tardis-dev 14.2.3 → 15.0.0

package/src/realtimefeeds/binance.ts

@@ -1,7 +1,7 @@
 import { Writable } from 'stream'
-import { batch, httpClient, wait } from '../handy'
-import { Filter } from '../types'
-import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed'
+import { batch, getJSON, wait } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { MultiConnectionRealTimeFeedBase, PoolingClientBase, RealTimeFeedBase } from './realtimefeed.ts'
 
 const binanceHttpOptions = {
   timeout: 10 * 1000,
@@ -18,14 +18,19 @@ const OPEN_INTEREST_BATCH_SIZE = 10
 const OPEN_INTEREST_REQUEST_WEIGHT = 1
 const OPEN_INTEREST_POLLING_RECOVERY_MS = 1000
 const OPEN_INTEREST_MAX_POLLING_INTERVAL_MS = 60 * 1000
+const BINANCE_FUTURES_PUBLIC_CHANNELS = new Set(['bookTicker', 'depth', 'depthSnapshot', 'trade'])
+const BINANCE_FUTURES_DEFAULT_WS_BASE_URL = 'wss://fstream.binance.com'
+const BINANCE_FUTURES_PUBLIC_STREAM_PATH = '/public/stream'
+const BINANCE_FUTURES_MARKET_STREAM_PATH = '/market/stream'
 
-function parseBinanceWeightHeader(headerValue: string | string[] | undefined) {
+type BinanceFuturesStreamPath = typeof BINANCE_FUTURES_PUBLIC_STREAM_PATH | typeof BINANCE_FUTURES_MARKET_STREAM_PATH
+
+function parseBinanceWeightHeader(headerValue: string | undefined) {
   if (headerValue === undefined) {
     return undefined
   }
 
-  const header = Array.isArray(headerValue) ? headerValue[0] : headerValue
-  const parsed = Number.parseInt(header, 10)
+  const parsed = Number.parseInt(headerValue, 10)
 
   return Number.isFinite(parsed) ? parsed : undefined
 }
@@ -43,6 +48,26 @@ function getExchangeScopedNumberEnv(exchange: string, suffix: string, fallback:
   return Number.isFinite(parsed) ? parsed : fallback
 }
 
+function getExchangeScopedWssUrlEnv(exchange: string) {
+  const envName = `WSS_URL_${exchange.toUpperCase().replace(/-/g, '_')}`
+
+  return process.env[envName]
+}
+
+function normalizeBinanceSplitWsBaseUrl(wssUrl: string) {
+  return wssUrl
+    .replace(/\/(public|market|private)\/stream$/u, '')
+    .replace(/\/stream$/u, '')
+    .replace(/\/(public|market|private)$/u, '')
+}
+
+function getBinanceFuturesWebSocketUrl(exchange: string, streamPath: BinanceFuturesStreamPath) {
+  const configuredWssUrl = getExchangeScopedWssUrlEnv(exchange) ?? BINANCE_FUTURES_DEFAULT_WS_BASE_URL
+  const normalizedBaseUrl = normalizeBinanceSplitWsBaseUrl(configuredWssUrl)
+
+  return `${normalizedBaseUrl}${streamPath}`
+}
+
 function getBinanceRequestWeightLimit(exchange: string, exchangeInfo: any) {
   const configuredLimit = getExchangeScopedNumberEnv(exchange, 'REQUEST_WEIGHT_LIMIT', 0)
   if (configuredLimit > 0) {
@@ -161,15 +186,15 @@ class BinanceFuturesOpenInterestClient extends PoolingClientBase {
 
       const results = await Promise.allSettled(
         instrumentsBatch.map(async (instrument) => {
-          const openInterestResponse = await httpClient.get(
+          const openInterestResponse = await getJSON<any>(
             `${this._httpURL}/openInterest?symbol=${instrument.toUpperCase()}`,
             binanceHttpOptions
           )
 
           return {
             instrument,
-            usedWeight: parseBinanceWeightHeader(openInterestResponse.headers['x-mbx-used-weight-1m'] as string | string[] | undefined),
-            data: JSON.parse(openInterestResponse.body)
+            usedWeight: parseBinanceWeightHeader(openInterestResponse.headers['x-mbx-used-weight-1m']),
+            data: openInterestResponse.data
           }
         })
       )
@@ -234,15 +259,12 @@ class BinanceFuturesOpenInterestClient extends PoolingClientBase {
   }
 
   private async _initializeRateLimitInfo() {
-    const exchangeInfoResponse = await httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions)
-    const exchangeInfo = JSON.parse(exchangeInfoResponse.body)
+    const exchangeInfoResponse = await getJSON<any>(`${this._httpURL}/exchangeInfo`, binanceHttpOptions)
+    const exchangeInfo = exchangeInfoResponse.data
 
     this._requestWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo)
 
-    this._updateUsedWeight(
-      parseBinanceWeightHeader(exchangeInfoResponse.headers['x-mbx-used-weight-1m'] as string | string[] | undefined),
-      OPEN_INTEREST_REQUEST_WEIGHT
-    )
+    this._updateUsedWeight(parseBinanceWeightHeader(exchangeInfoResponse.headers['x-mbx-used-weight-1m']), OPEN_INTEREST_REQUEST_WEIGHT)
   }
 
   private _getBatchSize() {
@@ -332,8 +354,8 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
       return
     }
 
-    const exchangeInfoResponse = await httpClient.get(`${this._httpURL}/exchangeInfo`, binanceHttpOptions)
-    const exchangeInfo = JSON.parse(exchangeInfoResponse.body)
+    const exchangeInfoResponse = await getJSON<any>(`${this._httpURL}/exchangeInfo`, binanceHttpOptions)
+    const exchangeInfo = exchangeInfoResponse.data
 
     const DELAY_ENV = `${this._exchange.toUpperCase().replace(/-/g, '_')}_SNAPSHOTS_DELAY_MS`
     const currentWeightLimit = getBinanceRequestWeightLimit(this._exchange, exchangeInfo)
@@ -386,7 +408,7 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
             await wait(delayMS)
           }
 
-          const depthSnapshotResponse = await httpClient.get(
+          const depthSnapshotResponse = await getJSON<any>(
             `${this._httpURL}/depth?symbol=${symbol.toUpperCase()}&limit=1000`,
             binanceHttpOptions
           )
@@ -394,7 +416,7 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
           const snapshot = {
             stream: `${symbol}@depthSnapshot`,
             generated: true,
-            data: JSON.parse(depthSnapshotResponse.body)
+            data: depthSnapshotResponse.data
           }
 
           this.manualSnapshotsBuffer.push(snapshot)
@@ -417,6 +439,34 @@ class BinanceSingleConnectionRealTimeFeed extends RealTimeFeedBase {
   }
 }
 
+class BinanceFuturesSingleConnectionRealTimeFeed extends BinanceSingleConnectionRealTimeFeed {
+  constructor(
+    exchange: string,
+    filters: Filter<string>[],
+    private readonly _streamPath: BinanceFuturesStreamPath,
+    httpURL: string,
+    suffixes: { [key: string]: string },
+    depthRequestRequestWeight: number,
+    timeoutIntervalMS: number | undefined,
+    onError?: (error: Error) => void
+  ) {
+    super(
+      exchange,
+      filters,
+      getBinanceFuturesWebSocketUrl(exchange, _streamPath),
+      httpURL,
+      suffixes,
+      depthRequestRequestWeight,
+      timeoutIntervalMS,
+      onError
+    )
+  }
+
+  protected async getWebSocketUrl() {
+    return getBinanceFuturesWebSocketUrl(this._exchange, this._streamPath)
+  }
+}
+
 export class BinanceRealTimeFeed extends BinanceRealTimeFeedBase {
   protected wssURL = 'wss://stream.binance.com/stream?timeUnit=microsecond'
   protected httpURL = 'https://api.binance.com/api/v1'
@@ -451,7 +501,7 @@ export class BinanceUSRealTimeFeed extends BinanceRealTimeFeedBase {
 }
 
 export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
-  protected wssURL = 'wss://fstream.binance.com/stream'
+  protected wssURL = `${BINANCE_FUTURES_DEFAULT_WS_BASE_URL}${BINANCE_FUTURES_PUBLIC_STREAM_PATH}`
   protected httpURL = 'https://fapi.binance.com/fapi/v1'
 
   protected suffixes = {
@@ -460,6 +510,47 @@ export class BinanceFuturesRealTimeFeed extends BinanceRealTimeFeedBase {
   }
 
   protected depthRequestRequestWeight = 20
+
+  protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
+    const wsFilters = filters.filter(
+      (f) => f.channel !== 'openInterest' && f.channel !== 'recentTrades' && f.channel !== 'fundingInfo' && f.channel !== 'insuranceBalance'
+    )
+
+    const publicWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel))
+    if (publicWsFilters.length > 0) {
+      yield new BinanceFuturesSingleConnectionRealTimeFeed(
+        exchange,
+        publicWsFilters,
+        BINANCE_FUTURES_PUBLIC_STREAM_PATH,
+        this.httpURL,
+        this.suffixes,
+        this.depthRequestRequestWeight,
+        timeoutIntervalMS,
+        onError
+      )
+    }
+
+    const marketWsFilters = wsFilters.filter((f) => BINANCE_FUTURES_PUBLIC_CHANNELS.has(f.channel) === false)
+    if (marketWsFilters.length > 0) {
+      yield new BinanceFuturesSingleConnectionRealTimeFeed(
+        exchange,
+        marketWsFilters,
+        BINANCE_FUTURES_MARKET_STREAM_PATH,
+        this.httpURL,
+        this.suffixes,
+        this.depthRequestRequestWeight,
+        timeoutIntervalMS,
+        onError
+      )
+    }
+
+    const openInterestFilters = filters.filter((f) => f.channel === 'openInterest')
+    if (openInterestFilters.length > 0) {
+      const instruments = openInterestFilters.flatMap((s) => s.symbols!)
+
+      yield new BinanceFuturesOpenInterestClient(exchange, this.httpURL, instruments, onError)
+    }
+  }
 }
 
 export class BinanceDeliveryRealTimeFeed extends BinanceRealTimeFeedBase {

package/src/realtimefeeds/binancedex.ts

@@ -1,6 +1,6 @@
-import { httpClient } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { getJSON } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BinanceDexRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://dex.binance.org/api/ws'
@@ -42,14 +42,14 @@ export class BinanceDexRealTimeFeed extends RealTimeFeedBase {
         return
       }
 
-      const depthSnapshotResponse = (await httpClient.get(`${this.httpURL}/depth?symbol=${symbol}&limit=1000`).json()) as any
+      const { data } = await getJSON<any>(`${this.httpURL}/depth?symbol=${symbol}&limit=1000`)
 
       const snapshot = {
         stream: `depthSnapshot`,
         generated: true,
         data: {
           symbol,
-          ...depthSnapshotResponse
+          ...data
         }
       }
 

package/src/realtimefeeds/binanceeuropeanoptions.ts

@@ -1,6 +1,6 @@
-import { onlyUnique } from '../handy'
-import { Filter } from '../types'
-import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from './realtimefeed'
+import { onlyUnique } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BinanceEuropeanOptionsRealTimeFeed extends MultiConnectionRealTimeFeedBase {
   protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {

package/src/realtimefeeds/bitfinex.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 const TIMESTAMP = 32768
 const SEQ_ALL = 65536
 

package/src/realtimefeeds/bitflyer.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BitflyerRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://ws.lightstream.bitflyer.com/json-rpc'

package/src/realtimefeeds/bitget.ts

@@ -1,6 +1,6 @@
-import { batchObjects } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { batchObjects } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 abstract class BitgetRealTimeFeedBase extends RealTimeFeedBase {
   protected throttleSubscribeMS = 100

package/src/realtimefeeds/bitmex.ts

@@ -1,6 +1,6 @@
-import { batch } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { batch } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BitmexRealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://ws.bitmex.com/realtime'

package/src/realtimefeeds/bitnomial.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BitnomialRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://bitnomial.com/exchange/ws'

package/src/realtimefeeds/bitstamp.ts

@@ -1,6 +1,6 @@
-import { httpClient } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { getJSON } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BitstampRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://ws.bitstamp.net'
@@ -50,10 +50,10 @@ export class BitstampRealTimeFeed extends RealTimeFeedBase {
         return
       }
 
-      const depthSnapshotResponse = await httpClient.get(`${this.httpURL}/order_book/${symbol}?group=1`).json()
+      const { data } = await getJSON(`${this.httpURL}/order_book/${symbol}?group=1`)
 
       const snapshot = {
-        data: depthSnapshotResponse,
+        data,
         event: 'snapshot',
         channel: `diff_order_book_${symbol}`,
         generated: true

package/src/realtimefeeds/blockchaincom.ts

@@ -1,6 +1,6 @@
-import { wait } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { wait } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class BlockchainComRealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://ws.blockchain.info/mercury-gateway/v1/ws'

package/src/realtimefeeds/bybit.ts

@@ -1,6 +1,6 @@
-import { batch } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed'
+import { batch } from '../handy.ts'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed.ts'
 
 export class BybitRealTimeDataFeed extends MultiConnectionRealTimeFeedBase {
   protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {

package/src/realtimefeeds/coinbase.ts

@@ -1,6 +1,6 @@
 import crypto from 'crypto'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
   private _hasCredentials =

package/src/realtimefeeds/coinbaseinternational.ts

@@ -1,6 +1,6 @@
 import crypto from 'crypto'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class CoinbaseInternationalRealTimeFeed extends RealTimeFeedBase {
   private _hasCredentials =

package/src/realtimefeeds/coinflex.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class CoinflexRealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://v2api.coinflex.com/v2/websocket'

package/src/realtimefeeds/cryptocom.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class CryptoComRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://stream.crypto.com/exchange/v1/market'

package/src/realtimefeeds/cryptofacilities.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class CryptofacilitiesRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://futures.kraken.com/ws/v1'

package/src/realtimefeeds/delta.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class DeltaRealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://socket.delta.exchange'

package/src/realtimefeeds/deribit.ts

@@ -1,6 +1,6 @@
-import { wait } from '../handy'
-import { Filter, FilterForExchange } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { wait } from '../handy.ts'
+import { Filter, FilterForExchange } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class DeribitRealTimeDataFeed extends RealTimeFeedBase {
   protected get wssURL() {

package/src/realtimefeeds/dydx.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class DydxRealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://api.dydx.exchange/v3/ws'

package/src/realtimefeeds/dydx_v4.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class DydxV4RealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://indexer.dydx.trade/v4/ws'

package/src/realtimefeeds/ftx.ts

@@ -1,8 +1,8 @@
 import { Writable } from 'stream'
 
-import { Filter } from '../types'
-import { RealTimeFeedBase, PoolingClientBase, MultiConnectionRealTimeFeedBase } from './realtimefeed'
-import { batch, httpClient } from '../handy'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase, PoolingClientBase, MultiConnectionRealTimeFeedBase } from './realtimefeed.ts'
+import { batch, getJSON } from '../handy.ts'
 
 abstract class FTXRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
   protected abstract wssURL: string
@@ -93,11 +93,11 @@ class FTXInstrumentInfoClient extends PoolingClientBase {
 
           try {
             const responses = await Promise.all([
-              httpClient.get(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }).json() as any,
-              httpClient.get(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 }).json() as any
+              getJSON<any>(`${this._httpURL}/futures/${instrument}/stats`, { timeout: 10000 }),
+              getJSON<any>(`${this._httpURL}/futures/${instrument}`, { timeout: 10000 })
             ])
 
-            if (responses.some((r) => r.success === false)) {
+            if (responses.some((response) => response.data.success === false)) {
               return
             }
 
@@ -107,8 +107,8 @@ class FTXInstrumentInfoClient extends PoolingClientBase {
               market: instrument,
               type: 'update',
               data: {
-                stats: responses[0].result,
-                info: responses[1].result
+                stats: responses[0].data.result,
+                info: responses[1].data.result
               }
             }
 

package/src/realtimefeeds/gateio.ts

@@ -1,6 +1,5 @@
-import { httpClient } from '../handy'
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class GateIORealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL = 'wss://api.gateio.ws/ws/v4/'

package/src/realtimefeeds/gateiofutures.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase } from './realtimefeed.ts'
 
 export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
   protected *_getRealTimeFeeds(exchange: string, filters: Filter<string>[], timeoutIntervalMS?: number, onError?: (error: Error) => void) {
@@ -42,6 +42,7 @@ export class GateIOFuturesRealTimeFeed extends MultiConnectionRealTimeFeedBase {
 
 class GateIOFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase {
   protected readonly wssURL: string
+  protected readonly extraHeaders = { 'X-Gate-Size-Decimal': '1' }
 
   constructor(
     wsURLSuffix: string,

package/src/realtimefeeds/gemini.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class GeminiRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://api.gemini.com/v2/marketdata'

package/src/realtimefeeds/hitbtc.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class HitBtcRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://api.hitbtc.com/api/2/ws'

package/src/realtimefeeds/huobi.ts

@@ -1,7 +1,7 @@
 import { unzipSync } from 'zlib'
-import { Filter } from '../types'
-import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase, PoolingClientBase } from './realtimefeed'
-import { wait, ONE_SEC_IN_MS, batch, httpClient } from '../handy'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase, MultiConnectionRealTimeFeedBase, PoolingClientBase } from './realtimefeed.ts'
+import { wait, ONE_SEC_IN_MS, batch, getJSON } from '../handy.ts'
 import { Writable } from 'stream'
 
 abstract class HuobiRealTimeFeedBase extends MultiConnectionRealTimeFeedBase {
@@ -248,17 +248,17 @@ class HuobiOpenInterestClient extends PoolingClientBase {
             return
           }
           const url = `${this._httpURL}/${this._getURLPath(instrument)}`
-          const openInterestResponse = (await httpClient.get(url, { timeout: 10000 }).json()) as any
+          const { data: body } = await getJSON<any>(url, { timeout: 10000 })
 
-          if (openInterestResponse.status !== 'ok') {
-            throw new Error(`open interest response error:${JSON.stringify(openInterestResponse)}, url:${url}`)
+          if (body.status !== 'ok') {
+            throw new Error(`open interest response error:${JSON.stringify(body)}, url:${url}`)
           }
 
           const openInterestMessage = {
             ch: `market.${instrument}.open_interest`,
             generated: true,
-            data: openInterestResponse.data,
-            ts: openInterestResponse.ts
+            data: body.data,
+            ts: body.ts
           }
 
           if (outputStream.writable) {
@@ -283,17 +283,17 @@ class HuobiOptionsMarketIndexClient extends PoolingClientBase {
             return
           }
           const url = `${this._httpURL}/option_market_index?contract_code=${instrument}`
-          const marketIndexResponse = (await httpClient.get(url, { timeout: 10000 }).json()) as any
+          const { data: body } = await getJSON<any>(url, { timeout: 10000 })
 
-          if (marketIndexResponse.status !== 'ok') {
-            throw new Error(`open interest response error:${JSON.stringify(marketIndexResponse)}, url:${url}`)
+          if (body.status !== 'ok') {
+            throw new Error(`open interest response error:${JSON.stringify(body)}, url:${url}`)
           }
 
           const marketIndexMessage = {
             ch: `market.${instrument}.option_market_index`,
             generated: true,
-            data: marketIndexResponse.data[0],
-            ts: marketIndexResponse.ts
+            data: body.data[0],
+            ts: body.ts
           }
 
           if (outputStream.writable) {
@@ -318,17 +318,17 @@ class HuobiOptionsIndexClient extends PoolingClientBase {
             return
           }
           const url = `${this._httpURL}/option_index?symbol=${instrument}`
-          const optionIndexResponse = (await httpClient.get(url, { timeout: 10000 }).json()) as any
+          const { data: body } = await getJSON<any>(url, { timeout: 10000 })
 
-          if (optionIndexResponse.status !== 'ok') {
-            throw new Error(`open interest response error:${JSON.stringify(optionIndexResponse)}, url:${url}`)
+          if (body.status !== 'ok') {
+            throw new Error(`open interest response error:${JSON.stringify(body)}, url:${url}`)
           }
 
           const optionIndexMessage = {
             ch: `market.${instrument}.option_index`,
             generated: true,
-            data: optionIndexResponse.data[0],
-            ts: optionIndexResponse.ts
+            data: body.data[0],
+            ts: body.ts
           }
 
           if (outputStream.writable) {

package/src/realtimefeeds/hyperliquid.ts

@@ -1,5 +1,5 @@
-import { Filter } from '../types'
-import { RealTimeFeedBase } from './realtimefeed'
+import { Filter } from '../types.ts'
+import { RealTimeFeedBase } from './realtimefeed.ts'
 
 export class HyperliquidRealTimeFeed extends RealTimeFeedBase {
   protected wssURL = 'wss://api.hyperliquid.xyz/ws'