tardis-dev 16.5.1 → 16.6.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/consts.d.ts +3 -1
- package/dist/consts.d.ts.map +1 -1
- package/dist/consts.js +21 -1
- package/dist/consts.js.map +1 -1
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +6 -3
- package/dist/handy.js.map +1 -1
- package/dist/mappers/ascendex.d.ts +6 -99
- package/dist/mappers/ascendex.d.ts.map +1 -1
- package/dist/mappers/ascendex.js +13 -4
- package/dist/mappers/ascendex.js.map +1 -1
- package/dist/mappers/binance.d.ts +27 -154
- package/dist/mappers/binance.d.ts.map +1 -1
- package/dist/mappers/binance.js +49 -15
- package/dist/mappers/binance.js.map +1 -1
- package/dist/mappers/binancedex.d.ts +7 -4
- package/dist/mappers/binancedex.d.ts.map +1 -1
- package/dist/mappers/binancedex.js +11 -3
- package/dist/mappers/binancedex.js.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.d.ts +6 -216
- package/dist/mappers/binanceeuropeanoptions.d.ts.map +1 -1
- package/dist/mappers/binanceeuropeanoptions.js +26 -7
- package/dist/mappers/binanceeuropeanoptions.js.map +1 -1
- package/dist/mappers/bitfinex.d.ts +15 -100
- package/dist/mappers/bitfinex.d.ts.map +1 -1
- package/dist/mappers/bitfinex.js +20 -5
- package/dist/mappers/bitfinex.js.map +1 -1
- package/dist/mappers/bitflyer.d.ts +5 -41
- package/dist/mappers/bitflyer.d.ts.map +1 -1
- package/dist/mappers/bitflyer.js +11 -3
- package/dist/mappers/bitflyer.js.map +1 -1
- package/dist/mappers/bitget.d.ts +12 -269
- package/dist/mappers/bitget.d.ts.map +1 -1
- package/dist/mappers/bitget.js +46 -9
- package/dist/mappers/bitget.js.map +1 -1
- package/dist/mappers/bitmex.d.ts +8 -56
- package/dist/mappers/bitmex.d.ts.map +1 -1
- package/dist/mappers/bitmex.js +15 -5
- package/dist/mappers/bitmex.js.map +1 -1
- package/dist/mappers/bitnomial.d.ts +4 -44
- package/dist/mappers/bitnomial.d.ts.map +1 -1
- package/dist/mappers/bitnomial.js +9 -2
- package/dist/mappers/bitnomial.js.map +1 -1
- package/dist/mappers/bitstamp.d.ts +4 -44
- package/dist/mappers/bitstamp.d.ts.map +1 -1
- package/dist/mappers/bitstamp.js +9 -2
- package/dist/mappers/bitstamp.js.map +1 -1
- package/dist/mappers/blockchaincom.d.ts +4 -63
- package/dist/mappers/blockchaincom.d.ts.map +1 -1
- package/dist/mappers/blockchaincom.js +9 -2
- package/dist/mappers/blockchaincom.js.map +1 -1
- package/dist/mappers/bullish.d.ts +8 -158
- package/dist/mappers/bullish.d.ts.map +1 -1
- package/dist/mappers/bullish.js +15 -5
- package/dist/mappers/bullish.js.map +1 -1
- package/dist/mappers/bybit.d.ts +61 -407
- package/dist/mappers/bybit.d.ts.map +1 -1
- package/dist/mappers/bybit.js +60 -15
- package/dist/mappers/bybit.js.map +1 -1
- package/dist/mappers/bybitspot.d.ts +1 -1
- package/dist/mappers/coinbase.d.ts +6 -39
- package/dist/mappers/coinbase.d.ts.map +1 -1
- package/dist/mappers/coinbase.js +11 -3
- package/dist/mappers/coinbase.js.map +1 -1
- package/dist/mappers/coinbaseinternational.d.ts +7 -78
- package/dist/mappers/coinbaseinternational.d.ts.map +1 -1
- package/dist/mappers/coinbaseinternational.js +13 -4
- package/dist/mappers/coinbaseinternational.js.map +1 -1
- package/dist/mappers/coinflex.d.ts +6 -24
- package/dist/mappers/coinflex.d.ts.map +1 -1
- package/dist/mappers/coinflex.js +11 -3
- package/dist/mappers/coinflex.js.map +1 -1
- package/dist/mappers/cryptocom.d.ts +22 -328
- package/dist/mappers/cryptocom.d.ts.map +1 -1
- package/dist/mappers/cryptocom.js +13 -4
- package/dist/mappers/cryptocom.js.map +1 -1
- package/dist/mappers/cryptofacilities.d.ts +8 -96
- package/dist/mappers/cryptofacilities.d.ts.map +1 -1
- package/dist/mappers/cryptofacilities.js +24 -7
- package/dist/mappers/cryptofacilities.js.map +1 -1
- package/dist/mappers/delta.d.ts +7 -114
- package/dist/mappers/delta.d.ts.map +1 -1
- package/dist/mappers/delta.js +30 -10
- package/dist/mappers/delta.js.map +1 -1
- package/dist/mappers/deribit.d.ts +8 -66
- package/dist/mappers/deribit.d.ts.map +1 -1
- package/dist/mappers/deribit.js +17 -6
- package/dist/mappers/deribit.js.map +1 -1
- package/dist/mappers/dydx.d.ts +5 -146
- package/dist/mappers/dydx.d.ts.map +1 -1
- package/dist/mappers/dydx.js +11 -3
- package/dist/mappers/dydx.js.map +1 -1
- package/dist/mappers/dydxv4.d.ts +6 -173
- package/dist/mappers/dydxv4.d.ts.map +1 -1
- package/dist/mappers/dydxv4.js +13 -4
- package/dist/mappers/dydxv4.js.map +1 -1
- package/dist/mappers/ftx.d.ts +12 -107
- package/dist/mappers/ftx.d.ts.map +1 -1
- package/dist/mappers/ftx.js +21 -6
- package/dist/mappers/ftx.js.map +1 -1
- package/dist/mappers/gateio.d.ts +6 -191
- package/dist/mappers/gateio.d.ts.map +1 -1
- package/dist/mappers/gateio.js +28 -8
- package/dist/mappers/gateio.js.map +1 -1
- package/dist/mappers/gateiofutures.d.ts +7 -122
- package/dist/mappers/gateiofutures.d.ts.map +1 -1
- package/dist/mappers/gateiofutures.js +13 -4
- package/dist/mappers/gateiofutures.js.map +1 -1
- package/dist/mappers/gemini.d.ts +6 -3
- package/dist/mappers/gemini.d.ts.map +1 -1
- package/dist/mappers/gemini.js +9 -2
- package/dist/mappers/gemini.js.map +1 -1
- package/dist/mappers/hitbtc.d.ts +6 -3
- package/dist/mappers/hitbtc.d.ts.map +1 -1
- package/dist/mappers/hitbtc.js +9 -2
- package/dist/mappers/hitbtc.js.map +1 -1
- package/dist/mappers/huobi.d.ts +118 -289
- package/dist/mappers/huobi.d.ts.map +1 -1
- package/dist/mappers/huobi.js +45 -7
- package/dist/mappers/huobi.js.map +1 -1
- package/dist/mappers/hyperliquid.d.ts +6 -86
- package/dist/mappers/hyperliquid.d.ts.map +1 -1
- package/dist/mappers/hyperliquid.js +13 -4
- package/dist/mappers/hyperliquid.js.map +1 -1
- package/dist/mappers/index.d.ts +784 -272
- package/dist/mappers/index.d.ts.map +1 -1
- package/dist/mappers/index.js +64 -432
- package/dist/mappers/index.js.map +1 -1
- package/dist/mappers/kraken.d.ts +7 -4
- package/dist/mappers/kraken.d.ts.map +1 -1
- package/dist/mappers/kraken.js +11 -3
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/mappers/kucoin.d.ts +6 -122
- package/dist/mappers/kucoin.d.ts.map +1 -1
- package/dist/mappers/kucoin.js +13 -5
- package/dist/mappers/kucoin.js.map +1 -1
- package/dist/mappers/kucoinfutures.d.ts +6 -207
- package/dist/mappers/kucoinfutures.d.ts.map +1 -1
- package/dist/mappers/kucoinfutures.js +15 -6
- package/dist/mappers/kucoinfutures.js.map +1 -1
- package/dist/mappers/lighter.d.ts +8 -156
- package/dist/mappers/lighter.d.ts.map +1 -1
- package/dist/mappers/lighter.js +15 -5
- package/dist/mappers/lighter.js.map +1 -1
- package/dist/mappers/mapper.d.ts +3 -1
- package/dist/mappers/mapper.d.ts.map +1 -1
- package/dist/mappers/mapper.js.map +1 -1
- package/dist/mappers/mexc.d.ts +122 -0
- package/dist/mappers/mexc.d.ts.map +1 -0
- package/dist/mappers/mexc.js +205 -0
- package/dist/mappers/mexc.js.map +1 -0
- package/dist/mappers/mexcfutures.d.ts +137 -0
- package/dist/mappers/mexcfutures.d.ts.map +1 -0
- package/dist/mappers/mexcfutures.js +225 -0
- package/dist/mappers/mexcfutures.js.map +1 -0
- package/dist/mappers/okex.d.ts +36 -473
- package/dist/mappers/okex.d.ts.map +1 -1
- package/dist/mappers/okex.js +143 -37
- package/dist/mappers/okex.js.map +1 -1
- package/dist/mappers/phemex.d.ts +5 -82
- package/dist/mappers/phemex.d.ts.map +1 -1
- package/dist/mappers/phemex.js +22 -4
- package/dist/mappers/phemex.js.map +1 -1
- package/dist/mappers/poloniex.d.ts +5 -90
- package/dist/mappers/poloniex.d.ts.map +1 -1
- package/dist/mappers/poloniex.js +18 -4
- package/dist/mappers/poloniex.js.map +1 -1
- package/dist/mappers/polymarket.d.ts +7 -31
- package/dist/mappers/polymarket.d.ts.map +1 -1
- package/dist/mappers/polymarket.js +11 -3
- package/dist/mappers/polymarket.js.map +1 -1
- package/dist/mappers/registry.d.ts +41 -0
- package/dist/mappers/registry.d.ts.map +1 -0
- package/dist/mappers/registry.js +111 -0
- package/dist/mappers/registry.js.map +1 -0
- package/dist/mappers/serum.d.ts +16 -89
- package/dist/mappers/serum.d.ts.map +1 -1
- package/dist/mappers/serum.js +21 -3
- package/dist/mappers/serum.js.map +1 -1
- package/dist/mappers/upbit.d.ts +5 -47
- package/dist/mappers/upbit.d.ts.map +1 -1
- package/dist/mappers/upbit.js +9 -2
- package/dist/mappers/upbit.js.map +1 -1
- package/dist/mappers/woox.d.ts +6 -107
- package/dist/mappers/woox.d.ts.map +1 -1
- package/dist/mappers/woox.js +13 -4
- package/dist/mappers/woox.js.map +1 -1
- package/dist/okexsymbols.d.ts +3 -0
- package/dist/okexsymbols.d.ts.map +1 -0
- package/dist/okexsymbols.js +10 -0
- package/dist/okexsymbols.js.map +1 -0
- package/dist/realtimefeeds/hyperliquid.d.ts.map +1 -1
- package/dist/realtimefeeds/hyperliquid.js +3 -1
- package/dist/realtimefeeds/hyperliquid.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +4 -0
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/mexc.d.ts +35 -0
- package/dist/realtimefeeds/mexc.d.ts.map +1 -0
- package/dist/realtimefeeds/mexc.js +261 -0
- package/dist/realtimefeeds/mexc.js.map +1 -0
- package/dist/realtimefeeds/mexcfutures.d.ts +25 -0
- package/dist/realtimefeeds/mexcfutures.d.ts.map +1 -0
- package/dist/realtimefeeds/mexcfutures.js +203 -0
- package/dist/realtimefeeds/mexcfutures.js.map +1 -0
- package/dist/realtimefeeds/okex.d.ts +1 -0
- package/dist/realtimefeeds/okex.d.ts.map +1 -1
- package/dist/realtimefeeds/okex.js +7 -5
- package/dist/realtimefeeds/okex.js.map +1 -1
- package/dist/realtimefeeds/realtimefeed.d.ts +1 -0
- package/dist/realtimefeeds/realtimefeed.d.ts.map +1 -1
- package/dist/realtimefeeds/realtimefeed.js +4 -1
- package/dist/realtimefeeds/realtimefeed.js.map +1 -1
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +62 -13
- package/dist/replay.js.map +1 -1
- package/example.js +133 -31
- package/package.json +2 -1
- package/src/consts.ts +22 -1
- package/src/handy.ts +6 -3
- package/src/mappers/ascendex.ts +14 -4
- package/src/mappers/binance.ts +61 -21
- package/src/mappers/binancedex.ts +12 -3
- package/src/mappers/binanceeuropeanoptions.ts +28 -7
- package/src/mappers/bitfinex.ts +21 -5
- package/src/mappers/bitflyer.ts +12 -3
- package/src/mappers/bitget.ts +48 -9
- package/src/mappers/bitmex.ts +16 -5
- package/src/mappers/bitnomial.ts +10 -2
- package/src/mappers/bitstamp.ts +10 -2
- package/src/mappers/blockchaincom.ts +10 -2
- package/src/mappers/bullish.ts +16 -5
- package/src/mappers/bybit.ts +70 -15
- package/src/mappers/coinbase.ts +12 -3
- package/src/mappers/coinbaseinternational.ts +14 -4
- package/src/mappers/coinflex.ts +12 -3
- package/src/mappers/cryptocom.ts +14 -4
- package/src/mappers/cryptofacilities.ts +30 -6
- package/src/mappers/delta.ts +41 -7
- package/src/mappers/deribit.ts +18 -6
- package/src/mappers/dydx.ts +12 -3
- package/src/mappers/dydxv4.ts +14 -4
- package/src/mappers/ftx.ts +22 -6
- package/src/mappers/gateio.ts +34 -8
- package/src/mappers/gateiofutures.ts +14 -4
- package/src/mappers/gemini.ts +10 -2
- package/src/mappers/hitbtc.ts +10 -2
- package/src/mappers/huobi.ts +47 -10
- package/src/mappers/hyperliquid.ts +14 -4
- package/src/mappers/index.ts +133 -679
- package/src/mappers/kraken.ts +12 -3
- package/src/mappers/kucoin.ts +19 -5
- package/src/mappers/kucoinfutures.ts +20 -5
- package/src/mappers/lighter.ts +16 -5
- package/src/mappers/mapper.ts +3 -1
- package/src/mappers/mexc.ts +324 -0
- package/src/mappers/mexcfutures.ts +352 -0
- package/src/mappers/okex.ts +178 -37
- package/src/mappers/phemex.ts +25 -4
- package/src/mappers/poloniex.ts +20 -4
- package/src/mappers/polymarket.ts +12 -3
- package/src/mappers/registry.ts +203 -0
- package/src/mappers/serum.ts +22 -3
- package/src/mappers/upbit.ts +10 -2
- package/src/mappers/woox.ts +14 -4
- package/src/okexsymbols.ts +10 -0
- package/src/realtimefeeds/hyperliquid.ts +4 -1
- package/src/realtimefeeds/index.ts +4 -0
- package/src/realtimefeeds/mexc.ts +327 -0
- package/src/realtimefeeds/mexcfutures.ts +269 -0
- package/src/realtimefeeds/okex.ts +7 -5
- package/src/realtimefeeds/realtimefeed.ts +5 -1
- package/src/replay.ts +73 -15
|
@@ -1,7 +1,24 @@
|
|
|
1
1
|
import { upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
import { exchangeMappers, mapper } from "./registry.js";
|
|
3
4
|
// https://www.cryptofacilities.com/resources/hc/en-us/categories/115000132213-API
|
|
4
|
-
|
|
5
|
+
const CRYPTOFACILITIES_RELATIVE_FUNDING_SWITCH_DATE = new Date('2022-09-29T00:00:00.000Z');
|
|
6
|
+
export const cryptofacilitiesMappers = exchangeMappers({
|
|
7
|
+
cryptofacilities: {
|
|
8
|
+
trades: () => cryptofacilitiesTradesMapper,
|
|
9
|
+
bookChanges: () => cryptofacilitiesBookChangeMapper,
|
|
10
|
+
derivativeTickers: mapper([
|
|
11
|
+
{
|
|
12
|
+
until: CRYPTOFACILITIES_RELATIVE_FUNDING_SWITCH_DATE,
|
|
13
|
+
use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: false })
|
|
14
|
+
},
|
|
15
|
+
{ use: () => new CryptofacilitiesDerivativeTickerMapper({ useRelativeFundingRate: true }) }
|
|
16
|
+
]),
|
|
17
|
+
liquidations: () => cryptofacilitiesLiquidationsMapper,
|
|
18
|
+
bookTickers: () => cryptofacilitiesBookTickerMapper
|
|
19
|
+
}
|
|
20
|
+
});
|
|
21
|
+
const cryptofacilitiesTradesMapper = {
|
|
5
22
|
canHandle(message) {
|
|
6
23
|
return message.feed === 'trade' && message.event === undefined;
|
|
7
24
|
},
|
|
@@ -31,7 +48,7 @@ export const cryptofacilitiesTradesMapper = {
|
|
|
31
48
|
const mapBookLevel = ({ price, qty }) => {
|
|
32
49
|
return { price, amount: qty < 0 ? 0 : qty };
|
|
33
50
|
};
|
|
34
|
-
|
|
51
|
+
const cryptofacilitiesBookChangeMapper = {
|
|
35
52
|
canHandle(message) {
|
|
36
53
|
return message.event === undefined && (message.feed === 'book' || message.feed === 'book_snapshot');
|
|
37
54
|
},
|
|
@@ -82,10 +99,10 @@ export const cryptofacilitiesBookChangeMapper = {
|
|
|
82
99
|
}
|
|
83
100
|
}
|
|
84
101
|
};
|
|
85
|
-
|
|
102
|
+
class CryptofacilitiesDerivativeTickerMapper {
|
|
86
103
|
_useRelativeFundingRate;
|
|
87
|
-
constructor(
|
|
88
|
-
this._useRelativeFundingRate =
|
|
104
|
+
constructor({ useRelativeFundingRate }) {
|
|
105
|
+
this._useRelativeFundingRate = useRelativeFundingRate;
|
|
89
106
|
}
|
|
90
107
|
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
91
108
|
canHandle(message) {
|
|
@@ -124,7 +141,7 @@ export class CryptofacilitiesDerivativeTickerMapper {
|
|
|
124
141
|
}
|
|
125
142
|
}
|
|
126
143
|
}
|
|
127
|
-
|
|
144
|
+
const cryptofacilitiesLiquidationsMapper = {
|
|
128
145
|
canHandle(message) {
|
|
129
146
|
return message.feed === 'trade' && message.event === undefined && message.type === 'liquidation';
|
|
130
147
|
},
|
|
@@ -151,7 +168,7 @@ export const cryptofacilitiesLiquidationsMapper = {
|
|
|
151
168
|
};
|
|
152
169
|
}
|
|
153
170
|
};
|
|
154
|
-
|
|
171
|
+
const cryptofacilitiesBookTickerMapper = {
|
|
155
172
|
canHandle(message) {
|
|
156
173
|
return message.feed === 'ticker' && message.event === undefined;
|
|
157
174
|
},
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cryptofacilities.js","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE9C,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"cryptofacilities.js","sourceRoot":"","sources":["../../src/mappers/cryptofacilities.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAE9C,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,EAAE,MAAM,eAAe,CAAA;AAEvD,kFAAkF;AAElF,MAAM,6CAA6C,GAAG,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAA;AAE1F,MAAM,CAAC,MAAM,uBAAuB,GAAG,eAAe,CAAC;IACrD,gBAAgB,EAAE;QAChB,MAAM,EAAE,GAAG,EAAE,CAAC,4BAA4B;QAC1C,WAAW,EAAE,GAAG,EAAE,CAAC,gCAAgC;QACnD,iBAAiB,EAAE,MAAM,CAAC;YACxB;gBACE,KAAK,EAAE,6CAA6C;gBACpD,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,sCAAsC,CAAC,EAAE,sBAAsB,EAAE,KAAK,EAAE,CAAC;aACzF;YACD,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,sCAAsC,CAAC,EAAE,sBAAsB,EAAE,IAAI,EAAE,CAAC,EAAE;SAC5F,CAAC;QACF,YAAY,EAAE,GAAG,EAAE,CAAC,kCAAkC;QACtD,WAAW,EAAE,GAAG,EAAE,CAAC,gCAAgC;KACpD;CACF,CAAC,CAAA;AAEF,MAAM,4BAA4B,GAAsC;IACtE,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IAChE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,KAA4B,EAAE,cAAoB;QACrD,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,KAAK,CAAC,UAAU;YACxB,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,KAAK,CAAC,GAAG;YACb,KAAK,EAAE,KAAK,CAAC,KAAK;YAClB,MAAM,EAAE,KAAK,CAAC,GAAG;YACjB,IAAI,EAAE,KAAK,CAAC,IAAI;YAChB,SAAS,EAAE,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC;YAC/B,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,EAA6B,EAAE,EAAE;IACjE,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAA;AAC7C,CAAC,CAAA;AAED,MAAM,gCAAgC,GAA2C;IAC/E,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,CAAC,OAAO,CAAC,IAAI,KAAK,MAAM,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,CAAC,CAAA;IACrG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;YACD;gBACE,OAAO,EAAE,eAAe;gBACxB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAkE,EAAE,cAAoB;QAC3F,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,EAAE,CAAC;YACrC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,IAAI,EAAE,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBACpC,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;aAAM,CAAC;YACN,MAAM,KAAK,GAAG,OAAO,CAAC,IAAI,KAAK,MAAM,CAAA;YACrC,MAAM,MAAM,GAAG;gBACb;oBACE,KAAK,EAAE,OAAO,CAAC,KAAK;oBACpB,MAAM,EAAE,OAAO,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG;iBAC1C;aACF,CAAA;YAED,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,UAAU;gBAC1B,QAAQ,EAAE,kBAAkB;gBAC5B,UAAU,EAAE,KAAK;gBACjB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM;gBACzB,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE;gBACzB,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACzF,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,sCAAsC;IACzB,uBAAuB,CAAS;IAEjD,YAAY,EAAE,sBAAsB,EAAuC;QACzE,IAAI,CAAC,uBAAuB,GAAG,sBAAsB,CAAA;IACvD,CAAC;IAEgB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IACxE,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,MAA8B,EAAE,cAAoB;QACvD,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,MAAM,CAAC,UAAU,EAAE,kBAAkB,CAAC,CAAA;QAElH,IAAI,MAAM,CAAC,sBAAsB,KAAK,CAAC,EAAE,CAAC;YACxC,OAAM;QACR,CAAC;QAED,IAAI,IAAI,CAAC,uBAAuB,EAAE,CAAC;YACjC,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,qBAAqB,CAAC,CAAA;YACjE,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,gCAAgC,CAAC,CAAA;QACvF,CAAC;aAAM,CAAC;YACN,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;YACxD,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,uBAAuB,CAAC,CAAA;QAC9E,CAAC;QACD,iBAAiB,CAAC,sBAAsB,CACtC,MAAM,CAAC,sBAAsB,KAAK,SAAS,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,sBAAsB,CAAC,CAAC,CAAC,CAAC,SAAS,CAClG,CAAA;QACD,iBAAiB,CAAC,gBAAgB,CAAC,MAAM,CAAC,KAAK,CAAC,CAAA;QAChD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,SAAS,CAAC,CAAA;QACnD,iBAAiB,CAAC,kBAAkB,CAAC,MAAM,CAAC,YAAY,CAAC,CAAA;QACzD,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,IAAI,CAAC,CAAA;QAC9C,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAA;QAExD,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,kCAAkC,GAA4C;IAClF,SAAS,CAAC,OAAmH;QAC3H,OAAO,OAAO,CAAC,IAAI,KAAK,OAAO,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,aAAa,CAAA;IAClG,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,gBAAuC,EAAE,cAAoB;QAChE,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,gBAAgB,CAAC,UAAU;YACnC,QAAQ,EAAE,kBAAkB;YAC5B,EAAE,EAAE,gBAAgB,CAAC,GAAG;YACxB,KAAK,EAAE,gBAAgB,CAAC,KAAK;YAC7B,MAAM,EAAE,gBAAgB,CAAC,GAAG;YAC5B,IAAI,EAAE,gBAAgB,CAAC,IAAI;YAC3B,SAAS,EAAE,IAAI,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC;YAC1C,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,gCAAgC,GAA2C;IAC/E,SAAS,CAAC,OAA+B;QACvC,OAAO,OAAO,CAAC,IAAI,KAAK,QAAQ,IAAI,OAAO,CAAC,KAAK,KAAK,SAAS,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,sBAA8C,EAAE,cAAoB;QACvE,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,sBAAsB,CAAC,UAAU;YACzC,QAAQ,EAAE,kBAAkB;YAE5B,SAAS,EAAE,sBAAsB,CAAC,QAAQ;YAC1C,QAAQ,EAAE,sBAAsB,CAAC,GAAG;YAEpC,QAAQ,EAAE,sBAAsB,CAAC,GAAG;YACpC,SAAS,EAAE,sBAAsB,CAAC,QAAQ;YAC1C,SAAS,EAAE,IAAI,IAAI,CAAC,sBAAsB,CAAC,IAAI,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA"}
|
package/dist/mappers/delta.d.ts
CHANGED
|
@@ -1,117 +1,10 @@
|
|
|
1
1
|
import { BookChange, BookTicker, DerivativeTicker, Trade } from '../types.ts';
|
|
2
|
-
|
|
3
|
-
|
|
4
|
-
|
|
5
|
-
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
readonly symbols: string[] | undefined;
|
|
10
|
-
}[];
|
|
11
|
-
map(message: DeltaTrade, localTimestamp: Date): IterableIterator<Trade>;
|
|
12
|
-
}
|
|
13
|
-
export declare class DeltaBookChangeMapper implements Mapper<'delta', BookChange> {
|
|
14
|
-
private readonly _useL2UpdatesChannel;
|
|
15
|
-
constructor(_useL2UpdatesChannel: boolean);
|
|
16
|
-
canHandle(message: DeltaL2OrderBook | DeltaL2UpdateMessage): boolean;
|
|
17
|
-
getFilters(symbols?: string[]): {
|
|
18
|
-
readonly channel: "l2_updates";
|
|
19
|
-
readonly symbols: string[] | undefined;
|
|
20
|
-
}[] | {
|
|
21
|
-
readonly channel: "l2_orderbook";
|
|
22
|
-
readonly symbols: string[] | undefined;
|
|
23
|
-
}[];
|
|
24
|
-
map(message: DeltaL2OrderBook | DeltaL2UpdateMessage, localTimestamp: Date): IterableIterator<BookChange>;
|
|
25
|
-
}
|
|
26
|
-
export declare class DeltaDerivativeTickerMapper implements Mapper<'delta', DerivativeTicker> {
|
|
27
|
-
private _useV2Channels;
|
|
28
|
-
constructor(_useV2Channels: boolean);
|
|
29
|
-
private readonly pendingTickerInfoHelper;
|
|
30
|
-
canHandle(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate): boolean;
|
|
31
|
-
getFilters(symbols?: string[]): ({
|
|
32
|
-
readonly channel: "recent_trade" | "all_trades";
|
|
33
|
-
readonly symbols: string[] | undefined;
|
|
34
|
-
} | {
|
|
35
|
-
readonly channel: "funding_rate";
|
|
36
|
-
readonly symbols: string[] | undefined;
|
|
37
|
-
} | {
|
|
38
|
-
readonly channel: "mark_price";
|
|
39
|
-
readonly symbols: string[] | undefined;
|
|
40
|
-
})[];
|
|
41
|
-
map(message: DeltaTrade | DeltaMarkPrice | DeltaFundingRate, localTimestamp: Date): IterableIterator<DerivativeTicker>;
|
|
42
|
-
}
|
|
43
|
-
export declare class DeltaBookTickerMapper implements Mapper<'delta', BookTicker> {
|
|
44
|
-
canHandle(message: DeltaL1Message): boolean;
|
|
45
|
-
getFilters(symbols?: string[]): {
|
|
46
|
-
readonly channel: "l1_orderbook";
|
|
47
|
-
readonly symbols: string[] | undefined;
|
|
48
|
-
}[];
|
|
49
|
-
map(message: DeltaL1Message, localTimestamp: Date): Generator<BookTicker, void, unknown>;
|
|
50
|
-
}
|
|
51
|
-
type DeltaTrade = {
|
|
52
|
-
buyer_role: 'taker' | 'maker';
|
|
53
|
-
price: string;
|
|
54
|
-
size: number | string;
|
|
55
|
-
symbol: string;
|
|
56
|
-
timestamp: number;
|
|
57
|
-
type: 'recent_trade' | 'all_trades';
|
|
2
|
+
export declare const deltaMappers: {
|
|
3
|
+
delta: {
|
|
4
|
+
trades: import("./registry.ts").MapperCreator<any, Trade>;
|
|
5
|
+
bookChanges: import("./registry.ts").MapperCreator<any, BookChange>;
|
|
6
|
+
derivativeTickers: import("./registry.ts").MapperCreator<any, DerivativeTicker>;
|
|
7
|
+
bookTickers: 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", BookTicker>;
|
|
8
|
+
};
|
|
58
9
|
};
|
|
59
|
-
type DeltaBookLevel = {
|
|
60
|
-
limit_price: string;
|
|
61
|
-
size: number | string;
|
|
62
|
-
};
|
|
63
|
-
type DeltaL2OrderBook = {
|
|
64
|
-
buy: DeltaBookLevel[];
|
|
65
|
-
sell: DeltaBookLevel[];
|
|
66
|
-
symbol: string;
|
|
67
|
-
timestamp?: number;
|
|
68
|
-
type: 'l2_orderbook';
|
|
69
|
-
};
|
|
70
|
-
type DeltaMarkPrice = {
|
|
71
|
-
price: string;
|
|
72
|
-
symbol: string;
|
|
73
|
-
timestamp: number;
|
|
74
|
-
type: 'mark_price';
|
|
75
|
-
};
|
|
76
|
-
type DeltaFundingRate = {
|
|
77
|
-
funding_rate?: string | number;
|
|
78
|
-
next_funding_realization?: number;
|
|
79
|
-
predicted_funding_rate?: number;
|
|
80
|
-
symbol: string;
|
|
81
|
-
timestamp: number;
|
|
82
|
-
type: 'funding_rate';
|
|
83
|
-
};
|
|
84
|
-
type DeltaL2Level = [string, string];
|
|
85
|
-
type DeltaL2UpdateMessage = {
|
|
86
|
-
action: 'snapshot';
|
|
87
|
-
asks: DeltaL2Level[];
|
|
88
|
-
bids: DeltaL2Level[];
|
|
89
|
-
cs: 220729409;
|
|
90
|
-
sequence_no: 3660223;
|
|
91
|
-
symbol: string;
|
|
92
|
-
timestamp: 1680307203021223;
|
|
93
|
-
type: 'l2_updates';
|
|
94
|
-
} | {
|
|
95
|
-
action: 'update';
|
|
96
|
-
asks: DeltaL2Level[];
|
|
97
|
-
bids: DeltaL2Level[];
|
|
98
|
-
cs: 2728204214;
|
|
99
|
-
sequence_no: 3660224;
|
|
100
|
-
symbol: string;
|
|
101
|
-
timestamp: 1680307203771239;
|
|
102
|
-
type: 'l2_updates';
|
|
103
|
-
};
|
|
104
|
-
type DeltaL1Message = {
|
|
105
|
-
ask_qty: '1950';
|
|
106
|
-
best_ask: '4964.5';
|
|
107
|
-
best_bid: '4802';
|
|
108
|
-
bid_qty: '4356';
|
|
109
|
-
last_sequence_no: 1680307203966299;
|
|
110
|
-
last_updated_at: 1680307203784000;
|
|
111
|
-
product_id: 103877;
|
|
112
|
-
symbol: 'P-BTC-33000-210423';
|
|
113
|
-
timestamp: 1680307203966299;
|
|
114
|
-
type: 'l1_orderbook';
|
|
115
|
-
};
|
|
116
|
-
export {};
|
|
117
10
|
//# sourceMappingURL=delta.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"delta.d.ts","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"delta.d.ts","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAO7E,eAAO,MAAM,YAAY;;;;;;;CAgBvB,CAAA"}
|
package/dist/mappers/delta.js
CHANGED
|
@@ -1,9 +1,29 @@
|
|
|
1
1
|
import { fromMicroSecondsToDate, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
-
|
|
3
|
+
import { exchangeMappers, mapper } from "./registry.js";
|
|
4
|
+
const DELTA_V2_API_SWITCH_DATE = new Date('2020-10-14T00:00:00.000Z');
|
|
5
|
+
const DELTA_BOOK_CHANGE_SWITCH_DATE = new Date('2023-04-01T00:00:00.000Z');
|
|
6
|
+
export const deltaMappers = exchangeMappers({
|
|
7
|
+
delta: {
|
|
8
|
+
trades: mapper([
|
|
9
|
+
{ until: DELTA_V2_API_SWITCH_DATE, use: () => new DeltaTradesMapper({ useV2Channels: false }) },
|
|
10
|
+
{ use: () => new DeltaTradesMapper({ useV2Channels: true }) }
|
|
11
|
+
]),
|
|
12
|
+
bookChanges: mapper([
|
|
13
|
+
{ until: DELTA_BOOK_CHANGE_SWITCH_DATE, use: () => new DeltaBookChangeMapper({ useL2UpdatesChannel: false }) },
|
|
14
|
+
{ use: () => new DeltaBookChangeMapper({ useL2UpdatesChannel: true }) }
|
|
15
|
+
]),
|
|
16
|
+
derivativeTickers: mapper([
|
|
17
|
+
{ until: DELTA_V2_API_SWITCH_DATE, use: () => new DeltaDerivativeTickerMapper({ useV2Channels: false }) },
|
|
18
|
+
{ use: () => new DeltaDerivativeTickerMapper({ useV2Channels: true }) }
|
|
19
|
+
]),
|
|
20
|
+
bookTickers: () => new DeltaBookTickerMapper()
|
|
21
|
+
}
|
|
22
|
+
});
|
|
23
|
+
class DeltaTradesMapper {
|
|
4
24
|
_useV2Channels;
|
|
5
|
-
constructor(
|
|
6
|
-
this._useV2Channels =
|
|
25
|
+
constructor({ useV2Channels }) {
|
|
26
|
+
this._useV2Channels = useV2Channels;
|
|
7
27
|
}
|
|
8
28
|
canHandle(message) {
|
|
9
29
|
return message.type === (this._useV2Channels ? 'all_trades' : 'recent_trade');
|
|
@@ -43,10 +63,10 @@ const mapL2Level = (level) => {
|
|
|
43
63
|
amount: Number(level[1])
|
|
44
64
|
};
|
|
45
65
|
};
|
|
46
|
-
|
|
66
|
+
class DeltaBookChangeMapper {
|
|
47
67
|
_useL2UpdatesChannel;
|
|
48
|
-
constructor(
|
|
49
|
-
this._useL2UpdatesChannel =
|
|
68
|
+
constructor({ useL2UpdatesChannel }) {
|
|
69
|
+
this._useL2UpdatesChannel = useL2UpdatesChannel;
|
|
50
70
|
}
|
|
51
71
|
canHandle(message) {
|
|
52
72
|
if (this._useL2UpdatesChannel) {
|
|
@@ -101,10 +121,10 @@ export class DeltaBookChangeMapper {
|
|
|
101
121
|
}
|
|
102
122
|
}
|
|
103
123
|
}
|
|
104
|
-
|
|
124
|
+
class DeltaDerivativeTickerMapper {
|
|
105
125
|
_useV2Channels;
|
|
106
|
-
constructor(
|
|
107
|
-
this._useV2Channels =
|
|
126
|
+
constructor({ useV2Channels }) {
|
|
127
|
+
this._useV2Channels = useV2Channels;
|
|
108
128
|
}
|
|
109
129
|
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
110
130
|
canHandle(message) {
|
|
@@ -154,7 +174,7 @@ export class DeltaDerivativeTickerMapper {
|
|
|
154
174
|
}
|
|
155
175
|
}
|
|
156
176
|
}
|
|
157
|
-
|
|
177
|
+
class DeltaBookTickerMapper {
|
|
158
178
|
canHandle(message) {
|
|
159
179
|
return message.type === 'l1_orderbook';
|
|
160
180
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,sBAAsB,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAEtE,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"delta.js","sourceRoot":"","sources":["../../src/mappers/delta.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,sBAAsB,EAAE,gBAAgB,EAAE,MAAM,aAAa,CAAA;AAEtE,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,EAAE,MAAM,eAAe,CAAA;AAEvD,MAAM,wBAAwB,GAAG,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAA;AACrE,MAAM,6BAA6B,GAAG,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAA;AAE1E,MAAM,CAAC,MAAM,YAAY,GAAG,eAAe,CAAC;IAC1C,KAAK,EAAE;QACL,MAAM,EAAE,MAAM,CAAC;YACb,EAAE,KAAK,EAAE,wBAAwB,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,iBAAiB,CAAC,EAAE,aAAa,EAAE,KAAK,EAAE,CAAC,EAAE;YAC/F,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,iBAAiB,CAAC,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,EAAE;SAC9D,CAAC;QACF,WAAW,EAAE,MAAM,CAAC;YAClB,EAAE,KAAK,EAAE,6BAA6B,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,qBAAqB,CAAC,EAAE,mBAAmB,EAAE,KAAK,EAAE,CAAC,EAAE;YAC9G,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,qBAAqB,CAAC,EAAE,mBAAmB,EAAE,IAAI,EAAE,CAAC,EAAE;SACxE,CAAC;QACF,iBAAiB,EAAE,MAAM,CAAC;YACxB,EAAE,KAAK,EAAE,wBAAwB,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,2BAA2B,CAAC,EAAE,aAAa,EAAE,KAAK,EAAE,CAAC,EAAE;YACzG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,2BAA2B,CAAC,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,EAAE;SACxE,CAAC;QACF,WAAW,EAAE,GAAG,EAAE,CAAC,IAAI,qBAAqB,EAAE;KAC/C;CACF,CAAC,CAAA;AAEF,MAAM,iBAAiB;IACJ,cAAc,CAAS;IAExC,YAAY,EAAE,aAAa,EAA8B;QACvD,IAAI,CAAC,cAAc,GAAG,aAAa,CAAA;IACrC,CAAC;IAED,SAAS,CAAC,OAAmB;QAC3B,OAAO,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc,CAAC,CAAA;IAC/E,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc;gBAC5D,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAmB,EAAE,cAAoB;QAC5C,MAAM;YACJ,IAAI,EAAE,OAAO;YACb,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,OAAO;YACjB,EAAE,EAAE,SAAS;YACb,KAAK,EAAE,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC;YAC5B,MAAM,EAAE,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;YAC5B,IAAI,EAAE,OAAO,CAAC,UAAU,KAAK,OAAO,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YACrD,SAAS,EAAE,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC;YACpD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF;AAED,MAAM,YAAY,GAAG,CAAC,KAAqB,EAAE,EAAE;IAC7C,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,WAAW,CAAC;QAChC,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,IAAI,CAAC;KAC3B,CAAA;AACH,CAAC,CAAA;AAED,MAAM,UAAU,GAAG,CAAC,KAAmB,EAAE,EAAE;IACzC,OAAO;QACL,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,EAAE,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;KACzB,CAAA;AACH,CAAC,CAAA;AAED,MAAM,qBAAqB;IACR,oBAAoB,CAAS;IAE9C,YAAY,EAAE,mBAAmB,EAAoC;QACnE,IAAI,CAAC,oBAAoB,GAAG,mBAAmB,CAAA;IACjD,CAAC;IAED,SAAS,CAAC,OAAgD;QACxD,IAAI,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC9B,OAAO,OAAO,CAAC,IAAI,KAAK,YAAY,CAAA;QACtC,CAAC;QACD,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,IAAI,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC9B,OAAO;gBACL;oBACE,OAAO,EAAE,YAAY;oBACrB,OAAO;iBACC;aACX,CAAA;QACH,CAAC;QAED,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAgD,EAAE,cAAoB;QACzE,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YAClC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,OAAO,CAAC,MAAM,KAAK,UAAU;gBACzC,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvG,cAAc;aACf,CAAA;QACH,CAAC;aAAM,CAAC;YACN,IAAI,OAAO,CAAC,GAAG,KAAK,SAAS,IAAI,OAAO,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;gBAC5D,OAAM;YACR,CAAC;YACD,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,QAAQ,EAAE,OAAO;gBACjB,UAAU,EAAE,IAAI;gBAChB,IAAI,EAAE,OAAO,CAAC,GAAG,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,EAAE;gBACpE,IAAI,EAAE,OAAO,CAAC,IAAI,KAAK,SAAS,CAAC,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,EAAE;gBACtE,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;gBACvG,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,MAAM,2BAA2B;IACd,cAAc,CAAS;IAExC,YAAY,EAAE,aAAa,EAA8B;QACvD,IAAI,CAAC,cAAc,GAAG,aAAa,CAAA;IACrC,CAAC;IAEgB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAuD;QAC/D,OAAO,CACL,OAAO,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc,CAAC;YACtE,OAAO,CAAC,IAAI,KAAK,cAAc;YAC/B,OAAO,CAAC,IAAI,KAAK,YAAY,CAC9B,CAAA;IACH,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,cAAc;gBAC5D,OAAO;aACC;YACV;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;YACV;gBACE,OAAO,EAAE,YAAY;gBACrB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuD,EAAE,cAAoB;QAChF,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,EAAE,OAAO,CAAC,CAAA;QAEzH,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YACrE,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAA;QAC1D,CAAC;QACD,IAAI,OAAO,CAAC,IAAI,KAAK,YAAY,EAAE,CAAC;YAClC,iBAAiB,CAAC,eAAe,CAAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC,CAAA;QAC1D,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,EAAE,CAAC;YACpC,IAAI,OAAO,CAAC,YAAY,KAAK,SAAS,EAAE,CAAC;gBACvC,iBAAiB,CAAC,iBAAiB,CAAC,MAAM,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC,CAAA;YACnE,CAAC;YAED,IAAI,OAAO,CAAC,sBAAsB,KAAK,SAAS,EAAE,CAAC;gBACjD,iBAAiB,CAAC,0BAA0B,CAAC,MAAM,CAAC,OAAO,CAAC,sBAAsB,CAAC,CAAC,CAAA;YACtF,CAAC;YAED,IAAI,OAAO,CAAC,wBAAwB,KAAK,SAAS,EAAE,CAAC;gBACnD,iBAAiB,CAAC,sBAAsB,CAAC,sBAAsB,CAAC,OAAO,CAAC,wBAAwB,CAAC,CAAC,CAAA;YACpG,CAAC;QACH,CAAC;QAED,iBAAiB,CAAC,eAAe,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAA;QAE5E,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,qBAAqB;IACzB,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,IAAI,KAAK,cAAc,CAAA;IACxC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,gBAAgB,CAAC,OAAO,CAAC,CAAA;QAEnC,OAAO;YACL;gBACE,OAAO,EAAE,cAAc;gBACvB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,MAAM;YACtB,QAAQ,EAAE,OAAO;YACjB,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS;YAC9E,QAAQ,EAAE,OAAO,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;YAC/E,QAAQ,EAAE,OAAO,CAAC,QAAQ,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,SAAS;YAC/E,SAAS,EAAE,OAAO,CAAC,OAAO,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,SAAS;YAC9E,SAAS,EAAE,OAAO,CAAC,SAAS,KAAK,SAAS,CAAC,CAAC,CAAC,sBAAsB,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,cAAc;YACvG,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF"}
|
|
@@ -1,70 +1,12 @@
|
|
|
1
1
|
import { BookChange, BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
|
|
2
|
-
|
|
3
|
-
|
|
4
|
-
|
|
5
|
-
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
readonly symbols: string[] | undefined;
|
|
11
|
-
}[];
|
|
12
|
-
map(message: DeribitTickerMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
|
|
13
|
-
}
|
|
14
|
-
export declare class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSummary> {
|
|
15
|
-
getFilters(symbols?: string[]): {
|
|
16
|
-
readonly channel: "ticker";
|
|
17
|
-
readonly symbols: string[] | undefined;
|
|
18
|
-
}[];
|
|
19
|
-
canHandle(message: any): any;
|
|
20
|
-
map(message: DeribitOptionTickerMessage, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
|
|
21
|
-
}
|
|
22
|
-
export declare const deribitLiquidationsMapper: Mapper<'deribit', Liquidation>;
|
|
23
|
-
export declare const deribitBookTickerMapper: Mapper<'deribit', BookTicker>;
|
|
24
|
-
type DeribitMessage = {
|
|
25
|
-
params: {
|
|
26
|
-
channel: string;
|
|
2
|
+
export declare const deribitMappers: {
|
|
3
|
+
deribit: {
|
|
4
|
+
trades: import("./registry.ts").MapperCreator<"deribit", Trade>;
|
|
5
|
+
bookChanges: import("./registry.ts").MapperCreator<"deribit", BookChange>;
|
|
6
|
+
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>;
|
|
7
|
+
optionsSummary: 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", OptionSummary>;
|
|
8
|
+
liquidations: import("./registry.ts").MapperCreator<"deribit", Liquidation>;
|
|
9
|
+
bookTickers: import("./registry.ts").MapperCreator<"deribit", BookTicker>;
|
|
27
10
|
};
|
|
28
11
|
};
|
|
29
|
-
type DeribitTickerMessage = DeribitMessage & {
|
|
30
|
-
params: {
|
|
31
|
-
data: {
|
|
32
|
-
timestamp: number;
|
|
33
|
-
open_interest: number;
|
|
34
|
-
last_price: number | undefined;
|
|
35
|
-
mark_price: number;
|
|
36
|
-
instrument_name: string;
|
|
37
|
-
index_price: number;
|
|
38
|
-
current_funding?: number;
|
|
39
|
-
funding_8h?: number;
|
|
40
|
-
best_bid_price: number | undefined;
|
|
41
|
-
best_bid_amount: number | undefined;
|
|
42
|
-
best_ask_price: number | undefined;
|
|
43
|
-
best_ask_amount: number | undefined;
|
|
44
|
-
};
|
|
45
|
-
};
|
|
46
|
-
};
|
|
47
|
-
type DeribitOptionTickerMessage = DeribitTickerMessage & {
|
|
48
|
-
params: {
|
|
49
|
-
data: {
|
|
50
|
-
underlying_price: number;
|
|
51
|
-
underlying_index: string;
|
|
52
|
-
timestamp: number;
|
|
53
|
-
open_interest: number;
|
|
54
|
-
mark_price: number;
|
|
55
|
-
mark_iv: number;
|
|
56
|
-
last_price: number | null;
|
|
57
|
-
greeks: {
|
|
58
|
-
vega: number;
|
|
59
|
-
theta: number;
|
|
60
|
-
rho: number;
|
|
61
|
-
gamma: number;
|
|
62
|
-
delta: number;
|
|
63
|
-
};
|
|
64
|
-
bid_iv: number | undefined;
|
|
65
|
-
ask_iv: number | undefined;
|
|
66
|
-
};
|
|
67
|
-
};
|
|
68
|
-
};
|
|
69
|
-
export {};
|
|
70
12
|
//# sourceMappingURL=deribit.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"deribit.d.ts","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,gBAAgB,EAAE,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAMzG,eAAO,MAAM,cAAc;;;;;;;;;CASzB,CAAA"}
|
package/dist/mappers/deribit.js
CHANGED
|
@@ -1,6 +1,17 @@
|
|
|
1
1
|
import { asNonZeroNumberOrUndefined } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
import { exchangeMappers } from "./registry.js";
|
|
3
4
|
// https://docs.deribit.com/v2/#subscriptions
|
|
5
|
+
export const deribitMappers = exchangeMappers({
|
|
6
|
+
deribit: {
|
|
7
|
+
trades: () => deribitTradesMapper,
|
|
8
|
+
bookChanges: () => deribitBookChangeMapper,
|
|
9
|
+
derivativeTickers: () => new DeribitDerivativeTickerMapper(),
|
|
10
|
+
optionsSummary: () => new DeribitOptionSummaryMapper(),
|
|
11
|
+
liquidations: () => deribitLiquidationsMapper,
|
|
12
|
+
bookTickers: () => deribitBookTickerMapper
|
|
13
|
+
}
|
|
14
|
+
});
|
|
4
15
|
function deribitCasing(symbols) {
|
|
5
16
|
if (symbols !== undefined) {
|
|
6
17
|
return symbols.map((symbol) => {
|
|
@@ -21,7 +32,7 @@ function deribitCasing(symbols) {
|
|
|
21
32
|
}
|
|
22
33
|
return;
|
|
23
34
|
}
|
|
24
|
-
|
|
35
|
+
const deribitTradesMapper = {
|
|
25
36
|
canHandle(message) {
|
|
26
37
|
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
27
38
|
if (channel === undefined) {
|
|
@@ -59,7 +70,7 @@ const mapBookLevel = (level) => {
|
|
|
59
70
|
const amount = level[0] === 'delete' ? 0 : level[2];
|
|
60
71
|
return { price, amount };
|
|
61
72
|
};
|
|
62
|
-
|
|
73
|
+
const deribitBookChangeMapper = {
|
|
63
74
|
canHandle(message) {
|
|
64
75
|
const channel = message.params && message.params.channel;
|
|
65
76
|
if (channel === undefined) {
|
|
@@ -94,7 +105,7 @@ export const deribitBookChangeMapper = {
|
|
|
94
105
|
};
|
|
95
106
|
}
|
|
96
107
|
};
|
|
97
|
-
|
|
108
|
+
class DeribitDerivativeTickerMapper {
|
|
98
109
|
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
99
110
|
canHandle(message) {
|
|
100
111
|
const channel = message.params && message.params.channel;
|
|
@@ -126,7 +137,7 @@ export class DeribitDerivativeTickerMapper {
|
|
|
126
137
|
}
|
|
127
138
|
}
|
|
128
139
|
}
|
|
129
|
-
|
|
140
|
+
class DeribitOptionSummaryMapper {
|
|
130
141
|
getFilters(symbols) {
|
|
131
142
|
symbols = deribitCasing(symbols);
|
|
132
143
|
return [
|
|
@@ -187,7 +198,7 @@ export class DeribitOptionSummaryMapper {
|
|
|
187
198
|
yield optionSummary;
|
|
188
199
|
}
|
|
189
200
|
}
|
|
190
|
-
|
|
201
|
+
const deribitLiquidationsMapper = {
|
|
191
202
|
canHandle(message) {
|
|
192
203
|
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
193
204
|
if (channel === undefined) {
|
|
@@ -231,7 +242,7 @@ export const deribitLiquidationsMapper = {
|
|
|
231
242
|
}
|
|
232
243
|
}
|
|
233
244
|
};
|
|
234
|
-
|
|
245
|
+
const deribitBookTickerMapper = {
|
|
235
246
|
canHandle(message) {
|
|
236
247
|
const channel = message.params !== undefined ? message.params.channel : undefined;
|
|
237
248
|
if (channel === undefined) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,aAAa,CAAA;AAExD,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"deribit.js","sourceRoot":"","sources":["../../src/mappers/deribit.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,MAAM,aAAa,CAAA;AAExD,OAAO,EAAU,uBAAuB,EAAE,MAAM,aAAa,CAAA;AAC7D,OAAO,EAAE,eAAe,EAAE,MAAM,eAAe,CAAA;AAE/C,6CAA6C;AAE7C,MAAM,CAAC,MAAM,cAAc,GAAG,eAAe,CAAC;IAC5C,OAAO,EAAE;QACP,MAAM,EAAE,GAAG,EAAE,CAAC,mBAAmB;QACjC,WAAW,EAAE,GAAG,EAAE,CAAC,uBAAuB;QAC1C,iBAAiB,EAAE,GAAG,EAAE,CAAC,IAAI,6BAA6B,EAAE;QAC5D,cAAc,EAAE,GAAG,EAAE,CAAC,IAAI,0BAA0B,EAAE;QACtD,YAAY,EAAE,GAAG,EAAE,CAAC,yBAAyB;QAC7C,WAAW,EAAE,GAAG,EAAE,CAAC,uBAAuB;KAC3C;CACF,CAAC,CAAA;AAEF,SAAS,aAAa,CAAC,OAAkB;IACvC,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YAC5B,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,CAAC;gBACnD,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;gBAC/B,IAAI,KAAK,CAAC,CAAC,CAAC,KAAK,SAAS,IAAI,KAAK,CAAC,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;oBACnE,KAAK,CAAC,CAAC,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;oBACrC,OAAO,KAAK,CAAC,IAAI,CAAC,GAAG,CAAC,CAAA;gBACxB,CAAC;qBAAM,CAAC;oBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;gBAC7B,CAAC;YACH,CAAC;iBAAM,CAAC;gBACN,OAAO,MAAM,CAAC,WAAW,EAAE,CAAA;YAC7B,CAAC;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAED,OAAM;AACR,CAAC;AAED,MAAM,mBAAmB,GAA6B;IACpD,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAC/C,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,YAAY,CAAC,eAAe,CAAC,WAAW,EAAE;gBAClD,QAAQ,EAAE,SAAS;gBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;gBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;gBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;gBAC3B,IAAI,EAAE,YAAY,CAAC,SAAS;gBAC5B,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;gBAC3C,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAuB,EAAE,EAAE;IAC/C,MAAM,KAAK,GAAG,KAAK,CAAC,CAAC,CAAC,CAAA;IACtB,MAAM,MAAM,GAAG,KAAK,CAAC,CAAC,CAAC,KAAK,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAA;IAEnD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,uBAAuB,GAAkC;IAC7D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA2B,EAAE,cAAoB;QACpD,MAAM,iBAAiB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAC7C,2CAA2C;QAC3C,MAAM,UAAU,GACd,CAAC,iBAAiB,CAAC,IAAI,KAAK,SAAS,IAAI,iBAAiB,CAAC,IAAI,KAAK,UAAU,CAAC;YAC/E,iBAAiB,CAAC,cAAc,KAAK,SAAS;YAC9C,iBAAiB,CAAC,cAAc,KAAK,CAAC,CAAA;QAExC,MAAM;YACJ,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,iBAAiB,CAAC,eAAe,CAAC,WAAW,EAAE;YACvD,QAAQ,EAAE,SAAS;YACnB,UAAU;YACV,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,IAAI,EAAE,iBAAiB,CAAC,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;YAC9C,SAAS,EAAE,IAAI,IAAI,CAAC,iBAAiB,CAAC,SAAS,CAAC;YAChD,cAAc,EAAE,cAAc;SAC/B,CAAA;IACH,CAAC;CACF,CAAA;AAED,MAAM,6BAA6B;IAChB,uBAAuB,GAAG,IAAI,uBAAuB,EAAE,CAAA;IAExE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAK,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAA;QAChF,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,WAAW,KAAK,QAAQ,CAAC,CAAA;IACnI,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QACzC,MAAM,iBAAiB,GAAG,IAAI,CAAC,uBAAuB,CAAC,oBAAoB,CAAC,aAAa,CAAC,eAAe,EAAE,SAAS,CAAC,CAAA;QAErH,iBAAiB,CAAC,iBAAiB,CAAC,aAAa,CAAC,eAAe,CAAC,CAAA;QAClE,iBAAiB,CAAC,gBAAgB,CAAC,aAAa,CAAC,WAAW,CAAC,CAAA;QAC7D,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,kBAAkB,CAAC,aAAa,CAAC,aAAa,CAAC,CAAA;QACjE,iBAAiB,CAAC,eAAe,CAAC,aAAa,CAAC,UAAU,CAAC,CAAA;QAC3D,iBAAiB,CAAC,eAAe,CAAC,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAC,CAAA;QAEpE,IAAI,iBAAiB,CAAC,UAAU,EAAE,EAAE,CAAC;YACnC,MAAM,iBAAiB,CAAC,WAAW,CAAC,cAAc,CAAC,CAAA;QACrD,CAAC;IACH,CAAC;CACF;AAED,MAAM,0BAA0B;IAC9B,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACC;SACX,CAAA;IACH,CAAC;IAED,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,IAAI,OAAO,CAAC,MAAM,CAAC,OAAO,CAAA;QACxD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,CACL,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC;YAC5B,CAAC,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,eAAe,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAC3G,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAmC,EAAE,cAAoB;QAC5D,0BAA0B;QAC1B,MAAM,UAAU,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAEtC,yBAAyB;QACzB,MAAM,WAAW,GAAG,UAAU,CAAC,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,CAAA;QAEzD,MAAM,KAAK,GAAG,WAAW,CAAC,CAAC,CAAC,KAAK,GAAG,CAAA;QAEpC,IAAI,iBAAiB,GAAG,WAAW,CAAC,CAAC,CAAC,CAAA;QACtC,IAAI,iBAAiB,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;YACpC,iBAAiB,GAAG,iBAAiB,CAAC,OAAO,CAAC,GAAG,EAAE,GAAG,CAAC,CAAA;QACzD,CAAC;QACD,MAAM,WAAW,GAAG,MAAM,CAAC,iBAAiB,CAAC,CAAA;QAC7C,MAAM,cAAc,GAAG,IAAI,IAAI,CAAC,WAAW,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAA;QACrD,cAAc,CAAC,WAAW,CAAC,CAAC,CAAC,CAAA;QAE7B,MAAM,aAAa,GAAkB;YACnC,IAAI,EAAE,gBAAgB;YACtB,MAAM,EAAE,UAAU,CAAC,eAAe,CAAC,WAAW,EAAE;YAChD,QAAQ,EAAE,SAAS;YACnB,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;YAClC,WAAW;YACX,cAAc;YAEd,YAAY,EAAE,0BAA0B,CAAC,UAAU,CAAC,cAAc,CAAC;YACnE,aAAa,EAAE,0BAA0B,CAAC,UAAU,CAAC,eAAe,CAAC;YACrE,SAAS,EAAE,0BAA0B,CAAC,UAAU,CAAC,MAAM,CAAC;YAExD,YAAY,EAAE,0BAA0B,CAAC,UAAU,CAAC,cAAc,CAAC;YACnE,aAAa,EAAE,0BAA0B,CAAC,UAAU,CAAC,eAAe,CAAC;YACrE,SAAS,EAAE,0BAA0B,CAAC,UAAU,CAAC,MAAM,CAAC;YAExD,SAAS,EAAE,0BAA0B,CAAC,UAAU,CAAC,UAAU,CAAC;YAC5D,YAAY,EAAE,UAAU,CAAC,aAAa;YAEtC,SAAS,EAAE,UAAU,CAAC,UAAU;YAChC,MAAM,EAAE,UAAU,CAAC,OAAO;YAE1B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,IAAI,EAAE,UAAU,CAAC,MAAM,CAAC,IAAI;YAC5B,KAAK,EAAE,UAAU,CAAC,MAAM,CAAC,KAAK;YAC9B,GAAG,EAAE,UAAU,CAAC,MAAM,CAAC,GAAG;YAE1B,eAAe,EAAE,UAAU,CAAC,gBAAgB;YAC5C,eAAe,EAAE,UAAU,CAAC,gBAAgB;YAE5C,SAAS,EAAE,IAAI,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC;YACzC,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,aAAa,CAAA;IACrB,CAAC;CACF;AAED,MAAM,yBAAyB,GAAmC;IAChE,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,KAAK,MAAM,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC;YAC/C,IAAI,YAAY,CAAC,WAAW,KAAK,SAAS,EAAE,CAAC;gBAC3C,IAAI,IAAI,CAAA;gBACR,sDAAsD;gBACtD,IAAI,YAAY,CAAC,WAAW,KAAK,GAAG,EAAE,CAAC;oBACrC,IAAI,GAAG,YAAY,CAAC,SAAS,CAAA;gBAC/B,CAAC;qBAAM,CAAC;oBACN,+DAA+D;oBAC/D,IAAI,GAAG,YAAY,CAAC,SAAS,KAAK,KAAK,CAAC,CAAC,CAAE,MAAgB,CAAC,CAAC,CAAE,KAAe,CAAA;gBAChF,CAAC;gBACD,MAAM;oBACJ,IAAI,EAAE,aAAa;oBACnB,MAAM,EAAE,YAAY,CAAC,eAAe,CAAC,WAAW,EAAE;oBAClD,QAAQ,EAAE,SAAS;oBACnB,EAAE,EAAE,YAAY,CAAC,QAAQ;oBACzB,KAAK,EAAE,YAAY,CAAC,KAAK;oBACzB,MAAM,EAAE,YAAY,CAAC,MAAM;oBAC3B,IAAI;oBACJ,SAAS,EAAE,IAAI,IAAI,CAAC,YAAY,CAAC,SAAS,CAAC;oBAC3C,cAAc,EAAE,cAAc;iBAC/B,CAAA;YACH,CAAC;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,uBAAuB,GAAkC;IAC7D,SAAS,CAAC,OAAY;QACpB,MAAM,OAAO,GAAG,OAAO,CAAC,MAAM,KAAK,SAAS,CAAC,CAAC,CAAE,OAAO,CAAC,MAAM,CAAC,OAA8B,CAAC,CAAC,CAAC,SAAS,CAAA;QACzG,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;YAC1B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,OAAO,OAAO,CAAC,UAAU,CAAC,QAAQ,CAAC,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,GAAG,aAAa,CAAC,OAAO,CAAC,CAAA;QAEhC,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA6B,EAAE,cAAoB;QACtD,MAAM,aAAa,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAA;QAEzC,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,aAAa,CAAC,eAAe,CAAC,WAAW,EAAE;YACnD,QAAQ,EAAE,SAAS;YAEnB,SAAS,EAAE,0BAA0B,CAAC,aAAa,CAAC,eAAe,CAAC;YACpE,QAAQ,EAAE,0BAA0B,CAAC,aAAa,CAAC,cAAc,CAAC;YAClE,QAAQ,EAAE,0BAA0B,CAAC,aAAa,CAAC,cAAc,CAAC;YAClE,SAAS,EAAE,0BAA0B,CAAC,aAAa,CAAC,eAAe,CAAC;YAEpE,SAAS,EAAE,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC;YAC5C,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA"}
|