tardis-dev 16.2.1 → 16.2.2

package/src/mappers/okex.ts

@@ -6,7 +6,10 @@ import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 // https://www.okex.com/docs-v5/en/#websocket-api-public-channel-trades-channel
 
 export class OkexV5TradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
-  constructor(private readonly _exchange: Exchange, private readonly _useTradesAll: boolean) {}
+  constructor(
+    private readonly _exchange: Exchange,
+    private readonly _useTradesAll: boolean
+  ) {}
 
   canHandle(message: any) {
     if (message.event !== undefined || message.arg === undefined) {
@@ -62,7 +65,10 @@ const mapV5BookLevel = (level: OkexV5BookLevel) => {
 export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange> {
   private _channelName: string
 
-  constructor(private readonly _exchange: Exchange, usePublicBooksChannel: boolean) {
+  constructor(
+    private readonly _exchange: Exchange,
+    usePublicBooksChannel: boolean
+  ) {
     this._channelName = this._getBooksChannelName(usePublicBooksChannel)
   }
 
@@ -137,7 +143,10 @@ export class OkexV5BookChangeMapper implements Mapper<OKEX_EXCHANGES, BookChange
 }
 
 export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
-  constructor(private readonly _exchange: Exchange, private readonly _useTbtTickerChannel: boolean) {}
+  constructor(
+    private readonly _exchange: Exchange,
+    private readonly _useTbtTickerChannel: boolean
+  ) {}
 
   canHandle(message: any) {
     if (message.event !== undefined || message.arg === undefined) {
@@ -726,7 +735,10 @@ type OkexV5SummaryMessage = {
 // https://www.okex.com/docs/en/#ws_swap-README
 
 export class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
-  constructor(private readonly _exchange: Exchange, private readonly _market: OKEX_MARKETS) {}
+  constructor(
+    private readonly _exchange: Exchange,
+    private readonly _market: OKEX_MARKETS
+  ) {}
 
   canHandle(message: OkexDataMessage) {
     return message.table === `${this._market}/trade`
@@ -991,7 +1003,10 @@ export class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSum
 }
 
 export class OkexLiquidationsMapper implements Mapper<OKEX_EXCHANGES, Liquidation> {
-  constructor(private readonly _exchange: Exchange, private readonly _market: OKEX_MARKETS) {}
+  constructor(
+    private readonly _exchange: Exchange,
+    private readonly _market: OKEX_MARKETS
+  ) {}
 
   canHandle(message: OkexDataMessage) {
     return message.table === `${this._market}/liquidation`
@@ -1027,7 +1042,10 @@ export class OkexLiquidationsMapper implements Mapper<OKEX_EXCHANGES, Liquidatio
 }
 
 export class OkexBookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker> {
-  constructor(private readonly _exchange: Exchange, private readonly _market: OKEX_MARKETS) {}
+  constructor(
+    private readonly _exchange: Exchange,
+    private readonly _market: OKEX_MARKETS
+  ) {}
 
   canHandle(message: OkexDataMessage) {
     return message.table === `${this._market}/ticker`

package/src/mappers/phemex.ts

@@ -27,6 +27,11 @@ function getQtyScale(symbol: string) {
   return 1
 }
 
+function isExcludedFromNormalizedOutput(symbol: string) {
+  // Matches tardis-api metadata: Phemex spot OL/USDT uses sOLUSDT, which collides with SOLUSDT when normalized.
+  return symbol === 'sOLUSDT'
+}
+
 const COINS_STARTING_WITH_S = [
   'SOLUSD',
   'SUSHIUSD',
@@ -163,10 +168,13 @@ export const phemexTradesMapper: Mapper<'phemex', Trade> = {
   },
 
   *map(message: PhemexTradeMessage, localTimestamp: Date): IterableIterator<Trade> {
+    const symbol = message.symbol
+    if (isExcludedFromNormalizedOutput(symbol)) {
+      return
+    }
+
     if ('trades' in message) {
       for (const [timestamp, side, priceEp, qty] of message.trades) {
-        const symbol = message.symbol
-
         yield {
           type: 'trade',
           symbol: symbol.toUpperCase(),
@@ -181,8 +189,6 @@ export const phemexTradesMapper: Mapper<'phemex', Trade> = {
       }
     } else if ('trades_p' in message) {
       for (const [timestamp, side, price, qty] of message.trades_p) {
-        const symbol = message.symbol
-
         yield {
           type: 'trade',
           symbol: symbol.toUpperCase(),
@@ -253,6 +259,10 @@ export const phemexBookChangeMapper: Mapper<'phemex', BookChange> = {
 
   *map(message: PhemexBookMessage, localTimestamp: Date): IterableIterator<BookChange> {
     const symbol = message.symbol
+    if (isExcludedFromNormalizedOutput(symbol)) {
+      return
+    }
+
     if ('book' in message) {
       const mapBookLevel = mapBookLevelForSymbol(symbol)
       yield {

package/src/realtimefeeds/bitnomial.ts

@@ -27,20 +27,23 @@ export class BitnomialRealTimeFeed extends RealTimeFeedBase {
           product_codes: filter.symbols
         }
       })
-      .reduce((prev, current) => {
-        const matchingExisting = prev.find((c) => c.name === current.name)
-        if (matchingExisting !== undefined) {
-          for (const symbol of current.product_codes) {
-            if (matchingExisting.product_codes.includes(symbol) === false) {
-              matchingExisting.product_codes.push(symbol)
+      .reduce(
+        (prev, current) => {
+          const matchingExisting = prev.find((c) => c.name === current.name)
+          if (matchingExisting !== undefined) {
+            for (const symbol of current.product_codes) {
+              if (matchingExisting.product_codes.includes(symbol) === false) {
+                matchingExisting.product_codes.push(symbol)
+              }
             }
+          } else {
+            prev.push(current)
           }
-        } else {
-          prev.push(current)
-        }
 
-        return prev
-      }, [] as { name: string; product_codes: string[] }[])
+          return prev
+        },
+        [] as { name: string; product_codes: string[] }[]
+      )
 
     return [
       {

package/src/realtimefeeds/coinbase.ts

@@ -53,20 +53,23 @@ export class CoinbaseRealTimeFeed extends RealTimeFeedBase {
           product_ids: filter.symbols
         }
       })
-      .reduce((prev, current) => {
-        const matchingExisting = prev.find((c) => c.name === current.name)
-        if (matchingExisting !== undefined) {
-          for (const symbol of current.product_ids) {
-            if (matchingExisting.product_ids.includes(symbol) === false) {
-              matchingExisting.product_ids.push(symbol)
+      .reduce(
+        (prev, current) => {
+          const matchingExisting = prev.find((c) => c.name === current.name)
+          if (matchingExisting !== undefined) {
+            for (const symbol of current.product_ids) {
+              if (matchingExisting.product_ids.includes(symbol) === false) {
+                matchingExisting.product_ids.push(symbol)
+              }
             }
+          } else {
+            prev.push(current)
           }
-        } else {
-          prev.push(current)
-        }
 
-        return prev
-      }, [] as { name: string; product_ids: string[] }[])
+          return prev
+        },
+        [] as { name: string; product_ids: string[] }[]
+      )
 
     if (this._hasCredentials) {
       const authParams = this.getAuthParams()

package/src/realtimefeeds/hitbtc.ts

@@ -36,14 +36,17 @@ export class HitBtcRealTimeFeed extends RealTimeFeedBase {
         })
       })
       .flatMap((s) => s)
-      .reduce((prev, current) => {
-        const matchingExisting = prev.find((c) => c.method === current.method && c.symbol === current.symbol)
-        if (matchingExisting === undefined) {
-          prev.push(current)
-        }
+      .reduce(
+        (prev, current) => {
+          const matchingExisting = prev.find((c) => c.method === current.method && c.symbol === current.symbol)
+          if (matchingExisting === undefined) {
+            prev.push(current)
+          }
 
-        return prev
-      }, [] as { method: string; symbol: string }[])
+          return prev
+        },
+        [] as { method: string; symbol: string }[]
+      )
 
     return subscriptions.map((subscription, index) => {
       return {

package/src/realtimefeeds/huobi.ts

@@ -271,7 +271,11 @@ class HuobiOpenInterestClient extends PoolingClientBase {
 }
 
 class HuobiOptionsMarketIndexClient extends PoolingClientBase {
-  constructor(exchange: string, private readonly _httpURL: string, private readonly _instruments: string[]) {
+  constructor(
+    exchange: string,
+    private readonly _httpURL: string,
+    private readonly _instruments: string[]
+  ) {
     super(exchange, 4)
   }
 
@@ -306,7 +310,11 @@ class HuobiOptionsMarketIndexClient extends PoolingClientBase {
 }
 
 class HuobiOptionsIndexClient extends PoolingClientBase {
-  constructor(exchange: string, private readonly _httpURL: string, private readonly _instruments: string[]) {
+  constructor(
+    exchange: string,
+    private readonly _httpURL: string,
+    private readonly _instruments: string[]
+  ) {
     super(exchange, 4)
   }
 

package/src/realtimefeeds/kucoinfutures.ts

@@ -109,7 +109,10 @@ export class KucoinFuturesSingleConnectionRealTimeFeed extends RealTimeFeedBase
 }
 
 class KucoinFuturesContractDetailsClient extends PoolingClientBase {
-  constructor(exchange: string, private readonly _httpURL: string) {
+  constructor(
+    exchange: string,
+    private readonly _httpURL: string
+  ) {
     super(exchange, 6)
   }
 

package/src/realtimefeeds/realtimefeed.ts

@@ -377,7 +377,11 @@ export abstract class PoolingClientBase implements RealTimeFeedIterable {
   protected readonly debug: dbg.Debugger
   private _tid: NodeJS.Timeout | undefined = undefined
 
-  constructor(exchange: string, private readonly _poolingIntervalSeconds: number, protected readonly onError?: (error: Error) => void) {
+  constructor(
+    exchange: string,
+    private readonly _poolingIntervalSeconds: number,
+    protected readonly onError?: (error: Error) => void
+  ) {
     this.debug = dbg(`tardis-dev:pooling-client:${exchange}`)
   }
 

package/src/realtimefeeds/serum.ts

@@ -40,20 +40,23 @@ export class SerumRealTimeFeed extends RealTimeFeedBase {
           markets: filter.symbols
         }
       })
-      .reduce((prev, current) => {
-        const matchingExisting = prev.find((c) => c.channel === current.channel)
-        if (matchingExisting !== undefined) {
-          for (const market of current.markets) {
-            if (matchingExisting.markets.includes(market) === false) {
-              matchingExisting.markets.push(market)
+      .reduce(
+        (prev, current) => {
+          const matchingExisting = prev.find((c) => c.channel === current.channel)
+          if (matchingExisting !== undefined) {
+            for (const market of current.markets) {
+              if (matchingExisting.markets.includes(market) === false) {
+                matchingExisting.markets.push(market)
+              }
             }
+          } else {
+            prev.push(current)
           }
-        } else {
-          prev.push(current)
-        }
 
-        return prev
-      }, [] as { channel: string; markets: string[] }[])
+          return prev
+        },
+        [] as { channel: string; markets: string[] }[]
+      )
 
     return subs
   }

package/src/replay.ts

@@ -35,8 +35,8 @@ export async function* replay<T extends Exchange, U extends boolean = false, Z e
       ? { localTimestamp: Buffer; message: Buffer } | undefined
       : { localTimestamp: Date; message: any } | undefined
     : U extends true
-    ? { localTimestamp: Buffer; message: Buffer }
-    : { localTimestamp: Date; message: any }
+      ? { localTimestamp: Buffer; message: Buffer }
+      : { localTimestamp: Date; message: any }
 > {
   validateReplayOptions(exchange, from, to, filters)