tardis-dev 16.5.1 → 16.6.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +4 -4
- 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/instrumentinfo.d.ts +1 -1
- package/dist/instrumentinfo.d.ts.map +1 -1
- package/dist/instrumentinfo.js +3 -1
- package/dist/instrumentinfo.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 +263 -5
- 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/realtimefeeds/woox.d.ts +1 -0
- package/dist/realtimefeeds/woox.d.ts.map +1 -1
- package/dist/realtimefeeds/woox.js +41 -25
- package/dist/realtimefeeds/woox.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/instrumentinfo.ts +5 -2
- 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 +380 -6
- 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/realtimefeeds/woox.ts +63 -26
- package/src/replay.ts +73 -15
package/dist/mappers/huobi.d.ts
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export declare class HuobiMBPBookChangeMapper implements Mapper<'huobi', BookChange> {
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protected readonly _exchange: Exchange;
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protected readonly symbolToMBPInfoMapping: {
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[key: string]: MBPInfo;
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import { BookTicker, DerivativeTicker, Liquidation, OptionSummary, Trade } from '../types.ts';
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export declare const huobiMappers: {
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huobi: {
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trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
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bookChanges: import("./registry.ts").MapperCreator<any, {
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readonly type: "book_change";
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readonly symbol: string;
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readonly exchange: "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";
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readonly isSnapshot: false;
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readonly bids: {
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price: number;
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amount: number;
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}[];
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readonly asks: {
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price: number;
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amount: number;
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}[];
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readonly localTimestamp: Date;
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} | {
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readonly type: "book_change";
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readonly symbol: string;
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readonly exchange: "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";
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readonly isSnapshot: true;
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readonly bids: {
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price: number;
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amount: number;
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}[];
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price: number;
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amount: number;
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}[];
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readonly timestamp: Date;
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readonly localTimestamp: Date;
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}>;
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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>;
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} | {
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readonly type: "book_change";
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readonly symbol: string;
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readonly exchange: "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" | "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" | "polymarket";
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readonly isSnapshot: true;
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readonly bids: {
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price: number;
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amount: number;
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}[];
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readonly asks: {
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amount: number;
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}[];
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readonly timestamp: Date;
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readonly localTimestamp: Date;
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}, void, unknown>;
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private _mapMBPUpdate;
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private _mapBookLevel;
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}
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export declare class HuobiDerivativeTickerMapper implements Mapper<'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap', DerivativeTicker> {
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private readonly _exchange;
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private readonly pendingTickerInfoHelper;
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constructor(_exchange: Exchange);
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canHandle(message: any): any;
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getFilters(symbols?: string[]): import("../types.ts").Filter<"trade" | "depth" | "detail" | "bbo" | "basis" | "liquidation_orders" | "contract_info" | "open_interest" | "elite_account_ratio" | "elite_position_ratio" | "funding_rate">[];
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map(message: HuobiBasisDataMessage | HuobiFundingRateNotification | HuobiOpenInterestDataMessage, localTimestamp: Date): IterableIterator<DerivativeTicker>;
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}
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export declare class HuobiLiquidationsMapper implements Mapper<'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap', Liquidation> {
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private readonly _exchange;
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private readonly _contractCodeToSymbolMap;
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private readonly _contractTypesSuffixes;
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constructor(_exchange: Exchange);
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canHandle(message: HuobiLiquidationOrder | HuobiContractInfo): boolean;
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getFilters(symbols?: string[]): ({
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readonly channel: "liquidation_orders";
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readonly symbols: string[] | undefined;
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} | {
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readonly channel: "contract_info";
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readonly symbols: string[] | undefined;
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})[];
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private _updateContractCodeToSymbolMap;
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map(message: HuobiLiquidationOrder, localTimestamp: Date): IterableIterator<Liquidation>;
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}
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export declare class HuobiOptionsSummaryMapper implements Mapper<'huobi-dm-options', OptionSummary> {
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private readonly _indexPrices;
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private readonly _openInterest;
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canHandle(message: HuobiOpenInterestDataMessage | HuobiOptionsIndexMessage | HuobiOptionsMarketIndexMessage): boolean;
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getFilters(symbols?: string[]): ({
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readonly channel: "open_interest";
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readonly symbols: string[] | undefined;
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} | {
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readonly channel: "option_index";
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readonly symbols: string[] | undefined;
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} | {
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readonly channel: "option_market_index";
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readonly symbols: string[] | undefined;
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})[];
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map(message: HuobiOpenInterestDataMessage | HuobiOptionsIndexMessage | HuobiOptionsMarketIndexMessage, localTimestamp: Date): IterableIterator<OptionSummary> | undefined;
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}
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export declare class HuobiBookTickerMapper implements Mapper<'huobi' | 'huobi-dm' | 'huobi-dm-swap' | 'huobi-dm-linear-swap', BookTicker> {
|
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private readonly _exchange;
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constructor(_exchange: Exchange);
|
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|
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canHandle(message: HuobiDataMessage): boolean;
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129
|
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getFilters(symbols?: string[]): {
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|
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readonly channel: "bbo";
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|
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readonly symbols: string[] | undefined;
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|
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}[];
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|
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map(message: HuobiBBOMessage, localTimestamp: Date): IterableIterator<BookTicker>;
|
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|
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}
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type HuobiDataMessage = {
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ch: string;
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};
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|
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type HuobiTradeDataMessage = HuobiDataMessage & {
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tick: {
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data: {
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id: number;
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|
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tradeId?: number;
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|
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price: number;
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amount: number;
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direction: 'buy' | 'sell';
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ts: number;
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}[];
|
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|
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};
|
|
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|
-
};
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|
150
|
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type HuobiBookLevel = [number, number];
|
|
151
|
-
type HuobiDepthDataMessage = HuobiDataMessage & ({
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|
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|
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update?: boolean;
|
|
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|
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ts: number;
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|
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|
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tick: {
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|
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bids: HuobiBookLevel[] | null;
|
|
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|
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asks: HuobiBookLevel[] | null;
|
|
157
|
-
};
|
|
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|
-
} | {
|
|
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|
-
ts: number;
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|
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tick: {
|
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|
-
bids?: HuobiBookLevel[] | null;
|
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|
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asks?: HuobiBookLevel[] | null;
|
|
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|
-
event: 'snapshot' | 'update';
|
|
164
|
-
};
|
|
165
|
-
});
|
|
166
|
-
type HuobiBasisDataMessage = HuobiDataMessage & {
|
|
167
|
-
ts: number;
|
|
168
|
-
tick: {
|
|
169
|
-
index_price: string;
|
|
170
|
-
contract_price: string;
|
|
171
|
-
};
|
|
172
|
-
};
|
|
173
|
-
type HuobiFundingRateNotification = {
|
|
174
|
-
op: 'notify';
|
|
175
|
-
topic: string;
|
|
176
|
-
ts: number;
|
|
177
|
-
data: {
|
|
178
|
-
settlement_time: string;
|
|
179
|
-
funding_rate: string;
|
|
180
|
-
estimated_rate: string;
|
|
181
|
-
contract_code: string;
|
|
182
|
-
}[];
|
|
183
|
-
};
|
|
184
|
-
type HuobiOpenInterestDataMessage = HuobiDataMessage & {
|
|
185
|
-
ts: number;
|
|
186
|
-
data: {
|
|
187
|
-
volume: number;
|
|
188
|
-
}[];
|
|
189
|
-
};
|
|
190
|
-
type HuobiMBPDataMessage = HuobiDataMessage & {
|
|
191
|
-
ts: number;
|
|
192
|
-
tick: {
|
|
193
|
-
bids?: HuobiBookLevel[] | null;
|
|
194
|
-
asks?: HuobiBookLevel[] | null;
|
|
195
|
-
seqNum: number;
|
|
196
|
-
prevSeqNum: number;
|
|
38
|
+
'huobi-dm': {
|
|
39
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
40
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", {
|
|
41
|
+
readonly type: "book_change";
|
|
42
|
+
readonly symbol: string;
|
|
43
|
+
readonly exchange: "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";
|
|
44
|
+
readonly isSnapshot: boolean;
|
|
45
|
+
readonly bids: {
|
|
46
|
+
price: number;
|
|
47
|
+
amount: number;
|
|
48
|
+
}[];
|
|
49
|
+
readonly asks: {
|
|
50
|
+
price: number;
|
|
51
|
+
amount: number;
|
|
52
|
+
}[];
|
|
53
|
+
readonly timestamp: Date;
|
|
54
|
+
readonly localTimestamp: Date;
|
|
55
|
+
}>;
|
|
56
|
+
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>;
|
|
57
|
+
liquidations: 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", Liquidation>;
|
|
58
|
+
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>;
|
|
197
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'huobi-dm-swap': {
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trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
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62
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+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", {
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readonly type: "book_change";
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readonly symbol: string;
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readonly exchange: "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";
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readonly isSnapshot: boolean;
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readonly bids: {
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price: number;
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amount: number;
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+
}[];
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readonly asks: {
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price: number;
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amount: number;
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+
}[];
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75
|
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readonly timestamp: Date;
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76
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readonly localTimestamp: Date;
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77
|
+
}>;
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|
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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>;
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liquidations: 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", Liquidation>;
|
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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>;
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};
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topic: string;
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ts: number;
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data: {
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symbol: string;
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contract_code: string;
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}[];
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};
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type HuobiOptionsIndexMessage = {
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ch: 'market.BTC-USDT.option_index';
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generated: true;
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data: {
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symbol: 'BTC-USDT';
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index_price: 43501.21;
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index_ts: 1621295997270;
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};
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ts: 1621296002825;
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};
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|
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type HuobiOptionsMarketIndexMessage = {
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ch: 'market.BTC-USDT-210521-P-42000.option_market_index';
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generated: true;
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data: {
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contract_code: 'BTC-USDT-210521-P-42000';
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symbol: 'BTC';
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|
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iv_last_price: 1.62902357;
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iv_ask_one: 1.64869787;
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|
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iv_bid_one: 1.13185884;
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|
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iv_mark_price: 1.39190675;
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256
|
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delta: -0.3704996546766173;
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|
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gamma: 0.00006528;
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|
258
|
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theta: -327.85540508;
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259
|
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vega: 15.70293917;
|
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260
|
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ask_one: 2000;
|
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|
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bid_one: 1189.49;
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|
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last_price: 1968.83;
|
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263
|
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mark_price: 1594.739777491571343067;
|
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|
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trade_partition: 'USDT';
|
|
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|
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contract_type: 'this_week';
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|
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option_right_type: 'P';
|
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|
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};
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|
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ts: 1621296002820;
|
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|
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};
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|
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type HuobiBBOMessage = {
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|
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ch: 'market.BTC-USDT.bbo';
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|
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ts: 1630454400495;
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|
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tick: {
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|
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mrid: 64797873746;
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|
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id: 1630454400;
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|
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bid: [47176.5, 1] | undefined;
|
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277
|
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ask: [47176.6, 9249] | undefined;
|
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|
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ts: 1630454400495;
|
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|
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version: 64797873746;
|
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|
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ch: 'market.BTC-USDT.bbo';
|
|
82
|
+
'huobi-dm-linear-swap': {
|
|
83
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
84
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", {
|
|
85
|
+
readonly type: "book_change";
|
|
86
|
+
readonly symbol: string;
|
|
87
|
+
readonly exchange: "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";
|
|
88
|
+
readonly isSnapshot: boolean;
|
|
89
|
+
readonly bids: {
|
|
90
|
+
price: number;
|
|
91
|
+
amount: number;
|
|
92
|
+
}[];
|
|
93
|
+
readonly asks: {
|
|
94
|
+
price: number;
|
|
95
|
+
amount: number;
|
|
96
|
+
}[];
|
|
97
|
+
readonly timestamp: Date;
|
|
98
|
+
readonly localTimestamp: Date;
|
|
99
|
+
}>;
|
|
100
|
+
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>;
|
|
101
|
+
liquidations: 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", Liquidation>;
|
|
102
|
+
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>;
|
|
281
103
|
};
|
|
282
|
-
|
|
283
|
-
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|
284
|
-
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|
285
|
-
|
|
286
|
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|
287
|
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|
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|
289
|
-
|
|
290
|
-
|
|
291
|
-
|
|
292
|
-
|
|
104
|
+
'huobi-dm-options': {
|
|
105
|
+
trades: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", Trade>;
|
|
106
|
+
bookChanges: import("./registry.ts").MapperCreator<"bitmex" | "deribit" | "binance-futures" | "binance-delivery" | "binance-european-options" | "binance" | "ftx" | "okex-futures" | "okex-options" | "okex-swap" | "okex" | "okex-spreads" | "huobi-dm" | "huobi-dm-swap" | "huobi-dm-linear-swap" | "huobi" | "bitfinex-derivatives" | "bitfinex" | "coinbase" | "coinbase-international" | "cryptofacilities" | "kraken" | "bitstamp" | "gemini" | "poloniex" | "bybit" | "bybit-spot" | "bybit-options" | "phemex" | "delta" | "ftx-us" | "binance-us" | "gate-io-futures" | "mexc-futures" | "gate-io" | "okcoin" | "bitflyer" | "hitbtc" | "coinflex" | "binance-jersey" | "binance-dex" | "upbit" | "ascendex" | "dydx" | "dydx-v4" | "serum" | "mango" | "huobi-dm-options" | "star-atlas" | "crypto-com" | "kucoin" | "kucoin-futures" | "bitnomial" | "woo-x" | "blockchain-com" | "bitget" | "bitget-futures" | "hyperliquid" | "lighter" | "bullish" | "mexc" | "polymarket", {
|
|
107
|
+
readonly type: "book_change";
|
|
108
|
+
readonly symbol: string;
|
|
109
|
+
readonly exchange: "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";
|
|
110
|
+
readonly isSnapshot: boolean;
|
|
111
|
+
readonly bids: {
|
|
112
|
+
price: number;
|
|
113
|
+
amount: number;
|
|
114
|
+
}[];
|
|
115
|
+
readonly asks: {
|
|
116
|
+
price: number;
|
|
117
|
+
amount: number;
|
|
118
|
+
}[];
|
|
119
|
+
readonly timestamp: Date;
|
|
120
|
+
readonly localTimestamp: Date;
|
|
121
|
+
}>;
|
|
122
|
+
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>;
|
|
293
123
|
};
|
|
294
124
|
};
|
|
295
|
-
export {};
|
|
296
125
|
//# sourceMappingURL=huobi.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"huobi.d.ts","sourceRoot":"","sources":["../../src/mappers/huobi.ts"],"names":[],"mappings":"AACA,OAAO,EAAc,UAAU,EAAE,gBAAgB,EAA+B,WAAW,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAStI,eAAO,MAAM,YAAY;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAmCvB,CAAA"}
|
package/dist/mappers/huobi.js
CHANGED
|
@@ -1,8 +1,46 @@
|
|
|
1
1
|
import { asNonZeroNumberOrUndefined, CircularBuffer, upperCaseSymbols } from "../handy.js";
|
|
2
2
|
import { PendingTickerInfoHelper } from "./mapper.js";
|
|
3
|
+
import { exchangeMappers, mapper } from "./registry.js";
|
|
3
4
|
// https://huobiapi.github.io/docs/spot/v1/en/#websocket-market-data
|
|
4
5
|
// https://github.com/huobiapi/API_Docs_en/wiki/WS_api_reference_en
|
|
5
|
-
|
|
6
|
+
const HUOBI_MBP_BOOK_CHANGE_SWITCH_DATE = new Date('2020-07-03T00:00:00.000Z');
|
|
7
|
+
export const huobiMappers = exchangeMappers({
|
|
8
|
+
huobi: {
|
|
9
|
+
trades: () => new HuobiTradesMapper('huobi'),
|
|
10
|
+
bookChanges: mapper([
|
|
11
|
+
{ until: HUOBI_MBP_BOOK_CHANGE_SWITCH_DATE, use: () => new HuobiBookChangeMapper('huobi') },
|
|
12
|
+
{ use: () => new HuobiMBPBookChangeMapper('huobi') }
|
|
13
|
+
]),
|
|
14
|
+
bookTickers: () => new HuobiBookTickerMapper('huobi')
|
|
15
|
+
},
|
|
16
|
+
'huobi-dm': {
|
|
17
|
+
trades: () => new HuobiTradesMapper('huobi-dm'),
|
|
18
|
+
bookChanges: () => new HuobiBookChangeMapper('huobi-dm'),
|
|
19
|
+
derivativeTickers: () => new HuobiDerivativeTickerMapper('huobi-dm'),
|
|
20
|
+
liquidations: () => new HuobiLiquidationsMapper('huobi-dm'),
|
|
21
|
+
bookTickers: () => new HuobiBookTickerMapper('huobi-dm')
|
|
22
|
+
},
|
|
23
|
+
'huobi-dm-swap': {
|
|
24
|
+
trades: () => new HuobiTradesMapper('huobi-dm-swap'),
|
|
25
|
+
bookChanges: () => new HuobiBookChangeMapper('huobi-dm-swap'),
|
|
26
|
+
derivativeTickers: () => new HuobiDerivativeTickerMapper('huobi-dm-swap'),
|
|
27
|
+
liquidations: () => new HuobiLiquidationsMapper('huobi-dm-swap'),
|
|
28
|
+
bookTickers: () => new HuobiBookTickerMapper('huobi-dm-swap')
|
|
29
|
+
},
|
|
30
|
+
'huobi-dm-linear-swap': {
|
|
31
|
+
trades: () => new HuobiTradesMapper('huobi-dm-linear-swap'),
|
|
32
|
+
bookChanges: () => new HuobiBookChangeMapper('huobi-dm-linear-swap'),
|
|
33
|
+
derivativeTickers: () => new HuobiDerivativeTickerMapper('huobi-dm-linear-swap'),
|
|
34
|
+
liquidations: () => new HuobiLiquidationsMapper('huobi-dm-linear-swap'),
|
|
35
|
+
bookTickers: () => new HuobiBookTickerMapper('huobi-dm-linear-swap')
|
|
36
|
+
},
|
|
37
|
+
'huobi-dm-options': {
|
|
38
|
+
trades: () => new HuobiTradesMapper('huobi-dm-options'),
|
|
39
|
+
bookChanges: () => new HuobiBookChangeMapper('huobi-dm-options'),
|
|
40
|
+
optionsSummary: () => new HuobiOptionsSummaryMapper()
|
|
41
|
+
}
|
|
42
|
+
});
|
|
43
|
+
class HuobiTradesMapper {
|
|
6
44
|
_exchange;
|
|
7
45
|
constructor(_exchange) {
|
|
8
46
|
this._exchange = _exchange;
|
|
@@ -39,7 +77,7 @@ export class HuobiTradesMapper {
|
|
|
39
77
|
}
|
|
40
78
|
}
|
|
41
79
|
}
|
|
42
|
-
|
|
80
|
+
class HuobiBookChangeMapper {
|
|
43
81
|
_exchange;
|
|
44
82
|
constructor(_exchange) {
|
|
45
83
|
this._exchange = _exchange;
|
|
@@ -86,7 +124,7 @@ export class HuobiBookChangeMapper {
|
|
|
86
124
|
function isSnapshot(message) {
|
|
87
125
|
return 'rep' in message;
|
|
88
126
|
}
|
|
89
|
-
|
|
127
|
+
class HuobiMBPBookChangeMapper {
|
|
90
128
|
_exchange;
|
|
91
129
|
symbolToMBPInfoMapping = {};
|
|
92
130
|
constructor(_exchange) {
|
|
@@ -208,7 +246,7 @@ function normalizeSymbols(symbols) {
|
|
|
208
246
|
}
|
|
209
247
|
return;
|
|
210
248
|
}
|
|
211
|
-
|
|
249
|
+
class HuobiDerivativeTickerMapper {
|
|
212
250
|
_exchange;
|
|
213
251
|
pendingTickerInfoHelper = new PendingTickerInfoHelper();
|
|
214
252
|
constructor(_exchange) {
|
|
@@ -276,7 +314,7 @@ export class HuobiDerivativeTickerMapper {
|
|
|
276
314
|
}
|
|
277
315
|
}
|
|
278
316
|
}
|
|
279
|
-
|
|
317
|
+
class HuobiLiquidationsMapper {
|
|
280
318
|
_exchange;
|
|
281
319
|
_contractCodeToSymbolMap = new Map();
|
|
282
320
|
_contractTypesSuffixes = { this_week: 'CW', next_week: 'NW', quarter: 'CQ', next_quarter: 'NQ' };
|
|
@@ -354,7 +392,7 @@ export class HuobiLiquidationsMapper {
|
|
|
354
392
|
}
|
|
355
393
|
}
|
|
356
394
|
}
|
|
357
|
-
|
|
395
|
+
class HuobiOptionsSummaryMapper {
|
|
358
396
|
_indexPrices = new Map();
|
|
359
397
|
_openInterest = new Map();
|
|
360
398
|
canHandle(message) {
|
|
@@ -435,7 +473,7 @@ export class HuobiOptionsSummaryMapper {
|
|
|
435
473
|
yield optionSummary;
|
|
436
474
|
}
|
|
437
475
|
}
|
|
438
|
-
|
|
476
|
+
class HuobiBookTickerMapper {
|
|
439
477
|
_exchange;
|
|
440
478
|
constructor(_exchange) {
|
|
441
479
|
this._exchange = _exchange;
|