tardis-dev 16.2.1 → 16.3.0

package/src/handy.ts

@@ -71,13 +71,21 @@ export function* sequence(end: number, seed = 0) {
 export const ONE_SEC_IN_MS = 1000
 
 export class HttpError extends Error {
-  constructor(public readonly status: number, public readonly responseText: string, public readonly url: string) {
+  constructor(
+    public readonly status: number,
+    public readonly responseText: string,
+    public readonly url: string
+  ) {
     super(`HttpError: status code: ${status}, response text: ${responseText}`)
   }
 }
 
 class HttpClientError extends Error {
-  constructor(public readonly response: HttpResponse, public readonly method: string, public readonly url: string) {
+  constructor(
+    public readonly response: HttpResponse,
+    public readonly method: string,
+    public readonly url: string
+  ) {
     super(`HTTP ${method} ${url} failed with status ${response.statusCode}`)
   }
 }
@@ -160,24 +168,27 @@ export async function* normalizeMessages(
 export function getFilters<T extends Exchange>(mappers: Mapper<T, any>[], symbols?: string[]) {
   const filters = mappers.flatMap((mapper) => mapper.getFilters(symbols))
 
-  const deduplicatedFilters = filters.reduce((prev, current) => {
-    const matchingExisting = prev.find((c) => c.channel === current.channel)
-    if (matchingExisting !== undefined) {
-      if (matchingExisting.symbols !== undefined && current.symbols) {
-        for (let symbol of current.symbols) {
-          if (matchingExisting.symbols.includes(symbol) === false) {
-            matchingExisting.symbols.push(symbol)
+  const deduplicatedFilters = filters.reduce(
+    (prev, current) => {
+      const matchingExisting = prev.find((c) => c.channel === current.channel)
+      if (matchingExisting !== undefined) {
+        if (matchingExisting.symbols !== undefined && current.symbols) {
+          for (let symbol of current.symbols) {
+            if (matchingExisting.symbols.includes(symbol) === false) {
+              matchingExisting.symbols.push(symbol)
+            }
           }
+        } else if (current.symbols) {
+          matchingExisting.symbols = [...current.symbols]
         }
-      } else if (current.symbols) {
-        matchingExisting.symbols = [...current.symbols]
+      } else {
+        prev.push(current)
       }
-    } else {
-      prev.push(current)
-    }
 
-    return prev
-  }, [] as FilterForExchange[T][])
+      return prev
+    },
+    [] as FilterForExchange[T][]
+  )
 
   return deduplicatedFilters
 }
@@ -255,8 +266,8 @@ export const httpsProxyAgent: Agent | undefined =
   process.env.HTTP_PROXY !== undefined
     ? new HttpsProxyAgent(process.env.HTTP_PROXY)
     : process.env.SOCKS_PROXY !== undefined
-    ? new SocksProxyAgent(process.env.SOCKS_PROXY)
-    : undefined
+      ? new SocksProxyAgent(process.env.SOCKS_PROXY)
+      : undefined
 
 const DEFAULT_FETCH_RETRY_LIMIT = 2
 
@@ -296,7 +307,7 @@ type RetrySettings = {
 function getRetrySettings(method: string, retry?: HttpRetryOptions): RetrySettings {
   const retryOptions = typeof retry === 'object' ? retry : undefined
   const retryEnabled = method === 'GET' || retry !== undefined
-  const limit = typeof retry === 'number' ? retry : retryOptions?.limit ?? (retryEnabled ? DEFAULT_FETCH_RETRY_LIMIT : 0)
+  const limit = typeof retry === 'number' ? retry : (retryOptions?.limit ?? (retryEnabled ? DEFAULT_FETCH_RETRY_LIMIT : 0))
 
   return {
     limit,
@@ -617,6 +628,7 @@ async function _downloadFile(requestOptions: RequestOptions, url: string, downlo
 
   try {
     // based on https://github.com/nodejs/node/issues/28172 - only reliable way to consume response stream and avoiding all the 'gotchas'
+    let responseHeaders: Record<string, string> = {}
     await new Promise<void>((resolve, reject) => {
       const req = https
         .get(url, requestOptions, (res) => {
@@ -631,6 +643,7 @@ async function _downloadFile(requestOptions: RequestOptions, url: string, downlo
               reject(new HttpError(statusCode!, body, url))
             })
           } else {
+            responseHeaders = parseNodeResponseHeaders(res.headers)
             if (appendContentEncodingExtension) {
               const contentEncoding = asSingleHeaderValue(res.headers['content-encoding'])
               if (contentEncoding === 'zstd') {
@@ -671,7 +684,8 @@ async function _downloadFile(requestOptions: RequestOptions, url: string, downlo
     await rename(tmpFilePath, finalDownloadPath)
 
     return {
-      downloadPath: finalDownloadPath
+      downloadPath: finalDownloadPath,
+      headers: responseHeaders
     }
   } finally {
     tmpFileCleanups.delete(tmpFilePath)

package/src/instrumentinfo.ts

@@ -66,7 +66,7 @@ export async function findInstrumentSymbols(
 
       return {
         exchange,
-        symbols: instruments.map((instrument) => (selector === 'datasetId' ? instrument.datasetId ?? instrument.id : instrument.id))
+        symbols: instruments.map((instrument) => (selector === 'datasetId' ? (instrument.datasetId ?? instrument.id) : instrument.id))
       }
     })
   )

package/src/mappers/binance.ts

@@ -5,9 +5,10 @@ import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 
 // https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
 
-export class BinanceTradesMapper
-  implements Mapper<'binance' | 'binance-jersey' | 'binance-us' | 'binance-futures' | 'binance-delivery', Trade>
-{
+export class BinanceTradesMapper implements Mapper<
+  'binance' | 'binance-jersey' | 'binance-us' | 'binance-futures' | 'binance-delivery',
+  Trade
+> {
   constructor(private readonly _exchange: Exchange) {}
 
   canHandle(message: BinanceResponse<any>) {
@@ -53,14 +54,18 @@ export class BinanceTradesMapper
   }
 }
 
-export class BinanceBookChangeMapper
-  implements Mapper<'binance' | 'binance-jersey' | 'binance-us' | 'binance-futures' | 'binance-delivery', BookChange>
-{
+export class BinanceBookChangeMapper implements Mapper<
+  'binance' | 'binance-jersey' | 'binance-us' | 'binance-futures' | 'binance-delivery',
+  BookChange
+> {
   protected readonly symbolToDepthInfoMapping: {
     [key: string]: LocalDepthInfo
   } = {}
 
-  constructor(protected readonly exchange: Exchange, protected readonly ignoreBookSnapshotOverlapError: boolean) {}
+  constructor(
+    protected readonly exchange: Exchange,
+    protected readonly ignoreBookSnapshotOverlapError: boolean
+  ) {}
 
   canHandle(message: BinanceResponse<any>) {
     if (message.stream === undefined) {
@@ -217,7 +222,10 @@ export class BinanceFuturesBookChangeMapper
   extends BinanceBookChangeMapper
   implements Mapper<'binance-futures' | 'binance-delivery', BookChange>
 {
-  constructor(protected readonly exchange: Exchange, protected readonly ignoreBookSnapshotOverlapError: boolean) {
+  constructor(
+    protected readonly exchange: Exchange,
+    protected readonly ignoreBookSnapshotOverlapError: boolean
+  ) {
     super(exchange, ignoreBookSnapshotOverlapError)
   }
 

package/src/mappers/bybit.ts

@@ -44,7 +44,10 @@ export class BybitV5TradesMapper implements Mapper<'bybit' | 'bybit-spot' | 'byb
 }
 
 export class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', BookChange> {
-  constructor(protected readonly _exchange: Exchange, private readonly _depth: number) {}
+  constructor(
+    protected readonly _exchange: Exchange,
+    private readonly _depth: number
+  ) {}
 
   canHandle(message: BybitV5OrderBookMessage) {
     if (message.topic === undefined) {
@@ -388,8 +391,8 @@ export class BybitTradesMapper implements Mapper<'bybit', Trade> {
         'trade_time_ms' in trade
           ? new Date(Number(trade.trade_time_ms))
           : 'tradeTimeMs' in trade
-          ? new Date(Number(trade.tradeTimeMs))
-          : new Date(trade.timestamp)
+            ? new Date(Number(trade.tradeTimeMs))
+            : new Date(trade.timestamp)
 
       yield {
         type: 'trade',
@@ -407,7 +410,10 @@ export class BybitTradesMapper implements Mapper<'bybit', Trade> {
 }
 
 export class BybitBookChangeMapper implements Mapper<'bybit', BookChange> {
-  constructor(protected readonly _exchange: Exchange, private readonly _canUseBook200Channel: boolean) {}
+  constructor(
+    protected readonly _exchange: Exchange,
+    private readonly _canUseBook200Channel: boolean
+  ) {}
 
   canHandle(message: BybitDataMessage) {
     if (message.topic === undefined) {
@@ -449,8 +455,8 @@ export class BybitBookChangeMapper implements Mapper<'bybit', BookChange> {
         ? 'order_book' in message.data
           ? message.data.order_book
           : 'orderBook' in message.data
-          ? message.data.orderBook
-          : message.data
+            ? message.data.orderBook
+            : message.data
         : [...message.data.delete, ...message.data.update, ...message.data.insert]
 
     const timestampBybit = message.timestamp_e6 !== undefined ? Number(message.timestamp_e6) : Number(message.timestampE6)
@@ -858,16 +864,15 @@ type BybitInstrumentUpdate = {
   ask1Price: '21213.50'
 }
 
-type BybitInstrumentDataMessage =
-  | BybitDataMessage & {
-      timestamp_e6: string
-      timestampE6: string
-      data:
-        | BybitInstrumentUpdate
-        | {
-            update: [BybitInstrumentUpdate]
-          }
-    }
+type BybitInstrumentDataMessage = BybitDataMessage & {
+  timestamp_e6: string
+  timestampE6: string
+  data:
+    | BybitInstrumentUpdate
+    | {
+        update: [BybitInstrumentUpdate]
+      }
+}
 
 type BybitLiquidationMessage = BybitDataMessage & {
   generated: true

package/src/mappers/gateio.ts

@@ -60,7 +60,10 @@ export class GateIOV4BookChangeMapper implements Mapper<'gate-io', BookChange> {
     [key: string]: LocalDepthInfo
   } = {}
 
-  constructor(protected readonly exchange: Exchange, protected readonly ignoreBookSnapshotOverlapError: boolean) {}
+  constructor(
+    protected readonly exchange: Exchange,
+    protected readonly ignoreBookSnapshotOverlapError: boolean
+  ) {}
 
   canHandle(message: GateV4OrderBookUpdate | Gatev4OrderBookSnapshot) {
     if (message.channel === undefined) {

package/src/mappers/gateiofutures.ts

@@ -76,8 +76,8 @@ export class GateIOFuturesBookChangeMapper implements Mapper<'gate-io-futures',
         depthMessage.time_ms !== undefined
           ? new Date(depthMessage.time_ms)
           : depthMessage.result.t !== undefined
-          ? new Date(depthMessage.result.t)
-          : new Date(depthMessage.time * 1000)
+            ? new Date(depthMessage.result.t)
+            : new Date(depthMessage.time * 1000)
 
       // snapshot
       yield {

package/src/mappers/huobi.ts

@@ -5,9 +5,10 @@ import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 // https://huobiapi.github.io/docs/spot/v1/en/#websocket-market-data
 // https://github.com/huobiapi/API_Docs_en/wiki/WS_api_reference_en
 
-export class HuobiTradesMapper
-  implements Mapper<'huobi' | 'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap' | 'huobi-dm-options', Trade>
-{
+export class HuobiTradesMapper implements Mapper<
+  'huobi' | 'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap' | 'huobi-dm-options',
+  Trade
+> {
   constructor(private readonly _exchange: Exchange) {}
   canHandle(message: HuobiDataMessage) {
     if (message.ch === undefined) {
@@ -46,9 +47,10 @@ export class HuobiTradesMapper
   }
 }
 
-export class HuobiBookChangeMapper
-  implements Mapper<'huobi' | 'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap' | 'huobi-dm-options', BookChange>
-{
+export class HuobiBookChangeMapper implements Mapper<
+  'huobi' | 'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap' | 'huobi-dm-options',
+  BookChange
+> {
   constructor(protected readonly _exchange: Exchange) {}
 
   canHandle(message: HuobiDataMessage) {

package/src/mappers/index.ts

@@ -409,8 +409,8 @@ const bookChangeMappers = {
     shouldUseGateIOV4OrderBookV2Mappers(localTimestamp)
       ? new GateIOV4OrderBookV2ChangeMapper('gate-io')
       : shouldUseGateIOV4Mappers(localTimestamp)
-      ? new GateIOV4BookChangeMapper('gate-io', isRealTime(localTimestamp) == false)
-      : new GateIOBookChangeMapper('gate-io'),
+        ? new GateIOV4BookChangeMapper('gate-io', isRealTime(localTimestamp) == false)
+        : new GateIOBookChangeMapper('gate-io'),
   'gate-io-futures': () => new GateIOFuturesBookChangeMapper('gate-io-futures'),
   poloniex: (localTimestamp: Date) =>
     shouldUsePoloniexV2Mappers(localTimestamp) ? new PoloniexV2BookChangeMapper() : new PoloniexBookChangeMapper(),

package/src/mappers/kucoin.ts

@@ -46,7 +46,10 @@ export class KucoinBookChangeMapper implements Mapper<'kucoin', BookChange> {
     [key: string]: LocalDepthInfo
   } = {}
 
-  constructor(protected readonly _exchange: Exchange, private readonly ignoreBookSnapshotOverlapError: boolean) {}
+  constructor(
+    protected readonly _exchange: Exchange,
+    private readonly ignoreBookSnapshotOverlapError: boolean
+  ) {}
 
   canHandle(message: KucoinLevel2SnapshotMessage | KucoinLevel2UpdateMessage) {
     return message.type === 'message' && message.topic.startsWith('/market/level2')

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
   }