tardis-dev 16.4.0 → 16.4.2

package/src/mappers/huobi.ts

@@ -1,4 +1,4 @@
-import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy.ts'
+import { asNonZeroNumberOrUndefined, CircularBuffer, upperCaseSymbols } from '../handy.ts'
 import { BookChange, BookTicker, DerivativeTicker, Exchange, FilterForExchange, Liquidation, OptionSummary, Trade } from '../types.ts'
 import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 
@@ -489,26 +489,26 @@ export class HuobiOptionsSummaryMapper implements Mapper<'huobi-dm-options', Opt
       strikePrice: Number(symbolParts[4]),
       expirationDate,
 
-      bestBidPrice: asNumberIfValid(marketIndexMessage.data.bid_one),
+      bestBidPrice: asNonZeroNumberOrUndefined(marketIndexMessage.data.bid_one),
 
       bestBidAmount: undefined,
-      bestBidIV: asNumberIfValid(marketIndexMessage.data.iv_bid_one),
+      bestBidIV: asNonZeroNumberOrUndefined(marketIndexMessage.data.iv_bid_one),
 
-      bestAskPrice: asNumberIfValid(marketIndexMessage.data.ask_one),
+      bestAskPrice: asNonZeroNumberOrUndefined(marketIndexMessage.data.ask_one),
       bestAskAmount: undefined,
-      bestAskIV: asNumberIfValid(marketIndexMessage.data.iv_ask_one),
+      bestAskIV: asNonZeroNumberOrUndefined(marketIndexMessage.data.iv_ask_one),
 
-      lastPrice: asNumberIfValid(marketIndexMessage.data.last_price),
+      lastPrice: asNonZeroNumberOrUndefined(marketIndexMessage.data.last_price),
 
       openInterest,
 
-      markPrice: marketIndexMessage.data.mark_price > 0 ? asNumberIfValid(marketIndexMessage.data.mark_price) : undefined,
-      markIV: asNumberIfValid(marketIndexMessage.data.iv_mark_price),
+      markPrice: marketIndexMessage.data.mark_price > 0 ? asNonZeroNumberOrUndefined(marketIndexMessage.data.mark_price) : undefined,
+      markIV: asNonZeroNumberOrUndefined(marketIndexMessage.data.iv_mark_price),
 
-      delta: asNumberIfValid(marketIndexMessage.data.delta),
-      gamma: asNumberIfValid(marketIndexMessage.data.gamma),
-      vega: asNumberIfValid(marketIndexMessage.data.vega),
-      theta: asNumberIfValid(marketIndexMessage.data.theta),
+      delta: asNonZeroNumberOrUndefined(marketIndexMessage.data.delta),
+      gamma: asNonZeroNumberOrUndefined(marketIndexMessage.data.gamma),
+      vega: asNonZeroNumberOrUndefined(marketIndexMessage.data.vega),
+      theta: asNonZeroNumberOrUndefined(marketIndexMessage.data.theta),
       rho: undefined,
 
       underlyingPrice: lastUnderlyingPrice,
@@ -555,11 +555,11 @@ export class HuobiBookTickerMapper implements Mapper<'huobi' | 'huobi-dm' | 'huo
         symbol,
         exchange: this._exchange,
 
-        askAmount: asNumberIfValid(message.tick.askSize),
-        askPrice: asNumberIfValid(message.tick.ask),
+        askAmount: asNonZeroNumberOrUndefined(message.tick.askSize),
+        askPrice: asNonZeroNumberOrUndefined(message.tick.ask),
 
-        bidPrice: asNumberIfValid(message.tick.bid),
-        bidAmount: asNumberIfValid(message.tick.bidSize),
+        bidPrice: asNonZeroNumberOrUndefined(message.tick.bid),
+        bidAmount: asNonZeroNumberOrUndefined(message.tick.bidSize),
         timestamp: new Date(message.tick.quoteTime),
         localTimestamp: localTimestamp
       }
@@ -569,11 +569,11 @@ export class HuobiBookTickerMapper implements Mapper<'huobi' | 'huobi-dm' | 'huo
         symbol,
         exchange: this._exchange,
 
-        askAmount: message.tick.ask !== undefined && message.tick.ask !== null ? asNumberIfValid(message.tick.ask[1]) : undefined,
-        askPrice: message.tick.ask !== undefined && message.tick.ask !== null ? asNumberIfValid(message.tick.ask[0]) : undefined,
+        askAmount: asNonZeroNumberOrUndefined(message.tick.ask?.[1]),
+        askPrice: asNonZeroNumberOrUndefined(message.tick.ask?.[0]),
 
-        bidPrice: message.tick.bid !== undefined && message.tick.bid !== null ? asNumberIfValid(message.tick.bid[0]) : undefined,
-        bidAmount: message.tick.bid !== undefined && message.tick.bid !== null ? asNumberIfValid(message.tick.bid[1]) : undefined,
+        bidPrice: asNonZeroNumberOrUndefined(message.tick.bid?.[0]),
+        bidAmount: asNonZeroNumberOrUndefined(message.tick.bid?.[1]),
         timestamp: new Date(message.tick.ts),
         localTimestamp: localTimestamp
       }

package/src/mappers/index.ts

@@ -183,6 +183,7 @@ const isRealTime = (date: Date) => {
 
 const OKEX_V5_API_SWITCH_DATE = new Date('2021-12-23T00:00:00.000Z')
 const OKEX_V5_TBT_BOOK_TICKER_RELEASE_DATE = new Date('2022-05-06T00:00:00.000Z')
+const OKEX_PUBLIC_BOOKS_SWITCH_DATE = new Date('2026-05-21T00:00:00.000Z')
 const shouldUseOkexV5Mappers = (localTimestamp: Date) => {
   return isRealTime(localTimestamp) || localTimestamp.valueOf() >= OKEX_V5_API_SWITCH_DATE.valueOf()
 }
@@ -200,8 +201,9 @@ const shouldUsePoloniexV2Mappers = (localTimestamp: Date) => {
 // see https://status.tardis.dev/incidents/ryjyv8tgdgkj
 const shouldUseOKXPublicBooksChannel = (localTimestamp: Date) => {
   return (
-    localTimestamp.valueOf() >= new Date('2023-02-25T00:00:00.000Z').valueOf() &&
-    localTimestamp.valueOf() < new Date('2023-03-09T00:00:00.000Z').valueOf()
+    (localTimestamp.valueOf() >= new Date('2023-02-25T00:00:00.000Z').valueOf() &&
+      localTimestamp.valueOf() < new Date('2023-03-09T00:00:00.000Z').valueOf()) ||
+    localTimestamp.valueOf() >= OKEX_PUBLIC_BOOKS_SWITCH_DATE.valueOf()
   )
 }
 

package/src/mappers/kraken.ts

@@ -1,4 +1,4 @@
-import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
+import { asNonZeroNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
 import { BookChange, BookTicker, Trade } from '../types.ts'
 import { Mapper } from './mapper.ts'
 
@@ -158,11 +158,11 @@ export const krakenBookTickerMapper: Mapper<'kraken', BookTicker> = {
       symbol: message[3],
       exchange: 'kraken',
 
-      askAmount: asNumberIfValid(askVolume),
-      askPrice: asNumberIfValid(ask),
+      askAmount: asNonZeroNumberOrUndefined(askVolume),
+      askPrice: asNonZeroNumberOrUndefined(ask),
 
-      bidPrice: asNumberIfValid(bid),
-      bidAmount: asNumberIfValid(bidVolume),
+      bidPrice: asNonZeroNumberOrUndefined(bid),
+      bidAmount: asNonZeroNumberOrUndefined(bidVolume),
       timestamp,
       localTimestamp: localTimestamp
     }

package/src/mappers/kucoinfutures.ts

@@ -1,5 +1,5 @@
 import { debug } from '../debug.ts'
-import { asNumberIfValid, CircularBuffer, upperCaseSymbols } from '../handy.ts'
+import { asNonZeroNumberOrUndefined, CircularBuffer, upperCaseSymbols } from '../handy.ts'
 import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts'
 import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 
@@ -310,7 +310,7 @@ export class KucoinFuturesDerivativeTickerMapper implements Mapper<'kucoin-futur
     }
 
     if (message.subject === 'contractDetails') {
-      const openInterestValue = asNumberIfValid(message.data.openInterest)
+      const openInterestValue = asNonZeroNumberOrUndefined(message.data.openInterest)
       if (openInterestValue === undefined) {
         return
       }

package/src/mappers/lighter.ts

@@ -1,4 +1,4 @@
-import { asNumberIfValid } from '../handy.ts'
+import { asNonZeroNumberOrUndefined } from '../handy.ts'
 import { BookChange, BookTicker, DerivativeTicker, Liquidation, Trade } from '../types.ts'
 import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 
@@ -144,10 +144,10 @@ export class LighterBookTickerMapper implements Mapper<'lighter', BookTicker> {
       type: 'book_ticker',
       symbol,
       exchange: 'lighter',
-      askAmount: asNumberIfValid(message.ticker?.a?.size),
-      askPrice: asNumberIfValid(message.ticker?.a?.price),
-      bidPrice: asNumberIfValid(message.ticker?.b?.price),
-      bidAmount: asNumberIfValid(message.ticker?.b?.size),
+      askAmount: asNonZeroNumberOrUndefined(message.ticker?.a?.size),
+      askPrice: asNonZeroNumberOrUndefined(message.ticker?.a?.price),
+      bidPrice: asNonZeroNumberOrUndefined(message.ticker?.b?.price),
+      bidAmount: asNonZeroNumberOrUndefined(message.ticker?.b?.size),
       timestamp: new Date(message.timestamp),
       localTimestamp
     }

package/src/mappers/okex.ts

@@ -1,4 +1,4 @@
-import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
+import { asNonZeroNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
 import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types.ts'
 import { Mapper, PendingTickerInfoHelper } from './mapper.ts'
 
@@ -221,11 +221,11 @@ export class OkexV5BookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker
         symbol: okexTicker.instId,
         exchange: this._exchange,
 
-        askAmount: asNumberIfValid(okexTicker.askSz),
-        askPrice: asNumberIfValid(okexTicker.askPx),
+        askAmount: asNonZeroNumberOrUndefined(okexTicker.askSz),
+        askPrice: asNonZeroNumberOrUndefined(okexTicker.askPx),
 
-        bidPrice: asNumberIfValid(okexTicker.bidPx),
-        bidAmount: asNumberIfValid(okexTicker.bidSz),
+        bidPrice: asNonZeroNumberOrUndefined(okexTicker.bidPx),
+        bidAmount: asNonZeroNumberOrUndefined(okexTicker.bidSz),
         timestamp: new Date(Number(okexTicker.ts)),
         localTimestamp: localTimestamp
       }
@@ -501,7 +501,7 @@ export class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionS
       for (const dataMessage of message.data) {
         const indexTickerMessage = dataMessage as OkexV5IndexTickerMessage['data'][0]
 
-        const lastIndexPrice = asNumberIfValid(indexTickerMessage.idxPx)
+        const lastIndexPrice = asNonZeroNumberOrUndefined(indexTickerMessage.idxPx)
         if (lastIndexPrice !== undefined) {
           this._indexPrices.set(indexTickerMessage.instId, lastIndexPrice)
         }
@@ -513,7 +513,7 @@ export class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionS
       for (const dataMessage of message.data) {
         const openInterestMessage = dataMessage as OkexV5OpenInterestMessage['data'][0]
 
-        const openInterestValue = asNumberIfValid(openInterestMessage.oi)
+        const openInterestValue = asNonZeroNumberOrUndefined(openInterestMessage.oi)
         if (openInterestValue !== undefined) {
           this._openInterests.set(openInterestMessage.instId, openInterestValue)
         }
@@ -525,7 +525,7 @@ export class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionS
       for (const dataMessage of message.data) {
         const markPriceMessage = dataMessage as OkexV5MarkPriceMessage['data'][0]
 
-        const markPrice = asNumberIfValid(markPriceMessage.markPx)
+        const markPrice = asNonZeroNumberOrUndefined(markPriceMessage.markPx)
         if (markPrice !== undefined) {
           this._markPrices.set(markPriceMessage.instId, markPrice)
         }
@@ -569,24 +569,24 @@ export class OkexV5OptionSummaryMapper implements Mapper<'okex-options', OptionS
           strikePrice,
           expirationDate,
 
-          bestBidPrice: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.bidPx) : undefined,
-          bestBidAmount: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.bidSz) : undefined,
-          bestBidIV: asNumberIfValid(summary.bidVol),
+          bestBidPrice: asNonZeroNumberOrUndefined(lastTickerInfo?.bidPx),
+          bestBidAmount: asNonZeroNumberOrUndefined(lastTickerInfo?.bidSz),
+          bestBidIV: asNonZeroNumberOrUndefined(summary.bidVol),
 
-          bestAskPrice: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.askPx) : undefined,
-          bestAskAmount: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.askSz) : undefined,
-          bestAskIV: asNumberIfValid(summary.askVol),
+          bestAskPrice: asNonZeroNumberOrUndefined(lastTickerInfo?.askPx),
+          bestAskAmount: asNonZeroNumberOrUndefined(lastTickerInfo?.askSz),
+          bestAskIV: asNonZeroNumberOrUndefined(summary.askVol),
 
-          lastPrice: lastTickerInfo !== undefined ? asNumberIfValid(lastTickerInfo.last) : undefined,
+          lastPrice: asNonZeroNumberOrUndefined(lastTickerInfo?.last),
           openInterest: lastOpenInterest,
 
           markPrice: lastMarkPrice,
-          markIV: asNumberIfValid(summary.markVol),
+          markIV: asNonZeroNumberOrUndefined(summary.markVol),
 
-          delta: asNumberIfValid(summary.delta),
-          gamma: asNumberIfValid(summary.gamma),
-          vega: asNumberIfValid(summary.vega),
-          theta: asNumberIfValid(summary.theta),
+          delta: asNonZeroNumberOrUndefined(summary.delta),
+          gamma: asNonZeroNumberOrUndefined(summary.gamma),
+          vega: asNonZeroNumberOrUndefined(summary.vega),
+          theta: asNonZeroNumberOrUndefined(summary.theta),
           rho: undefined,
 
           underlyingPrice: lastUnderlyingPrice,
@@ -970,24 +970,24 @@ export class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSum
         strikePrice,
         expirationDate,
 
-        bestBidPrice: asNumberIfValid(summary.best_bid),
-        bestBidAmount: asNumberIfValid(summary.best_bid_size),
-        bestBidIV: asNumberIfValid(summary.bid_vol),
+        bestBidPrice: asNonZeroNumberOrUndefined(summary.best_bid),
+        bestBidAmount: asNonZeroNumberOrUndefined(summary.best_bid_size),
+        bestBidIV: asNonZeroNumberOrUndefined(summary.bid_vol),
 
-        bestAskPrice: asNumberIfValid(summary.best_ask),
-        bestAskAmount: asNumberIfValid(summary.best_ask_size),
-        bestAskIV: asNumberIfValid(summary.ask_vol),
+        bestAskPrice: asNonZeroNumberOrUndefined(summary.best_ask),
+        bestAskAmount: asNonZeroNumberOrUndefined(summary.best_ask_size),
+        bestAskIV: asNonZeroNumberOrUndefined(summary.ask_vol),
 
-        lastPrice: asNumberIfValid(summary.last),
-        openInterest: asNumberIfValid(summary.open_interest),
+        lastPrice: asNonZeroNumberOrUndefined(summary.last),
+        openInterest: asNonZeroNumberOrUndefined(summary.open_interest),
 
-        markPrice: asNumberIfValid(summary.mark_price),
-        markIV: asNumberIfValid(summary.mark_vol),
+        markPrice: asNonZeroNumberOrUndefined(summary.mark_price),
+        markIV: asNonZeroNumberOrUndefined(summary.mark_vol),
 
-        delta: asNumberIfValid(summary.delta),
-        gamma: asNumberIfValid(summary.gamma),
-        vega: asNumberIfValid(summary.vega),
-        theta: asNumberIfValid(summary.theta),
+        delta: asNonZeroNumberOrUndefined(summary.delta),
+        gamma: asNonZeroNumberOrUndefined(summary.gamma),
+        vega: asNonZeroNumberOrUndefined(summary.vega),
+        theta: asNonZeroNumberOrUndefined(summary.theta),
         rho: undefined,
 
         underlyingPrice: lastUnderlyingPrice,
@@ -1069,11 +1069,11 @@ export class OkexBookTickerMapper implements Mapper<OKEX_EXCHANGES, BookTicker>
         symbol: okexTicker.instrument_id,
         exchange: this._exchange,
 
-        askAmount: asNumberIfValid(okexTicker.best_ask_size),
-        askPrice: asNumberIfValid(okexTicker.best_ask),
+        askAmount: asNonZeroNumberOrUndefined(okexTicker.best_ask_size),
+        askPrice: asNonZeroNumberOrUndefined(okexTicker.best_ask),
 
-        bidPrice: asNumberIfValid(okexTicker.best_bid),
-        bidAmount: asNumberIfValid(okexTicker.best_bid_size),
+        bidPrice: asNonZeroNumberOrUndefined(okexTicker.best_bid),
+        bidAmount: asNonZeroNumberOrUndefined(okexTicker.best_bid_size),
         timestamp: new Date(okexTicker.timestamp),
         localTimestamp: localTimestamp
       }

package/src/mappers/phemex.ts

@@ -90,7 +90,21 @@ const COINS_STARTING_WITH_S = [
   'STRKUSD',
   'SOLVUSD',
   'SPKUSDT',
-  'SAHARAUSDT'
+  'SAHARAUSDT',
+  'SOLAMIUSDT',
+  'SAPIENUSDT',
+  'SOMIUSDT',
+  'SKYUSDT',
+  'STBLUSDT',
+  'STABLEUSDT',
+  'SENTUSDT',
+  'SPORTFUNUSDT',
+  'SKRUSDT',
+  'SPACEUSDT',
+  'SPX500USDT',
+  'SPYXUSDT',
+  'SP500USDT',
+  'SNDKUSDT'
 ]
 function getInstrumentType(symbol: string) {
   if (/\d+$/.test(symbol)) {

package/src/mappers/serum.ts

@@ -1,4 +1,4 @@
-import { asNumberIfValid, upperCaseSymbols } from '../handy.ts'
+import { asNonZeroNumberOrUndefined, upperCaseSymbols } from '../handy.ts'
 import { BookChange, BookTicker, Exchange, Trade } from '../types.ts'
 import { Mapper } from './mapper.ts'
 
@@ -107,11 +107,11 @@ export class SerumBookTickerMapper implements Mapper<'serum' | 'star-atlas', Boo
       symbol: message.market.toUpperCase(),
       exchange: this._exchange,
 
-      askAmount: message.bestAsk !== undefined ? asNumberIfValid(message.bestAsk[1]) : undefined,
-      askPrice: message.bestAsk !== undefined ? asNumberIfValid(message.bestAsk[0]) : undefined,
+      askAmount: asNonZeroNumberOrUndefined(message.bestAsk?.[1]),
+      askPrice: asNonZeroNumberOrUndefined(message.bestAsk?.[0]),
 
-      bidPrice: message.bestBid !== undefined ? asNumberIfValid(message.bestBid[0]) : undefined,
-      bidAmount: message.bestBid !== undefined ? asNumberIfValid(message.bestBid[1]) : undefined,
+      bidPrice: asNonZeroNumberOrUndefined(message.bestBid?.[0]),
+      bidAmount: asNonZeroNumberOrUndefined(message.bestBid?.[1]),
       timestamp: new Date(message.timestamp),
       localTimestamp: localTimestamp
     }