tardis-dev 16.6.0 → 16.6.2

package/src/stream.ts

@@ -1,5 +1,5 @@
 import { debug } from './debug.ts'
-import { getFilters, normalizeMessages } from './handy.ts'
+import { createNormalizedSymbolFilter, getFilters, normalizeMessages } from './handy.ts'
 import { MapperFactory } from './mappers/index.ts'
 import { createRealTimeFeed } from './realtimefeeds/index.ts'
 import { Disconnect, Exchange, Filter, FilterForExchange } from './types.ts'
@@ -75,10 +75,7 @@ async function* _streamNormalized<T extends Exchange, U extends MapperFactory<T,
       // filter normalized messages by symbol as some exchanges do not offer subscribing to specific symbols for some of the channels
       // for example Phemex market24h channel
 
-      const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined
-      const filter = (symbol: string) => {
-        return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol)
-      }
+      const filter = createNormalizedSymbolFilter(symbols, filters)
 
       const normalizedMessages = normalizeMessages(
         exchange,

package/dist/realtimefeeds/ascendex.d.ts

@@ -1,11 +0,0 @@
-import { Filter } from '../types.ts';
-import { RealTimeFeedBase } from './realtimefeed.ts';
-export declare class AscendexRealTimeFeed extends RealTimeFeedBase {
-    protected readonly wssURL = "wss://ascendex.com/api/pro/v2/stream";
-    protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
-    protected messageIsError(message: any): boolean;
-    protected sendCustomPing: () => void;
-    protected messageIsHeartbeat(msg: any): boolean;
-    protected provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean): Promise<void>;
-}
-//# sourceMappingURL=ascendex.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"ascendex.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,oBAAqB,SAAQ,gBAAgB;IACxD,SAAS,CAAC,QAAQ,CAAC,MAAM,0CAAyC;IAElE,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IA6BlE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,cAAc,aAEvB;IAED,SAAS,CAAC,kBAAkB,CAAC,GAAG,EAAE,GAAG;cAIrB,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,YAAY,EAAE,MAAM,OAAO;CAwB9F"}

package/dist/realtimefeeds/ascendex.js

@@ -1,59 +0,0 @@
-import { wait } from "../handy.js";
-import { RealTimeFeedBase } from "./realtimefeed.js";
-export class AscendexRealTimeFeed extends RealTimeFeedBase {
-    wssURL = 'wss://ascendex.com/api/pro/v2/stream';
-    mapToSubscribeMessages(filters) {
-        const subs = filters
-            .filter((f) => f.channel !== 'depth-snapshot-realtime')
-            .map((filter) => {
-            if (filter.channel === 'futures-pricing-data') {
-                return [
-                    {
-                        op: 'sub',
-                        ch: 'futures-pricing-data'
-                    }
-                ];
-            }
-            if (!filter.symbols || filter.symbols.length === 0) {
-                throw new Error('AscendexRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
-            }
-            return filter.symbols.map((symbol) => {
-                return {
-                    op: 'sub',
-                    ch: `${filter.channel}:${symbol}`
-                };
-            });
-        })
-            .flatMap((f) => f);
-        return subs;
-    }
-    messageIsError(message) {
-        return message.m === 'error';
-    }
-    sendCustomPing = () => {
-        this.send({ op: 'ping' });
-    };
-    messageIsHeartbeat(msg) {
-        return msg.m === 'pong';
-    }
-    async provideManualSnapshots(filters, shouldCancel) {
-        const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime');
-        if (!depthSnapshotChannel) {
-            return;
-        }
-        await wait(100);
-        for (let symbol of depthSnapshotChannel.symbols) {
-            if (shouldCancel()) {
-                return;
-            }
-            this.send({
-                op: 'req',
-                action: 'depth-snapshot-realtime',
-                args: { symbol }
-            });
-            await wait(10);
-        }
-        this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols);
-    }
-}
-//# sourceMappingURL=ascendex.js.map

package/dist/realtimefeeds/ascendex.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"ascendex.js","sourceRoot":"","sources":["../../src/realtimefeeds/ascendex.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,MAAM,aAAa,CAAA;AAElC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,oBAAqB,SAAQ,gBAAgB;IACrC,MAAM,GAAG,sCAAsC,CAAA;IAExD,sBAAsB,CAAC,OAAyB;QACxD,MAAM,IAAI,GAAG,OAAO;aACjB,MAAM,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC;aACtD,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;YACd,IAAI,MAAM,CAAC,OAAO,KAAK,sBAAsB,EAAE,CAAC;gBAC9C,OAAO;oBACL;wBACE,EAAE,EAAE,KAAK;wBACT,EAAE,EAAE,sBAAsB;qBAC3B;iBACF,CAAA;YACH,CAAC;YAED,IAAI,CAAC,MAAM,CAAC,OAAO,IAAI,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBACnD,MAAM,IAAI,KAAK,CAAC,0FAA0F,CAAC,CAAA;YAC7G,CAAC;YAED,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE;gBACnC,OAAO;oBACL,EAAE,EAAE,KAAK;oBACT,EAAE,EAAE,GAAG,MAAM,CAAC,OAAO,IAAI,MAAM,EAAE;iBAClC,CAAA;YACH,CAAC,CAAC,CAAA;QACJ,CAAC,CAAC;aACD,OAAO,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAA;QAEpB,OAAO,IAAI,CAAA;IACb,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,CAAC,KAAK,OAAO,CAAA;IAC9B,CAAC;IAES,cAAc,GAAG,GAAG,EAAE;QAC9B,IAAI,CAAC,IAAI,CAAC,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC,CAAA;IAC3B,CAAC,CAAA;IAES,kBAAkB,CAAC,GAAQ;QACnC,OAAO,GAAG,CAAC,CAAC,KAAK,MAAM,CAAA;IACzB,CAAC;IAES,KAAK,CAAC,sBAAsB,CAAC,OAAyB,EAAE,YAA2B;QAC3F,MAAM,oBAAoB,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,KAAK,yBAAyB,CAAC,CAAA;QACzF,IAAI,CAAC,oBAAoB,EAAE,CAAC;YAC1B,OAAM;QACR,CAAC;QAED,MAAM,IAAI,CAAC,GAAG,CAAC,CAAA;QAEf,KAAK,IAAI,MAAM,IAAI,oBAAoB,CAAC,OAAQ,EAAE,CAAC;YACjD,IAAI,YAAY,EAAE,EAAE,CAAC;gBACnB,OAAM;YACR,CAAC;YAED,IAAI,CAAC,IAAI,CAAC;gBACR,EAAE,EAAE,KAAK;gBACT,MAAM,EAAE,yBAAyB;gBACjC,IAAI,EAAE,EAAE,MAAM,EAAE;aACjB,CAAC,CAAA;YAEF,MAAM,IAAI,CAAC,EAAE,CAAC,CAAA;QAChB,CAAC;QAED,IAAI,CAAC,KAAK,CAAC,4CAA4C,EAAE,oBAAoB,CAAC,OAAO,CAAC,CAAA;IACxF,CAAC;CACF"}

package/src/realtimefeeds/ascendex.ts

@@ -1,73 +0,0 @@
-import { wait } from '../handy.ts'
-import { Filter } from '../types.ts'
-import { RealTimeFeedBase } from './realtimefeed.ts'
-
-export class AscendexRealTimeFeed extends RealTimeFeedBase {
-  protected readonly wssURL = 'wss://ascendex.com/api/pro/v2/stream'
-
-  protected mapToSubscribeMessages(filters: Filter<string>[]): any[] {
-    const subs = filters
-      .filter((f) => f.channel !== 'depth-snapshot-realtime')
-      .map((filter) => {
-        if (filter.channel === 'futures-pricing-data') {
-          return [
-            {
-              op: 'sub',
-              ch: 'futures-pricing-data'
-            }
-          ]
-        }
-
-        if (!filter.symbols || filter.symbols.length === 0) {
-          throw new Error('AscendexRealTimeFeed requires explicitly specified symbols when subscribing to live feed')
-        }
-
-        return filter.symbols.map((symbol) => {
-          return {
-            op: 'sub',
-            ch: `${filter.channel}:${symbol}`
-          }
-        })
-      })
-      .flatMap((f) => f)
-
-    return subs
-  }
-
-  protected messageIsError(message: any): boolean {
-    return message.m === 'error'
-  }
-
-  protected sendCustomPing = () => {
-    this.send({ op: 'ping' })
-  }
-
-  protected messageIsHeartbeat(msg: any) {
-    return msg.m === 'pong'
-  }
-
-  protected async provideManualSnapshots(filters: Filter<string>[], shouldCancel: () => boolean) {
-    const depthSnapshotChannel = filters.find((f) => f.channel === 'depth-snapshot-realtime')
-    if (!depthSnapshotChannel) {
-      return
-    }
-
-    await wait(100)
-
-    for (let symbol of depthSnapshotChannel.symbols!) {
-      if (shouldCancel()) {
-        return
-      }
-
-      this.send({
-        op: 'req',
-        action: 'depth-snapshot-realtime',
-        args: { symbol }
-      })
-
-      await wait(10)
-    }
-
-    this.debug('sent depth-snapshot-realtime "req" for: %s', depthSnapshotChannel.symbols)
-  }
-}