tardis-dev 16.5.0 → 16.6.0

package/dist/realtimefeeds/index.js.map

@@ -1 +1 @@
-{"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;AAClD,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AAExD,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;IAC5B,UAAU,EAAE,sBAAsB;CACnC,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"}
+{"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;AAClD,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AAExD,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,cAAc,EAAE,uBAAuB;IACvC,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;IAC5B,IAAI,EAAE,gBAAgB;IACtB,UAAU,EAAE,sBAAsB;CACnC,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/realtimefeeds/mexc.d.ts

@@ -0,0 +1,35 @@
+import { Filter } from '../types.ts';
+import { RealTimeFeedBase } from './realtimefeed.ts';
+export declare class MexcRealTimeFeed extends RealTimeFeedBase {
+    private static readonly depthChannel;
+    private static readonly depthSnapshotChannel;
+    private static readonly jsonObjectStart;
+    private static pushDataV3ApiWrapper;
+    /**
+     * MEXC protobuf docs at @see https://www.mexc.com/api-docs/spot-v3/websocket-market-streams/protocol-buffers-integration
+     * and schemas from @see https://github.com/mexcdevelop/websocket-proto, mirrored in tardis-recorder/datafeeds/src/mexc/proto.
+     */
+    private static readonly pushDataV3ApiWrapperSchema;
+    private readonly pendingDepthSnapshotSymbols;
+    private readonly bufferedDepthUpdates;
+    protected readonly wssURL = "wss://wbs-api.mexc.com/ws";
+    protected readonly httpURL: string;
+    private readonly channels;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    protected parseMessage(message: Buffer<ArrayBufferLike>): any;
+    protected messageIsError(message: any): boolean;
+    protected messageIsHeartbeat(message: any): boolean;
+    protected onMessage(message: any): void;
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+    protected sendCustomPing: () => void;
+    private getPushDataV3ApiWrapper;
+    private resetDepthSnapshotTracking;
+    private validateDepthSnapshotFilters;
+    private provideManualSnapshot;
+    private waitForSnapshotOverlap;
+    private validateSnapshotOverlap;
+    private trimBufferedUpdates;
+    private snapshotResponseIsValid;
+    private createManualSnapshot;
+}
+//# sourceMappingURL=mexc.d.ts.map

package/dist/realtimefeeds/mexc.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"mexc.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/mexc.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,gBAAiB,SAAQ,gBAAgB;IACpD,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,YAAY,CAA2C;IAC/E,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,oBAAoB,CAAoD;IAChG,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,eAAe,CAAoB;IAC3D,OAAO,CAAC,MAAM,CAAC,oBAAoB,CAA2B;IAC9D;;;OAGG;IACH,OAAO,CAAC,MAAM,CAAC,QAAQ,CAAC,0BAA0B,CAoDjD;IAED,OAAO,CAAC,QAAQ,CAAC,2BAA2B,CAAoB;IAChE,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAyD;IAC9F,SAAS,CAAC,QAAQ,CAAC,MAAM,+BAA8B;IACvD,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAyB;IAC3D,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAKvB;cAEiB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;cA6BxD,YAAY,CAAC,OAAO,EAAE,MAAM,CAAC,eAAe,CAAC,GAAG,GAAG;cAcnD,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAIrC,kBAAkB,CAAC,OAAO,EAAE,GAAG;cAI/B,SAAS,CAAC,OAAO,EAAE,GAAG;cAoBhB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;IAetG,SAAS,CAAC,cAAc,aAEvB;IAED,OAAO,CAAC,uBAAuB;IAQ/B,OAAO,CAAC,0BAA0B;IAalC,OAAO,CAAC,4BAA4B;YAsBtB,qBAAqB;YA4CrB,sBAAsB;IAcpC,OAAO,CAAC,uBAAuB;IAa/B,OAAO,CAAC,mBAAmB;IAa3B,OAAO,CAAC,uBAAuB;IAI/B,OAAO,CAAC,oBAAoB;CAa7B"}

package/dist/realtimefeeds/mexc.js

@@ -0,0 +1,261 @@
+import protobuf from 'protobufjs';
+import { CircularBuffer, getJSON, wait } from "../handy.js";
+import { RealTimeFeedBase } from "./realtimefeed.js";
+export class MexcRealTimeFeed extends RealTimeFeedBase {
+    static depthChannel = 'spot@public.aggre.depth.v3.api.pb@10ms';
+    static depthSnapshotChannel = 'spot@public.aggre.depth.snapshot.v3.api.pb@10ms';
+    static jsonObjectStart = '{'.charCodeAt(0);
+    static pushDataV3ApiWrapper;
+    /**
+     * MEXC protobuf docs at @see https://www.mexc.com/api-docs/spot-v3/websocket-market-streams/protocol-buffers-integration
+     * and schemas from @see https://github.com/mexcdevelop/websocket-proto, mirrored in tardis-recorder/datafeeds/src/mexc/proto.
+     */
+    static pushDataV3ApiWrapperSchema = `
+    syntax = "proto3";
+
+    message PushDataV3ApiWrapper {
+      string channel = 1;
+      oneof body {
+        PublicAggreDepthsV3Api publicAggreDepths = 313;
+        PublicAggreDealsV3Api publicAggreDeals = 314;
+        PublicAggreBookTickerV3Api publicAggreBookTicker = 315;
+      }
+
+      optional string symbol = 3;
+      optional string symbolId = 4;
+      optional int64 createTime = 5;
+      optional int64 sendTime = 6;
+    }
+
+    message PublicAggreDealsV3Api {
+      repeated PublicAggreDealsV3ApiItem deals = 1;
+      string eventType = 2;
+    }
+
+    message PublicAggreDealsV3ApiItem {
+      string price = 1;
+      string quantity = 2;
+      int32 tradeType = 3;
+      int64 time = 4;
+      string tradeId = 5;
+    }
+
+    message PublicAggreDepthsV3Api {
+      repeated PublicAggreDepthV3ApiItem asks = 1;
+      repeated PublicAggreDepthV3ApiItem bids = 2;
+      string eventType = 3;
+      string fromVersion = 4;
+      string toVersion = 5;
+      int64 lastOrderCreateTime = 6;
+    }
+
+    message PublicAggreDepthV3ApiItem {
+      string price = 1;
+      string quantity = 2;
+    }
+
+    message PublicAggreBookTickerV3Api {
+      string bidPrice = 1;
+      string bidQuantity = 2;
+      string askPrice = 3;
+      string askQuantity = 4;
+      string version = 5;
+      int64 lastOrderCreateTime = 6;
+    }
+  `;
+    pendingDepthSnapshotSymbols = new Set();
+    bufferedDepthUpdates = new Map();
+    wssURL = 'wss://wbs-api.mexc.com/ws';
+    httpURL = 'https://api.mexc.com';
+    channels = new Set([
+        'spot@public.aggre.deals.v3.api.pb@10ms',
+        MexcRealTimeFeed.depthChannel,
+        MexcRealTimeFeed.depthSnapshotChannel,
+        'spot@public.aggre.bookTicker.v3.api.pb@10ms'
+    ]);
+    mapToSubscribeMessages(filters) {
+        const filtersWithSymbols = filters.map((filter) => {
+            if (!this.channels.has(filter.channel)) {
+                throw new Error(`MexcRealTimeFeed unsupported channel ${filter.channel}`);
+            }
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('MexcRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter;
+        });
+        const depthSnapshotFilters = filtersWithSymbols.filter((filter) => filter.channel === MexcRealTimeFeed.depthSnapshotChannel);
+        this.validateDepthSnapshotFilters(filtersWithSymbols, depthSnapshotFilters);
+        this.resetDepthSnapshotTracking(depthSnapshotFilters);
+        return [
+            {
+                method: 'SUBSCRIPTION',
+                params: filtersWithSymbols.flatMap((filter) => filter.channel === MexcRealTimeFeed.depthSnapshotChannel
+                    ? []
+                    : filter.symbols.map((symbol) => `${filter.channel}@${symbol.toUpperCase()}`))
+            }
+        ];
+    }
+    parseMessage(message) {
+        const buffer = Buffer.isBuffer(message) ? message : Buffer.from(message);
+        if (buffer.length > 0 && buffer[0] === MexcRealTimeFeed.jsonObjectStart) {
+            return JSON.parse(buffer.toString());
+        }
+        const pushDataV3ApiWrapper = this.getPushDataV3ApiWrapper();
+        return pushDataV3ApiWrapper.toObject(pushDataV3ApiWrapper.decode(buffer), {
+            longs: String,
+            arrays: true
+        });
+    }
+    messageIsError(message) {
+        return message.code !== undefined && message.code !== 0;
+    }
+    messageIsHeartbeat(message) {
+        return message.msg === 'PONG';
+    }
+    onMessage(message) {
+        if (message.channel?.startsWith(MexcRealTimeFeed.depthChannel) !== true ||
+            message.symbol === undefined ||
+            this.pendingDepthSnapshotSymbols.has(message.symbol) === false) {
+            return;
+        }
+        const firstVersion = Number(message.publicAggreDepths?.fromVersion);
+        const lastVersion = Number(message.publicAggreDepths?.toVersion);
+        if (Number.isFinite(firstVersion) === false || Number.isFinite(lastVersion) === false) {
+            return;
+        }
+        const bufferedUpdates = this.bufferedDepthUpdates.get(message.symbol) ?? new CircularBuffer(2000);
+        bufferedUpdates.append({ firstVersion, lastVersion });
+        this.bufferedDepthUpdates.set(message.symbol, bufferedUpdates);
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthFilter = filters.find((filter) => filter.channel === MexcRealTimeFeed.depthSnapshotChannel);
+        if (depthFilter === undefined) {
+            return;
+        }
+        this.debug('requesting manual snapshots for: %s', depthFilter.symbols);
+        for (const symbol of depthFilter.symbols) {
+            await this.provideManualSnapshot(symbol.toUpperCase(), shouldCancel);
+        }
+        this.debug('requested manual snapshots successfully for: %s ', depthFilter.symbols);
+    }
+    sendCustomPing = () => {
+        this.send({ method: 'PING' });
+    };
+    getPushDataV3ApiWrapper() {
+        MexcRealTimeFeed.pushDataV3ApiWrapper ??= protobuf
+            .parse(MexcRealTimeFeed.pushDataV3ApiWrapperSchema)
+            .root.lookupType('PushDataV3ApiWrapper');
+        return MexcRealTimeFeed.pushDataV3ApiWrapper;
+    }
+    resetDepthSnapshotTracking(filters) {
+        this.pendingDepthSnapshotSymbols.clear();
+        this.bufferedDepthUpdates.clear();
+        for (const filter of filters) {
+            for (const symbol of filter.symbols) {
+                const upperCaseSymbol = symbol.toUpperCase();
+                this.pendingDepthSnapshotSymbols.add(upperCaseSymbol);
+                this.bufferedDepthUpdates.set(upperCaseSymbol, new CircularBuffer(2000));
+            }
+        }
+    }
+    validateDepthSnapshotFilters(filters, depthSnapshotFilters) {
+        if (depthSnapshotFilters.length === 0) {
+            return;
+        }
+        const depthSymbols = new Set(filters
+            .filter((filter) => filter.channel === MexcRealTimeFeed.depthChannel)
+            .flatMap((filter) => filter.symbols.map((symbol) => symbol.toUpperCase())));
+        for (const filter of depthSnapshotFilters) {
+            for (const symbol of filter.symbols) {
+                if (depthSymbols.has(symbol.toUpperCase()) === false) {
+                    throw new Error(`MexcRealTimeFeed requires ${MexcRealTimeFeed.depthChannel} for every ${MexcRealTimeFeed.depthSnapshotChannel} symbol`);
+                }
+            }
+        }
+    }
+    async provideManualSnapshot(symbol, shouldCancel) {
+        const maxSnapshotRounds = 4;
+        const maxSnapshotAttemptsPerRound = 3;
+        for (let round = 0; round < maxSnapshotRounds; round++) {
+            for (let attempt = 1; attempt <= maxSnapshotAttemptsPerRound; attempt++) {
+                if (shouldCancel()) {
+                    return;
+                }
+                const { data } = await getJSON(`${this.httpURL}/api/v3/depth?symbol=${symbol}&limit=5000`);
+                if (this.snapshotResponseIsValid(data) === false) {
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                const hasOverlap = await this.waitForSnapshotOverlap(symbol, data.lastUpdateId);
+                if (shouldCancel()) {
+                    return;
+                }
+                if (hasOverlap === false) {
+                    this.trimBufferedUpdates(symbol);
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                if (hasOverlap === true || attempt === maxSnapshotAttemptsPerRound) {
+                    this.manualSnapshotsBuffer.push(this.createManualSnapshot(symbol, data));
+                    this.pendingDepthSnapshotSymbols.delete(symbol);
+                    this.bufferedDepthUpdates.delete(symbol);
+                    return;
+                }
+            }
+        }
+        throw new Error(`MexcRealTimeFeed could not align depth snapshot for ${symbol}`);
+    }
+    async waitForSnapshotOverlap(symbol, lastUpdateId) {
+        let hasOverlap = this.validateSnapshotOverlap(symbol, lastUpdateId);
+        for (let attempt = 0; attempt < 60; attempt++) {
+            if (hasOverlap !== undefined) {
+                return hasOverlap;
+            }
+            await wait(100);
+            hasOverlap = this.validateSnapshotOverlap(symbol, lastUpdateId);
+        }
+        return hasOverlap;
+    }
+    validateSnapshotOverlap(symbol, lastUpdateId) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        for (const update of bufferedUpdates?.items() ?? []) {
+            if (update.lastVersion <= lastUpdateId) {
+                continue;
+            }
+            return update.firstVersion <= lastUpdateId + 1 && update.lastVersion >= lastUpdateId + 1;
+        }
+        return undefined;
+    }
+    trimBufferedUpdates(symbol) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        if (bufferedUpdates === undefined || bufferedUpdates.count <= 100) {
+            return;
+        }
+        const trimmed = new CircularBuffer(2000);
+        for (const update of [...bufferedUpdates.items()].slice(-100)) {
+            trimmed.append(update);
+        }
+        this.bufferedDepthUpdates.set(symbol, trimmed);
+    }
+    snapshotResponseIsValid(data) {
+        return Number.isFinite(data.lastUpdateId) && Array.isArray(data.asks) && Array.isArray(data.bids);
+    }
+    createManualSnapshot(symbol, data) {
+        return {
+            channel: `${MexcRealTimeFeed.depthSnapshotChannel}@${symbol}`,
+            symbol,
+            generated: true,
+            publicAggreDepthsSnapshot: {
+                lastUpdateId: data.lastUpdateId,
+                asks: data.asks,
+                bids: data.bids,
+                timestamp: data.timestamp
+            }
+        };
+    }
+}
+//# sourceMappingURL=mexc.js.map

package/dist/realtimefeeds/mexc.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"mexc.js","sourceRoot":"","sources":["../../src/realtimefeeds/mexc.ts"],"names":[],"mappings":"AAAA,OAAO,QAAQ,MAAM,YAAY,CAAA;AACjC,OAAO,EAAE,cAAc,EAAE,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAG3D,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,gBAAiB,SAAQ,gBAAgB;IAC5C,MAAM,CAAU,YAAY,GAAG,wCAAwC,CAAA;IACvE,MAAM,CAAU,oBAAoB,GAAG,iDAAiD,CAAA;IACxF,MAAM,CAAU,eAAe,GAAG,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAA;IACnD,MAAM,CAAC,oBAAoB,CAA2B;IAC9D;;;OAGG;IACK,MAAM,CAAU,0BAA0B,GAAG;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAoDpD,CAAA;IAEgB,2BAA2B,GAAG,IAAI,GAAG,EAAU,CAAA;IAC/C,oBAAoB,GAAG,IAAI,GAAG,EAA+C,CAAA;IAC3E,MAAM,GAAG,2BAA2B,CAAA;IACpC,OAAO,GAAW,sBAAsB,CAAA;IAC1C,QAAQ,GAAG,IAAI,GAAG,CAAC;QAClC,wCAAwC;QACxC,gBAAgB,CAAC,YAAY;QAC7B,gBAAgB,CAAC,oBAAoB;QACrC,6CAA6C;KAC9C,CAAC,CAAA;IAEiB,sBAAsB,CAAC,OAAyB;QACjE,MAAM,kBAAkB,GAAG,OAAO,CAAC,GAAG,CAA2B,CAAC,MAAM,EAAE,EAAE;YAC1E,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC;gBACvC,MAAM,IAAI,KAAK,CAAC,wCAAwC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;YAC3E,CAAC;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,sFAAsF,CAAC,CAAA;YACzG,CAAC;YAED,OAAO,MAAkC,CAAA;QAC3C,CAAC,CAAC,CAAA;QAEF,MAAM,oBAAoB,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,gBAAgB,CAAC,oBAAoB,CAAC,CAAA;QAC5H,IAAI,CAAC,4BAA4B,CAAC,kBAAkB,EAAE,oBAAoB,CAAC,CAAA;QAC3E,IAAI,CAAC,0BAA0B,CAAC,oBAAoB,CAAC,CAAA;QAErD,OAAO;YACL;gBACE,MAAM,EAAE,cAAc;gBACtB,MAAM,EAAE,kBAAkB,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE,CAC5C,MAAM,CAAC,OAAO,KAAK,gBAAgB,CAAC,oBAAoB;oBACtD,CAAC,CAAC,EAAE;oBACJ,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,WAAW,EAAE,EAAE,CAAC,CAChF;aACF;SACF,CAAA;IACH,CAAC;IAEkB,YAAY,CAAC,OAAgC;QAC9D,MAAM,MAAM,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,MAAM,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;QAExE,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC,IAAI,MAAM,CAAC,CAAC,CAAC,KAAK,gBAAgB,CAAC,eAAe,EAAE,CAAC;YACxE,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,QAAQ,EAAE,CAAC,CAAA;QACtC,CAAC;QAED,MAAM,oBAAoB,GAAG,IAAI,CAAC,uBAAuB,EAAE,CAAA;QAC3D,OAAO,oBAAoB,CAAC,QAAQ,CAAC,oBAAoB,CAAC,MAAM,CAAC,MAAM,CAAC,EAAE;YACxE,KAAK,EAAE,MAAM;YACb,MAAM,EAAE,IAAI;SACb,CAAC,CAAA;IACJ,CAAC;IAEkB,cAAc,CAAC,OAAY;QAC5C,OAAO,OAAO,CAAC,IAAI,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,CAAC,CAAA;IACzD,CAAC;IAEkB,kBAAkB,CAAC,OAAY;QAChD,OAAO,OAAO,CAAC,GAAG,KAAK,MAAM,CAAA;IAC/B,CAAC;IAEkB,SAAS,CAAC,OAAY;QACvC,IACE,OAAO,CAAC,OAAO,EAAE,UAAU,CAAC,gBAAgB,CAAC,YAAY,CAAC,KAAK,IAAI;YACnE,OAAO,CAAC,MAAM,KAAK,SAAS;YAC5B,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,KAAK,EAC9D,CAAC;YACD,OAAM;QACR,CAAC;QAED,MAAM,YAAY,GAAG,MAAM,CAAC,OAAO,CAAC,iBAAiB,EAAE,WAAW,CAAC,CAAA;QACnE,MAAM,WAAW,GAAG,MAAM,CAAC,OAAO,CAAC,iBAAiB,EAAE,SAAS,CAAC,CAAA;QAChE,IAAI,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,KAAK,IAAI,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,KAAK,KAAK,EAAE,CAAC;YACtF,OAAM;QACR,CAAC;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,IAAI,cAAc,CAAsB,IAAI,CAAC,CAAA;QACtH,eAAe,CAAC,MAAM,CAAC,EAAE,YAAY,EAAE,WAAW,EAAE,CAAC,CAAA;QACrD,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;IAChE,CAAC;IAEkB,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QACpG,MAAM,WAAW,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,gBAAgB,CAAC,oBAAoB,CAAC,CAAA;QACtG,IAAI,WAAW,KAAK,SAAS,EAAE,CAAC;YAC9B,OAAM;QACR,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,WAAW,CAAC,OAAQ,CAAC,CAAA;QAEvE,KAAK,MAAM,MAAM,IAAI,WAAW,CAAC,OAAQ,EAAE,CAAC;YAC1C,MAAM,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,WAAW,EAAE,EAAE,YAAY,CAAC,CAAA;QACtE,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,WAAW,CAAC,OAAQ,CAAC,CAAA;IACtF,CAAC;IAES,cAAc,GAAG,GAAG,EAAE;QAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,CAAC,CAAA;IAC/B,CAAC,CAAA;IAEO,uBAAuB;QAC7B,gBAAgB,CAAC,oBAAoB,KAAK,QAAQ;aAC/C,KAAK,CAAC,gBAAgB,CAAC,0BAA0B,CAAC;aAClD,IAAI,CAAC,UAAU,CAAC,sBAAsB,CAAC,CAAA;QAE1C,OAAO,gBAAgB,CAAC,oBAAoB,CAAA;IAC9C,CAAC;IAEO,0BAA0B,CAAC,OAAmC;QACpE,IAAI,CAAC,2BAA2B,CAAC,KAAK,EAAE,CAAA;QACxC,IAAI,CAAC,oBAAoB,CAAC,KAAK,EAAE,CAAA;QAEjC,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;YAC7B,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACpC,MAAM,eAAe,GAAG,MAAM,CAAC,WAAW,EAAE,CAAA;gBAC5C,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,eAAe,CAAC,CAAA;gBACrD,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,eAAe,EAAE,IAAI,cAAc,CAAsB,IAAI,CAAC,CAAC,CAAA;YAC/F,CAAC;QACH,CAAC;IACH,CAAC;IAEO,4BAA4B,CAAC,OAAmC,EAAE,oBAAgD;QACxH,IAAI,oBAAoB,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YACtC,OAAM;QACR,CAAC;QAED,MAAM,YAAY,GAAG,IAAI,GAAG,CAC1B,OAAO;aACJ,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,gBAAgB,CAAC,YAAY,CAAC;aACpE,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,CAAC,CAC7E,CAAA;QAED,KAAK,MAAM,MAAM,IAAI,oBAAoB,EAAE,CAAC;YAC1C,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACpC,IAAI,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,KAAK,KAAK,EAAE,CAAC;oBACrD,MAAM,IAAI,KAAK,CACb,6BAA6B,gBAAgB,CAAC,YAAY,cAAc,gBAAgB,CAAC,oBAAoB,SAAS,CACvH,CAAA;gBACH,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAEO,KAAK,CAAC,qBAAqB,CAAC,MAAc,EAAE,YAA2B;QAC7E,MAAM,iBAAiB,GAAG,CAAC,CAAA;QAC3B,MAAM,2BAA2B,GAAG,CAAC,CAAA;QAErC,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,iBAAiB,EAAE,KAAK,EAAE,EAAE,CAAC;YACvD,KAAK,IAAI,OAAO,GAAG,CAAC,EAAE,OAAO,IAAI,2BAA2B,EAAE,OAAO,EAAE,EAAE,CAAC;gBACxE,IAAI,YAAY,EAAE,EAAE,CAAC;oBACnB,OAAM;gBACR,CAAC;gBAED,MAAM,EAAE,IAAI,EAAE,GAAG,MAAM,OAAO,CAA4B,GAAG,IAAI,CAAC,OAAO,wBAAwB,MAAM,aAAa,CAAC,CAAA;gBACrH,IAAI,IAAI,CAAC,uBAAuB,CAAC,IAAI,CAAC,KAAK,KAAK,EAAE,CAAC;oBACjD,IAAI,OAAO,GAAG,2BAA2B,EAAE,CAAC;wBAC1C,MAAM,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,CAAA;oBAC5B,CAAC;oBACD,SAAQ;gBACV,CAAC;gBAED,MAAM,UAAU,GAAG,MAAM,IAAI,CAAC,sBAAsB,CAAC,MAAM,EAAE,IAAI,CAAC,YAAY,CAAC,CAAA;gBAE/E,IAAI,YAAY,EAAE,EAAE,CAAC;oBACnB,OAAM;gBACR,CAAC;gBAED,IAAI,UAAU,KAAK,KAAK,EAAE,CAAC;oBACzB,IAAI,CAAC,mBAAmB,CAAC,MAAM,CAAC,CAAA;oBAChC,IAAI,OAAO,GAAG,2BAA2B,EAAE,CAAC;wBAC1C,MAAM,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,CAAA;oBAC5B,CAAC;oBACD,SAAQ;gBACV,CAAC;gBAED,IAAI,UAAU,KAAK,IAAI,IAAI,OAAO,KAAK,2BAA2B,EAAE,CAAC;oBACnE,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,IAAI,CAAC,oBAAoB,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC,CAAA;oBACxE,IAAI,CAAC,2BAA2B,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;oBAC/C,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;oBACxC,OAAM;gBACR,CAAC;YACH,CAAC;QACH,CAAC;QAED,MAAM,IAAI,KAAK,CAAC,uDAAuD,MAAM,EAAE,CAAC,CAAA;IAClF,CAAC;IAEO,KAAK,CAAC,sBAAsB,CAAC,MAAc,EAAE,YAAoB;QACvE,IAAI,UAAU,GAAG,IAAI,CAAC,uBAAuB,CAAC,MAAM,EAAE,YAAY,CAAC,CAAA;QACnE,KAAK,IAAI,OAAO,GAAG,CAAC,EAAE,OAAO,GAAG,EAAE,EAAE,OAAO,EAAE,EAAE,CAAC;YAC9C,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;gBAC7B,OAAO,UAAU,CAAA;YACnB,CAAC;YAED,MAAM,IAAI,CAAC,GAAG,CAAC,CAAA;YACf,UAAU,GAAG,IAAI,CAAC,uBAAuB,CAAC,MAAM,EAAE,YAAY,CAAC,CAAA;QACjE,CAAC;QAED,OAAO,UAAU,CAAA;IACnB,CAAC;IAEO,uBAAuB,CAAC,MAAc,EAAE,YAAoB;QAClE,MAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QAC7D,KAAK,MAAM,MAAM,IAAI,eAAe,EAAE,KAAK,EAAE,IAAI,EAAE,EAAE,CAAC;YACpD,IAAI,MAAM,CAAC,WAAW,IAAI,YAAY,EAAE,CAAC;gBACvC,SAAQ;YACV,CAAC;YAED,OAAO,MAAM,CAAC,YAAY,IAAI,YAAY,GAAG,CAAC,IAAI,MAAM,CAAC,WAAW,IAAI,YAAY,GAAG,CAAC,CAAA;QAC1F,CAAC;QAED,OAAO,SAAS,CAAA;IAClB,CAAC;IAEO,mBAAmB,CAAC,MAAc;QACxC,MAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QAC7D,IAAI,eAAe,KAAK,SAAS,IAAI,eAAe,CAAC,KAAK,IAAI,GAAG,EAAE,CAAC;YAClE,OAAM;QACR,CAAC;QAED,MAAM,OAAO,GAAG,IAAI,cAAc,CAAsB,IAAI,CAAC,CAAA;QAC7D,KAAK,MAAM,MAAM,IAAI,CAAC,GAAG,eAAe,CAAC,KAAK,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC;YAC9D,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;QACxB,CAAC;QACD,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IAChD,CAAC;IAEO,uBAAuB,CAAC,IAA+B;QAC7D,OAAO,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,YAAY,CAAC,IAAI,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,CAAA;IACnG,CAAC;IAEO,oBAAoB,CAAC,MAAc,EAAE,IAA+B;QAC1E,OAAO;YACL,OAAO,EAAE,GAAG,gBAAgB,CAAC,oBAAoB,IAAI,MAAM,EAAE;YAC7D,MAAM;YACN,SAAS,EAAE,IAAI;YACf,yBAAyB,EAAE;gBACzB,YAAY,EAAE,IAAI,CAAC,YAAY;gBAC/B,IAAI,EAAE,IAAI,CAAC,IAAI;gBACf,IAAI,EAAE,IAAI,CAAC,IAAI;gBACf,SAAS,EAAE,IAAI,CAAC,SAAS;aAC1B;SACF,CAAA;IACH,CAAC"}

package/dist/realtimefeeds/mexcfutures.d.ts

@@ -0,0 +1,25 @@
+import { Filter } from '../types.ts';
+import { RealTimeFeedBase } from './realtimefeed.ts';
+export declare class MexcFuturesRealTimeFeed extends RealTimeFeedBase {
+    private readonly pendingDepthSnapshotSymbols;
+    private readonly bufferedDepthUpdates;
+    protected readonly wssURL = "wss://contract.mexc.com";
+    protected readonly httpURL: string;
+    protected readonly channelToSubscriptionMethod: Map<string, string>;
+    protected sendCustomPing: () => void;
+    protected getWebSocketUrl(): Promise<string>;
+    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
+    private resetDepthSnapshotTracking;
+    private validateDepthSnapshotFilters;
+    protected onMessage(message: any): void;
+    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
+    protected messageIsError(message: any): boolean;
+    protected messageIsHeartbeat(message: any): boolean;
+    private provideManualSnapshot;
+    private waitForSnapshotOverlap;
+    private validateSnapshotOverlap;
+    private trimBufferedUpdates;
+    private snapshotResponseIsValid;
+    private createManualSnapshot;
+}
+//# sourceMappingURL=mexcfutures.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"mexcfutures.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/mexcfutures.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,uBAAwB,SAAQ,gBAAgB;IAC3D,OAAO,CAAC,QAAQ,CAAC,2BAA2B,CAAoB;IAChE,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAgE;IACrG,SAAS,CAAC,QAAQ,CAAC,MAAM,6BAA4B;IACrD,SAAS,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAA8B;IAChE,SAAS,CAAC,QAAQ,CAAC,2BAA2B,sBAQ5C;IAEF,UAAmB,cAAc,aAEhC;cAEwB,eAAe;cAIrB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAsC3E,OAAO,CAAC,0BAA0B;IAalC,OAAO,CAAC,4BAA4B;cAkBjB,SAAS,CAAC,OAAO,EAAE,GAAG;cA0BhB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;cAenF,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;cAIrC,kBAAkB,CAAC,OAAO,EAAE,GAAG;YAIpC,qBAAqB;YA4CrB,sBAAsB;IAcpC,OAAO,CAAC,uBAAuB;IAa/B,OAAO,CAAC,mBAAmB;IAa3B,OAAO,CAAC,uBAAuB;IAY/B,OAAO,CAAC,oBAAoB;CAc7B"}

package/dist/realtimefeeds/mexcfutures.js

@@ -0,0 +1,203 @@
+import { CircularBuffer, getJSON, wait } from "../handy.js";
+import { RealTimeFeedBase } from "./realtimefeed.js";
+export class MexcFuturesRealTimeFeed extends RealTimeFeedBase {
+    pendingDepthSnapshotSymbols = new Set();
+    bufferedDepthUpdates = new Map();
+    wssURL = 'wss://contract.mexc.com';
+    httpURL = 'https://contract.mexc.com';
+    channelToSubscriptionMethod = new Map([
+        ['push.deal', 'sub.deal'],
+        ['push.depth', 'sub.depth'],
+        ['push.ticker', 'sub.ticker'],
+        ['push.index.price', 'sub.index.price'],
+        ['push.fair.price', 'sub.fair.price'],
+        ['push.funding.rate', 'sub.funding.rate'],
+        ['push.contract', 'sub.contract']
+    ]);
+    sendCustomPing = () => {
+        this.send({ method: 'ping' });
+    };
+    async getWebSocketUrl() {
+        return 'wss://contract.mexc.com/edge';
+    }
+    mapToSubscribeMessages(filters) {
+        const filtersWithSymbols = filters.map((filter) => {
+            if (filter.channel === 'push.contract') {
+                return { ...filter, symbols: [] };
+            }
+            if (filter.channel !== 'push.depth.snapshot' && this.channelToSubscriptionMethod.has(filter.channel) === false) {
+                throw new Error(`Unsupported MEXC futures channel ${filter.channel}`);
+            }
+            if (!filter.symbols || filter.symbols.length === 0) {
+                throw new Error('MexcFuturesRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
+            }
+            return filter;
+        });
+        const depthSnapshotFilters = filtersWithSymbols.filter((filter) => filter.channel === 'push.depth.snapshot');
+        this.validateDepthSnapshotFilters(filtersWithSymbols, depthSnapshotFilters);
+        this.resetDepthSnapshotTracking(depthSnapshotFilters);
+        return filtersWithSymbols.flatMap((filter) => {
+            if (filter.channel === 'push.depth.snapshot') {
+                return [];
+            }
+            if (filter.channel === 'push.contract') {
+                return [{ method: this.channelToSubscriptionMethod.get(filter.channel) }];
+            }
+            return filter.symbols.map((symbol) => ({
+                method: this.channelToSubscriptionMethod.get(filter.channel),
+                param: { symbol },
+                gzip: false
+            }));
+        });
+    }
+    resetDepthSnapshotTracking(filters) {
+        this.pendingDepthSnapshotSymbols.clear();
+        this.bufferedDepthUpdates.clear();
+        for (const filter of filters) {
+            for (const symbol of filter.symbols) {
+                const upperCaseSymbol = symbol.toUpperCase();
+                this.pendingDepthSnapshotSymbols.add(upperCaseSymbol);
+                this.bufferedDepthUpdates.set(upperCaseSymbol, new CircularBuffer(2000));
+            }
+        }
+    }
+    validateDepthSnapshotFilters(filters, depthSnapshotFilters) {
+        if (depthSnapshotFilters.length === 0) {
+            return;
+        }
+        const depthSymbols = new Set(filters.filter((filter) => filter.channel === 'push.depth').flatMap((filter) => filter.symbols.map((symbol) => symbol.toUpperCase())));
+        for (const filter of depthSnapshotFilters) {
+            for (const symbol of filter.symbols) {
+                if (depthSymbols.has(symbol.toUpperCase()) === false) {
+                    throw new Error('MexcFuturesRealTimeFeed requires push.depth for every push.depth.snapshot symbol');
+                }
+            }
+        }
+    }
+    onMessage(message) {
+        if (message.channel !== 'push.depth' ||
+            message.symbol === undefined ||
+            this.pendingDepthSnapshotSymbols.has(message.symbol) === false) {
+            return;
+        }
+        const firstVersion = Number(message.data?.begin !== undefined && message.data.begin !== null && message.data.begin !== 0
+            ? message.data.begin
+            : message.data?.version);
+        const lastVersion = Number(message.data?.end !== undefined && message.data.end !== null && message.data.end !== 0 ? message.data.end : message.data?.version);
+        if (Number.isFinite(firstVersion) === false || Number.isFinite(lastVersion) === false) {
+            return;
+        }
+        const bufferedUpdates = this.bufferedDepthUpdates.get(message.symbol) ?? new CircularBuffer(2000);
+        bufferedUpdates.append({ firstVersion, lastVersion });
+        this.bufferedDepthUpdates.set(message.symbol, bufferedUpdates);
+    }
+    async provideManualSnapshots(filters, shouldCancel) {
+        const depthFilter = filters.find((filter) => filter.channel === 'push.depth.snapshot');
+        if (depthFilter === undefined) {
+            return;
+        }
+        this.debug('requesting manual snapshots for: %s', depthFilter.symbols);
+        for (const symbol of depthFilter.symbols) {
+            await this.provideManualSnapshot(symbol.toUpperCase(), shouldCancel);
+        }
+        this.debug('requested manual snapshots successfully for: %s ', depthFilter.symbols);
+    }
+    messageIsError(message) {
+        return message.channel === 'rs.error' || message.success === false || message.error !== undefined;
+    }
+    messageIsHeartbeat(message) {
+        return message.channel === 'pong';
+    }
+    async provideManualSnapshot(symbol, shouldCancel) {
+        const maxSnapshotRounds = 4;
+        const maxSnapshotAttemptsPerRound = 3;
+        for (let round = 0; round < maxSnapshotRounds; round++) {
+            for (let attempt = 1; attempt <= maxSnapshotAttemptsPerRound; attempt++) {
+                if (shouldCancel()) {
+                    return;
+                }
+                const { data } = await getJSON(`${this.httpURL}/api/v1/contract/depth/${symbol}?limit=5000`);
+                if (this.snapshotResponseIsValid(data) === false) {
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                const hasOverlap = await this.waitForSnapshotOverlap(symbol, data.data.version);
+                if (shouldCancel()) {
+                    return;
+                }
+                if (hasOverlap === false) {
+                    this.trimBufferedUpdates(symbol);
+                    if (attempt < maxSnapshotAttemptsPerRound) {
+                        await wait(attempt * 1000);
+                    }
+                    continue;
+                }
+                if (hasOverlap === true || attempt === maxSnapshotAttemptsPerRound) {
+                    this.manualSnapshotsBuffer.push(this.createManualSnapshot(symbol, data.data));
+                    this.pendingDepthSnapshotSymbols.delete(symbol);
+                    this.bufferedDepthUpdates.delete(symbol);
+                    return;
+                }
+            }
+        }
+        throw new Error(`MexcFuturesRealTimeFeed could not align depth snapshot for ${symbol}`);
+    }
+    async waitForSnapshotOverlap(symbol, snapshotVersion) {
+        let hasOverlap = this.validateSnapshotOverlap(symbol, snapshotVersion);
+        for (let attempt = 0; attempt < 60; attempt++) {
+            if (hasOverlap !== undefined) {
+                return hasOverlap;
+            }
+            await wait(100);
+            hasOverlap = this.validateSnapshotOverlap(symbol, snapshotVersion);
+        }
+        return hasOverlap;
+    }
+    validateSnapshotOverlap(symbol, snapshotVersion) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        for (const update of bufferedUpdates?.items() ?? []) {
+            if (update.lastVersion <= snapshotVersion) {
+                continue;
+            }
+            return update.firstVersion <= snapshotVersion + 1 && update.lastVersion >= snapshotVersion + 1;
+        }
+        return undefined;
+    }
+    trimBufferedUpdates(symbol) {
+        const bufferedUpdates = this.bufferedDepthUpdates.get(symbol);
+        if (bufferedUpdates === undefined || bufferedUpdates.count <= 100) {
+            return;
+        }
+        const trimmed = new CircularBuffer(2000);
+        for (const update of [...bufferedUpdates.items()].slice(-100)) {
+            trimmed.append(update);
+        }
+        this.bufferedDepthUpdates.set(symbol, trimmed);
+    }
+    snapshotResponseIsValid(response) {
+        return (response.success === true &&
+            response.code === 0 &&
+            response.data !== undefined &&
+            Number.isFinite(response.data.version) &&
+            response.data.version >= 0 &&
+            Array.isArray(response.data.asks) &&
+            Array.isArray(response.data.bids));
+    }
+    createManualSnapshot(symbol, data) {
+        return {
+            channel: 'push.depth.snapshot',
+            symbol,
+            generated: true,
+            data: {
+                cts: data.cts,
+                asks: data.asks,
+                bids: data.bids,
+                timestamp: data.timestamp,
+                version: data.version
+            }
+        };
+    }
+}
+//# sourceMappingURL=mexcfutures.js.map

package/dist/realtimefeeds/mexcfutures.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"mexcfutures.js","sourceRoot":"","sources":["../../src/realtimefeeds/mexcfutures.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,cAAc,EAAE,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAG3D,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,uBAAwB,SAAQ,gBAAgB;IAC1C,2BAA2B,GAAG,IAAI,GAAG,EAAU,CAAA;IAC/C,oBAAoB,GAAG,IAAI,GAAG,EAAsD,CAAA;IAClF,MAAM,GAAG,yBAAyB,CAAA;IAClC,OAAO,GAAW,2BAA2B,CAAA;IAC7C,2BAA2B,GAAG,IAAI,GAAG,CAAC;QACvD,CAAC,WAAW,EAAE,UAAU,CAAC;QACzB,CAAC,YAAY,EAAE,WAAW,CAAC;QAC3B,CAAC,aAAa,EAAE,YAAY,CAAC;QAC7B,CAAC,kBAAkB,EAAE,iBAAiB,CAAC;QACvC,CAAC,iBAAiB,EAAE,gBAAgB,CAAC;QACrC,CAAC,mBAAmB,EAAE,kBAAkB,CAAC;QACzC,CAAC,eAAe,EAAE,cAAc,CAAC;KAClC,CAAC,CAAA;IAEiB,cAAc,GAAG,GAAG,EAAE;QACvC,IAAI,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,MAAM,EAAE,CAAC,CAAA;IAC/B,CAAC,CAAA;IAEkB,KAAK,CAAC,eAAe;QACtC,OAAO,8BAA8B,CAAA;IACvC,CAAC;IAEkB,sBAAsB,CAAC,OAAyB;QACjE,MAAM,kBAAkB,GAAG,OAAO,CAAC,GAAG,CAA2B,CAAC,MAAM,EAAE,EAAE;YAC1E,IAAI,MAAM,CAAC,OAAO,KAAK,eAAe,EAAE,CAAC;gBACvC,OAAO,EAAE,GAAG,MAAM,EAAE,OAAO,EAAE,EAAE,EAAE,CAAA;YACnC,CAAC;YAED,IAAI,MAAM,CAAC,OAAO,KAAK,qBAAqB,IAAI,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,EAAE,CAAC;gBAC/G,MAAM,IAAI,KAAK,CAAC,oCAAoC,MAAM,CAAC,OAAO,EAAE,CAAC,CAAA;YACvE,CAAC;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,6FAA6F,CAAC,CAAA;YAChH,CAAC;YAED,OAAO,MAAkC,CAAA;QAC3C,CAAC,CAAC,CAAA;QAEF,MAAM,oBAAoB,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,qBAAqB,CAAC,CAAA;QAC5G,IAAI,CAAC,4BAA4B,CAAC,kBAAkB,EAAE,oBAAoB,CAAC,CAAA;QAC3E,IAAI,CAAC,0BAA0B,CAAC,oBAAoB,CAAC,CAAA;QAErD,OAAO,kBAAkB,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE;YAC3C,IAAI,MAAM,CAAC,OAAO,KAAK,qBAAqB,EAAE,CAAC;gBAC7C,OAAO,EAAE,CAAA;YACX,CAAC;YAED,IAAI,MAAM,CAAC,OAAO,KAAK,eAAe,EAAE,CAAC;gBACvC,OAAO,CAAC,EAAE,MAAM,EAAE,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,EAAE,CAAC,CAAA;YAC3E,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;gBACrC,MAAM,EAAE,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC;gBAC5D,KAAK,EAAE,EAAE,MAAM,EAAE;gBACjB,IAAI,EAAE,KAAK;aACZ,CAAC,CAAC,CAAA;QACL,CAAC,CAAC,CAAA;IACJ,CAAC;IAEO,0BAA0B,CAAC,OAAmC;QACpE,IAAI,CAAC,2BAA2B,CAAC,KAAK,EAAE,CAAA;QACxC,IAAI,CAAC,oBAAoB,CAAC,KAAK,EAAE,CAAA;QAEjC,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;YAC7B,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACpC,MAAM,eAAe,GAAG,MAAM,CAAC,WAAW,EAAE,CAAA;gBAC5C,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,eAAe,CAAC,CAAA;gBACrD,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,eAAe,EAAE,IAAI,cAAc,CAA6B,IAAI,CAAC,CAAC,CAAA;YACtG,CAAC;QACH,CAAC;IACH,CAAC;IAEO,4BAA4B,CAAC,OAAmC,EAAE,oBAAgD;QACxH,IAAI,oBAAoB,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;YACtC,OAAM;QACR,CAAC;QAED,MAAM,YAAY,GAAG,IAAI,GAAG,CAC1B,OAAO,CAAC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,YAAY,CAAC,CAAC,OAAO,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,CAAC,CACtI,CAAA;QAED,KAAK,MAAM,MAAM,IAAI,oBAAoB,EAAE,CAAC;YAC1C,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACpC,IAAI,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,KAAK,KAAK,EAAE,CAAC;oBACrD,MAAM,IAAI,KAAK,CAAC,kFAAkF,CAAC,CAAA;gBACrG,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAEkB,SAAS,CAAC,OAAY;QACvC,IACE,OAAO,CAAC,OAAO,KAAK,YAAY;YAChC,OAAO,CAAC,MAAM,KAAK,SAAS;YAC5B,IAAI,CAAC,2BAA2B,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,KAAK,EAC9D,CAAC;YACD,OAAM;QACR,CAAC;QAED,MAAM,YAAY,GAAG,MAAM,CACzB,OAAO,CAAC,IAAI,EAAE,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC,KAAK,KAAK,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,KAAK,KAAK,CAAC;YAC1F,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,KAAK;YACpB,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,OAAO,CAC1B,CAAA;QACD,MAAM,WAAW,GAAG,MAAM,CACxB,OAAO,CAAC,IAAI,EAAE,GAAG,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,CAAC,GAAG,KAAK,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,OAAO,CAClI,CAAA;QACD,IAAI,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,KAAK,KAAK,IAAI,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,KAAK,KAAK,EAAE,CAAC;YACtF,OAAM;QACR,CAAC;QAED,MAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,IAAI,cAAc,CAA6B,IAAI,CAAC,CAAA;QAC7H,eAAe,CAAC,MAAM,CAAC,EAAE,YAAY,EAAE,WAAW,EAAE,CAAC,CAAA;QACrD,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;IAChE,CAAC;IAEkB,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QACpG,MAAM,WAAW,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,KAAK,qBAAqB,CAAC,CAAA;QACtF,IAAI,WAAW,KAAK,SAAS,EAAE,CAAC;YAC9B,OAAM;QACR,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,qCAAqC,EAAE,WAAW,CAAC,OAAQ,CAAC,CAAA;QAEvE,KAAK,MAAM,MAAM,IAAI,WAAW,CAAC,OAAQ,EAAE,CAAC;YAC1C,MAAM,IAAI,CAAC,qBAAqB,CAAC,MAAM,CAAC,WAAW,EAAE,EAAE,YAAY,CAAC,CAAA;QACtE,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,kDAAkD,EAAE,WAAW,CAAC,OAAQ,CAAC,CAAA;IACtF,CAAC;IAEkB,cAAc,CAAC,OAAY;QAC5C,OAAO,OAAO,CAAC,OAAO,KAAK,UAAU,IAAI,OAAO,CAAC,OAAO,KAAK,KAAK,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACnG,CAAC;IAEkB,kBAAkB,CAAC,OAAY;QAChD,OAAO,OAAO,CAAC,OAAO,KAAK,MAAM,CAAA;IACnC,CAAC;IAEO,KAAK,CAAC,qBAAqB,CAAC,MAAc,EAAE,YAA2B;QAC7E,MAAM,iBAAiB,GAAG,CAAC,CAAA;QAC3B,MAAM,2BAA2B,GAAG,CAAC,CAAA;QAErC,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,iBAAiB,EAAE,KAAK,EAAE,EAAE,CAAC;YACvD,KAAK,IAAI,OAAO,GAAG,CAAC,EAAE,OAAO,IAAI,2BAA2B,EAAE,OAAO,EAAE,EAAE,CAAC;gBACxE,IAAI,YAAY,EAAE,EAAE,CAAC;oBACnB,OAAM;gBACR,CAAC;gBAED,MAAM,EAAE,IAAI,EAAE,GAAG,MAAM,OAAO,CAAmC,GAAG,IAAI,CAAC,OAAO,0BAA0B,MAAM,aAAa,CAAC,CAAA;gBAC9H,IAAI,IAAI,CAAC,uBAAuB,CAAC,IAAI,CAAC,KAAK,KAAK,EAAE,CAAC;oBACjD,IAAI,OAAO,GAAG,2BAA2B,EAAE,CAAC;wBAC1C,MAAM,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,CAAA;oBAC5B,CAAC;oBACD,SAAQ;gBACV,CAAC;gBAED,MAAM,UAAU,GAAG,MAAM,IAAI,CAAC,sBAAsB,CAAC,MAAM,EAAE,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,CAAA;gBAE/E,IAAI,YAAY,EAAE,EAAE,CAAC;oBACnB,OAAM;gBACR,CAAC;gBAED,IAAI,UAAU,KAAK,KAAK,EAAE,CAAC;oBACzB,IAAI,CAAC,mBAAmB,CAAC,MAAM,CAAC,CAAA;oBAChC,IAAI,OAAO,GAAG,2BAA2B,EAAE,CAAC;wBAC1C,MAAM,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,CAAA;oBAC5B,CAAC;oBACD,SAAQ;gBACV,CAAC;gBAED,IAAI,UAAU,KAAK,IAAI,IAAI,OAAO,KAAK,2BAA2B,EAAE,CAAC;oBACnE,IAAI,CAAC,qBAAqB,CAAC,IAAI,CAAC,IAAI,CAAC,oBAAoB,CAAC,MAAM,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC,CAAA;oBAC7E,IAAI,CAAC,2BAA2B,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;oBAC/C,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;oBACxC,OAAM;gBACR,CAAC;YACH,CAAC;QACH,CAAC;QAED,MAAM,IAAI,KAAK,CAAC,8DAA8D,MAAM,EAAE,CAAC,CAAA;IACzF,CAAC;IAEO,KAAK,CAAC,sBAAsB,CAAC,MAAc,EAAE,eAAuB;QAC1E,IAAI,UAAU,GAAG,IAAI,CAAC,uBAAuB,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;QACtE,KAAK,IAAI,OAAO,GAAG,CAAC,EAAE,OAAO,GAAG,EAAE,EAAE,OAAO,EAAE,EAAE,CAAC;YAC9C,IAAI,UAAU,KAAK,SAAS,EAAE,CAAC;gBAC7B,OAAO,UAAU,CAAA;YACnB,CAAC;YAED,MAAM,IAAI,CAAC,GAAG,CAAC,CAAA;YACf,UAAU,GAAG,IAAI,CAAC,uBAAuB,CAAC,MAAM,EAAE,eAAe,CAAC,CAAA;QACpE,CAAC;QAED,OAAO,UAAU,CAAA;IACnB,CAAC;IAEO,uBAAuB,CAAC,MAAc,EAAE,eAAuB;QACrE,MAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QAC7D,KAAK,MAAM,MAAM,IAAI,eAAe,EAAE,KAAK,EAAE,IAAI,EAAE,EAAE,CAAC;YACpD,IAAI,MAAM,CAAC,WAAW,IAAI,eAAe,EAAE,CAAC;gBAC1C,SAAQ;YACV,CAAC;YAED,OAAO,MAAM,CAAC,YAAY,IAAI,eAAe,GAAG,CAAC,IAAI,MAAM,CAAC,WAAW,IAAI,eAAe,GAAG,CAAC,CAAA;QAChG,CAAC;QAED,OAAO,SAAS,CAAA;IAClB,CAAC;IAEO,mBAAmB,CAAC,MAAc;QACxC,MAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QAC7D,IAAI,eAAe,KAAK,SAAS,IAAI,eAAe,CAAC,KAAK,IAAI,GAAG,EAAE,CAAC;YAClE,OAAM;QACR,CAAC;QAED,MAAM,OAAO,GAAG,IAAI,cAAc,CAA6B,IAAI,CAAC,CAAA;QACpE,KAAK,MAAM,MAAM,IAAI,CAAC,GAAG,eAAe,CAAC,KAAK,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,EAAE,CAAC;YAC9D,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,CAAA;QACxB,CAAC;QACD,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,EAAE,OAAO,CAAC,CAAA;IAChD,CAAC;IAEO,uBAAuB,CAAC,QAA0C;QACxE,OAAO,CACL,QAAQ,CAAC,OAAO,KAAK,IAAI;YACzB,QAAQ,CAAC,IAAI,KAAK,CAAC;YACnB,QAAQ,CAAC,IAAI,KAAK,SAAS;YAC3B,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC;YACtC,QAAQ,CAAC,IAAI,CAAC,OAAO,IAAI,CAAC;YAC1B,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC;YACjC,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,CAClC,CAAA;IACH,CAAC;IAEO,oBAAoB,CAAC,MAAc,EAAE,IAAkC;QAC7E,OAAO;YACL,OAAO,EAAE,qBAAqB;YAC9B,MAAM;YACN,SAAS,EAAE,IAAI;YACf,IAAI,EAAE;gBACJ,GAAG,EAAE,IAAI,CAAC,GAAG;gBACb,IAAI,EAAE,IAAI,CAAC,IAAI;gBACf,IAAI,EAAE,IAAI,CAAC,IAAI;gBACf,SAAS,EAAE,IAAI,CAAC,SAAS;gBACzB,OAAO,EAAE,IAAI,CAAC,OAAO;aACtB;SACF,CAAA;IACH,CAAC;CACF"}

package/dist/realtimefeeds/okex.d.ts

@@ -23,6 +23,7 @@ declare class OkexOptionsSingleRealTimeFeed extends OkexSingleRealTimeFeed {
     protected wssURL: string;
     constructor(wssURL: string, exchange: string, filters: Filter<string>[], timeoutIntervalMS: number | undefined, onError?: (error: Error) => void);
     private _defaultIndexes;
+    private _defaultOptionSummaryInstrumentFamilies;
     private _channelRequiresIndexNotSymbol;
     protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
 }

package/dist/realtimefeeds/okex.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,gBAAiB,SAAQ,+BAA+B;IACnE,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAavI;AAED,cAAM,sBAAuB,SAAQ,gBAAgB;IAEjD,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,sBAAsB;gBAChD,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,EAAE,MAAM,GAAG,SAAS,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAGjI;AAED,qBAAa,uBAAwB,SAAQ,+BAA+B;IAC1E,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAmBvI;AAED,cAAM,6BAA8B,SAAQ,sBAAsB;IAE9D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAyB;IAEhD,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}
+{"version":3,"file":"okex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/okex.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,+BAA+B,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAErF,qBAAa,gBAAiB,SAAQ,+BAA+B;IACnE,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAavI;AAED,cAAM,sBAAuB,SAAQ,gBAAgB;IAEjD,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAwC;IAE/D,OAAO,CAAC,iBAAiB;cAIT,WAAW;IAqB3B,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA+BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG;CAOtC;AAED,qBAAa,kBAAmB,SAAQ,sBAAsB;gBAChD,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,EAAE,MAAM,GAAG,SAAS,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAGjI;AAED,qBAAa,uBAAwB,SAAQ,+BAA+B;IAC1E,SAAS,CAAE,iBAAiB,CAAC,QAAQ,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;CAmBvI;AAED,cAAM,6BAA8B,SAAQ,sBAAsB;IAE9D,SAAS,CAAC,MAAM,EAAE,MAAM;gBAAd,MAAM,EAAE,MAAM,EACxB,QAAQ,EAAE,MAAM,EAChB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI;IAKlC,OAAO,CAAC,eAAe,CAAoC;IAC3D,OAAO,CAAC,uCAAuC,CAAmE;IAElH,OAAO,CAAC,8BAA8B;IAMtC,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;CAoCnE"}