tardis-dev 14.3.0 → 15.1.0

package/dist/worker.js

@@ -1,25 +1,20 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const debug_1 = __importDefault(require("debug"));
-const fs_extra_1 = require("fs-extra");
-const p_map_1 = __importDefault(require("p-map"));
-const worker_threads_1 = require("worker_threads");
-const handy_1 = require("./handy");
-const debug = (0, debug_1.default)('tardis-dev');
-if (worker_threads_1.isMainThread) {
+import dbg from 'debug';
+import { existsSync } from 'node:fs';
+import pMap from 'p-map';
+import { isMainThread, parentPort, workerData } from 'worker_threads';
+import { addMinutes, download, formatDateToPath, optimizeFilters, sequence, sha256, wait, cleanTempFiles } from "./handy.js";
+const debug = dbg('tardis-dev');
+if (isMainThread) {
     debug('existing, worker is not meant to run in main thread');
 }
 else {
-    worker_threads_1.parentPort.on('message', (signal) => {
+    parentPort.on('message', (signal) => {
         if (signal === "BEFORE_TERMINATE" /* WorkerSignal.BEFORE_TERMINATE */) {
-            (0, handy_1.cleanTempFiles)();
-            worker_threads_1.parentPort.postMessage("READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */);
+            cleanTempFiles();
+            parentPort.postMessage("READY_TO_TERMINATE" /* WorkerSignal.READY_TO_TERMINATE */);
         }
     });
-    getDataFeedSlices(worker_threads_1.workerData);
+    getDataFeedSlices(workerData);
 }
 process.on('unhandledRejection', (err, promise) => {
     debug('Unhandled Rejection at: %o, reason: %o', promise, err);
@@ -29,12 +24,12 @@ async function getDataFeedSlices(payload) {
     const MILLISECONDS_IN_MINUTE = 60 * 1000;
     const CONCURRENCY_LIMIT = 60;
     // deduplicate filters (if the channel was provided multiple times)
-    const filters = (0, handy_1.optimizeFilters)(payload.filters);
+    const filters = optimizeFilters(payload.filters);
     // let's calculate number of minutes between "from" and "to" dates as those will give us total number of requests or checks
     // that will have to be performed concurrently with CONCURRENCY_LIMIT
     const minutesCountToFetch = Math.floor((payload.toDate.getTime() - payload.fromDate.getTime()) / MILLISECONDS_IN_MINUTE);
     // each filter will have separate sub dir based on it's sha hash
-    const cacheDir = `${payload.cacheDir}/feeds/${payload.exchange}/${(0, handy_1.sha256)(filters)}`;
+    const cacheDir = `${payload.cacheDir}/feeds/${payload.exchange}/${sha256(filters)}`;
     const waitOffsetMS = typeof payload.waitWhenDataNotYetAvailable === 'number'
         ? payload.waitWhenDataNotYetAvailable * MILLISECONDS_IN_MINUTE
         : 30 * MILLISECONDS_IN_MINUTE;
@@ -44,13 +39,13 @@ async function getDataFeedSlices(payload) {
         if (timestampForLastAvailableData < payload.fromDate.valueOf()) {
             const initialWaitTime = payload.fromDate.valueOf() - timestampForLastAvailableData;
             if (initialWaitTime > 0) {
-                await (0, handy_1.wait)(initialWaitTime);
+                await wait(initialWaitTime);
             }
         }
         // fetch concurently any data that is already available
         timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
         const minutesCountThatAreAlreadyAvailableToFetch = Math.floor((timestampForLastAvailableData - payload.fromDate.valueOf()) / MILLISECONDS_IN_MINUTE);
-        await (0, p_map_1.default)((0, handy_1.sequence)(minutesCountThatAreAlreadyAvailableToFetch, 0), (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), {
+        await pMap(sequence(minutesCountThatAreAlreadyAvailableToFetch, 0), (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), {
             concurrency: CONCURRENCY_LIMIT
         });
         // for remaining data iterate one by one and wait as needed
@@ -59,7 +54,7 @@ async function getDataFeedSlices(payload) {
             timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
             if (timestampToFetch > timestampForLastAvailableData) {
                 const waitTime = timestampToFetch - timestampForLastAvailableData + 100;
-                await (0, handy_1.wait)(waitTime);
+                await wait(waitTime);
             }
             await getDataFeedSlice(payload, offset, filters, cacheDir);
         }
@@ -70,21 +65,21 @@ async function getDataFeedSlices(payload) {
         // fetch first slice - it will tell us if user has access to the beginning of requested date range
         await getDataFeedSlice(payload, 0, filters, cacheDir);
         // it both begining and end date of the range is accessible fetch all remaning slices concurently with CONCURRENCY_LIMIT
-        await (0, p_map_1.default)((0, handy_1.sequence)(minutesCountToFetch, 1), // this will produce Iterable sequence from 1 to minutesCountToFetch
+        await pMap(sequence(minutesCountToFetch, 1), // this will produce Iterable sequence from 1 to minutesCountToFetch
         (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), { concurrency: CONCURRENCY_LIMIT });
     }
 }
 async function getDataFeedSlice({ exchange, fromDate, endpoint, apiKey, userAgent }, offset, filters, cacheDir) {
-    const sliceTimestamp = (0, handy_1.addMinutes)(fromDate, offset);
+    const sliceTimestamp = addMinutes(fromDate, offset);
     const sliceKey = sliceTimestamp.toISOString();
-    const slicePath = `${cacheDir}/${(0, handy_1.formatDateToPath)(sliceTimestamp)}.json.gz`;
-    const isCached = (0, fs_extra_1.existsSync)(slicePath);
+    const slicePath = `${cacheDir}/${formatDateToPath(sliceTimestamp)}.json.gz`;
+    const isCached = existsSync(slicePath);
     let url = `${endpoint}/data-feeds/${exchange}?from=${fromDate.toISOString()}&offset=${offset}`;
     if (filters.length > 0) {
         url += `&filters=${encodeURIComponent(JSON.stringify(filters))}`;
     }
     if (!isCached) {
-        await (0, handy_1.download)({
+        await download({
             apiKey,
             downloadPath: slicePath,
             url,
@@ -100,6 +95,6 @@ async function getDataFeedSlice({ exchange, fromDate, endpoint, apiKey, userAgen
         sliceKey,
         slicePath
     };
-    worker_threads_1.parentPort.postMessage(message);
+    parentPort.postMessage(message);
 }
 //# sourceMappingURL=worker.js.map

package/dist/worker.js.map

@@ -1 +1 @@
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package/example.js

@@ -1,26 +1,26 @@
-const { replayNormalized, streamNormalized, normalizeTrades, compute, computeTradeBars } = require('tardis-dev')
+import { replayNormalized, streamNormalized, normalizeTrades, compute, computeTradeBars } from 'tardis-dev'
 
 const historicalMessages = replayNormalized(
   {
-    exchange: 'bitmex',
-    symbols: ['XBTUSD'],
-    from: '2019-08-01',
-    to: '2019-08-02'
+    exchange: 'binance',
+    symbols: ['btcusdt'],
+    from: '2024-03-01',
+    to: '2024-03-02'
   },
   normalizeTrades
 )
 
 const realTimeMessages = streamNormalized(
   {
-    exchange: 'bitmex',
-    symbols: ['XBTUSD']
+    exchange: 'binance',
+    symbols: ['btcusdt']
   },
   normalizeTrades
 )
 
 async function produceVolumeBasedTradeBars(messages) {
-  // aggregate by 50k contracts volume
-  const withVolumeTradeBars = compute(messages, computeTradeBars({ kind: 'volume', interval: 50 * 1000 }))
+  // aggregate by 1 BTC traded volume
+  const withVolumeTradeBars = compute(messages, computeTradeBars({ kind: 'volume', interval: 1 }))
 
   for await (const message of withVolumeTradeBars) {
     if (message.type === 'trade_bar') {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "14.3.0",
+  "version": "15.1.0",
   "engines": {
     "node": ">=24"
   },
@@ -8,12 +8,21 @@
   "main": "dist/index.js",
   "source": "src/index.ts",
   "types": "dist/index.d.ts",
+  "type": "module",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js",
+      "default": "./dist/index.js"
+    },
+    "./package.json": "./package.json"
+  },
   "repository": "tardis-dev/tardis-node",
   "homepage": "https://docs.tardis.dev/api/node-js",
   "scripts": {
-    "build": "tsc",
+    "build": "tsc -p tsconfig.json",
     "precommit": "lint-staged",
-    "test": "npm run build && jest --forceExit --runInBand",
+    "test": "npm run build && node --experimental-vm-modules ./node_modules/jest/bin/jest.js --forceExit --runInBand",
     "prepare": "npm run build",
     "format": "prettier --write .",
     "check-format": "prettier --check ."
@@ -49,32 +58,26 @@
   ],
   "license": "MPL-2.0",
   "dependencies": {
-    "@types/bintrees": "^1.0.3",
     "bintrees": "^1.0.2",
     "debug": "^4.3.3",
     "follow-redirects": "^1.15.9",
-    "fs-extra": "^10.0.0",
-    "got": "^11.8.2",
-    "https-proxy-agent": "^7.0.0",
-    "p-map": "^4.0.0",
-    "socks-proxy-agent": "^8.0.0",
+    "https-proxy-agent": "^8.0.0",
+    "p-map": "^7.0.4",
+    "socks-proxy-agent": "^9.0.0",
     "ws": "^8.18.3"
   },
   "devDependencies": {
+    "@types/bintrees": "^1.0.6",
     "@types/debug": "^4.1.7",
     "@types/follow-redirects": "^1.14.4",
-    "@types/fs-extra": "^9.0.13",
     "@types/jest": "^29.0.0",
     "@types/node": "^25.3.5",
     "@types/ws": "^8.18.1",
-    "cross-var": "^1.1.0",
-    "husky": "^7.0.4",
     "jest": "^29.0.0",
     "lint-staged": "^12.1.3",
     "prettier": "^2.5.1",
-    "source-map-support": "^0.5.21",
     "ts-jest": "^29.4.0",
-    "typescript": "^5.8.0"
+    "typescript": "^5.9.3"
   },
   "lint-staged": {
     "*.{ts}": [
@@ -83,8 +86,20 @@
     ]
   },
   "jest": {
+    "extensionsToTreatAsEsm": [
+      ".ts"
+    ],
+    "moduleNameMapper": {
+      "^(\\.{1,2}/.*)\\.js$": "$1"
+    },
     "transform": {
-      "\\.(ts|tsx)?$": "ts-jest"
+      "\\.(ts|tsx)?$": [
+        "ts-jest",
+        {
+          "useESM": true,
+          "tsconfig": "./test/tsconfig.json"
+        }
+      ]
     },
     "testEnvironment": "node",
     "setupFiles": [

package/src/apikeyaccessinfo.ts

@@ -1,20 +1,18 @@
-import { httpClient } from './handy'
-import { getOptions } from './options'
-import { Exchange } from './types'
+import { getJSON } from './handy.ts'
+import { getOptions } from './options.ts'
+import { Exchange } from './types.ts'
 
 export async function getApiKeyAccessInfo(apiKey?: string) {
   const options = getOptions()
   const apiKeyToCheck = apiKey || options.apiKey
 
-  const apiKeyAccessInfo = await httpClient
-    .get(`${options.endpoint}/api-key-info`, {
-      headers: {
-        Authorization: `Bearer ${apiKeyToCheck}`
-      }
-    })
-    .json()
+  const { data } = await getJSON<ApiKeyAccessInfo>(`${options.endpoint}/api-key-info`, {
+    headers: {
+      Authorization: `Bearer ${apiKeyToCheck}`
+    }
+  })
 
-  return apiKeyAccessInfo as ApiKeyAccessInfo
+  return data
 }
 
 export type ApiKeyAccessInfo = {

package/src/binarysplit.ts

@@ -1,4 +1,5 @@
-import { Transform, TransformCallback } from 'stream'
+import { Transform } from 'stream'
+import type { TransformCallback } from 'stream'
 
 // Inspired by https://github.com/maxogden/binary-split/blob/master/index.js
 export class BinarySplitStream extends Transform {

package/src/clearcache.ts

@@ -1,8 +1,9 @@
-import { remove, removeSync } from 'fs-extra'
-import { debug } from './debug'
-import { getOptions } from './options'
-import { Filter, Exchange } from './types'
-import { sha256, optimizeFilters, doubleDigit } from './handy'
+import { rmSync } from 'node:fs'
+import { rm } from 'node:fs/promises'
+import { debug } from './debug.ts'
+import { getOptions } from './options.ts'
+import { Filter, Exchange } from './types.ts'
+import { sha256, optimizeFilters, doubleDigit } from './handy.ts'
 
 export async function clearCache(exchange?: Exchange, filters?: Filter<any>[], year?: number, month?: number, day?: number) {
   try {
@@ -10,7 +11,7 @@ export async function clearCache(exchange?: Exchange, filters?: Filter<any>[], y
 
     debug('clearing cache dir: %s', dirToRemove)
 
-    await remove(dirToRemove)
+    await rm(dirToRemove, { force: true, recursive: true })
 
     debug('cleared cache dir: %s', dirToRemove)
   } catch (e) {
@@ -24,7 +25,7 @@ export function clearCacheSync(exchange?: Exchange, filters?: Filter<any>[], yea
 
     debug('clearing cache (sync) dir: %s', dirToRemove)
 
-    removeSync(dirToRemove)
+    rmSync(dirToRemove, { force: true, recursive: true })
 
     debug('cleared cache(sync) dir: %s', dirToRemove)
   } catch (e) {

package/src/computable/booksnapshot.ts

@@ -1,7 +1,7 @@
-import { decimalPlaces } from '../handy'
-import { OrderBook, OnLevelRemovedCB } from '../orderbook'
-import { BookChange, BookPriceLevel, BookSnapshot, Optional } from '../types'
-import { Computable } from './computable'
+import { decimalPlaces } from '../handy.ts'
+import { OrderBook, OnLevelRemovedCB } from '../orderbook.ts'
+import { BookChange, BookPriceLevel, BookSnapshot, Optional } from '../types.ts'
+import { Computable } from './computable.ts'
 
 type BookSnapshotComputableOptions = {
   name?: string

package/src/computable/computable.ts

@@ -1,4 +1,4 @@
-import { Disconnect, Exchange, NormalizedData } from '../types'
+import { Disconnect, Exchange, NormalizedData } from '../types.ts'
 
 export type Computable<T extends NormalizedData> = {
   readonly sourceDataTypes: string[]

package/src/computable/index.ts

@@ -1,3 +1,3 @@
-export * from './booksnapshot'
-export * from './computable'
-export * from './tradebar'
+export * from './booksnapshot.ts'
+export * from './computable.ts'
+export * from './tradebar.ts'

package/src/computable/tradebar.ts

@@ -1,5 +1,5 @@
-import { BookChange, NormalizedData, Trade, TradeBar, Writeable } from '../types'
-import { Computable } from './computable'
+import { BookChange, NormalizedData, Trade, TradeBar, Writeable } from '../types.ts'
+import { Computable } from './computable.ts'
 
 const DATE_MIN = new Date(-1)
 

package/src/downloaddatasets.ts

@@ -1,10 +1,10 @@
-import { existsSync } from 'fs-extra'
+import { existsSync } from 'node:fs'
 import pMap from 'p-map'
-import { debug } from './debug'
-import { DatasetType } from './exchangedetails'
-import { addDays, doubleDigit, download, parseAsUTCDate, sequence } from './handy'
-import { getOptions } from './options'
-import { Exchange } from './types'
+import { debug } from './debug.ts'
+import { DatasetType } from './exchangedetails.ts'
+import { addDays, doubleDigit, download, parseAsUTCDate, sequence } from './handy.ts'
+import { getOptions } from './options.ts'
+import { Exchange } from './types.ts'
 
 const CONCURRENCY_LIMIT = 20
 const MILLISECONDS_IN_SINGLE_DAY = 24 * 60 * 60 * 1000
@@ -140,7 +140,7 @@ function getDownloadOptions({
 type DownloadOptions = Parameters<typeof download>[0]
 
 export function sanitizeForFilename(s: string) {
-  return s.replace(/[\\/?*<>|"]/g, '-')
+  return s.replace(/[:\\/?*<>|"]/g, '-')
 }
 
 function getFilenameDefault({ exchange, dataType, format, date, symbol }: GetFilenameOptions) {

package/src/exchangedetails.ts

@@ -1,13 +1,13 @@
-import { httpClient } from './handy'
-import { getOptions } from './options'
-import { Exchange, FilterForExchange } from './types'
+import { getJSON } from './handy.ts'
+import { getOptions } from './options.ts'
+import { Exchange, FilterForExchange } from './types.ts'
 
 export async function getExchangeDetails<T extends Exchange>(exchange: T) {
   const options = getOptions()
 
-  const exchangeDetails = await httpClient.get(`${options.endpoint}/exchanges/${exchange}`).json()
+  const { data } = await getJSON(`${options.endpoint}/exchanges/${exchange}`)
 
-  return exchangeDetails as ExchangeDetails<T>
+  return data as ExchangeDetails<T>
 }
 
 export type SymbolType = 'spot' | 'future' | 'perpetual' | 'option' | 'combo'

package/src/filter.ts

@@ -1,5 +1,5 @@
-import { NormalizedData, Disconnect, Trade } from './types'
-import { CappedSet } from './handy'
+import { NormalizedData, Disconnect, Trade } from './types.ts'
+import { CappedSet } from './handy.ts'
 
 export async function* filter<T extends NormalizedData | Disconnect>(messages: AsyncIterableIterator<T>, filter: (message: T) => boolean) {
   for await (const message of messages) {