tardis-dev 14.3.0 → 15.1.0

package/dist/consts.js

@@ -1,7 +1,4 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.EXCHANGE_CHANNELS_INFO = exports.EXCHANGES = void 0;
-exports.EXCHANGES = [
+export const EXCHANGES = [
     'bitmex',
     'deribit',
     'binance-futures',
@@ -473,7 +470,7 @@ const BITGET_CHANNELS = ['trade', 'books1', 'books15'];
 const BITGET_FUTURES_CHANNELS = ['trade', 'books1', 'books15', 'ticker'];
 const COINBASE_INTERNATIONAL_CHANNELS = ['INSTRUMENTS', 'MATCH', 'FUNDING', 'RISK', 'LEVEL1', 'LEVEL2', 'CANDLES_ONE_MINUTE'];
 const HYPERLIQUID_CHANNELS = ['l2Book', 'trades', 'activeAssetCtx', 'activeSpotAssetCtx', 'bbo'];
-exports.EXCHANGE_CHANNELS_INFO = {
+export const EXCHANGE_CHANNELS_INFO = {
     bitmex: BITMEX_CHANNELS,
     coinbase: COINBASE_CHANNELS,
     'coinbase-international': COINBASE_INTERNATIONAL_CHANNELS,

package/dist/consts.js.map

@@ -1 +1 @@
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package/dist/debug.js

@@ -1,9 +1,3 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.debug = void 0;
-const debug_1 = __importDefault(require("debug"));
-exports.debug = (0, debug_1.default)('tardis-dev');
+import dbg from 'debug';
+export const debug = dbg('tardis-dev');
 //# sourceMappingURL=debug.js.map

package/dist/debug.js.map

@@ -1 +1 @@
-{"version":3,"file":"debug.js","sourceRoot":"","sources":["../src/debug.ts"],"names":[],"mappings":";;;;;;AAAA,kDAAuB;AAEV,QAAA,KAAK,GAAG,IAAA,eAAG,EAAC,YAAY,CAAC,CAAA"}
+{"version":3,"file":"debug.js","sourceRoot":"","sources":["../src/debug.ts"],"names":[],"mappings":"AAAA,OAAO,GAAG,MAAM,OAAO,CAAA;AAEvB,MAAM,CAAC,MAAM,KAAK,GAAG,GAAG,CAAC,YAAY,CAAC,CAAA"}

package/dist/downloaddatasets.d.ts

@@ -1,5 +1,5 @@
-import { DatasetType } from './exchangedetails';
-import { Exchange } from './types';
+import { DatasetType } from './exchangedetails.ts';
+import { Exchange } from './types.ts';
 export declare function downloadDatasets(downloadDatasetsOptions: DownloadDatasetsOptions): Promise<void>;
 export declare function sanitizeForFilename(s: string): string;
 type GetFilenameOptions = {

package/dist/downloaddatasets.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"downloaddatasets.d.ts","sourceRoot":"","sources":["../src/downloaddatasets.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,WAAW,EAAE,MAAM,sBAAsB,CAAA;AAGlD,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAA;AAQrC,wBAAsB,gBAAgB,CAAC,uBAAuB,EAAE,uBAAuB,iBAyEtF;AAsDD,wBAAgB,mBAAmB,CAAC,CAAC,EAAE,MAAM,UAE5C;AA6BD,KAAK,kBAAkB,GAAG;IACxB,QAAQ,EAAE,QAAQ,CAAA;IAClB,QAAQ,EAAE,WAAW,CAAA;IACrB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,IAAI,CAAA;IACV,MAAM,EAAE,MAAM,CAAA;CACf,CAAA;AAED,KAAK,uBAAuB,GAAG;IAC7B,QAAQ,EAAE,QAAQ,CAAA;IAClB,SAAS,EAAE,WAAW,EAAE,CAAA;IACxB,OAAO,EAAE,MAAM,EAAE,CAAA;IACjB,IAAI,EAAE,MAAM,CAAA;IACZ,EAAE,EAAE,MAAM,CAAA;IACV,MAAM,CAAC,EAAE,KAAK,CAAA;IACd,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,WAAW,CAAC,EAAE,CAAC,OAAO,EAAE,kBAAkB,KAAK,MAAM,CAAA;IACrD,YAAY,CAAC,EAAE,OAAO,CAAA;CACvB,CAAA"}

package/dist/downloaddatasets.js

@@ -1,20 +1,13 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.downloadDatasets = downloadDatasets;
-exports.sanitizeForFilename = sanitizeForFilename;
-const fs_extra_1 = require("fs-extra");
-const p_map_1 = __importDefault(require("p-map"));
-const debug_1 = require("./debug");
-const handy_1 = require("./handy");
-const options_1 = require("./options");
+import { existsSync } from 'node:fs';
+import pMap from 'p-map';
+import { debug } from "./debug.js";
+import { addDays, doubleDigit, download, parseAsUTCDate, sequence } from "./handy.js";
+import { getOptions } from "./options.js";
 const CONCURRENCY_LIMIT = 20;
 const MILLISECONDS_IN_SINGLE_DAY = 24 * 60 * 60 * 1000;
 const DEFAULT_DOWNLOAD_DIR = './datasets';
-const options = (0, options_1.getOptions)();
-async function downloadDatasets(downloadDatasetsOptions) {
+const options = getOptions();
+export async function downloadDatasets(downloadDatasetsOptions) {
     const { exchange, dataTypes, from, to, symbols } = downloadDatasetsOptions;
     const apiKey = downloadDatasetsOptions.apiKey !== undefined ? downloadDatasetsOptions.apiKey : options.apiKey;
     const downloadDir = downloadDatasetsOptions.downloadDir !== undefined ? downloadDatasetsOptions.downloadDir : DEFAULT_DOWNLOAD_DIR;
@@ -27,7 +20,7 @@ async function downloadDatasets(downloadDatasetsOptions) {
         for (const dataType of dataTypes) {
             const { daysCountToFetch, startDate } = getDownloadDateRange(downloadDatasetsOptions);
             const startTimestamp = new Date().valueOf();
-            (0, debug_1.debug)('dataset download started for %s %s %s from %s to %s', exchange, dataType, symbol, from, to);
+            debug('dataset download started for %s %s %s from %s to %s', exchange, dataType, symbol, from, to);
             if (daysCountToFetch > 1) {
                 // start with downloading last day of the range, validates is API key has access to the end range of requested data
                 await downloadDataSet(getDownloadOptions({
@@ -38,7 +31,7 @@ async function downloadDatasets(downloadDatasetsOptions) {
                     dataType,
                     format,
                     getFilename,
-                    date: (0, handy_1.addDays)(startDate, daysCountToFetch - 1)
+                    date: addDays(startDate, daysCountToFetch - 1)
                 }), skipIfExists);
             }
             // then download the first day of the range, validates is API key has access to the start range of requested data
@@ -53,7 +46,7 @@ async function downloadDatasets(downloadDatasetsOptions) {
                 date: startDate
             }), skipIfExists);
             // download the rest concurrently up to the CONCURRENCY_LIMIT
-            await (0, p_map_1.default)((0, handy_1.sequence)(daysCountToFetch - 1, 1), // this will produce Iterable sequence from 1 to daysCountToFetch - 1 (as we already downloaded data for the first and last day)
+            await pMap(sequence(daysCountToFetch - 1, 1), // this will produce Iterable sequence from 1 to daysCountToFetch - 1 (as we already downloaded data for the first and last day)
             (offset) => downloadDataSet(getDownloadOptions({
                 exchange,
                 symbol,
@@ -62,25 +55,25 @@ async function downloadDatasets(downloadDatasetsOptions) {
                 dataType,
                 format,
                 getFilename,
-                date: (0, handy_1.addDays)(startDate, offset)
+                date: addDays(startDate, offset)
             }), skipIfExists), { concurrency: CONCURRENCY_LIMIT });
             const elapsedSeconds = (new Date().valueOf() - startTimestamp) / 1000;
-            (0, debug_1.debug)('dataset download finished for %s %s %s from %s to %s, time: %s seconds', exchange, dataType, symbol, from, to, elapsedSeconds);
+            debug('dataset download finished for %s %s %s from %s to %s, time: %s seconds', exchange, dataType, symbol, from, to, elapsedSeconds);
         }
     }
 }
 async function downloadDataSet(downloadOptions, skipIfExists) {
-    if (skipIfExists && (0, fs_extra_1.existsSync)(downloadOptions.downloadPath)) {
-        (0, debug_1.debug)('dataset %s already exists, skipping download', downloadOptions.downloadPath);
+    if (skipIfExists && existsSync(downloadOptions.downloadPath)) {
+        debug('dataset %s already exists, skipping download', downloadOptions.downloadPath);
     }
     else {
-        return await (0, handy_1.download)(downloadOptions);
+        return await download(downloadOptions);
     }
 }
 function getDownloadOptions({ apiKey, exchange, dataType, date, symbol, format, downloadDir, getFilename }) {
     const year = date.getUTCFullYear();
-    const month = (0, handy_1.doubleDigit)(date.getUTCMonth() + 1);
-    const day = (0, handy_1.doubleDigit)(date.getUTCDate());
+    const month = doubleDigit(date.getUTCMonth() + 1);
+    const day = doubleDigit(date.getUTCDate());
     const url = `${options.datasetsEndpoint}/${exchange}/${dataType}/${year}/${month}/${day}/${encodeURIComponent(symbol)}.${format}.gz`;
     const filename = getFilename({
         dataType,
@@ -97,8 +90,8 @@ function getDownloadOptions({ apiKey, exchange, dataType, date, symbol, format,
         apiKey
     };
 }
-function sanitizeForFilename(s) {
-    return s.replace(/[\\/?*<>|"]/g, '-');
+export function sanitizeForFilename(s) {
+    return s.replace(/[:\\/?*<>|"]/g, '-');
 }
 function getFilenameDefault({ exchange, dataType, format, date, symbol }) {
     return `${exchange}_${dataType}_${date.toISOString().split('T')[0]}_${sanitizeForFilename(symbol)}.${format}.gz`;
@@ -110,8 +103,8 @@ function getDownloadDateRange({ from, to }) {
     if (!to || isNaN(Date.parse(to))) {
         throw new Error(`Invalid "to" argument: ${to}. Please provide valid date string.`);
     }
-    const toDate = (0, handy_1.parseAsUTCDate)(to);
-    const fromDate = (0, handy_1.parseAsUTCDate)(from);
+    const toDate = parseAsUTCDate(to);
+    const fromDate = parseAsUTCDate(from);
     const daysCountToFetch = Math.floor((toDate.getTime() - fromDate.getTime()) / MILLISECONDS_IN_SINGLE_DAY);
     if (daysCountToFetch < 1) {
         throw new Error(`Invalid "to" and "from" arguments combination. Please provide "to" day that is later than "from" day.`);

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package/dist/exchangedetails.d.ts

@@ -1,4 +1,4 @@
-import { Exchange, FilterForExchange } from './types';
+import { Exchange, FilterForExchange } from './types.ts';
 export declare function getExchangeDetails<T extends Exchange>(exchange: T): Promise<ExchangeDetails<T>>;
 export type SymbolType = 'spot' | 'future' | 'perpetual' | 'option' | 'combo';
 export type DatasetType = 'trades' | 'incremental_book_L2' | 'quotes' | 'derivative_ticker' | 'options_chain' | 'book_snapshot_25' | 'book_snapshot_5' | 'liquidations' | 'book_ticker';

package/dist/exchangedetails.d.ts.map

@@ -1 +1 @@
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package/dist/exchangedetails.js

@@ -1,11 +1,8 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getExchangeDetails = getExchangeDetails;
-const handy_1 = require("./handy");
-const options_1 = require("./options");
-async function getExchangeDetails(exchange) {
-    const options = (0, options_1.getOptions)();
-    const exchangeDetails = await handy_1.httpClient.get(`${options.endpoint}/exchanges/${exchange}`).json();
-    return exchangeDetails;
+import { getJSON } from "./handy.js";
+import { getOptions } from "./options.js";
+export async function getExchangeDetails(exchange) {
+    const options = getOptions();
+    const { data } = await getJSON(`${options.endpoint}/exchanges/${exchange}`);
+    return data;
 }
 //# sourceMappingURL=exchangedetails.js.map

package/dist/exchangedetails.js.map

@@ -1 +1 @@
-{"version":3,"file":"exchangedetails.js","sourceRoot":"","sources":["../src/exchangedetails.ts"],"names":[],"mappings":";;AAIA,gDAMC;AAVD,mCAAoC;AACpC,uCAAsC;AAG/B,KAAK,UAAU,kBAAkB,CAAqB,QAAW;IACtE,MAAM,OAAO,GAAG,IAAA,oBAAU,GAAE,CAAA;IAE5B,MAAM,eAAe,GAAG,MAAM,kBAAU,CAAC,GAAG,CAAC,GAAG,OAAO,CAAC,QAAQ,cAAc,QAAQ,EAAE,CAAC,CAAC,IAAI,EAAE,CAAA;IAEhG,OAAO,eAAqC,CAAA;AAC9C,CAAC"}
+{"version":3,"file":"exchangedetails.js","sourceRoot":"","sources":["../src/exchangedetails.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,YAAY,CAAA;AACpC,OAAO,EAAE,UAAU,EAAE,MAAM,cAAc,CAAA;AAGzC,MAAM,CAAC,KAAK,UAAU,kBAAkB,CAAqB,QAAW;IACtE,MAAM,OAAO,GAAG,UAAU,EAAE,CAAA;IAE5B,MAAM,EAAE,IAAI,EAAE,GAAG,MAAM,OAAO,CAAC,GAAG,OAAO,CAAC,QAAQ,cAAc,QAAQ,EAAE,CAAC,CAAA;IAE3E,OAAO,IAA0B,CAAA;AACnC,CAAC"}

package/dist/filter.d.ts

@@ -1,4 +1,4 @@
-import { NormalizedData, Disconnect, Trade } from './types';
+import { NormalizedData, Disconnect, Trade } from './types.ts';
 export declare function filter<T extends NormalizedData | Disconnect>(messages: AsyncIterableIterator<T>, filter: (message: T) => boolean): AsyncGenerator<T, void, unknown>;
 export declare function uniqueTradesOnly<T extends NormalizedData | Disconnect>({ maxWindow, onDuplicateFound, skipStaleOlderThanSeconds }?: {
     maxWindow: number;

package/dist/filter.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"filter.d.ts","sourceRoot":"","sources":["../src/filter.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,cAAc,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,YAAY,CAAA;AAG9D,wBAAuB,MAAM,CAAC,CAAC,SAAS,cAAc,GAAG,UAAU,EAAE,QAAQ,EAAE,qBAAqB,CAAC,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,OAAO,EAAE,CAAC,KAAK,OAAO,oCAMvI;AAED,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,cAAc,GAAG,UAAU,EACpE,EACE,SAAS,EACT,gBAAgB,EAChB,yBAAyB,EAC1B,GAAE;IACD,SAAS,EAAE,MAAM,CAAA;IACjB,yBAAyB,CAAC,EAAE,MAAM,CAAA;IAClC,gBAAgB,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,CAAA;CAG1C,IAMO,SAAS,CAAC,aAwCnB"}

package/dist/filter.js

@@ -1,16 +1,12 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.filter = filter;
-exports.uniqueTradesOnly = uniqueTradesOnly;
-const handy_1 = require("./handy");
-async function* filter(messages, filter) {
+import { CappedSet } from "./handy.js";
+export async function* filter(messages, filter) {
     for await (const message of messages) {
         if (filter(message)) {
             yield message;
         }
     }
 }
-function uniqueTradesOnly({ maxWindow, onDuplicateFound, skipStaleOlderThanSeconds } = {
+export function uniqueTradesOnly({ maxWindow, onDuplicateFound, skipStaleOlderThanSeconds } = {
     maxWindow: 500
 }) {
     const perSymbolQueues = {};
@@ -29,7 +25,7 @@ function uniqueTradesOnly({ maxWindow, onDuplicateFound, skipStaleOlderThanSecon
             else {
                 let alreadySeenTrades = perSymbolQueues[trade.symbol];
                 if (alreadySeenTrades === undefined) {
-                    perSymbolQueues[trade.symbol] = new handy_1.CappedSet(maxWindow);
+                    perSymbolQueues[trade.symbol] = new CappedSet(maxWindow);
                     alreadySeenTrades = perSymbolQueues[trade.symbol];
                 }
                 const isDuplicate = alreadySeenTrades.has(trade.id);

package/dist/filter.js.map

@@ -1 +1 @@
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+{"version":3,"file":"filter.js","sourceRoot":"","sources":["../src/filter.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,SAAS,EAAE,MAAM,YAAY,CAAA;AAEtC,MAAM,CAAC,KAAK,SAAS,CAAC,CAAC,MAAM,CAAwC,QAAkC,EAAE,MAA+B;IACtI,IAAI,KAAK,EAAE,MAAM,OAAO,IAAI,QAAQ,EAAE,CAAC;QACrC,IAAI,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC;YACpB,MAAM,OAAO,CAAA;QACf,CAAC;IACH,CAAC;AACH,CAAC;AAED,MAAM,UAAU,gBAAgB,CAC9B,EACE,SAAS,EACT,gBAAgB,EAChB,yBAAyB,KAKvB;IACF,SAAS,EAAE,GAAG;CACf;IAED,MAAM,eAAe,GAAG,EAEvB,CAAA;IAED,OAAO,CAAC,OAAU,EAAE,EAAE;QACpB,8CAA8C;QAC9C,IAAI,OAAO,CAAC,IAAI,KAAK,OAAO,EAAE,CAAC;YAC7B,OAAO,IAAI,CAAA;QACb,CAAC;aAAM,CAAC;YACN,MAAM,KAAK,GAAG,OAA2B,CAAA;YACzC,uDAAuD;YACvD,sBAAsB;YACtB,IAAI,KAAK,CAAC,EAAE,KAAK,SAAS,IAAI,KAAK,CAAC,MAAM,CAAC,UAAU,CAAC,GAAG,CAAC,EAAE,CAAC;gBAC3D,OAAO,IAAI,CAAA;YACb,CAAC;iBAAM,CAAC;gBACN,IAAI,iBAAiB,GAAG,eAAe,CAAC,KAAK,CAAC,MAAM,CAAC,CAAA;gBAErD,IAAI,iBAAiB,KAAK,SAAS,EAAE,CAAC;oBACpC,eAAe,CAAC,KAAK,CAAC,MAAM,CAAC,GAAG,IAAI,SAAS,CAAS,SAAS,CAAC,CAAA;oBAChE,iBAAiB,GAAG,eAAe,CAAC,KAAK,CAAC,MAAM,CAAC,CAAA;gBACnD,CAAC;gBAED,MAAM,WAAW,GAAG,iBAAiB,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAA;gBACnD,MAAM,OAAO,GACX,yBAAyB,KAAK,SAAS;oBACvC,KAAK,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,KAAK,CAAC,SAAS,CAAC,OAAO,EAAE,GAAG,yBAAyB,GAAG,IAAI,CAAA;gBAE/F,IAAI,WAAW,IAAI,OAAO,EAAE,CAAC;oBAC3B,IAAI,gBAAgB,KAAK,SAAS,EAAE,CAAC;wBACnC,gBAAgB,CAAC,KAAK,CAAC,CAAA;oBACzB,CAAC;oBACD,mFAAmF;oBACnF,iBAAiB,CAAC,MAAM,CAAC,KAAK,CAAC,EAAE,CAAC,CAAA;oBAClC,iBAAiB,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAA;oBAE/B,OAAO,KAAK,CAAA;gBACd,CAAC;qBAAM,CAAC;oBACN,iBAAiB,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAA;oBAE/B,OAAO,IAAI,CAAA;gBACb,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC,CAAA;AACH,CAAC"}

package/dist/handy.d.ts

@@ -1,6 +1,6 @@
-import { Agent } from 'https';
-import { Mapper } from './mappers';
-import { Exchange, Filter, FilterForExchange } from './types';
+import type { Agent } from 'https';
+import { Mapper } from './mappers/index.ts';
+import { Exchange, Filter, FilterForExchange } from './types.ts';
 export declare function parseAsUTCDate(val: string): Date;
 export declare function wait(delayMS: number): Promise<unknown>;
 export declare function getRandomString(): string;
@@ -28,6 +28,24 @@ export declare function batchObjects<T>(payload: T[], batchSize: number): Genera
 export declare function parseμs(dateString: string): number;
 export declare function optimizeFilters(filters: Filter<any>[]): Filter<any>[];
 export declare const httpsProxyAgent: Agent | undefined;
+type HttpRetryOptions = number | {
+    limit?: number;
+    statusCodes?: number[];
+    maxRetryAfter?: number;
+};
+type HttpRequestOptions = {
+    headers?: Record<string, string>;
+    body?: string | object;
+    timeout?: number;
+    retry?: HttpRetryOptions;
+};
+type JSONResponse<T> = {
+    data: T;
+    headers: Record<string, string>;
+    statusCode: number;
+};
+export declare function getJSON<T>(url: string, options?: HttpRequestOptions): Promise<JSONResponse<T>>;
+export declare function postJSON<T>(url: string, options?: HttpRequestOptions): Promise<JSONResponse<T>>;
 export declare function download({ apiKey, downloadPath, url, userAgent }: {
     url: string;
     downloadPath: string;
@@ -58,7 +76,7 @@ export declare function decimalPlaces(n: number): number;
 export declare function asNumberIfValid(val: string | number | undefined | null): number | undefined;
 export declare function upperCaseSymbols(symbols?: string[]): string[] | undefined;
 export declare function lowerCaseSymbols(symbols?: string[]): string[] | undefined;
-export declare const httpClient: import("got").Got;
 export declare const fromMicroSecondsToDate: (micros: number) => Date;
 export declare function onlyUnique(value: string, index: number, array: string[]): boolean;
+export {};
 //# sourceMappingURL=handy.d.ts.map

package/dist/handy.d.ts.map

@@ -1 +1 @@
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