tardis-dev 16.5.0 → 16.6.0

package/dist/mappers/mexc.js

@@ -0,0 +1,205 @@
+import { debug } from "../debug.js";
+import { asNumberOrUndefined, CircularBuffer, upperCaseSymbols } from "../handy.js";
+import { exchangeMappers, isRealTime } from "./registry.js";
+export const mexcMappers = exchangeMappers({
+    mexc: {
+        trades: () => new MexcTradesMapper(),
+        bookChanges: (localTimestamp) => new MexcBookChangeMapper({ ignoreBookSnapshotOverlapError: isRealTime(localTimestamp) === false }),
+        bookTickers: () => new MexcBookTickerMapper()
+    }
+});
+export class MexcTradesMapper {
+    channel = 'spot@public.aggre.deals.v3.api.pb@10ms';
+    canHandle(message) {
+        return message.channel?.startsWith(`${this.channel}@`) === true && 'publicAggreDeals' in message;
+    }
+    getFilters(symbols) {
+        return [{ channel: this.channel, symbols: upperCaseSymbols(symbols) }];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.publicAggreDeals.deals) {
+            yield {
+                type: 'trade',
+                symbol: message.symbol,
+                exchange: 'mexc',
+                id: trade.tradeId,
+                price: Number(trade.price),
+                amount: Number(trade.quantity),
+                side: trade.tradeType === MexcTradeType.Buy ? 'buy' : 'sell',
+                timestamp: new Date(Number(trade.time)),
+                localTimestamp
+            };
+        }
+    }
+}
+export class MexcBookChangeMapper {
+    channel = 'spot@public.aggre.depth.v3.api.pb@10ms';
+    snapshotChannel = 'spot@public.aggre.depth.snapshot.v3.api.pb@10ms';
+    symbolDepthInfo = {};
+    ignoreBookSnapshotOverlapError;
+    constructor({ ignoreBookSnapshotOverlapError }) {
+        this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
+    }
+    canHandle(message) {
+        return message.generated === true
+            ? message.channel?.startsWith(`${this.snapshotChannel}@`) === true && 'publicAggreDepthsSnapshot' in message
+            : message.channel?.startsWith(`${this.channel}@`) === true && 'publicAggreDepths' in message;
+    }
+    getFilters(symbols) {
+        const normalizedSymbols = upperCaseSymbols(symbols);
+        return [
+            { channel: this.channel, symbols: normalizedSymbols },
+            { channel: this.snapshotChannel, symbols: normalizedSymbols }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const depthInfo = this.getDepthInfoFor(message.symbol);
+        if (message.generated === true) {
+            if (depthInfo.snapshotEmitted) {
+                return;
+            }
+            let currentBookVersion = Number(message.publicAggreDepthsSnapshot.lastUpdateId);
+            const bids = message.publicAggreDepthsSnapshot.bids.map(this.mapDepthSnapshotLevel);
+            const asks = message.publicAggreDepthsSnapshot.asks.map(this.mapDepthSnapshotLevel);
+            for (const update of depthInfo.updates.items()) {
+                const fromVersion = Number(update.publicAggreDepths.fromVersion);
+                const toVersion = Number(update.publicAggreDepths.toVersion);
+                if (currentBookVersion >= toVersion) {
+                    continue;
+                }
+                if (!depthInfo.isContinuityValidated) {
+                    if (fromVersion > currentBookVersion + 1 || toVersion < currentBookVersion + 1) {
+                        const message = `MEXC depth snapshot has no overlap with first update, update ${JSON.stringify(update)}, currentBookVersion: ${currentBookVersion}`;
+                        if (this.ignoreBookSnapshotOverlapError) {
+                            depthInfo.isContinuityValidated = true;
+                            debug(message);
+                        }
+                        else {
+                            throw new Error(message);
+                        }
+                    }
+                    else {
+                        depthInfo.isContinuityValidated = true;
+                    }
+                }
+                for (const bid of update.publicAggreDepths.bids ?? []) {
+                    this.applyLevel(bids, this.mapBookLevel(bid));
+                }
+                for (const ask of update.publicAggreDepths.asks ?? []) {
+                    this.applyLevel(asks, this.mapBookLevel(ask));
+                }
+                currentBookVersion = toVersion;
+            }
+            depthInfo.updates.clear();
+            depthInfo.currentBookVersion = currentBookVersion;
+            depthInfo.snapshotEmitted = true;
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'mexc',
+                isSnapshot: true,
+                bids,
+                asks,
+                timestamp: new Date(Number(message.publicAggreDepthsSnapshot.timestamp)),
+                localTimestamp
+            };
+            return;
+        }
+        if (!depthInfo.snapshotEmitted) {
+            depthInfo.updates.append(message);
+            return;
+        }
+        const fromVersion = Number(message.publicAggreDepths.fromVersion);
+        const toVersion = Number(message.publicAggreDepths.toVersion);
+        if (toVersion <= depthInfo.currentBookVersion) {
+            return;
+        }
+        if (!depthInfo.isContinuityValidated) {
+            if (fromVersion > depthInfo.currentBookVersion + 1 || toVersion < depthInfo.currentBookVersion + 1) {
+                const errorMessage = `MEXC depth snapshot has no overlap with first update, update ${JSON.stringify(message)}, currentBookVersion: ${depthInfo.currentBookVersion}`;
+                if (this.ignoreBookSnapshotOverlapError) {
+                    depthInfo.isContinuityValidated = true;
+                    debug(errorMessage);
+                }
+                else {
+                    throw new Error(errorMessage);
+                }
+            }
+            else {
+                depthInfo.isContinuityValidated = true;
+            }
+        }
+        depthInfo.currentBookVersion = toVersion;
+        yield {
+            type: 'book_change',
+            symbol: message.symbol,
+            exchange: 'mexc',
+            isSnapshot: false,
+            bids: (message.publicAggreDepths.bids ?? []).map(this.mapBookLevel),
+            asks: (message.publicAggreDepths.asks ?? []).map(this.mapBookLevel),
+            timestamp: new Date(Number(message.sendTime)),
+            localTimestamp
+        };
+    }
+    applyLevel(bookSide, levelUpdate) {
+        const existingIndex = bookSide.findIndex((level) => level.price === levelUpdate.price);
+        if (levelUpdate.amount === 0) {
+            if (existingIndex !== -1) {
+                bookSide.splice(existingIndex, 1);
+            }
+            return;
+        }
+        if (existingIndex === -1) {
+            bookSide.push(levelUpdate);
+        }
+        else {
+            bookSide[existingIndex] = levelUpdate;
+        }
+    }
+    mapBookLevel(level) {
+        return {
+            price: Number(level.price),
+            amount: Number(level.quantity)
+        };
+    }
+    mapDepthSnapshotLevel([price, quantity]) {
+        return {
+            price: Number(price),
+            amount: Number(quantity)
+        };
+    }
+    getDepthInfoFor(symbol) {
+        if (this.symbolDepthInfo[symbol] === undefined) {
+            this.symbolDepthInfo[symbol] = { updates: new CircularBuffer(2000) };
+        }
+        return this.symbolDepthInfo[symbol];
+    }
+}
+export class MexcBookTickerMapper {
+    channel = 'spot@public.aggre.bookTicker.v3.api.pb@10ms';
+    canHandle(message) {
+        return message.channel?.startsWith(`${this.channel}@`) === true && 'publicAggreBookTicker' in message;
+    }
+    getFilters(symbols) {
+        return [{ channel: this.channel, symbols: upperCaseSymbols(symbols) }];
+    }
+    *map(message, localTimestamp) {
+        yield {
+            type: 'book_ticker',
+            symbol: message.symbol,
+            exchange: 'mexc',
+            askAmount: asNumberOrUndefined(message.publicAggreBookTicker.askQuantity),
+            askPrice: asNumberOrUndefined(message.publicAggreBookTicker.askPrice),
+            bidAmount: asNumberOrUndefined(message.publicAggreBookTicker.bidQuantity),
+            bidPrice: asNumberOrUndefined(message.publicAggreBookTicker.bidPrice),
+            timestamp: new Date(Number(message.sendTime)),
+            localTimestamp
+        };
+    }
+}
+var MexcTradeType;
+(function (MexcTradeType) {
+    MexcTradeType[MexcTradeType["Buy"] = 1] = "Buy";
+    MexcTradeType[MexcTradeType["Sell"] = 2] = "Sell";
+})(MexcTradeType || (MexcTradeType = {}));
+//# sourceMappingURL=mexc.js.map

package/dist/mappers/mexc.js.map

@@ -0,0 +1 @@
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package/dist/mappers/mexcfutures.d.ts

@@ -0,0 +1,137 @@
+import { BookChange, DerivativeTicker, Trade } from '../types.ts';
+import { Mapper } from './mapper.ts';
+export declare const mexcFuturesMappers: {
+    'mexc-futures': {
+        trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
+        bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", BookChange>;
+        derivativeTickers: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", DerivativeTicker>;
+    };
+};
+export declare class MexcFuturesTradesMapper implements Mapper<'mexc-futures', Trade> {
+    canHandle(message: MexcFuturesDealMessage): boolean;
+    getFilters(symbols?: string[]): {
+        readonly channel: "push.deal";
+        readonly symbols: string[] | undefined;
+    }[];
+    map(message: MexcFuturesDealMessage, localTimestamp: Date): IterableIterator<Trade>;
+}
+export declare class MexcFuturesBookChangeMapper implements Mapper<'mexc-futures', BookChange> {
+    private readonly symbolDepthInfo;
+    private readonly ignoreBookSnapshotOverlapError;
+    constructor({ ignoreBookSnapshotOverlapError }: {
+        ignoreBookSnapshotOverlapError: boolean;
+    });
+    canHandle(message: MexcFuturesDepthMessage): message is MexcFuturesDepthSnapshotMessage | MexcFuturesDepthUpdateMessage;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "push.depth";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "push.depth.snapshot";
+        readonly symbols: string[] | undefined;
+    })[];
+    map(message: MexcFuturesDepthMessage, localTimestamp: Date): IterableIterator<BookChange>;
+    private getFirstVersion;
+    private getLastVersion;
+    private applyLevel;
+    private mapBookLevel;
+    private getSymbolDepthInfo;
+}
+export declare class MexcFuturesDerivativeTickerMapper implements Mapper<'mexc-futures', DerivativeTicker> {
+    private readonly pendingTickerInfoHelper;
+    canHandle(message: MexcFuturesTickerMessage | MexcFuturesFundingRateMessage): boolean;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "push.ticker";
+        readonly symbols: string[] | undefined;
+    } | {
+        readonly channel: "push.funding.rate";
+        readonly symbols: string[] | undefined;
+    })[];
+    map(message: MexcFuturesTickerMessage | MexcFuturesFundingRateMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
+}
+declare const MEXC_FUTURES_MAPPED_PUSH_CHANNELS: readonly ["push.deal", "push.depth", "push.depth.snapshot", "push.ticker", "push.index.price", "push.fair.price", "push.funding.rate"];
+type MexcFuturesMappedPushChannel = (typeof MEXC_FUTURES_MAPPED_PUSH_CHANNELS)[number];
+type MexcFuturesMessage<TChannel extends MexcFuturesMappedPushChannel, TData> = {
+    channel: TChannel;
+    symbol: string;
+    ts: number;
+    data: TData;
+};
+type MexcFuturesDealMessage = MexcFuturesMessage<'push.deal', {
+    p: number;
+    v: number;
+    T: MexcFuturesTradeSide;
+    O: MexcFuturesOpenCloseFlag;
+    M: MexcFuturesSelfTrade;
+    t: number;
+    i: string;
+    cts?: string;
+}[]>;
+declare enum MexcFuturesTradeSide {
+    Buy = 1,
+    Sell = 2
+}
+declare enum MexcFuturesOpenCloseFlag {
+    NewPosition = 1,
+    ReducePosition = 2,
+    Unchanged = 3
+}
+declare enum MexcFuturesSelfTrade {
+    Yes = 1,
+    No = 2
+}
+type MexcFuturesDepthMessage = MexcFuturesDepthSnapshotMessage | MexcFuturesDepthUpdateMessage;
+export type MexcFuturesDepthSnapshotMessage = {
+    channel: 'push.depth.snapshot';
+    symbol: string;
+    generated: true;
+    data: MexcFuturesDepthSnapshotData;
+};
+export type MexcFuturesDepthSnapshotData = {
+    asks: MexcFuturesDepthLevel[];
+    bids: MexcFuturesDepthLevel[];
+    cts?: number | null;
+    timestamp: number;
+    version: number;
+};
+type MexcFuturesDepthUpdateMessage = MexcFuturesMessage<'push.depth', MexcFuturesDepthUpdateData> & {
+    generated?: undefined;
+};
+export type MexcFuturesDepthUpdateData = {
+    asks: MexcFuturesDepthLevel[];
+    bids: MexcFuturesDepthLevel[];
+    begin?: number | null;
+    cts?: number;
+    end?: number | null;
+    version: number;
+};
+export type MexcFuturesDepthLevel = [price: number, quantity: number, ordersCount: number];
+type MexcFuturesTickerMessage = MexcFuturesMessage<'push.ticker', {
+    ask1: number;
+    bid1: number;
+    contractId?: number;
+    fairPrice: number;
+    fundingRate: number;
+    high24Price: number;
+    indexPrice: number;
+    lastPrice: number;
+    lower24Price: number;
+    maxBidPrice: number;
+    minAskPrice: number;
+    riseFallRate: number;
+    riseFallValue: number;
+    symbol: string;
+    timestamp: number;
+    holdVol: number;
+    volume24: number;
+    amount24?: number;
+    riseFallRates?: number[];
+    riseFallRatesOfTimezone?: number[];
+    zone?: string;
+}>;
+type MexcFuturesFundingRateMessage = MexcFuturesMessage<'push.funding.rate', {
+    rate: number;
+    symbol: string;
+    nextSettleTime?: number;
+}>;
+export {};
+//# sourceMappingURL=mexcfutures.d.ts.map

package/dist/mappers/mexcfutures.d.ts.map

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package/dist/mappers/mexcfutures.js

@@ -0,0 +1,225 @@
+import { debug } from "../debug.js";
+import { CircularBuffer, upperCaseSymbols } from "../handy.js";
+import { PendingTickerInfoHelper } from "./mapper.js";
+import { exchangeMappers, isRealTime } from "./registry.js";
+export const mexcFuturesMappers = exchangeMappers({
+    'mexc-futures': {
+        trades: () => new MexcFuturesTradesMapper(),
+        bookChanges: (localTimestamp) => new MexcFuturesBookChangeMapper({ ignoreBookSnapshotOverlapError: isRealTime(localTimestamp) === false }),
+        derivativeTickers: () => new MexcFuturesDerivativeTickerMapper()
+    }
+});
+export class MexcFuturesTradesMapper {
+    canHandle(message) {
+        return message.channel === 'push.deal';
+    }
+    getFilters(symbols) {
+        return [{ channel: 'push.deal', symbols: upperCaseSymbols(symbols) }];
+    }
+    *map(message, localTimestamp) {
+        for (const trade of message.data) {
+            yield {
+                type: 'trade',
+                symbol: message.symbol,
+                exchange: 'mexc-futures',
+                id: trade.i,
+                price: trade.p,
+                amount: trade.v,
+                side: trade.T === MexcFuturesTradeSide.Buy ? 'buy' : 'sell',
+                timestamp: new Date(trade.t),
+                localTimestamp
+            };
+        }
+    }
+}
+export class MexcFuturesBookChangeMapper {
+    symbolDepthInfo = {};
+    ignoreBookSnapshotOverlapError;
+    constructor({ ignoreBookSnapshotOverlapError }) {
+        this.ignoreBookSnapshotOverlapError = ignoreBookSnapshotOverlapError;
+    }
+    canHandle(message) {
+        return message.channel === 'push.depth' || message.channel === 'push.depth.snapshot';
+    }
+    getFilters(symbols) {
+        const normalizedSymbols = upperCaseSymbols(symbols);
+        return [
+            { channel: 'push.depth', symbols: normalizedSymbols },
+            { channel: 'push.depth.snapshot', symbols: normalizedSymbols }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const depthInfo = this.getSymbolDepthInfo(message.symbol);
+        if (message.generated === true) {
+            if (depthInfo.snapshotEmitted) {
+                return;
+            }
+            for (const update of depthInfo.updates.items()) {
+                const updateFirstVersion = this.getFirstVersion(update.data);
+                const updateLastVersion = this.getLastVersion(update.data);
+                if (message.data.version >= updateLastVersion) {
+                    continue;
+                }
+                if (!depthInfo.isContinuityValidated) {
+                    if (updateFirstVersion > message.data.version + 1 || updateLastVersion < message.data.version + 1) {
+                        const errorMessage = `MEXC futures depth snapshot has no overlap with first update, update ${JSON.stringify(update)}, currentBookVersion: ${message.data.version}`;
+                        if (this.ignoreBookSnapshotOverlapError) {
+                            depthInfo.isContinuityValidated = true;
+                            debug(errorMessage);
+                        }
+                        else {
+                            throw new Error(errorMessage);
+                        }
+                    }
+                    else {
+                        depthInfo.isContinuityValidated = true;
+                    }
+                }
+                for (const bid of update.data.bids) {
+                    this.applyLevel(message.data.bids, bid);
+                }
+                for (const ask of update.data.asks) {
+                    this.applyLevel(message.data.asks, ask);
+                }
+                message.data.version = updateLastVersion;
+            }
+            depthInfo.updates.clear();
+            depthInfo.currentBookVersion = message.data.version;
+            depthInfo.snapshotEmitted = true;
+            yield {
+                type: 'book_change',
+                symbol: message.symbol,
+                exchange: 'mexc-futures',
+                isSnapshot: true,
+                bids: message.data.bids.map(this.mapBookLevel),
+                asks: message.data.asks.map(this.mapBookLevel),
+                timestamp: new Date(message.data.timestamp),
+                localTimestamp
+            };
+            return;
+        }
+        if (!depthInfo.snapshotEmitted) {
+            depthInfo.updates.append(message);
+            return;
+        }
+        const firstVersion = this.getFirstVersion(message.data);
+        const lastVersion = this.getLastVersion(message.data);
+        if (lastVersion <= depthInfo.currentBookVersion) {
+            return;
+        }
+        if (!depthInfo.isContinuityValidated) {
+            if (firstVersion > depthInfo.currentBookVersion + 1 || lastVersion < depthInfo.currentBookVersion + 1) {
+                const errorMessage = `MEXC futures depth snapshot has no overlap with first update, update ${JSON.stringify(message)}, currentBookVersion: ${depthInfo.currentBookVersion}`;
+                if (this.ignoreBookSnapshotOverlapError) {
+                    depthInfo.isContinuityValidated = true;
+                    debug(errorMessage);
+                }
+                else {
+                    throw new Error(errorMessage);
+                }
+            }
+            else {
+                depthInfo.isContinuityValidated = true;
+            }
+        }
+        depthInfo.currentBookVersion = lastVersion;
+        yield {
+            type: 'book_change',
+            symbol: message.symbol,
+            exchange: 'mexc-futures',
+            isSnapshot: false,
+            bids: message.data.bids.map(this.mapBookLevel),
+            asks: message.data.asks.map(this.mapBookLevel),
+            timestamp: new Date(message.ts),
+            localTimestamp
+        };
+    }
+    getFirstVersion(data) {
+        return data.begin !== undefined && data.begin !== null && data.begin !== 0 ? data.begin : data.version;
+    }
+    getLastVersion(data) {
+        return data.end !== undefined && data.end !== null && data.end !== 0 ? data.end : data.version;
+    }
+    applyLevel(bookSide, levelUpdate) {
+        const existingIndex = bookSide.findIndex((level) => level[0] === levelUpdate[0]);
+        if (levelUpdate[1] === 0) {
+            if (existingIndex !== -1) {
+                bookSide.splice(existingIndex, 1);
+            }
+            return;
+        }
+        if (existingIndex === -1) {
+            bookSide.push(levelUpdate);
+        }
+        else {
+            bookSide[existingIndex] = levelUpdate;
+        }
+    }
+    mapBookLevel(level) {
+        return {
+            price: level[0],
+            amount: level[1]
+        };
+    }
+    getSymbolDepthInfo(symbol) {
+        if (this.symbolDepthInfo[symbol] === undefined) {
+            this.symbolDepthInfo[symbol] = { updates: new CircularBuffer(2000) };
+        }
+        return this.symbolDepthInfo[symbol];
+    }
+}
+export class MexcFuturesDerivativeTickerMapper {
+    pendingTickerInfoHelper = new PendingTickerInfoHelper();
+    canHandle(message) {
+        return message.channel === 'push.ticker' || message.channel === 'push.funding.rate';
+    }
+    getFilters(symbols) {
+        const normalizedSymbols = upperCaseSymbols(symbols);
+        return [
+            { channel: 'push.ticker', symbols: normalizedSymbols },
+            { channel: 'push.funding.rate', symbols: normalizedSymbols }
+        ];
+    }
+    *map(message, localTimestamp) {
+        const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(message.symbol, 'mexc-futures');
+        if (message.channel === 'push.funding.rate') {
+            pendingTickerInfo.updateFundingRate(message.data.rate);
+            pendingTickerInfo.updateFundingTimestamp(message.data.nextSettleTime !== undefined ? new Date(message.data.nextSettleTime) : undefined);
+            return;
+        }
+        pendingTickerInfo.updateLastPrice(message.data.lastPrice);
+        pendingTickerInfo.updateOpenInterest(message.data.holdVol);
+        pendingTickerInfo.updateIndexPrice(message.data.indexPrice);
+        pendingTickerInfo.updateMarkPrice(message.data.fairPrice);
+        pendingTickerInfo.updateTimestamp(new Date(message.data.timestamp));
+        if (pendingTickerInfo.hasChanged()) {
+            yield pendingTickerInfo.getSnapshot(localTimestamp);
+        }
+    }
+}
+const MEXC_FUTURES_MAPPED_PUSH_CHANNELS = [
+    'push.deal',
+    'push.depth',
+    'push.depth.snapshot',
+    'push.ticker',
+    'push.index.price',
+    'push.fair.price',
+    'push.funding.rate'
+];
+var MexcFuturesTradeSide;
+(function (MexcFuturesTradeSide) {
+    MexcFuturesTradeSide[MexcFuturesTradeSide["Buy"] = 1] = "Buy";
+    MexcFuturesTradeSide[MexcFuturesTradeSide["Sell"] = 2] = "Sell";
+})(MexcFuturesTradeSide || (MexcFuturesTradeSide = {}));
+var MexcFuturesOpenCloseFlag;
+(function (MexcFuturesOpenCloseFlag) {
+    MexcFuturesOpenCloseFlag[MexcFuturesOpenCloseFlag["NewPosition"] = 1] = "NewPosition";
+    MexcFuturesOpenCloseFlag[MexcFuturesOpenCloseFlag["ReducePosition"] = 2] = "ReducePosition";
+    MexcFuturesOpenCloseFlag[MexcFuturesOpenCloseFlag["Unchanged"] = 3] = "Unchanged";
+})(MexcFuturesOpenCloseFlag || (MexcFuturesOpenCloseFlag = {}));
+var MexcFuturesSelfTrade;
+(function (MexcFuturesSelfTrade) {
+    MexcFuturesSelfTrade[MexcFuturesSelfTrade["Yes"] = 1] = "Yes";
+    MexcFuturesSelfTrade[MexcFuturesSelfTrade["No"] = 2] = "No";
+})(MexcFuturesSelfTrade || (MexcFuturesSelfTrade = {}));
+//# sourceMappingURL=mexcfutures.js.map

package/dist/mappers/mexcfutures.js.map

@@ -0,0 +1 @@
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