tardis-dev 16.3.1 → 16.4.0

package/dist/realtimefeeds/bullish.js

@@ -0,0 +1,113 @@
+import { MultiConnectionRealTimeFeedBase, RealTimeFeedBase } from "./realtimefeed.js";
+const BULLISH_SUBSCRIPTION_TARGETS = {
+    V1TALevel2: {
+        topic: 'l2Orderbook',
+        path: '/trading-api/v1/market-data/orderbook',
+        symbolParam: 'symbol'
+    },
+    V1TALevel1: {
+        topic: 'l1Orderbook',
+        path: '/trading-api/v1/market-data/orderbook',
+        symbolParam: 'symbol'
+    },
+    V1TAAnonymousTradeUpdate: {
+        topic: 'anonymousTrades',
+        path: '/trading-api/v1/market-data/trades',
+        symbolParam: 'symbol'
+    },
+    V1TATickerResponse: {
+        topic: 'tick',
+        path: '/trading-api/v1/market-data/tick',
+        symbolParam: 'symbol'
+    },
+    V1TAIndexPrice: {
+        topic: 'indexPrice',
+        path: '/trading-api/v1/index-data',
+        symbolParam: 'assetSymbol'
+    }
+};
+function getBullishSubscriptionTarget(channel) {
+    const target = BULLISH_SUBSCRIPTION_TARGETS[channel];
+    if (target === undefined) {
+        throw new Error(`BullishRealTimeFeed unsupported channel ${channel}`);
+    }
+    return target;
+}
+export class BullishRealTimeFeed extends MultiConnectionRealTimeFeedBase {
+    *_getRealTimeFeeds(exchange, filters, timeoutIntervalMS, onError) {
+        for (const [path, pathFilters] of this.groupByPath(filters)) {
+            yield new BullishSingleConnectionRealTimeFeed(exchange, path, pathFilters, timeoutIntervalMS, onError);
+        }
+    }
+    groupByPath(filters) {
+        const filtersByPath = new Map();
+        for (const filter of filters) {
+            const target = getBullishSubscriptionTarget(filter.channel);
+            const pathFilters = filtersByPath.get(target.path) ?? [];
+            pathFilters.push(filter);
+            filtersByPath.set(target.path, pathFilters);
+        }
+        return filtersByPath;
+    }
+}
+export class BullishSingleConnectionRealTimeFeed extends RealTimeFeedBase {
+    path;
+    wssURL = 'wss://api.exchange.bullish.com';
+    nextMessageId = 1;
+    constructor(exchange, path, filters, timeoutIntervalMS, onError) {
+        super(exchange, filters, timeoutIntervalMS, onError);
+        this.path = path;
+    }
+    async getWebSocketUrl() {
+        const baseURL = await super.getWebSocketUrl();
+        return `${baseURL.replace(/\/$/, '')}${this.path}`;
+    }
+    mapToSubscribeMessages(filters) {
+        return filters.flatMap((filter) => {
+            const target = getBullishSubscriptionTarget(filter.channel);
+            if (target.symbolParam == null) {
+                return [
+                    {
+                        jsonrpc: '2.0',
+                        type: 'command',
+                        method: 'subscribe',
+                        id: (this.nextMessageId++).toString(),
+                        params: {
+                            topic: target.topic
+                        }
+                    }
+                ];
+            }
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('BullishRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter.symbols.map((symbol) => {
+                return {
+                    jsonrpc: '2.0',
+                    type: 'command',
+                    method: 'subscribe',
+                    id: (this.nextMessageId++).toString(),
+                    params: {
+                        topic: target.topic,
+                        [target.symbolParam]: symbol
+                    }
+                };
+            });
+        });
+    }
+    messageIsError(message) {
+        return message.error !== undefined && message.error !== null;
+    }
+    sendCustomPing = () => {
+        this.send({
+            jsonrpc: '2.0',
+            type: 'command',
+            method: 'keepalivePing',
+            id: (this.nextMessageId++).toString()
+        });
+    };
+    messageIsHeartbeat(message) {
+        return message.dataType === 'V1TAHeartbeat' || message.result?.message === 'Keep alive pong';
+    }
+}
+//# sourceMappingURL=bullish.js.map

package/dist/realtimefeeds/bullish.js.map

@@ -0,0 +1 @@
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package/dist/realtimefeeds/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA6B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;AA2BhD,cAAc,mBAAmB,CAAA;AAiEjC,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,oDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA6B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;AA4BhD,cAAc,mBAAmB,CAAA;AAkEjC,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,oDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}

package/dist/realtimefeeds/index.js

@@ -39,6 +39,7 @@ import { BitgetFuturesRealTimeFeed, BitgetRealTimeFeed } from "./bitget.js";
 import { CoinbaseInternationalRealTimeFeed } from "./coinbaseinternational.js";
 import { HyperliquidRealTimeFeed } from "./hyperliquid.js";
 import { LighterRealTimeFeed } from "./lighter.js";
+import { BullishRealTimeFeed } from "./bullish.js";
 export * from "./realtimefeed.js";
 const realTimeFeedsMap = {
     bitmex: BitmexRealTimeFeed,
@@ -98,7 +99,8 @@ const realTimeFeedsMap = {
     'bitget-futures': BitgetFuturesRealTimeFeed,
     'coinbase-international': CoinbaseInternationalRealTimeFeed,
     hyperliquid: HyperliquidRealTimeFeed,
-    lighter: LighterRealTimeFeed
+    lighter: LighterRealTimeFeed,
+    bullish: BullishRealTimeFeed
 };
 export function getRealTimeFeedFactory(exchange) {
     if (realTimeFeedsMap[exchange]) {

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AACA,OAAO,EACL,0BAA0B,EAC1B,yBAAyB,EACzB,mBAAmB,EACnB,qBAAqB,EACrB,2BAA2B,EAC5B,MAAM,cAAc,CAAA;AACrB,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AACxD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,qBAAqB,EAAE,yBAAyB,EAAE,MAAM,YAAY,CAAA;AAC3G,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,MAAM,uBAAuB,CAAA;AACpE,OAAO,EAAE,uBAAuB,EAAE,MAAM,cAAc,CAAA;AACtD,OAAO,EAAE,eAAe,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EACL,mBAAmB,EACnB,iBAAiB,EACjB,uBAAuB,EACvB,6BAA6B,EAC7B,0BAA0B,EAC3B,MAAM,YAAY,CAAA;AACnB,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,uBAAuB,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAEzF,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,kCAAkC,EAAE,MAAM,6BAA6B,CAAA;AAChF,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAA;AACjD,OAAO,EAAE,yBAAyB,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAC3E,OAAO,EAAE,iCAAiC,EAAE,MAAM,4BAA4B,CAAA;AAC9E,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAElD,cAAc,mBAAmB,CAAA;AAEjC,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,kBAAkB;IAC1B,OAAO,EAAE,mBAAmB;IAC5B,gBAAgB,EAAE,yBAAyB;IAC3C,YAAY,EAAE,qBAAqB;IACnC,aAAa,EAAE,sBAAsB;IACrC,iBAAiB,EAAE,0BAA0B;IAC7C,kBAAkB,EAAE,2BAA2B;IAC/C,QAAQ,EAAE,oBAAoB;IAC9B,sBAAsB,EAAE,oBAAoB;IAC5C,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,gBAAgB,EAAE,4BAA4B;IAC9C,OAAO,EAAE,uBAAuB;IAChC,GAAG,EAAE,eAAe;IACpB,QAAQ,EAAE,iBAAiB;IAC3B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,IAAI,EAAE,gBAAgB;IACtB,cAAc,EAAE,gBAAgB;IAChC,WAAW,EAAE,gBAAgB;IAC7B,cAAc,EAAE,uBAAuB;IACvC,UAAU,EAAE,mBAAmB;IAC/B,eAAe,EAAE,uBAAuB;IACxC,sBAAsB,EAAE,6BAA6B;IACrD,KAAK,EAAE,iBAAiB;IACxB,KAAK,EAAE,qBAAqB;IAC5B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,KAAK,EAAE,iBAAiB;IACxB,SAAS,EAAE,kBAAkB;IAC7B,iBAAiB,EAAE,yBAAyB;IAC5C,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,KAAK,EAAE,iBAAiB;IACxB,QAAQ,EAAE,oBAAoB;IAC9B,IAAI,EAAE,gBAAgB;IACtB,KAAK,EAAE,iBAAiB;IACxB,YAAY,EAAE,qBAAqB;IACnC,kBAAkB,EAAE,0BAA0B;IAC9C,KAAK,EAAE,iBAAiB;IACxB,YAAY,EAAE,yBAAyB;IACvC,eAAe,EAAE,4BAA4B;IAC7C,YAAY,EAAE,qBAAqB;IACnC,MAAM,EAAE,kBAAkB;IAC1B,SAAS,EAAE,qBAAqB;IAChC,OAAO,EAAE,gBAAgB;IACzB,gBAAgB,EAAE,yBAAyB;IAC3C,0BAA0B,EAAE,kCAAkC;IAC9D,cAAc,EAAE,uBAAuB;IACvC,gBAAgB,EAAE,yBAAyB;IAC3C,SAAS,EAAE,kBAAkB;IAC7B,MAAM,EAAE,kBAAkB;IAC1B,gBAAgB,EAAE,yBAAyB;IAC3C,wBAAwB,EAAE,iCAAiC;IAC3D,WAAW,EAAE,uBAAuB;IACpC,OAAO,EAAE,mBAAmB;IAC5B,OAAO,EAAE,mBAAmB;CAC7B,CAAA;AAED,MAAM,UAAU,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC/B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;IACpC,CAAC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAED,MAAM,UAAU,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AAED,MAAM,UAAU,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC"}

package/dist/types.d.ts

@@ -25,6 +25,7 @@ export type Trade = {
     readonly id: string | undefined;
     readonly price: number;
     readonly amount: number;
+    /** liquidity taker side (aggressor), not the resting maker order side */
     readonly side: 'buy' | 'sell' | 'unknown';
     readonly timestamp: Date;
     readonly localTimestamp: Date;

package/dist/types.d.ts.map

@@ -1 +1 @@
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@@ -1 +1 @@
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+{"version":3,"file":"worker.d.ts","sourceRoot":"","sources":["../src/worker.ts"],"names":[],"mappings":"AAKA,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AACvD,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,YAAY,CAAA;AAoM7C,MAAM,MAAM,aAAa,GAAG;IAC1B,QAAQ,EAAE,MAAM,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;IACjB,SAAS,EAAE,MAAM,CAAA;CAClB,CAAA;AAED,MAAM,MAAM,gBAAgB,GAAG;IAC7B,QAAQ,EAAE,MAAM,CAAA;IAChB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,mBAAmB,EAAE,mBAAmB,CAAA;IACxC,SAAS,EAAE,MAAM,CAAA;IACjB,QAAQ,EAAE,IAAI,CAAA;IACd,MAAM,EAAE,IAAI,CAAA;IACZ,QAAQ,EAAE,QAAQ,CAAA;IAClB,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,CAAA;IACtB,2BAA2B,CAAC,EAAE,OAAO,GAAG,MAAM,CAAA;CAC/C,CAAA;AAED,0BAAkB,YAAY;IAC5B,gBAAgB,qBAAqB;IACrC,kBAAkB,uBAAuB;CAC1C"}

package/dist/worker.js

@@ -2,7 +2,7 @@ import dbg from 'debug';
 import { existsSync } from 'node:fs';
 import pMap from 'p-map';
 import { isMainThread, parentPort, workerData } from 'worker_threads';
-import { addMinutes, download, formatDateToPath, optimizeFilters, sequence, sha256, wait, cleanTempFiles } from "./handy.js";
+import { addMinutes, download, formatDateToPath, optimizeFilters, sha256, wait, cleanTempFiles } from "./handy.js";
 const debug = dbg('tardis-dev');
 const DEFAULT_DATA_FEED_SLICE_SIZE = 1;
 if (isMainThread) {
@@ -23,6 +23,7 @@ process.on('unhandledRejection', (err, promise) => {
 });
 async function getDataFeedSlices(payload) {
     const MILLISECONDS_IN_MINUTE = 60 * 1000;
+    const MIN_WAIT_WHEN_DATA_NOT_AVAILABLE_OFFSET = 6;
     const CONCURRENCY_LIMIT = 60;
     // deduplicate filters (if the channel was provided multiple times)
     const filters = optimizeFilters(payload.filters);
@@ -31,52 +32,60 @@ async function getDataFeedSlices(payload) {
     const minutesCountToFetch = Math.floor((payload.toDate.getTime() - payload.fromDate.getTime()) / MILLISECONDS_IN_MINUTE);
     // each filter will have separate sub dir based on it's sha hash
     const cacheDir = `${payload.cacheDir}/feeds/${payload.exchange}/${sha256(filters)}`;
-    const waitOffsetMS = typeof payload.waitWhenDataNotYetAvailable === 'number'
-        ? payload.waitWhenDataNotYetAvailable * MILLISECONDS_IN_MINUTE
-        : 30 * MILLISECONDS_IN_MINUTE;
-    if (payload.waitWhenDataNotYetAvailable && payload.toDate.valueOf() > new Date().valueOf() - waitOffsetMS) {
-        let timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
-        // in case when even initial from date is not yet available wait until it is
-        if (timestampForLastAvailableData < payload.fromDate.valueOf()) {
-            const initialWaitTime = payload.fromDate.valueOf() - timestampForLastAvailableData;
-            if (initialWaitTime > 0) {
-                await wait(initialWaitTime);
-            }
-        }
-        // fetch concurently any data that is already available
-        timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
-        const minutesCountThatAreAlreadyAvailableToFetch = Math.floor((timestampForLastAvailableData - payload.fromDate.valueOf()) / MILLISECONDS_IN_MINUTE);
-        await pMap(sequence(minutesCountThatAreAlreadyAvailableToFetch, 0), (offset) => getDataFeedSlice(payload, offset, filters, cacheDir), {
-            concurrency: CONCURRENCY_LIMIT
-        });
-        // for remaining data iterate one by one and wait as needed
-        for (let offset = minutesCountThatAreAlreadyAvailableToFetch; offset < minutesCountToFetch; offset++) {
-            const timestampToFetch = payload.fromDate.valueOf() + offset * MILLISECONDS_IN_MINUTE;
-            timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
-            if (timestampToFetch > timestampForLastAvailableData) {
-                const waitTime = timestampToFetch - timestampForLastAvailableData + 100;
-                await wait(waitTime);
-            }
-            await getDataFeedSlice(payload, offset, filters, cacheDir);
+    const waitOffsetMinutes = typeof payload.waitWhenDataNotYetAvailable === 'number'
+        ? Math.max(payload.waitWhenDataNotYetAvailable, MIN_WAIT_WHEN_DATA_NOT_AVAILABLE_OFFSET)
+        : 30;
+    const waitOffsetMS = waitOffsetMinutes * MILLISECONDS_IN_MINUTE;
+    const minutesCountThatAreAlreadyAvailableToFetch = await getAvailableMinutesCount(payload, minutesCountToFetch, waitOffsetMS, MILLISECONDS_IN_MINUTE);
+    await getAvailableDataFeedSlices(payload, filters, cacheDir, minutesCountThatAreAlreadyAvailableToFetch, CONCURRENCY_LIMIT);
+    // for remaining data iterate one by one and wait as needed
+    for (let offset = minutesCountThatAreAlreadyAvailableToFetch; offset < minutesCountToFetch; offset++) {
+        const timestampToFetch = payload.fromDate.valueOf() + offset * MILLISECONDS_IN_MINUTE;
+        const timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
+        if (timestampToFetch > timestampForLastAvailableData) {
+            const waitTime = timestampToFetch - timestampForLastAvailableData + 100;
+            await wait(waitTime);
         }
+        await getDataFeedSlice(payload, offset, filters, cacheDir);
+    }
+}
+async function getAvailableMinutesCount(payload, minutesCountToFetch, waitOffsetMS, millisecondsInMinute) {
+    const waitWhenDataIsNotAvailable = payload.waitWhenDataNotYetAvailable && payload.toDate.valueOf() > new Date().valueOf() - waitOffsetMS;
+    if (!waitWhenDataIsNotAvailable) {
+        return minutesCountToFetch;
     }
-    else {
-        // fetch last slice - it will tell us if user has access to the end of requested date range and data is available
-        // also fetch it from API to get current suggested slice size headers
-        const lastSlice = await getDataFeedSlice(payload, minutesCountToFetch - 1, filters, cacheDir, DEFAULT_DATA_FEED_SLICE_SIZE, false);
-        // fetch first slice - it will tell us if user has access to the beginning of requested date range
-        const firstSlice = minutesCountToFetch === 1 ? lastSlice : await getDataFeedSlice(payload, 0, filters, cacheDir, DEFAULT_DATA_FEED_SLICE_SIZE, false);
-        const replaySliceSize = filters.length === 0 ? DEFAULT_DATA_FEED_SLICE_SIZE : Math.max(firstSlice.suggestedSliceSize, lastSlice.suggestedSliceSize);
-        const sliceOffsets = [];
-        for (let offset = 1; offset < minutesCountToFetch - 1; offset += replaySliceSize) {
-            sliceOffsets.push(offset);
+    let timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
+    // in case when even initial from date is not yet available wait until it is
+    if (timestampForLastAvailableData < payload.fromDate.valueOf()) {
+        const initialWaitTime = payload.fromDate.valueOf() - timestampForLastAvailableData;
+        if (initialWaitTime > 0) {
+            await wait(initialWaitTime);
         }
-        // it both begining and end date of the range is accessible fetch all remaning slices concurently with CONCURRENCY_LIMIT
-        await pMap(sliceOffsets, async (offset) => {
-            const requestedSliceSize = Math.min(replaySliceSize, minutesCountToFetch - 1 - offset);
-            await getDataFeedSlice(payload, offset, filters, cacheDir, requestedSliceSize);
-        }, { concurrency: CONCURRENCY_LIMIT });
     }
+    // fetch concurently any data that is already available
+    timestampForLastAvailableData = new Date().valueOf() - waitOffsetMS;
+    const availableMinutesCount = Math.floor((timestampForLastAvailableData - payload.fromDate.valueOf()) / millisecondsInMinute);
+    return Math.min(Math.max(availableMinutesCount, 0), minutesCountToFetch);
+}
+async function getAvailableDataFeedSlices(payload, filters, cacheDir, minutesCountToFetch, concurrencyLimit) {
+    if (minutesCountToFetch <= 0) {
+        return;
+    }
+    // fetch last slice - it will tell us if user has access to the end of requested date range and data is available
+    // also fetch it from API to get current suggested slice size headers
+    const lastSlice = await getDataFeedSlice(payload, minutesCountToFetch - 1, filters, cacheDir, DEFAULT_DATA_FEED_SLICE_SIZE, false);
+    // fetch first slice - it will tell us if user has access to the beginning of requested date range
+    const firstSlice = minutesCountToFetch === 1 ? lastSlice : await getDataFeedSlice(payload, 0, filters, cacheDir, DEFAULT_DATA_FEED_SLICE_SIZE, false);
+    const replaySliceSize = filters.length === 0 ? DEFAULT_DATA_FEED_SLICE_SIZE : Math.max(firstSlice.suggestedSliceSize, lastSlice.suggestedSliceSize);
+    const sliceOffsets = [];
+    for (let offset = 1; offset < minutesCountToFetch - 1; offset += replaySliceSize) {
+        sliceOffsets.push(offset);
+    }
+    // it both begining and end date of the range is accessible fetch all remaning slices concurently with CONCURRENCY_LIMIT
+    await pMap(sliceOffsets, async (offset) => {
+        const requestedSliceSize = Math.min(replaySliceSize, minutesCountToFetch - 1 - offset);
+        await getDataFeedSlice(payload, offset, filters, cacheDir, requestedSliceSize);
+    }, { concurrency: concurrencyLimit });
 }
 async function getDataFeedSlice({ exchange, fromDate, endpoint, apiKey, dataFeedCompression, userAgent }, offset, filters, cacheDir, requestedSliceSize = DEFAULT_DATA_FEED_SLICE_SIZE, useCache = true) {
     const sliceTimestamp = addMinutes(fromDate, offset);

package/dist/worker.js.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tardis-dev",
-  "version": "16.3.1",
+  "version": "16.4.0",
   "engines": {
     "node": ">=25"
   },

package/src/consts.ts

@@ -56,7 +56,8 @@ export const EXCHANGES = [
   'bitget',
   'bitget-futures',
   'hyperliquid',
-  'lighter'
+  'lighter',
+  'bullish'
 ] as const
 
 const BINANCE_CHANNELS = ['trade', 'aggTrade', 'ticker', 'depth', 'depthSnapshot', 'bookTicker', 'recentTrades', 'borrowInterest'] as const
@@ -522,6 +523,8 @@ const HYPERLIQUID_CHANNELS = ['l2Book', 'trades', 'activeAssetCtx', 'activeSpotA
 
 const LIGHTER_CHANNELS = ['order_book', 'trade', 'ticker', 'market_stats', 'spot_market_stats'] as const
 
+const BULLISH_CHANNELS = ['V1TALevel2', 'V1TALevel1', 'V1TAAnonymousTradeUpdate', 'V1TATickerResponse', 'V1TAIndexPrice'] as const
+
 export const EXCHANGE_CHANNELS_INFO = {
   bitmex: BITMEX_CHANNELS,
   coinbase: COINBASE_CHANNELS,
@@ -580,5 +583,6 @@ export const EXCHANGE_CHANNELS_INFO = {
   bitget: BITGET_CHANNELS,
   'bitget-futures': BITGET_FUTURES_CHANNELS,
   hyperliquid: HYPERLIQUID_CHANNELS,
-  lighter: LIGHTER_CHANNELS
+  lighter: LIGHTER_CHANNELS,
+  bullish: BULLISH_CHANNELS
 }

package/src/handy.ts

@@ -770,6 +770,23 @@ export function decimalPlaces(n: number) {
   return count
 }
 
+/**
+ * Parses optional numeric fields where `undefined`, `null`, `NaN`, `Infinity`, and `-Infinity` are treated as not valid and mapped to `undefined`.
+ * `0` is valid and preserved. Use for nullable/optional numeric fields such as open interest, funding rates, and greeks.
+ */
+export function asNumberOrUndefined(val: string | number | undefined | null) {
+  if (val === undefined || val === null || val === '') {
+    return
+  }
+
+  const asNumber = Number(val)
+  return Number.isFinite(asNumber) ? asNumber : undefined
+}
+
+/**
+ * Parses optional numeric fields where `0`, `undefined`, `null`, `NaN`, `Infinity`, and `-Infinity` are treated as not valid and mapped to `undefined`.
+ * Use for empty quote/top-of-book values that exchanges encode as zero.
+ */
 export function asNumberIfValid(val: string | number | undefined | null) {
   if (val === undefined || val === null) {
     return