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/mappers/dydxv4.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
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2
|
-
import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types'
|
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3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
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2
|
+
import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class DydxV4TradesMapper implements Mapper<'dydx-v4', Trade> {
|
|
6
6
|
canHandle(message: DyDxTrade) {
|
package/src/mappers/ftx.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, parseμs, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, parseμs, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
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4
4
|
|
|
5
5
|
// https://docs.ftx.com/#websocket-api
|
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6
6
|
|
package/src/mappers/gateio.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
|
-
import { debug } from '../debug'
|
|
2
|
-
import { CircularBuffer, fromMicroSecondsToDate, upperCaseSymbols } from '../handy'
|
|
3
|
-
import { BookChange, BookTicker, Exchange, Trade } from '../types'
|
|
4
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { debug } from '../debug.ts'
|
|
2
|
+
import { CircularBuffer, fromMicroSecondsToDate, upperCaseSymbols } from '../handy.ts'
|
|
3
|
+
import { BookChange, BookTicker, Exchange, Trade } from '../types.ts'
|
|
4
|
+
import { Mapper } from './mapper.ts'
|
|
5
5
|
|
|
6
6
|
export class GateIOV4OrderBookV2ChangeMapper implements Mapper<'gate-io', BookChange> {
|
|
7
7
|
constructor(protected readonly exchange: Exchange) {}
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, DerivativeTicker, Exchange, Trade, BookTicker } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, DerivativeTicker, Exchange, Trade, BookTicker } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://www.gate.io/docs/futures/ws/index.html
|
|
6
6
|
|
|
@@ -25,6 +25,7 @@ export class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trad
|
|
|
25
25
|
*map(tradesMessage: GateIOFuturesTrades, localTimestamp: Date): IterableIterator<Trade> {
|
|
26
26
|
for (const trade of tradesMessage.result) {
|
|
27
27
|
const timestamp = trade.create_time_ms !== undefined ? new Date(trade.create_time_ms) : new Date(trade.create_time * 1000)
|
|
28
|
+
const size = Number(trade.size)
|
|
28
29
|
|
|
29
30
|
yield {
|
|
30
31
|
type: 'trade',
|
|
@@ -32,8 +33,8 @@ export class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trad
|
|
|
32
33
|
exchange: this._exchange,
|
|
33
34
|
id: trade.id.toString(),
|
|
34
35
|
price: Number(trade.price),
|
|
35
|
-
amount: Math.abs(
|
|
36
|
-
side:
|
|
36
|
+
amount: Math.abs(size),
|
|
37
|
+
side: size < 0 ? 'sell' : 'buy',
|
|
37
38
|
timestamp,
|
|
38
39
|
localTimestamp: localTimestamp
|
|
39
40
|
}
|
|
@@ -43,8 +44,9 @@ export class GateIOFuturesTradesMapper implements Mapper<'gate-io-futures', Trad
|
|
|
43
44
|
|
|
44
45
|
const mapBookLevel = (level: GateIOFuturesSnapshotLevel) => {
|
|
45
46
|
const price = Number(level.p)
|
|
47
|
+
const size = Number(level.s)
|
|
46
48
|
|
|
47
|
-
return { price, amount: Math.abs(
|
|
49
|
+
return { price, amount: Math.abs(size) }
|
|
48
50
|
}
|
|
49
51
|
|
|
50
52
|
export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures', BookChange> {
|
|
@@ -97,8 +99,8 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
|
|
|
97
99
|
symbol: depthMessage.result[0].c,
|
|
98
100
|
exchange: this._exchange,
|
|
99
101
|
isSnapshot: false,
|
|
100
|
-
bids: depthMessage.result.filter((l) => l.s >= 0).map(mapBookLevel),
|
|
101
|
-
asks: depthMessage.result.filter((l) => l.s <= 0).map(mapBookLevel),
|
|
102
|
+
bids: depthMessage.result.filter((l) => Number(l.s) >= 0).map(mapBookLevel),
|
|
103
|
+
asks: depthMessage.result.filter((l) => Number(l.s) <= 0).map(mapBookLevel),
|
|
102
104
|
timestamp,
|
|
103
105
|
localTimestamp: localTimestamp
|
|
104
106
|
}
|
|
@@ -173,6 +175,8 @@ export class GateIOFuturesBookTickerMapper implements Mapper<'gate-io-futures',
|
|
|
173
175
|
|
|
174
176
|
*map(gateIoFuturesBookTickerMessage: GateIOFuturesBookTicker, localTimestamp: Date): IterableIterator<BookTicker> {
|
|
175
177
|
const gateIoFuturesBookTicker = gateIoFuturesBookTickerMessage.result
|
|
178
|
+
const askAmount = Number(gateIoFuturesBookTicker.A)
|
|
179
|
+
const bidAmount = Number(gateIoFuturesBookTicker.B)
|
|
176
180
|
|
|
177
181
|
if (gateIoFuturesBookTicker.t === 0) {
|
|
178
182
|
return
|
|
@@ -181,10 +185,10 @@ export class GateIOFuturesBookTickerMapper implements Mapper<'gate-io-futures',
|
|
|
181
185
|
type: 'book_ticker',
|
|
182
186
|
symbol: gateIoFuturesBookTicker.s,
|
|
183
187
|
exchange: this._exchange,
|
|
184
|
-
askAmount:
|
|
188
|
+
askAmount: askAmount !== 0 ? askAmount : undefined,
|
|
185
189
|
askPrice: gateIoFuturesBookTicker.a !== '' ? Number(gateIoFuturesBookTicker.a) : undefined,
|
|
186
190
|
bidPrice: gateIoFuturesBookTicker.b !== '' ? Number(gateIoFuturesBookTicker.b) : undefined,
|
|
187
|
-
bidAmount:
|
|
191
|
+
bidAmount: bidAmount !== 0 ? bidAmount : undefined,
|
|
188
192
|
timestamp: gateIoFuturesBookTicker.t !== undefined ? new Date(gateIoFuturesBookTicker.t) : localTimestamp,
|
|
189
193
|
localTimestamp: localTimestamp
|
|
190
194
|
}
|
|
@@ -194,7 +198,7 @@ export class GateIOFuturesBookTickerMapper implements Mapper<'gate-io-futures',
|
|
|
194
198
|
}
|
|
195
199
|
|
|
196
200
|
type GateIOFuturesTrade = {
|
|
197
|
-
size: number
|
|
201
|
+
size: number | string
|
|
198
202
|
id: number
|
|
199
203
|
create_time: number
|
|
200
204
|
create_time_ms?: number
|
|
@@ -210,7 +214,7 @@ type GateIOFuturesTrades = {
|
|
|
210
214
|
result: GateIOFuturesTrade[]
|
|
211
215
|
}
|
|
212
216
|
|
|
213
|
-
type GateIOFuturesSnapshotLevel = { p: string; s: number }
|
|
217
|
+
type GateIOFuturesSnapshotLevel = { p: string; s: number | string }
|
|
214
218
|
|
|
215
219
|
type GateIOFuturesOrderBookSnapshot = {
|
|
216
220
|
time: number
|
|
@@ -232,7 +236,7 @@ type GateIOFuturesOrderBookUpdate = {
|
|
|
232
236
|
result: {
|
|
233
237
|
t?: number
|
|
234
238
|
p: string
|
|
235
|
-
s: number
|
|
239
|
+
s: number | string
|
|
236
240
|
c: string
|
|
237
241
|
}[]
|
|
238
242
|
}
|
|
@@ -272,5 +276,5 @@ type GateIOFuturesBookTicker = {
|
|
|
272
276
|
channel: 'futures.book_ticker'
|
|
273
277
|
event: 'update'
|
|
274
278
|
error: null
|
|
275
|
-
result: { t: number; u: 3502782378; s: 'BTC_USD'; b: string; B: number; a: string; A: number }
|
|
279
|
+
result: { t: number; u: 3502782378; s: 'BTC_USD'; b: string; B: number | string; a: string; A: number | string }
|
|
276
280
|
}
|
package/src/mappers/gemini.ts
CHANGED
|
@@ -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
|
// https://docs.gemini.com/websocket-api/#market-data-version-2
|
|
6
6
|
|
package/src/mappers/hitbtc.ts
CHANGED
|
@@ -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
|
// https://api.hitbtc.com/#socket-market-data
|
|
6
6
|
|
package/src/mappers/huobi.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, OptionSummary, Trade } from '../types'
|
|
3
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, OptionSummary, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://huobiapi.github.io/docs/spot/v1/en/#websocket-market-data
|
|
6
6
|
// https://github.com/huobiapi/API_Docs_en/wiki/WS_api_reference_en
|
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
|
|
2
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts'
|
|
2
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
3
3
|
|
|
4
4
|
const KILO_SYMBOLS = ['kPEPE', 'kSHIB', 'kBONK', 'kFLOKI', 'kLUNC', 'kDOGS', 'kNEIRO']
|
|
5
5
|
|
package/src/mappers/index.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { ONE_SEC_IN_MS } from '../handy'
|
|
2
|
-
import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types'
|
|
3
|
-
import { AscendexBookChangeMapper, AscendexDerivativeTickerMapper, AscendexBookTickerMapper, AscendexTradesMapper } from './ascendex'
|
|
1
|
+
import { ONE_SEC_IN_MS } from '../handy.ts'
|
|
2
|
+
import { BookChange, DerivativeTicker, Liquidation, OptionSummary, BookTicker, Trade } from '../types.ts'
|
|
3
|
+
import { AscendexBookChangeMapper, AscendexDerivativeTickerMapper, AscendexBookTickerMapper, AscendexTradesMapper } from './ascendex.ts'
|
|
4
4
|
import {
|
|
5
5
|
BinanceBookChangeMapper,
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|
6
6
|
BinanceFuturesBookChangeMapper,
|
|
@@ -8,8 +8,8 @@ import {
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8
8
|
BinanceLiquidationsMapper,
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9
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BinanceBookTickerMapper,
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BinanceTradesMapper
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} from './binance'
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-
import { binanceDexBookChangeMapper, binanceDexBookTickerMapper, binanceDexTradesMapper } from './binancedex'
|
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|
+
} from './binance.ts'
|
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+
import { binanceDexBookChangeMapper, binanceDexBookTickerMapper, binanceDexTradesMapper } from './binancedex.ts'
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import {
|
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|
BinanceEuropeanOptionsBookChangeMapper,
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BinanceEuropeanOptionsBookChangeMapperV2,
|
|
@@ -18,26 +18,26 @@ import {
|
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BinanceEuropeanOptionsTradesMapperV2,
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BinanceEuropeanOptionSummaryMapper,
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BinanceEuropeanOptionSummaryMapperV2
|
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} from './binanceeuropeanoptions'
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+
} from './binanceeuropeanoptions.ts'
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import {
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BitfinexBookChangeMapper,
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BitfinexDerivativeTickerMapper,
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BitfinexLiquidationsMapper,
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BitfinexBookTickerMapper,
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BitfinexTradesMapper
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} from './bitfinex'
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import { BitflyerBookChangeMapper, bitflyerBookTickerMapper, bitflyerTradesMapper } from './bitflyer'
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-
import { BitgetBookChangeMapper, BitgetBookTickerMapper, BitgetDerivativeTickerMapper, BitgetTradesMapper } from './bitget'
|
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+
} from './bitfinex.ts'
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import { BitflyerBookChangeMapper, bitflyerBookTickerMapper, bitflyerTradesMapper } from './bitflyer.ts'
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+
import { BitgetBookChangeMapper, BitgetBookTickerMapper, BitgetDerivativeTickerMapper, BitgetTradesMapper } from './bitget.ts'
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import {
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BitmexBookChangeMapper,
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BitmexDerivativeTickerMapper,
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bitmexLiquidationsMapper,
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bitmexBookTickerMapper,
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bitmexTradesMapper
|
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-
} from './bitmex'
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|
-
import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial'
|
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|
-
import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp'
|
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-
import { BlockchainComBookChangeMapper, BlockchainComTradesMapper } from './blockchaincom'
|
|
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|
+
} from './bitmex.ts'
|
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38
|
+
import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial.ts'
|
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|
+
import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp.ts'
|
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|
+
import { BlockchainComBookChangeMapper, BlockchainComTradesMapper } from './blockchaincom.ts'
|
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|
import {
|
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42
|
BybitBookChangeMapper,
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BybitDerivativeTickerMapper,
|
|
@@ -50,25 +50,30 @@ import {
|
|
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50
50
|
BybitV5LiquidationsMapper,
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|
BybitV5OptionSummaryMapper,
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|
BybitV5TradesMapper
|
|
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|
-
} from './bybit'
|
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|
-
import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from './bybitspot'
|
|
55
|
-
import { CoinbaseBookChangMapper, coinbaseBookTickerMapper, coinbaseTradesMapper } from './coinbase'
|
|
53
|
+
} from './bybit.ts'
|
|
54
|
+
import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from './bybitspot.ts'
|
|
55
|
+
import { CoinbaseBookChangMapper, coinbaseBookTickerMapper, coinbaseTradesMapper } from './coinbase.ts'
|
|
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|
import {
|
|
57
57
|
CoinbaseInternationalBookChangMapper,
|
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58
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|
coinbaseInternationalBookTickerMapper,
|
|
59
59
|
CoinbaseInternationalDerivativeTickerMapper,
|
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60
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|
coinbaseInternationalTradesMapper
|
|
61
|
-
} from './coinbaseinternational'
|
|
62
|
-
import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex'
|
|
63
|
-
import {
|
|
61
|
+
} from './coinbaseinternational.ts'
|
|
62
|
+
import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex.ts'
|
|
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|
+
import {
|
|
64
|
+
CryptoComBookChangeMapper,
|
|
65
|
+
CryptoComBookTickerMapper,
|
|
66
|
+
CryptoComDerivativeTickerMapper,
|
|
67
|
+
CryptoComTradesMapper
|
|
68
|
+
} from './cryptocom.ts'
|
|
64
69
|
import {
|
|
65
70
|
cryptofacilitiesBookChangeMapper,
|
|
66
71
|
CryptofacilitiesDerivativeTickerMapper,
|
|
67
72
|
cryptofacilitiesLiquidationsMapper,
|
|
68
73
|
cryptofacilitiesBookTickerMapper,
|
|
69
74
|
cryptofacilitiesTradesMapper
|
|
70
|
-
} from './cryptofacilities'
|
|
71
|
-
import { DeltaBookChangeMapper, DeltaBookTickerMapper, DeltaDerivativeTickerMapper, DeltaTradesMapper } from './delta'
|
|
75
|
+
} from './cryptofacilities.ts'
|
|
76
|
+
import { DeltaBookChangeMapper, DeltaBookTickerMapper, DeltaDerivativeTickerMapper, DeltaTradesMapper } from './delta.ts'
|
|
72
77
|
import {
|
|
73
78
|
deribitBookChangeMapper,
|
|
74
79
|
DeribitDerivativeTickerMapper,
|
|
@@ -76,10 +81,10 @@ import {
|
|
|
76
81
|
DeribitOptionSummaryMapper,
|
|
77
82
|
deribitBookTickerMapper,
|
|
78
83
|
deribitTradesMapper
|
|
79
|
-
} from './deribit'
|
|
80
|
-
import { DydxBookChangeMapper, DydxDerivativeTickerMapper, DydxTradesMapper } from './dydx'
|
|
81
|
-
import { DydxV4BookChangeMapper, DydxV4DerivativeTickerMapper, DydxV4LiquidationsMapper, DydxV4TradesMapper } from './dydxv4'
|
|
82
|
-
import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXLiquidationsMapper, FTXBookTickerMapper, FTXTradesMapper } from './ftx'
|
|
84
|
+
} from './deribit.ts'
|
|
85
|
+
import { DydxBookChangeMapper, DydxDerivativeTickerMapper, DydxTradesMapper } from './dydx.ts'
|
|
86
|
+
import { DydxV4BookChangeMapper, DydxV4DerivativeTickerMapper, DydxV4LiquidationsMapper, DydxV4TradesMapper } from './dydxv4.ts'
|
|
87
|
+
import { FTXBookChangeMapper, FTXDerivativeTickerMapper, FTXLiquidationsMapper, FTXBookTickerMapper, FTXTradesMapper } from './ftx.ts'
|
|
83
88
|
import {
|
|
84
89
|
GateIOBookChangeMapper,
|
|
85
90
|
GateIOTradesMapper,
|
|
@@ -87,15 +92,15 @@ import {
|
|
|
87
92
|
GateIOV4BookTickerMapper,
|
|
88
93
|
GateIOV4OrderBookV2ChangeMapper,
|
|
89
94
|
GateIOV4TradesMapper
|
|
90
|
-
} from './gateio'
|
|
95
|
+
} from './gateio.ts'
|
|
91
96
|
import {
|
|
92
97
|
GateIOFuturesBookChangeMapper,
|
|
93
98
|
GateIOFuturesBookTickerMapper,
|
|
94
99
|
GateIOFuturesDerivativeTickerMapper,
|
|
95
100
|
GateIOFuturesTradesMapper
|
|
96
|
-
} from './gateiofutures'
|
|
97
|
-
import { geminiBookChangeMapper, geminiTradesMapper } from './gemini'
|
|
98
|
-
import { hitBtcBookChangeMapper, hitBtcTradesMapper } from './hitbtc'
|
|
101
|
+
} from './gateiofutures.ts'
|
|
102
|
+
import { geminiBookChangeMapper, geminiTradesMapper } from './gemini.ts'
|
|
103
|
+
import { hitBtcBookChangeMapper, hitBtcTradesMapper } from './hitbtc.ts'
|
|
99
104
|
import {
|
|
100
105
|
HuobiBookChangeMapper,
|
|
101
106
|
HuobiDerivativeTickerMapper,
|
|
@@ -104,22 +109,22 @@ import {
|
|
|
104
109
|
HuobiOptionsSummaryMapper,
|
|
105
110
|
HuobiBookTickerMapper,
|
|
106
111
|
HuobiTradesMapper
|
|
107
|
-
} from './huobi'
|
|
112
|
+
} from './huobi.ts'
|
|
108
113
|
import {
|
|
109
114
|
HyperliquidBookChangeMapper,
|
|
110
115
|
HyperliquidBookTickerMapper,
|
|
111
116
|
HyperliquidDerivativeTickerMapper,
|
|
112
117
|
HyperliquidTradesMapper
|
|
113
|
-
} from './hyperliquid'
|
|
114
|
-
import { krakenBookChangeMapper, krakenBookTickerMapper, krakenTradesMapper } from './kraken'
|
|
115
|
-
import { KucoinBookChangeMapper, KucoinBookTickerMapper, KucoinTradesMapper } from './kucoin'
|
|
118
|
+
} from './hyperliquid.ts'
|
|
119
|
+
import { krakenBookChangeMapper, krakenBookTickerMapper, krakenTradesMapper } from './kraken.ts'
|
|
120
|
+
import { KucoinBookChangeMapper, KucoinBookTickerMapper, KucoinTradesMapper } from './kucoin.ts'
|
|
116
121
|
import {
|
|
117
122
|
KucoinFuturesBookChangeMapper,
|
|
118
123
|
KucoinFuturesBookTickerMapper,
|
|
119
124
|
KucoinFuturesDerivativeTickerMapper,
|
|
120
125
|
KucoinFuturesTradesMapper
|
|
121
|
-
} from './kucoinfutures'
|
|
122
|
-
import { Mapper } from './mapper'
|
|
126
|
+
} from './kucoinfutures.ts'
|
|
127
|
+
import { Mapper } from './mapper.ts'
|
|
123
128
|
import {
|
|
124
129
|
OkexBookChangeMapper,
|
|
125
130
|
OkexBookTickerMapper,
|
|
@@ -133,15 +138,15 @@ import {
|
|
|
133
138
|
OkexV5LiquidationsMapper,
|
|
134
139
|
OkexV5OptionSummaryMapper,
|
|
135
140
|
OkexV5TradesMapper
|
|
136
|
-
} from './okex'
|
|
137
|
-
import { OkexSpreadsBookChangeMapper, OkexSpreadsBookTickerMapper, OkexSpreadsTradesMapper } from './okexspreads'
|
|
138
|
-
import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMapper } from './phemex'
|
|
139
|
-
import { PoloniexBookChangeMapper, PoloniexTradesMapper, PoloniexV2BookChangeMapper, PoloniexV2TradesMapper } from './poloniex'
|
|
140
|
-
import { SerumBookChangeMapper, SerumBookTickerMapper, SerumTradesMapper } from './serum'
|
|
141
|
-
import { UpbitBookChangeMapper, UpbitTradesMapper } from './upbit'
|
|
142
|
-
import { WooxBookChangeMapper, WooxBookTickerMapper, WooxDerivativeTickerMapper, wooxTradesMapper } from './woox'
|
|
143
|
-
|
|
144
|
-
export * from './mapper'
|
|
141
|
+
} from './okex.ts'
|
|
142
|
+
import { OkexSpreadsBookChangeMapper, OkexSpreadsBookTickerMapper, OkexSpreadsTradesMapper } from './okexspreads.ts'
|
|
143
|
+
import { phemexBookChangeMapper, PhemexDerivativeTickerMapper, phemexTradesMapper } from './phemex.ts'
|
|
144
|
+
import { PoloniexBookChangeMapper, PoloniexTradesMapper, PoloniexV2BookChangeMapper, PoloniexV2TradesMapper } from './poloniex.ts'
|
|
145
|
+
import { SerumBookChangeMapper, SerumBookTickerMapper, SerumTradesMapper } from './serum.ts'
|
|
146
|
+
import { UpbitBookChangeMapper, UpbitTradesMapper } from './upbit.ts'
|
|
147
|
+
import { WooxBookChangeMapper, WooxBookTickerMapper, WooxDerivativeTickerMapper, wooxTradesMapper } from './woox.ts'
|
|
148
|
+
|
|
149
|
+
export * from './mapper.ts'
|
|
145
150
|
|
|
146
151
|
const THREE_MINUTES_IN_MS = 3 * 60 * ONE_SEC_IN_MS
|
|
147
152
|
|
package/src/mappers/kraken.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
// https://www.kraken.com/features/websocket-api
|
|
6
6
|
|
package/src/mappers/kucoin.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
|
-
import { debug } from '../debug'
|
|
2
|
-
import { CircularBuffer, upperCaseSymbols } from '../handy'
|
|
3
|
-
import { BookChange, Exchange, BookTicker, Trade, BookPriceLevel } from '../types'
|
|
4
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { debug } from '../debug.ts'
|
|
2
|
+
import { CircularBuffer, upperCaseSymbols } from '../handy.ts'
|
|
3
|
+
import { BookChange, Exchange, BookTicker, Trade, BookPriceLevel } from '../types.ts'
|
|
4
|
+
import { Mapper } from './mapper.ts'
|
|
5
5
|
|
|
6
6
|
export class KucoinTradesMapper implements Mapper<'kucoin', Trade> {
|
|
7
7
|
constructor(private readonly _exchange: Exchange) {}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
|
-
import { debug } from '../debug'
|
|
2
|
-
import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy'
|
|
3
|
-
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types'
|
|
4
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
1
|
+
import { debug } from '../debug.ts'
|
|
2
|
+
import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy.ts'
|
|
3
|
+
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts'
|
|
4
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
5
5
|
|
|
6
6
|
export class KucoinFuturesTradesMapper implements Mapper<'kucoin-futures', Trade> {
|
|
7
7
|
canHandle(message: KucoinFuturesTradeMessage) {
|
package/src/mappers/mapper.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import { DerivativeTicker, Exchange, FilterForExchange, NormalizedData } from '../types'
|
|
1
|
+
import { DerivativeTicker, Exchange, FilterForExchange, NormalizedData } from '../types.ts'
|
|
2
2
|
|
|
3
3
|
export type Mapper<T extends Exchange, U extends NormalizedData> = {
|
|
4
4
|
canHandle: (message: any) => boolean
|
package/src/mappers/okex.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 Okex API mappers
|
|
6
6
|
// https://www.okex.com/docs-v5/en/#websocket-api-public-channel-trades-channel
|
|
@@ -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
|
export class OkexSpreadsTradesMapper implements Mapper<'okex-spreads', Trade> {
|
|
6
6
|
canHandle(message: any) {
|
package/src/mappers/phemex.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { Mapper, PendingTickerInfoHelper } from './mapper'
|
|
2
|
-
import { Trade, BookChange, DerivativeTicker } from '../types'
|
|
1
|
+
import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
|
|
2
|
+
import { Trade, BookChange, DerivativeTicker } from '../types.ts'
|
|
3
3
|
|
|
4
4
|
// phemex provides timestamps in nanoseconds
|
|
5
5
|
const fromNanoSecondsToDate = (nanos: number) => {
|
package/src/mappers/poloniex.ts
CHANGED
|
@@ -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 PoloniexV2TradesMapper implements Mapper<'poloniex', Trade> {
|
|
6
6
|
canHandle(message: any) {
|
package/src/mappers/serum.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { asNumberIfValid, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookTicker, Exchange, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookTicker, Exchange, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class SerumTradesMapper implements Mapper<'serum' | 'star-atlas', Trade> {
|
|
6
6
|
constructor(private readonly _exchange: Exchange) {}
|
package/src/mappers/upbit.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { fromMicroSecondsToDate, upperCaseSymbols } from '../handy'
|
|
2
|
-
import { BookChange, BookPriceLevel, Trade } from '../types'
|
|
3
|
-
import { Mapper } from './mapper'
|
|
1
|
+
import { fromMicroSecondsToDate, upperCaseSymbols } from '../handy.ts'
|
|
2
|
+
import { BookChange, BookPriceLevel, Trade } from '../types.ts'
|
|
3
|
+
import { Mapper } from './mapper.ts'
|
|
4
4
|
|
|
5
5
|
export class UpbitTradesMapper implements Mapper<'upbit', Trade> {
|
|
6
6
|
canHandle(message: UpbitTrade) {
|
package/src/mappers/woox.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
|
export const wooxTradesMapper: Mapper<'woo-x', Trade> = {
|
|
6
6
|
canHandle(message: WooxTradeMessage) {
|
package/src/options.ts
CHANGED
|
@@ -1,13 +1,16 @@
|
|
|
1
|
+
import { createRequire } from 'module'
|
|
1
2
|
import os from 'os'
|
|
2
3
|
import path from 'path'
|
|
3
|
-
|
|
4
|
+
|
|
5
|
+
const require = createRequire(import.meta.url)
|
|
6
|
+
const packageJson = require('../package.json') as { version: string }
|
|
4
7
|
|
|
5
8
|
const defaultOptions: Options = {
|
|
6
9
|
endpoint: 'https://api.tardis.dev/v1',
|
|
7
10
|
datasetsEndpoint: 'https://datasets.tardis.dev/v1',
|
|
8
11
|
cacheDir: path.join(os.tmpdir(), '.tardis-cache'),
|
|
9
12
|
apiKey: '',
|
|
10
|
-
_userAgent: `tardis-dev/${
|
|
13
|
+
_userAgent: `tardis-dev/${packageJson.version} (+https://github.com/tardis-dev/tardis-node)`
|
|
11
14
|
}
|
|
12
15
|
|
|
13
16
|
let options: Options = { ...defaultOptions }
|
package/src/orderbook.ts
CHANGED
|
@@ -1,5 +1,6 @@
|
|
|
1
1
|
import { RBTree } from 'bintrees'
|
|
2
|
-
import {
|
|
2
|
+
import type { RBTree as RBTreeType } from 'bintrees'
|
|
3
|
+
import { BookChange, BookPriceLevel, Writeable } from './types.ts'
|
|
3
4
|
|
|
4
5
|
export type OnLevelRemovedCB = (
|
|
5
6
|
bookChange: BookChange,
|
|
@@ -146,7 +147,7 @@ export class OrderBook {
|
|
|
146
147
|
}
|
|
147
148
|
}
|
|
148
149
|
|
|
149
|
-
function applyPriceLevelChanges(tree:
|
|
150
|
+
function applyPriceLevelChanges(tree: RBTreeType<BookPriceLevel>, priceLevelChanges: BookPriceLevel[]) {
|
|
150
151
|
for (const priceLevel of priceLevelChanges) {
|
|
151
152
|
const node = tree.find(priceLevel) as Writeable<BookPriceLevel>
|
|
152
153
|
const nodeExists = node !== null
|
|
@@ -1,6 +1,6 @@
|
|
|
1
|
-
import { wait } from '../handy'
|
|
2
|
-
import { Filter } from '../types'
|
|
3
|
-
import { RealTimeFeedBase } from './realtimefeed'
|
|
1
|
+
import { wait } from '../handy.ts'
|
|
2
|
+
import { Filter } from '../types.ts'
|
|
3
|
+
import { RealTimeFeedBase } from './realtimefeed.ts'
|
|
4
4
|
|
|
5
5
|
export class AscendexRealTimeFeed extends RealTimeFeedBase {
|
|
6
6
|
protected readonly wssURL = 'wss://ascendex.com/api/pro/v2/stream'
|