tardis-dev 16.6.1 → 16.6.2
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 +1 -1
- package/dist/consts.js +1 -1
- package/dist/consts.js.map +1 -1
- package/dist/handy.d.ts +1 -0
- package/dist/handy.d.ts.map +1 -1
- package/dist/handy.js +18 -0
- package/dist/handy.js.map +1 -1
- package/dist/mappers/kraken.d.ts.map +1 -1
- package/dist/mappers/kraken.js +95 -8
- package/dist/mappers/kraken.js.map +1 -1
- package/dist/realtimefeeds/index.d.ts.map +1 -1
- package/dist/realtimefeeds/index.js +0 -2
- package/dist/realtimefeeds/index.js.map +1 -1
- package/dist/realtimefeeds/kraken.d.ts +1 -0
- package/dist/realtimefeeds/kraken.d.ts.map +1 -1
- package/dist/realtimefeeds/kraken.js +26 -15
- package/dist/realtimefeeds/kraken.js.map +1 -1
- package/dist/replay.d.ts.map +1 -1
- package/dist/replay.js +4 -6
- package/dist/replay.js.map +1 -1
- package/dist/stream.d.ts.map +1 -1
- package/dist/stream.js +2 -5
- package/dist/stream.js.map +1 -1
- package/package.json +1 -1
- package/src/consts.ts +1 -1
- package/src/handy.ts +22 -0
- package/src/mappers/kraken.ts +162 -11
- package/src/realtimefeeds/index.ts +0 -2
- package/src/realtimefeeds/kraken.ts +26 -15
- package/src/replay.ts +4 -7
- package/src/stream.ts +2 -5
- package/dist/realtimefeeds/ascendex.d.ts +0 -11
- package/dist/realtimefeeds/ascendex.d.ts.map +0 -1
- package/dist/realtimefeeds/ascendex.js +0 -59
- package/dist/realtimefeeds/ascendex.js.map +0 -1
- package/src/realtimefeeds/ascendex.ts +0 -73
package/dist/consts.d.ts
CHANGED
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@@ -6,7 +6,7 @@ export declare const EXCHANGE_CHANNELS_INFO: {
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6
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deribit: readonly ["book", "deribit_price_index", "deribit_price_ranking", "deribit_volatility_index", "estimated_expiration_price", "markprice.options", "perpetual", "trades", "ticker", "quote", "platform_state", "instrument.state.any"];
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7
7
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cryptofacilities: readonly ["trade", "trade_snapshot", "book", "book_snapshot", "ticker", "heartbeat"];
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8
8
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bitstamp: readonly ["live_trades", "live_orders", "diff_order_book"];
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9
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-
kraken: readonly ["trade", "ticker", "book", "spread"];
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9
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+
kraken: readonly ["trade", "ticker", "book", "spread", "instrument"];
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okex: readonly ["spot/trade", "spot/depth", "spot/depth_l2_tbt", "spot/ticker", "system/status", "margin/interest_rate", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "interest-rate-loan-quota", "vip-interest-rate-loan-quota", "status", "instruments", "taker-volume", "public-struc-block-trades", "liquidations", "loan-ratio", "public-block-trades"];
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'okex-swap': readonly ["swap/trade", "swap/depth", "swap/depth_l2_tbt", "swap/ticker", "swap/funding_rate", "swap/mark_price", "swap/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "funding-rate", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders", "long-short-account-ratio-contract", "long-short-account-ratio-contract-top-trader", "long-short-position-ratio-contract-top-trader", "public-block-trades", "taker-volume-contract"];
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'okex-futures': readonly ["futures/trade", "futures/depth", "futures/depth_l2_tbt", "futures/ticker", "futures/mark_price", "futures/liquidation", "index/ticker", "system/status", "information/sentiment", "information/long_short_ratio", "information/margin", "trades", "trades-all", "books-l2-tbt", "bbo-tbt", "books", "tickers", "open-interest", "mark-price", "price-limit", "status", "instruments", "index-tickers", "long-short-account-ratio", "taker-volume", "liquidations", "public-struc-block-trades", "liquidation-orders", "estimated-price", "long-short-account-ratio-contract", "long-short-account-ratio-contract-top-trader", "long-short-position-ratio-contract-top-trader", "public-block-trades", "taker-volume-contract"];
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package/dist/consts.js
CHANGED
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@@ -118,7 +118,7 @@ const DERIBIT_CHANNELS = [
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'platform_state',
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'instrument.state.any'
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];
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-
const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread'];
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121
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+
const KRAKEN_CHANNELS = ['trade', 'ticker', 'book', 'spread', 'instrument'];
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const OKEX_CHANNELS = [
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'spot/trade',
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'spot/depth',
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package/dist/consts.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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1
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+
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|
package/dist/handy.d.ts
CHANGED
|
@@ -94,6 +94,7 @@ export declare function asNumberOrUndefined(val: string | number | undefined | n
|
|
|
94
94
|
*/
|
|
95
95
|
export declare function asNonZeroNumberOrUndefined(val: string | number | undefined | null): number | undefined;
|
|
96
96
|
export declare function upperCaseSymbols(symbols?: string[]): string[] | undefined;
|
|
97
|
+
export declare function createNormalizedSymbolFilter(symbols: string[] | undefined, filters: Filter<any>[]): ((symbol: string) => boolean) | undefined;
|
|
97
98
|
export declare function lowerCaseSymbols(symbols?: string[]): string[] | undefined;
|
|
98
99
|
export declare const fromMicroSecondsToDate: (micros: number) => Date;
|
|
99
100
|
export declare function onlyUnique(value: string, index: number, array: string[]): boolean;
|
package/dist/handy.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
{"version":3,"file":"handy.d.ts","sourceRoot":"","sources":["../src/handy.ts"],"names":[],"mappings":"AAGA,OAAO,KAAK,EAAkB,KAAK,EAAE,MAAM,OAAO,CAAA;AAKlD,OAAO,EAAE,MAAM,EAAE,MAAM,oBAAoB,CAAA;AAC3C,OAAO,EAAc,QAAQ,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAM5E,wBAAgB,cAAc,CAAC,GAAG,EAAE,MAAM,QAOzC;AAED,wBAAgB,IAAI,CAAC,OAAO,EAAE,MAAM,oBAInC;AAED,wBAAgB,eAAe,WAE9B;AAED,wBAAgB,gBAAgB,CAAC,IAAI,EAAE,IAAI,UAQ1C;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,MAAM,UAExC;AAED,wBAAgB,MAAM,CAAC,GAAG,EAAE,MAAM,UAEjC;AAED,wBAAgB,UAAU,CAAC,IAAI,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,QAErD;AAED,wBAAgB,OAAO,CAAC,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE,MAAM,QAE/C;AAED,wBAAiB,QAAQ,CAAC,GAAG,EAAE,MAAM,EAAE,IAAI,SAAI,oCAQ9C;AAED,eAAO,MAAM,aAAa,OAAO,CAAA;AAEjC,qBAAa,SAAU,SAAQ,KAAK;aAEhB,MAAM,EAAE,MAAM;aACd,YAAY,EAAE,MAAM;aACpB,GAAG,EAAE,MAAM;gBAFX,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,MAAM,EACpB,GAAG,EAAE,MAAM;CAI9B;AAYD,wBAAiB,IAAI,CAAC,QAAQ,EAAE,QAAQ,CAAC,GAAG,CAAC,EAAE,MAAM,EAAE,MAAM,iCAY5D;AAED,wBAAuB,iBAAiB,CACtC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,EAAE,GAAG,SAAS,EAC7B,QAAQ,EAAE,qBAAqB,CAAC;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,CAAC,EACnF,OAAO,EAAE,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAC3B,aAAa,EAAE,CAAC,cAAc,EAAE,IAAI,KAAK,MAAM,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAC3D,sBAAsB,EAAE,OAAO,GAAG,SAAS,EAC3C,MAAM,CAAC,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,OAAO,EACpC,gBAAgB,CAAC,EAAE,IAAI,GAAG,SAAS,sCAmDpC;AAED,wBAAgB,UAAU,CAAC,CAAC,SAAS,QAAQ,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,OAAO,CAAC,EAAE,MAAM,EAAE,0BA0B3F;AAED,wBAAiB,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,SAAS,EAAE,MAAM,sCAI1D;AACD,wBAAiB,YAAY,CAAC,CAAC,EAAE,OAAO,EAAE,CAAC,EAAE,EAAE,SAAS,EAAE,MAAM,iCAI/D;AAED,wBAAgB,OAAO,CAAC,UAAU,EAAE,MAAM,GAAG,MAAM,CAQlD;AAED,wBAAgB,eAAe,CAAC,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,iBAwCrD;AAQD,eAAO,MAAM,eAAe,EAAE,KAAK,GAAG,SAKrB,CAAA;AAIjB,KAAK,gBAAgB,GACjB,MAAM,GACN;IACE,KAAK,CAAC,EAAE,MAAM,CAAA;IACd,WAAW,CAAC,EAAE,MAAM,EAAE,CAAA;IACtB,aAAa,CAAC,EAAE,MAAM,CAAA;CACvB,CAAA;AAEL,KAAK,kBAAkB,GAAG;IACxB,OAAO,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAChC,IAAI,CAAC,EAAE,MAAM,GAAG,MAAM,CAAA;IACtB,OAAO,CAAC,EAAE,MAAM,CAAA;IAChB,KAAK,CAAC,EAAE,gBAAgB,CAAA;CACzB,CAAA;AAQD,KAAK,YAAY,CAAC,CAAC,IAAI;IACrB,IAAI,EAAE,CAAC,CAAA;IACP,OAAO,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAAC,CAAA;IAC/B,UAAU,EAAE,MAAM,CAAA;CACnB,CAAA;AAqOD,wBAAgB,OAAO,CAAC,CAAC,EAAE,GAAG,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,kBAAkB,4BAEnE;AAED,wBAAgB,QAAQ,CAAC,CAAC,EAAE,GAAG,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,kBAAkB,4BAEpE;AAED,wBAAsB,QAAQ,CAAC,EAC7B,MAAM,EACN,YAAY,EACZ,GAAG,EACH,SAAS,EACT,8BAAsC,EACtC,cAAuB,EACxB,EAAE;IACD,GAAG,EAAE,MAAM,CAAA;IACX,YAAY,EAAE,MAAM,CAAA;IACpB,SAAS,EAAE,MAAM,CAAA;IACjB,MAAM,EAAE,MAAM,CAAA;IACd,8BAA8B,CAAC,EAAE,OAAO,CAAA;IACxC,cAAc,CAAC,EAAE,MAAM,CAAA;CACxB;;;GAwDA;AAID,wBAAgB,cAAc,SAE7B;AA+FD,qBAAa,cAAc,CAAC,CAAC;IAGf,OAAO,CAAC,QAAQ,CAAC,WAAW;IAFxC,OAAO,CAAC,OAAO,CAAU;IACzB,OAAO,CAAC,MAAM,CAAY;gBACG,WAAW,EAAE,MAAM;IAEhD,MAAM,CAAC,KAAK,EAAE,CAAC;IAYd,KAAK;IAON,IAAI,KAAK,WAER;IAED,KAAK;CAIN;AAED,qBAAa,SAAS,CAAC,CAAC;IAEV,OAAO,CAAC,QAAQ,CAAC,QAAQ;IADrC,OAAO,CAAC,IAAI,CAAe;gBACE,QAAQ,EAAE,MAAM;IAEtC,GAAG,CAAC,KAAK,EAAE,CAAC;IAIZ,GAAG,CAAC,KAAK,EAAE,CAAC;IAOZ,MAAM,CAAC,KAAK,EAAE,CAAC;IAIf,IAAI;CAGZ;AAMD,wBAAgB,aAAa,CAAC,CAAC,EAAE,MAAM,UAKtC;AAED;;;;;;GAMG;AACH,wBAAgB,mBAAmB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,GAAG,IAAI,sBAW1E;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,GAAG,IAAI,sBAWjF;AAED,wBAAgB,gBAAgB,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,wBAKlD;AAED,wBAAgB,4BAA4B,CAAC,OAAO,EAAE,MAAM,EAAE,GAAG,SAAS,EAAE,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,EAAE,aAmBhF,MAAM,0BACvB;AAED,wBAAgB,gBAAgB,CAAC,OAAO,CAAC,EAAE,MAAM,EAAE,wBAKlD;AAED,eAAO,MAAM,sBAAsB,GAAI,QAAQ,MAAM,SAWpD,CAAA;AAED,wBAAgB,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,WAEvE"}
|
package/dist/handy.js
CHANGED
|
@@ -654,6 +654,24 @@ export function upperCaseSymbols(symbols) {
|
|
|
654
654
|
}
|
|
655
655
|
return;
|
|
656
656
|
}
|
|
657
|
+
export function createNormalizedSymbolFilter(symbols, filters) {
|
|
658
|
+
if (symbols === undefined || symbols.length === 0) {
|
|
659
|
+
return;
|
|
660
|
+
}
|
|
661
|
+
const allowedSymbols = new Set();
|
|
662
|
+
for (const symbol of symbols) {
|
|
663
|
+
allowedSymbols.add(symbol);
|
|
664
|
+
allowedSymbols.add(symbol.toUpperCase());
|
|
665
|
+
}
|
|
666
|
+
for (const filter of filters) {
|
|
667
|
+
if (filter.symbols !== undefined) {
|
|
668
|
+
for (const symbol of filter.symbols) {
|
|
669
|
+
allowedSymbols.add(symbol);
|
|
670
|
+
}
|
|
671
|
+
}
|
|
672
|
+
}
|
|
673
|
+
return (symbol) => allowedSymbols.has(symbol);
|
|
674
|
+
}
|
|
657
675
|
export function lowerCaseSymbols(symbols) {
|
|
658
676
|
if (symbols !== undefined) {
|
|
659
677
|
return symbols.map((s) => s.toLowerCase());
|
package/dist/handy.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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+
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,IAAI,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,WAAW,CAAA;QAElD,OAAO,WAAW,CAAA;IACpB,CAAC;IAED,CAAC,KAAK;QACJ,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAC7C,MAAM,KAAK,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,OAAO,CAAC,MAAM,CAAA;YACrD,MAAM,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;QAC3B,CAAC;IACH,CAAC;IAED,IAAI,KAAK;QACP,OAAO,IAAI,CAAC,OAAO,CAAC,MAAM,CAAA;IAC5B,CAAC;IAED,KAAK;QACH,IAAI,CAAC,OAAO,GAAG,EAAE,CAAA;QACjB,IAAI,CAAC,MAAM,GAAG,CAAC,CAAA;IACjB,CAAC;CACF;AAED,MAAM,OAAO,SAAS;IAES;IADrB,IAAI,GAAG,IAAI,GAAG,EAAK,CAAA;IAC3B,YAA6B,QAAgB;QAAhB,aAAQ,GAAR,QAAQ,CAAQ;IAAG,CAAC;IAE1C,GAAG,CAAC,KAAQ;QACjB,OAAO,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAA;IAC7B,CAAC;IAEM,GAAG,CAAC,KAAQ;QACjB,IAAI,IAAI,CAAC,IAAI,CAAC,IAAI,IAAI,IAAI,CAAC,QAAQ,EAAE,CAAC;YACpC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,EAAE,CAAC,IAAI,EAAE,CAAC,KAAM,CAAC,CAAA;QAClD,CAAC;QACD,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAA;IACtB,CAAC;IAEM,MAAM,CAAC,KAAQ;QACpB,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,KAAK,CAAC,CAAA;IACzB,CAAC;IAEM,IAAI;QACT,OAAO,IAAI,CAAC,IAAI,CAAC,IAAI,CAAA;IACvB,CAAC;CACF;AAED,SAAS,WAAW,CAAC,CAAS;IAC5B,OAAO,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,KAAK,CAAA;AAC5C,CAAC;AACD,uCAAuC;AACvC,MAAM,UAAU,aAAa,CAAC,CAAS;IACrC,IAAI,KAAK,GAAG,CAAC,CAAA;IACb,uEAAuE;IACvE,OAAO,WAAW,CAAC,CAAC,GAAG,EAAE,IAAI,KAAK,CAAC,IAAI,QAAQ,CAAC,EAAE,IAAI,KAAK,CAAC;QAAE,KAAK,EAAE,CAAA;IACrE,OAAO,KAAK,CAAA;AACd,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,mBAAmB,CAAC,GAAuC;IACzE,IAAI,GAAG,KAAK,SAAS,IAAI,GAAG,KAAK,IAAI,IAAI,GAAG,KAAK,EAAE,EAAE,CAAC;QACpD,OAAM;IACR,CAAC;IAED,IAAI,OAAO,GAAG,KAAK,QAAQ,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,CAAA;IAC/C,CAAC;IAED,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,CAAC,CAAA;IAC5B,OAAO,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,SAAS,CAAA;AACzD,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,0BAA0B,CAAC,GAAuC;IAChF,IAAI,GAAG,KAAK,SAAS,IAAI,GAAG,KAAK,IAAI,IAAI,GAAG,KAAK,EAAE,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;QACjE,OAAM;IACR,CAAC;IAED,IAAI,OAAO,GAAG,KAAK,QAAQ,EAAE,CAAC;QAC5B,OAAO,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,CAAA;IAC/C,CAAC;IAED,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,CAAC,CAAA;IAC5B,OAAO,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,IAAI,QAAQ,KAAK,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,SAAS,CAAA;AAC3E,CAAC;AAED,MAAM,UAAU,gBAAgB,CAAC,OAAkB;IACjD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,CAAA;IAC5C,CAAC;IACD,OAAM;AACR,CAAC;AAED,MAAM,UAAU,4BAA4B,CAAC,OAA6B,EAAE,OAAsB;IAChG,IAAI,OAAO,KAAK,SAAS,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QAClD,OAAM;IACR,CAAC;IAED,MAAM,cAAc,GAAG,IAAI,GAAG,EAAU,CAAA;IACxC,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;QAC1B,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,CAAA;IAC1C,CAAC;IAED,KAAK,MAAM,MAAM,IAAI,OAAO,EAAE,CAAC;QAC7B,IAAI,MAAM,CAAC,OAAO,KAAK,SAAS,EAAE,CAAC;YACjC,KAAK,MAAM,MAAM,IAAI,MAAM,CAAC,OAAO,EAAE,CAAC;gBACpC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;YAC5B,CAAC;QACH,CAAC;IACH,CAAC;IAED,OAAO,CAAC,MAAc,EAAE,EAAE,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAA;AACvD,CAAC;AAED,MAAM,UAAU,gBAAgB,CAAC,OAAkB;IACjD,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,OAAO,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC,CAAA;IAC5C,CAAC;IACD,OAAM;AACR,CAAC;AAED,MAAM,CAAC,MAAM,sBAAsB,GAAG,CAAC,MAAc,EAAE,EAAE;IACvD,MAAM,cAAc,GAAG,MAAM,GAAG,IAAI,CAAA,CAAC,gDAAgD;IAErF,IAAI,CAAC,cAAc,EAAE,CAAC;QACpB,OAAO,IAAI,IAAI,CAAC,MAAM,CAAC,CAAA;IACzB,CAAC;IAED,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,CAAA;IACzC,SAAS,CAAC,EAAE,GAAG,MAAM,GAAG,IAAI,CAAA;IAE5B,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,MAAM,UAAU,UAAU,CAAC,KAAa,EAAE,KAAa,EAAE,KAAe;IACtE,OAAO,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,KAAK,KAAK,CAAA;AACvC,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"kraken.d.ts","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;
|
|
1
|
+
{"version":3,"file":"kraken.d.ts","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,KAAK,EAAE,MAAM,aAAa,CAAA;AAO3D,eAAO,MAAM,aAAa;;;;;;CAYxB,CAAA"}
|
package/dist/mappers/kraken.js
CHANGED
|
@@ -1,11 +1,18 @@
|
|
|
1
|
-
import { asNonZeroNumberOrUndefined,
|
|
2
|
-
import { exchangeMappers } from "./registry.js";
|
|
1
|
+
import { asNonZeroNumberOrUndefined, parseμs } from "../handy.js";
|
|
2
|
+
import { exchangeMappers, mapper } from "./registry.js";
|
|
3
3
|
// https://www.kraken.com/features/websocket-api
|
|
4
|
+
const KRAKEN_V2_API_SWITCH_DATE = new Date('2026-07-10T00:00:00.000Z');
|
|
4
5
|
export const krakenMappers = exchangeMappers({
|
|
5
6
|
kraken: {
|
|
6
|
-
trades: () => krakenTradesMapper,
|
|
7
|
-
bookChanges: (
|
|
8
|
-
|
|
7
|
+
trades: mapper([{ until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenTradesMapper }, { use: () => new KrakenV2TradesMapper() }]),
|
|
8
|
+
bookChanges: mapper([
|
|
9
|
+
{ until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenBookChangeMapper },
|
|
10
|
+
{ use: () => new KrakenV2BookChangeMapper() }
|
|
11
|
+
]),
|
|
12
|
+
bookTickers: mapper([
|
|
13
|
+
{ until: KRAKEN_V2_API_SWITCH_DATE, use: () => krakenBookTickerMapper },
|
|
14
|
+
{ use: () => new KrakenV2BookTickerMapper() }
|
|
15
|
+
])
|
|
9
16
|
}
|
|
10
17
|
});
|
|
11
18
|
const krakenTradesMapper = {
|
|
@@ -17,7 +24,6 @@ const krakenTradesMapper = {
|
|
|
17
24
|
return channel === 'trade';
|
|
18
25
|
},
|
|
19
26
|
getFilters(symbols) {
|
|
20
|
-
symbols = upperCaseSymbols(symbols);
|
|
21
27
|
return [
|
|
22
28
|
{
|
|
23
29
|
channel: 'trade',
|
|
@@ -65,7 +71,6 @@ const krakenBookChangeMapper = {
|
|
|
65
71
|
return channel.startsWith('book');
|
|
66
72
|
},
|
|
67
73
|
getFilters(symbols) {
|
|
68
|
-
symbols = upperCaseSymbols(symbols);
|
|
69
74
|
return [
|
|
70
75
|
{
|
|
71
76
|
channel: 'book',
|
|
@@ -115,7 +120,6 @@ const krakenBookTickerMapper = {
|
|
|
115
120
|
return channel === 'spread';
|
|
116
121
|
},
|
|
117
122
|
getFilters(symbols) {
|
|
118
|
-
symbols = upperCaseSymbols(symbols);
|
|
119
123
|
return [
|
|
120
124
|
{
|
|
121
125
|
channel: 'spread',
|
|
@@ -145,4 +149,87 @@ const krakenBookTickerMapper = {
|
|
|
145
149
|
yield ticker;
|
|
146
150
|
}
|
|
147
151
|
};
|
|
152
|
+
/** @see https://docs.kraken.com/api/docs/websocket-v2/trade */
|
|
153
|
+
class KrakenV2TradesMapper {
|
|
154
|
+
canHandle(message) {
|
|
155
|
+
return message.channel === 'trade' && message.type === 'update';
|
|
156
|
+
}
|
|
157
|
+
getFilters(symbols) {
|
|
158
|
+
return [{ channel: 'trade', symbols }];
|
|
159
|
+
}
|
|
160
|
+
*map(message, localTimestamp) {
|
|
161
|
+
for (const trade of message.data) {
|
|
162
|
+
const timestamp = new Date(trade.timestamp);
|
|
163
|
+
timestamp.μs = parseμs(trade.timestamp);
|
|
164
|
+
yield {
|
|
165
|
+
type: 'trade',
|
|
166
|
+
symbol: trade.symbol,
|
|
167
|
+
exchange: 'kraken',
|
|
168
|
+
id: trade.trade_id.toString(),
|
|
169
|
+
price: trade.price,
|
|
170
|
+
amount: trade.qty,
|
|
171
|
+
side: trade.side,
|
|
172
|
+
timestamp,
|
|
173
|
+
localTimestamp
|
|
174
|
+
};
|
|
175
|
+
}
|
|
176
|
+
}
|
|
177
|
+
}
|
|
178
|
+
/** @see https://docs.kraken.com/api/docs/websocket-v2/book */
|
|
179
|
+
class KrakenV2BookChangeMapper {
|
|
180
|
+
canHandle(message) {
|
|
181
|
+
return message.channel === 'book';
|
|
182
|
+
}
|
|
183
|
+
getFilters(symbols) {
|
|
184
|
+
return [{ channel: 'book', symbols }];
|
|
185
|
+
}
|
|
186
|
+
*map(message, localTimestamp) {
|
|
187
|
+
for (const book of message.data) {
|
|
188
|
+
const timestamp = new Date(book.timestamp);
|
|
189
|
+
timestamp.μs = parseμs(book.timestamp);
|
|
190
|
+
yield {
|
|
191
|
+
type: 'book_change',
|
|
192
|
+
symbol: book.symbol,
|
|
193
|
+
exchange: 'kraken',
|
|
194
|
+
isSnapshot: message.type === 'snapshot',
|
|
195
|
+
bids: book.bids?.map(this.mapBookLevel) ?? [],
|
|
196
|
+
asks: book.asks?.map(this.mapBookLevel) ?? [],
|
|
197
|
+
timestamp,
|
|
198
|
+
localTimestamp
|
|
199
|
+
};
|
|
200
|
+
}
|
|
201
|
+
}
|
|
202
|
+
mapBookLevel(level) {
|
|
203
|
+
return {
|
|
204
|
+
price: level.price,
|
|
205
|
+
amount: level.qty
|
|
206
|
+
};
|
|
207
|
+
}
|
|
208
|
+
}
|
|
209
|
+
/** @see https://docs.kraken.com/api/docs/websocket-v2/ticker */
|
|
210
|
+
class KrakenV2BookTickerMapper {
|
|
211
|
+
canHandle(message) {
|
|
212
|
+
return message.channel === 'ticker';
|
|
213
|
+
}
|
|
214
|
+
getFilters(symbols) {
|
|
215
|
+
return [{ channel: 'ticker', symbols }];
|
|
216
|
+
}
|
|
217
|
+
*map(message, localTimestamp) {
|
|
218
|
+
for (const tickerMessage of message.data) {
|
|
219
|
+
const timestamp = new Date(tickerMessage.timestamp);
|
|
220
|
+
timestamp.μs = parseμs(tickerMessage.timestamp);
|
|
221
|
+
yield {
|
|
222
|
+
type: 'book_ticker',
|
|
223
|
+
symbol: tickerMessage.symbol,
|
|
224
|
+
exchange: 'kraken',
|
|
225
|
+
askAmount: tickerMessage.ask_qty === 0 ? undefined : tickerMessage.ask_qty,
|
|
226
|
+
askPrice: tickerMessage.ask === 0 ? undefined : tickerMessage.ask,
|
|
227
|
+
bidPrice: tickerMessage.bid === 0 ? undefined : tickerMessage.bid,
|
|
228
|
+
bidAmount: tickerMessage.bid_qty === 0 ? undefined : tickerMessage.bid_qty,
|
|
229
|
+
timestamp,
|
|
230
|
+
localTimestamp
|
|
231
|
+
};
|
|
232
|
+
}
|
|
233
|
+
}
|
|
234
|
+
}
|
|
148
235
|
//# sourceMappingURL=kraken.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,
|
|
1
|
+
{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/mappers/kraken.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,0BAA0B,EAAE,OAAO,EAAE,MAAM,aAAa,CAAA;AAGjE,OAAO,EAAE,eAAe,EAAE,MAAM,EAAE,MAAM,eAAe,CAAA;AAEvD,gDAAgD;AAChD,MAAM,yBAAyB,GAAG,IAAI,IAAI,CAAC,0BAA0B,CAAC,CAAA;AAEtE,MAAM,CAAC,MAAM,aAAa,GAAG,eAAe,CAAC;IAC3C,MAAM,EAAE;QACN,MAAM,EAAE,MAAM,CAAC,CAAC,EAAE,KAAK,EAAE,yBAAyB,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,kBAAkB,EAAE,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,oBAAoB,EAAE,EAAE,CAAC,CAAC;QAChI,WAAW,EAAE,MAAM,CAAC;YAClB,EAAE,KAAK,EAAE,yBAAyB,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,sBAAsB,EAAE;YACvE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,wBAAwB,EAAE,EAAE;SAC9C,CAAC;QACF,WAAW,EAAE,MAAM,CAAC;YAClB,EAAE,KAAK,EAAE,yBAAyB,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,sBAAsB,EAAE;YACvE,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC,IAAI,wBAAwB,EAAE,EAAE;SAC9C,CAAC;KACH;CACF,CAAC,CAAA;AAEF,MAAM,kBAAkB,GAA4B;IAClD,SAAS,CAAC,OAAqB;QAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE,CAAC;YAC5B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,KAAK,OAAO,CAAA;IAC5B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,OAAO;gBAChB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,CAAC,CAAC,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,OAAO,CAAA;QAEvC,KAAK,MAAM,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,EAAE,IAAI,CAAC,IAAI,MAAM,EAAE,CAAC;YACjD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;YACjC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAA;YAC/C,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;YAExD,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM;gBACN,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,SAAS;gBACb,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC;gBACpB,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;gBACtB,IAAI,EAAE,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,MAAM;gBACnC,SAAS;gBACT,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,KAAsB,EAAE,EAAE;IAC9C,MAAM,CAAC,KAAK,EAAE,MAAM,CAAC,GAAG,KAAK,CAAA;IAE7B,OAAO,EAAE,KAAK,EAAE,MAAM,CAAC,KAAK,CAAC,EAAE,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,CAAA;AACzD,CAAC,CAAA;AAED,MAAM,kBAAkB,GAAG,CAAC,IAAuB,EAAE,IAAuB,EAAQ,EAAE;IACpF,MAAM,gBAAgB,GAAG,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,EAAE,CAAA;IACpG,MAAM,kBAAkB,GAAG,gBAAgB,CAAC,gBAAgB,CAAC,MAAM,GAAG,CAAC,CAAC,CAAA;IAExE,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,kBAAkB,GAAG,IAAI,CAAC,CAAA;IACrD,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,kBAAkB,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;IAE9D,OAAO,SAAS,CAAA;AAClB,CAAC,CAAA;AAED,MAAM,sBAAsB,GAAiC;IAC3D,SAAS,CAAC,OAA8C;QACtD,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE,CAAC;YAC5B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,CAAC,UAAU,CAAC,MAAM,CAAC,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,MAAM;gBACf,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAA8C,EAAE,cAAoB;QACvE,IAAI,IAAI,IAAI,OAAO,CAAC,CAAC,CAAC,EAAE,CAAC;YACvB,6BAA6B;YAC7B,MAAM,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,OAAO,CAAA;YAE3C,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,MAAM;gBACd,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,IAAI;gBAEhB,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC1B,IAAI,EAAE,EAAE,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC1B,SAAS,EAAE,kBAAkB,CAAC,EAAE,EAAE,EAAE,CAAC;gBACrC,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;aAAM,CAAC;YACN,2BAA2B;YAC3B,MAAM,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;YACpD,MAAM,IAAI,GAAG,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;YAClD,MAAM,IAAI,GAAG,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,OAAO,CAAC,CAAC,CAAC,KAAK,QAAQ,IAAI,GAAG,IAAI,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAA;YAEvH,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM;gBACN,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,KAAK;gBAEjB,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC5B,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,YAAY,CAAC;gBAC5B,SAAS,EAAE,kBAAkB,CAAC,IAAI,EAAE,IAAI,CAAC;gBACzC,cAAc,EAAE,cAAc;aAC/B,CAAA;QACH,CAAC;IACH,CAAC;CACF,CAAA;AAED,MAAM,sBAAsB,GAAiC;IAC3D,SAAS,CAAC,OAAqB;QAC7B,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,EAAE,CAAC;YAC5B,OAAO,KAAK,CAAA;QACd,CAAC;QAED,MAAM,OAAO,GAAG,OAAO,CAAC,OAAO,CAAC,MAAM,GAAG,CAAC,CAAW,CAAA;QACrD,OAAO,OAAO,KAAK,QAAQ,CAAA;IAC7B,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO;YACL;gBACE,OAAO,EAAE,QAAQ;gBACjB,OAAO;aACR;SACF,CAAA;IACH,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,MAAM,CAAC,GAAG,EAAE,GAAG,EAAE,IAAI,EAAE,SAAS,EAAE,SAAS,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC,CAAA;QACzD,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,CAAA;QAEjC,IAAI,YAAY,KAAK,CAAC,EAAE,CAAC;YACvB,OAAM;QACR,CAAC;QACD,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAA;QAC/C,SAAS,CAAC,EAAE,GAAG,IAAI,CAAC,KAAK,CAAC,YAAY,GAAG,OAAO,CAAC,GAAG,IAAI,CAAA;QAExD,MAAM,MAAM,GAAe;YACzB,IAAI,EAAE,aAAa;YACnB,MAAM,EAAE,OAAO,CAAC,CAAC,CAAC;YAClB,QAAQ,EAAE,QAAQ;YAElB,SAAS,EAAE,0BAA0B,CAAC,SAAS,CAAC;YAChD,QAAQ,EAAE,0BAA0B,CAAC,GAAG,CAAC;YAEzC,QAAQ,EAAE,0BAA0B,CAAC,GAAG,CAAC;YACzC,SAAS,EAAE,0BAA0B,CAAC,SAAS,CAAC;YAChD,SAAS;YACT,cAAc,EAAE,cAAc;SAC/B,CAAA;QAED,MAAM,MAAM,CAAA;IACd,CAAC;CACF,CAAA;AAiDD,+DAA+D;AAC/D,MAAM,oBAAoB;IACxB,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,OAAO,KAAK,OAAO,IAAI,OAAO,CAAC,IAAI,KAAK,QAAQ,CAAA;IACjE,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,OAAO,EAAE,OAAO,EAAW,CAAC,CAAA;IACjD,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;YACjC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,CAAC,CAAA;YAC3C,SAAS,CAAC,EAAE,GAAG,OAAO,CAAC,KAAK,CAAC,SAAS,CAAC,CAAA;YAEvC,MAAM;gBACJ,IAAI,EAAE,OAAO;gBACb,MAAM,EAAE,KAAK,CAAC,MAAM;gBACpB,QAAQ,EAAE,QAAQ;gBAClB,EAAE,EAAE,KAAK,CAAC,QAAQ,CAAC,QAAQ,EAAE;gBAC7B,KAAK,EAAE,KAAK,CAAC,KAAK;gBAClB,MAAM,EAAE,KAAK,CAAC,GAAG;gBACjB,IAAI,EAAE,KAAK,CAAC,IAAI;gBAChB,SAAS;gBACT,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF;AAED,8DAA8D;AAC9D,MAAM,wBAAwB;IAC5B,SAAS,CAAC,OAAqB;QAC7B,OAAO,OAAO,CAAC,OAAO,KAAK,MAAM,CAAA;IACnC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,MAAM,EAAE,OAAO,EAAW,CAAC,CAAA;IAChD,CAAC;IAED,CAAC,GAAG,CAAC,OAAqB,EAAE,cAAoB;QAC9C,KAAK,MAAM,IAAI,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;YAChC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;YAC1C,SAAS,CAAC,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,SAAS,CAAC,CAAA;YAEtC,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,IAAI,CAAC,MAAM;gBACnB,QAAQ,EAAE,QAAQ;gBAClB,UAAU,EAAE,OAAO,CAAC,IAAI,KAAK,UAAU;gBACvC,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC,IAAI,EAAE;gBAC7C,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,IAAI,CAAC,YAAY,CAAC,IAAI,EAAE;gBAC7C,SAAS;gBACT,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;IAEO,YAAY,CAAC,KAAwB;QAC3C,OAAO;YACL,KAAK,EAAE,KAAK,CAAC,KAAK;YAClB,MAAM,EAAE,KAAK,CAAC,GAAG;SAClB,CAAA;IACH,CAAC;CACF;AAED,iEAAiE;AACjE,MAAM,wBAAwB;IAC5B,SAAS,CAAC,OAAuB;QAC/B,OAAO,OAAO,CAAC,OAAO,KAAK,QAAQ,CAAA;IACrC,CAAC;IAED,UAAU,CAAC,OAAkB;QAC3B,OAAO,CAAC,EAAE,OAAO,EAAE,QAAQ,EAAE,OAAO,EAAW,CAAC,CAAA;IAClD,CAAC;IAED,CAAC,GAAG,CAAC,OAAuB,EAAE,cAAoB;QAChD,KAAK,MAAM,aAAa,IAAI,OAAO,CAAC,IAAI,EAAE,CAAC;YACzC,MAAM,SAAS,GAAG,IAAI,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,CAAA;YACnD,SAAS,CAAC,EAAE,GAAG,OAAO,CAAC,aAAa,CAAC,SAAS,CAAC,CAAA;YAE/C,MAAM;gBACJ,IAAI,EAAE,aAAa;gBACnB,MAAM,EAAE,aAAa,CAAC,MAAM;gBAC5B,QAAQ,EAAE,QAAQ;gBAClB,SAAS,EAAE,aAAa,CAAC,OAAO,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,aAAa,CAAC,OAAO;gBAC1E,QAAQ,EAAE,aAAa,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,aAAa,CAAC,GAAG;gBACjE,QAAQ,EAAE,aAAa,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,aAAa,CAAC,GAAG;gBACjE,SAAS,EAAE,aAAa,CAAC,OAAO,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,CAAC,aAAa,CAAC,OAAO;gBAC1E,SAAS;gBACT,cAAc;aACf,CAAA;QACH,CAAC;IACH,CAAC;CACF"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA6B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AA6B9C,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAA;AA8BhD,cAAc,mBAAmB,CAAA;AAoEjC,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,GAAG,YAAY,CAMvE;AAED,wBAAgB,kBAAkB,CAChC,QAAQ,EAAE,QAAQ,EAClB,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,EACzB,iBAAiB,EAAE,MAAM,GAAG,SAAS,EACrC,OAAO,CAAC,EAAE,CAAC,KAAK,EAAE,KAAK,KAAK,IAAI,oDAKjC;AAED,wBAAgB,sBAAsB,CAAC,QAAQ,EAAE,QAAQ,EAAE,YAAY,EAAE,YAAY,QAEpF"}
|
|
@@ -21,7 +21,6 @@ import { GateIOFuturesRealTimeFeed } from "./gateiofutures.js";
|
|
|
21
21
|
import { PoloniexRealTimeFeed } from "./poloniex.js";
|
|
22
22
|
import { CoinflexRealTimeFeed } from "./coinflex.js";
|
|
23
23
|
import { UpbitRealTimeFeed } from "./upbit.js";
|
|
24
|
-
import { AscendexRealTimeFeed } from "./ascendex.js";
|
|
25
24
|
import { DydxRealTimeFeed } from "./dydx.js";
|
|
26
25
|
import { SerumRealTimeFeed } from "./serum.js";
|
|
27
26
|
import { StarAtlasRealTimeFeed } from "./staratlas.js";
|
|
@@ -82,7 +81,6 @@ const realTimeFeedsMap = {
|
|
|
82
81
|
poloniex: PoloniexRealTimeFeed,
|
|
83
82
|
coinflex: CoinflexRealTimeFeed,
|
|
84
83
|
upbit: UpbitRealTimeFeed,
|
|
85
|
-
ascendex: AscendexRealTimeFeed,
|
|
86
84
|
dydx: DydxRealTimeFeed,
|
|
87
85
|
serum: SerumRealTimeFeed,
|
|
88
86
|
'star-atlas': StarAtlasRealTimeFeed,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AACA,OAAO,EACL,0BAA0B,EAC1B,yBAAyB,EACzB,mBAAmB,EACnB,qBAAqB,EACrB,2BAA2B,EAC5B,MAAM,cAAc,CAAA;AACrB,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AACxD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,qBAAqB,EAAE,yBAAyB,EAAE,MAAM,YAAY,CAAA;AAC3G,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,MAAM,uBAAuB,CAAA;AACpE,OAAO,EAAE,uBAAuB,EAAE,MAAM,cAAc,CAAA;AACtD,OAAO,EAAE,eAAe,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EACL,mBAAmB,EACnB,iBAAiB,EACjB,uBAAuB,EACvB,6BAA6B,EAC7B,0BAA0B,EAC3B,MAAM,YAAY,CAAA;AACnB,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,uBAAuB,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAEzF,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/realtimefeeds/index.ts"],"names":[],"mappings":"AACA,OAAO,EACL,0BAA0B,EAC1B,yBAAyB,EACzB,mBAAmB,EACnB,qBAAqB,EACrB,2BAA2B,EAC5B,MAAM,cAAc,CAAA;AACrB,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AACxD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,qBAAqB,EAAE,yBAAyB,EAAE,MAAM,YAAY,CAAA;AAC3G,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,4BAA4B,EAAE,MAAM,uBAAuB,CAAA;AACpE,OAAO,EAAE,uBAAuB,EAAE,MAAM,cAAc,CAAA;AACtD,OAAO,EAAE,eAAe,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAA;AAC7D,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EACL,mBAAmB,EACnB,iBAAiB,EACjB,uBAAuB,EACvB,6BAA6B,EAC7B,0BAA0B,EAC3B,MAAM,YAAY,CAAA;AACnB,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,kBAAkB,EAAE,uBAAuB,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAEzF,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,oBAAoB,EAAE,MAAM,eAAe,CAAA;AACpD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAC9C,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAChD,OAAO,EAAE,qBAAqB,EAAE,MAAM,gBAAgB,CAAA;AACtD,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,kCAAkC,EAAE,MAAM,6BAA6B,CAAA;AAChF,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,yBAAyB,EAAE,MAAM,oBAAoB,CAAA;AAC9D,OAAO,EAAE,kBAAkB,EAAE,MAAM,cAAc,CAAA;AACjD,OAAO,EAAE,yBAAyB,EAAE,kBAAkB,EAAE,MAAM,aAAa,CAAA;AAC3E,OAAO,EAAE,iCAAiC,EAAE,MAAM,4BAA4B,CAAA;AAC9E,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,mBAAmB,EAAE,MAAM,cAAc,CAAA;AAClD,OAAO,EAAE,uBAAuB,EAAE,MAAM,kBAAkB,CAAA;AAC1D,OAAO,EAAE,gBAAgB,EAAE,MAAM,WAAW,CAAA;AAC5C,OAAO,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAA;AAExD,cAAc,mBAAmB,CAAA;AAEjC,MAAM,gBAAgB,GAElB;IACF,MAAM,EAAE,kBAAkB;IAC1B,OAAO,EAAE,mBAAmB;IAC5B,gBAAgB,EAAE,yBAAyB;IAC3C,YAAY,EAAE,qBAAqB;IACnC,aAAa,EAAE,sBAAsB;IACrC,iBAAiB,EAAE,0BAA0B;IAC7C,kBAAkB,EAAE,2BAA2B;IAC/C,QAAQ,EAAE,oBAAoB;IAC9B,sBAAsB,EAAE,oBAAoB;IAC5C,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,gBAAgB,EAAE,4BAA4B;IAC9C,OAAO,EAAE,uBAAuB;IAChC,GAAG,EAAE,eAAe;IACpB,QAAQ,EAAE,iBAAiB;IAC3B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,IAAI,EAAE,gBAAgB;IACtB,cAAc,EAAE,gBAAgB;IAChC,WAAW,EAAE,gBAAgB;IAC7B,cAAc,EAAE,uBAAuB;IACvC,UAAU,EAAE,mBAAmB;IAC/B,eAAe,EAAE,uBAAuB;IACxC,sBAAsB,EAAE,6BAA6B;IACrD,KAAK,EAAE,iBAAiB;IACxB,KAAK,EAAE,qBAAqB;IAC5B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,MAAM,EAAE,kBAAkB;IAC1B,KAAK,EAAE,iBAAiB;IACxB,SAAS,EAAE,kBAAkB;IAC7B,iBAAiB,EAAE,yBAAyB;IAC5C,cAAc,EAAE,uBAAuB;IACvC,QAAQ,EAAE,oBAAoB;IAC9B,QAAQ,EAAE,oBAAoB;IAC9B,KAAK,EAAE,iBAAiB;IACxB,IAAI,EAAE,gBAAgB;IACtB,KAAK,EAAE,iBAAiB;IACxB,YAAY,EAAE,qBAAqB;IACnC,kBAAkB,EAAE,0BAA0B;IAC9C,KAAK,EAAE,iBAAiB;IACxB,YAAY,EAAE,yBAAyB;IACvC,eAAe,EAAE,4BAA4B;IAC7C,YAAY,EAAE,qBAAqB;IACnC,MAAM,EAAE,kBAAkB;IAC1B,SAAS,EAAE,qBAAqB;IAChC,OAAO,EAAE,gBAAgB;IACzB,gBAAgB,EAAE,yBAAyB;IAC3C,0BAA0B,EAAE,kCAAkC;IAC9D,cAAc,EAAE,uBAAuB;IACvC,gBAAgB,EAAE,yBAAyB;IAC3C,SAAS,EAAE,kBAAkB;IAC7B,MAAM,EAAE,kBAAkB;IAC1B,gBAAgB,EAAE,yBAAyB;IAC3C,wBAAwB,EAAE,iCAAiC;IAC3D,WAAW,EAAE,uBAAuB;IACpC,OAAO,EAAE,mBAAmB;IAC5B,OAAO,EAAE,mBAAmB;IAC5B,IAAI,EAAE,gBAAgB;IACtB,UAAU,EAAE,sBAAsB;CACnC,CAAA;AAED,MAAM,UAAU,sBAAsB,CAAC,QAAkB;IACvD,IAAI,gBAAgB,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC/B,OAAO,gBAAgB,CAAC,QAAQ,CAAE,CAAA;IACpC,CAAC;IAED,MAAM,IAAI,KAAK,CAAC,0BAA0B,QAAQ,EAAE,CAAC,CAAA;AACvD,CAAC;AAED,MAAM,UAAU,kBAAkB,CAChC,QAAkB,EAClB,OAAyB,EACzB,iBAAqC,EACrC,OAAgC;IAEhC,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,QAAQ,CAAC,CAAA;IAE5D,OAAO,IAAI,mBAAmB,CAAC,QAAQ,EAAE,OAAO,EAAE,iBAAiB,EAAE,OAAO,CAAC,CAAA;AAC/E,CAAC;AAED,MAAM,UAAU,sBAAsB,CAAC,QAAkB,EAAE,YAA0B;IACnF,gBAAgB,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAA;AAC3C,CAAC"}
|
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
import { Filter } from '../types.ts';
|
|
2
2
|
import { RealTimeFeedBase } from './realtimefeed.ts';
|
|
3
3
|
export declare class KrakenRealTimeFeed extends RealTimeFeedBase {
|
|
4
|
+
private readonly channels;
|
|
4
5
|
protected wssURL: string;
|
|
5
6
|
protected mapToSubscribeMessages(filters: Filter<string>[]): any[];
|
|
6
7
|
protected messageIsError(message: any): boolean;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"kraken.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/kraken.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,SAAS,CAAC,MAAM,
|
|
1
|
+
{"version":3,"file":"kraken.d.ts","sourceRoot":"","sources":["../../src/realtimefeeds/kraken.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAA;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,qBAAa,kBAAmB,SAAQ,gBAAgB;IACtD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAqD;IAC9E,SAAS,CAAC,MAAM,SAA2B;IAE3C,SAAS,CAAC,sBAAsB,CAAC,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC,EAAE,GAAG,GAAG,EAAE;IAiClE,SAAS,CAAC,cAAc,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;IAI/C,SAAS,CAAC,kBAAkB,CAAC,OAAO,EAAE,GAAG,GAAG,OAAO;CAGpD"}
|
|
@@ -1,30 +1,41 @@
|
|
|
1
1
|
import { RealTimeFeedBase } from "./realtimefeed.js";
|
|
2
2
|
export class KrakenRealTimeFeed extends RealTimeFeedBase {
|
|
3
|
-
|
|
3
|
+
channels = new Set(['trade', 'book', 'ticker', 'instrument']);
|
|
4
|
+
wssURL = 'wss://ws.kraken.com/v2';
|
|
4
5
|
mapToSubscribeMessages(filters) {
|
|
5
|
-
return filters.
|
|
6
|
-
if (!
|
|
6
|
+
return filters.flatMap(({ channel, symbols }) => {
|
|
7
|
+
if (channel !== 'instrument' && (!symbols || symbols.length === 0)) {
|
|
7
8
|
throw new Error('KrakenRealTimeFeed requires explicitly specified symbols when subscribing to live feed');
|
|
8
9
|
}
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
depth = 1000;
|
|
10
|
+
if (!this.channels.has(channel)) {
|
|
11
|
+
throw new Error(`KrakenRealTimeFeed unsupported channel ${channel}`);
|
|
12
12
|
}
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
13
|
+
if (channel === 'instrument') {
|
|
14
|
+
return [
|
|
15
|
+
{
|
|
16
|
+
method: 'subscribe',
|
|
17
|
+
params: { channel, include_tokenized_assets: true }
|
|
18
|
+
}
|
|
19
|
+
];
|
|
20
|
+
}
|
|
21
|
+
return [
|
|
22
|
+
{
|
|
23
|
+
method: 'subscribe',
|
|
24
|
+
params: {
|
|
25
|
+
channel,
|
|
26
|
+
symbol: symbols,
|
|
27
|
+
...(channel === 'ticker' ? { event_trigger: 'bbo' } : {}),
|
|
28
|
+
...(channel === 'book' ? { depth: 1000 } : {})
|
|
29
|
+
}
|
|
19
30
|
}
|
|
20
|
-
|
|
31
|
+
];
|
|
21
32
|
});
|
|
22
33
|
}
|
|
23
34
|
messageIsError(message) {
|
|
24
|
-
return message.errorMessage !== undefined;
|
|
35
|
+
return message.errorMessage !== undefined || message.success === false;
|
|
25
36
|
}
|
|
26
37
|
messageIsHeartbeat(message) {
|
|
27
|
-
return message.event === 'heartbeat';
|
|
38
|
+
return message.event === 'heartbeat' || message.channel === 'heartbeat';
|
|
28
39
|
}
|
|
29
40
|
}
|
|
30
41
|
//# sourceMappingURL=kraken.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/realtimefeeds/kraken.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,kBAAmB,SAAQ,gBAAgB;
|
|
1
|
+
{"version":3,"file":"kraken.js","sourceRoot":"","sources":["../../src/realtimefeeds/kraken.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,gBAAgB,EAAE,MAAM,mBAAmB,CAAA;AAEpD,MAAM,OAAO,kBAAmB,SAAQ,gBAAgB;IACrC,QAAQ,GAAG,IAAI,GAAG,CAAC,CAAC,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,YAAY,CAAC,CAAC,CAAA;IACpE,MAAM,GAAG,wBAAwB,CAAA;IAEjC,sBAAsB,CAAC,OAAyB;QACxD,OAAO,OAAO,CAAC,OAAO,CAAC,CAAC,EAAE,OAAO,EAAE,OAAO,EAAE,EAAS,EAAE;YACrD,IAAI,OAAO,KAAK,YAAY,IAAI,CAAC,CAAC,OAAO,IAAI,OAAO,CAAC,MAAM,KAAK,CAAC,CAAC,EAAE,CAAC;gBACnE,MAAM,IAAI,KAAK,CAAC,wFAAwF,CAAC,CAAA;YAC3G,CAAC;YAED,IAAI,CAAC,IAAI,CAAC,QAAQ,CAAC,GAAG,CAAC,OAAO,CAAC,EAAE,CAAC;gBAChC,MAAM,IAAI,KAAK,CAAC,0CAA0C,OAAO,EAAE,CAAC,CAAA;YACtE,CAAC;YAED,IAAI,OAAO,KAAK,YAAY,EAAE,CAAC;gBAC7B,OAAO;oBACL;wBACE,MAAM,EAAE,WAAW;wBACnB,MAAM,EAAE,EAAE,OAAO,EAAE,wBAAwB,EAAE,IAAI,EAAE;qBACpD;iBACF,CAAA;YACH,CAAC;YAED,OAAO;gBACL;oBACE,MAAM,EAAE,WAAW;oBACnB,MAAM,EAAE;wBACN,OAAO;wBACP,MAAM,EAAE,OAAO;wBACf,GAAG,CAAC,OAAO,KAAK,QAAQ,CAAC,CAAC,CAAC,EAAE,aAAa,EAAE,KAAK,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;wBACzD,GAAG,CAAC,OAAO,KAAK,MAAM,CAAC,CAAC,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;qBAC/C;iBACF;aACF,CAAA;QACH,CAAC,CAAC,CAAA;IACJ,CAAC;IAES,cAAc,CAAC,OAAY;QACnC,OAAO,OAAO,CAAC,YAAY,KAAK,SAAS,IAAI,OAAO,CAAC,OAAO,KAAK,KAAK,CAAA;IACxE,CAAC;IAES,kBAAkB,CAAC,OAAY;QACvC,OAAO,OAAO,CAAC,KAAK,KAAK,WAAW,IAAI,OAAO,CAAC,OAAO,KAAK,WAAW,CAAA;IACzE,CAAC;CACF"}
|
package/dist/replay.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"replay.d.ts","sourceRoot":"","sources":["../src/replay.ts"],"names":[],"mappings":"AAUA,OAAO,EAAE,aAAa,EAAwB,MAAM,oBAAoB,CAAA;AAExE,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,iBAAiB,EAAE,MAAM,YAAY,CAAA;AAGpE,KAAK,YAAY,CAAC,CAAC,IAAI,CAAC,SAAS,aAAa,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,KAAK,CAAA;AACxE,KAAK,uBAAuB,CAAC,CAAC,SAAS,SAAS,aAAa,CAAC,GAAG,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,IAAI,CAAC,SAAS,IAAI,GAC1G,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,UAAU,GACpC,YAAY,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAA;AAE3B,wBAAuB,MAAM,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAAE,EACtG,QAAQ,EACR,IAAI,EACJ,EAAE,EACF,OAAO,EACP,YAAwB,EACxB,eAA2B,EAC3B,MAAkB,EAClB,gBAA4B,EAC5B,WAAuB,EACvB,2BAAuC,EACxC,EAAE,aAAa,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,qBAAqB,CAC/C,CAAC,SAAS,IAAI,GACV,CAAC,SAAS,IAAI,GACZ;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,GACvD;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,GAAG,SAAS,GACpD,CAAC,SAAS,IAAI,GACZ;IAAE,cAAc,EAAE,MAAM,CAAC;IAAC,OAAO,EAAE,MAAM,CAAA;CAAE,GAC3C;IAAE,cAAc,EAAE,IAAI,CAAC;IAAC,OAAO,EAAE,GAAG,CAAA;CAAE,CAC7C,CAiMA;AA+BD,wBAAgB,gBAAgB,CAAC,CAAC,SAAS,QAAQ,EAAE,CAAC,SAAS,aAAa,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,SAAS,OAAO,GAAG,KAAK,EAC/G,EACE,QAAQ,EACR,OAAO,EACP,IAAI,EACJ,EAAE,EACF,sBAAkC,EAClC,MAAkB,EAClB,WAAuB,EACvB,2BAAuC,EACxC,EAAE,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,EAChC,GAAG,WAAW,EAAE,CAAC,GAChB,qBAAqB,CAAC,uBAAuB,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,
|
|
1
|
+
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|
package/dist/replay.js
CHANGED
|
@@ -7,7 +7,7 @@ import { BinarySplitStream } from "./binarysplit.js";
|
|
|
7
7
|
import { clearCacheSync } from "./clearcache.js";
|
|
8
8
|
import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from "./consts.js";
|
|
9
9
|
import { debug } from "./debug.js";
|
|
10
|
-
import { addDays, getFilters, normalizeMessages, parseAsUTCDate, wait } from "./handy.js";
|
|
10
|
+
import { addDays, createNormalizedSymbolFilter, getFilters, normalizeMessages, parseAsUTCDate, wait } from "./handy.js";
|
|
11
11
|
import { normalizeBookChanges } from "./mappers/index.js";
|
|
12
12
|
import { getOptions } from "./options.js";
|
|
13
13
|
export async function* replay({ exchange, from, to, filters, skipDecoding = undefined, withDisconnects = undefined, apiKey = undefined, withMicroseconds = undefined, autoCleanup = undefined, waitWhenDataNotYetAvailable = undefined }) {
|
|
@@ -193,12 +193,9 @@ export function replayNormalized({ exchange, symbols, from, to, withDisconnectMe
|
|
|
193
193
|
const filters = getFilters(mappers, symbols);
|
|
194
194
|
// filter normalized messages by symbol as some exchanges do not provide server side filtering so we could end up with messages
|
|
195
195
|
// for symbols we've not requested for
|
|
196
|
-
const upperCaseSymbols = symbols !== undefined ? symbols.map((s) => s.toUpperCase()) : undefined;
|
|
197
|
-
const filter = (symbol) => {
|
|
198
|
-
return upperCaseSymbols === undefined || upperCaseSymbols.length === 0 || upperCaseSymbols.includes(symbol);
|
|
199
|
-
};
|
|
200
196
|
const segments = getReplayNormalizedSegments(exchange, normalizers, fromDate, toDate);
|
|
201
197
|
if (segments.length <= 1) {
|
|
198
|
+
const filter = createNormalizedSymbolFilter(symbols, filters);
|
|
202
199
|
const messages = replay({
|
|
203
200
|
exchange,
|
|
204
201
|
from,
|
|
@@ -218,6 +215,7 @@ export function replayNormalized({ exchange, symbols, from, to, withDisconnectMe
|
|
|
218
215
|
const { from: segmentFrom, to: segmentTo } = segments[i];
|
|
219
216
|
const segmentMappers = i === 0 ? mappers : createMappers(segmentFrom);
|
|
220
217
|
const segmentFilters = getFilters(segmentMappers, symbols);
|
|
218
|
+
const segmentFilter = createNormalizedSymbolFilter(symbols, segmentFilters);
|
|
221
219
|
const segmentMessages = replay({
|
|
222
220
|
exchange,
|
|
223
221
|
from: segmentFrom.toISOString(),
|
|
@@ -229,7 +227,7 @@ export function replayNormalized({ exchange, symbols, from, to, withDisconnectMe
|
|
|
229
227
|
autoCleanup,
|
|
230
228
|
waitWhenDataNotYetAvailable
|
|
231
229
|
});
|
|
232
|
-
yield* normalizeMessages(exchange, undefined, segmentMessages, segmentMappers, createMappers, withDisconnectMessages,
|
|
230
|
+
yield* normalizeMessages(exchange, undefined, segmentMessages, segmentMappers, createMappers, withDisconnectMessages, segmentFilter);
|
|
233
231
|
}
|
|
234
232
|
}
|
|
235
233
|
}
|