tardis-dev 14.3.0 → 15.1.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +31 -31
- package/dist/apikeyaccessinfo.d.ts +1 -1
- package/dist/apikeyaccessinfo.d.ts.map +1 -1
- package/dist/apikeyaccessinfo.js +7 -12
- package/dist/apikeyaccessinfo.js.map +1 -1
- package/dist/binarysplit.d.ts +2 -1
- package/dist/binarysplit.d.ts.map +1 -1
- package/dist/binarysplit.js +2 -6
- package/dist/binarysplit.js.map +1 -1
- package/dist/clearcache.d.ts +1 -1
- package/dist/clearcache.d.ts.map +1 -1
- package/dist/clearcache.js +19 -22
- package/dist/clearcache.js.map +1 -1
- package/dist/combine.js +5 -8
- package/dist/combine.js.map +1 -1
- package/dist/computable/booksnapshot.d.ts +3 -3
- package/dist/computable/booksnapshot.d.ts.map +1 -1
- package/dist/computable/booksnapshot.js +5 -9
- package/dist/computable/booksnapshot.js.map +1 -1
- package/dist/computable/computable.d.ts +1 -1
- package/dist/computable/computable.d.ts.map +1 -1
- package/dist/computable/computable.js +1 -4
- package/dist/computable/computable.js.map +1 -1
- package/dist/computable/index.d.ts +3 -3
- package/dist/computable/index.d.ts.map +1 -1
- package/dist/computable/index.js +3 -19
- package/dist/computable/index.js.map +1 -1
- package/dist/computable/tradebar.d.ts +2 -2
- package/dist/computable/tradebar.d.ts.map +1 -1
- package/dist/computable/tradebar.js +1 -5
- package/dist/computable/tradebar.js.map +1 -1
- package/dist/consts.js +2 -5
- package/dist/consts.js.map +1 -1
- package/dist/debug.js +2 -8
- package/dist/debug.js.map +1 -1
- package/dist/downloaddatasets.d.ts +2 -2
- package/dist/downloaddatasets.d.ts.map +1 -1
- package/dist/downloaddatasets.js +21 -28
- package/dist/downloaddatasets.js.map +1 -1
- package/dist/exchangedetails.d.ts +1 -1
- package/dist/exchangedetails.d.ts.map +1 -1
- package/dist/exchangedetails.js +6 -9
- package/dist/exchangedetails.js.map +1 -1
- package/dist/filter.d.ts +1 -1
- package/dist/filter.d.ts.map +1 -1
- package/dist/filter.js +4 -8
- package/dist/filter.js.map +1 -1
- package/dist/handy.d.ts +22 -4
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +257 -130
- package/dist/handy.js.map +1 -1
- package/dist/index.d.ts +16 -16
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +16 -34
- package/dist/index.js.map +1 -1
- package/dist/instrumentinfo.d.ts +2 -2
- package/dist/instrumentinfo.d.ts.map +1 -1
- package/dist/instrumentinfo.js +7 -11
- package/dist/instrumentinfo.js.map +1 -1
- package/dist/mappers/ascendex.d.ts +2 -2
- package/dist/mappers/ascendex.d.ts.map +1 -1
- package/dist/mappers/ascendex.js +11 -18
- package/dist/mappers/ascendex.js.map +1 -1
- package/dist/mappers/binance.d.ts +3 -3
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +26 -35
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/binancedex.d.ts +2 -2
- package/dist/mappers/binancedex.d.ts.map +1 -1
- package/dist/mappers/binancedex.js +7 -10
- package/dist/mappers/binancedex.js.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.d.ts +2 -2
- package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.js +40 -50
- package/dist/mappers/binanceeuropeanoptions.js.map +1 -1
- package/dist/mappers/bitfinex.d.ts +2 -2
- package/dist/mappers/bitfinex.d.ts.map +1 -1
- package/dist/mappers/bitfinex.js +12 -20
- package/dist/mappers/bitfinex.js.map +1 -1
- package/dist/mappers/bitflyer.d.ts +2 -2
- package/dist/mappers/bitflyer.d.ts.map +1 -1
- package/dist/mappers/bitflyer.js +9 -13
- package/dist/mappers/bitflyer.js.map +1 -1
- package/dist/mappers/bitget.d.ts +2 -2
- package/dist/mappers/bitget.d.ts.map +1 -1
- package/dist/mappers/bitget.js +10 -17
- package/dist/mappers/bitget.js.map +1 -1
- package/dist/mappers/bitmex.d.ts +2 -2
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitmex.js +17 -22
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/bitnomial.d.ts +2 -2
- package/dist/mappers/bitnomial.d.ts.map +1 -1
- package/dist/mappers/bitnomial.js +7 -11
- package/dist/mappers/bitnomial.js.map +1 -1
- package/dist/mappers/bitstamp.d.ts +2 -2
- package/dist/mappers/bitstamp.d.ts.map +1 -1
- package/dist/mappers/bitstamp.js +5 -9
- package/dist/mappers/bitstamp.js.map +1 -1
- package/dist/mappers/blockchaincom.d.ts +2 -2
- package/dist/mappers/blockchaincom.d.ts.map +1 -1
- package/dist/mappers/blockchaincom.js +5 -10
- package/dist/mappers/blockchaincom.js.map +1 -1
- package/dist/mappers/bybit.d.ts +2 -2
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybit.js +41 -55
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/bybitspot.d.ts +2 -2
- package/dist/mappers/bybitspot.d.ts.map +1 -1
- package/dist/mappers/bybitspot.js +7 -13
- package/dist/mappers/bybitspot.js.map +1 -1
- package/dist/mappers/coinbase.d.ts +2 -2
- package/dist/mappers/coinbase.d.ts.map +1 -1
- package/dist/mappers/coinbase.js +11 -15
- package/dist/mappers/coinbase.js.map +1 -1
- package/dist/mappers/coinbaseinternational.d.ts +2 -2
- package/dist/mappers/coinbaseinternational.d.ts.map +1 -1
- package/dist/mappers/coinbaseinternational.js +12 -17
- package/dist/mappers/coinbaseinternational.js.map +1 -1
- package/dist/mappers/coinflex.d.ts +2 -2
- package/dist/mappers/coinflex.d.ts.map +1 -1
- package/dist/mappers/coinflex.js +9 -13
- package/dist/mappers/coinflex.js.map +1 -1
- package/dist/mappers/cryptocom.d.ts +2 -2
- package/dist/mappers/cryptocom.d.ts.map +1 -1
- package/dist/mappers/cryptocom.js +11 -18
- package/dist/mappers/cryptocom.js.map +1 -1
- package/dist/mappers/cryptofacilities.d.ts +2 -2
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.js +13 -17
- package/dist/mappers/cryptofacilities.js.map +1 -1
- package/dist/mappers/delta.d.ts +2 -2
- package/dist/mappers/delta.d.ts.map +1 -1
- package/dist/mappers/delta.js +17 -24
- package/dist/mappers/delta.js.map +1 -1
- package/dist/mappers/deribit.d.ts +2 -2
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/deribit.js +20 -25
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/mappers/dydx.d.ts +2 -2
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/dydx.js +9 -15
- package/dist/mappers/dydx.js.map +1 -1
- package/dist/mappers/dydxv4.d.ts +2 -2
- package/dist/mappers/dydxv4.d.ts.map +1 -1
- package/dist/mappers/dydxv4.js +11 -18
- package/dist/mappers/dydxv4.js.map +1 -1
- package/dist/mappers/ftx.d.ts +2 -2
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/ftx.js +22 -31
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/gateio.d.ts +3 -3
- package/dist/mappers/gateio.d.ts.map +1 -1
- package/dist/mappers/gateio.js +17 -26
- package/dist/mappers/gateio.js.map +1 -1
- package/dist/mappers/gateiofutures.d.ts +2 -2
- package/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.js +11 -18
- package/dist/mappers/gateiofutures.js.map +1 -1
- package/dist/mappers/gemini.d.ts +2 -2
- package/dist/mappers/gemini.d.ts.map +1 -1
- package/dist/mappers/gemini.js +5 -8
- package/dist/mappers/gemini.js.map +1 -1
- package/dist/mappers/hitbtc.d.ts +2 -2
- package/dist/mappers/hitbtc.d.ts.map +1 -1
- package/dist/mappers/hitbtc.js +5 -8
- package/dist/mappers/hitbtc.js.map +1 -1
- package/dist/mappers/huobi.d.ts +4 -4
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +32 -42
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/hyperliquid.d.ts +2 -2
- package/dist/mappers/hyperliquid.d.ts.map +1 -1
- package/dist/mappers/hyperliquid.js +6 -13
- package/dist/mappers/hyperliquid.js.map +1 -1
- package/dist/mappers/index.d.ts +38 -38
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +273 -296
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kraken.d.ts +2 -2
- package/dist/mappers/kraken.d.ts.map +1 -1
- package/dist/mappers/kraken.js +11 -14
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/kucoin.d.ts +3 -3
- package/dist/mappers/kucoin.d.ts.map +1 -1
- package/dist/mappers/kucoin.js +10 -16
- package/dist/mappers/kucoin.js.map +1 -1
- package/dist/mappers/kucoinfutures.d.ts +3 -3
- package/dist/mappers/kucoinfutures.d.ts.map +1 -1
- package/dist/mappers/kucoinfutures.js +15 -22
- package/dist/mappers/kucoinfutures.js.map +1 -1
- package/dist/mappers/mapper.d.ts +1 -1
- package/dist/mappers/mapper.d.ts.map +1 -1
- package/dist/mappers/mapper.js +1 -5
- package/dist/mappers/mapper.js.map +1 -1
- package/dist/mappers/okex.d.ts +2 -2
- package/dist/mappers/okex.d.ts.map +1 -1
- package/dist/mappers/okex.js +65 -80
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/okexspreads.d.ts +2 -2
- package/dist/mappers/okexspreads.d.ts.map +1 -1
- package/dist/mappers/okexspreads.js +7 -13
- package/dist/mappers/okexspreads.js.map +1 -1
- package/dist/mappers/phemex.d.ts +2 -2
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js +5 -9
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/mappers/poloniex.d.ts +2 -2
- package/dist/mappers/poloniex.d.ts.map +1 -1
- package/dist/mappers/poloniex.js +9 -16
- package/dist/mappers/poloniex.js.map +1 -1
- package/dist/mappers/serum.d.ts +2 -2
- package/dist/mappers/serum.d.ts.map +1 -1
- package/dist/mappers/serum.js +11 -17
- package/dist/mappers/serum.js.map +1 -1
- package/dist/mappers/upbit.d.ts +2 -2
- package/dist/mappers/upbit.d.ts.map +1 -1
- package/dist/mappers/upbit.js +7 -12
- package/dist/mappers/upbit.js.map +1 -1
- package/dist/mappers/woox.d.ts +2 -2
- package/dist/mappers/woox.d.ts.map +1 -1
- package/dist/mappers/woox.js +11 -17
- package/dist/mappers/woox.js.map +1 -1
- package/dist/options.d.ts.map +1 -1
- package/dist/options.js +9 -14
- package/dist/options.js.map +1 -1
- package/dist/orderbook.d.ts +1 -1
- package/dist/orderbook.d.ts.map +1 -1
- package/dist/orderbook.js +4 -8
- package/dist/orderbook.js.map +1 -1
- package/dist/realtimefeeds/ascendex.d.ts +2 -2
- package/dist/realtimefeeds/ascendex.d.ts.map +1 -1
- package/dist/realtimefeeds/ascendex.js +5 -9
- package/dist/realtimefeeds/ascendex.js.map +1 -1
- package/dist/realtimefeeds/binance.d.ts +2 -2
- package/dist/realtimefeeds/binance.d.ts.map +1 -1
- package/dist/realtimefeeds/binance.js +23 -32
- package/dist/realtimefeeds/binance.js.map +1 -1
- package/dist/realtimefeeds/binancedex.d.ts +2 -2
- package/dist/realtimefeeds/binancedex.d.ts.map +1 -1
- package/dist/realtimefeeds/binancedex.js +5 -9
- package/dist/realtimefeeds/binancedex.js.map +1 -1
- package/dist/realtimefeeds/binanceeuropeanoptions.d.ts +2 -2
- package/dist/realtimefeeds/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/realtimefeeds/binanceeuropeanoptions.js +5 -9
- package/dist/realtimefeeds/binanceeuropeanoptions.js.map +1 -1
- package/dist/realtimefeeds/bitfinex.d.ts +2 -2
- package/dist/realtimefeeds/bitfinex.d.ts.map +1 -1
- package/dist/realtimefeeds/bitfinex.js +2 -6
- package/dist/realtimefeeds/bitfinex.js.map +1 -1
- package/dist/realtimefeeds/bitflyer.d.ts +2 -2
- package/dist/realtimefeeds/bitflyer.d.ts.map +1 -1
- package/dist/realtimefeeds/bitflyer.js +2 -6
- package/dist/realtimefeeds/bitflyer.js.map +1 -1
- package/dist/realtimefeeds/bitget.d.ts +2 -2
- package/dist/realtimefeeds/bitget.d.ts.map +1 -1
- package/dist/realtimefeeds/bitget.js +6 -11
- package/dist/realtimefeeds/bitget.js.map +1 -1
- package/dist/realtimefeeds/bitmex.d.ts +2 -2
- package/dist/realtimefeeds/bitmex.d.ts.map +1 -1
- package/dist/realtimefeeds/bitmex.js +4 -8
- package/dist/realtimefeeds/bitmex.js.map +1 -1
- package/dist/realtimefeeds/bitnomial.d.ts +2 -2
- package/dist/realtimefeeds/bitnomial.d.ts.map +1 -1
- package/dist/realtimefeeds/bitnomial.js +2 -6
- package/dist/realtimefeeds/bitnomial.js.map +1 -1
- package/dist/realtimefeeds/bitstamp.d.ts +2 -2
- package/dist/realtimefeeds/bitstamp.d.ts.map +1 -1
- package/dist/realtimefeeds/bitstamp.js +5 -9
- package/dist/realtimefeeds/bitstamp.js.map +1 -1
- package/dist/realtimefeeds/blockchaincom.d.ts +2 -2
- package/dist/realtimefeeds/blockchaincom.d.ts.map +1 -1
- package/dist/realtimefeeds/blockchaincom.js +4 -8
- package/dist/realtimefeeds/blockchaincom.js.map +1 -1
- package/dist/realtimefeeds/bybit.d.ts +2 -2
- package/dist/realtimefeeds/bybit.d.ts.map +1 -1
- package/dist/realtimefeeds/bybit.js +8 -14
- package/dist/realtimefeeds/bybit.js.map +1 -1
- package/dist/realtimefeeds/coinbase.d.ts +2 -2
- package/dist/realtimefeeds/coinbase.d.ts.map +1 -1
- package/dist/realtimefeeds/coinbase.js +4 -11
- package/dist/realtimefeeds/coinbase.js.map +1 -1
- package/dist/realtimefeeds/coinbaseinternational.d.ts +2 -2
- package/dist/realtimefeeds/coinbaseinternational.d.ts.map +1 -1
- package/dist/realtimefeeds/coinbaseinternational.js +4 -11
- package/dist/realtimefeeds/coinbaseinternational.js.map +1 -1
- package/dist/realtimefeeds/coinflex.d.ts +2 -2
- package/dist/realtimefeeds/coinflex.d.ts.map +1 -1
- package/dist/realtimefeeds/coinflex.js +2 -6
- package/dist/realtimefeeds/coinflex.js.map +1 -1
- package/dist/realtimefeeds/cryptocom.d.ts +2 -2
- package/dist/realtimefeeds/cryptocom.d.ts.map +1 -1
- package/dist/realtimefeeds/cryptocom.js +2 -6
- package/dist/realtimefeeds/cryptocom.js.map +1 -1
- package/dist/realtimefeeds/cryptofacilities.d.ts +2 -2
- package/dist/realtimefeeds/cryptofacilities.d.ts.map +1 -1
- package/dist/realtimefeeds/cryptofacilities.js +2 -6
- package/dist/realtimefeeds/cryptofacilities.js.map +1 -1
- package/dist/realtimefeeds/delta.d.ts +2 -2
- package/dist/realtimefeeds/delta.d.ts.map +1 -1
- package/dist/realtimefeeds/delta.js +2 -6
- package/dist/realtimefeeds/delta.js.map +1 -1
- package/dist/realtimefeeds/deribit.d.ts +2 -2
- package/dist/realtimefeeds/deribit.d.ts.map +1 -1
- package/dist/realtimefeeds/deribit.js +4 -8
- package/dist/realtimefeeds/deribit.js.map +1 -1
- package/dist/realtimefeeds/dydx.d.ts +2 -2
- package/dist/realtimefeeds/dydx.d.ts.map +1 -1
- package/dist/realtimefeeds/dydx.js +2 -6
- package/dist/realtimefeeds/dydx.js.map +1 -1
- package/dist/realtimefeeds/dydx_v4.d.ts +2 -2
- package/dist/realtimefeeds/dydx_v4.d.ts.map +1 -1
- package/dist/realtimefeeds/dydx_v4.js +2 -6
- package/dist/realtimefeeds/dydx_v4.js.map +1 -1
- package/dist/realtimefeeds/ftx.d.ts +2 -2
- package/dist/realtimefeeds/ftx.d.ts.map +1 -1
- package/dist/realtimefeeds/ftx.js +13 -18
- package/dist/realtimefeeds/ftx.js.map +1 -1
- package/dist/realtimefeeds/gateio.d.ts +2 -2
- package/dist/realtimefeeds/gateio.d.ts.map +1 -1
- package/dist/realtimefeeds/gateio.js +2 -6
- package/dist/realtimefeeds/gateio.js.map +1 -1
- package/dist/realtimefeeds/gateiofutures.d.ts +2 -2
- package/dist/realtimefeeds/gateiofutures.d.ts.map +1 -1
- package/dist/realtimefeeds/gateiofutures.js +3 -7
- package/dist/realtimefeeds/gateiofutures.js.map +1 -1
- package/dist/realtimefeeds/gemini.d.ts +2 -2
- package/dist/realtimefeeds/gemini.d.ts.map +1 -1
- package/dist/realtimefeeds/gemini.js +2 -6
- package/dist/realtimefeeds/gemini.js.map +1 -1
- package/dist/realtimefeeds/hitbtc.d.ts +2 -2
- package/dist/realtimefeeds/hitbtc.d.ts.map +1 -1
- package/dist/realtimefeeds/hitbtc.js +2 -6
- package/dist/realtimefeeds/hitbtc.js.map +1 -1
- package/dist/realtimefeeds/huobi.d.ts +2 -2
- package/dist/realtimefeeds/huobi.d.ts.map +1 -1
- package/dist/realtimefeeds/huobi.js +36 -44
- package/dist/realtimefeeds/huobi.js.map +1 -1
- package/dist/realtimefeeds/hyperliquid.d.ts +2 -2
- package/dist/realtimefeeds/hyperliquid.d.ts.map +1 -1
- package/dist/realtimefeeds/hyperliquid.js +2 -6
- package/dist/realtimefeeds/hyperliquid.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts +4 -4
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +101 -120
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/kraken.d.ts +2 -2
- package/dist/realtimefeeds/kraken.d.ts.map +1 -1
- package/dist/realtimefeeds/kraken.js +2 -6
- package/dist/realtimefeeds/kraken.js.map +1 -1
- package/dist/realtimefeeds/kucoin.d.ts +2 -2
- package/dist/realtimefeeds/kucoin.d.ts.map +1 -1
- package/dist/realtimefeeds/kucoin.js +10 -14
- package/dist/realtimefeeds/kucoin.js.map +1 -1
- package/dist/realtimefeeds/kucoinfutures.d.ts +2 -2
- package/dist/realtimefeeds/kucoinfutures.d.ts.map +1 -1
- package/dist/realtimefeeds/kucoinfutures.js +12 -19
- package/dist/realtimefeeds/kucoinfutures.js.map +1 -1
- package/dist/realtimefeeds/mango.d.ts +1 -1
- package/dist/realtimefeeds/mango.d.ts.map +1 -1
- package/dist/realtimefeeds/mango.js +2 -6
- package/dist/realtimefeeds/mango.js.map +1 -1
- package/dist/realtimefeeds/okex.d.ts +2 -2
- package/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/dist/realtimefeeds/okex.js +9 -18
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/dist/realtimefeeds/okexspreads.d.ts +2 -2
- package/dist/realtimefeeds/okexspreads.d.ts.map +1 -1
- package/dist/realtimefeeds/okexspreads.js +6 -13
- package/dist/realtimefeeds/okexspreads.js.map +1 -1
- package/dist/realtimefeeds/phemex.d.ts +2 -2
- package/dist/realtimefeeds/phemex.d.ts.map +1 -1
- package/dist/realtimefeeds/phemex.js +2 -6
- package/dist/realtimefeeds/phemex.js.map +1 -1
- package/dist/realtimefeeds/poloniex.d.ts +2 -2
- package/dist/realtimefeeds/poloniex.d.ts.map +1 -1
- package/dist/realtimefeeds/poloniex.js +2 -6
- package/dist/realtimefeeds/poloniex.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +29 -38
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/dist/realtimefeeds/serum.d.ts +2 -2
- package/dist/realtimefeeds/serum.d.ts.map +1 -1
- package/dist/realtimefeeds/serum.js +2 -6
- package/dist/realtimefeeds/serum.js.map +1 -1
- package/dist/realtimefeeds/staratlas.d.ts +1 -1
- package/dist/realtimefeeds/staratlas.d.ts.map +1 -1
- package/dist/realtimefeeds/staratlas.js +2 -6
- package/dist/realtimefeeds/staratlas.js.map +1 -1
- package/dist/realtimefeeds/upbit.d.ts +2 -2
- package/dist/realtimefeeds/upbit.d.ts.map +1 -1
- package/dist/realtimefeeds/upbit.js +2 -6
- package/dist/realtimefeeds/upbit.js.map +1 -1
- package/dist/realtimefeeds/woox.d.ts +2 -2
- package/dist/realtimefeeds/woox.d.ts.map +1 -1
- package/dist/realtimefeeds/woox.js +5 -9
- package/dist/realtimefeeds/woox.js.map +1 -1
- package/dist/replay.d.ts +2 -2
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +53 -60
- package/dist/replay.js.map +1 -1
- package/dist/stream.d.ts +2 -2
- package/dist/stream.d.ts.map +1 -1
- package/dist/stream.js +9 -13
- package/dist/stream.js.map +1 -1
- package/dist/types.d.ts +1 -1
- package/dist/types.d.ts.map +1 -1
- package/dist/types.js +1 -2
- package/dist/worker.d.ts +1 -1
- package/dist/worker.d.ts.map +1 -1
- package/dist/worker.js +22 -27
- package/dist/worker.js.map +1 -1
- package/example.js +9 -9
- package/package.json +30 -15
- package/src/apikeyaccessinfo.ts +9 -11
- package/src/binarysplit.ts +2 -1
- package/src/clearcache.ts +8 -7
- package/src/computable/booksnapshot.ts +4 -4
- package/src/computable/computable.ts +1 -1
- package/src/computable/index.ts +3 -3
- package/src/computable/tradebar.ts +2 -2
- package/src/downloaddatasets.ts +7 -7
- package/src/exchangedetails.ts +5 -5
- package/src/filter.ts +2 -2
- package/src/handy.ts +286 -23
- package/src/index.ts +16 -16
- package/src/instrumentinfo.ts +9 -9
- package/src/mappers/ascendex.ts +3 -3
- package/src/mappers/binance.ts +4 -4
- package/src/mappers/binancedex.ts +3 -3
- package/src/mappers/binanceeuropeanoptions.ts +3 -3
- package/src/mappers/bitfinex.ts +3 -3
- package/src/mappers/bitflyer.ts +3 -3
- package/src/mappers/bitget.ts +3 -3
- package/src/mappers/bitmex.ts +3 -3
- package/src/mappers/bitnomial.ts +3 -3
- package/src/mappers/bitstamp.ts +3 -3
- package/src/mappers/blockchaincom.ts +3 -3
- package/src/mappers/bybit.ts +3 -3
- package/src/mappers/bybitspot.ts +3 -3
- package/src/mappers/coinbase.ts +3 -3
- package/src/mappers/coinbaseinternational.ts +3 -3
- package/src/mappers/coinflex.ts +3 -3
- package/src/mappers/cryptocom.ts +3 -3
- package/src/mappers/cryptofacilities.ts +3 -3
- package/src/mappers/delta.ts +3 -3
- package/src/mappers/deribit.ts +3 -3
- package/src/mappers/dydx.ts +3 -3
- package/src/mappers/dydxv4.ts +3 -3
- package/src/mappers/ftx.ts +3 -3
- package/src/mappers/gateio.ts +4 -4
- package/src/mappers/gateiofutures.ts +3 -3
- package/src/mappers/gemini.ts +3 -3
- package/src/mappers/hitbtc.ts +3 -3
- package/src/mappers/huobi.ts +3 -3
- package/src/mappers/hyperliquid.ts +2 -2
- package/src/mappers/index.ts +49 -44
- package/src/mappers/kraken.ts +3 -3
- package/src/mappers/kucoin.ts +4 -4
- package/src/mappers/kucoinfutures.ts +4 -4
- package/src/mappers/mapper.ts +1 -1
- package/src/mappers/okex.ts +3 -3
- package/src/mappers/okexspreads.ts +3 -3
- package/src/mappers/phemex.ts +2 -2
- package/src/mappers/poloniex.ts +3 -3
- package/src/mappers/serum.ts +3 -3
- package/src/mappers/upbit.ts +3 -3
- package/src/mappers/woox.ts +3 -3
- package/src/options.ts +5 -2
- package/src/orderbook.ts +3 -2
- package/src/realtimefeeds/ascendex.ts +3 -3
- package/src/realtimefeeds/binance.ts +15 -19
- package/src/realtimefeeds/binancedex.ts +5 -5
- package/src/realtimefeeds/binanceeuropeanoptions.ts +3 -3
- package/src/realtimefeeds/bitfinex.ts +2 -2
- package/src/realtimefeeds/bitflyer.ts +2 -2
- package/src/realtimefeeds/bitget.ts +3 -3
- package/src/realtimefeeds/bitmex.ts +3 -3
- package/src/realtimefeeds/bitnomial.ts +2 -2
- package/src/realtimefeeds/bitstamp.ts +5 -5
- package/src/realtimefeeds/blockchaincom.ts +3 -3
- package/src/realtimefeeds/bybit.ts +3 -3
- package/src/realtimefeeds/coinbase.ts +2 -2
- package/src/realtimefeeds/coinbaseinternational.ts +2 -2
- package/src/realtimefeeds/coinflex.ts +2 -2
- package/src/realtimefeeds/cryptocom.ts +2 -2
- package/src/realtimefeeds/cryptofacilities.ts +2 -2
- package/src/realtimefeeds/delta.ts +2 -2
- package/src/realtimefeeds/deribit.ts +3 -3
- package/src/realtimefeeds/dydx.ts +2 -2
- package/src/realtimefeeds/dydx_v4.ts +2 -2
- package/src/realtimefeeds/ftx.ts +8 -8
- package/src/realtimefeeds/gateio.ts +2 -3
- package/src/realtimefeeds/gateiofutures.ts +2 -2
- package/src/realtimefeeds/gemini.ts +2 -2
- package/src/realtimefeeds/hitbtc.ts +2 -2
- package/src/realtimefeeds/huobi.ts +18 -18
- package/src/realtimefeeds/hyperliquid.ts +2 -2
- package/src/realtimefeeds/index.ts +43 -43
- package/src/realtimefeeds/kraken.ts +2 -2
- package/src/realtimefeeds/kucoin.ts +9 -9
- package/src/realtimefeeds/kucoinfutures.ts +9 -11
- package/src/realtimefeeds/mango.ts +1 -1
- package/src/realtimefeeds/okex.ts +3 -3
- package/src/realtimefeeds/okexspreads.ts +3 -3
- package/src/realtimefeeds/phemex.ts +2 -2
- package/src/realtimefeeds/poloniex.ts +2 -2
- package/src/realtimefeeds/realtimefeed.ts +6 -6
- package/src/realtimefeeds/serum.ts +2 -2
- package/src/realtimefeeds/staratlas.ts +1 -1
- package/src/realtimefeeds/upbit.ts +2 -2
- package/src/realtimefeeds/woox.ts +3 -3
- package/src/replay.ts +14 -14
- package/src/stream.ts +5 -5
- package/src/types.ts +1 -1
- package/src/worker.ts +3 -4
package/dist/mappers/delta.js
CHANGED
|
@@ -1,9 +1,6 @@
|
|
|
1
|
-
|
|
2
|
-
|
|
3
|
-
|
|
4
|
-
const handy_1 = require("../handy");
|
|
5
|
-
const mapper_1 = require("./mapper");
|
|
6
|
-
class DeltaTradesMapper {
|
|
1
|
+
import { fromMicroSecondsToDate, upperCaseSymbols } from "../handy.js";
|
|
2
|
+
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
export class DeltaTradesMapper {
|
|
7
4
|
_useV2Channels;
|
|
8
5
|
constructor(_useV2Channels) {
|
|
9
6
|
this._useV2Channels = _useV2Channels;
|
|
@@ -12,7 +9,7 @@ class DeltaTradesMapper {
|
|
|
12
9
|
return message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade');
|
|
13
10
|
}
|
|
14
11
|
getFilters(symbols) {
|
|
15
|
-
symbols =
|
|
12
|
+
symbols = upperCaseSymbols(symbols);
|
|
16
13
|
return [
|
|
17
14
|
{
|
|
18
15
|
channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
|
|
@@ -29,12 +26,11 @@ class DeltaTradesMapper {
|
|
|
29
26
|
price: Number(message.price),
|
|
30
27
|
amount: Number(message.size),
|
|
31
28
|
side: message.buyer_role === 'taker' ? 'buy' : 'sell',
|
|
32
|
-
timestamp:
|
|
29
|
+
timestamp: fromMicroSecondsToDate(message.timestamp),
|
|
33
30
|
localTimestamp: localTimestamp
|
|
34
31
|
};
|
|
35
32
|
}
|
|
36
33
|
}
|
|
37
|
-
exports.DeltaTradesMapper = DeltaTradesMapper;
|
|
38
34
|
const mapBookLevel = (level) => {
|
|
39
35
|
return {
|
|
40
36
|
price: Number(level.limit_price),
|
|
@@ -47,7 +43,7 @@ const mapL2Level = (level) => {
|
|
|
47
43
|
amount: Number(level[1])
|
|
48
44
|
};
|
|
49
45
|
};
|
|
50
|
-
class DeltaBookChangeMapper {
|
|
46
|
+
export class DeltaBookChangeMapper {
|
|
51
47
|
_useL2UpdatesChannel;
|
|
52
48
|
constructor(_useL2UpdatesChannel) {
|
|
53
49
|
this._useL2UpdatesChannel = _useL2UpdatesChannel;
|
|
@@ -59,7 +55,7 @@ class DeltaBookChangeMapper {
|
|
|
59
55
|
return message.type === 'l2_orderbook';
|
|
60
56
|
}
|
|
61
57
|
getFilters(symbols) {
|
|
62
|
-
symbols =
|
|
58
|
+
symbols = upperCaseSymbols(symbols);
|
|
63
59
|
if (this._useL2UpdatesChannel) {
|
|
64
60
|
return [
|
|
65
61
|
{
|
|
@@ -84,7 +80,7 @@ class DeltaBookChangeMapper {
|
|
|
84
80
|
isSnapshot: message.action === 'snapshot',
|
|
85
81
|
bids: message.bids !== undefined ? message.bids.map(mapL2Level) : [],
|
|
86
82
|
asks: message.asks !== undefined ? message.asks.map(mapL2Level) : [],
|
|
87
|
-
timestamp: message.timestamp !== undefined ?
|
|
83
|
+
timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
|
|
88
84
|
localTimestamp
|
|
89
85
|
};
|
|
90
86
|
}
|
|
@@ -99,26 +95,25 @@ class DeltaBookChangeMapper {
|
|
|
99
95
|
isSnapshot: true,
|
|
100
96
|
bids: message.buy !== undefined ? message.buy.map(mapBookLevel) : [],
|
|
101
97
|
asks: message.sell !== undefined ? message.sell.map(mapBookLevel) : [],
|
|
102
|
-
timestamp: message.timestamp !== undefined ?
|
|
98
|
+
timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
|
|
103
99
|
localTimestamp
|
|
104
100
|
};
|
|
105
101
|
}
|
|
106
102
|
}
|
|
107
103
|
}
|
|
108
|
-
|
|
109
|
-
class DeltaDerivativeTickerMapper {
|
|
104
|
+
export class DeltaDerivativeTickerMapper {
|
|
110
105
|
_useV2Channels;
|
|
111
106
|
constructor(_useV2Channels) {
|
|
112
107
|
this._useV2Channels = _useV2Channels;
|
|
113
108
|
}
|
|
114
|
-
pendingTickerInfoHelper = new
|
|
109
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
115
110
|
canHandle(message) {
|
|
116
111
|
return (message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade') ||
|
|
117
112
|
message.type === 'funding_rate' ||
|
|
118
113
|
message.type === 'mark_price');
|
|
119
114
|
}
|
|
120
115
|
getFilters(symbols) {
|
|
121
|
-
symbols =
|
|
116
|
+
symbols = upperCaseSymbols(symbols);
|
|
122
117
|
return [
|
|
123
118
|
{
|
|
124
119
|
channel: this._useV2Channels ? 'all_trades' : 'recent_trade',
|
|
@@ -150,22 +145,21 @@ class DeltaDerivativeTickerMapper {
|
|
|
150
145
|
pendingTickerInfo.updatePredictedFundingRate(Number(message.predicted_funding_rate));
|
|
151
146
|
}
|
|
152
147
|
if (message.next_funding_realization !== undefined) {
|
|
153
|
-
pendingTickerInfo.updateFundingTimestamp(
|
|
148
|
+
pendingTickerInfo.updateFundingTimestamp(fromMicroSecondsToDate(message.next_funding_realization));
|
|
154
149
|
}
|
|
155
150
|
}
|
|
156
|
-
pendingTickerInfo.updateTimestamp(
|
|
151
|
+
pendingTickerInfo.updateTimestamp(fromMicroSecondsToDate(message.timestamp));
|
|
157
152
|
if (pendingTickerInfo.hasChanged()) {
|
|
158
153
|
yield pendingTickerInfo.getSnapshot(localTimestamp);
|
|
159
154
|
}
|
|
160
155
|
}
|
|
161
156
|
}
|
|
162
|
-
|
|
163
|
-
class DeltaBookTickerMapper {
|
|
157
|
+
export class DeltaBookTickerMapper {
|
|
164
158
|
canHandle(message) {
|
|
165
159
|
return message.type === 'l1_orderbook';
|
|
166
160
|
}
|
|
167
161
|
getFilters(symbols) {
|
|
168
|
-
symbols =
|
|
162
|
+
symbols = upperCaseSymbols(symbols);
|
|
169
163
|
return [
|
|
170
164
|
{
|
|
171
165
|
channel: 'l1_orderbook',
|
|
@@ -182,11 +176,10 @@ class DeltaBookTickerMapper {
|
|
|
182
176
|
askPrice: message.best_ask !== undefined ? Number(message.best_ask) : undefined,
|
|
183
177
|
bidPrice: message.best_bid !== undefined ? Number(message.best_bid) : undefined,
|
|
184
178
|
bidAmount: message.bid_qty !== undefined ? Number(message.bid_qty) : undefined,
|
|
185
|
-
timestamp: message.timestamp !== undefined ?
|
|
179
|
+
timestamp: message.timestamp !== undefined ? fromMicroSecondsToDate(message.timestamp) : localTimestamp,
|
|
186
180
|
localTimestamp: localTimestamp
|
|
187
181
|
};
|
|
188
182
|
yield ticker;
|
|
189
183
|
}
|
|
190
184
|
}
|
|
191
|
-
exports.DeltaBookTickerMapper = DeltaBookTickerMapper;
|
|
192
185
|
//# sourceMappingURL=delta.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,sBAAsB,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAEtE,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAE7D,MAAM,OAAO,iBAAiB;IACR;IAApB,YAAoB,cAAuB;QAAvB,mBAAc,GAAd,cAAc,CAAS;IAAG,CAAC;IAE/C,SAAS,CAAC,OAAmB;QAC3B,OAAO,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc,CAAC,CAAA;IAC/E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc;gBAC5D,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAmB,EAAE,cAAoB;QAC5C,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,OAAO;YACjB,EAAE,EAAE,SAAS;YACb,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC5B,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;YAC5B,IAAI,EAAE,OAAO,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YACrD,SAAS,EAAE,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC;YACpD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AAED,MAAM,YAAY,GAAG,CAAC,KAAqB,EAAE,EAAE;IAC7C,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC;QAChC,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;KAC3B,CAAA;AACH,CAAC,CAAA;AAED,MAAM,UAAU,GAAG,CAAC,KAAmB,EAAE,EAAE;IACzC,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;KACzB,CAAA;AACH,CAAC,CAAA;AAED,MAAM,OAAO,qBAAqB;IACH;IAA7B,YAA6B,oBAA6B;QAA7B,yBAAoB,GAApB,oBAAoB,CAAS;IAAG,CAAC;IAE9D,SAAS,CAAC,OAAgD;QACxD,IAAI,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC9B,OAAO,OAAO,CAAC,IAAI,KAAK,YAAY,CAAA;QACtC,CAAC;QACD,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,IAAI,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC9B,OAAO;gBACL;oBACE,OAAO,EAAE,YAAY;oBACrB,OAAO;iBACC;aACX,CAAA;QACH,CAAC;QAED,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgD,EAAE,cAAoB;QACzE,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YAClC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,OAAO,CAAC,MAAM,KAAK,UAAU;gBACzC,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvG,cAAc;aACf,CAAA;QACH,CAAC;aAAM,CAAC;YACN,IAAI,OAAO,CAAC,GAAG,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;gBAC5D,OAAM;YACR,CAAC;YACD,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,GAAG,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,EAAE;gBACtE,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvG,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,2BAA2B;IAClB;IAApB,YAAoB,cAAuB;QAAvB,mBAAc,GAAd,cAAc,CAAS;IAAG,CAAC;IAE9B,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAuD;QAC/D,OAAO,CACL,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc,CAAC;YACtE,OAAO,CAAC,IAAI,KAAK,cAAc;YAC/B,OAAO,CAAC,IAAI,KAAK,YAAY,CAC9B,CAAA;IACH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc;gBAC5D,OAAO;aACC;YACV;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuD,EAAE,cAAoB;QAChF,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,EAAE,OAAO,CAAC,CAAA;QAEzH,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YACrE,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAA;QAC1D,CAAC;QACD,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YAClC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAA;QAC1D,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,EAAE,CAAC;YACpC,IAAI,OAAO,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;gBACvC,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAA;YACnE,CAAC;YAED,IAAI,OAAO,CAAC,sBAAsB,KAAK,SAAS,EAAE,CAAC;gBACjD,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC,CAAA;YACtF,CAAC;YAED,IAAI,OAAO,CAAC,wBAAwB,KAAK,SAAS,EAAE,CAAC;gBACnD,iBAAiB,CAAC,sBAAsB,CAAC,sBAAsB,CAAC,OAAO,CAAC,wBAAwB,CAAC,CAAC,CAAA;YACpG,CAAC;QACH,CAAC;QAED,iBAAiB,CAAC,eAAe,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;QAE5E,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,qBAAqB;IAChC,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,OAAO;YACjB,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS;YAC9E,QAAQ,EAAE,OAAO,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;YAC/E,QAAQ,EAAE,OAAO,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;YAC/E,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS;YAC9E,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;YACvG,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types';
|
|
2
|
-
import { Mapper } from './mapper';
|
|
1
|
+
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
|
|
2
|
+
import { Mapper } from './mapper.ts';
|
|
3
3
|
export declare const deribitTradesMapper: Mapper<'deribit', Trade>;
|
|
4
4
|
export declare const deribitBookChangeMapper: Mapper<'deribit', BookChange>;
|
|
5
5
|
export declare class DeribitDerivativeTickerMapper implements Mapper<'deribit', DerivativeTicker> {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,
|
|
1
|
+
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACzG,OAAO,EAAE,MAAM,EAA2B,MAAM,aAAa,CAAA;AAwB7D,eAAO,MAAM,mBAAmB,EAAE,MAAM,CAAC,SAAS,EAAE,KAAK,CAoCxD,CAAA;AASD,eAAO,MAAM,uBAAuB,EAAE,MAAM,CAAC,SAAS,EAAE,UAAU,CAwCjE,CAAA;AAED,qBAAa,6BAA8B,YAAW,MAAM,CAAC,SAAS,EAAE,gBAAgB,CAAC;IACvF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,GAAG;IAStB,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,oBAAoB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAe9F;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,SAAS,EAAE,aAAa,CAAC;IACjF,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW7B,SAAS,CAAC,OAAO,EAAE,GAAG;IAYrB,GAAG,CAAC,OAAO,EAAE,0BAA0B,EAAE,cAAc,EAAE,IAAI;CAsD/D;AAED,eAAO,MAAM,yBAAyB,EAAE,MAAM,CAAC,SAAS,EAAE,WAAW,CA8CpE,CAAA;AAED,eAAO,MAAM,uBAAuB,EAAE,MAAM,CAAC,SAAS,EAAE,UAAU,CAwCjE,CAAA;AAED,KAAK,cAAc,GAAG;IACpB,MAAM,EAAE;QACN,OAAO,EAAE,MAAM,CAAA;KAChB,CAAA;CACF,CAAA;AAgCD,KAAK,oBAAoB,GAAG,cAAc,GAAG;IAC3C,MAAM,EAAE;QACN,IAAI,EAAE;YACJ,SAAS,EAAE,MAAM,CAAA;YACjB,aAAa,EAAE,MAAM,CAAA;YACrB,UAAU,EAAE,MAAM,GAAG,SAAS,CAAA;YAC9B,UAAU,EAAE,MAAM,CAAA;YAClB,eAAe,EAAE,MAAM,CAAA;YACvB,WAAW,EAAE,MAAM,CAAA;YACnB,eAAe,CAAC,EAAE,MAAM,CAAA;YACxB,UAAU,CAAC,EAAE,MAAM,CAAA;YACnB,cAAc,EAAE,MAAM,GAAG,SAAS,CAAA;YAClC,eAAe,EAAE,MAAM,GAAG,SAAS,CAAA;YACnC,cAAc,EAAE,MAAM,GAAG,SAAS,CAAA;YAClC,eAAe,EAAE,MAAM,GAAG,SAAS,CAAA;SACpC,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,0BAA0B,GAAG,oBAAoB,GAAG;IACvD,MAAM,EAAE;QACN,IAAI,EAAE;YACJ,gBAAgB,EAAE,MAAM,CAAA;YACxB,gBAAgB,EAAE,MAAM,CAAA;YACxB,SAAS,EAAE,MAAM,CAAA;YACjB,aAAa,EAAE,MAAM,CAAA;YACrB,UAAU,EAAE,MAAM,CAAA;YAClB,OAAO,EAAE,MAAM,CAAA;YACf,UAAU,EAAE,MAAM,GAAG,IAAI,CAAA;YACzB,MAAM,EAAE;gBAAE,IAAI,EAAE,MAAM,CAAC;gBAAC,KAAK,EAAE,MAAM,CAAC;gBAAC,GAAG,EAAE,MAAM,CAAC;gBAAC,KAAK,EAAE,MAAM,CAAC;gBAAC,KAAK,EAAE,MAAM,CAAA;aAAE,CAAA;YAClF,MAAM,EAAE,MAAM,GAAG,SAAS,CAAA;YAC1B,MAAM,EAAE,MAAM,GAAG,SAAS,CAAA;SAC3B,CAAA;KACF,CAAA;CACF,CAAA"}
|
package/dist/mappers/deribit.js
CHANGED
|
@@ -1,8 +1,5 @@
|
|
|
1
|
-
|
|
2
|
-
|
|
3
|
-
exports.deribitBookTickerMapper = exports.deribitLiquidationsMapper = exports.DeribitOptionSummaryMapper = exports.DeribitDerivativeTickerMapper = exports.deribitBookChangeMapper = exports.deribitTradesMapper = void 0;
|
|
4
|
-
const handy_1 = require("../handy");
|
|
5
|
-
const mapper_1 = require("./mapper");
|
|
1
|
+
import { asNumberIfValid } from "../handy.js";
|
|
2
|
+
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
6
3
|
// https://docs.deribit.com/v2/#subscriptions
|
|
7
4
|
function deribitCasing(symbols) {
|
|
8
5
|
if (symbols !== undefined) {
|
|
@@ -24,7 +21,7 @@ function deribitCasing(symbols) {
|
|
|
24
21
|
}
|
|
25
22
|
return;
|
|
26
23
|
}
|
|
27
|
-
|
|
24
|
+
export const deribitTradesMapper = {
|
|
28
25
|
canHandle(message) {
|
|
29
26
|
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
30
27
|
if (channel === undefined) {
|
|
@@ -62,7 +59,7 @@ const mapBookLevel = (level) => {
|
|
|
62
59
|
const amount = level[0] === 'delete' ? 0 : level[2];
|
|
63
60
|
return { price, amount };
|
|
64
61
|
};
|
|
65
|
-
|
|
62
|
+
export const deribitBookChangeMapper = {
|
|
66
63
|
canHandle(message) {
|
|
67
64
|
const channel = message.params && message.params.channel;
|
|
68
65
|
if (channel === undefined) {
|
|
@@ -97,8 +94,8 @@ exports.deribitBookChangeMapper = {
|
|
|
97
94
|
};
|
|
98
95
|
}
|
|
99
96
|
};
|
|
100
|
-
class DeribitDerivativeTickerMapper {
|
|
101
|
-
pendingTickerInfoHelper = new
|
|
97
|
+
export class DeribitDerivativeTickerMapper {
|
|
98
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
102
99
|
canHandle(message) {
|
|
103
100
|
const channel = message.params && message.params.channel;
|
|
104
101
|
if (channel === undefined) {
|
|
@@ -129,8 +126,7 @@ class DeribitDerivativeTickerMapper {
|
|
|
129
126
|
}
|
|
130
127
|
}
|
|
131
128
|
}
|
|
132
|
-
|
|
133
|
-
class DeribitOptionSummaryMapper {
|
|
129
|
+
export class DeribitOptionSummaryMapper {
|
|
134
130
|
getFilters(symbols) {
|
|
135
131
|
symbols = deribitCasing(symbols);
|
|
136
132
|
return [
|
|
@@ -168,13 +164,13 @@ class DeribitOptionSummaryMapper {
|
|
|
168
164
|
optionType: isPut ? 'put' : 'call',
|
|
169
165
|
strikePrice,
|
|
170
166
|
expirationDate,
|
|
171
|
-
bestBidPrice:
|
|
172
|
-
bestBidAmount:
|
|
173
|
-
bestBidIV:
|
|
174
|
-
bestAskPrice:
|
|
175
|
-
bestAskAmount:
|
|
176
|
-
bestAskIV:
|
|
177
|
-
lastPrice:
|
|
167
|
+
bestBidPrice: asNumberIfValid(optionInfo.best_bid_price),
|
|
168
|
+
bestBidAmount: asNumberIfValid(optionInfo.best_bid_amount),
|
|
169
|
+
bestBidIV: asNumberIfValid(optionInfo.bid_iv),
|
|
170
|
+
bestAskPrice: asNumberIfValid(optionInfo.best_ask_price),
|
|
171
|
+
bestAskAmount: asNumberIfValid(optionInfo.best_ask_amount),
|
|
172
|
+
bestAskIV: asNumberIfValid(optionInfo.ask_iv),
|
|
173
|
+
lastPrice: asNumberIfValid(optionInfo.last_price),
|
|
178
174
|
openInterest: optionInfo.open_interest,
|
|
179
175
|
markPrice: optionInfo.mark_price,
|
|
180
176
|
markIV: optionInfo.mark_iv,
|
|
@@ -191,8 +187,7 @@ class DeribitOptionSummaryMapper {
|
|
|
191
187
|
yield optionSummary;
|
|
192
188
|
}
|
|
193
189
|
}
|
|
194
|
-
|
|
195
|
-
exports.deribitLiquidationsMapper = {
|
|
190
|
+
export const deribitLiquidationsMapper = {
|
|
196
191
|
canHandle(message) {
|
|
197
192
|
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
198
193
|
if (channel === undefined) {
|
|
@@ -236,7 +231,7 @@ exports.deribitLiquidationsMapper = {
|
|
|
236
231
|
}
|
|
237
232
|
}
|
|
238
233
|
};
|
|
239
|
-
|
|
234
|
+
export const deribitBookTickerMapper = {
|
|
240
235
|
canHandle(message) {
|
|
241
236
|
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
242
237
|
if (channel === undefined) {
|
|
@@ -259,10 +254,10 @@ exports.deribitBookTickerMapper = {
|
|
|
259
254
|
type: 'book_ticker',
|
|
260
255
|
symbol: deribitTicker.instrument_name.toUpperCase(),
|
|
261
256
|
exchange: 'deribit',
|
|
262
|
-
askAmount:
|
|
263
|
-
askPrice:
|
|
264
|
-
bidPrice:
|
|
265
|
-
bidAmount:
|
|
257
|
+
askAmount: asNumberIfValid(deribitTicker.best_ask_amount),
|
|
258
|
+
askPrice: asNumberIfValid(deribitTicker.best_ask_price),
|
|
259
|
+
bidPrice: asNumberIfValid(deribitTicker.best_bid_price),
|
|
260
|
+
bidAmount: asNumberIfValid(deribitTicker.best_bid_amount),
|
|
266
261
|
timestamp: new Date(deribitTicker.timestamp),
|
|
267
262
|
localTimestamp: localTimestamp
|
|
268
263
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,MAAM,aAAa,CAAA;AAE7C,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAE7D,6CAA6C;AAE7C,SAAS,aAAa,CAAC,OAAkB;IACvC,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;gBACnD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAC/B,IAAI,KAAK,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;oBACnE,KAAK,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;oBACrC,OAAO,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;gBACxB,CAAC;qBAAM,CAAC;oBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;gBAC7B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;YAC7B,CAAC;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAED,OAAM;AACR,CAAC;AAED,MAAM,CAAC,MAAM,mBAAmB,GAA6B;IAC3D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAC/C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,YAAY,CAAC,eAAe,CAAC,WAAW,EAAE;gBAClD,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;gBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;gBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;gBAC3B,IAAI,EAAE,YAAY,CAAC,SAAS;gBAC5B,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAuB,EAAE,EAAE;IAC/C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAEnD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,CAAC,MAAM,uBAAuB,GAAkC;IACpE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,iBAAiB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAC7C,2CAA2C;QAC3C,MAAM,UAAU,GACd,CAAC,iBAAiB,CAAC,IAAI,KAAK,SAAS,IAAI,iBAAiB,CAAC,IAAI,KAAK,UAAU,CAAC;YAC/E,iBAAiB,CAAC,cAAc,KAAK,SAAS;YAC9C,iBAAiB,CAAC,cAAc,KAAK,CAAC,CAAA;QAExC,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,iBAAiB,CAAC,eAAe,CAAC,WAAW,EAAE;YACvD,QAAQ,EAAE,SAAS;YACnB,UAAU;YACV,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,iBAAiB,CAAC,SAAS,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,OAAO,6BAA6B;IACvB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,WAAW,KAAK,QAAQ,CAAC,CAAA;IACnI,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QACzC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,aAAa,CAAC,eAAe,EAAE,SAAS,CAAC,CAAA;QAErH,iBAAiB,CAAC,iBAAiB,CAAC,aAAa,CAAC,eAAe,CAAC,CAAA;QAClE,iBAAiB,CAAC,gBAAgB,CAAC,aAAa,CAAC,WAAW,CAAC,CAAA;QAC7D,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,kBAAkB,CAAC,aAAa,CAAC,aAAa,CAAC,CAAA;QACjE,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAC,CAAA;QAEpE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,0BAA0B;IACrC,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,CAAA;QACxD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,CACL,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC;YAC5B,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAC3G,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAmC,EAAE,cAAoB;QAC5D,0BAA0B;QAC1B,MAAM,UAAU,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAEtC,yBAAyB;QACzB,MAAM,WAAW,GAAG,UAAU,CAAC,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QAEzD,MAAM,KAAK,GAAG,WAAW,CAAC,CAAC,CAAC,KAAK,GAAG,CAAA;QAEpC,IAAI,iBAAiB,GAAG,WAAW,CAAC,CAAC,CAAC,CAAA;QACtC,IAAI,iBAAiB,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;YACpC,iBAAiB,GAAG,iBAAiB,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;QACzD,CAAC;QACD,MAAM,WAAW,GAAG,MAAM,CAAC,iBAAiB,CAAC,CAAA;QAC7C,MAAM,cAAc,GAAG,IAAI,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAA;QACrD,cAAc,CAAC,WAAW,CAAC,CAAC,CAAC,CAAA;QAE7B,MAAM,aAAa,GAAkB;YACnC,IAAI,EAAE,gBAAgB;YACtB,MAAM,EAAE,UAAU,CAAC,eAAe,CAAC,WAAW,EAAE;YAChD,QAAQ,EAAE,SAAS;YACnB,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YAClC,WAAW;YACX,cAAc;YAEd,YAAY,EAAE,eAAe,CAAC,UAAU,CAAC,cAAc,CAAC;YACxD,aAAa,EAAE,eAAe,CAAC,UAAU,CAAC,eAAe,CAAC;YAC1D,SAAS,EAAE,eAAe,CAAC,UAAU,CAAC,MAAM,CAAC;YAE7C,YAAY,EAAE,eAAe,CAAC,UAAU,CAAC,cAAc,CAAC;YACxD,aAAa,EAAE,eAAe,CAAC,UAAU,CAAC,eAAe,CAAC;YAC1D,SAAS,EAAE,eAAe,CAAC,UAAU,CAAC,MAAM,CAAC;YAE7C,SAAS,EAAE,eAAe,CAAC,UAAU,CAAC,UAAU,CAAC;YACjD,YAAY,EAAE,UAAU,CAAC,aAAa;YAEtC,SAAS,EAAE,UAAU,CAAC,UAAU;YAChC,MAAM,EAAE,UAAU,CAAC,OAAO;YAE1B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,IAAI,EAAE,UAAU,CAAC,MAAM,CAAC,IAAI;YAC5B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,GAAG,EAAE,UAAU,CAAC,MAAM,CAAC,GAAG;YAE1B,eAAe,EAAE,UAAU,CAAC,gBAAgB;YAC5C,eAAe,EAAE,UAAU,CAAC,gBAAgB;YAE5C,SAAS,EAAE,IAAI,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC;YACzC,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,aAAa,CAAA;IACrB,CAAC;CACF;AAED,MAAM,CAAC,MAAM,yBAAyB,GAAmC;IACvE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAC/C,IAAI,YAAY,CAAC,WAAW,KAAK,SAAS,EAAE,CAAC;gBAC3C,IAAI,IAAI,CAAA;gBACR,sDAAsD;gBACtD,IAAI,YAAY,CAAC,WAAW,KAAK,GAAG,EAAE,CAAC;oBACrC,IAAI,GAAG,YAAY,CAAC,SAAS,CAAA;gBAC/B,CAAC;qBAAM,CAAC;oBACN,+DAA+D;oBAC/D,IAAI,GAAG,YAAY,CAAC,SAAS,KAAK,KAAK,CAAC,CAAC,CAAE,MAAgB,CAAC,CAAC,CAAE,KAAe,CAAA;gBAChF,CAAC;gBACD,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,YAAY,CAAC,eAAe,CAAC,WAAW,EAAE;oBAClD,QAAQ,EAAE,SAAS;oBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;oBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;oBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;oBAC3B,IAAI;oBACJ,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;oBAC3C,cAAc,EAAE,cAAc;iBAC/B,CAAA;YACH,CAAC;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,CAAC,MAAM,uBAAuB,GAAkC;IACpE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAEzC,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,aAAa,CAAC,eAAe,CAAC,WAAW,EAAE;YACnD,QAAQ,EAAE,SAAS;YAEnB,SAAS,EAAE,eAAe,CAAC,aAAa,CAAC,eAAe,CAAC;YACzD,QAAQ,EAAE,eAAe,CAAC,aAAa,CAAC,cAAc,CAAC;YACvD,QAAQ,EAAE,eAAe,CAAC,aAAa,CAAC,cAAc,CAAC;YACvD,SAAS,EAAE,eAAe,CAAC,aAAa,CAAC,eAAe,CAAC;YAEzD,SAAS,EAAE,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC;YAC5C,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA"}
|
package/dist/mappers/dydx.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { BookChange, DerivativeTicker, Trade } from '../types';
|
|
2
|
-
import { Mapper } from './mapper';
|
|
1
|
+
import { BookChange, DerivativeTicker, Trade } from '../types.ts';
|
|
2
|
+
import { Mapper } from './mapper.ts';
|
|
3
3
|
export declare class DydxTradesMapper implements Mapper<'dydx', Trade> {
|
|
4
4
|
canHandle(message: DyDxTrade): boolean;
|
|
5
5
|
getFilters(symbols?: string[]): {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,
|
|
1
|
+
{"version":3,"file":"dydx.d.ts","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAkB,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AACjF,OAAO,EAAE,MAAM,EAA2B,MAAM,aAAa,CAAA;AAE7D,qBAAa,gBAAiB,YAAW,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC;IAC5D,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAED,qBAAa,oBAAqB,YAAW,MAAM,CAAC,MAAM,EAAE,UAAU,CAAC;IACrE,OAAO,CAAC,YAAY,CAA+D;IACnF,OAAO,CAAC,YAAY,CAA+D;IAEnF,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB;IAI9D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CA4F/G;AAED,qBAAa,0BAA2B,YAAW,MAAM,CAAC,MAAM,EAAE,gBAAgB,CAAC;IACjF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS;IAItE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;0BAMR,MAAM,EAAE;;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAwC7H;AAED,KAAK,SAAS,GAAG;IACf,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,WAAW,CAAA;IACpB,QAAQ,EAAE;QACR,MAAM,EAAE,CAAC;YAAE,IAAI,EAAE,OAAO,CAAC;YAAC,IAAI,EAAE,MAAM,CAAC;YAAC,KAAK,EAAE,OAAO,CAAC;YAAC,SAAS,EAAE,0BAA0B,GAAG,SAAS,CAAA;SAAE,CAAC,CAAA;KAC7G,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,EAAE,EAAE,WAAW,CAAA;IACf,QAAQ,EAAE;QACR,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;QACvD,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,GAAG,CAAC;YAAC,MAAM,EAAE,WAAW,CAAC;YAAC,IAAI,EAAE,IAAI,CAAA;SAAE,CAAC,CAAA;KACxD,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,EAAE,EAAE,WAAW,CAAA;IACf,OAAO,EAAE,cAAc,CAAA;IACvB,QAAQ,EAAE;QACR,MAAM,EAAE,WAAW,CAAA;QACnB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;QACxB,IAAI,EAAE,CAAC,MAAM,EAAE,MAAM,CAAC,EAAE,CAAA;KACzB,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,OAAO,EAAE;YACP,CAAC,GAAG,EAAE,MAAM,GAAG;gBACb,MAAM,EAAE,SAAS,CAAA;gBACjB,MAAM,EAAE,QAAQ,CAAA;gBAChB,SAAS,EAAE,KAAK,CAAA;gBAChB,UAAU,EAAE,KAAK,CAAA;gBACjB,QAAQ,EAAE,QAAQ,CAAA;gBAClB,QAAQ,EAAE,GAAG,CAAA;gBACb,UAAU,EAAE,YAAY,CAAA;gBACxB,WAAW,EAAE,YAAY,CAAA;gBACzB,cAAc,EAAE,QAAQ,CAAA;gBACxB,eAAe,EAAE,cAAc,CAAA;gBAC/B,aAAa,EAAE,0BAA0B,CAAA;gBACzC,YAAY,EAAE,OAAO,CAAA;gBACrB,IAAI,EAAE,WAAW,CAAA;gBACjB,qBAAqB,EAAE,MAAM,CAAA;gBAC7B,yBAAyB,EAAE,MAAM,CAAA;gBACjC,SAAS,EAAE,gBAAgB,CAAA;gBAC3B,SAAS,EAAE,KAAK,CAAA;gBAChB,YAAY,EAAE,UAAU,CAAA;gBACxB,gCAAgC,EAAE,MAAM,CAAA;gBACxC,uBAAuB,EAAE,KAAK,CAAA;gBAC9B,eAAe,EAAE,IAAI,CAAA;gBACrB,oBAAoB,EAAE,KAAK,CAAA;gBAC3B,6BAA6B,EAAE,gBAAgB,CAAA;gBAC/C,2BAA2B,EAAE,aAAa,CAAA;aAC3C,CAAA;SACF,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,iBAAiB,GAAG;IACvB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,GAAG,CAAA;IACf,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,CAAC,GAAG,EAAE,MAAM,GAAG;YACb,MAAM,EAAE,SAAS,CAAA;YACjB,MAAM,EAAE,QAAQ,CAAA;YAChB,SAAS,EAAE,KAAK,CAAA;YAChB,UAAU,EAAE,KAAK,CAAA;YACjB,QAAQ,EAAE,QAAQ,CAAA;YAClB,QAAQ,EAAE,GAAG,CAAA;YACb,UAAU,EAAE,YAAY,CAAA;YACxB,WAAW,EAAE,YAAY,CAAA;YACzB,cAAc,EAAE,QAAQ,CAAA;YACxB,eAAe,EAAE,cAAc,CAAA;YAC/B,aAAa,EAAE,0BAA0B,CAAA;YACzC,YAAY,EAAE,OAAO,CAAA;YACrB,IAAI,EAAE,WAAW,CAAA;YACjB,qBAAqB,EAAE,MAAM,CAAA;YAC7B,yBAAyB,EAAE,MAAM,CAAA;YACjC,SAAS,EAAE,gBAAgB,CAAA;YAC3B,SAAS,EAAE,KAAK,CAAA;YAChB,YAAY,EAAE,UAAU,CAAA;YACxB,gCAAgC,EAAE,MAAM,CAAA;YACxC,uBAAuB,EAAE,KAAK,CAAA;YAC9B,eAAe,EAAE,IAAI,CAAA;YACrB,oBAAoB,EAAE,KAAK,CAAA;YAC3B,6BAA6B,EAAE,gBAAgB,CAAA;YAC/C,2BAA2B,EAAE,aAAa,CAAA;SAC3C,CAAA;KACF,CAAA;CACF,CAAA"}
|
package/dist/mappers/dydx.js
CHANGED
|
@@ -1,14 +1,11 @@
|
|
|
1
|
-
|
|
2
|
-
|
|
3
|
-
|
|
4
|
-
const handy_1 = require("../handy");
|
|
5
|
-
const mapper_1 = require("./mapper");
|
|
6
|
-
class DydxTradesMapper {
|
|
1
|
+
import { upperCaseSymbols } from "../handy.js";
|
|
2
|
+
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
export class DydxTradesMapper {
|
|
7
4
|
canHandle(message) {
|
|
8
5
|
return message.channel === 'v3_trades' && message.type === 'channel_data';
|
|
9
6
|
}
|
|
10
7
|
getFilters(symbols) {
|
|
11
|
-
symbols =
|
|
8
|
+
symbols = upperCaseSymbols(symbols);
|
|
12
9
|
return [
|
|
13
10
|
{
|
|
14
11
|
channel: 'v3_trades',
|
|
@@ -32,15 +29,14 @@ class DydxTradesMapper {
|
|
|
32
29
|
}
|
|
33
30
|
}
|
|
34
31
|
}
|
|
35
|
-
|
|
36
|
-
class DydxBookChangeMapper {
|
|
32
|
+
export class DydxBookChangeMapper {
|
|
37
33
|
_bidsOffsets = {};
|
|
38
34
|
_asksOffsets = {};
|
|
39
35
|
canHandle(message) {
|
|
40
36
|
return message.channel === 'v3_orderbook';
|
|
41
37
|
}
|
|
42
38
|
getFilters(symbols) {
|
|
43
|
-
symbols =
|
|
39
|
+
symbols = upperCaseSymbols(symbols);
|
|
44
40
|
return [
|
|
45
41
|
{
|
|
46
42
|
channel: 'v3_orderbook',
|
|
@@ -131,14 +127,13 @@ class DydxBookChangeMapper {
|
|
|
131
127
|
}
|
|
132
128
|
}
|
|
133
129
|
}
|
|
134
|
-
|
|
135
|
-
|
|
136
|
-
pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
|
|
130
|
+
export class DydxDerivativeTickerMapper {
|
|
131
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
137
132
|
canHandle(message) {
|
|
138
133
|
return message.channel === 'v3_markets' || (message.channel === 'v3_trades' && message.type === 'channel_data');
|
|
139
134
|
}
|
|
140
135
|
getFilters(symbols) {
|
|
141
|
-
symbols =
|
|
136
|
+
symbols = upperCaseSymbols(symbols);
|
|
142
137
|
return [
|
|
143
138
|
{
|
|
144
139
|
channel: 'v3_markets',
|
|
@@ -182,5 +177,4 @@ class DydxDerivativeTickerMapper {
|
|
|
182
177
|
}
|
|
183
178
|
}
|
|
184
179
|
}
|
|
185
|
-
exports.DydxDerivativeTickerMapper = DydxDerivativeTickerMapper;
|
|
186
180
|
//# sourceMappingURL=dydx.js.map
|
package/dist/mappers/dydx.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"dydx.js","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"dydx.js","sourceRoot":"","sources":["../../src/mappers/dydx.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE9C,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAE7D,MAAM,OAAO,gBAAgB;IAC3B,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;YAC1C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvE,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,oBAAoB;IACvB,YAAY,GAA6D,EAAE,CAAA;IAC3E,YAAY,GAA6D,EAAE,CAAA;IAEnF,SAAS,CAAC,OAAoD;QAC5D,OAAO,OAAO,CAAC,OAAO,KAAK,cAAc,CAAA;IAC3C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAoD,EAAE,cAAoB;QAC7E,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YAClC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,GAAG,EAAE,CAAA;YAClC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,GAAG,EAAE,CAAA;YAElC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACtC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;oBAC7D,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;wBACxB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;qBACzB,CAAA;gBACH,CAAC,CAAC;gBAEF,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACtC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;oBAC7D,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;wBACxB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;qBACzB,CAAA;gBACH,CAAC,CAAC;gBACF,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;QACH,CAAC;aAAM,CAAC;YACN,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;gBACtB,OAAM;YACR,CAAC;YACD,wCAAwC;YACxC,MAAM,YAAY,GAAG,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAA;YAEpD,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,MAAM;gBAChB,UAAU,EAAE,KAAK;gBAEjB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;qBACxB,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACX,MAAM,oBAAoB,GAAG,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;oBACnG,IAAI,oBAAoB,KAAK,SAAS,IAAI,oBAAoB,IAAI,YAAY,EAAE,CAAC;wBAC/E,OAAM;oBACR,CAAC;oBAED,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;wBACrB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;qBACvB,CAAA;gBACH,CAAC,CAAC;qBACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,SAAS,CAAqB;gBAErD,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI;qBACxB,GAAG,CAAC,CAAC,GAAG,EAAE,EAAE;oBACX,MAAM,oBAAoB,GAAG,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,IAAI,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;oBACnG,IAAI,oBAAoB,KAAK,SAAS,IAAI,oBAAoB,IAAI,YAAY,EAAE,CAAC;wBAC/E,OAAM;oBACR,CAAC;oBAED,OAAO;wBACL,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;wBACrB,MAAM,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;qBACvB,CAAA;gBACH,CAAC,CAAC;qBACD,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,SAAS,CAAqB;gBAErD,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;YAED,IAAI,CAAC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC;gBACnC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,GAAG,EAAE,CAAA;YACpC,CAAC;YACD,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;gBACxC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,YAAY,CAAA;YACtD,CAAC;YAED,IAAI,CAAC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,EAAE,CAAC;gBACnC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,GAAG,EAAE,CAAA;YACpC,CAAC;YACD,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,QAAQ,CAAC,IAAI,EAAE,CAAC;gBACxC,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,YAAY,CAAA;YACtD,CAAC;YAED,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBAC7D,MAAM,UAAU,CAAA;YAClB,CAAC;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,0BAA0B;IACpB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAA4D;QACpE,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAC,CAAA;IACjH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,EAAc;aACf;YACV;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4D,EAAE,cAAoB;QACrF,IAAI,OAAO,CAAC,OAAO,KAAK,WAAW,EAAE,CAAC;YACpC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,EAAE,EAAE,MAAM,CAAC,CAAA;YAC/F,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAA;YAE5G,OAAM;QACR,CAAC;QAED,MAAM,QAAQ,GAAG,OAAO,CAAC,IAAI,KAAK,YAAY,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAA;QAE5F,KAAK,MAAM,GAAG,IAAI,QAAQ,EAAE,CAAC;YAC3B,MAAM,UAAU,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAA;YAEhC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,GAAG,EAAE,MAAM,CAAC,CAAA;YAExF,IAAI,UAAU,CAAC,UAAU,KAAK,SAAS,EAAE,CAAC;gBACxC,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,UAAU,CAAC,UAAU,CAAC,CAAC,CAAA;YACnE,CAAC;YACD,IAAI,UAAU,CAAC,WAAW,KAAK,SAAS,EAAE,CAAC;gBACzC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,UAAU,CAAC,WAAW,CAAC,CAAC,CAAA;YACnE,CAAC;YACD,IAAI,UAAU,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;gBAC1C,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC,CAAA;YACvE,CAAC;YAED,IAAI,UAAU,CAAC,eAAe,KAAK,SAAS,EAAE,CAAC;gBAC7C,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,UAAU,CAAC,eAAe,CAAC,CAAC,CAAA;YACzE,CAAC;YAED,IAAI,UAAU,CAAC,aAAa,KAAK,SAAS,EAAE,CAAC;gBAC3C,iBAAiB,CAAC,sBAAsB,CAAC,IAAI,IAAI,CAAC,UAAU,CAAC,aAAa,CAAC,CAAC,CAAA;YAC9E,CAAC;YAED,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;YAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;gBACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;YACrD,CAAC;QACH,CAAC;IACH,CAAC;CACF"}
|
package/dist/mappers/dydxv4.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types';
|
|
2
|
-
import { Mapper } from './mapper';
|
|
1
|
+
import { BookChange, DerivativeTicker, Liquidation, Trade } from '../types.ts';
|
|
2
|
+
import { Mapper } from './mapper.ts';
|
|
3
3
|
export declare class DydxV4TradesMapper implements Mapper<'dydx-v4', Trade> {
|
|
4
4
|
canHandle(message: DyDxTrade): boolean;
|
|
5
5
|
getFilters(symbols?: string[]): {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"dydxv4.d.ts","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,
|
|
1
|
+
{"version":3,"file":"dydxv4.d.ts","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAC9E,OAAO,EAAE,MAAM,EAA2B,MAAM,aAAa,CAAA;AAE7D,qBAAa,kBAAmB,YAAW,MAAM,CAAC,SAAS,EAAE,KAAK,CAAC;IACjE,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,KAAK,CAAC;CAexE;AAeD,qBAAa,sBAAuB,YAAW,MAAM,CAAC,SAAS,EAAE,UAAU,CAAC;IAC1E,SAAS,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB;IAI9D,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,qBAAqB,GAAG,mBAAmB,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,UAAU,CAAC;CAiC/G;AAED,qBAAa,4BAA6B,YAAW,MAAM,CAAC,SAAS,EAAE,gBAAgB,CAAC;IACtF,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAgC;IAExE,SAAS,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS;IAItE,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;0BAMR,MAAM,EAAE;;;;;IAS5B,GAAG,CAAC,OAAO,EAAE,mBAAmB,GAAG,iBAAiB,GAAG,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,gBAAgB,CAAC;CAgD7H;AAED,qBAAa,wBAAyB,YAAW,MAAM,CAAC,SAAS,EAAE,WAAW,CAAC;IAC7E,SAAS,CAAC,OAAO,EAAE,SAAS;IAI5B,UAAU,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE;;;;IAW5B,GAAG,CAAC,OAAO,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,GAAG,gBAAgB,CAAC,WAAW,CAAC;CAiB9E;AAED,KAAK,SAAS,GAAG;IACf,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,KAAK,CAAA;IACjB,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,WAAW,CAAA;IACpB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QACR,MAAM,EAAE;YACN;gBACE,EAAE,EAAE,0BAA0B,CAAA;gBAC9B,IAAI,EAAE,QAAQ,CAAA;gBACd,KAAK,EAAE,OAAO,CAAA;gBACd,IAAI,EAAE,KAAK,GAAG,MAAM,CAAA;gBACpB,SAAS,EAAE,0BAA0B,CAAA;gBACrC,IAAI,EAAE,OAAO,GAAG,YAAY,CAAA;aAC7B;SACF,CAAA;KACF,CAAA;CACF,CAAA;AAED,KAAK,qBAAqB,GAAG;IAC3B,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,CAAC,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,EAAE,EAAE,SAAS,CAAA;IACb,QAAQ,EAAE;QACR,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,QAAQ,CAAC;YAAC,IAAI,EAAE,OAAO,CAAA;SAAE,CAAC,CAAA;QAC1C,IAAI,EAAE,CAAC;YAAE,KAAK,EAAE,OAAO,CAAC;YAAC,IAAI,EAAE,MAAM,CAAA;SAAE,CAAC,CAAA;KACzC,CAAA;CACF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,KAAK,CAAA;IACjB,EAAE,EAAE,SAAS,CAAA;IACb,OAAO,EAAE,cAAc,CAAA;IACvB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QAAE,IAAI,EAAE,CAAC,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAC;QAAC,IAAI,EAAE,SAAS,GAAG,CAAC,CAAC,QAAQ,EAAE,SAAS,CAAC,CAAC,CAAA;KAAE,CAAA;CACvF,CAAA;AAED,KAAK,mBAAmB,GAAG;IACzB,IAAI,EAAE,YAAY,CAAA;IAClB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,EAAE,CAAA;IACd,OAAO,EAAE,YAAY,CAAA;IACrB,QAAQ,EAAE;QACR,OAAO,EAAE;YACP,CAAC,GAAG,EAAE,MAAM,GAAG,0BAA0B,CAAA;SAC1C,CAAA;KACF,CAAA;CACF,CAAA;AACD,KAAK,0BAA0B,GAAG;IAChC,UAAU,EAAE,GAAG,CAAA;IACf,MAAM,EAAE,SAAS,CAAA;IACjB,MAAM,EAAE,QAAQ,CAAA;IAChB,WAAW,EAAE,aAAa,CAAA;IAC1B,cAAc,EAAE,YAAY,CAAA;IAC5B,SAAS,EAAE,gBAAgB,CAAA;IAC3B,SAAS,EAAE,KAAK,CAAA;IAChB,eAAe,EAAE,wBAAwB,CAAA;IACzC,qBAAqB,EAAE,MAAM,CAAA;IAC7B,yBAAyB,EAAE,MAAM,CAAA;IACjC,YAAY,EAAE,UAAU,CAAA;IACxB,gBAAgB,EAAE,CAAC,EAAE,CAAA;IACrB,yBAAyB,EAAE,CAAC,CAAC,CAAA;IAC7B,QAAQ,EAAE,GAAG,CAAA;IACb,QAAQ,EAAE,QAAQ,CAAA;IAClB,gBAAgB,EAAE,OAAO,CAAA;IACzB,eAAe,EAAE,MAAM,CAAA;IACvB,UAAU,EAAE,OAAO,CAAA;IACnB,oBAAoB,EAAE,GAAG,CAAA;IACzB,oBAAoB,EAAE,GAAG,CAAA;IACzB,gBAAgB,EAAE,UAAU,CAAA;CAC7B,CAAA;AAED,KAAK,iBAAiB,GAClB;IACE,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,KAAK,CAAA;IACjB,OAAO,EAAE,YAAY,CAAA;IACrB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QACR,YAAY,EAAE,SAAS,CAAA;QACvB,OAAO,EAAE;YACP,SAAS,EAAE,qBAAqB,CAAA;SACjC,CAAA;KACF,CAAA;CACF,GACD;IACE,IAAI,EAAE,cAAc,CAAA;IACpB,aAAa,EAAE,sCAAsC,CAAA;IACrD,UAAU,EAAE,EAAE,CAAA;IACd,OAAO,EAAE,YAAY,CAAA;IACrB,OAAO,EAAE,OAAO,CAAA;IAChB,QAAQ,EAAE;QACR,OAAO,EAAE,SAAS,CAAA;QAClB,YAAY,EAAE;YACZ,UAAU,EAAE,eAAe,CAAA;SAC5B,CAAA;KACF,CAAA;CACF,CAAA;AAEL,KAAK,eAAe,GAAG;IAAE,WAAW,EAAE,MAAM,CAAC;IAAC,WAAW,EAAE,MAAM,CAAC;IAAC,iBAAiB,EAAE,MAAM,CAAC;IAAC,QAAQ,EAAE,MAAM,CAAA;CAAE,CAAA;AAEhH,KAAK,qBAAqB,GAAG;IAC3B,EAAE,CAAC,EAAE,MAAM,CAAA;IACX,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,WAAW,EAAE,SAAS,CAAA;IACtB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,UAAU,CAAC,EAAE,MAAM,CAAA;IACnB,qBAAqB,CAAC,EAAE,MAAM,CAAA;IAC9B,yBAAyB,CAAC,EAAE,MAAM,CAAA;IAClC,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,uBAAuB,CAAC,EAAE,MAAM,CAAA;IAChC,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,YAAY,CAAC,EAAE,MAAM,CAAA;IACrB,yBAAyB,CAAC,EAAE,MAAM,CAAA;IAClC,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,eAAe,CAAC,EAAE,MAAM,CAAA;IACxB,gBAAgB,CAAC,EAAE,MAAM,CAAA;IACzB,cAAc,CAAC,EAAE,MAAM,CAAA;IACvB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,eAAe,CAAC,EAAE,MAAM,CAAA;CACzB,CAAA"}
|
package/dist/mappers/dydxv4.js
CHANGED
|
@@ -1,14 +1,11 @@
|
|
|
1
|
-
|
|
2
|
-
|
|
3
|
-
|
|
4
|
-
const handy_1 = require("../handy");
|
|
5
|
-
const mapper_1 = require("./mapper");
|
|
6
|
-
class DydxV4TradesMapper {
|
|
1
|
+
import { upperCaseSymbols } from "../handy.js";
|
|
2
|
+
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
export class DydxV4TradesMapper {
|
|
7
4
|
canHandle(message) {
|
|
8
5
|
return message.channel === 'v4_trades' && message.type === 'channel_data';
|
|
9
6
|
}
|
|
10
7
|
getFilters(symbols) {
|
|
11
|
-
symbols =
|
|
8
|
+
symbols = upperCaseSymbols(symbols);
|
|
12
9
|
return [
|
|
13
10
|
{
|
|
14
11
|
channel: 'v4_trades',
|
|
@@ -32,7 +29,6 @@ class DydxV4TradesMapper {
|
|
|
32
29
|
}
|
|
33
30
|
}
|
|
34
31
|
}
|
|
35
|
-
exports.DydxV4TradesMapper = DydxV4TradesMapper;
|
|
36
32
|
function mapSnapshotPriceLevel(level) {
|
|
37
33
|
return {
|
|
38
34
|
price: Number(level.price),
|
|
@@ -45,12 +41,12 @@ function mapUpdatePriceLevel(level) {
|
|
|
45
41
|
amount: Number(level[1])
|
|
46
42
|
};
|
|
47
43
|
}
|
|
48
|
-
class DydxV4BookChangeMapper {
|
|
44
|
+
export class DydxV4BookChangeMapper {
|
|
49
45
|
canHandle(message) {
|
|
50
46
|
return message.channel === 'v4_orderbook';
|
|
51
47
|
}
|
|
52
48
|
getFilters(symbols) {
|
|
53
|
-
symbols =
|
|
49
|
+
symbols = upperCaseSymbols(symbols);
|
|
54
50
|
return [
|
|
55
51
|
{
|
|
56
52
|
channel: 'v4_orderbook',
|
|
@@ -91,14 +87,13 @@ class DydxV4BookChangeMapper {
|
|
|
91
87
|
}
|
|
92
88
|
}
|
|
93
89
|
}
|
|
94
|
-
|
|
95
|
-
|
|
96
|
-
pendingTickerInfoHelper = new mapper_1.PendingTickerInfoHelper();
|
|
90
|
+
export class DydxV4DerivativeTickerMapper {
|
|
91
|
+
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
97
92
|
canHandle(message) {
|
|
98
93
|
return message.channel === 'v4_markets' || (message.channel === 'v4_trades' && message.type === 'channel_data');
|
|
99
94
|
}
|
|
100
95
|
getFilters(symbols) {
|
|
101
|
-
symbols =
|
|
96
|
+
symbols = upperCaseSymbols(symbols);
|
|
102
97
|
return [
|
|
103
98
|
{
|
|
104
99
|
channel: 'v4_markets',
|
|
@@ -151,13 +146,12 @@ class DydxV4DerivativeTickerMapper {
|
|
|
151
146
|
}
|
|
152
147
|
}
|
|
153
148
|
}
|
|
154
|
-
|
|
155
|
-
class DydxV4LiquidationsMapper {
|
|
149
|
+
export class DydxV4LiquidationsMapper {
|
|
156
150
|
canHandle(message) {
|
|
157
151
|
return message.channel === 'v4_trades' && message.type === 'channel_data';
|
|
158
152
|
}
|
|
159
153
|
getFilters(symbols) {
|
|
160
|
-
symbols =
|
|
154
|
+
symbols = upperCaseSymbols(symbols);
|
|
161
155
|
return [
|
|
162
156
|
{
|
|
163
157
|
channel: 'v4_trades',
|
|
@@ -183,5 +177,4 @@ class DydxV4LiquidationsMapper {
|
|
|
183
177
|
}
|
|
184
178
|
}
|
|
185
179
|
}
|
|
186
|
-
exports.DydxV4LiquidationsMapper = DydxV4LiquidationsMapper;
|
|
187
180
|
//# sourceMappingURL=dydxv4.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"dydxv4.js","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"dydxv4.js","sourceRoot":"","sources":["../../src/mappers/dydxv4.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE9C,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAE7D,MAAM,OAAO,kBAAkB;IAC7B,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;YAC1C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,KAAK,CAAC,EAAE;gBACZ,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;gBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;gBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvE,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,SAAS,qBAAqB,CAAC,KAAsC;IACnE,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;QAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;KAC3B,CAAA;AACH,CAAC;AAED,SAAS,mBAAmB,CAAC,KAAuB;IAClD,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;KACzB,CAAA;AACH,CAAC;AACD,MAAM,OAAO,sBAAsB;IACjC,SAAS,CAAC,OAAoD;QAC5D,OAAO,OAAO,CAAC,OAAO,KAAK,cAAc,CAAA;IAC3C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAoD,EAAE,cAAoB;QAC7E,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YAClC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,SAAS;gBACnB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,qBAAqB,CAAC;gBACtD,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,qBAAqB,CAAC;gBACtD,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;QACH,CAAC;aAAM,CAAC;YACN,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;gBACtB,OAAM;YACR,CAAC;YAED,MAAM,UAAU,GAAe;gBAC7B,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;gBAClB,QAAQ,EAAE,SAAS;gBACnB,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,EAAE;gBAC/F,IAAI,EAAE,OAAO,CAAC,QAAQ,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,EAAE;gBAC/F,SAAS,EAAE,cAAc;gBACzB,cAAc;aACf,CAAA;YAED,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,UAAU,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;gBAC7D,MAAM,UAAU,CAAA;YAClB,CAAC;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,4BAA4B;IACtB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAA4D;QACpE,OAAO,OAAO,CAAC,OAAO,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAC,CAAA;IACjH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO,EAAE,EAAc;aACf;YACV;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA4D,EAAE,cAAoB;QACrF,IAAI,OAAO,CAAC,OAAO,KAAK,WAAW,EAAE,CAAC;YACpC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,EAAE,EAAE,SAAS,CAAC,CAAA;YAClG,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAA;YAE5G,OAAM;QACR,CAAC;QACD,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,QAAQ,CAAC,OAAO,KAAK,SAAS,CAAC,EAAE,CAAC;YACjH,MAAM,QAAQ,GAAG,OAAO,CAAC,IAAI,KAAK,YAAY,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAA;YACpG,KAAK,MAAM,GAAG,IAAI,QAAQ,EAAE,CAAC;gBAC3B,MAAM,UAAU,GAAI,QAAgB,CAAC,GAAG,CAAuD,CAAA;gBAE/F,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,GAAG,EAAE,SAAS,CAAC,CAAA;gBAE3F,IAAI,UAAU,CAAC,WAAW,KAAK,SAAS,EAAE,CAAC;oBACzC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,UAAU,CAAC,WAAW,CAAC,CAAC,CAAA;gBACnE,CAAC;gBACD,IAAI,UAAU,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;oBAC1C,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,UAAU,CAAC,YAAY,CAAC,CAAC,CAAA;gBACvE,CAAC;gBAED,IAAI,UAAU,CAAC,eAAe,KAAK,SAAS,EAAE,CAAC;oBAC7C,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,UAAU,CAAC,eAAe,CAAC,CAAC,CAAA;gBACzE,CAAC;gBAED,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;gBAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;oBACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;gBACrD,CAAC;YACH,CAAC;QACH,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,QAAQ,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;YACnF,KAAK,MAAM,GAAG,IAAI,OAAO,CAAC,QAAQ,CAAC,YAAY,EAAE,CAAC;gBAChD,MAAM,eAAe,GAAI,OAAO,CAAC,QAAQ,CAAC,YAAoB,CAAC,GAAG,CAAoB,CAAA;gBACtF,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,GAAG,EAAE,SAAS,CAAC,CAAA;gBAC3F,IAAI,eAAe,CAAC,WAAW,KAAK,SAAS,EAAE,CAAC;oBAC9C,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,eAAe,CAAC,WAAW,CAAC,CAAC,CAAA;gBACxE,CAAC;gBACD,iBAAiB,CAAC,eAAe,CAAC,cAAc,CAAC,CAAA;gBAEjD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;oBACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;gBACrD,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,OAAO,wBAAwB;IACnC,SAAS,CAAC,OAAkB;QAC1B,OAAO,OAAO,CAAC,OAAO,KAAK,WAAW,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IAC3E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,WAAW;gBACpB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkB,EAAE,cAAoB;QAC3C,KAAK,IAAI,KAAK,IAAI,OAAO,CAAC,QAAQ,CAAC,MAAM,EAAE,CAAC;YAC1C,IAAI,KAAK,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;gBAChC,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,OAAO,CAAC,EAAE;oBAClB,QAAQ,EAAE,SAAS;oBACnB,EAAE,EAAE,KAAK,CAAC,EAAE;oBACZ,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;oBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;oBAC1B,IAAI,EAAE,KAAK,CAAC,IAAI,KAAK,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK;oBAC5C,SAAS,EAAE,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;oBACvE,cAAc,EAAE,cAAc;iBAC/B,CAAA;YACH,CAAC;QACH,CAAC;IACH,CAAC;CACF"}
|
package/dist/mappers/ftx.d.ts
CHANGED
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, Trade } from '../types';
|
|
2
|
-
import { Mapper } from './mapper';
|
|
1
|
+
import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, Trade } from '../types.ts';
|
|
2
|
+
import { Mapper } from './mapper.ts';
|
|
3
3
|
export declare class FTXTradesMapper implements Mapper<'ftx' | 'ftx-us', Trade> {
|
|
4
4
|
private readonly _exchange;
|
|
5
5
|
constructor(_exchange: Exchange);
|