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.
Files changed (517) hide show
  1. package/README.md +42 -54
  2. package/dist/apikeyaccessinfo.d.ts +1 -1
  3. package/dist/apikeyaccessinfo.d.ts.map +1 -1
  4. package/dist/apikeyaccessinfo.js +7 -12
  5. package/dist/apikeyaccessinfo.js.map +1 -1
  6. package/dist/binarysplit.d.ts +2 -1
  7. package/dist/binarysplit.d.ts.map +1 -1
  8. package/dist/binarysplit.js +2 -6
  9. package/dist/binarysplit.js.map +1 -1
  10. package/dist/clearcache.d.ts +1 -1
  11. package/dist/clearcache.d.ts.map +1 -1
  12. package/dist/clearcache.js +19 -22
  13. package/dist/clearcache.js.map +1 -1
  14. package/dist/combine.js +5 -8
  15. package/dist/combine.js.map +1 -1
  16. package/dist/computable/booksnapshot.d.ts +3 -3
  17. package/dist/computable/booksnapshot.d.ts.map +1 -1
  18. package/dist/computable/booksnapshot.js +5 -9
  19. package/dist/computable/booksnapshot.js.map +1 -1
  20. package/dist/computable/computable.d.ts +1 -1
  21. package/dist/computable/computable.d.ts.map +1 -1
  22. package/dist/computable/computable.js +1 -4
  23. package/dist/computable/computable.js.map +1 -1
  24. package/dist/computable/index.d.ts +3 -3
  25. package/dist/computable/index.d.ts.map +1 -1
  26. package/dist/computable/index.js +3 -19
  27. package/dist/computable/index.js.map +1 -1
  28. package/dist/computable/tradebar.d.ts +2 -2
  29. package/dist/computable/tradebar.d.ts.map +1 -1
  30. package/dist/computable/tradebar.js +1 -5
  31. package/dist/computable/tradebar.js.map +1 -1
  32. package/dist/consts.js +2 -5
  33. package/dist/consts.js.map +1 -1
  34. package/dist/debug.js +2 -8
  35. package/dist/debug.js.map +1 -1
  36. package/dist/downloaddatasets.d.ts +2 -2
  37. package/dist/downloaddatasets.d.ts.map +1 -1
  38. package/dist/downloaddatasets.js +21 -28
  39. package/dist/downloaddatasets.js.map +1 -1
  40. package/dist/exchangedetails.d.ts +1 -1
  41. package/dist/exchangedetails.d.ts.map +1 -1
  42. package/dist/exchangedetails.js +6 -9
  43. package/dist/exchangedetails.js.map +1 -1
  44. package/dist/filter.d.ts +1 -1
  45. package/dist/filter.d.ts.map +1 -1
  46. package/dist/filter.js +4 -8
  47. package/dist/filter.js.map +1 -1
  48. package/dist/handy.d.ts +22 -4
  49. package/dist/handy.d.ts.map +1 -1
  50. package/dist/handy.js +257 -130
  51. package/dist/handy.js.map +1 -1
  52. package/dist/index.d.ts +16 -16
  53. package/dist/index.d.ts.map +1 -1
  54. package/dist/index.js +16 -34
  55. package/dist/index.js.map +1 -1
  56. package/dist/instrumentinfo.d.ts +2 -2
  57. package/dist/instrumentinfo.d.ts.map +1 -1
  58. package/dist/instrumentinfo.js +7 -11
  59. package/dist/instrumentinfo.js.map +1 -1
  60. package/dist/mappers/ascendex.d.ts +2 -2
  61. package/dist/mappers/ascendex.d.ts.map +1 -1
  62. package/dist/mappers/ascendex.js +11 -18
  63. package/dist/mappers/ascendex.js.map +1 -1
  64. package/dist/mappers/binance.d.ts +3 -3
  65. package/dist/mappers/binance.d.ts.map +1 -1
  66. package/dist/mappers/binance.js +26 -35
  67. package/dist/mappers/binance.js.map +1 -1
  68. package/dist/mappers/binancedex.d.ts +2 -2
  69. package/dist/mappers/binancedex.d.ts.map +1 -1
  70. package/dist/mappers/binancedex.js +7 -10
  71. package/dist/mappers/binancedex.js.map +1 -1
  72. package/dist/mappers/binanceeuropeanoptions.d.ts +2 -2
  73. package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -1
  74. package/dist/mappers/binanceeuropeanoptions.js +40 -50
  75. package/dist/mappers/binanceeuropeanoptions.js.map +1 -1
  76. package/dist/mappers/bitfinex.d.ts +2 -2
  77. package/dist/mappers/bitfinex.d.ts.map +1 -1
  78. package/dist/mappers/bitfinex.js +12 -20
  79. package/dist/mappers/bitfinex.js.map +1 -1
  80. package/dist/mappers/bitflyer.d.ts +2 -2
  81. package/dist/mappers/bitflyer.d.ts.map +1 -1
  82. package/dist/mappers/bitflyer.js +9 -13
  83. package/dist/mappers/bitflyer.js.map +1 -1
  84. package/dist/mappers/bitget.d.ts +2 -2
  85. package/dist/mappers/bitget.d.ts.map +1 -1
  86. package/dist/mappers/bitget.js +10 -17
  87. package/dist/mappers/bitget.js.map +1 -1
  88. package/dist/mappers/bitmex.d.ts +2 -2
  89. package/dist/mappers/bitmex.d.ts.map +1 -1
  90. package/dist/mappers/bitmex.js +17 -22
  91. package/dist/mappers/bitmex.js.map +1 -1
  92. package/dist/mappers/bitnomial.d.ts +2 -2
  93. package/dist/mappers/bitnomial.d.ts.map +1 -1
  94. package/dist/mappers/bitnomial.js +7 -11
  95. package/dist/mappers/bitnomial.js.map +1 -1
  96. package/dist/mappers/bitstamp.d.ts +2 -2
  97. package/dist/mappers/bitstamp.d.ts.map +1 -1
  98. package/dist/mappers/bitstamp.js +5 -9
  99. package/dist/mappers/bitstamp.js.map +1 -1
  100. package/dist/mappers/blockchaincom.d.ts +2 -2
  101. package/dist/mappers/blockchaincom.d.ts.map +1 -1
  102. package/dist/mappers/blockchaincom.js +5 -10
  103. package/dist/mappers/blockchaincom.js.map +1 -1
  104. package/dist/mappers/bybit.d.ts +2 -2
  105. package/dist/mappers/bybit.d.ts.map +1 -1
  106. package/dist/mappers/bybit.js +41 -55
  107. package/dist/mappers/bybit.js.map +1 -1
  108. package/dist/mappers/bybitspot.d.ts +2 -2
  109. package/dist/mappers/bybitspot.d.ts.map +1 -1
  110. package/dist/mappers/bybitspot.js +7 -13
  111. package/dist/mappers/bybitspot.js.map +1 -1
  112. package/dist/mappers/coinbase.d.ts +2 -2
  113. package/dist/mappers/coinbase.d.ts.map +1 -1
  114. package/dist/mappers/coinbase.js +11 -15
  115. package/dist/mappers/coinbase.js.map +1 -1
  116. package/dist/mappers/coinbaseinternational.d.ts +2 -2
  117. package/dist/mappers/coinbaseinternational.d.ts.map +1 -1
  118. package/dist/mappers/coinbaseinternational.js +12 -17
  119. package/dist/mappers/coinbaseinternational.js.map +1 -1
  120. package/dist/mappers/coinflex.d.ts +2 -2
  121. package/dist/mappers/coinflex.d.ts.map +1 -1
  122. package/dist/mappers/coinflex.js +9 -13
  123. package/dist/mappers/coinflex.js.map +1 -1
  124. package/dist/mappers/cryptocom.d.ts +2 -2
  125. package/dist/mappers/cryptocom.d.ts.map +1 -1
  126. package/dist/mappers/cryptocom.js +11 -18
  127. package/dist/mappers/cryptocom.js.map +1 -1
  128. package/dist/mappers/cryptofacilities.d.ts +2 -2
  129. package/dist/mappers/cryptofacilities.d.ts.map +1 -1
  130. package/dist/mappers/cryptofacilities.js +13 -17
  131. package/dist/mappers/cryptofacilities.js.map +1 -1
  132. package/dist/mappers/delta.d.ts +2 -2
  133. package/dist/mappers/delta.d.ts.map +1 -1
  134. package/dist/mappers/delta.js +17 -24
  135. package/dist/mappers/delta.js.map +1 -1
  136. package/dist/mappers/deribit.d.ts +2 -2
  137. package/dist/mappers/deribit.d.ts.map +1 -1
  138. package/dist/mappers/deribit.js +20 -25
  139. package/dist/mappers/deribit.js.map +1 -1
  140. package/dist/mappers/dydx.d.ts +2 -2
  141. package/dist/mappers/dydx.d.ts.map +1 -1
  142. package/dist/mappers/dydx.js +9 -15
  143. package/dist/mappers/dydx.js.map +1 -1
  144. package/dist/mappers/dydxv4.d.ts +2 -2
  145. package/dist/mappers/dydxv4.d.ts.map +1 -1
  146. package/dist/mappers/dydxv4.js +11 -18
  147. package/dist/mappers/dydxv4.js.map +1 -1
  148. package/dist/mappers/ftx.d.ts +2 -2
  149. package/dist/mappers/ftx.d.ts.map +1 -1
  150. package/dist/mappers/ftx.js +22 -31
  151. package/dist/mappers/ftx.js.map +1 -1
  152. package/dist/mappers/gateio.d.ts +3 -3
  153. package/dist/mappers/gateio.d.ts.map +1 -1
  154. package/dist/mappers/gateio.js +17 -26
  155. package/dist/mappers/gateio.js.map +1 -1
  156. package/dist/mappers/gateiofutures.d.ts +7 -7
  157. package/dist/mappers/gateiofutures.d.ts.map +1 -1
  158. package/dist/mappers/gateiofutures.js +22 -25
  159. package/dist/mappers/gateiofutures.js.map +1 -1
  160. package/dist/mappers/gemini.d.ts +2 -2
  161. package/dist/mappers/gemini.d.ts.map +1 -1
  162. package/dist/mappers/gemini.js +5 -8
  163. package/dist/mappers/gemini.js.map +1 -1
  164. package/dist/mappers/hitbtc.d.ts +2 -2
  165. package/dist/mappers/hitbtc.d.ts.map +1 -1
  166. package/dist/mappers/hitbtc.js +5 -8
  167. package/dist/mappers/hitbtc.js.map +1 -1
  168. package/dist/mappers/huobi.d.ts +4 -4
  169. package/dist/mappers/huobi.d.ts.map +1 -1
  170. package/dist/mappers/huobi.js +32 -42
  171. package/dist/mappers/huobi.js.map +1 -1
  172. package/dist/mappers/hyperliquid.d.ts +2 -2
  173. package/dist/mappers/hyperliquid.d.ts.map +1 -1
  174. package/dist/mappers/hyperliquid.js +6 -13
  175. package/dist/mappers/hyperliquid.js.map +1 -1
  176. package/dist/mappers/index.d.ts +38 -38
  177. package/dist/mappers/index.d.ts.map +1 -1
  178. package/dist/mappers/index.js +273 -296
  179. package/dist/mappers/index.js.map +1 -1
  180. package/dist/mappers/kraken.d.ts +2 -2
  181. package/dist/mappers/kraken.d.ts.map +1 -1
  182. package/dist/mappers/kraken.js +11 -14
  183. package/dist/mappers/kraken.js.map +1 -1
  184. package/dist/mappers/kucoin.d.ts +3 -3
  185. package/dist/mappers/kucoin.d.ts.map +1 -1
  186. package/dist/mappers/kucoin.js +10 -16
  187. package/dist/mappers/kucoin.js.map +1 -1
  188. package/dist/mappers/kucoinfutures.d.ts +3 -3
  189. package/dist/mappers/kucoinfutures.d.ts.map +1 -1
  190. package/dist/mappers/kucoinfutures.js +15 -22
  191. package/dist/mappers/kucoinfutures.js.map +1 -1
  192. package/dist/mappers/mapper.d.ts +1 -1
  193. package/dist/mappers/mapper.d.ts.map +1 -1
  194. package/dist/mappers/mapper.js +1 -5
  195. package/dist/mappers/mapper.js.map +1 -1
  196. package/dist/mappers/okex.d.ts +2 -2
  197. package/dist/mappers/okex.d.ts.map +1 -1
  198. package/dist/mappers/okex.js +65 -80
  199. package/dist/mappers/okex.js.map +1 -1
  200. package/dist/mappers/okexspreads.d.ts +2 -2
  201. package/dist/mappers/okexspreads.d.ts.map +1 -1
  202. package/dist/mappers/okexspreads.js +7 -13
  203. package/dist/mappers/okexspreads.js.map +1 -1
  204. package/dist/mappers/phemex.d.ts +2 -2
  205. package/dist/mappers/phemex.d.ts.map +1 -1
  206. package/dist/mappers/phemex.js +5 -9
  207. package/dist/mappers/phemex.js.map +1 -1
  208. package/dist/mappers/poloniex.d.ts +2 -2
  209. package/dist/mappers/poloniex.d.ts.map +1 -1
  210. package/dist/mappers/poloniex.js +9 -16
  211. package/dist/mappers/poloniex.js.map +1 -1
  212. package/dist/mappers/serum.d.ts +2 -2
  213. package/dist/mappers/serum.d.ts.map +1 -1
  214. package/dist/mappers/serum.js +11 -17
  215. package/dist/mappers/serum.js.map +1 -1
  216. package/dist/mappers/upbit.d.ts +2 -2
  217. package/dist/mappers/upbit.d.ts.map +1 -1
  218. package/dist/mappers/upbit.js +7 -12
  219. package/dist/mappers/upbit.js.map +1 -1
  220. package/dist/mappers/woox.d.ts +2 -2
  221. package/dist/mappers/woox.d.ts.map +1 -1
  222. package/dist/mappers/woox.js +11 -17
  223. package/dist/mappers/woox.js.map +1 -1
  224. package/dist/options.d.ts.map +1 -1
  225. package/dist/options.js +9 -14
  226. package/dist/options.js.map +1 -1
  227. package/dist/orderbook.d.ts +1 -1
  228. package/dist/orderbook.d.ts.map +1 -1
  229. package/dist/orderbook.js +4 -8
  230. package/dist/orderbook.js.map +1 -1
  231. package/dist/realtimefeeds/ascendex.d.ts +2 -2
  232. package/dist/realtimefeeds/ascendex.d.ts.map +1 -1
  233. package/dist/realtimefeeds/ascendex.js +5 -9
  234. package/dist/realtimefeeds/ascendex.js.map +1 -1
  235. package/dist/realtimefeeds/binance.d.ts +13 -2
  236. package/dist/realtimefeeds/binance.d.ts.map +1 -1
  237. package/dist/realtimefeeds/binance.js +69 -33
  238. package/dist/realtimefeeds/binance.js.map +1 -1
  239. package/dist/realtimefeeds/binancedex.d.ts +2 -2
  240. package/dist/realtimefeeds/binancedex.d.ts.map +1 -1
  241. package/dist/realtimefeeds/binancedex.js +5 -9
  242. package/dist/realtimefeeds/binancedex.js.map +1 -1
  243. package/dist/realtimefeeds/binanceeuropeanoptions.d.ts +2 -2
  244. package/dist/realtimefeeds/binanceeuropeanoptions.d.ts.map +1 -1
  245. package/dist/realtimefeeds/binanceeuropeanoptions.js +5 -9
  246. package/dist/realtimefeeds/binanceeuropeanoptions.js.map +1 -1
  247. package/dist/realtimefeeds/bitfinex.d.ts +2 -2
  248. package/dist/realtimefeeds/bitfinex.d.ts.map +1 -1
  249. package/dist/realtimefeeds/bitfinex.js +2 -6
  250. package/dist/realtimefeeds/bitfinex.js.map +1 -1
  251. package/dist/realtimefeeds/bitflyer.d.ts +2 -2
  252. package/dist/realtimefeeds/bitflyer.d.ts.map +1 -1
  253. package/dist/realtimefeeds/bitflyer.js +2 -6
  254. package/dist/realtimefeeds/bitflyer.js.map +1 -1
  255. package/dist/realtimefeeds/bitget.d.ts +2 -2
  256. package/dist/realtimefeeds/bitget.d.ts.map +1 -1
  257. package/dist/realtimefeeds/bitget.js +6 -11
  258. package/dist/realtimefeeds/bitget.js.map +1 -1
  259. package/dist/realtimefeeds/bitmex.d.ts +2 -2
  260. package/dist/realtimefeeds/bitmex.d.ts.map +1 -1
  261. package/dist/realtimefeeds/bitmex.js +4 -8
  262. package/dist/realtimefeeds/bitmex.js.map +1 -1
  263. package/dist/realtimefeeds/bitnomial.d.ts +2 -2
  264. package/dist/realtimefeeds/bitnomial.d.ts.map +1 -1
  265. package/dist/realtimefeeds/bitnomial.js +2 -6
  266. package/dist/realtimefeeds/bitnomial.js.map +1 -1
  267. package/dist/realtimefeeds/bitstamp.d.ts +2 -2
  268. package/dist/realtimefeeds/bitstamp.d.ts.map +1 -1
  269. package/dist/realtimefeeds/bitstamp.js +5 -9
  270. package/dist/realtimefeeds/bitstamp.js.map +1 -1
  271. package/dist/realtimefeeds/blockchaincom.d.ts +2 -2
  272. package/dist/realtimefeeds/blockchaincom.d.ts.map +1 -1
  273. package/dist/realtimefeeds/blockchaincom.js +4 -8
  274. package/dist/realtimefeeds/blockchaincom.js.map +1 -1
  275. package/dist/realtimefeeds/bybit.d.ts +2 -2
  276. package/dist/realtimefeeds/bybit.d.ts.map +1 -1
  277. package/dist/realtimefeeds/bybit.js +8 -14
  278. package/dist/realtimefeeds/bybit.js.map +1 -1
  279. package/dist/realtimefeeds/coinbase.d.ts +2 -2
  280. package/dist/realtimefeeds/coinbase.d.ts.map +1 -1
  281. package/dist/realtimefeeds/coinbase.js +4 -11
  282. package/dist/realtimefeeds/coinbase.js.map +1 -1
  283. package/dist/realtimefeeds/coinbaseinternational.d.ts +2 -2
  284. package/dist/realtimefeeds/coinbaseinternational.d.ts.map +1 -1
  285. package/dist/realtimefeeds/coinbaseinternational.js +4 -11
  286. package/dist/realtimefeeds/coinbaseinternational.js.map +1 -1
  287. package/dist/realtimefeeds/coinflex.d.ts +2 -2
  288. package/dist/realtimefeeds/coinflex.d.ts.map +1 -1
  289. package/dist/realtimefeeds/coinflex.js +2 -6
  290. package/dist/realtimefeeds/coinflex.js.map +1 -1
  291. package/dist/realtimefeeds/cryptocom.d.ts +2 -2
  292. package/dist/realtimefeeds/cryptocom.d.ts.map +1 -1
  293. package/dist/realtimefeeds/cryptocom.js +2 -6
  294. package/dist/realtimefeeds/cryptocom.js.map +1 -1
  295. package/dist/realtimefeeds/cryptofacilities.d.ts +2 -2
  296. package/dist/realtimefeeds/cryptofacilities.d.ts.map +1 -1
  297. package/dist/realtimefeeds/cryptofacilities.js +2 -6
  298. package/dist/realtimefeeds/cryptofacilities.js.map +1 -1
  299. package/dist/realtimefeeds/delta.d.ts +2 -2
  300. package/dist/realtimefeeds/delta.d.ts.map +1 -1
  301. package/dist/realtimefeeds/delta.js +2 -6
  302. package/dist/realtimefeeds/delta.js.map +1 -1
  303. package/dist/realtimefeeds/deribit.d.ts +2 -2
  304. package/dist/realtimefeeds/deribit.d.ts.map +1 -1
  305. package/dist/realtimefeeds/deribit.js +4 -8
  306. package/dist/realtimefeeds/deribit.js.map +1 -1
  307. package/dist/realtimefeeds/dydx.d.ts +2 -2
  308. package/dist/realtimefeeds/dydx.d.ts.map +1 -1
  309. package/dist/realtimefeeds/dydx.js +2 -6
  310. package/dist/realtimefeeds/dydx.js.map +1 -1
  311. package/dist/realtimefeeds/dydx_v4.d.ts +2 -2
  312. package/dist/realtimefeeds/dydx_v4.d.ts.map +1 -1
  313. package/dist/realtimefeeds/dydx_v4.js +2 -6
  314. package/dist/realtimefeeds/dydx_v4.js.map +1 -1
  315. package/dist/realtimefeeds/ftx.d.ts +2 -2
  316. package/dist/realtimefeeds/ftx.d.ts.map +1 -1
  317. package/dist/realtimefeeds/ftx.js +13 -18
  318. package/dist/realtimefeeds/ftx.js.map +1 -1
  319. package/dist/realtimefeeds/gateio.d.ts +2 -2
  320. package/dist/realtimefeeds/gateio.d.ts.map +1 -1
  321. package/dist/realtimefeeds/gateio.js +2 -6
  322. package/dist/realtimefeeds/gateio.js.map +1 -1
  323. package/dist/realtimefeeds/gateiofutures.d.ts +5 -2
  324. package/dist/realtimefeeds/gateiofutures.d.ts.map +1 -1
  325. package/dist/realtimefeeds/gateiofutures.js +4 -7
  326. package/dist/realtimefeeds/gateiofutures.js.map +1 -1
  327. package/dist/realtimefeeds/gemini.d.ts +2 -2
  328. package/dist/realtimefeeds/gemini.d.ts.map +1 -1
  329. package/dist/realtimefeeds/gemini.js +2 -6
  330. package/dist/realtimefeeds/gemini.js.map +1 -1
  331. package/dist/realtimefeeds/hitbtc.d.ts +2 -2
  332. package/dist/realtimefeeds/hitbtc.d.ts.map +1 -1
  333. package/dist/realtimefeeds/hitbtc.js +2 -6
  334. package/dist/realtimefeeds/hitbtc.js.map +1 -1
  335. package/dist/realtimefeeds/huobi.d.ts +2 -2
  336. package/dist/realtimefeeds/huobi.d.ts.map +1 -1
  337. package/dist/realtimefeeds/huobi.js +36 -44
  338. package/dist/realtimefeeds/huobi.js.map +1 -1
  339. package/dist/realtimefeeds/hyperliquid.d.ts +2 -2
  340. package/dist/realtimefeeds/hyperliquid.d.ts.map +1 -1
  341. package/dist/realtimefeeds/hyperliquid.js +2 -6
  342. package/dist/realtimefeeds/hyperliquid.js.map +1 -1
  343. package/dist/realtimefeeds/index.d.ts +4 -4
  344. package/dist/realtimefeeds/index.d.ts.map +1 -1
  345. package/dist/realtimefeeds/index.js +101 -120
  346. package/dist/realtimefeeds/index.js.map +1 -1
  347. package/dist/realtimefeeds/kraken.d.ts +2 -2
  348. package/dist/realtimefeeds/kraken.d.ts.map +1 -1
  349. package/dist/realtimefeeds/kraken.js +2 -6
  350. package/dist/realtimefeeds/kraken.js.map +1 -1
  351. package/dist/realtimefeeds/kucoin.d.ts +2 -2
  352. package/dist/realtimefeeds/kucoin.d.ts.map +1 -1
  353. package/dist/realtimefeeds/kucoin.js +10 -14
  354. package/dist/realtimefeeds/kucoin.js.map +1 -1
  355. package/dist/realtimefeeds/kucoinfutures.d.ts +2 -2
  356. package/dist/realtimefeeds/kucoinfutures.d.ts.map +1 -1
  357. package/dist/realtimefeeds/kucoinfutures.js +12 -19
  358. package/dist/realtimefeeds/kucoinfutures.js.map +1 -1
  359. package/dist/realtimefeeds/mango.d.ts +1 -1
  360. package/dist/realtimefeeds/mango.d.ts.map +1 -1
  361. package/dist/realtimefeeds/mango.js +2 -6
  362. package/dist/realtimefeeds/mango.js.map +1 -1
  363. package/dist/realtimefeeds/okex.d.ts +2 -2
  364. package/dist/realtimefeeds/okex.d.ts.map +1 -1
  365. package/dist/realtimefeeds/okex.js +9 -18
  366. package/dist/realtimefeeds/okex.js.map +1 -1
  367. package/dist/realtimefeeds/okexspreads.d.ts +2 -2
  368. package/dist/realtimefeeds/okexspreads.d.ts.map +1 -1
  369. package/dist/realtimefeeds/okexspreads.js +6 -13
  370. package/dist/realtimefeeds/okexspreads.js.map +1 -1
  371. package/dist/realtimefeeds/phemex.d.ts +2 -2
  372. package/dist/realtimefeeds/phemex.d.ts.map +1 -1
  373. package/dist/realtimefeeds/phemex.js +2 -6
  374. package/dist/realtimefeeds/phemex.js.map +1 -1
  375. package/dist/realtimefeeds/poloniex.d.ts +2 -2
  376. package/dist/realtimefeeds/poloniex.d.ts.map +1 -1
  377. package/dist/realtimefeeds/poloniex.js +2 -6
  378. package/dist/realtimefeeds/poloniex.js.map +1 -1
  379. package/dist/realtimefeeds/realtimefeed.d.ts +2 -1
  380. package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
  381. package/dist/realtimefeeds/realtimefeed.js +33 -38
  382. package/dist/realtimefeeds/realtimefeed.js.map +1 -1
  383. package/dist/realtimefeeds/serum.d.ts +2 -2
  384. package/dist/realtimefeeds/serum.d.ts.map +1 -1
  385. package/dist/realtimefeeds/serum.js +2 -6
  386. package/dist/realtimefeeds/serum.js.map +1 -1
  387. package/dist/realtimefeeds/staratlas.d.ts +1 -1
  388. package/dist/realtimefeeds/staratlas.d.ts.map +1 -1
  389. package/dist/realtimefeeds/staratlas.js +2 -6
  390. package/dist/realtimefeeds/staratlas.js.map +1 -1
  391. package/dist/realtimefeeds/upbit.d.ts +2 -2
  392. package/dist/realtimefeeds/upbit.d.ts.map +1 -1
  393. package/dist/realtimefeeds/upbit.js +2 -6
  394. package/dist/realtimefeeds/upbit.js.map +1 -1
  395. package/dist/realtimefeeds/woox.d.ts +2 -2
  396. package/dist/realtimefeeds/woox.d.ts.map +1 -1
  397. package/dist/realtimefeeds/woox.js +5 -9
  398. package/dist/realtimefeeds/woox.js.map +1 -1
  399. package/dist/replay.d.ts +6 -3
  400. package/dist/replay.d.ts.map +1 -1
  401. package/dist/replay.js +62 -71
  402. package/dist/replay.js.map +1 -1
  403. package/dist/stream.d.ts +6 -3
  404. package/dist/stream.d.ts.map +1 -1
  405. package/dist/stream.js +9 -13
  406. package/dist/stream.js.map +1 -1
  407. package/dist/types.d.ts +1 -1
  408. package/dist/types.d.ts.map +1 -1
  409. package/dist/types.js +1 -2
  410. package/dist/worker.d.ts +1 -1
  411. package/dist/worker.d.ts.map +1 -1
  412. package/dist/worker.js +22 -27
  413. package/dist/worker.js.map +1 -1
  414. package/example.js +9 -9
  415. package/package.json +30 -15
  416. package/src/apikeyaccessinfo.ts +9 -11
  417. package/src/binarysplit.ts +2 -1
  418. package/src/clearcache.ts +8 -7
  419. package/src/computable/booksnapshot.ts +4 -4
  420. package/src/computable/computable.ts +1 -1
  421. package/src/computable/index.ts +3 -3
  422. package/src/computable/tradebar.ts +2 -2
  423. package/src/downloaddatasets.ts +7 -7
  424. package/src/exchangedetails.ts +5 -5
  425. package/src/filter.ts +2 -2
  426. package/src/handy.ts +286 -23
  427. package/src/index.ts +16 -16
  428. package/src/instrumentinfo.ts +9 -9
  429. package/src/mappers/ascendex.ts +3 -3
  430. package/src/mappers/binance.ts +4 -4
  431. package/src/mappers/binancedex.ts +3 -3
  432. package/src/mappers/binanceeuropeanoptions.ts +3 -3
  433. package/src/mappers/bitfinex.ts +3 -3
  434. package/src/mappers/bitflyer.ts +3 -3
  435. package/src/mappers/bitget.ts +3 -3
  436. package/src/mappers/bitmex.ts +3 -3
  437. package/src/mappers/bitnomial.ts +3 -3
  438. package/src/mappers/bitstamp.ts +3 -3
  439. package/src/mappers/blockchaincom.ts +3 -3
  440. package/src/mappers/bybit.ts +3 -3
  441. package/src/mappers/bybitspot.ts +3 -3
  442. package/src/mappers/coinbase.ts +3 -3
  443. package/src/mappers/coinbaseinternational.ts +3 -3
  444. package/src/mappers/coinflex.ts +3 -3
  445. package/src/mappers/cryptocom.ts +3 -3
  446. package/src/mappers/cryptofacilities.ts +3 -3
  447. package/src/mappers/delta.ts +3 -3
  448. package/src/mappers/deribit.ts +3 -3
  449. package/src/mappers/dydx.ts +3 -3
  450. package/src/mappers/dydxv4.ts +3 -3
  451. package/src/mappers/ftx.ts +3 -3
  452. package/src/mappers/gateio.ts +4 -4
  453. package/src/mappers/gateiofutures.ts +18 -14
  454. package/src/mappers/gemini.ts +3 -3
  455. package/src/mappers/hitbtc.ts +3 -3
  456. package/src/mappers/huobi.ts +3 -3
  457. package/src/mappers/hyperliquid.ts +2 -2
  458. package/src/mappers/index.ts +49 -44
  459. package/src/mappers/kraken.ts +3 -3
  460. package/src/mappers/kucoin.ts +4 -4
  461. package/src/mappers/kucoinfutures.ts +4 -4
  462. package/src/mappers/mapper.ts +1 -1
  463. package/src/mappers/okex.ts +3 -3
  464. package/src/mappers/okexspreads.ts +3 -3
  465. package/src/mappers/phemex.ts +2 -2
  466. package/src/mappers/poloniex.ts +3 -3
  467. package/src/mappers/serum.ts +3 -3
  468. package/src/mappers/upbit.ts +3 -3
  469. package/src/mappers/woox.ts +3 -3
  470. package/src/options.ts +5 -2
  471. package/src/orderbook.ts +3 -2
  472. package/src/realtimefeeds/ascendex.ts +3 -3
  473. package/src/realtimefeeds/binance.ts +111 -20
  474. package/src/realtimefeeds/binancedex.ts +5 -5
  475. package/src/realtimefeeds/binanceeuropeanoptions.ts +3 -3
  476. package/src/realtimefeeds/bitfinex.ts +2 -2
  477. package/src/realtimefeeds/bitflyer.ts +2 -2
  478. package/src/realtimefeeds/bitget.ts +3 -3
  479. package/src/realtimefeeds/bitmex.ts +3 -3
  480. package/src/realtimefeeds/bitnomial.ts +2 -2
  481. package/src/realtimefeeds/bitstamp.ts +5 -5
  482. package/src/realtimefeeds/blockchaincom.ts +3 -3
  483. package/src/realtimefeeds/bybit.ts +3 -3
  484. package/src/realtimefeeds/coinbase.ts +2 -2
  485. package/src/realtimefeeds/coinbaseinternational.ts +2 -2
  486. package/src/realtimefeeds/coinflex.ts +2 -2
  487. package/src/realtimefeeds/cryptocom.ts +2 -2
  488. package/src/realtimefeeds/cryptofacilities.ts +2 -2
  489. package/src/realtimefeeds/delta.ts +2 -2
  490. package/src/realtimefeeds/deribit.ts +3 -3
  491. package/src/realtimefeeds/dydx.ts +2 -2
  492. package/src/realtimefeeds/dydx_v4.ts +2 -2
  493. package/src/realtimefeeds/ftx.ts +8 -8
  494. package/src/realtimefeeds/gateio.ts +2 -3
  495. package/src/realtimefeeds/gateiofutures.ts +3 -2
  496. package/src/realtimefeeds/gemini.ts +2 -2
  497. package/src/realtimefeeds/hitbtc.ts +2 -2
  498. package/src/realtimefeeds/huobi.ts +18 -18
  499. package/src/realtimefeeds/hyperliquid.ts +2 -2
  500. package/src/realtimefeeds/index.ts +43 -43
  501. package/src/realtimefeeds/kraken.ts +2 -2
  502. package/src/realtimefeeds/kucoin.ts +9 -9
  503. package/src/realtimefeeds/kucoinfutures.ts +9 -11
  504. package/src/realtimefeeds/mango.ts +1 -1
  505. package/src/realtimefeeds/okex.ts +3 -3
  506. package/src/realtimefeeds/okexspreads.ts +3 -3
  507. package/src/realtimefeeds/phemex.ts +2 -2
  508. package/src/realtimefeeds/poloniex.ts +2 -2
  509. package/src/realtimefeeds/realtimefeed.ts +8 -3
  510. package/src/realtimefeeds/serum.ts +2 -2
  511. package/src/realtimefeeds/staratlas.ts +1 -1
  512. package/src/realtimefeeds/upbit.ts +2 -2
  513. package/src/realtimefeeds/woox.ts +3 -3
  514. package/src/replay.ts +31 -35
  515. package/src/stream.ts +12 -23
  516. package/src/types.ts +1 -1
  517. package/src/worker.ts +3 -4
@@ -1,6 +1,6 @@
1
- import { upperCaseSymbols } from '../handy'
2
- import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types'
3
- import { Mapper, PendingTickerInfoHelper } from './mapper'
1
+ import { upperCaseSymbols } from '../handy.ts'
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) {
@@ -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'
4
4
 
5
5
  // https://docs.ftx.com/#websocket-api
6
6
 
@@ -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(trade.size),
36
- side: trade.size < 0 ? 'sell' : 'buy',
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(level.s) }
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: gateIoFuturesBookTicker.A !== 0 ? gateIoFuturesBookTicker.A : undefined,
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: gateIoFuturesBookTicker.B !== 0 ? gateIoFuturesBookTicker.B : undefined,
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
  }
@@ -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
 
@@ -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
 
@@ -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
 
@@ -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,
6
6
  BinanceFuturesBookChangeMapper,
@@ -8,8 +8,8 @@ import {
8
8
  BinanceLiquidationsMapper,
9
9
  BinanceBookTickerMapper,
10
10
  BinanceTradesMapper
11
- } from './binance'
12
- import { binanceDexBookChangeMapper, binanceDexBookTickerMapper, binanceDexTradesMapper } from './binancedex'
11
+ } from './binance.ts'
12
+ import { binanceDexBookChangeMapper, binanceDexBookTickerMapper, binanceDexTradesMapper } from './binancedex.ts'
13
13
  import {
14
14
  BinanceEuropeanOptionsBookChangeMapper,
15
15
  BinanceEuropeanOptionsBookChangeMapperV2,
@@ -18,26 +18,26 @@ import {
18
18
  BinanceEuropeanOptionsTradesMapperV2,
19
19
  BinanceEuropeanOptionSummaryMapper,
20
20
  BinanceEuropeanOptionSummaryMapperV2
21
- } from './binanceeuropeanoptions'
21
+ } from './binanceeuropeanoptions.ts'
22
22
  import {
23
23
  BitfinexBookChangeMapper,
24
24
  BitfinexDerivativeTickerMapper,
25
25
  BitfinexLiquidationsMapper,
26
26
  BitfinexBookTickerMapper,
27
27
  BitfinexTradesMapper
28
- } from './bitfinex'
29
- import { BitflyerBookChangeMapper, bitflyerBookTickerMapper, bitflyerTradesMapper } from './bitflyer'
30
- import { BitgetBookChangeMapper, BitgetBookTickerMapper, BitgetDerivativeTickerMapper, BitgetTradesMapper } from './bitget'
28
+ } from './bitfinex.ts'
29
+ import { BitflyerBookChangeMapper, bitflyerBookTickerMapper, bitflyerTradesMapper } from './bitflyer.ts'
30
+ import { BitgetBookChangeMapper, BitgetBookTickerMapper, BitgetDerivativeTickerMapper, BitgetTradesMapper } from './bitget.ts'
31
31
  import {
32
32
  BitmexBookChangeMapper,
33
33
  BitmexDerivativeTickerMapper,
34
34
  bitmexLiquidationsMapper,
35
35
  bitmexBookTickerMapper,
36
36
  bitmexTradesMapper
37
- } from './bitmex'
38
- import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial'
39
- import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp'
40
- import { BlockchainComBookChangeMapper, BlockchainComTradesMapper } from './blockchaincom'
37
+ } from './bitmex.ts'
38
+ import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial.ts'
39
+ import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp.ts'
40
+ import { BlockchainComBookChangeMapper, BlockchainComTradesMapper } from './blockchaincom.ts'
41
41
  import {
42
42
  BybitBookChangeMapper,
43
43
  BybitDerivativeTickerMapper,
@@ -50,25 +50,30 @@ import {
50
50
  BybitV5LiquidationsMapper,
51
51
  BybitV5OptionSummaryMapper,
52
52
  BybitV5TradesMapper
53
- } from './bybit'
54
- 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'
56
56
  import {
57
57
  CoinbaseInternationalBookChangMapper,
58
58
  coinbaseInternationalBookTickerMapper,
59
59
  CoinbaseInternationalDerivativeTickerMapper,
60
60
  coinbaseInternationalTradesMapper
61
- } from './coinbaseinternational'
62
- import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex'
63
- import { CryptoComBookChangeMapper, CryptoComBookTickerMapper, CryptoComDerivativeTickerMapper, CryptoComTradesMapper } from './cryptocom'
61
+ } from './coinbaseinternational.ts'
62
+ import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex.ts'
63
+ 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
 
@@ -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
 
@@ -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) {
@@ -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
@@ -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) {
@@ -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) => {
@@ -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) {
@@ -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) {}
@@ -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) {
@@ -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
- const pkg = require('../package.json')
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/${pkg.version} (+https://github.com/tardis-dev/tardis-node)`
13
+ _userAgent: `tardis-dev/${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 { BookChange, BookPriceLevel, Writeable } from './types'
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: RBTree<BookPriceLevel>, priceLevelChanges: BookPriceLevel[]) {
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'