url: string, downloadPath: string) {
|
|
323
596
|
// first ensure that directory where we want to download file exists
|
|
324
|
-
|
|
597
|
+
mkdirSync(path.dirname(downloadPath), { recursive: true })
|
|
325
598
|
|
|
326
599
|
// create write file stream that we'll write data into - first as unconfirmed temp file
|
|
327
600
|
|
|
@@ -330,7 +603,7 @@ async function _downloadFile(requestOptions: RequestOptions, url: string, downlo
|
|
|
330
603
|
const cleanup = () => {
|
|
331
604
|
try {
|
|
332
605
|
fileWriteStream.destroy()
|
|
333
|
-
|
|
606
|
+
rmSync(tmpFilePath, { force: true })
|
|
334
607
|
} catch {}
|
|
335
608
|
}
|
|
336
609
|
tmpFileCleanups.set(tmpFilePath, cleanup)
|
|
@@ -470,14 +743,6 @@ export function asNumberIfValid(val: string | number | undefined | null) {
|
|
|
470
743
|
return asNumber
|
|
471
744
|
}
|
|
472
745
|
|
|
473
|
-
const gotDefaultOptions: ExtendOptions = {}
|
|
474
|
-
|
|
475
|
-
if (httpsProxyAgent !== undefined) {
|
|
476
|
-
gotDefaultOptions.agent = {
|
|
477
|
-
https: httpsProxyAgent
|
|
478
|
-
}
|
|
479
|
-
}
|
|
480
|
-
|
|
481
746
|
export function upperCaseSymbols(symbols?: string[]) {
|
|
482
747
|
if (symbols !== undefined) {
|
|
483
748
|
return symbols.map((s) => s.toUpperCase())
|
|
@@ -492,8 +757,6 @@ export function lowerCaseSymbols(symbols?: string[]) {
|
|
|
492
757
|
return
|
|
493
758
|
}
|
|
494
759
|
|
|
495
|
-
export const httpClient = got.extend(gotDefaultOptions)
|
|
496
|
-
|
|
497
760
|
export const fromMicroSecondsToDate = (micros: number) => {
|
|
498
761
|
const isMicroseconds = micros > 1e15 // Check if the number is likely in microseconds
|
|
499
762
|
|
package/src/index.ts
CHANGED
|
@@ -1,16 +1,16 @@
|
|
|
1
|
-
export * from './apikeyaccessinfo'
|
|
2
|
-
export * from './clearcache'
|
|
3
|
-
export * from './combine'
|
|
4
|
-
export * from './computable'
|
|
5
|
-
export * from './consts'
|
|
6
|
-
export * from './exchangedetails'
|
|
7
|
-
export * from './mappers'
|
|
8
|
-
export { init } from './options'
|
|
9
|
-
export * from './orderbook'
|
|
10
|
-
export * from './realtimefeeds'
|
|
11
|
-
export * from './replay'
|
|
12
|
-
export * from './stream'
|
|
13
|
-
export * from './downloaddatasets'
|
|
14
|
-
export * from './types'
|
|
15
|
-
export * from './filter'
|
|
16
|
-
export * from './instrumentinfo'
|
|
1
|
+
export * from './apikeyaccessinfo.ts'
|
|
2
|
+
export * from './clearcache.ts'
|
|
3
|
+
export * from './combine.ts'
|
|
4
|
+
export * from './computable/index.ts'
|
|
5
|
+
export * from './consts.ts'
|
|
6
|
+
export * from './exchangedetails.ts'
|
|
7
|
+
export * from './mappers/index.ts'
|
|
8
|
+
export { init } from './options.ts'
|
|
9
|
+
export * from './orderbook.ts'
|
|
10
|
+
export * from './realtimefeeds/index.ts'
|
|
11
|
+
export * from './replay.ts'
|
|
12
|
+
export * from './stream.ts'
|
|
13
|
+
export * from './downloaddatasets.ts'
|
|
14
|
+
export * from './types.ts'
|
|
15
|
+
export * from './filter.ts'
|
|
16
|
+
export * from './instrumentinfo.ts'
|
package/src/instrumentinfo.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
|
-
import { getOptions } from './options'
|
|
2
|
-
import type { SymbolType } from './exchangedetails'
|
|
3
|
-
import type { Exchange } from './types'
|
|
4
|
-
import {
|
|
1
|
+
import { getOptions } from './options.ts'
|
|
2
|
+
import type { SymbolType } from './exchangedetails.ts'
|
|
3
|
+
import type { Exchange } from './types.ts'
|
|
4
|
+
import { getJSON } from './handy.ts'
|
|
5
5
|
|
|
6
6
|
export async function getInstrumentInfo(exchange: Exchange): Promise<InstrumentInfo[]>
|
|
7
7
|
export async function getInstrumentInfo(exchange: Exchange | Exchange[], filter: InstrumentInfoFilter): Promise<InstrumentInfo[]>
|
|
@@ -29,11 +29,11 @@ async function getInstrumentInfoForExchange(exchange: Exchange, filterOrSymbol?:
|
|
|
29
29
|
}
|
|
30
30
|
|
|
31
31
|
try {
|
|
32
|
-
|
|
33
|
-
.
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
32
|
+
const { data } = await getJSON(url, {
|
|
33
|
+
headers: { Authorization: `Bearer ${options.apiKey}` }
|
|
34
|
+
})
|
|
35
|
+
|
|
36
|
+
return data
|
|
37
37
|
} catch (e: any) {
|
|
38
38
|
// expose 400 error message from server
|
|
39
39
|
if (e.response?.statusCode === 400) {
|
package/src/mappers/ascendex.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class AscendexTradesMapper implements Mapper<'ascendex', Trade> {
|
|
6
6
|
canHandle(message: AscendexTrade) {
|
package/src/mappers/binance.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
|
-
import { debug } from '../debug'
|
|
2
|
-
import { CircularBuffer, fromMicroSecondsToDate, lowerCaseSymbols } from '../handy'
|
|
3
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types'
|
|
4
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { debug } from '../debug.ts'
|
|
2
|
+
import { CircularBuffer, fromMicroSecondsToDate, lowerCaseSymbols } from '../handy.ts'
|
|
3
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types.ts'
|
|
4
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
5
5
|
|
|
6
6
|
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
|
|
7
7
|
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://docs.binance.org/api-reference/dex-api/ws-streams.html
|
|
6
6
|
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, lowerCaseSymbols, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, OptionSummary, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, lowerCaseSymbols, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, OptionSummary, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://binance-docs.github.io/apidocs/voptions/en/#websocket-market-streams
|
|
6
6
|
|
package/src/mappers/bitfinex.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://docs.bitfinex.com/v2/docs/ws-general
|
|
6
6
|
|
package/src/mappers/bitflyer.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { parseμs, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { parseμs, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export const bitflyerTradesMapper: Mapper<'bitflyer', Trade> = {
|
|
6
6
|
canHandle(message: BitflyerExecutions | BitflyerBoard) {
|
package/src/mappers/bitget.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class BitgetTradesMapper implements Mapper<'bitget' | 'bitget-futures', Trade> {
|
|
6
6
|
constructor(private readonly _exchange: Exchange) {}
|
package/src/mappers/bitmex.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookPriceLevel, BookTicker, DerivativeTicker, FilterForExchange, Liquidation, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookPriceLevel, BookTicker, DerivativeTicker, FilterForExchange, Liquidation, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://www.bitmex.com/app/wsAPI
|
|
6
6
|
|
package/src/mappers/bitnomial.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { parseμs, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { parseμs, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export const bitnomialTradesMapper: Mapper<'bitnomial', Trade> = {
|
|
6
6
|
canHandle(message: BitnomialTrade) {
|
package/src/mappers/bitstamp.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { lowerCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { lowerCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://www.bitstamp.net/websocket/v2/
|
|
6
6
|
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class BlockchainComTradesMapper implements Mapper<'blockchain-com', Trade> {
|
|
6
6
|
canHandle(message: BlockchainComTradeMessage) {
|
package/src/mappers/bybit.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// v5 https://bybit-exchange.github.io/docs/v5/ws/connect
|
|
6
6
|
|
package/src/mappers/bybitspot.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, Exchange, BookTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, Exchange, BookTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class BybitSpotTradesMapper implements Mapper<'bybit-spot', Trade> {
|
|
6
6
|
constructor(private readonly _exchange: Exchange) {}
|
package/src/mappers/coinbase.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { parseμs, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookPriceLevel, BookTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { parseμs, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookPriceLevel, BookTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://docs.pro.coinbase.com/#websocket-feed
|
|
6
6
|
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { addMinutes, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookPriceLevel, BookTicker, DerivativeTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { addMinutes, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookPriceLevel, BookTicker, DerivativeTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export const coinbaseInternationalTradesMapper: Mapper<'coinbase-international', Trade> = {
|
|
6
6
|
canHandle(message: CoinbaseInternationalTradeMessage) {
|
package/src/mappers/coinflex.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, DerivativeTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, DerivativeTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://docs.coinflex.com/v2/#websocket-api-subscriptions-public
|
|
6
6
|
|
package/src/mappers/cryptocom.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, Exchange, BookTicker, Trade, DerivativeTicker } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, Exchange, BookTicker, Trade, DerivativeTicker } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class CryptoComTradesMapper implements Mapper<'crypto-com', Trade> {
|
|
6
6
|
constructor(private readonly _exchange: Exchange) {}
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://www.cryptofacilities.com/resources/hc/en-us/categories/115000132213-API
|
|
6
6
|
|
package/src/mappers/delta.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { fromMicroSecondsToDate, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { fromMicroSecondsToDate, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class DeltaTradesMapper implements Mapper<'delta', Trade> {
|
|
6
6
|
constructor(private _useV2Channels: boolean) {}
|
package/src/mappers/deribit.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { asNumberIfValid } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://docs.deribit.com/v2/#subscriptions
|
|
6
6
|
|
package/src/mappers/dydx.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookPriceLevel, DerivativeTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookPriceLevel, DerivativeTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class DydxTradesMapper implements Mapper<'dydx', Trade> {
|
|
6
6
|
canHandle(message: DyDxTrade) {
|