tardis-dev 16.4.0 → 16.4.2
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 +1 -1
- package/dist/exchangedetails.d.ts +1 -1
- package/dist/exchangedetails.d.ts.map +1 -1
- package/dist/handy.d.ts +9 -4
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +17 -12
- package/dist/handy.js.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.js +30 -70
- package/dist/mappers/binanceeuropeanoptions.js.map +1 -1
- package/dist/mappers/bitget.js +5 -5
- package/dist/mappers/bitget.js.map +1 -1
- package/dist/mappers/bitmex.js +5 -5
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/bullish.js +15 -15
- package/dist/mappers/bullish.js.map +1 -1
- package/dist/mappers/bybit.js +16 -16
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/deribit.js +12 -12
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/mappers/ftx.js +5 -5
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +20 -20
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +4 -2
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kraken.js +5 -5
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/kucoinfutures.d.ts.map +1 -1
- package/dist/mappers/kucoinfutures.js +2 -2
- package/dist/mappers/kucoinfutures.js.map +1 -1
- package/dist/mappers/lighter.js +5 -5
- package/dist/mappers/lighter.js.map +1 -1
- package/dist/mappers/okex.js +38 -38
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js +15 -1
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/mappers/serum.js +5 -5
- package/dist/mappers/serum.js.map +1 -1
- package/package.json +1 -1
- package/src/exchangedetails.ts +1 -1
- package/src/handy.ts +18 -14
- package/src/mappers/binanceeuropeanoptions.ts +30 -79
- package/src/mappers/bitget.ts +5 -5
- package/src/mappers/bitmex.ts +5 -5
- package/src/mappers/bullish.ts +15 -15
- package/src/mappers/bybit.ts +16 -16
- package/src/mappers/deribit.ts +12 -12
- package/src/mappers/ftx.ts +5 -5
- package/src/mappers/huobi.ts +20 -20
- package/src/mappers/index.ts +4 -2
- package/src/mappers/kraken.ts +5 -5
- package/src/mappers/kucoinfutures.ts +2 -2
- package/src/mappers/lighter.ts +5 -5
- package/src/mappers/okex.ts +38 -38
- package/src/mappers/phemex.ts +15 -1
- package/src/mappers/serum.ts +5 -5
package/dist/mappers/bullish.js
CHANGED
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@@ -1,4 +1,4 @@
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1
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-
import {
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1
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+
import { asNonZeroNumberOrUndefined, asNumberOrUndefined } from "../handy.js";
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import { PendingTickerInfoHelper } from "./mapper.js";
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export class BullishTradesMapper {
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canHandle(message) {
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@@ -88,10 +88,10 @@ export class BullishBookTickerMapper {
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type: 'book_ticker',
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symbol: message.data.symbol,
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exchange: 'bullish',
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bidPrice:
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bidAmount:
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askPrice:
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askAmount:
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bidPrice: asNonZeroNumberOrUndefined(message.data.bid[0]),
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bidAmount: asNonZeroNumberOrUndefined(message.data.bid[1]),
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askPrice: asNonZeroNumberOrUndefined(message.data.ask[0]),
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askAmount: asNonZeroNumberOrUndefined(message.data.ask[1]),
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timestamp: new Date(message.data.datetime),
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localTimestamp
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};
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@@ -124,7 +124,7 @@ export class BullishDerivativeTickerMapper {
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}
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*map(message, localTimestamp) {
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if (message.dataType === 'V1TAIndexPrice') {
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const price =
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const price = asNonZeroNumberOrUndefined(message.data.price);
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if (price !== undefined) {
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this.indexPrices.set(message.data.assetSymbol, {
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price,
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@@ -136,8 +136,8 @@ export class BullishDerivativeTickerMapper {
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const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.data.symbol, 'bullish');
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const indexAsset = message.data.symbol.split('-')[0];
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const indexPrice = this.indexPrices.get(indexAsset);
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pendingTickerInfo.updateLastPrice(
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pendingTickerInfo.updateMarkPrice(
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pendingTickerInfo.updateLastPrice(asNonZeroNumberOrUndefined(message.data.last));
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pendingTickerInfo.updateMarkPrice(asNonZeroNumberOrUndefined(message.data.markPrice));
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pendingTickerInfo.updateFundingRate(asNumberOrUndefined(message.data.fundingRate));
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pendingTickerInfo.updateOpenInterest(asNumberOrUndefined(message.data.openInterest));
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pendingTickerInfo.updateIndexPrice(indexPrice?.price);
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@@ -173,7 +173,7 @@ export class BullishOptionSummaryMapper {
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}
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*map(message, localTimestamp) {
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if (message.dataType === 'V1TAIndexPrice') {
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const price =
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const price = asNonZeroNumberOrUndefined(message.data.price);
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if (price !== undefined) {
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this.indexPrices.set(message.data.assetSymbol, {
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price,
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@@ -193,16 +193,16 @@ export class BullishOptionSummaryMapper {
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optionType: optionType === 'P' ? 'put' : 'call',
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strikePrice: Number(strikePriceText),
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expirationDate,
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bestBidPrice:
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bestBidAmount:
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bestBidPrice: asNonZeroNumberOrUndefined(message.data.bestBid),
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bestBidAmount: asNonZeroNumberOrUndefined(message.data.bidVolume),
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bestBidIV: undefined,
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bestAskPrice:
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bestAskAmount:
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bestAskPrice: asNonZeroNumberOrUndefined(message.data.bestAsk),
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bestAskAmount: asNonZeroNumberOrUndefined(message.data.askVolume),
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bestAskIV: undefined,
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lastPrice:
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lastPrice: asNonZeroNumberOrUndefined(message.data.last),
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openInterest: asNumberOrUndefined(message.data.openInterest),
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markPrice: asNumberOrUndefined(message.data.markPrice),
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markIV:
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markIV: asNonZeroNumberOrUndefined(message.data.impliedVolatility),
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delta: asNumberOrUndefined(message.data.delta),
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gamma: asNumberOrUndefined(message.data.gamma),
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vega: asNumberOrUndefined(message.data.vega),
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@@ -1 +1 @@
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1
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{"version":3,"file":"bullish.js","sourceRoot":"","sources":["../../src/mappers/bullish.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,
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+
{"version":3,"file":"bullish.js","sourceRoot":"","sources":["../../src/mappers/bullish.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,mBAAmB,EAAE,MAAM,aAAa,CAAA;AAE7E,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAE7D,MAAM,OAAO,mBAAmB;IAC9B,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,QAAQ,KAAK,0BAA0B,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAA;IACrF,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,0BAAmC;gBAC5C,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2C,EAAE,cAAoB;QACpE,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC;YACxC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,MAAM;gBACpB,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,KAAK,CAAC,OAAO;gBACjB,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;gBAC1B,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,QAAQ,CAAC;gBAC9B,IAAI,EAAE,IAAI,CAAC,mBAAmB,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,OAAO,CAAC;gBACzD,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,iBAAiB,CAAC;gBAC5C,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;IAEO,mBAAmB,CAAC,IAAsB,EAAE,OAAgB;QAClE,IAAI,OAAO,EAAE,CAAC;YACZ,4DAA4D;YAC5D,OAAO,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM,CAAA;QACxC,CAAC;QAED,0FAA0F;QAC1F,OAAO,IAAI,KAAK,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,KAAK,CAAA;IACxC,CAAC;CACF;AAED,MAAM,OAAO,uBAAuB;IAClC,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,QAAQ,KAAK,YAAY,CAAA;IAC1C,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,YAAqB;gBAC9B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,MAAM;YAC3B,QAAQ,EAAE,SAAS;YACnB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,UAAU;YACvC,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC;YACvC,IAAI,EAAE,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC;YACvC,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC;YAC1C,cAAc;SACf,CAAA;IACH,CAAC;IAEO,SAAS,CAAC,MAAgB;QAChC,MAAM,MAAM,GAAG,IAAI,KAAK,CAAiB,MAAM,CAAC,MAAM,GAAG,CAAC,CAAC,CAAA;QAC3D,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,WAAW,GAAG,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC,MAAM,EAAE,KAAK,IAAI,CAAC,EAAE,WAAW,EAAE,EAAE,CAAC;YACtF,MAAM,CAAC,WAAW,CAAC,GAAG;gBACpB,KAAK,EAAE,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;gBAC5B,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,KAAK,GAAG,CAAC,CAAC,CAAC;aAClC,CAAA;QACH,CAAC;QAED,OAAO,MAAM,CAAA;IACf,CAAC;CACF;AAED,MAAM,OAAO,uBAAuB;IAClC,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,QAAQ,KAAK,YAAY,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,UAAU,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAC,CAAA;IACxG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,YAAqB;gBAC9B,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,IAAI,CAAC,MAAM;YAC3B,QAAQ,EAAE,SAAS;YACnB,QAAQ,EAAE,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YACzD,SAAS,EAAE,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAC1D,QAAQ,EAAE,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YACzD,SAAS,EAAE,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YAC1D,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,QAAQ,CAAC;YAC1C,cAAc;SACf,CAAA;IACH,CAAC;CACF;AAED,MAAM,OAAO,6BAA6B;IACvB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IACvD,WAAW,GAAG,IAAI,GAAG,EAA8C,CAAA;IAEpF,SAAS,CAAC,OAAuB;QAC/B,IAAI,OAAO,CAAC,QAAQ,KAAK,gBAAgB,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,UAAU,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAC,EAAE,CAAC;YACxG,OAAO,IAAI,CAAA;QACb,CAAC;QAED,IAAI,OAAO,CAAC,QAAQ,KAAK,oBAAoB,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,UAAU,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAC,EAAE,CAAC;YAC5G,MAAM,aAAa,GAAG,OAA+B,CAAA;YAErD,OAAO,aAAa,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,IAAI,SAAS,CAAC,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,MAAM,CAAC,CAAA;QACjG,CAAC;QAED,OAAO,KAAK,CAAA;IACd,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,oBAA6B;gBACtC,OAAO;aACR;YACD;gBACE,OAAO,EAAE,gBAAyB;gBAClC,OAAO,EAAE,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,GAAG,IAAI,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;aACzG;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkE,EAAE,cAAoB;QAC3F,IAAI,OAAO,CAAC,QAAQ,KAAK,gBAAgB,EAAE,CAAC;YAC1C,MAAM,KAAK,GAAG,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;YAC5D,IAAI,KAAK,KAAK,SAAS,EAAE,CAAC;gBACxB,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,WAAW,EAAE;oBAC7C,KAAK;oBACL,SAAS,EAAE,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,iBAAiB,CAAC;iBACpD,CAAC,CAAA;YACJ,CAAC;YAED,OAAM;QACR,CAAC;QAED,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,EAAE,SAAS,CAAC,CAAA;QAC3G,MAAM,UAAU,GAAG,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAA;QACpD,MAAM,UAAU,GAAG,IAAI,CAAC,WAAW,CAAC,GAAG,CAAC,UAAU,CAAC,CAAA;QAEnD,iBAAiB,CAAC,eAAe,CAAC,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAA;QAChF,iBAAiB,CAAC,eAAe,CAAC,0BAA0B,CAAC,OAAO,CAAC,IAAI,CAAC,SAAS,CAAC,CAAC,CAAA;QACrF,iBAAiB,CAAC,iBAAiB,CAAC,mBAAmB,CAAC,OAAO,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,CAAA;QAClF,iBAAiB,CAAC,kBAAkB,CAAC,mBAAmB,CAAC,OAAO,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC,CAAA;QACpF,iBAAiB,CAAC,gBAAgB,CAAC,UAAU,EAAE,KAAK,CAAC,CAAA;QAErD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,iBAAiB,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|
package/dist/mappers/bybit.js
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { asNonZeroNumberOrUndefined, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
3
|
// v5 https://bybit-exchange.github.io/docs/v5/ws/connect
|
|
4
4
|
export class BybitV5TradesMapper {
|
|
@@ -279,22 +279,22 @@ export class BybitV5OptionSummaryMapper {
|
|
|
279
279
|
optionType: isPut ? 'put' : 'call',
|
|
280
280
|
strikePrice,
|
|
281
281
|
expirationDate,
|
|
282
|
-
bestBidPrice:
|
|
283
|
-
bestBidAmount:
|
|
284
|
-
bestBidIV:
|
|
285
|
-
bestAskPrice:
|
|
286
|
-
bestAskAmount:
|
|
287
|
-
bestAskIV:
|
|
288
|
-
lastPrice:
|
|
289
|
-
openInterest:
|
|
290
|
-
markPrice:
|
|
291
|
-
markIV:
|
|
292
|
-
delta:
|
|
293
|
-
gamma:
|
|
294
|
-
vega:
|
|
295
|
-
theta:
|
|
282
|
+
bestBidPrice: asNonZeroNumberOrUndefined(message.data.bidPrice),
|
|
283
|
+
bestBidAmount: asNonZeroNumberOrUndefined(message.data.bidSize),
|
|
284
|
+
bestBidIV: asNonZeroNumberOrUndefined(message.data.bidIv),
|
|
285
|
+
bestAskPrice: asNonZeroNumberOrUndefined(message.data.askPrice),
|
|
286
|
+
bestAskAmount: asNonZeroNumberOrUndefined(message.data.askSize),
|
|
287
|
+
bestAskIV: asNonZeroNumberOrUndefined(message.data.askIv),
|
|
288
|
+
lastPrice: asNonZeroNumberOrUndefined(message.data.lastPrice),
|
|
289
|
+
openInterest: asNonZeroNumberOrUndefined(message.data.openInterest),
|
|
290
|
+
markPrice: asNonZeroNumberOrUndefined(message.data.markPrice),
|
|
291
|
+
markIV: asNonZeroNumberOrUndefined(message.data.markPriceIv),
|
|
292
|
+
delta: asNonZeroNumberOrUndefined(message.data.delta),
|
|
293
|
+
gamma: asNonZeroNumberOrUndefined(message.data.gamma),
|
|
294
|
+
vega: asNonZeroNumberOrUndefined(message.data.vega),
|
|
295
|
+
theta: asNonZeroNumberOrUndefined(message.data.theta),
|
|
296
296
|
rho: undefined,
|
|
297
|
-
underlyingPrice:
|
|
297
|
+
underlyingPrice: asNonZeroNumberOrUndefined(message.data.underlyingPrice),
|
|
298
298
|
underlyingIndex: '',
|
|
299
299
|
timestamp: new Date(message.ts),
|
|
300
300
|
localTimestamp: localTimestamp
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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|
package/dist/mappers/deribit.js
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { asNonZeroNumberOrUndefined } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
3
|
// https://docs.deribit.com/v2/#subscriptions
|
|
4
4
|
function deribitCasing(symbols) {
|
|
@@ -164,13 +164,13 @@ export class DeribitOptionSummaryMapper {
|
|
|
164
164
|
optionType: isPut ? 'put' : 'call',
|
|
165
165
|
strikePrice,
|
|
166
166
|
expirationDate,
|
|
167
|
-
bestBidPrice:
|
|
168
|
-
bestBidAmount:
|
|
169
|
-
bestBidIV:
|
|
170
|
-
bestAskPrice:
|
|
171
|
-
bestAskAmount:
|
|
172
|
-
bestAskIV:
|
|
173
|
-
lastPrice:
|
|
167
|
+
bestBidPrice: asNonZeroNumberOrUndefined(optionInfo.best_bid_price),
|
|
168
|
+
bestBidAmount: asNonZeroNumberOrUndefined(optionInfo.best_bid_amount),
|
|
169
|
+
bestBidIV: asNonZeroNumberOrUndefined(optionInfo.bid_iv),
|
|
170
|
+
bestAskPrice: asNonZeroNumberOrUndefined(optionInfo.best_ask_price),
|
|
171
|
+
bestAskAmount: asNonZeroNumberOrUndefined(optionInfo.best_ask_amount),
|
|
172
|
+
bestAskIV: asNonZeroNumberOrUndefined(optionInfo.ask_iv),
|
|
173
|
+
lastPrice: asNonZeroNumberOrUndefined(optionInfo.last_price),
|
|
174
174
|
openInterest: optionInfo.open_interest,
|
|
175
175
|
markPrice: optionInfo.mark_price,
|
|
176
176
|
markIV: optionInfo.mark_iv,
|
|
@@ -254,10 +254,10 @@ export const deribitBookTickerMapper = {
|
|
|
254
254
|
type: 'book_ticker',
|
|
255
255
|
symbol: deribitTicker.instrument_name.toUpperCase(),
|
|
256
256
|
exchange: 'deribit',
|
|
257
|
-
askAmount:
|
|
258
|
-
askPrice:
|
|
259
|
-
bidPrice:
|
|
260
|
-
bidAmount:
|
|
257
|
+
askAmount: asNonZeroNumberOrUndefined(deribitTicker.best_ask_amount),
|
|
258
|
+
askPrice: asNonZeroNumberOrUndefined(deribitTicker.best_ask_price),
|
|
259
|
+
bidPrice: asNonZeroNumberOrUndefined(deribitTicker.best_bid_price),
|
|
260
|
+
bidAmount: asNonZeroNumberOrUndefined(deribitTicker.best_bid_amount),
|
|
261
261
|
timestamp: new Date(deribitTicker.timestamp),
|
|
262
262
|
localTimestamp: localTimestamp
|
|
263
263
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,
|
|
1
|
+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,aAAa,CAAA;AAExD,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,i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|
package/dist/mappers/ftx.js
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { asNonZeroNumberOrUndefined, parseμs, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
3
|
// https://docs.ftx.com/#websocket-api
|
|
4
4
|
export class FTXTradesMapper {
|
|
@@ -194,10 +194,10 @@ export class FTXBookTickerMapper {
|
|
|
194
194
|
type: 'book_ticker',
|
|
195
195
|
symbol: ftxTicker.market,
|
|
196
196
|
exchange: this._exchange,
|
|
197
|
-
askAmount:
|
|
198
|
-
askPrice:
|
|
199
|
-
bidPrice:
|
|
200
|
-
bidAmount:
|
|
197
|
+
askAmount: asNonZeroNumberOrUndefined(ftxTicker.data.askSize),
|
|
198
|
+
askPrice: asNonZeroNumberOrUndefined(ftxTicker.data.ask),
|
|
199
|
+
bidPrice: asNonZeroNumberOrUndefined(ftxTicker.data.bid),
|
|
200
|
+
bidAmount: asNonZeroNumberOrUndefined(ftxTicker.data.bidSize),
|
|
201
201
|
timestamp,
|
|
202
202
|
localTimestamp: localTimestamp
|
|
203
203
|
};
|
package/dist/mappers/ftx.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ftx.js","sourceRoot":"","sources":["../../src/mappers/ftx.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,
|
|
1
|
+
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@@ -1 +1 @@
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1
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-
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1
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+
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|
package/dist/mappers/huobi.js
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { asNonZeroNumberOrUndefined, CircularBuffer, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
3
|
// https://huobiapi.github.io/docs/spot/v1/en/#websocket-market-data
|
|
4
4
|
// https://github.com/huobiapi/API_Docs_en/wiki/WS_api_reference_en
|
|
@@ -412,20 +412,20 @@ export class HuobiOptionsSummaryMapper {
|
|
|
412
412
|
optionType: marketIndexMessage.data.option_right_type === 'P' ? 'put' : 'call',
|
|
413
413
|
strikePrice: Number(symbolParts[4]),
|
|
414
414
|
expirationDate,
|
|
415
|
-
bestBidPrice:
|
|
415
|
+
bestBidPrice: asNonZeroNumberOrUndefined(marketIndexMessage.data.bid_one),
|
|
416
416
|
bestBidAmount: undefined,
|
|
417
|
-
bestBidIV:
|
|
418
|
-
bestAskPrice:
|
|
417
|
+
bestBidIV: asNonZeroNumberOrUndefined(marketIndexMessage.data.iv_bid_one),
|
|
418
|
+
bestAskPrice: asNonZeroNumberOrUndefined(marketIndexMessage.data.ask_one),
|
|
419
419
|
bestAskAmount: undefined,
|
|
420
|
-
bestAskIV:
|
|
421
|
-
lastPrice:
|
|
420
|
+
bestAskIV: asNonZeroNumberOrUndefined(marketIndexMessage.data.iv_ask_one),
|
|
421
|
+
lastPrice: asNonZeroNumberOrUndefined(marketIndexMessage.data.last_price),
|
|
422
422
|
openInterest,
|
|
423
|
-
markPrice: marketIndexMessage.data.mark_price > 0 ?
|
|
424
|
-
markIV:
|
|
425
|
-
delta:
|
|
426
|
-
gamma:
|
|
427
|
-
vega:
|
|
428
|
-
theta:
|
|
423
|
+
markPrice: marketIndexMessage.data.mark_price > 0 ? asNonZeroNumberOrUndefined(marketIndexMessage.data.mark_price) : undefined,
|
|
424
|
+
markIV: asNonZeroNumberOrUndefined(marketIndexMessage.data.iv_mark_price),
|
|
425
|
+
delta: asNonZeroNumberOrUndefined(marketIndexMessage.data.delta),
|
|
426
|
+
gamma: asNonZeroNumberOrUndefined(marketIndexMessage.data.gamma),
|
|
427
|
+
vega: asNonZeroNumberOrUndefined(marketIndexMessage.data.vega),
|
|
428
|
+
theta: asNonZeroNumberOrUndefined(marketIndexMessage.data.theta),
|
|
429
429
|
rho: undefined,
|
|
430
430
|
underlyingPrice: lastUnderlyingPrice,
|
|
431
431
|
underlyingIndex: underlying,
|
|
@@ -465,10 +465,10 @@ export class HuobiBookTickerMapper {
|
|
|
465
465
|
type: 'book_ticker',
|
|
466
466
|
symbol,
|
|
467
467
|
exchange: this._exchange,
|
|
468
|
-
askAmount:
|
|
469
|
-
askPrice:
|
|
470
|
-
bidPrice:
|
|
471
|
-
bidAmount:
|
|
468
|
+
askAmount: asNonZeroNumberOrUndefined(message.tick.askSize),
|
|
469
|
+
askPrice: asNonZeroNumberOrUndefined(message.tick.ask),
|
|
470
|
+
bidPrice: asNonZeroNumberOrUndefined(message.tick.bid),
|
|
471
|
+
bidAmount: asNonZeroNumberOrUndefined(message.tick.bidSize),
|
|
472
472
|
timestamp: new Date(message.tick.quoteTime),
|
|
473
473
|
localTimestamp: localTimestamp
|
|
474
474
|
};
|
|
@@ -478,10 +478,10 @@ export class HuobiBookTickerMapper {
|
|
|
478
478
|
type: 'book_ticker',
|
|
479
479
|
symbol,
|
|
480
480
|
exchange: this._exchange,
|
|
481
|
-
askAmount:
|
|
482
|
-
askPrice:
|
|
483
|
-
bidPrice:
|
|
484
|
-
bidAmount:
|
|
481
|
+
askAmount: asNonZeroNumberOrUndefined(message.tick.ask?.[1]),
|
|
482
|
+
askPrice: asNonZeroNumberOrUndefined(message.tick.ask?.[0]),
|
|
483
|
+
bidPrice: asNonZeroNumberOrUndefined(message.tick.bid?.[0]),
|
|
484
|
+
bidAmount: asNonZeroNumberOrUndefined(message.tick.bid?.[1]),
|
|
485
485
|
timestamp: new Date(message.tick.ts),
|
|
486
486
|
localTimestamp: localTimestamp
|
|
487
487
|
};
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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